Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

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May 25, 2022 12:37 PM EDT

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      GOLDMAN SACHS TRUST
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      C/O GOLDMAN SACHS & CO
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      2022-03-31
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        Honeywell International Inc
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        Honeywell International Inc
        438516106
        
          
        
        54892.00000000
        NS
        USD
        10680885.36000000
        0.276286086050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LondonMetric Property PLC
        213800OCERWWPQDURL87
        LondonMetric Property PLC
        000000000
        
          
        
        26546.00000000
        NS
        
        96019.54000000
        0.002483770024
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
        
        7653.00000000
        NS
        USD
        843284.07000000
        0.021813515198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        000000000
        
          
        
        9210.00000000
        NS
        
        413378.89000000
        0.010693012023
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyu Corp
        3538005PGNIBTZYXAE45
        Tokyu Corp
        000000000
        
          
        
        1200.00000000
        NS
        
        15568.71000000
        0.000402721104
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
        
        27404.00000000
        NS
        USD
        3605544.28000000
        0.093265837393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Balfour Beatty PLC
        CT4UIJ3TUKGYYHMENQ17
        Balfour Beatty PLC
        000000000
        
          
        
        6611.00000000
        NS
        
        22277.25000000
        0.000576253185
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cosmo Energy Holdings Co Ltd
        353800Y4GZ7KR5X7L150
        Cosmo Energy Holdings Co Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        8568.42000000
        0.000221642227
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR MAY22
        000000000
        
          
        
        -6.00000000
        NC
        USD
        1761.00000000
        0.000045552384
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Primary Aluminum Future
                LAK22 COMDTY
              
            
            2022-05-16
            -524827.50000000
            USD
            1761.00000000
          
        
        
          N
          N
          N
        
      
      
        Konica Minolta Inc
        549300SVK6KRUOL1A740
        Konica Minolta Inc
        000000000
        
          
        
        11990.00000000
        NS
        
        50330.76000000
        0.001301922848
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Premier Foods PLC
        213800ZD5I8XHNMCJA67
        Premier Foods PLC
        000000000
        
          
        
        5617.00000000
        NS
        
        8411.80000000
        0.000217590885
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
        
        1343.00000000
        NS
        
        128973.39000000
        0.003336198444
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES097070  TRS USD R E USJPGSGLTN.I / Short: ES097070  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+38BPS
        000000000
        
          
        
        39148041.24000000
        OU
        Notional Amount
        USD
        3501511.02000000
        0.090574773754
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                JPGSGLTN Index
                JPGSGLTN
                
                  
                    Paychex Inc
                    
                      
                    
                    157.35000000
                    USD
                    21473.79000000
                    USD
                  
                  
                    Amphenol Corp
                    
                      
                    
                    293.53000000
                    USD
                    22117.33000000
                    USD
                  
                  
                    Oracle Corp
                    
                      
                    
                    772.15000000
                    USD
                    63880.10000000
                    USD
                  
                  
                    ServiceNow Inc
                    
                      
                    
                    98.02000000
                    USD
                    54584.07000000
                    USD
                  
                  
                    PayPal Holdings Inc
                    
                      
                    
                    570.94000000
                    USD
                    66029.78000000
                    USD
                  
                  
                    Intel Corp
                    
                      
                    
                    1995.60000000
                    USD
                    98902.10000000
                    USD
                  
                  
                    NVIDIA Corp
                    
                      
                    
                    980.18000000
                    USD
                    267451.82000000
                    USD
                  
                  
                    Infineon Technologies AG
                    
                      
                    
                    707.60000000
                    USD
                    21924.85000000
                    USD
                  
                  
                    Cognizant Technology Solutions Corp
                    
                      
                    
                    257.42000000
                    USD
                    23082.42000000
                    USD
                  
                  
                    KLA Corp
                    
                      
                    
                    73.86000000
                    USD
                    27038.04000000
                    USD
                  
                  
                    Intuit Inc
                    
                      
                    
                    138.77000000
                    USD
                    66728.47000000
                    USD
                  
                  
                    Capgemini SE
                    
                      
                    
                    86.87000000
                    USD
                    17591.10000000
                    USD
                  
                  
                    Analog Devices Inc
                    
                      
                    
                    257.45000000
                    USD
                    42526.24000000
                    USD
                  
                  
                    Accenture PLC
                    
                      
                    
                    309.73000000
                    USD
                    104450.46000000
                    USD
                  
                  
                    Dassault Systemes SE
                    
                      
                    
                    375.84000000
                    USD
                    16805.71000000
                    USD
                  
                  
                    Autodesk Inc
                    
                      
                    
                    107.80000000
                    USD
                    23107.84000000
                    USD
                  
                  
                    HP Inc
                    
                      
                    
                    530.62000000
                    USD
                    19261.53000000
                    USD
                  
                  
                    Adyen NV
                    
                      
                    
                    16.77000000
                    USD
                    30343.50000000
                    USD
                  
                  
                    Salesforce Inc
                    
                      
                    
                    482.73000000
                    USD
                    102492.87000000
                    USD
                  
                  
                    Texas Instruments Inc
                    
                      
                    
                    452.61000000
                    USD
                    83045.13000000
                    USD
                  
                  
                    Micron Technology Inc
                    
                      
                    
                    548.78000000
                    USD
                    42744.45000000
                    USD
                  
                  
                    Synopsys Inc
                    
                      
                    
                    75.20000000
                    USD
                    25060.84000000
                    USD
                  
                  
                    Apple Inc
                    
                      
                    
                    1451.91000000
                    USD
                    253517.94000000
                    USD
                  
                  
                    Lam Research Corp
                    
                      
                    
                    68.37000000
                    USD
                    36754.28000000
                    USD
                  
                  
                    Cadence Design Systems Inc
                    
                      
                    
                    135.82000000
                    USD
                    22337.15000000
                    USD
                  
                  
                    Keyence Corp
                    
                      
                    
                    0.77000000
                    USD
                    44297.44000000
                    USD
                  
                  
                    Motorola Solutions Inc
                    
                      
                    
                    82.77000000
                    USD
                    20047.62000000
                    USD
                  
                  
                    International Business Machines Corp
                    
                      
                    
                    439.50000000
                    USD
                    57144.20000000
                    USD
                  
                  
                    Adobe Inc
                    
                      
                    
                    231.17000000
                    USD
                    105325.87000000
                    USD
                  
                  
                    Automatic Data Processing Inc
                    
                      
                    
                    205.86000000
                    USD
                    46840.34000000
                    USD
                  
                  
                    Cisco Systems Inc
                    
                      
                    
                    2066.96000000
                    USD
                    115253.78000000
                    USD
                  
                  
                    TE Connectivity Ltd
                    
                      
                    
                    159.56000000
                    USD
                    20898.84000000
                    USD
                  
                  
                    SAP SE
                    
                      
                    
                    592.43000000
                    USD
                    59906.23000000
                    USD
                  
                  
                    Shopify Inc
                    
                      
                    
                    44.90000000
                    USD
                    37962.54000000
                    USD
                  
                  
                    Fidelity National Information Services I
                    
                      
                    
                    298.43000000
                    USD
                    29968.10000000
                    USD
                  
                  
                    Applied Materials Inc
                    
                      
                    
                    435.19000000
                    USD
                    57357.59000000
                    USD
                  
                  
                    Murata Manufacturing Co Ltd
                    
                      
                    
                    2.59000000
                    USD
                    20986.73000000
                    USD
                  
                  
                    Broadcom Inc
                    
                      
                    
                    202.34000000
                    USD
                    127410.11000000
                    USD
                  
                  
                    Global Payments Inc
                    
                      
                    
                    139.55000000
                    USD
                    19096.05000000
                    USD
                  
                  
                    Fiserv Inc
                    
                      
                    
                    291.21000000
                    USD
                    29528.63000000
                    USD
                  
                  
                    Fortinet Inc
                    
                      
                    
                    66.51000000
                    USD
                    22727.85000000
                    USD
                  
                  
                    Microsoft Corp
                    
                      
                    
                    784.18000000
                    USD
                    241769.88000000
                    USD
                  
                  
                    Constellation Software Inc/Canada
                    
                      
                    
                    7.76000000
                    USD
                    16589.53000000
                    USD
                  
                  
                    Tokyo Electron Ltd
                    
                      
                    
                    0.63000000
                    USD
                    40044.40000000
                    USD
                  
                  
                    Arista Networks Inc
                    
                      
                    
                    109.93000000
                    USD
                    15278.53000000
                    USD
                  
                  
                    Microchip Technology Inc
                    
                      
                    
                    272.48000000
                    USD
                    20474.14000000
                    USD
                  
                  
                    Advanced Micro Devices Inc
                    
                      
                    
                    801.18000000
                    USD
                    87601.54000000
                    USD
                  
                  
                    ASML Holding NV
                    
                      
                    
                    220.24000000
                    USD
                    134347.90000000
                    USD
                  
                  
                    NXP Semiconductors NV
                    
                      
                    
                    130.33000000
                    USD
                    24121.17000000
                    USD
                  
                  
                    QUALCOMM Inc
                    
                      
                    
                    552.32000000
                    USD
                    84405.46000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-24
            0.00000000
            USD
            0.00000000
            USD
            39148041.24000000
            USD
            3501511.02000000
          
        
        
          N
          N
          N
        
      
      
        Firstgroup PLC
        549300DEJZCPWA4HKM93
        Firstgroup PLC
        000000000
        
          
        
        9128.00000000
        NS
        
        13291.40000000
        0.000343813154
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-SCHATZ FUT JUN22
        000000000
        
          
        
        -338.00000000
        NC
        
        184263.36000000
        0.004766402860
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Eurex 2 Year Euro SCHATZ Future
                DUM2 COMDTY
              
            
            2022-06-08
            -37608515.79000000
            EUR
            184263.36000000
          
        
        
          N
          N
          N
        
      
      
        Endeavour Mining PLC
        529900NI5MXQ91GHXR07
        Endeavour Mining PLC
        000000000
        
          
        
        1508.00000000
        NS
        
        37443.06000000
        0.000968552338
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Reach PLC
        213800GNI5XF3XOATR61
        Reach PLC
        000000000
        
          
        
        12336.00000000
        NS
        
        29687.89000000
        0.000767946724
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        FTSE 100 IDX FUT JUN22
        000000000
        
          
        
        760.00000000
        NC
        
        3501352.01000000
        0.090570660588
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Long
            
              
                FTSE 100 Index Future
                Z M2 INDEX
              
            
            2022-06-17
            54228237.80000000
            GBP
            3501352.01000000
          
        
        
          N
          N
          N
        
      
      
        Kusuri no Aoki Holdings Co Ltd
        N/A
        Kusuri no Aoki Holdings Co Ltd
        000000000
        
          
        
        200.00000000
        NS
        
        11129.79000000
        0.000287898054
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
        
        1000.00000000
        NS
        
        26705.29000000
        0.000690794798
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Music Group NV
        724500GJBUL3D9TW9Y18
        Universal Music Group NV
        000000000
        
          
        
        15546.00000000
        NS
        
        414986.70000000
        0.010734601790
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES092379  TRS USD R E USJPGSGLHN.I / Short: ES092379  TRS USD P V 01MLIBOR RESET M ON15TH/US0001M+17BPS
        000000000
        
          
        
        49509850.80000000
        OU
        Notional Amount
        USD
        2251599.87000000
        0.058242897893
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                JPGSGLHN Index
                JPGSGLHN
                
                  
                    Boston Scientific Corp
                    
                      
                    
                    453.67000000
                    USD
                    20093.12000000
                    USD
                  
                  
                    CVS Health Corp
                    
                      
                    
                    417.86000000
                    USD
                    42291.73000000
                    USD
                  
                  
                    Amgen Inc
                    
                      
                    
                    179.33000000
                    USD
                    43364.58000000
                    USD
                  
                  
                    AbbVie Inc
                    
                      
                    
                    562.84000000
                    USD
                    91241.47000000
                    USD
                  
                  
                    HCA Healthcare Inc
                    
                      
                    
                    76.25000000
                    USD
                    19108.59000000
                    USD
                  
                  
                    McKesson Corp
                    
                      
                    
                    47.69000000
                    USD
                    14599.62000000
                    USD
                  
                  
                    Abbott Laboratories
                    
                      
                    
                    562.97000000
                    USD
                    66632.65000000
                    USD
                  
                  
                    Johnson & Johnson
                    
                      
                    
                    838.13000000
                    USD
                    148542.61000000
                    USD
                  
                  
                    Sanofi
                    
                      
                    
                    404.72000000
                    USD
                    37440.75000000
                    USD
                  
                  
                    Humana Inc
                    
                      
                    
                    40.92000000
                    USD
                    17807.63000000
                    USD
                  
                  
                    Cigna Corp
                    
                      
                    
                    102.82000000
                    USD
                    24635.81000000
                    USD
                  
                  
                    Bayer AG
                    
                      
                    
                    345.80000000
                    USD
                    21474.43000000
                    USD
                  
                  
                    Baxter International Inc
                    
                      
                    
                    159.40000000
                    USD
                    12360.23000000
                    USD
                  
                  
                    Alcon Inc
                    
                      
                    
                    172.52000000
                    USD
                    12714.65000000
                    USD
                  
                  
                    Intuitive Surgical Inc
                    
                      
                    
                    113.89000000
                    USD
                    34359.62000000
                    USD
                  
                  
                    UnitedHealth Group Inc
                    
                      
                    
                    299.86000000
                    USD
                    152917.18000000
                    USD
                  
                  
                    ResMed Inc
                    
                      
                    
                    46.56000000
                    USD
                    11290.35000000
                    USD
                  
                  
                    Dexcom Inc
                    
                      
                    
                    30.86000000
                    USD
                    15786.37000000
                    USD
                  
                  
                    IQVIA Holdings Inc
                    
                      
                    
                    60.82000000
                    USD
                    14062.43000000
                    USD
                  
                  
                    GlaxoSmithKline PLC
                    
                      
                    
                    20.91000000
                    USD
                    34450.38000000
                    USD
                  
                  
                    Regeneron Pharmaceuticals Inc
                    
                      
                    
                    33.97000000
                    USD
                    23728.80000000
                    USD
                  
                  
                    AstraZeneca PLC
                    
                      
                    
                    6.47000000
                    USD
                    65544.93000000
                    USD
                  
                  
                    Centene Corp
                    
                      
                    
                    185.77000000
                    USD
                    15639.86000000
                    USD
                  
                  
                    Agilent Technologies Inc
                    
                      
                    
                    95.63000000
                    USD
                    12654.31000000
                    USD
                  
                  
                    Daiichi Sankyo Co Ltd
                    
                      
                    
                    4.79000000
                    USD
                    12832.09000000
                    USD
                  
                  
                    CSL Ltd
                    
                      
                    
                    114.28000000
                    USD
                    30643.10000000
                    USD
                  
                  
                    Becton Dickinson and Co
                    
                      
                    
                    90.66000000
                    USD
                    24116.08000000
                    USD
                  
                  
                    Hoya Corp
                    
                      
                    
                    0.97000000
                    USD
                    13569.72000000
                    USD
                  
                  
                    Medtronic PLC
                    
                      
                    
                    428.06000000
                    USD
                    47493.74000000
                    USD
                  
                  
                    Takeda Pharmaceutical Co Ltd
                    
                      
                    
                    4.14000000
                    USD
                    14479.61000000
                    USD
                  
                  
                    Edwards Lifesciences Corp
                    
                      
                    
                    198.77000000
                    USD
                    23399.01000000
                    USD
                  
                  
                    Eli Lilly & Co
                    
                      
                    
                    252.78000000
                    USD
                    72387.20000000
                    USD
                  
                  
                    Pfizer Inc
                    
                      
                    
                    1786.96000000
                    USD
                    92510.79000000
                    USD
                  
                  
                    Illumina Inc
                    
                      
                    
                    49.76000000
                    USD
                    17386.47000000
                    USD
                  
                  
                    Gilead Sciences Inc
                    
                      
                    
                    399.36000000
                    USD
                    23741.70000000
                    USD
                  
                  
                    Stryker Corp
                    
                      
                    
                    106.89000000
                    USD
                    28577.06000000
                    USD
                  
                  
                    Novo Nordisk A/S
                    
                      
                    
                    78.02000000
                    USD
                    58428.72000000
                    USD
                  
                  
                    Danaher Corp
                    
                      
                    
                    202.59000000
                    USD
                    59426.75000000
                    USD
                  
                  
                    Align Technology Inc
                    
                      
                    
                    23.35000000
                    USD
                    10179.28000000
                    USD
                  
                  
                    Anthem Inc
                    
                      
                    
                    77.27000000
                    USD
                    37957.90000000
                    USD
                  
                  
                    Lonza Group AG
                    
                      
                    
                    25.71000000
                    USD
                    17282.29000000
                    USD
                  
                  
                    IDEXX Laboratories Inc
                    
                      
                    
                    27.00000000
                    USD
                    14768.27000000
                    USD
                  
                  
                    Thermo Fisher Scientific Inc
                    
                      
                    
                    125.45000000
                    USD
                    74098.40000000
                    USD
                  
                  
                    Zoetis Inc
                    
                      
                    
                    150.63000000
                    USD
                    28406.97000000
                    USD
                  
                  
                    Novartis AG
                    
                      
                    
                    840.47000000
                    USD
                    68288.32000000
                    USD
                  
                  
                    Vertex Pharmaceuticals Inc
                    
                      
                    
                    81.05000000
                    USD
                    21151.39000000
                    USD
                  
                  
                    Bristol-Myers Squibb Co
                    
                      
                    
                    693.95000000
                    USD
                    50679.24000000
                    USD
                  
                  
                    Merck & Co Inc
                    
                      
                    
                    804.18000000
                    USD
                    65982.95000000
                    USD
                  
                  
                    Roche Holding AG
                    
                      
                    
                    242.56000000
                    USD
                    88884.76000000
                    USD
                  
                  
                    Moderna Inc
                    
                      
                    
                    112.30000000
                    USD
                    19345.07000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-24
            0.00000000
            USD
            0.00000000
            USD
            49509850.80000000
            USD
            2251599.87000000
          
        
        
          N
          N
          N
        
      
      
        Nordson Corp
        14OS6Q5N55N95WM84M53
        Nordson Corp
        655663102
        
          
        
        1401.00000000
        NS
        USD
        318139.08000000
        0.008229411539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles River Laboratories International Inc
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864107
        
          
        
        13371.00000000
        NS
        USD
        3796962.87000000
        0.098217327016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        EPAM Systems Inc
        29414B104
        
          
        
        7844.00000000
        NS
        USD
        2326608.84000000
        0.060183180373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Square Enix Holdings Co Ltd
        529900KCRNRDF8DIA489
        Square Enix Holdings Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        26579.17000000
        0.000687532409
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE JUN22
        000000000
        
          
        
        -188.00000000
        NC
        
        684376.53000000
        0.017702999937
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX 10 Year Euro BUND Future
                RXM2 COMDTY
              
            
            2022-06-08
            -30446725.59000000
            EUR
            684376.53000000
          
        
        
          N
          N
          N
        
      
      
        Kingfisher PLC
        213800KBMEV7I92FY281
        Kingfisher PLC
        000000000
        
          
        
        23146.00000000
        NS
        
        77253.12000000
        0.001998332670
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        EDP - Energias de Portugal SA
        000000000
        
          
        
        78212.00000000
        NS
        
        384950.42000000
        0.009957643142
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
        
        224293.00000000
        NS
        USD
        12506577.68000000
        0.323511888820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mazda Motor Corp
        52990044YZJLICDQKK92
        Mazda Motor Corp
        000000000
        
          
        
        10900.00000000
        NS
        
        80121.48000000
        0.002072529511
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
        
        1506.00000000
        NS
        USD
        273835.98000000
        0.007083408217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
        
        2376.00000000
        NS
        
        113531.09000000
        0.002936747230
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        63238.00000000
        NS
        USD
        13426692.16000000
        0.347312802305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Penn National Gaming Inc
        N/A
        Penn National Gaming Inc
        707569109
        
          
        
        6535.00000000
        NS
        USD
        277214.70000000
        0.007170806714
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
        
        16369.00000000
        NS
        USD
        7870869.96000000
        0.203598464149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -39119.37000000
        -0.00101191401
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            11570000.00000000
            ILS
            3588129.83000000
            USD
            2022-04-27
            -39119.37000000
          
        
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
        
        9306.00000000
        NS
        USD
        592978.32000000
        0.015338771424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares JP Morgan USD Emerging Markets Bond ETF
        54930070R8WH6MNUJG74
        iShares JP Morgan USD Emerging Markets Bond ETF
        464288281
        
          
        
        44300.00000000
        NS
        USD
        4330768.00000000
        0.112025445455
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Umicore SA
        529900F3AIQECS8ZSV61
        Umicore SA
        000000000
        
          
        
        3914.00000000
        NS
        
        169191.87000000
        0.004376543514
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aozora Bank Ltd
        X0XUGKC9FD2CYUQNC010
        Aozora Bank Ltd
        000000000
        
          
        
        700.00000000
        NS
        
        14748.45000000
        0.000381503160
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LEG Immobilien SE
        391200SO40AKONBO0Z96
        LEG Immobilien SE
        000000000
        
          
        
        1603.00000000
        NS
        
        182546.39000000
        0.004721989415
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown PLC
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown PLC
        000000000
        
          
        
        10206.00000000
        NS
        
        134523.33000000
        0.003479760626
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        CATTLE FEEDER FUT MAY22
        000000000
        
          
        
        -62.00000000
        NC
        USD
        -40097.05000000
        -0.00103720399
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME Feeder Cattle Future
                FCK2 COMDTY
              
            
            2022-05-26
            -5120627.95000000
            USD
            -40097.05000000
          
        
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
        
        10067.00000000
        NS
        USD
        4164717.90000000
        0.107730171171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hawaiian Electric Industries Inc
        JJ8FWOCWCV22X7GUPJ23
        Hawaiian Electric Industries Inc
        419870100
        
          
        
        2969.00000000
        NS
        USD
        125618.39000000
        0.003249413521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR JUN22
        000000000
        
          
        
        -227.00000000
        NC
        
        2764.64000000
        0.000071513881
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                ICF 3 Month Euro Euribor Future
                ERM2 Comdty
              
            
            2022-06-13
            -56951124.11000000
            EUR
            2764.64000000
          
        
        
          N
          N
          N
        
      
      
        BT Group PLC
        213800LRO7NS5CYQMN21
        BT Group PLC
        000000000
        
          
        
        63522.00000000
        NS
        
        151455.94000000
        0.003917762194
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
        
        17406.00000000
        NS
        USD
        3732890.76000000
        0.096559952005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nokia Oyj
        549300A0JPRWG1KI7U06
        Nokia Oyj
        000000000
        
          
        
        168307.00000000
        NS
        
        926869.59000000
        0.023975650207
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Victrex PLC
        213800UYNPHAUNHPXL67
        Victrex PLC
        000000000
        
          
        
        1485.00000000
        NS
        
        35498.20000000
        0.000918243985
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Jupiter Fund Management PLC
        5493003DJ1G01IMQ7S28
        Jupiter Fund Management PLC
        000000000
        
          
        
        18729.00000000
        NS
        
        50830.50000000
        0.001314849792
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Seiko Epson Corp
        549300NIOFQDR749W206
        Seiko Epson Corp
        000000000
        
          
        
        2819.00000000
        NS
        
        42349.56000000
        0.001095470439
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
        
        3147.00000000
        NS
        
        106450.27000000
        0.002753585256
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        85302.90000000
        0.002206559060
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            3930825.31000000
            USD
            80260000.00000000
            MXN
            2022-04-27
            85302.90000000
          
        
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
        
        11300.00000000
        NS
        
        131793.06000000
        0.003409135805
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        17116.00000000
        NS
        USD
        5772028.68000000
        0.149307024541
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
        
        5505.00000000
        NS
        USD
        270956.10000000
        0.007008913384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
        
        3016.00000000
        NS
        
        1204726.34000000
        0.031163065047
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        1049730.00000000
        NS
        
        385383.90000000
        0.009968856117
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620R303
        
          
        
        75628.00000000
        NS
        USD
        3693671.52000000
        0.095545454615
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537101
        
          
        
        5482.00000000
        NS
        USD
        546939.14000000
        0.014147860332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
        
        173404.00000000
        NS
        USD
        7584690.96000000
        0.196195774845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102105
        
          
        
        7181.00000000
        NS
        USD
        356536.65000000
        0.009222654512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fluidra SA
        95980020140005026620
        Fluidra SA
        000000000
        
          
        
        3571.00000000
        NS
        
        103324.98000000
        0.002672742319
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Comerica Inc
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340107
        
          
        
        32322.00000000
        NS
        USD
        2922878.46000000
        0.075607088972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings Inc
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
        
        1400.00000000
        NS
        
        45455.08000000
        0.001175801979
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121100
        
          
        
        15138.00000000
        NS
        USD
        442483.74000000
        0.011445877054
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyushu Railway Co
        5299002CCI6HLWAN3K50
        Kyushu Railway Co
        000000000
        
          
        
        1000.00000000
        NS
        
        20426.06000000
        0.000528367825
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -72669.01000000
        -0.00187975394
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            104680000.00000000
            CZK
            4655902.23000000
            USD
            2022-04-27
            -72669.01000000
          
        
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA
        000000000
        
          
        
        1101.00000000
        NS
        
        75287.28000000
        0.001947481619
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360105
        
          
        
        807.00000000
        NS
        USD
        381412.41000000
        0.009866124237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yakult Honsha Co Ltd
        353800YJPSPGG7KI0S71
        Yakult Honsha Co Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        26671.94000000
        0.000689932122
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        156018.68000000
        0.004035788138
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            619930000.00000000
            TWD
            21825831.32000000
            USD
            2022-05-04
            156018.68000000
          
        
        
          N
          N
          N
        
      
      
        Flutter Entertainment PLC
        635400EG4YIJLJMZJ782
        Flutter Entertainment PLC
        000000000
        
          
        
        4319.00000000
        NS
        
        500011.97000000
        0.012933979301
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yokohama Rubber Co Ltd/The
        52990036XNWY2FMYWB76
        Yokohama Rubber Co Ltd/The
        000000000
        
          
        
        626.00000000
        NS
        
        8613.79000000
        0.000222815828
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Expeditors International of Washington Inc
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
        
        3257.00000000
        NS
        USD
        335992.12000000
        0.008691222183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
        
        2326.00000000
        NS
        
        77614.91000000
        0.002007691214
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Azbil Corp
        N/A
        Azbil Corp
        000000000
        
          
        
        300.00000000
        NS
        
        9956.94000000
        0.000257559545
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amplifon SpA
        ZYXJDNVM2JI3VBM8G556
        Amplifon SpA
        000000000
        
          
        
        3981.00000000
        NS
        
        177173.69000000
        0.004583011961
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Biffa PLC
        2138008RB4WDK7HYYS91
        Biffa PLC
        000000000
        
          
        
        3079.00000000
        NS
        
        12839.03000000
        0.000332111545
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        000000000
        
          
        
        4157.00000000
        NS
        
        298261.23000000
        0.007715224448
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Taiyo Yuden Co Ltd
        353800V9G3X5PLB9AD43
        Taiyo Yuden Co Ltd
        000000000
        
          
        
        5500.00000000
        NS
        
        246221.96000000
        0.006369106992
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        Genuine Parts Co
        372460105
        
          
        
        5220.00000000
        NS
        USD
        657824.40000000
        0.017016166980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
        
        339.00000000
        NS
        USD
        536308.17000000
        0.013872865423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        000000000
        
          
        
        35566.00000000
        NS
        
        188539.99000000
        0.004877027900
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
        
        27574.00000000
        NS
        USD
        300005.12000000
        0.007760334242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        BANK ACCEPT FUTR  JUN22
        000000000
        
          
        
        -191.00000000
        NC
        
        106134.72000000
        0.002745422817
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                MSE 3 Month Canadian Bank Acceptance Future
                BAM2 COMDTY
              
            
            2022-06-13
            -46999309.32000000
            CAD
            106134.72000000
          
        
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        000000000
        
          
        
        1450.00000000
        NS
        
        57525.30000000
        0.001488026455
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000090535
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4145.00000000
            USD
            2022-03-31
            XXXX
            51892.15000000
          
        
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        Beiersdorf AG
        000000000
        
          
        
        5647.00000000
        NS
        
        593239.38000000
        0.015345524351
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
        
        51762.00000000
        NS
        USD
        5900350.38000000
        0.152626365499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LXI REIT Plc
        2138008YZGXOKAXQVI45
        LXI REIT Plc
        000000000
        
          
        
        19800.00000000
        NS
        
        38455.03000000
        0.000994729310
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Jack Henry & Associates Inc
        529900X1QS8C54W0JB21
        Jack Henry & Associates Inc
        426281101
        
          
        
        1586.00000000
        NS
        USD
        312521.30000000
        0.008084094517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greggs PLC
        213800I71QMUFJ64IW20
        Greggs PLC
        000000000
        
          
        
        3570.00000000
        NS
        
        114659.76000000
        0.002965942920
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        5441.00000000
        NS
        USD
        1419937.77000000
        0.036730012137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
        
        11664.00000000
        NS
        USD
        732265.92000000
        0.018941771039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Energean PLC
        549300RVMKU0CYUZBB05
        Energean PLC
        000000000
        
          
        
        1669.00000000
        NS
        
        26112.45000000
        0.000675459605
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
        
        4404.00000000
        NS
        USD
        1203216.84000000
        0.031124018298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ariake Japan Co Ltd
        353800PBX8D0J0H60M72
        Ariake Japan Co Ltd
        000000000
        
          
        
        200.00000000
        NS
        
        8482.18000000
        0.000219411428
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
        
        5932.00000000
        NS
        
        68883.58000000
        0.001781834938
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        140734.00000000
        NS
        USD
        24942286.82000000
        0.645190597068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
        
        7867.00000000
        NS
        USD
        359836.58000000
        0.009308014921
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interpump Group SpA
        815600C79D0F31F4D395
        Interpump Group SpA
        000000000
        
          
        
        2774.00000000
        NS
        
        139004.21000000
        0.003595669069
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
        
        43286.00000000
        NS
        USD
        10703762.08000000
        0.276877845929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110D104
        
          
        
        4711.00000000
        NS
        USD
        391013.00000000
        0.010114465957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Stockholm AB
        549300KBQIVNEJEZVL96
        OMXS30 IND FUTURE APR22
        000000000
        
          
        
        16.00000000
        NC
        
        -1292.98000000
        -0.00003344595
        N/A
        DE
        
        SE
        N
        
        1
        
          
            
              Nasdaq Stockholm AB
              549300KBQIVNEJEZVL96
            
            Long
            
              
                OML Stockholm OMXS30 Index Future
                QCJ2 INDEX
              
            
            2022-04-13
            3348157.13000000
            SEK
            -1292.98000000
          
        
        
          N
          N
          N
        
      
      
        Close Brothers Group PLC
        213800W73SYHR14I3X91
        Close Brothers Group PLC
        000000000
        
          
        
        2103.00000000
        NS
        
        32735.25000000
        0.000846773820
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        000000000
        
          
        
        641.00000000
        NS
        
        50192.33000000
        0.001298342032
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        10636.00000000
        NS
        USD
        5424040.92000000
        0.140305507067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
        
        66065.00000000
        NS
        
        380966.93000000
        0.009854600855
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Ricoh Co Ltd
        549300HFIB2GRUMDID72
        Ricoh Co Ltd
        000000000
        
          
        
        5904.00000000
        NS
        
        51127.26000000
        0.001322526183
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
        
        102112.00000000
        NS
        
        500591.56000000
        0.012948971752
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TOPPAN INC
        3538003H9W4KIDODQY20
        TOPPAN INC
        000000000
        
          
        
        900.00000000
        NS
        
        15875.95000000
        0.000410668585
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        Clorox Co/The
        189054109
        
          
        
        2581.00000000
        NS
        USD
        358836.43000000
        0.009282143702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stora Enso Oyj
        7437000ZP669LKUTZ738
        Stora Enso Oyj
        000000000
        
          
        
        9785.00000000
        NS
        
        191956.45000000
        0.004965402630
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
        
        6501.00000000
        NS
        USD
        347023.38000000
        0.008976571529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Frasers Group PLC
        213800JEGHHEAXIJDX34
        Frasers Group PLC
        000000000
        
          
        
        12011.00000000
        NS
        
        99406.65000000
        0.002571385548
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        000000000
        
          
        
        6180.00000000
        NS
        
        137234.75000000
        0.003549897847
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        14.00000000
        NC
        USD
        35.00000000
        0.000000905356
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3740.00000000
            USD
            2022-03-31
            XXXX
            -6012.56000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        161028.88000000
        0.004165388682
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            24810000.00000000
            GBP
            32746967.10000000
            USD
            2022-04-27
            161028.88000000
          
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
        
        15323.00000000
        NS
        USD
        1992296.46000000
        0.051535408595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        South African Futures Exchange
        N/A
        FTSE/JSE TOP 40 JUN22
        000000000
        
          
        
        130.00000000
        NC
        
        239735.76000000
        0.006201326255
        N/A
        DE
        
        ZA
        N
        
        1
        
          
            
              South African Futures Exchange
              N/A
            
            Long
            
              
                SAFEX FTSE/JSE Top 40 Index Future
                AIM2 Index
              
            
            2022-06-15
            86042161.19000000
            ZAR
            239735.76000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR APR22
        000000000
        
          
        
        -117.00000000
        NC
        USD
        476434.50000000
        0.012324092884
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Primary Aluminum Future
                LAJ22 COMDTY
              
            
            2022-04-14
            -10665993.75000000
            USD
            476434.50000000
          
        
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        Pentair PLC
        000000000
        
          
        
        4827.00000000
        NS
        USD
        261671.67000000
        0.006768749883
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Travis Perkins PLC
        2138001I27OUBAF22K83
        Travis Perkins PLC
        000000000
        
          
        
        10645.01000000
        NS
        
        171658.89000000
        0.004440358758
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferrexpo PLC
        213800CEDKSNUTPAQZ41
        Ferrexpo PLC
        000000000
        
          
        
        9028.00000000
        NS
        
        21919.39000000
        0.000566996299
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Rightmove PLC
        2138001JXGCFKBXYB828
        Rightmove PLC
        000000000
        
          
        
        14688.00000000
        NS
        
        121390.96000000
        0.003140061155
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
        
        11375.00000000
        NS
        USD
        1155017.50000000
        0.029877229615
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        90-DAY BANK BILL SEP22
        000000000
        
          
        
        -192.00000000
        NC
        
        128694.49000000
        0.003328984043
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                SFE 90 Day Australian Bank Accepted Bills Future
                IRU2 COMDTY
              
            
            2022-09-08
            -191478560.98000000
            AUD
            128694.49000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
        
        250560.00000000
        NS
        USD
        12142137.60000000
        0.314084793602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
        
        3257.00000000
        NS
        USD
        379277.65000000
        0.009810903676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
        
        27892.00000000
        NS
        USD
        617807.80000000
        0.015981044009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
        
        15102.00000000
        NS
        USD
        1291221.00000000
        0.033400451768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persimmon PLC
        213800XI72Y57UWN6F31
        Persimmon PLC
        000000000
        
          
        
        15392.00000000
        NS
        
        431612.36000000
        0.011164663379
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        000000000
        
          
        
        47500.00000000
        NS
        
        293604.05000000
        0.007594755592
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046109
        
          
        
        9539.00000000
        NS
        USD
        1664173.94000000
        0.043047752025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moonpig Group PLC
        213800VAYO5KCAXZHK83
        Moonpig Group PLC
        000000000
        
          
        
        3628.00000000
        NS
        
        10562.89000000
        0.000273233860
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE APR22
        000000000
        
          
        
        50.00000000
        NC
        USD
        2594100.00000000
        0.067102464979
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Nickel Future
                LNJ2 COMDTY
              
            
            2022-04-14
            7040400.00000000
            USD
            2594100.00000000
          
        
        
          N
          N
          N
        
      
      
        Molten Ventures PLC
        213800IPCR3SAYJWSW10
        Molten Ventures PLC
        000000000
        
          
        
        6347.00000000
        NS
        
        64110.54000000
        0.001658369093
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Skylark Holdings Co Ltd
        353800P64XSC0Q9CEB70
        Skylark Holdings Co Ltd
        000000000
        
          
        
        1600.00000000
        NS
        
        20673.90000000
        0.000534778786
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES101342  TRS USD R E USM1WOMOM.I / Short: ES101342  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+15BPS
        000000000
        
          
        
        11975963.01000000
        OU
        Notional Amount
        USD
        1124492.72000000
        0.029087634772
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI World Momentum Index
                M1WOMOM Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-11-02
            0.00000000
            USD
            0.00000000
            USD
            11975963.01000000
            USD
            1124492.72000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -5711.39000000
        -0.00014773846
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            9220000.00000000
            CZK
            410771.48000000
            USD
            2022-04-27
            -5711.39000000
          
        
        
          N
          N
          N
        
      
      
        H.U. Group Holdings Inc
        N/A
        H.U. Group Holdings Inc
        000000000
        
          
        
        831.00000000
        NS
        
        19736.08000000
        0.000510519878
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        31033.00000000
        NS
        USD
        2101554.76000000
        0.054361630116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
        
        5423.00000000
        NS
        USD
        404067.73000000
        0.010452157087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
        
        10007.00000000
        NS
        USD
        1365655.29000000
        0.035325868806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp
        565849106
        
          
        
        32211.00000000
        NS
        USD
        808818.21000000
        0.020921975101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        Tesco PLC
        000000000
        
          
        
        121217.00000000
        NS
        
        438842.23000000
        0.011351680879
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CRH PLC
        549300MIDJNNTH068E74
        CRH PLC
        000000000
        
          
        
        5017.00000000
        NS
        
        200387.17000000
        0.005183482925
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        MarketAxess Holdings Inc
        5493002U1CA1XJOVID83
        MarketAxess Holdings Inc
        57060D108
        
          
        
        741.00000000
        NS
        USD
        252088.20000000
        0.006520851012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES100004  TRS USD R E USNDUGWI.I / Short: ES100004  TRS USD P V 01MSOFR RESETM ON15TH/SOFRRATE+22.5BPS
        000000000
        
          
        
        9312588.56000000
        OU
        Notional Amount
        USD
        899939.04000000
        0.023279028532
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI Daily TR Net Growth World Free USD
                NDUGWI INDEX
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-12
            0.00000000
            USD
            0.00000000
            USD
            9312588.56000000
            USD
            899939.04000000
          
        
        
          N
          N
          N
        
      
      
        Uniper SE
        549300UXRTWGIBZQ4J67
        Uniper SE
        000000000
        
          
        
        1364.00000000
        NS
        
        35237.83000000
        0.000911508906
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE MAY22
        000000000
        
          
        
        69.00000000
        NC
        USD
        127650.00000000
        0.003301965866
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Zinc Future
                LXK2 COMDTY
              
            
            2022-05-16
            7121662.50000000
            USD
            127650.00000000
          
        
        
          N
          N
          N
        
      
      
        Terna - Rete Elettrica Nazionale
        8156009E94ED54DE7C31
        Terna - Rete Elettrica Nazionale
        000000000
        
          
        
        36621.00000000
        NS
        
        314474.55000000
        0.008134619898
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN FUTURE MAY22
        000000000
        
          
        
        152.00000000
        NC
        USD
        157675.93000000
        0.004078656786
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Soybean Future
                S K2 COMDTY
              
            
            2022-05-13
            12133424.07000000
            USD
            157675.93000000
          
        
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
        
        29461.00000000
        NS
        USD
        1217033.91000000
        0.031481429137
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -15.00000000
        NC
        USD
        -37.50000000
        -0.00000097002
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4360.00000000
            USD
            2022-03-31
            XXXX
            165910.20000000
          
        
        
          N
          N
          N
        
      
      
        IP Group PLC
        213800HG22UM138WFG43
        IP Group PLC
        000000000
        
          
        
        16226.00000000
        NS
        
        18944.40000000
        0.000490041223
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Otsuka Corp
        529900RG9DJ58J3UIE72
        Otsuka Corp
        000000000
        
          
        
        1200.00000000
        NS
        
        42547.55000000
        0.001100591913
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bellway PLC
        213800CY4L3HST4FGZ98
        Bellway PLC
        000000000
        
          
        
        1632.00000000
        NS
        
        51878.37000000
        0.001341955401
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
        
        22334.00000000
        NS
        USD
        3620564.74000000
        0.093654376729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kakaku.com Inc
        353800KA15Y0DCPWYY65
        Kakaku.com Inc
        000000000
        
          
        
        800.00000000
        NS
        
        17866.19000000
        0.000462150799
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd
        000000000
        
          
        
        1598.00000000
        NS
        
        58199.91000000
        0.001505476821
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
        
        3720.00000000
        NS
        
        225780.19000000
        0.005840332790
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
        
        3105.00000000
        NS
        
        236040.98000000
        0.006105752127
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyushu Financial Group Inc
        N/A
        Kyushu Financial Group Inc
        000000000
        
          
        
        2200.00000000
        NS
        
        7192.63000000
        0.000186054200
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498106
        
          
        
        56765.00000000
        NS
        USD
        5108850.00000000
        0.132152356583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        Long: ES098047  TRS USD R E USBCOMRS.CI / Short: ES098047  TRS USD P F   .10500 RESET W ON 4TH
        000000000
        
          
        
        3469223.00000000
        OU
        Notional Amount
        USD
        -50052.75000000
        -0.00129473146
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                Bloomberg Roll Select Commodity Index
                BCOMRS Index
              
            
            Y
            equity-performance leg
            
            2022-12-08
            0.00000000
            USD
            0.00000000
            USD
            3469223.00000000
            USD
            -50052.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        -122.00000000
        NC
        USD
        210405.22000000
        0.005442623224
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            -18510405.22000000
            USD
            210405.22000000
          
        
        
          N
          N
          N
        
      
      
        DeNA Co Ltd
        529900T9JQP7I5LDY154
        DeNA Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        9114.71000000
        0.000235773296
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyman PLC
        213800AAFUV5PKGQU848
        Tyman PLC
        000000000
        
          
        
        1899.00000000
        NS
        
        7887.22000000
        0.000204021396
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals Inc
        009158106
        
          
        
        2460.00000000
        NS
        USD
        614778.60000000
        0.015902686664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        72758.17000000
        0.001882060273
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            13780000.00000000
            GBP
            18171679.11000000
            USD
            2022-04-27
            72758.17000000
          
        
        
          N
          N
          N
        
      
      
        Hakuhodo DY Holdings Inc
        N/A
        Hakuhodo DY Holdings Inc
        000000000
        
          
        
        2900.00000000
        NS
        
        36403.64000000
        0.000941665309
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co Ltd
        54930042SK2Z708BA841
        Japan Post Insurance Co Ltd
        000000000
        
          
        
        1188.00000000
        NS
        
        20689.20000000
        0.000535174557
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Disco Corp
        N/A
        Disco Corp
        000000000
        
          
        
        200.00000000
        NS
        
        55927.44000000
        0.001446694068
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AJ Bell PLC
        213800VNKA7DPWXWJJ36
        AJ Bell PLC
        000000000
        
          
        
        6433.00000000
        NS
        
        25551.96000000
        0.000660961220
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        Ventas Inc
        92276F100
        
          
        
        6591.00000000
        NS
        USD
        407060.16000000
        0.010529563290
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
        
        27789.00000000
        NS
        
        3079802.47000000
        0.079666295589
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyo Tatemono Co Ltd
        529900RQA4JTW1869J86
        Tokyo Tatemono Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        8991.29000000
        0.000232580749
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
        
        5500.00000000
        NS
        
        104239.22000000
        0.002696391276
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Italgas SpA
        815600F25FF44EF1FA76
        Italgas SpA
        000000000
        
          
        
        16607.00000000
        NS
        
        106541.56000000
        0.002755946686
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        972418.07000000
        0.025153868196
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            5533280000.00000000
            JPY
            46447956.24000000
            USD
            2022-04-27
            972418.07000000
          
        
        
          N
          N
          N
        
      
      
        Advantest Corp
        353800EMK32PDKS9XR54
        Advantest Corp
        000000000
        
          
        
        1200.00000000
        NS
        
        93688.62000000
        0.002423475325
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Acciona SA
        54930002KP75TLLLNO21
        Acciona SA
        000000000
        
          
        
        525.00000000
        NS
        
        100345.94000000
        0.002595682481
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        ASR Nederland NV
        7245000G0HS48PZWUD53
        ASR Nederland NV
        000000000
        
          
        
        2891.00000000
        NS
        
        134968.95000000
        0.003491287629
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        LEAN HOGS FUTURE JUN22
        000000000
        
          
        
        63.00000000
        NC
        USD
        179619.05000000
        0.004646266918
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME Lean Hogs Future
                LHM2 COMDTY
              
            
            2022-06-14
            2868320.95000000
            USD
            179619.05000000
          
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
        
        7613.00000000
        NS
        USD
        4496618.45000000
        0.116315555325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
        
        2826.00000000
        NS
        USD
        1627352.10000000
        0.042095268995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        N/A
        Expedia Group Inc
        30212P303
        
          
        
        23318.00000000
        NS
        USD
        4562633.06000000
        0.118023177643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        HSCEI FUTURES APR22
        000000000
        
          
        
        -42.00000000
        NC
        
        -67784.38000000
        -0.00175340155
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Short
            
              
                HKG Hang Seng China Enterprises Index Future
                HCJ2 INDEX
              
            
            2022-04-28
            -15263124.61000000
            HKD
            -67784.38000000
          
        
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
        
        966.00000000
        NS
        USD
        291133.08000000
        0.007530838173
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
        
        11754.00000000
        NS
        
        255791.13000000
        0.006616635959
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiwa House Industry Co Ltd
        N/A
        Daiwa House Industry Co Ltd
        000000000
        
          
        
        1400.00000000
        NS
        
        36496.13000000
        0.000944057779
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Spire Healthcare Group PLC
        213800IBJPW3SE2RA350
        Spire Healthcare Group PLC
        000000000
        
          
        
        3744.00000000
        NS
        
        11948.76000000
        0.000309082629
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Donaldson Co Inc
        OZE6KXY9QQPR8EJ8WL20
        Donaldson Co Inc
        257651109
        
          
        
        3819.00000000
        NS
        USD
        198320.67000000
        0.005130028068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown-Forman Corp
        549300873K3LXF7ARU34
        Brown-Forman Corp
        115637209
        
          
        
        5371.00000000
        NS
        USD
        359964.42000000
        0.009311321802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
        
        6747.00000000
        NS
        USD
        797697.81000000
        0.020634319941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProSiebenSat.1 Media SE
        529900NY0WWQUKOMWQ37
        ProSiebenSat.1 Media SE
        000000000
        
          
        
        12716.00000000
        NS
        
        161972.55000000
        0.004189798914
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Rexel SA
        969500N6AVPA51648T62
        Rexel SA
        000000000
        
          
        
        4710.00000000
        NS
        
        100548.22000000
        0.002600914926
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
        
        6836.00000000
        NS
        USD
        612984.12000000
        0.015856268241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
        
        53758.00000000
        NS
        USD
        2741658.00000000
        0.070919397838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        853.22000000
        0.000022070531
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            11308930.36000000
            USD
            162396240000.00000000
            IDR
            2022-05-05
            853.22000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        10950.00000000
        NS
        
        625733.68000000
        0.016186065436
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        000000000
        
          
        
        17352.00000000
        NS
        
        273307.47000000
        0.007069737070
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
        
        8414.00000000
        NS
        USD
        481785.64000000
        0.012462512638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH PLC
        549300MIDJNNTH068E74
        CRH PLC
        000000000
        
          
        
        20360.00000000
        NS
        
        812061.30000000
        0.021005865211
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
        
        5724.00000000
        NS
        USD
        682472.52000000
        0.017653748264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
        
        65937.00000000
        NS
        USD
        3192669.54000000
        0.082585866389
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
        
        5051.00000000
        NS
        USD
        751992.88000000
        0.019452055007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        76055.00000000
        NS
        USD
        10233960.80000000
        0.264725336797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
        
        8636.00000000
        NS
        USD
        1142801.88000000
        0.029561244027
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Heavy Industries Ltd
        353800TJ98PCAZROVE69
        Mitsubishi Heavy Industries Ltd
        000000000
        
          
        
        3500.00000000
        NS
        
        114891.48000000
        0.002971936900
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
        
        20192.00000000
        NS
        
        553436.23000000
        0.014315922764
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE JUN22
        000000000
        
          
        
        -124.00000000
        NC
        
        253305.55000000
        0.006552340618
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX 5 Year Euro BOBL Future
                OEM2 COMDTY
              
            
            2022-06-08
            -16216296.82000000
            EUR
            253305.55000000
          
        
        
          N
          N
          N
        
      
      
        MISUMI Group Inc
        353800SJWGE5BEK2V032
        MISUMI Group Inc
        000000000
        
          
        
        1000.00000000
        NS
        
        29770.82000000
        0.000770091903
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Aramark
        549300MR6PG2DWZUIL39
        Aramark
        03852U106
        
          
        
        14092.00000000
        NS
        USD
        529859.20000000
        0.013706047728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABC-Mart Inc
        353800AXWW4CMTSJWL33
        ABC-Mart Inc
        000000000
        
          
        
        1300.00000000
        NS
        
        49000.55000000
        0.001267513854
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lixil Corp
        353800KB8G4F9WUJJ886
        Lixil Corp
        000000000
        
          
        
        1892.00000000
        NS
        
        35220.98000000
        0.000911073041
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        000000000
        
          
        
        3828.00000000
        NS
        
        192760.33000000
        0.004986196867
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
        
        22018.00000000
        NS
        USD
        1714982.02000000
        0.044362021871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
        
        4012.00000000
        NS
        USD
        286216.08000000
        0.007403648465
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        000000000
        
          
        
        12243.00000000
        NS
        
        293708.78000000
        0.007597464679
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        First American Financial Corp
        549300B6VEZK3N0A1P55
        First American Financial Corp
        31847R102
        
          
        
        50585.00000000
        NS
        USD
        3278919.70000000
        0.084816928545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
        
        18850.00000000
        NS
        
        218414.32000000
        0.005649797331
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NTN Corp
        3538008XP7ZG9BKBQX64
        NTN Corp
        000000000
        
          
        
        4900.00000000
        NS
        
        8504.29000000
        0.000219983355
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HubSpot Inc
        529900BLNVEW0MVKJB37
        HubSpot Inc
        443573100
        
          
        
        7046.00000000
        NS
        USD
        3346427.24000000
        0.086563168991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daifuku Co Ltd
        N/A
        Daifuku Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        42810.85000000
        0.001107402784
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arcadis NV
        7245000UZH70GO047N03
        Arcadis NV
        000000000
        
          
        
        793.00000000
        NS
        
        35629.69000000
        0.000921645281
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5.00000000
        -0.00000012933
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4435.00000000
            USD
            2022-03-31
            XXXX
            17553.50000000
          
        
        
          N
          N
          N
        
      
      
        Hitachi Transport System Ltd
        N/A
        Hitachi Transport System Ltd
        000000000
        
          
        
        300.00000000
        NS
        
        16459.00000000
        0.000425750538
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        000000000
        
          
        
        3017.00000000
        NS
        
        543092.37000000
        0.014048354627
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ANDRITZ AG
        549300VZKC61IR5U8G96
        ANDRITZ AG
        000000000
        
          
        
        956.00000000
        NS
        
        44151.70000000
        0.001142087006
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on Inc
        833034101
        
          
        
        1488.00000000
        NS
        USD
        305754.24000000
        0.007909048680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967424
        
          
        
        16545.00000000
        NS
        USD
        883503.00000000
        0.022853871908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemring Group PLC
        213800U9A54VQJ5P2J41
        Chemring Group PLC
        000000000
        
          
        
        2342.00000000
        NS
        
        9955.60000000
        0.000257524883
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
        
        11084.00000000
        NS
        USD
        496230.68000000
        0.012836167390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        3909.00000000
        NS
        USD
        836135.10000000
        0.021628590365
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TAG Immobilien AG
        529900TAE68USJNXLR59
        TAG Immobilien AG
        000000000
        
          
        
        4428.00000000
        NS
        
        100266.93000000
        0.002593638702
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Capcom Co Ltd
        529900JJWQKXS3TC8744
        Capcom Co Ltd
        000000000
        
          
        
        1300.00000000
        NS
        
        31517.62000000
        0.000815276971
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rational AG
        529900K139N6UFJ1A758
        Rational AG
        000000000
        
          
        
        63.00000000
        NS
        
        43389.51000000
        0.001122371178
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Park24 Co Ltd
        549300LFG2WZWCWM4M68
        Park24 Co Ltd
        000000000
        
          
        
        1500.00000000
        NS
        
        24545.73000000
        0.000634932727
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        4073.00000000
        NS
        USD
        345716.24000000
        0.008942759295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
        
        87333.00000000
        NS
        USD
        989482.89000000
        0.025595289685
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -65946.11000000
        -0.00170585040
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            22210000.00000000
            PLN
            5206450.65000000
            USD
            2022-04-27
            -65946.11000000
          
        
        
          N
          N
          N
        
      
      
        Aviva PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        29787.00000000
        NS
        
        176247.01000000
        0.004559041215
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp
        N/A
        Cosmos Pharmaceutical Corp
        000000000
        
          
        
        100.00000000
        NS
        
        12119.86000000
        0.000313508531
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
        
        7967.00000000
        NS
        USD
        1469513.15000000
        0.038012395314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769G100
        
          
        
        59159.00000000
        NS
        USD
        4576540.24000000
        0.118382919387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        000000000
        
          
        
        175803.00000000
        NS
        
        1921521.31000000
        0.049704643773
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        5095.00000000
        NS
        USD
        1228812.10000000
        0.031786099574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Heavy Industries Ltd
        353800VSTEIRMBC3S374
        Sumitomo Heavy Industries Ltd
        000000000
        
          
        
        1100.00000000
        NS
        
        25207.48000000
        0.000652050439
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bollore SE
        969500LEKCHH6VV86P94
        Bollore SE
        000000000
        
          
        
        6335.00000000
        NS
        
        33172.80000000
        0.000858092074
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Micro Focus International PLC
        213800F8E4X648142844
        Micro Focus International PLC
        000000000
        
          
        
        7665.00000000
        NS
        
        40498.65000000
        0.001047592322
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918K108
        
          
        
        2670.00000000
        NS
        USD
        302003.70000000
        0.007812032189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE MAY22
        000000000
        
          
        
        -62.00000000
        NC
        USD
        -214182.21000000
        -0.00554032390
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Lead Future
                LLK2 COMDTY
              
            
            2022-05-16
            -3539917.79000000
            USD
            -214182.21000000
          
        
        
          N
          N
          N
        
      
      
        Oxford Instruments PLC
        213800J364EZD6UCE231
        Oxford Instruments PLC
        000000000
        
          
        
        855.00000000
        NS
        
        23567.65000000
        0.000609632399
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945C103
        
          
        
        7733.00000000
        NS
        USD
        514244.50000000
        0.013302136984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -13562.10000000
        -0.00035081544
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            1980000.00000000
            CHF
            2131129.01000000
            USD
            2022-04-27
            -13562.10000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        Long: ES101688  TRS USD R E USNDUGWI.I / Short: ES101688  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+12BPS
        000000000
        
          
        
        62704230.54000000
        OU
        Notional Amount
        USD
        6059538.06000000
        0.156744127236
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                MSCI Daily TR Net Growth World Free USD
                NDUGWI INDEX
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-09
            0.00000000
            USD
            0.00000000
            USD
            62704230.54000000
            USD
            6059538.06000000
          
        
        
          N
          N
          N
        
      
      
        Allegion plc
        984500560CAC2E6FB757
        Allegion plc
        000000000
        
          
        
        2616.00000000
        NS
        USD
        287184.48000000
        0.007428698397
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        000000000
        
          
        
        2296.00000000
        NS
        
        151322.72000000
        0.003914316147
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        34258.00000000
        NS
        USD
        1603959.56000000
        0.041490166224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        2733.00000000
        NS
        USD
        339165.30000000
        0.008773303907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
        
        1463.00000000
        NS
        
        219195.01000000
        0.005669991705
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
        
        2306.00000000
        NS
        USD
        329458.22000000
        0.008522207574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
        
        3512.00000000
        NS
        USD
        460317.84000000
        0.011907197771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
        
        14482.00000000
        NS
        USD
        333954.92000000
        0.008638525239
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Under Armour Inc
        549300D4549QKWETZ406
        Under Armour Inc
        904311107
        
          
        
        33810.00000000
        NS
        USD
        575446.20000000
        0.014885262126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        000000000
        
          
        
        8477.00000000
        NS
        
        176258.35000000
        0.004559334550
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        NASDAQ 100 E-MINI JUN22
        000000000
        
          
        
        17.00000000
        NC
        USD
        -7470.30000000
        -0.00019323678
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-Mini NASDAQ 100 Index Future
                NQM2 INDEX
              
            
            2022-06-17
            5062845.30000000
            USD
            -7470.30000000
          
        
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        000000000
        
          
        
        5478.00000000
        NS
        
        147683.83000000
        0.003820187745
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Christian Dior SE
        969500WESYQMQ1F2C272
        Christian Dior SE
        000000000
        
          
        
        38.00000000
        NS
        
        25786.31000000
        0.000667023231
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369105
        
          
        
        1771.00000000
        NS
        USD
        597553.11000000
        0.015457109069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casey's General Stores Inc
        549300CAFWSI86V66Q65
        Casey's General Stores Inc
        147528103
        
          
        
        1854.00000000
        NS
        USD
        367407.18000000
        0.009503846200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
        
        9619.00000000
        NS
        USD
        379469.55000000
        0.009815867618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intermediate Capital Group PLC
        549300OGASR5WRKJ8R68
        Intermediate Capital Group PLC
        000000000
        
          
        
        4799.00000000
        NS
        
        111418.73000000
        0.002882106097
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        000000000
        
          
        
        3551.00000000
        NS
        
        305110.03000000
        0.007892384681
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
        
        29114.00000000
        NS
        
        344747.54000000
        0.008917701603
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES097073  TRS USD R E USJPGSGLMN.I / Short: ES097073  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+27BPS
        000000000
        
          
        
        19975558.35000000
        OU
        Notional Amount
        USD
        1704133.86000000
        0.044081408836
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                JPGSGLMN Index
                JPGSGLMN
                JPGSGLMN Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-24
            0.00000000
            USD
            0.00000000
            USD
            19975558.35000000
            USD
            1704133.86000000
          
        
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        000000000
        
          
        
        6268.00000000
        NS
        
        256908.54000000
        0.006645540383
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
        
        12590.00000000
        NS
        USD
        359570.40000000
        0.009301129553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
        
        12091.00000000
        NS
        USD
        575894.33000000
        0.014896854057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Welcia Holdings Co Ltd
        N/A
        Welcia Holdings Co Ltd
        000000000
        
          
        
        1800.00000000
        NS
        
        44289.33000000
        0.001145647128
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elementis PLC
        549300LQIH685LI2ML36
        Elementis PLC
        000000000
        
          
        
        13096.00000000
        NS
        
        20273.70000000
        0.000524426677
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
        
        4197.00000000
        NS
        USD
        623884.05000000
        0.016138220429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Proximus SADP
        549300CWRXC5EP004533
        Proximus SADP
        000000000
        
          
        
        5034.00000000
        NS
        
        93739.98000000
        0.002424803872
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
        
        10578.00000000
        NS
        
        283567.92000000
        0.007335147612
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Merlin Properties Socimi SA
        959800L8KD863DP30X04
        Merlin Properties Socimi SA
        000000000
        
          
        
        7464.00000000
        NS
        
        87262.93000000
        0.002257259822
        Long
        EC
        
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Aeon Co Ltd
        5299009MXFL34SA71416
        Aeon Co Ltd
        000000000
        
          
        
        2212.00000000
        NS
        
        47165.35000000
        0.001220042113
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Euronext Eqf, Equities And Indices Derivatives
        N/A
        AMSTERDAM IDX FUT APR22
        000000000
        
          
        
        4.00000000
        NC
        
        2920.01000000
        0.000075532889
        N/A
        DE
        
        NL
        N
        
        1
        
          
            
              Euronext Eqf, Equities And Indices Derivatives
              N/A
            
            Long
            
              
                Euronext Amsterdam Index Future
                EOJ2 INDEX
              
            
            2022-04-14
            576568.44000000
            EUR
            2920.01000000
          
        
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
        
        1286.00000000
        NS
        USD
        547051.54000000
        0.014150767821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
        
        1592.00000000
        NS
        USD
        396503.52000000
        0.010256491101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
        
        1040.00000000
        NS
        USD
        360235.20000000
        0.009318326160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evraz PLC
        5493005B7DAN39RXLK23
        Evraz PLC
        000000000
        
          
        
        7048.00000000
        NS
        
        7489.29000000
        0.000193728005
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Next PLC
        213800WQD8ECPZP9PH98
        Next PLC
        000000000
        
          
        
        6363.00000000
        NS
        
        500453.73000000
        0.012945406457
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        Corteva Inc
        22052L104
        
          
        
        17685.00000000
        NS
        USD
        1016533.80000000
        0.026295024754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -27.00000000
        NC
        USD
        -67.50000000
        -0.00000174604
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4165.00000000
            USD
            2022-03-31
            XXXX
            191816.71000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -150315.04000000
        -0.00388825014
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            82080000.00000000
            EUR
            90722712.10000000
            USD
            2022-04-27
            -150315.04000000
          
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
        
        85472.00000000
        NS
        USD
        14306303.36000000
        0.370066003702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        9.00000000
        NC
        USD
        22.50000000
        0.000000582015
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3695.00000000
            USD
            2022-03-31
            XXXX
            -10184.25000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -116191.79000000
        -0.00300557246
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            1969740000.00000000
            HUF
            5792950.84000000
            USD
            2022-04-27
            -116191.79000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR JUN23
        000000000
        
          
        
        -116.00000000
        NC
        
        217058.55000000
        0.005614727169
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                3 Month Euro Euribor Future
                ERM3 COMDTY
              
            
            2023-06-19
            -28898961.16000000
            EUR
            217058.55000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR DEC23
        000000000
        
          
        
        -244.00000000
        NC
        USD
        612145.83000000
        0.015834583909
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDZ3 Comdty
              
            
            2023-12-18
            -59739445.83000000
            USD
            612145.83000000
          
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
        
        58129.00000000
        NS
        USD
        10665508.92000000
        0.275888338458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PHP
        000000000
        
          
        
        1.00000000
        NC
        
        -125516.57000000
        -0.00324677970
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            429140000.00000000
            PHP
            8145547.04000000
            USD
            2022-05-03
            -125516.57000000
          
        
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co Ltd
        000000000
        
          
        
        700.00000000
        NS
        
        16411.61000000
        0.000424524684
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Britvic PLC
        635400L3NVMYD4BVCI53
        Britvic PLC
        000000000
        
          
        
        4052.00000000
        NS
        
        42955.87000000
        0.001111154065
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        IntegraFin Holdings PLC
        213800CYIZKXK9PQYE87
        IntegraFin Holdings PLC
        000000000
        
          
        
        3819.00000000
        NS
        
        21120.85000000
        0.000546340194
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        000000000
        
          
        
        1935.00000000
        NS
        
        242330.72000000
        0.006268450966
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE MAY22
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -426547.44000000
        -0.01103364737
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Nickel Future
                LNK2 COMDTY
              
            
            2022-05-16
            -3039712.56000000
            USD
            -426547.44000000
          
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
        
        10211.00000000
        NS
        USD
        1180902.15000000
        0.030546796640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
        
        7472.00000000
        NS
        USD
        629067.68000000
        0.016272307145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renault SA
        969500F7JLTX36OUI695
        Renault SA
        000000000
        
          
        
        5074.00000000
        NS
        
        132634.57000000
        0.003430903430
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        19838.00000000
        NS
        USD
        55176421.30000000
        1.427267213289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Properties Inc
        549300OF70FSEUQBT254
        Boston Properties Inc
        101121101
        
          
        
        2677.00000000
        NS
        USD
        344797.60000000
        0.008918996522
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
        
        18246.00000000
        NS
        USD
        4968750.72000000
        0.128528360966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        550241103
        
          
        
        403047.00000000
        NS
        USD
        4542339.69000000
        0.117498242155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexon Co Ltd
        5299005SFO0GAJFLKN43
        Nexon Co Ltd
        000000000
        
          
        
        2200.00000000
        NS
        
        52632.17000000
        0.001361454201
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
        
        11357.00000000
        NS
        USD
        981131.23000000
        0.025379254462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co Ltd
        529900TPT3I7C17MIM03
        Santen Pharmaceutical Co Ltd
        000000000
        
          
        
        1379.00000000
        NS
        
        13787.83000000
        0.000356654477
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        000000000
        
          
        
        3408.00000000
        NS
        
        88637.85000000
        0.002292825344
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
        
        14181.00000000
        NS
        USD
        1065560.34000000
        0.027563210901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daito Trust Construction Co Ltd
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        42457.77000000
        0.001098269544
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TechnoPro Holdings Inc
        3538001DJ8I5PJQNHU53
        TechnoPro Holdings Inc
        000000000
        
          
        
        400.00000000
        NS
        
        10805.90000000
        0.000279519882
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
        
        435605.00000000
        NS
        
        265268.60000000
        0.006861792892
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TI Fluid Systems PLC
        5493001T9RXVD6OAWY46
        TI Fluid Systems PLC
        000000000
        
          
        
        3033.00000000
        NS
        
        7574.83000000
        0.000195940698
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187109
        
          
        
        4364.00000000
        NS
        USD
        285231.04000000
        0.007378168101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aeon Mall Co Ltd
        353800IDE3ULLSB2R846
        Aeon Mall Co Ltd
        000000000
        
          
        
        1900.00000000
        NS
        
        25283.40000000
        0.000654014287
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum Oyj
        635400IUIZZIUJSAMF76
        Fortum Oyj
        000000000
        
          
        
        10123.00000000
        NS
        
        185018.62000000
        0.004785939427
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Euronext N.V.
        724500QJ4QSZ3H9QU415
        CAC40 10 EURO FUT APR22
        000000000
        
          
        
        30.00000000
        NC
        
        19664.36000000
        0.000508664673
        N/A
        DE
        
        FR
        N
        
        1
        
          
            
              Euronext N.V.
              724500QJ4QSZ3H9QU415
            
            Long
            
              
                Euronext CAC 40 Index Future
                CFJ2 INDEX
              
            
            2022-04-14
            1979474.30000000
            EUR
            19664.36000000
          
        
        
          N
          N
          N
        
      
      
        Premier Inc
        N/A
        Premier Inc
        74051N102
        
          
        
        4188.00000000
        NS
        USD
        149050.92000000
        0.003855550726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        78622.00000000
        NS
        USD
        17436000.94000000
        0.451022953033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oji Holdings Corp
        529900LVC9GIIYUGE243
        Oji Holdings Corp
        000000000
        
          
        
        5652.00000000
        NS
        
        28040.59000000
        0.000725335456
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824C109
        
          
        
        25603.00000000
        NS
        USD
        427826.13000000
        0.011066723682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
        
        22542.00000000
        NS
        USD
        1634520.42000000
        0.042280694360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Metso Outotec Oyj
        549300R0VN9C371W0E07
        Metso Outotec Oyj
        000000000
        
          
        
        14625.00000000
        NS
        
        123284.10000000
        0.003189031649
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Dunelm Group PLC
        213800WCOWEI3T5DUV19
        Dunelm Group PLC
        000000000
        
          
        
        2682.00000000
        NS
        
        38216.22000000
        0.000988551931
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group PLC
        213800JH9QQWHLO99821
        Legal & General Group PLC
        000000000
        
          
        
        142509.00000000
        NS
        
        505249.69000000
        0.013069465182
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        000000000
        
          
        
        4655.00000000
        NS
        
        378804.81000000
        0.009798672563
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
        
        8763.00000000
        NS
        USD
        336148.68000000
        0.008695271973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
        
        2773.00000000
        NS
        USD
        310742.38000000
        0.008038078590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
        
        18525.00000000
        NS
        
        451528.25000000
        0.011679834463
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Showa Denko KK
        5493006AIPA1V92YPP18
        Showa Denko KK
        000000000
        
          
        
        1900.00000000
        NS
        
        37514.70000000
        0.000970405475
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        14502.00000000
        NS
        USD
        642293.58000000
        0.016614425989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
        
        6519.00000000
        NS
        USD
        833780.10000000
        0.021567672780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ascential PLC
        213800VDXQDA7KD2IQ21
        Ascential PLC
        000000000
        
          
        
        3618.00000000
        NS
        
        16473.15000000
        0.000426116561
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co Ltd
        N/A
        Otsuka Holdings Co Ltd
        000000000
        
          
        
        2001.00000000
        NS
        
        69130.10000000
        0.001788211755
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
        
        7702.00000000
        NS
        USD
        695182.52000000
        0.017982522147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daimler Truck Holding AG
        529900PW78JIYOUBSR24
        Daimler Truck Holding AG
        000000000
        
          
        
        8525.00000000
        NS
        
        236440.73000000
        0.006116092596
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        17288.00000000
        NS
        USD
        8492211.36000000
        0.219670912989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        56925.00000000
        NS
        USD
        4620602.25000000
        0.119522686352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
        
        27258.00000000
        NS
        USD
        992463.78000000
        0.025672397379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp
        000000000
        
          
        
        11477.00000000
        NS
        
        333451.46000000
        0.008625502068
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
        
        4662.00000000
        NS
        USD
        631281.42000000
        0.016329570709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
        
        28841.00000000
        NS
        USD
        5337892.28000000
        0.138077070962
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
        
        3529.00000000
        NS
        USD
        381202.58000000
        0.009860696493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
        
        5264.00000000
        NS
        USD
        481761.28000000
        0.012461882510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
        
        3379.00000000
        NS
        USD
        371385.89000000
        0.009606764842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flutter Entertainment PLC
        635400EG4YIJLJMZJ782
        Flutter Entertainment PLC
        000000000
        
          
        
        2299.00000000
        NS
        
        264947.14000000
        0.006853477577
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        3i Group PLC
        000000000
        
          
        
        20854.00000000
        NS
        
        377089.49000000
        0.009754301799
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Serco Group PLC
        549300PT2CIHYN5GWJ21
        Serco Group PLC
        000000000
        
          
        
        28415.00000000
        NS
        
        53496.15000000
        0.001383803065
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
        
        9577.00000000
        NS
        USD
        2016916.20000000
        0.052172255764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gerresheimer AG
        5299006GD4UWSYZOKC28
        Gerresheimer AG
        000000000
        
          
        
        1288.00000000
        NS
        
        94084.56000000
        0.002433717240
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
        
        9683.00000000
        NS
        
        126731.96000000
        0.003278218614
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
        
        7350.00000000
        NS
        USD
        745290.00000000
        0.019278669336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        5747.00000000
        NS
        USD
        402864.70000000
        0.010421037902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fancl Corp
        3538004V8SS9O9BA8I42
        Fancl Corp
        000000000
        
          
        
        400.00000000
        NS
        
        8909.99000000
        0.000230477734
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
        
        56086.00000000
        NS
        
        2837924.61000000
        0.073409558905
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Bakelite Co Ltd
        N/A
        Sumitomo Bakelite Co Ltd
        000000000
        
          
        
        200.00000000
        NS
        
        8097.02000000
        0.000209448363
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies Inc
        00971T101
        
          
        
        15003.00000000
        NS
        USD
        1791208.17000000
        0.046333789560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
        
        5433.00000000
        NS
        USD
        473322.96000000
        0.012243605623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        CME 3 Month Eurodollar Future
        000000000
        
          
        
        -330.00000000
        NC
        USD
        948043.80000000
        0.024523370683
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDU2 Comdty
              
            
            2022-09-19
            -81633043.80000000
            USD
            948043.80000000
          
        
        
          N
          N
          N
        
      
      
        Big Yellow Group PLC
        213800W7Q4V2ZI8LIW31
        Big Yellow Group PLC
        000000000
        
          
        
        3234.00000000
        NS
        
        65197.90000000
        0.001686496203
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaoko Co Ltd
        353800Y2SZOLTECIV233
        Yaoko Co Ltd
        000000000
        
          
        
        100.00000000
        NS
        
        5434.80000000
        0.000140583815
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -40441.58000000
        -0.00104611607
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            96370000.00000000
            SEK
            10214053.15000000
            USD
            2022-04-27
            -40441.58000000
          
        
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        Old Dominion Freight Line Inc
        679580100
        
          
        
        1536.00000000
        NS
        USD
        458772.48000000
        0.011867223419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Dainippon Pharma Co Ltd
        529900D60UKVYLJ2OJ79
        Sumitomo Dainippon Pharma Co Ltd
        000000000
        
          
        
        1174.00000000
        NS
        
        11582.40000000
        0.000299605871
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co Ltd
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co Ltd
        000000000
        
          
        
        3800.00000000
        NS
        
        82980.53000000
        0.002146485528
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        COTTON NO.2 FUTR MAY22
        000000000
        
          
        
        49.00000000
        NC
        USD
        307554.04000000
        0.007955604717
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CTN Number 2 Cotton Future
                CTK2 Comdty
              
            
            2022-05-06
            3013175.96000000
            USD
            307554.04000000
          
        
        
          N
          N
          N
        
      
      
        RELX PLC
        549300WSX3VBUFFJOO66
        RELX PLC
        000000000
        
          
        
        21777.00000000
        NS
        
        677650.76000000
        0.017529022162
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        000000000
        
          
        
        11508.00000000
        NS
        
        350921.37000000
        0.009077402159
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Outsourcing Inc
        353800Y1XELZ246TNZ48
        Outsourcing Inc
        000000000
        
          
        
        3800.00000000
        NS
        
        39154.27000000
        0.001012816788
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
        
        3365.00000000
        NS
        USD
        275660.80000000
        0.007130611456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
        
        2043.00000000
        NS
        USD
        419039.73000000
        0.010839442892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        98138H101
        
          
        
        17719.00000000
        NS
        USD
        4242991.74000000
        0.109754907151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1539.50000000
        -0.00003982276
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            3170000.00000000
            SEK
            335772.41000000
            USD
            2022-04-27
            -1539.50000000
          
        
        
          N
          N
          N
        
      
      
        Currys PLC
        2138001E12GWLLDQQF16
        Currys PLC
        000000000
        
          
        
        18841.00000000
        NS
        
        22342.55000000
        0.000577942322
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        751212101
        
          
        
        4266.00000000
        NS
        USD
        483935.04000000
        0.012518111897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        -132.00000000
        NC
        USD
        351381.41000000
        0.009089302169
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            -28307537.59000000
            USD
            351381.41000000
          
        
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        CDW Corp/DE
        12514G108
        
          
        
        2028.00000000
        NS
        USD
        362788.92000000
        0.009384384102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
        
        15748.00000000
        NS
        USD
        4491644.56000000
        0.116186894024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greencore Group PLC
        635400GGBEWULJXM5868
        Greencore Group PLC
        000000000
        
          
        
        13501.00000000
        NS
        
        22790.23000000
        0.000589522613
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
        
        3847.00000000
        NS
        USD
        257595.12000000
        0.006663300381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        213663.00000000
        NS
        USD
        65874439.53000000
        1.703996481101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        000000000
        
          
        
        34000.00000000
        NS
        
        142996.02000000
        0.003698926573
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        165462.00000000
        NS
        
        1104748.31000000
        0.028576899419
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurazeo SE
        969500C656AA39O94N60
        Eurazeo SE
        000000000
        
          
        
        1183.00000000
        NS
        
        99458.87000000
        0.002572736340
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        A O Smith Corp
        831865209
        
          
        
        8292.00000000
        NS
        USD
        529775.88000000
        0.013703892461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        000000000
        
          
        
        79736.00000000
        NS
        
        1738640.94000000
        0.044974015183
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
        
        5345.00000000
        NS
        USD
        479072.35000000
        0.012392327045
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Matthey PLC
        2138001AVBSD1HSC6Z10
        Johnson Matthey PLC
        000000000
        
          
        
        2708.00000000
        NS
        
        66228.72000000
        0.001713160774
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BMO Commercial Property Trust Ltd
        213800A2B1H4ULF3K397
        BMO Commercial Property Trust Ltd
        000000000
        
          
        
        12754.00000000
        NS
        
        19290.38000000
        0.000498990805
        Long
        EC
        
        GG
        N
        
        2
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
        
        30158.00000000
        NS
        USD
        7576292.76000000
        0.195978535756
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VanEck Fallen Angel High Yield Bond ETF
        549300A6A1N73WLV0K30
        VanEck Fallen Angel High Yield Bond ETF
        92189F437
        
          
        
        625358.00000000
        NS
        USD
        19010883.20000000
        0.491760966872
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        8263.00000000
        NS
        
        376736.18000000
        0.009745162609
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        000000000
        
          
        
        1930.00000000
        NS
        
        1218461.56000000
        0.031518358644
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
        
        6167.00000000
        NS
        USD
        987645.05000000
        0.025547749655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
        
        29999.00000000
        NS
        USD
        6936068.79000000
        0.179417645070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workspace Group PLC
        2138003GUZRFIN3UT430
        Workspace Group PLC
        000000000
        
          
        
        2068.00000000
        NS
        
        18471.06000000
        0.000477797176
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866F104
        
          
        
        40849.00000000
        NS
        USD
        5396969.88000000
        0.139605251289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
        
        7650.00000000
        NS
        USD
        1008270.00000000
        0.026081262235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599105
        
          
        
        12544.00000000
        NS
        USD
        711746.56000000
        0.018410989791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
        
        4700.00000000
        NS
        
        95507.70000000
        0.002470530085
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rinnai Corp
        N/A
        Rinnai Corp
        000000000
        
          
        
        300.00000000
        NS
        
        22441.12000000
        0.000580492066
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rockwell Automation Inc
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation Inc
        773903109
        
          
        
        10703.00000000
        NS
        USD
        2997161.09000000
        0.077528582969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -23.00000000
        NC
        USD
        -118220.00000000
        -0.00305803685
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4430.00000000
            USD
            2022-04-29
            XXXX
            104562.22000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        87718.83000000
        0.002269052742
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            4553981.44000000
            USD
            68070000.00000000
            ZAR
            2022-04-28
            87718.83000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        175181.22000000
        0.004531472063
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            977260000.00000000
            JPY
            8206841.36000000
            USD
            2022-04-27
            175181.22000000
          
        
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
        
        4669.00000000
        NS
        USD
        804281.94000000
        0.020804633866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orion Oyj
        74370029VAHCXDR7B745
        Orion Oyj
        000000000
        
          
        
        1574.00000000
        NS
        
        71486.04000000
        0.001849153654
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        DS Smith PLC
        39RSBE4RCI4M15BLWH36
        DS Smith PLC
        000000000
        
          
        
        16302.00000000
        NS
        
        68561.53000000
        0.001773504362
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Sindall Group PLC
        2138008339ULDGZRB345
        Morgan Sindall Group PLC
        000000000
        
          
        
        1005.00000000
        NS
        
        31643.87000000
        0.000818542723
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        Federal Realty Investment Trust
        313745101
        
          
        
        2083.00000000
        NS
        USD
        254271.81000000
        0.006577335193
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
        
        6545.00000000
        NS
        USD
        1749805.75000000
        0.045262819112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rheinmetall AG
        5299001OU9CSE29O6S05
        Rheinmetall AG
        000000000
        
          
        
        1330.00000000
        NS
        
        281120.17000000
        0.007271830832
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Pearson PLC
        2138004JBXWWJKIURC57
        Pearson PLC
        000000000
        
          
        
        34713.00000000
        NS
        
        340361.84000000
        0.008804255213
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Aroundtown SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
        
        17092.00000000
        NS
        
        97669.97000000
        0.002526462257
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413106
        
          
        
        1426.00000000
        NS
        USD
        284401.44000000
        0.007356708557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crane Co
        549300X1RO9ID7AUCA83
        Crane Co
        224399105
        
          
        
        2098.00000000
        NS
        USD
        227171.44000000
        0.005876320726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
        
        5312.00000000
        NS
        USD
        1069040.00000000
        0.027653220447
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
        
        582.00000000
        NS
        
        1152763.59000000
        0.029818926960
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
        
        7555.00000000
        NS
        USD
        495305.80000000
        0.012812243205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp
        723484101
        
          
        
        3243.00000000
        NS
        USD
        253278.30000000
        0.006551635733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
        
        28131.00000000
        NS
        USD
        6479131.92000000
        0.167597903998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239100
        
          
        
        4990.00000000
        NS
        USD
        359978.60000000
        0.009311688601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAFCO Group Co ltd
        353800R7EWCVA2488G32
        JAFCO Group Co ltd
        000000000
        
          
        
        1100.00000000
        NS
        
        16766.80000000
        0.000433712505
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR SEP23
        000000000
        
          
        
        -242.00000000
        NC
        USD
        771883.51000000
        0.019966572683
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDU3 Comdty
              
            
            2023-09-18
            -59360083.51000000
            USD
            771883.51000000
          
        
        
          N
          N
          N
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
        
        1872.00000000
        NS
        USD
        442203.84000000
        0.011438636786
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Kerry Group PLC
        635400TLVVBNXLFHWC59
        Kerry Group PLC
        000000000
        
          
        
        2793.00000000
        NS
        
        312374.29000000
        0.008080291760
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -36935.80000000
        -0.00095543087
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            553730000.00000000
            INR
            7217073.97000000
            USD
            2022-05-04
            -36935.80000000
          
        
        
          N
          N
          N
        
      
      
        Ebara Corp
        353800UV8U3SOMCDTI49
        Ebara Corp
        000000000
        
          
        
        1000.00000000
        NS
        
        55471.09000000
        0.001434889508
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dentsu Group Inc
        5299007PBBE83ZLJZG91
        Dentsu Group Inc
        000000000
        
          
        
        1509.00000000
        NS
        
        61667.28000000
        0.001595168457
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
        
        3902.00000000
        NS
        USD
        354691.80000000
        0.009174933151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
        
        87947.00000000
        NS
        USD
        14320410.01000000
        0.370430905205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        16513.00000000
        NS
        USD
        1082757.41000000
        0.028008053346
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimadzu Corp
        N/A
        Shimadzu Corp
        000000000
        
          
        
        700.00000000
        NS
        
        24076.15000000
        0.000622785942
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wendy's Co/The
        529900M0JIUCMWVKHG76
        Wendy's Co/The
        95058W100
        
          
        
        16377.00000000
        NS
        USD
        359802.69000000
        0.009307138277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
        
        29310.00000000
        NS
        USD
        13354222.20000000
        0.345438197258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
        
        30419.00000000
        NS
        USD
        680777.22000000
        0.017609895364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES101672  TRS USD R E USM1WOMOM.I / Short: ES101672  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+80BPS
        000000000
        
          
        
        43441954.24000000
        OU
        Notional Amount
        USD
        4079017.39000000
        0.105513326997
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI World Momentum Index
                M1WOMOM Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-02-09
            0.00000000
            USD
            0.00000000
            USD
            43441954.24000000
            USD
            4079017.39000000
          
        
        
          N
          N
          N
        
      
      
        Mitchells & Butlers PLC
        213800JHYNDNB1NS2W10
        Mitchells & Butlers PLC
        000000000
        
          
        
        3828.00000000
        NS
        
        11709.06000000
        0.000302882228
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
        
        27173.00000000
        NS
        USD
        4177577.02000000
        0.108062802391
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBI Holdings Inc/Japan
        353800L6LMHYIPSMRQ17
        SBI Holdings Inc/Japan
        000000000
        
          
        
        2800.00000000
        NS
        
        70646.39000000
        0.001827434143
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
        
        13748.00000000
        NS
        USD
        2179058.00000000
        0.056366432725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Euromoney Institutional Investor PLC
        213800PZU2RGHMHE2S67
        Euromoney Institutional Investor PLC
        000000000
        
          
        
        3113.00000000
        NS
        
        40163.43000000
        0.001038921072
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364G103
        
          
        
        3278.00000000
        NS
        USD
        382706.50000000
        0.009899598902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIPPON EXPRESS HOLDINGS INC
        N/A
        NIPPON EXPRESS HOLDINGS INC
        000000000
        
          
        
        300.00000000
        NS
        
        20610.22000000
        0.000533131554
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elisa Oyj
        743700TU2S3DXWGU7H32
        Elisa Oyj
        000000000
        
          
        
        1841.00000000
        NS
        
        111024.61000000
        0.002871911261
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Atos SE
        5493001EZOOA66PTBR68
        Atos SE
        000000000
        
          
        
        9387.00000000
        NS
        
        256326.13000000
        0.006630474986
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Rotork PLC
        213800AH5RZIHGWRJ718
        Rotork PLC
        000000000
        
          
        
        10988.00000000
        NS
        
        46787.17000000
        0.001210259603
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -6.00000000
        NC
        USD
        -15.00000000
        -0.00000038801
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4470.00000000
            USD
            2022-03-31
            XXXX
            31840.50000000
          
        
        
          N
          N
          N
        
      
      
        Seven Bank Ltd
        353800WMG1NLGHB7B594
        Seven Bank Ltd
        000000000
        
          
        
        4900.00000000
        NS
        
        9563.46000000
        0.000247381265
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evonik Industries AG
        41GUOJQTALQHLF39XJ34
        Evonik Industries AG
        000000000
        
          
        
        12435.00000000
        NS
        
        344977.28000000
        0.008923644366
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Safestore Holdings PLC
        213800WGA3YSJC1YOH73
        Safestore Holdings PLC
        000000000
        
          
        
        2656.00000000
        NS
        
        46753.31000000
        0.001209383735
        Long
        EC
        
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        2470.00000000
        NS
        USD
        453911.90000000
        0.011741493147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hochschild Mining PLC
        549300JK10TVQ3CCJQ89
        Hochschild Mining PLC
        000000000
        
          
        
        13510.00000000
        NS
        
        22681.29000000
        0.000586704625
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Amada Co Ltd
        529900QF5O6TQGCPDX85
        Amada Co Ltd
        000000000
        
          
        
        2600.00000000
        NS
        
        22858.33000000
        0.000591284178
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Smiths Group PLC
        213800MJL6IPZS3ASA11
        Smiths Group PLC
        000000000
        
          
        
        16656.00000000
        NS
        
        315563.81000000
        0.008162796156
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -9.00000000
        NC
        USD
        -22.50000000
        -0.00000058201
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4420.00000000
            USD
            2022-03-31
            XXXX
            85992.57000000
          
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
        
        24339.00000000
        NS
        USD
        5831867.79000000
        0.150854903105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Open House Group Co Ltd
        529900WQOGPBIJEHW865
        Open House Group Co Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        22126.39000000
        0.000572350838
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GungHo Online Entertainment Inc
        529900TH7FB4RV6F5S47
        GungHo Online Entertainment Inc
        000000000
        
          
        
        1100.00000000
        NS
        
        23356.18000000
        0.000604162233
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        000000000
        
          
        
        6071.00000000
        NS
        
        266776.81000000
        0.006900806272
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Admiral Group PLC
        213800FGVM7Z9EJB2685
        Admiral Group PLC
        000000000
        
          
        
        3964.00000000
        NS
        
        132931.83000000
        0.003438592755
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Freenet AG
        5299003GLDODCVP8DO20
        Freenet AG
        000000000
        
          
        
        8701.00000000
        NS
        
        232847.29000000
        0.006023139864
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Mining & Smelting Co Ltd
        35380021EYAHSQM25559
        Mitsui Mining & Smelting Co Ltd
        000000000
        
          
        
        700.00000000
        NS
        
        19125.94000000
        0.000494737180
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimamura Co Ltd
        N/A
        Shimamura Co Ltd
        000000000
        
          
        
        304.00000000
        NS
        
        27019.16000000
        0.000698913780
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
        
        816.00000000
        NS
        USD
        558927.36000000
        0.014457963687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        DAX INDEX FUTURE JUN22
        000000000
        
          
        
        -11.00000000
        NC
        
        11003.47000000
        0.000284630492
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Eurex DAX Index Future
                GXM2 INDEX
              
            
            2022-06-17
            -3979021.64000000
            EUR
            11003.47000000
          
        
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
        
        4476.00000000
        NS
        USD
        298056.84000000
        0.007709937422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyu Fudosan Holdings Corp
        N/A
        Tokyu Fudosan Holdings Corp
        000000000
        
          
        
        2300.00000000
        NS
        
        12623.05000000
        0.000326524717
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
        
        90131.00000000
        NS
        USD
        9122158.51000000
        0.235965969684
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR  DEC23
        000000000
        
          
        
        -103.00000000
        NC
        
        218613.74000000
        0.005654955796
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                3 Month Euro Euribor Future
                ERZ3 Comdty
              
            
            2023-12-18
            -25616729.48000000
            EUR
            218613.74000000
          
        
        
          N
          N
          N
        
      
      
        IHI Corp
        549300ETQIESIUQ2OE26
        IHI Corp
        000000000
        
          
        
        1100.00000000
        NS
        
        26280.64000000
        0.000679810232
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
        
        34399.00000000
        NS
        USD
        6350055.40000000
        0.164259037854
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Direct Line Insurance Group PLC
        213800FF2R23ALJQOP04
        Direct Line Insurance Group PLC
        000000000
        
          
        
        48294.00000000
        NS
        
        174021.13000000
        0.004501463621
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        adidas AG
        000000000
        
          
        
        2008.00000000
        NS
        
        467915.98000000
        0.012103741436
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Worldline SA/France
        549300CJMQNCA0U4TS33
        Worldline SA/France
        000000000
        
          
        
        15024.00000000
        NS
        
        652043.84000000
        0.016866639273
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
        
        14880.00000000
        NS
        USD
        5199072.00000000
        0.134486159672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
        
        88458.00000000
        NS
        USD
        12132899.28000000
        0.313845822844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Wood Group PLC
        549300PLYY6I10B6S323
        John Wood Group PLC
        000000000
        
          
        
        13217.00000000
        NS
        
        27876.45000000
        0.000721089591
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Quanta Services Inc
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762E102
        
          
        
        2914.00000000
        NS
        USD
        383511.54000000
        0.009920423145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
        
        8777.00000000
        NS
        USD
        1862654.94000000
        0.048181927404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
        
        2839.00000000
        NS
        USD
        844488.94000000
        0.021844681979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
        
        4624.00000000
        NS
        USD
        788022.08000000
        0.020384034550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
        
        4817.00000000
        NS
        USD
        353615.97000000
        0.009147104291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
        
        25433.00000000
        NS
        USD
        3787482.36000000
        0.097972091447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
        
        4181.00000000
        NS
        
        113494.11000000
        0.002935790656
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HUGO BOSS AG
        529900LFVU534EBRXD13
        HUGO BOSS AG
        000000000
        
          
        
        1834.00000000
        NS
        
        105807.14000000
        0.002736949194
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SCSK Corp
        529900SNGFXMSUBB7864
        SCSK Corp
        000000000
        
          
        
        2886.00000000
        NS
        
        49352.31000000
        0.001276612949
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Compass Group PLC
        2138008M6MH9OZ6U2T68
        Compass Group PLC
        000000000
        
          
        
        22609.00000000
        NS
        
        486547.68000000
        0.012585693943
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Reply SpA
        815600DAEFB0388F3521
        Reply SpA
        000000000
        
          
        
        308.00000000
        NS
        
        50603.02000000
        0.001308965489
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        Astellas Pharma Inc
        000000000
        
          
        
        16506.00000000
        NS
        
        257904.30000000
        0.006671298045
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
        
        181455.00000000
        NS
        USD
        11250210.00000000
        0.291012999707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        S+P/TSX 60 IX FUT JUN22
        000000000
        
          
        
        61.00000000
        NC
        
        307498.28000000
        0.007954162354
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                Montreal Exchange S&P/TSX 60 Index Future
                PTM2 INDEX
              
            
            2022-06-16
            15684201.02000000
            CAD
            307498.28000000
          
        
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
        
        1674.00000000
        NS
        USD
        572072.76000000
        0.014798000209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half International Inc
        529900VPCUY9H3HLIC08
        Robert Half International Inc
        770323103
        
          
        
        2619.00000000
        NS
        USD
        299037.42000000
        0.007735302418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        15.00000000
        NC
        USD
        37.50000000
        0.000000970025
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3620.00000000
            USD
            2022-03-31
            XXXX
            -20084.28000000
          
        
        
          N
          N
          N
        
      
      
        Smith & Nephew PLC
        213800ZTMDN8S67S1H61
        Smith & Nephew PLC
        000000000
        
          
        
        32980.00000000
        NS
        
        524542.51000000
        0.013568519104
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Acom Co Ltd
        N/A
        Acom Co Ltd
        000000000
        
          
        
        7100.00000000
        NS
        
        18463.62000000
        0.000477604723
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Beazley PLC
        213800VTOMUWD41GIT12
        Beazley PLC
        000000000
        
          
        
        17634.00000000
        NS
        
        96960.18000000
        0.002508101878
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eisai Co Ltd
        353800HDEE0ZYEX4QV91
        Eisai Co Ltd
        000000000
        
          
        
        1300.00000000
        NS
        
        60227.14000000
        0.001557915867
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Taiheiyo Cement Corp
        N/A
        Taiheiyo Cement Corp
        000000000
        
          
        
        1119.00000000
        NS
        
        18439.24000000
        0.000476974078
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dr. Martens Plc
        213800QPT8YM6NQZPH28
        Dr. Martens Plc
        000000000
        
          
        
        11421.00000000
        NS
        
        35508.57000000
        0.000918512229
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Rentokil Initial PLC
        549300VN4WV7Z6T14K68
        Rentokil Initial PLC
        000000000
        
          
        
        34976.00000000
        NS
        
        240931.21000000
        0.006232249366
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NGK Insulators Ltd
        353800701BNCL25VYY16
        NGK Insulators Ltd
        000000000
        
          
        
        1100.00000000
        NS
        
        15691.55000000
        0.000405898648
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        LONG GILT FUTURE JUN22
        000000000
        
          
        
        -122.00000000
        NC
        
        73325.87000000
        0.001896745161
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                ICF Long Gilt Future
                G M2 COMDTY
              
            
            2022-06-28
            -14871498.44000000
            GBP
            73325.87000000
          
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
        
        194489.00000000
        NS
        USD
        16062846.51000000
        0.415503101427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings Inc
        353800E8OIV0XYBABS79
        Pola Orbis Holdings Inc
        000000000
        
          
        
        1700.00000000
        NS
        
        22135.77000000
        0.000572593474
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui Chemical Co Ltd
        529900KQIVT7NWFNMI70
        Sekisui Chemical Co Ltd
        000000000
        
          
        
        2000.00000000
        NS
        
        28657.80000000
        0.000741301037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
        
        11355.00000000
        NS
        USD
        317031.60000000
        0.008200763978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        Etsy Inc
        29786A106
        
          
        
        2703.00000000
        NS
        USD
        335928.84000000
        0.008689585298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003084  CDS EUR R F  5.00000 2 CCPCDX / Short: SX003084  CDS EUR P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        26550000.00000000
        OU
        Notional Amount
        
        2152495.67000000
        0.055679335922
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S27
                2I667KJP4
              
            
            Y
            
            sell protection
            2027-06-20
            1604967.51000000
            EUR
            0.00000000
            EUR
            26550000.00000000
            EUR
            382130.70000000
          
        
        
          N
          N
          N
        
      
      
        NH Foods Ltd
        353800NLDBIOUQILWU82
        NH Foods Ltd
        000000000
        
          
        
        1300.00000000
        NS
        
        44155.86000000
        0.001142194614
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elia Group SA/NV
        549300S1MP1NFDIKT460
        Elia Group SA/NV
        000000000
        
          
        
        567.00000000
        NS
        
        86507.71000000
        0.002237724290
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Crest Nicholson Holdings plc
        213800ROIFXRRRKVQD25
        Crest Nicholson Holdings plc
        000000000
        
          
        
        7009.00000000
        NS
        
        24487.95000000
        0.000633438112
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        25579.00000000
        NS
        
        322146.61000000
        0.008333075677
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials Inc
        26969P108
        
          
        
        17185.00000000
        NS
        USD
        2205866.60000000
        0.057059899879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JDE Peet's NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        000000000
        
          
        
        2899.00000000
        NS
        
        83157.98000000
        0.002151075687
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
        
        2838.00000000
        NS
        
        302548.78000000
        0.007826131958
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        ContourGlobal PLC
        5493002I3A4J5TFOR115
        ContourGlobal PLC
        000000000
        
          
        
        7904.00000000
        NS
        
        19754.16000000
        0.000510987560
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        A2A SpA
        81560076E3944316DB24
        A2A SpA
        000000000
        
          
        
        260502.00000000
        NS
        
        446180.30000000
        0.011541497226
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Darden Restaurants Inc
        CY1NFSCCB5GUXC7WZC70
        Darden Restaurants Inc
        237194105
        
          
        
        4872.00000000
        NS
        USD
        647732.40000000
        0.016755113791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alaska Air Group Inc
        529900G48RT4KWLC6C27
        Alaska Air Group Inc
        011659109
        
          
        
        5312.00000000
        NS
        USD
        308149.12000000
        0.007970997854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BE Semiconductor Industries NV
        7245007A1YFLI2GNYX06
        BE Semiconductor Industries NV
        000000000
        
          
        
        10950.00000000
        NS
        
        933413.99000000
        0.024144936423
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Internet Initiative Japan Inc
        529900EOCJNAPUHDFR78
        Internet Initiative Japan Inc
        000000000
        
          
        
        400.00000000
        NS
        
        13285.13000000
        0.000343650965
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DMG Mori Co Ltd
        353800P4I3FIXTQV2E13
        DMG Mori Co Ltd
        000000000
        
          
        
        1700.00000000
        NS
        
        23028.24000000
        0.000595679298
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Trend Micro Inc/Japan
        3538005O5UJ5RNAGVE16
        Trend Micro Inc/Japan
        000000000
        
          
        
        700.00000000
        NS
        
        40878.68000000
        0.001057422687
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Brewin Dolphin Holdings PLC
        213800PS7FS5UYOWAC49
        Brewin Dolphin Holdings PLC
        000000000
        
          
        
        5320.00000000
        NS
        
        35695.22000000
        0.000923340368
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Denka Co Ltd
        353800Y94EKQEH8MVD43
        Denka Co Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        11082.26000000
        0.000286668580
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Suisan Kaisha Ltd
        529900MPH5BMANQ3EC50
        Nippon Suisan Kaisha Ltd
        000000000
        
          
        
        1683.00000000
        NS
        
        7539.89000000
        0.000195036893
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J Front Retailing Co Ltd
        N/A
        J Front Retailing Co Ltd
        000000000
        
          
        
        7218.00000000
        NS
        
        58555.82000000
        0.001514683266
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Persol Holdings Co Ltd
        3538000H6OI725NB2008
        Persol Holdings Co Ltd
        000000000
        
          
        
        900.00000000
        NS
        
        20165.66000000
        0.000521631970
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Isetan Mitsukoshi Holdings Ltd
        529900SY5RZO92EFG035
        Isetan Mitsukoshi Holdings Ltd
        000000000
        
          
        
        2400.00000000
        NS
        
        18887.81000000
        0.000488577390
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nisshin Seifun Group Inc
        529900N4QFZS1P6PYX29
        Nisshin Seifun Group Inc
        000000000
        
          
        
        732.00000000
        NS
        
        10212.37000000
        0.000264166840
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sansan Inc
        N/A
        Sansan Inc
        000000000
        
          
        
        2400.00000000
        NS
        
        26924.22000000
        0.000696457935
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003091  CDS USD R F  5.00000 2 CCPCDX / Short: SX003091  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        46300000.00000000
        OU
        Notional Amount
        USD
        2490940.00000000
        0.064433990253
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.HY.S38
                2I65BRYR5
              
            
            Y
            
            sell protection
            2027-06-20
            2596094.87000000
            USD
            0.00000000
            USD
            46300000.00000000
            USD
            -105154.87000000
          
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        90-DAY BANK BILL  JUN22
        ADI1DQVD7
        
          
        
        -39.00000000
        NC
        
        -6403.18000000
        -0.00016563322
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                SFE 90 Day Australian Bank Accepted Bills Future
                IRM2 COMDTY
              
            
            2022-06-09
            -38931912.26000000
            AUD
            -6403.18000000
          
        
        
          N
          N
          N
        
      
      
        Stericycle Inc
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912108
        
          
        
        2526.00000000
        NS
        USD
        148831.92000000
        0.003849885779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marks & Spencer Group PLC
        213800EJP14A79ZG1X44
        Marks & Spencer Group PLC
        000000000
        
          
        
        29771.00000000
        NS
        
        60088.54000000
        0.001554330654
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
        
        3600.00000000
        NS
        
        237142.02000000
        0.006134233102
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nisshinbo Holdings Inc
        353800YAM89GL5GPHB47
        Nisshinbo Holdings Inc
        000000000
        
          
        
        2054.00000000
        NS
        
        17788.07000000
        0.000460130042
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C100
        
          
        
        26292.00000000
        NS
        USD
        4261933.20000000
        0.110244872325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
        
        93143.00000000
        NS
        USD
        5642602.94000000
        0.145959125005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals PLC
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals PLC
        000000000
        
          
        
        2411.00000000
        NS
        
        65043.86000000
        0.001682511598
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
        
        8861.00000000
        NS
        USD
        703740.62000000
        0.018203897424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        SILVER FUTURE     MAY22
        000000000
        
          
        
        50.00000000
        NC
        USD
        -176944.36000000
        -0.00457707980
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                COMEX Silver Future
                SIK2 Comdty
              
            
            2022-05-26
            6418194.36000000
            USD
            -176944.36000000
          
        
        
          N
          N
          N
        
      
      
        Sage Group PLC/The
        2138005RN5XYLTF8G138
        Sage Group PLC/The
        000000000
        
          
        
        24302.00000000
        NS
        
        222671.54000000
        0.005759920286
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        Repsol SA
        000000000
        
          
        
        22834.00000000
        NS
        
        299106.95000000
        0.007737100974
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares 5-10 Year Investment Grade Corporate Bond ETF
        549300ZJOCMXQZ0RKQ84
        iShares 5-10 Year Investment Grade Corporate Bond ETF
        464288638
        
          
        
        3429567.00000000
        NS
        USD
        188180341.29000000
        4.867724745113
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
        
        5319.00000000
        NS
        USD
        424988.10000000
        0.010993311397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CBOE Futures Exchange, LLC
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE JUN22
        000000000
        
          
        
        -101.00000000
        NC
        USD
        419784.18000000
        0.010858699833
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CBOE Futures Exchange, LLC
              254900O9GJPIWCP8RH13
            
            Short
            
              
                CBOE Volatility Index Future
                UXM2 INDEX
              
            
            2022-06-15
            -2992991.48000000
            USD
            419784.18000000
          
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272104
        
          
        
        4472.00000000
        NS
        USD
        267917.52000000
        0.006930313404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wartsila OYJ Abp
        743700G7A9J1PHM3X223
        Wartsila OYJ Abp
        000000000
        
          
        
        27630.00000000
        NS
        
        252285.71000000
        0.006525960070
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Games Workshop Group PLC
        213800RP9QJQYGWHNT41
        Games Workshop Group PLC
        000000000
        
          
        
        988.00000000
        NS
        
        93950.45000000
        0.002430248171
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
        
        84230.00000000
        NS
        USD
        29725609.30000000
        0.768922422827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globus Medical Inc
        5299003M2P4CIK0RF205
        Globus Medical Inc
        379577208
        
          
        
        3951.00000000
        NS
        USD
        291504.78000000
        0.007540453063
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE MAY22
        000000000
        
          
        
        128.00000000
        NC
        USD
        -94400.00000000
        -0.00244187683
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Lead Future
                LLK2 COMDTY
              
            
            2022-05-16
            7844800.00000000
            USD
            -94400.00000000
          
        
        
          N
          N
          N
        
      
      
        SSP Group Plc
        213800QGNIWTXFMENJ24
        SSP Group Plc
        000000000
        
          
        
        12821.00000000
        NS
        
        38027.79000000
        0.000983677748
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        Markel Corp
        570535104
        
          
        
        2409.00000000
        NS
        USD
        3553853.16000000
        0.091928725651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GS CAYMAN COMMODITY ART LTD
        N/A
        GS CAYMAN COMMODITY ART LTD
        000000000
        
          
        
        794593.19000000
        NS
        USD
        141691857.64000000
        3.665191363174
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        Cerner Corp
        156782104
        
          
        
        4252.00000000
        NS
        USD
        397817.12000000
        0.010290470437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
        
        2332.00000000
        NS
        USD
        505181.16000000
        0.013067692493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        2.00000000
        NC
        USD
        5.00000000
        0.000000129336
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3625.00000000
            USD
            2022-03-31
            XXXX
            -2446.50000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR SEP22
        000000000
        
          
        
        -132.00000000
        NC
        
        29419.20000000
        0.000760996429
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                ICF 3 Month Euro Euribor Future
                ERU2 Comdty
              
            
            2022-09-19
            -33056293.63000000
            EUR
            29419.20000000
          
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
        
        27400.00000000
        NS
        USD
        10263766.00000000
        0.265496318020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresenius Medical Care AG & Co KGaA
        549300CP8NY40UP89Q40
        Fresenius Medical Care AG & Co KGaA
        000000000
        
          
        
        10486.00000000
        NS
        
        702675.18000000
        0.018176337326
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bytes Technology Group PLC
        213800LA4DZLFBAC9O33
        Bytes Technology Group PLC
        000000000
        
          
        
        5052.00000000
        NS
        
        33036.79000000
        0.000854573857
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
        
        3498.00000000
        NS
        USD
        575281.08000000
        0.014880990911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR MAY22
        000000000
        
          
        
        68.00000000
        NC
        USD
        434621.36000000
        0.011242498203
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Henry Hub Natural Gas Futures
                NGK22 Comdty
              
            
            2022-04-27
            3408058.64000000
            USD
            434621.36000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003082  CDS USD R F  1.00000 2 CCPCDX / Short: SX003082  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        235900000.00000000
        OU
        Notional Amount
        USD
        3761095.24000000
        0.097289526860
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S38
                2I65BYEA9
              
            
            Y
            
            sell protection
            2027-06-20
            3327176.92000000
            USD
            0.00000000
            USD
            235900000.00000000
            USD
            433918.32000000
          
        
        
          N
          N
          N
        
      
      
        Grainger PLC
        2138007CEIRKZMNI2979
        Grainger PLC
        000000000
        
          
        
        7742.00000000
        NS
        
        29526.32000000
        0.000763767338
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
        
        9360.00000000
        NS
        
        1241256.74000000
        0.032108009300
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        17.00000000
        NC
        USD
        3315.00000000
        0.000085750229
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3375.00000000
            USD
            2022-04-29
            XXXX
            -14471.56000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        1523057051.58000000
        NS
        USD
        1523057051.58000000
        39.39743358617
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
        
        16098.00000000
        NS
        USD
        598201.68000000
        0.015473885849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
        
        20952.00000000
        NS
        USD
        6320799.36000000
        0.163502261940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -48699.40000000
        -0.00125972390
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            18720000.00000000
            ILS
            5820108.29000000
            USD
            2022-04-27
            -48699.40000000
          
        
        
          N
          N
          N
        
      
      
        Valmet Oyj
        213800D9O7FUQDH83V62
        Valmet Oyj
        000000000
        
          
        
        2326.00000000
        NS
        
        72195.42000000
        0.001867503427
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Blackstone Senior Loan ETF
        549300ME4SR63Y3TRD06
        SPDR Blackstone Senior Loan ETF
        78467V608
        
          
        
        1656267.00000000
        NS
        USD
        74465764.32000000
        1.926231194817
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        11.00000000
        NC
        USD
        1265.00000000
        0.000032722184
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3100.00000000
            USD
            2022-04-29
            XXXX
            -12708.54000000
          
        
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
        
        7592.00000000
        NS
        
        278751.23000000
        0.007210552657
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865100
        
          
        
        3093.00000000
        NS
        USD
        546100.08000000
        0.014126156082
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
        
        46839.00000000
        NS
        USD
        16739321.82000000
        0.433001717825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fuji Oil Holdings Inc
        N/A
        Fuji Oil Holdings Inc
        000000000
        
          
        
        600.00000000
        NS
        
        9729.46000000
        0.000251675243
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        000000000
        
          
        
        1112.00000000
        NS
        
        132928.49000000
        0.003438506358
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
        
        9415.00000000
        NS
        USD
        1247487.50000000
        0.032269182483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
        
        56153.00000000
        NS
        USD
        1326895.39000000
        0.034323253320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        000000000
        
          
        
        3940.00000000
        NS
        
        865661.21000000
        0.022392352271
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
        
        10018.00000000
        NS
        USD
        458824.40000000
        0.011868566451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toho Gas Co Ltd
        353800BCVTE4F8012906
        Toho Gas Co Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        8903.28000000
        0.000230304164
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Holding Corp
        529900JPV47PIUWMA015
        Booz Allen Hamilton Holding Corp
        099502106
        
          
        
        6988.00000000
        NS
        USD
        613825.92000000
        0.015878043367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
        
        2746.00000000
        NS
        USD
        1729101.28000000
        0.044727249561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synthomer PLC
        213800EHT3TI1KPQQJ56
        Synthomer PLC
        000000000
        
          
        
        7138.00000000
        NS
        
        28521.83000000
        0.000737783855
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
        
        3185.00000000
        NS
        
        62592.44000000
        0.001619099885
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162100
        
          
        
        4180.00000000
        NS
        USD
        1010807.60000000
        0.026146903195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
        
        15092.00000000
        NS
        
        110839.37000000
        0.002867119595
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fuji Electric Co Ltd
        5299000HVNGZZTYYM906
        Fuji Electric Co Ltd
        000000000
        
          
        
        700.00000000
        NS
        
        34888.56000000
        0.000902474220
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        27.00000000
        NC
        USD
        67.50000000
        0.000001746045
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3480.00000000
            USD
            2022-03-31
            XXXX
            -25103.78000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
        
        409990.00000000
        NS
        USD
        16899787.80000000
        0.437152545782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JGC Holdings Corp
        5493003WMGG79YLARU68
        JGC Holdings Corp
        000000000
        
          
        
        2300.00000000
        NS
        
        27490.86000000
        0.000711115404
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pets at Home Group Plc
        2138003Y9ULD24PD3J93
        Pets at Home Group Plc
        000000000
        
          
        
        16427.00000000
        NS
        
        77601.55000000
        0.002007345627
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Water Inc
        N/A
        Air Water Inc
        000000000
        
          
        
        2000.00000000
        NS
        
        28085.76000000
        0.000726503884
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DXC Technology Co
        549300DOVZ3EDJB7O259
        DXC Technology Co
        23355L106
        
          
        
        9246.00000000
        NS
        USD
        301696.98000000
        0.007804098159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iwatani Corp
        353800TSKIDNENNV2L96
        Iwatani Corp
        000000000
        
          
        
        200.00000000
        NS
        
        8428.78000000
        0.000218030112
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        25222.00000000
        NS
        
        301366.21000000
        0.007795542019
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        IPG Photonics Corp
        5493002KZ51CADQ94G15
        IPG Photonics Corp
        44980X109
        
          
        
        1532.00000000
        NS
        USD
        168152.32000000
        0.004349653122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nitori Holdings Co Ltd
        N/A
        Nitori Holdings Co Ltd
        000000000
        
          
        
        1000.00000000
        NS
        
        125812.71000000
        0.003254440062
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
        
        40311.00000000
        NS
        
        77675.83000000
        0.002009267053
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
        
        4734.00000000
        NS
        
        409100.56000000
        0.010582343009
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
        
        3050.00000000
        NS
        
        524146.49000000
        0.013558275120
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE APR22
        000000000
        
          
        
        -50.00000000
        NC
        USD
        2477964.00000000
        0.064098335658
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Nickel Future
                LNJ2 COMDTY
              
            
            2022-04-14
            -12112464.00000000
            USD
            2477964.00000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE APR22
        000000000
        
          
        
        -87.00000000
        NC
        USD
        -256326.25000000
        -0.00663047809
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Zinc Future
                LXJ2 COMDTY
              
            
            2022-04-14
            -8905861.25000000
            USD
            -256326.25000000
          
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT JUN22
        000000000
        
          
        
        -95.00000000
        NC
        
        251386.07000000
        0.006502688777
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                MSE 10 Year Canadian Bond Future
                CNM2 COMDTY
              
            
            2022-06-21
            -12695620.30000000
            CAD
            251386.07000000
          
        
        
          N
          N
          N
        
      
      
        Nikon Corp
        549300X7LIS9RFELXJ98
        Nikon Corp
        000000000
        
          
        
        2500.00000000
        NS
        
        26695.06000000
        0.000690530175
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        000000000
        
          
        
        87428.00000000
        NS
        
        1415412.76000000
        0.036612962167
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        39617.00000000
        NS
        USD
        2105643.55000000
        0.054467396235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inpex Corp
        353800VHYYADPR6MXQ47
        Inpex Corp
        000000000
        
          
        
        10300.00000000
        NS
        
        121100.59000000
        0.003132550055
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR APR22
        000000000
        
          
        
        117.00000000
        NC
        USD
        1013196.75000000
        0.026208704149
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Primary Aluminum Future
                LAJ22 COMDTY
              
            
            2022-04-14
            9176362.50000000
            USD
            1013196.75000000
          
        
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429109
        
          
        
        6445.00000000
        NS
        USD
        287253.65000000
        0.007430487640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
        
        38629.00000000
        NS
        
        719431.24000000
        0.018609772016
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
        
        20500.00000000
        NS
        
        887660.86000000
        0.022961424683
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Inchcape PLC
        213800RGEH1MPPNM2T57
        Inchcape PLC
        000000000
        
          
        
        8604.00000000
        NS
        
        75286.49000000
        0.001947461184
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Capita PLC
        CMIGEWPLHL4M7ZV0IZ88
        Capita PLC
        000000000
        
          
        
        92565.00000000
        NS
        
        25179.77000000
        0.000651333655
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        AUST 10Y BOND FUT JUN22
        000000000
        
          
        
        -109.00000000
        NC
        
        324485.04000000
        0.008393564640
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                SFE 10 Year Australian Bond Future
                XMM2 COMDTY
              
            
            2022-06-15
            -14286632.41000000
            AUD
            324485.04000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES101878  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE-5.5BPS / Short: ES101878  TRS USD P E USNDDUWI.I
        000000000
        
          
        
        10443942.35000000
        OU
        Notional Amount
        USD
        -696645.57000000
        -0.01802036735
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI World Index
                NDDUWI INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-02-13
            0.00000000
            USD
            0.00000000
            USD
            10443942.35000000
            USD
            -696645.57000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        20.00000000
        NC
        USD
        50.00000000
        0.000001293366
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3450.00000000
            USD
            2022-03-31
            XXXX
            -13872.69000000
          
        
        
          N
          N
          N
        
      
      
        Mediclinic International PLC
        2138002S5BSBIZTD5I60
        Mediclinic International PLC
        000000000
        
          
        
        3231.00000000
        NS
        
        15033.96000000
        0.000388888544
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Taylor Wimpey PLC
        21380089BTRXTD8S3R66
        Taylor Wimpey PLC
        000000000
        
          
        
        41501.00000000
        NS
        
        70672.69000000
        0.001828114454
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
        
        30834.00000000
        NS
        USD
        1528133.04000000
        0.039528735901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        40212.00000000
        NS
        USD
        2029097.52000000
        0.052487354102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        000000000
        
          
        
        945.00000000
        NS
        
        152217.84000000
        0.003937470520
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto Trader Group PLC
        213800QLK9BZILB1DI86
        Auto Trader Group PLC
        000000000
        
          
        
        17287.00000000
        NS
        
        142708.94000000
        0.003691500577
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Unibail-Rodamco-Westfield
        N/A
        Unibail-Rodamco-Westfield
        000000000
        
          
        
        2564.00000000
        NS
        
        192062.13000000
        0.004968136290
        Long
        EC
        
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui OSK Lines Ltd
        353800P8O843TMAZ6S09
        Mitsui OSK Lines Ltd
        000000000
        
          
        
        3000.00000000
        NS
        
        83336.33000000
        0.002155689127
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        000000000
        
          
        
        1334.00000000
        NS
        
        227570.19000000
        0.005886635328
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048109
        
          
        
        2236.00000000
        NS
        USD
        103370.28000000
        0.002673914110
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryohin Keikaku Co Ltd
        549300PMNF56J66BY371
        Ryohin Keikaku Co Ltd
        000000000
        
          
        
        5500.00000000
        NS
        
        63795.72000000
        0.001650225537
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Co Ltd
        549300P7ZYCQJ36CCS16
        Honda Motor Co Ltd
        000000000
        
          
        
        4041.00000000
        NS
        
        114545.53000000
        0.002962988094
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto1 Group SE
        391200S2LPXG5ZD5G304
        Auto1 Group SE
        000000000
        
          
        
        4720.00000000
        NS
        
        53626.10000000
        0.001387164526
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
        
        4567.00000000
        NS
        USD
        312108.78000000
        0.008073423723
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887102
        
          
        
        8557.00000000
        NS
        USD
        287258.49000000
        0.007430612838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group Inc
        353800578ADEGIJTVW07
        Japan Exchange Group Inc
        000000000
        
          
        
        1343.00000000
        NS
        
        24936.69000000
        0.000645045822
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev SA/NV
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        000000000
        
          
        
        10667.00000000
        NS
        
        637759.37000000
        0.016497138040
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        IMI PLC
        2138002W9Q21PF751R30
        IMI PLC
        000000000
        
          
        
        10086.00000000
        NS
        
        179571.38000000
        0.004645033822
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security Inc
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
        
        3295.00000000
        NS
        USD
        244752.60000000
        0.006331098558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vornado Realty Trust
        N/A
        Vornado Realty Trust
        929042109
        
          
        
        12094.00000000
        NS
        USD
        548100.08000000
        0.014177890761
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE JUN22
        000000000
        
          
        
        7.00000000
        NC
        USD
        116725.00000000
        0.003019365184
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Zinc Future
                LXM2 COMDTY
              
            
            2022-06-13
            616262.50000000
            USD
            116725.00000000
          
        
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
        
        32070.00000000
        NS
        
        1031547.42000000
        0.026683387157
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        GASOLINE RBOB FUT MAY22
        000000000
        
          
        
        38.00000000
        NC
        USD
        -618207.41000000
        -0.01599138085
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
                XBK2 COMDTY
              
            
            2022-04-29
            5633477.81000000
            USD
            -618207.41000000
          
        
        
          N
          N
          N
        
      
      
        Odakyu Electric Railway Co Ltd
        N/A
        Odakyu Electric Railway Co Ltd
        000000000
        
          
        
        900.00000000
        NS
        
        14917.26000000
        0.000385869826
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
        
        6909.00000000
        NS
        USD
        268760.10000000
        0.006952108707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Indivior PLC
        213800V3NCQTY7IED471
        Indivior PLC
        000000000
        
          
        
        18003.00000000
        NS
        
        66266.28000000
        0.001714132351
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        HANG SENG IDX FUT APR22
        000000000
        
          
        
        -29.00000000
        NC
        
        -63082.01000000
        -0.00163176375
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Short
            
              
                HKG Hang Seng Index Future
                HIJ2 INDEX
              
            
            2022-04-28
            -31391359.68000000
            HKD
            -63082.01000000
          
        
        
          N
          N
          N
        
      
      
        Wienerberger AG
        529900VXIFBHO0SW2I31
        Wienerberger AG
        000000000
        
          
        
        1075.00000000
        NS
        
        32460.31000000
        0.000839661853
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Vistry Group PLC
        2138001KOWN7CG9SLK53
        Vistry Group PLC
        000000000
        
          
        
        2156.00000000
        NS
        
        26527.85000000
        0.000686204897
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        101105.00000000
        NS
        USD
        11966787.80000000
        0.309548960822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
        
        25629.00000000
        NS
        USD
        5930294.31000000
        0.153400935298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        19088.00000000
        NS
        USD
        664453.28000000
        0.017187638468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUMCO Corp
        353800SUSRUOM0V6KU92
        SUMCO Corp
        000000000
        
          
        
        3636.00000000
        NS
        
        59502.91000000
        0.001539181964
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR JUN22
        000000000
        
          
        
        -9.00000000
        NC
        USD
        -54258.75000000
        -0.00140352949
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Primary Aluminum Future
                LAM22 Comdty
              
            
            2022-06-13
            -731328.75000000
            USD
            -54258.75000000
          
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
        
        92911.00000000
        NS
        USD
        1571125.01000000
        0.040640823777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group PLC
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group PLC
        000000000
        
          
        
        5670.00000000
        NS
        
        252047.76000000
        0.006519804937
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nabtesco Corp
        529900DVHQXYRTGW7739
        Nabtesco Corp
        000000000
        
          
        
        4362.00000000
        NS
        
        115167.90000000
        0.002979087150
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Teijin Ltd
        3538000RF6UCIMPKCO54
        Teijin Ltd
        000000000
        
          
        
        1833.00000000
        NS
        
        20396.37000000
        0.000527599824
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        4140.00000000
        NS
        USD
        450183.60000000
        0.011645051946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
        
        1569.00000000
        NS
        USD
        539892.90000000
        0.013965592851
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        LOW SU GASOIL G MAY22
        000000000
        
          
        
        31.00000000
        NC
        USD
        -376323.04000000
        -0.00973447577
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                ICE Gas Oil Future
                QSK2 Comdty
              
            
            2022-05-12
            3479423.04000000
            USD
            -376323.04000000
          
        
        
          N
          N
          N
        
      
      
        J Sainsbury PLC
        213800VGZAAJIKJ9Y484
        J Sainsbury PLC
        000000000
        
          
        
        24994.00000000
        NS
        
        82724.69000000
        0.002139867627
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Glanbia PLC
        635400SRMCBHVMSKJS84
        Glanbia PLC
        000000000
        
          
        
        3975.00000000
        NS
        
        46114.14000000
        0.001192850107
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        PeptiDream Inc
        N/A
        PeptiDream Inc
        000000000
        
          
        
        1500.00000000
        NS
        
        26656.76000000
        0.000689539456
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        189772.00000000
        NS
        
        643683.88000000
        0.016650389351
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        Domino's Pizza Inc
        25754A201
        
          
        
        899.00000000
        NS
        USD
        365901.99000000
        0.009464910940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
        
        1673.00000000
        NS
        USD
        474730.48000000
        0.012280014420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Airport Terminal Co Ltd
        353800W9WEQSGUY2EO26
        Japan Airport Terminal Co Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        18219.10000000
        0.000471279642
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IG Group Holdings PLC
        2138003A5Q1M7ANOUD76
        IG Group Holdings PLC
        000000000
        
          
        
        11236.00000000
        NS
        
        120682.66000000
        0.003121739318
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR JUN22
        000000000
        
          
        
        9.00000000
        NC
        USD
        115931.25000000
        0.002998832983
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Primary Aluminum Future
                LAM22 Comdty
              
            
            2022-06-13
            669656.25000000
            USD
            115931.25000000
          
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
        
        20585.00000000
        NS
        USD
        770908.25000000
        0.019941345302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Utilities Group PLC
        2138002IEYQAOC88ZJ59
        United Utilities Group PLC
        000000000
        
          
        
        14407.00000000
        NS
        
        212150.30000000
        0.005487763801
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TBS Holdings Inc
        N/A
        TBS Holdings Inc
        000000000
        
          
        
        1100.00000000
        NS
        
        16030.50000000
        0.000414666383
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR  SEP23
        000000000
        
          
        
        -108.00000000
        NC
        
        237573.23000000
        0.006145387358
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                ICF 3 Month Euro Euribor Future
                ERU3 Comdty
              
            
            2023-09-18
            -26884005.51000000
            EUR
            237573.23000000
          
        
        
          N
          N
          N
        
      
      
        Credit Saison Co Ltd
        529900SV58ZWTGRH3A66
        Credit Saison Co Ltd
        000000000
        
          
        
        929.00000000
        NS
        
        9857.80000000
        0.000254995057
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kobe Steel Ltd
        549300ZDCYYUPHEE5K87
        Kobe Steel Ltd
        000000000
        
          
        
        9200.00000000
        NS
        
        44247.26000000
        0.001144558889
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pigeon Corp
        N/A
        Pigeon Corp
        000000000
        
          
        
        4300.00000000
        NS
        
        75621.70000000
        0.001956132175
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        LIVE CATTLE FUTR JUN22
        000000000
        
          
        
        -66.00000000
        NC
        USD
        -90260.00000000
        -0.00233478604
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME Live Cattle Future
                LCM2 Comdty
              
            
            2022-06-30
            -3527200.00000000
            USD
            -90260.00000000
          
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456B101
        
          
        
        92671.00000000
        NS
        USD
        1752408.61000000
        0.045330148175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signify NV
        549300072P3J1X8NZO35
        Signify NV
        000000000
        
          
        
        3149.00000000
        NS
        
        146483.22000000
        0.003789131159
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp
        172062101
        
          
        
        5759.00000000
        NS
        USD
        782993.64000000
        0.020253962186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mebuki Financial Group Inc
        353800K1RXV3E3JAE812
        Mebuki Financial Group Inc
        000000000
        
          
        
        5643.00000000
        NS
        
        11750.93000000
        0.000303965293
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR JUN23
        000000000
        
          
        
        -256.00000000
        NC
        USD
        1049788.57000000
        0.027155237174
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDM3 Comdty
              
            
            2023-06-19
            -63027388.57000000
            USD
            1049788.57000000
          
        
        
          N
          N
          N
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        Coca-Cola HBC AG
        000000000
        
          
        
        9477.00000000
        NS
        
        197651.33000000
        0.005112714023
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Leonardo SpA
        529900X4EEX1U9LN3U39
        Leonardo SpA
        000000000
        
          
        
        20435.00000000
        NS
        
        203066.10000000
        0.005252779716
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        ITV PLC
        ZLECI7ED2QMWFGYCXZ59
        ITV PLC
        000000000
        
          
        
        50517.00000000
        NS
        
        54064.50000000
        0.001398504767
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui House Ltd
        529900GMNDOYQSAJAE76
        Sekisui House Ltd
        000000000
        
          
        
        4124.00000000
        NS
        
        79771.21000000
        0.002063468958
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FinecoBank Banca Fineco SpA
        549300L7YCATGO57ZE10
        FinecoBank Banca Fineco SpA
        000000000
        
          
        
        11289.00000000
        NS
        
        171255.06000000
        0.004429912750
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Rollins Inc
        549300F2A0BXT4SGWD84
        Rollins Inc
        775711104
        
          
        
        9761.00000000
        NS
        USD
        342123.05000000
        0.008849813030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renishaw PLC
        21380048ADXM6Z67CT18
        Renishaw PLC
        000000000
        
          
        
        554.00000000
        NS
        
        27963.74000000
        0.000723347551
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Acuity Brands Inc
        N/A
        Acuity Brands Inc
        00508Y102
        
          
        
        11289.00000000
        NS
        USD
        2137007.70000000
        0.055278703346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES102691  TRS USD R E JPGSMARB INDEX / Short: ES102691  TRS USD P V 01MSOFR RESET M ON 8TH/SOFRRATE+91BPS
        000000000
        
          
        
        50219407.80000000
        OU
        Notional Amount
        USD
        774694.20000000
        0.020039277755
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                JPGSMARB Index
                JPGSMARB
                
                  
                    Plantronics Inc
                    
                      
                    
                    550.87000000
                    USD
                    21704.25000000
                    USD
                  
                  
                    Renewable Energy Group Inc
                    
                      
                    
                    465.05000000
                    USD
                    28205.12000000
                    USD
                  
                  
                    Veoneer Inc
                    
                      
                    
                    767.18000000
                    USD
                    28347.18000000
                    USD
                  
                  
                    Sanderson Farms Inc
                    
                      
                    
                    155.85000000
                    USD
                    29220.80000000
                    USD
                  
                  
                    Cerner Corp
                    
                      
                    
                    302.22000000
                    USD
                    28275.35000000
                    USD
                  
                  
                    MoneyGram International Inc
                    
                      
                    
                    2671.72000000
                    USD
                    28213.32000000
                    USD
                  
                  
                    Houghton Mifflin Harcourt Co
                    
                      
                    
                    1349.88000000
                    USD
                    28360.97000000
                    USD
                  
                  
                    Coherent Inc
                    
                      
                    
                    95.34000000
                    USD
                    26063.18000000
                    USD
                  
                  
                    Meritor Inc
                    
                      
                    
                    792.98000000
                    USD
                    28206.25000000
                    USD
                  
                  
                    Ortho Clinical Diagnostics Holdings PLC
                    
                      
                    
                    1538.53000000
                    USD
                    28708.88000000
                    USD
                  
                  
                    Anaplan Inc
                    
                      
                    
                    434.88000000
                    USD
                    28289.14000000
                    USD
                  
                  
                    Falck Renewables SpA
                    
                      
                    
                    2478.42000000
                    USD
                    21859.70000000
                    USD
                  
                  
                    South Jersey Industries Inc
                    
                      
                    
                    828.99000000
                    USD
                    28641.66000000
                    USD
                  
                  
                    Aerojet Rocketdyne Holdings Inc
                    
                      
                    
                    726.78000000
                    USD
                    28598.73000000
                    USD
                  
                  
                    Tower Semiconductor Ltd
                    
                      
                    
                    581.57000000
                    USD
                    28148.09000000
                    USD
                  
                  
                    Bottomline Technologies DE Inc
                    
                      
                    
                    498.56000000
                    USD
                    28258.58000000
                    USD
                  
                  
                    Alleghany Corp
                    
                      
                    
                    33.41000000
                    USD
                    28300.16000000
                    USD
                  
                  
                    Change Healthcare Inc
                    
                      
                    
                    1272.19000000
                    USD
                    27733.72000000
                    USD
                  
                  
                    Meggitt PLC
                    
                      
                    
                    32.62000000
                    USD
                    24798.24000000
                    USD
                  
                  
                    First Horizon Corp
                    
                      
                    
                    1208.09000000
                    USD
                    28378.05000000
                    USD
                  
                  
                    Cornerstone Building Brands Inc
                    
                      
                    
                    1162.91000000
                    USD
                    28281.85000000
                    USD
                  
                  
                    TEGNA Inc
                    
                      
                    
                    1257.49000000
                    USD
                    28167.73000000
                    USD
                  
                  
                    CMC Materials Inc
                    
                      
                    
                    150.30000000
                    USD
                    27865.13000000
                    USD
                  
                  
                    Shaw Communications Inc
                    
                      
                    
                    729.76000000
                    USD
                    28314.69000000
                    USD
                  
                  
                    Rogers Corp
                    
                      
                    
                    103.89000000
                    USD
                    28225.96000000
                    USD
                  
                  
                    Activision Blizzard Inc
                    
                      
                    
                    353.62000000
                    USD
                    28328.84000000
                    USD
                  
                  
                    Mimecast Ltd
                    
                      
                    
                    355.98000000
                    USD
                    28321.96000000
                    USD
                  
                  
                    Tenneco Inc
                    
                      
                    
                    1576.24000000
                    USD
                    28876.69000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-11
            0.00000000
            USD
            0.00000000
            USD
            50219407.80000000
            USD
            774694.20000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Holdings Corp
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Holdings Corp
        000000000
        
          
        
        6888.00000000
        NS
        
        45810.25000000
        0.001184989281
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
        
        997.00000000
        NS
        
        124799.13000000
        0.003228221444
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
        
        15065.00000000
        NS
        USD
        749333.10000000
        0.019383253575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
        
        13358.00000000
        NS
        USD
        7438936.62000000
        0.192425497872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Estate Co Ltd
        353800KOFMRGOXSJ5Z65
        Mitsubishi Estate Co Ltd
        000000000
        
          
        
        3900.00000000
        NS
        
        58072.79000000
        0.001502188565
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        6.00000000
        NC
        USD
        15.00000000
        0.000000388010
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4160.00000000
            USD
            2022-03-31
            XXXX
            -3139.50000000
          
        
        
          N
          N
          N
        
      
      
        NGK Spark Plug Co Ltd
        549300RG3XQGTFM4HH31
        NGK Spark Plug Co Ltd
        000000000
        
          
        
        1002.00000000
        NS
        
        16133.11000000
        0.000417320630
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vanguard Real Estate ETF
        B1HNOZOSPCLXHIVBEI82
        Vanguard Real Estate ETF
        922908553
        
          
        
        92700.00000000
        NS
        USD
        10045899.00000000
        0.259860678400
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JTEKT Corp
        N/A
        JTEKT Corp
        000000000
        
          
        
        1400.00000000
        NS
        
        10953.13000000
        0.000283328330
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR MAY22
        000000000
        
          
        
        54.00000000
        NC
        USD
        -346126.50000000
        -0.00895337162
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Primary Aluminum Future
                LAK22 COMDTY
              
            
            2022-05-16
            5053725.00000000
            USD
            -346126.50000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -20580.30000000
        -0.00053235760
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            7210000.00000000
            NZD
            4974265.52000000
            USD
            2022-04-27
            -20580.30000000
          
        
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp
        000000000
        
          
        
        1632.00000000
        NS
        
        99617.17000000
        0.002576831140
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        FactSet Research Systems Inc
        303075105
        
          
        
        770.00000000
        NS
        USD
        334295.50000000
        0.008647335138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        7370.00000000
        NS
        USD
        740095.40000000
        0.019144298855
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashtead Group PLC
        2138007UTBN8X9K1A235
        Ashtead Group PLC
        000000000
        
          
        
        7203.00000000
        NS
        
        453532.54000000
        0.011731680113
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kose Corp
        353800NX4GGAVDHHY664
        Kose Corp
        000000000
        
          
        
        200.00000000
        NS
        
        20925.11000000
        0.000541276921
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
        
        2543.00000000
        NS
        USD
        634783.66000000
        0.016420164340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondi PLC
        213800LOZA69QFDC9N34
        Mondi PLC
        000000000
        
          
        
        11379.00000000
        NS
        
        221183.05000000
        0.005721417010
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Zimvie Inc
        549300GFKURT1J6XR665
        Zimvie Inc
        98888T107
        
          
        
        652.80000000
        NS
        USD
        14909.95000000
        0.000385680736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
        
        7868.00000000
        NS
        USD
        363108.20000000
        0.009392643026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        -351.00000000
        NC
        USD
        878903.41000000
        0.022734892752
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            -43947700.29000000
            USD
            878903.41000000
          
        
        
          N
          N
          N
        
      
      
        Sojitz Corp
        5493004SE33MRLPB1W98
        Sojitz Corp
        000000000
        
          
        
        1100.00000000
        NS
        
        18090.86000000
        0.000467962414
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
        
        9189.00000000
        NS
        USD
        421407.54000000
        0.010900691837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604301
        
          
        
        9390.01000000
        NS
        USD
        859185.92000000
        0.022224853748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT JUN22
        000000000
        
          
        
        -359.00000000
        NC
        USD
        -6512542.76000000
        -0.16846215353
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME E-Mini Standard & Poor's 500 Index Future
                ESM2 INDEX
              
            
            2022-06-17
            -74814419.74000000
            USD
            -6512542.76000000
          
        
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        APA Corp
        03743Q108
        
          
        
        19321.00000000
        NS
        USD
        798536.93000000
        0.020656025743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Domino's Pizza Group PLC
        213800Q6ZKHAOV48JL75
        Domino's Pizza Group PLC
        000000000
        
          
        
        6023.00000000
        NS
        
        29955.26000000
        0.000774862875
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        000000000
        
          
        
        1252.00000000
        NS
        
        195553.71000000
        0.005058454175
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Suzuki Motor Corp
        353800D83H0V3ZV1SV24
        Suzuki Motor Corp
        000000000
        
          
        
        1700.00000000
        NS
        
        58259.34000000
        0.001507014117
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chubu Electric Power Co Inc
        529900A76GOP0PGNHT63
        Chubu Electric Power Co Inc
        000000000
        
          
        
        2420.00000000
        NS
        
        25046.60000000
        0.000647888901
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Thailand Futures Exchange
        5493006G4X6OUMF0CE07
        SET50 FUTURES JUN22
        000000000
        
          
        
        1469.00000000
        NC
        
        114866.89000000
        0.002971300822
        N/A
        DE
        
        TH
        N
        
        1
        
          
            
              Thailand Futures Exchange
              5493006G4X6OUMF0CE07
            
            Long
            
              
                TEF SET50 Index Future
                BCM2 INDEX
              
            
            2022-06-29
            294887136.03000000
            THB
            114866.89000000
          
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
        
        93800.00000000
        NS
        USD
        7908278.00000000
        0.204566110614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
        
        8770.00000000
        NS
        USD
        616355.60000000
        0.015943479458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
        
        7701.00000000
        NS
        USD
        322979.94000000
        0.008354631707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
        
        7975.00000000
        NS
        USD
        513510.25000000
        0.013283143890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        000000000
        
          
        
        75997.00000000
        NS
        
        368300.98000000
        0.009526966428
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        Burberry Group PLC
        000000000
        
          
        
        9170.00000000
        NS
        
        200178.14000000
        0.005178075875
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        12778.00000000
        NS
        USD
        1126891.82000000
        0.029149693106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5 Inc
        315616102
        
          
        
        1494.00000000
        NS
        USD
        312171.30000000
        0.008075040949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
        
        21736.00000000
        NS
        USD
        2427041.76000000
        0.062781112796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE MAY22
        000000000
        
          
        
        -11.00000000
        NC
        USD
        -92578.75000000
        -0.00239476594
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Zinc Future
                LXK2 COMDTY
              
            
            2022-05-16
            -1063108.75000000
            USD
            -92578.75000000
          
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
        
        143645.00000000
        NS
        USD
        31940902.20000000
        0.826226156007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        38824.00000000
        NS
        USD
        2009918.48000000
        0.051991243366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        Hoya Corp
        000000000
        
          
        
        1319.00000000
        NS
        
        150310.41000000
        0.003888130381
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343E102
        
          
        
        1869.00000000
        NS
        USD
        415777.74000000
        0.010755063890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
        
        69354.00000000
        NS
        
        805764.58000000
        0.020842985818
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
        
        4701.00000000
        NS
        USD
        425252.46000000
        0.011000149687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp Japan
        529900MIMKY9RU60Z323
        Oracle Corp Japan
        000000000
        
          
        
        300.00000000
        NS
        
        20789.10000000
        0.000537758704
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Horiba Ltd
        529900OOTWPYSNW0EC84
        Horiba Ltd
        000000000
        
          
        
        336.00000000
        NS
        
        18308.67000000
        0.000473596579
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hera SpA
        8156009414FD99443B48
        Hera SpA
        000000000
        
          
        
        50542.00000000
        NS
        
        186204.38000000
        0.004816611883
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Bio-Techne Corp
        54930073RLKQ51TILZ35
        Bio-Techne Corp
        09073M104
        
          
        
        7515.00000000
        NS
        USD
        3254295.60000000
        0.084179968595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SG Holdings Co Ltd
        N/A
        SG Holdings Co Ltd
        000000000
        
          
        
        3100.00000000
        NS
        
        58375.35000000
        0.001510014987
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE MAY22
        000000000
        
          
        
        22.00000000
        NC
        USD
        -2111736.00000000
        -0.05462499170
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Nickel Future
                LNK2 COMDTY
              
            
            2022-05-16
            6348276.00000000
            USD
            -2111736.00000000
          
        
        
          N
          N
          N
        
      
      
        Liontrust Asset Management PLC
        549300XVXU6S7PLCL855
        Liontrust Asset Management PLC
        000000000
        
          
        
        1769.00000000
        NS
        
        29389.61000000
        0.000760231014
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -947.57000000
        -0.00002451111
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            4510330.94000000
            USD
            64749860000.00000000
            IDR
            2022-05-05
            -947.57000000
          
        
        
          N
          N
          N
        
      
      
        Tosoh Corp
        529900YSLFVJF2MDBX02
        Tosoh Corp
        000000000
        
          
        
        900.00000000
        NS
        
        13301.55000000
        0.000344075707
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
        
        53452.00000000
        NS
        
        1222562.02000000
        0.031624426634
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        CORN FUTURE MAY22
        000000000
        
          
        
        190.00000000
        NC
        USD
        940838.99000000
        0.024337001417
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Corn Future
                C K2 Comdty
              
            
            2022-05-13
            6160411.01000000
            USD
            940838.99000000
          
        
        
          N
          N
          N
        
      
      
        Associated British Foods PLC
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods PLC
        000000000
        
          
        
        4790.00000000
        NS
        
        104053.77000000
        0.002691594178
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
        
        119024.00000000
        NS
        USD
        9846855.52000000
        0.254711953159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        000000000
        
          
        
        2969.00000000
        NS
        
        355083.23000000
        0.009185058404
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        070830104
        
          
        
        5815.00000000
        NS
        USD
        277957.00000000
        0.007190008040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CBOE VOLATILITY INDEX
        000000000
        
          
        
        1330.00000000
        NC
        USD
        206150.00000000
        0.005332552004
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                CBOE Volatility Index (VIX)
                VIX INDEX
              
            
            100.00000000
            27.00000000
            USD
            2022-04-20
            XXXX
            -530010.00000000
          
        
        
          N
          N
          N
        
      
      
        CBOE Futures Exchange, LLC
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE MAY22
        000000000
        
          
        
        -126.00000000
        NC
        USD
        326599.81000000
        0.008448268113
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CBOE Futures Exchange, LLC
              254900O9GJPIWCP8RH13
            
            Short
            
              
                CBOE Volatility Index Future
                UXK2 INDEX
              
            
            2022-05-18
            -3475050.01000000
            USD
            326599.81000000
          
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        COPPER FUTURE     MAY22
        000000000
        
          
        
        82.00000000
        NC
        USD
        204035.06000000
        0.005277844134
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                COMEX Copper Future
                HGK2 Comdty
              
            
            2022-05-26
            9471964.94000000
            USD
            204035.06000000
          
        
        
          N
          N
          N
        
      
      
        Carter's Inc
        5299003WAQK4R3L3ZU36
        Carter's Inc
        146229109
        
          
        
        3685.00000000
        NS
        USD
        338983.15000000
        0.008768592171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
        
        5937.00000000
        NS
        USD
        698903.64000000
        0.018078777621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gecina SA
        9695003E4MMA10IBTR26
        Gecina SA
        000000000
        
          
        
        1360.00000000
        NS
        
        171398.38000000
        0.004433620057
        Long
        EC
        
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -210.00000000
        NC
        USD
        497587.92000000
        0.012871275577
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -24545869.17000000
            USD
            497587.92000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        COFFEE 'C' FUTURE MAY22
        000000000
        
          
        
        7.00000000
        NC
        USD
        -62262.34000000
        -0.00161056107
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CSC C Coffee Future
                KCK2 Comdty
              
            
            2022-05-18
            654856.09000000
            USD
            -62262.34000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        NY HARB ULSD FUT MAY22
        000000000
        
          
        
        19.00000000
        NC
        USD
        -277544.40000000
        -0.00717933517
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX NY Harbor ULSD Futures
                HOK2 Comdty
              
            
            2022-04-29
            2958984.00000000
            USD
            -277544.40000000
          
        
        
          N
          N
          N
        
      
      
        Alten SA
        969500Y7G9TY7Y24GN07
        Alten SA
        000000000
        
          
        
        649.00000000
        NS
        
        97951.62000000
        0.002533747793
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nifco Inc/Japan
        353800JMDOH68J9I5140
        Nifco Inc/Japan
        000000000
        
          
        
        1100.00000000
        NS
        
        25019.61000000
        0.000647190742
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        KKR & Co Inc
        549300JOHU21WRN2Z451
        KKR & Co Inc
        48251W104
        
          
        
        63989.00000000
        NS
        USD
        3741436.83000000
        0.096781016097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globe Life Inc
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959E102
        
          
        
        2437.00000000
        NS
        USD
        245162.20000000
        0.006341693820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
        
        32144.00000000
        NS
        
        468762.83000000
        0.012125647193
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Sugi Holdings Co Ltd
        529900N86BFWB1FADG87
        Sugi Holdings Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        29697.87000000
        0.000768204880
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE APR22
        000000000
        
          
        
        87.00000000
        NC
        USD
        1260375.00000000
        0.032602547819
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Zinc Future
                LXJ2 COMDTY
              
            
            2022-04-14
            7901812.50000000
            USD
            1260375.00000000
          
        
        
          N
          N
          N
        
      
      
        Man Group PLC/Jersey
        2549003YWC1DW6LALB09
        Man Group PLC/Jersey
        000000000
        
          
        
        21284.00000000
        NS
        
        64950.87000000
        0.001680106194
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Avery Dennison Corp
        549300PW7VPFCYKLIV37
        Avery Dennison Corp
        053611109
        
          
        
        1968.00000000
        NS
        USD
        342372.96000000
        0.008856277536
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        000000000
        
          
        
        3130.00000000
        NS
        
        321238.56000000
        0.008309586840
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Steel Corp
        35380065QWQ4U2V3PA33
        Nippon Steel Corp
        000000000
        
          
        
        6700.00000000
        NS
        
        118219.12000000
        0.003058014093
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        D'ieteren Group
        549300DV5KJ23OKVTW34
        D'ieteren Group
        000000000
        
          
        
        298.00000000
        NS
        
        50178.08000000
        0.001297973422
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        Long: ES101690  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+6BPS / Short: ES101690  TRS USD P E USNDDUWI.I
        000000000
        
          
        
        153224084.50000000
        OU
        Notional Amount
        USD
        -10220554.22000000
        -0.26437854424
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                MSCI World Index
                NDDUWI INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-02-09
            0.00000000
            USD
            0.00000000
            USD
            153224084.50000000
            USD
            -10220554.22000000
          
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
        
        2616.00000000
        NS
        USD
        560739.60000000
        0.014504841514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prysmian SpA
        529900X0H1IO3RS1A464
        Prysmian SpA
        000000000
        
          
        
        4735.00000000
        NS
        
        160687.80000000
        0.004156565850
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Harbour Energy PLC
        213800YPC42DYBKVPF97
        Harbour Energy PLC
        000000000
        
          
        
        13402.00000000
        NS
        
        84731.92000000
        0.002191789327
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
        
        20494.00000000
        NS
        USD
        6673461.22000000
        0.172624685944
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES102273  TRS USD R V 00MSOFR RESET M ON15TH/SOFRRATE-5BPS / Short: ES102273  TRS USD P E USNDDUWI.I
        000000000
        
          
        
        154915586.80000000
        OU
        Notional Amount
        USD
        -10333383.02000000
        -0.26729712510
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI World Index
                NDDUWI INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-02-27
            0.00000000
            USD
            0.00000000
            USD
            154915586.80000000
            USD
            -10333383.02000000
          
        
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock Inc
        668771108
        
          
        
        23604.00000000
        NS
        USD
        625978.08000000
        0.016192387414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aalberts NV
        549300EMP9DT6Q35HZ31
        Aalberts NV
        000000000
        
          
        
        3033.00000000
        NS
        
        157189.05000000
        0.004066062496
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group Inc
        549300CZ8QS1GE53O776
        Jacobs Engineering Group Inc
        469814107
        
          
        
        2939.00000000
        NS
        USD
        405023.59000000
        0.010476882642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CBOE Futures Exchange, LLC
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE APR22
        000000000
        
          
        
        -133.00000000
        NC
        USD
        612123.00000000
        0.015833993358
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CBOE Futures Exchange, LLC
              254900O9GJPIWCP8RH13
            
            Short
            
              
                CBOE Volatility Index Future
                UXJ2 INDEX
              
            
            2022-04-20
            -3733500.00000000
            USD
            612123.00000000
          
        
        
          N
          N
          N
        
      
      
        Ibstock PLC
        2138003QHTNX34CN9V93
        Ibstock PLC
        000000000
        
          
        
        9067.00000000
        NS
        
        20809.69000000
        0.000538291312
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MonotaRO Co Ltd
        N/A
        MonotaRO Co Ltd
        000000000
        
          
        
        2006.00000000
        NS
        
        43053.41000000
        0.001113677166
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Finablr PLC
        2138005C7F6N115PM802
        Finablr PLC
        000000000
        
          
        
        16600.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        GB
        N
        
        3
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
        
        7886.00000000
        NS
        USD
        1092289.86000000
        0.028254632465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        Red Electrica Corp SA
        000000000
        
          
        
        13298.00000000
        NS
        
        273021.53000000
        0.007062340563
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Landstar System Inc
        254900CUQXQRL09MEI52
        Landstar System Inc
        515098101
        
          
        
        15337.00000000
        NS
        USD
        2313279.71000000
        0.059838391245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Food & Life Cos Ltd
        529900CWF7GCVZKS5M87
        Food & Life Cos Ltd
        000000000
        
          
        
        900.00000000
        NS
        
        25102.81000000
        0.000649342904
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        329306.42000000
        0.008518280912
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            8138418.31000000
            USD
            40690000.00000000
            BRL
            2022-05-03
            329306.42000000
          
        
        
          N
          N
          N
        
      
      
        Chugoku Electric Power Co Inc/The
        353800MV866ELME96Q46
        Chugoku Electric Power Co Inc/The
        000000000
        
          
        
        1200.00000000
        NS
        
        8344.45000000
        0.000215848719
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
        
        5955.00000000
        NS
        USD
        934339.50000000
        0.024168876904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR  MAR23
        000000000
        
          
        
        -120.00000000
        NC
        
        176846.03000000
        0.004574536268
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                3 Month Euro Euribor Future
                ERH3 Comdty
              
            
            2023-03-13
            -29951360.85000000
            EUR
            176846.03000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PHP
        000000000
        
          
        
        1.00000000
        NC
        
        -153859.94000000
        -0.00397994727
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            533940000.00000000
            PHP
            10137074.73000000
            USD
            2022-05-03
            -153859.94000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES093266  TRS EUR R V 01MERUIB RESET M ON15TH/EUR001M+5BPS / Short: ES093266  TRS EUR P E USSXXGT.I
        000000000
        
          
        
        53716827.90000000
        OU
        Notional Amount
        
        -2821005.71000000
        -0.07297191197
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                Euro STOXX Index
                SXXGT Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-09-16
            0.00000000
            EUR
            0.00000000
            EUR
            53716827.90000000
            EUR
            -2821005.71000000
          
        
        
          N
          N
          N
        
      
      
        Konami Holdings Corp
        353800FC4A5QCMIZFV94
        Konami Holdings Corp
        000000000
        
          
        
        500.00000000
        NS
        
        31537.45000000
        0.000815789921
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
        
        5962.00000000
        NS
        USD
        338045.40000000
        0.008744335073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
        
        9733.00000000
        NS
        USD
        1505792.43000000
        0.038950843761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
        
        7728.00000000
        NS
        USD
        1012213.44000000
        0.026183268536
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Assura PLC
        21380026T19N2Y52XF72
        Assura PLC
        000000000
        
          
        
        69021.00000000
        NS
        
        60657.84000000
        0.001569056930
        Long
        EC
        
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Trainline PLC
        213800HO26VXTFJ4MO71
        Trainline PLC
        000000000
        
          
        
        7905.00000000
        NS
        
        25961.00000000
        0.000671541996
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Tritax Big Box REIT PLC
        213800L6X88MIYPVR714
        Tritax Big Box REIT PLC
        000000000
        
          
        
        48616.00000000
        NS
        
        153933.62000000
        0.003981853184
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PHP
        000000000
        
          
        
        1.00000000
        NC
        
        -153859.94000000
        -0.00397994727
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            533940000.00000000
            PHP
            10137074.73000000
            USD
            2022-05-03
            -153859.94000000
          
        
        
          N
          N
          N
        
      
      
        Kilroy Realty Corp
        549300CXXI18B214UN80
        Kilroy Realty Corp
        49427F108
        
          
        
        5114.00000000
        NS
        USD
        390811.88000000
        0.010109263517
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        000000000
        
          
        
        7715.00000000
        NS
        
        437241.33000000
        0.011310269856
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
        
        7100.00000000
        NS
        
        317438.37000000
        0.008211286036
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Advanced Materials PLC
        I4K14LL95N2PHDL7EG85
        Morgan Advanced Materials PLC
        000000000
        
          
        
        2402.00000000
        NS
        
        9738.08000000
        0.000251898219
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International AG
        9ZHRYM6F437SQJ6OUG95
        Raiffeisen Bank International AG
        000000000
        
          
        
        3450.00000000
        NS
        
        48979.79000000
        0.001266976848
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
        
        1191.00000000
        NS
        
        52333.03000000
        0.001353716245
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
        
        20196.00000000
        NS
        
        1381387.55000000
        0.035732820514
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        abrdn plc
        0TMBS544NMO7GLCE7H90
        abrdn plc
        000000000
        
          
        
        27559.00000000
        NS
        
        77167.82000000
        0.001996126186
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
        
        3068.00000000
        NS
        USD
        634953.28000000
        0.016424551958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CMC Markets PLC
        213800VB75KAZBFH5U07
        CMC Markets PLC
        000000000
        
          
        
        6281.00000000
        NS
        
        20998.89000000
        0.000543185413
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
        
        113897.00000000
        NS
        USD
        5224455.39000000
        0.135142760435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
        
        17407.00000000
        NS
        USD
        1029275.91000000
        0.026624629237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV
        000000000
        
          
        
        4648.00000000
        NS
        USD
        477907.36000000
        0.012362191853
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND JUN22
        000000000
        
          
        
        -29.00000000
        NC
        
        184582.37000000
        0.004774654800
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX 30 Year Euro BUXL Future
                UBM2 COMDTY
              
            
            2022-06-08
            -5552734.16000000
            EUR
            184582.37000000
          
        
        
          N
          N
          N
        
      
      
        UNITE Group PLC/The
        213800BBUUWVDH9YI827
        UNITE Group PLC/The
        000000000
        
          
        
        5395.00000000
        NS
        
        81720.36000000
        0.002113888283
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Isuzu Motors Ltd
        529900C0QSXVCC7AR494
        Isuzu Motors Ltd
        000000000
        
          
        
        5200.00000000
        NS
        
        67173.68000000
        0.001737604375
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
        
        2934.00000000
        NS
        USD
        391043.52000000
        0.010115255428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
        
        22875.00000000
        NS
        
        262349.84000000
        0.006786292336
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Shinyaku Co Ltd
        N/A
        Nippon Shinyaku Co Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        33995.08000000
        0.000879362270
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
        
        13449.00000000
        NS
        USD
        610719.09000000
        0.015797677941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plus500 Ltd
        549300X8NGW9C5OJZU13
        Plus500 Ltd
        000000000
        
          
        
        3768.00000000
        NS
        
        69526.31000000
        0.001798460653
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BTP FUTURE JUN22
        000000000
        
          
        
        -75.00000000
        NC
        
        177114.98000000
        0.004581493289
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-BTP Italian Bond Futures
                IKM2 COMDTY
              
            
            2022-06-08
            -10549103.97000000
            EUR
            177114.98000000
          
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
        
        1995.00000000
        NS
        
        442696.25000000
        0.011451374122
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR MAR24
        000000000
        
          
        
        -102.00000000
        NC
        
        175451.45000000
        0.004538462194
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                ICF 3 Month Euro Euribor Future
                ERH4 COMDTY
              
            
            2024-03-18
            -25327100.22000000
            EUR
            175451.45000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES100006  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+3BPS / Short: ES100006  TRS USD P E USNDDUWI.I
        000000000
        
          
        
        57060010.64000000
        OU
        Notional Amount
        USD
        -3806091.80000000
        -0.09845346814
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI World Index
                NDDUWI INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-01-12
            0.00000000
            USD
            0.00000000
            USD
            57060010.64000000
            USD
            -3806091.80000000
          
        
        
          N
          N
          N
        
      
      
        Savills PLC
        213800WXICGMBWHTA933
        Savills PLC
        000000000
        
          
        
        2923.00000000
        NS
        
        42504.32000000
        0.001099473668
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Airtel Africa PLC
        254900ZNZDQL6OWQH623
        Airtel Africa PLC
        000000000
        
          
        
        11765.00000000
        NS
        
        21477.95000000
        0.000555577420
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
        
        29532.00000000
        NS
        USD
        2686526.04000000
        0.069493280720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        000000000
        
          
        
        8677.00000000
        NS
        
        377818.22000000
        0.009773152105
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        IWG PLC
        2138003LWDII27UTAG52
        IWG PLC
        000000000
        
          
        
        8037.00000000
        NS
        
        27494.99000000
        0.000711222236
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
        
        6458.00000000
        NS
        USD
        633206.90000000
        0.016379377754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
        
        18841.00000000
        NS
        
        1925033.99000000
        0.049795507458
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610105
        
          
        
        6994.00000000
        NS
        USD
        317038.02000000
        0.008200930046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOTO Ltd
        N/A
        TOTO Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        20080.28000000
        0.000519423416
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
        
        4173.00000000
        NS
        USD
        548999.88000000
        0.014201166193
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group PLC
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group PLC
        000000000
        
          
        
        8633.00000000
        NS
        
        383454.90000000
        0.009918958019
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Raspadskaya OJSC
        N/A
        Raspadskaya OJSC
        000000000
        
          
        
        2999.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        3MO EURO EURIBOR DEC22
        000000000
        
          
        
        -118.00000000
        NC
        
        118612.40000000
        0.003068187200
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                3 Month Euro Euribor Future
                ERZ2 Comdty
              
            
            2022-12-19
            -29527570.27000000
            EUR
            118612.40000000
          
        
        
          N
          N
          N
        
      
      
        Omron Corp
        549300ZHW0TR2QZ0NY83
        Omron Corp
        000000000
        
          
        
        1100.00000000
        NS
        
        73203.37000000
        0.001893576412
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ABIOMED Inc
        5493001EZN4ZTB4Z5887
        ABIOMED Inc
        003654100
        
          
        
        963.00000000
        NS
        USD
        318984.12000000
        0.008251270475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        Sampo Oyj
        000000000
        
          
        
        6044.00000000
        NS
        
        295335.07000000
        0.007639532474
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
        
        13076.00000000
        NS
        USD
        1549898.28000000
        0.040091744749
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings PLC
        549300ZVCBHQE0XHG367
        Nielsen Holdings PLC
        000000000
        
          
        
        16645.00000000
        NS
        USD
        453409.80000000
        0.011728505156
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NCC Group PLC
        213800DJCGZRB6523934
        NCC Group PLC
        000000000
        
          
        
        3796.00000000
        NS
        
        9105.56000000
        0.000235536610
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 JUN22
        000000000
        
          
        
        4495.00000000
        NC
        
        951050.67000000
        0.024601150409
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Eurex EURO STOXX 50 Future
                VGM2 INDEX
              
            
            2022-06-17
            170984142.99000000
            EUR
            951050.67000000
          
        
        
          N
          N
          N
        
      
      
        Ninety One PLC
        549300G0TJCT3K15ZG14
        Ninety One PLC
        000000000
        
          
        
        3551.00000000
        NS
        
        11885.84000000
        0.000307455056
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES098340  TRS GBP R V 01MSONIA RESET M ON15TH/SONIO/N+25.5BPS / Short: ES098340  TRS GBP P E GBTUKXG.I
        000000000
        
          
        
        16040260.74000000
        OU
        Notional Amount
        
        -1049120.38000000
        -0.02713795287
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                FTSE 100 Total Return Index
                TUKXG INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-12-15
            0.00000000
            GBP
            0.00000000
            GBP
            16040260.74000000
            GBP
            -1049120.38000000
          
        
        
          N
          N
          N
        
      
      
        SCREEN Holdings Co Ltd
        353800ND89FTQ9XQ0R07
        SCREEN Holdings Co Ltd
        000000000
        
          
        
        1066.00000000
        NS
        
        106253.73000000
        0.002748501289
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Industries Corp
        35380000WKGEAHEMW830
        Toyota Industries Corp
        000000000
        
          
        
        1200.00000000
        NS
        
        82768.06000000
        0.002140989494
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shiseido Co Ltd
        5299008QCD0YDT5OF506
        Shiseido Co Ltd
        000000000
        
          
        
        1900.00000000
        NS
        
        95966.07000000
        0.002482386897
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7499.05000000
        0.000193980471
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            341634.27000000
            USD
            5120000.00000000
            ZAR
            2022-04-28
            7499.05000000
          
        
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        8461627.00000000
        NS
        USD
        470043379.85000000
        12.15877161072
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Steel Works Ltd/The
        529900AWFTILIHHO0936
        Japan Steel Works Ltd/The
        000000000
        
          
        
        600.00000000
        NS
        
        18596.89000000
        0.000481052064
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Primary Health Properties PLC
        213800Y5CJHXOATK7X11
        Primary Health Properties PLC
        000000000
        
          
        
        42005.00000000
        NS
        
        81613.77000000
        0.002111131083
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867101
        
          
        
        12597.00000000
        NS
        USD
        527814.30000000
        0.013653151606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000 JUN22
        000000000
        
          
        
        37.00000000
        NC
        USD
        2309.70000000
        0.000059745793
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-mini Russell 2000 Index Futures
                RTYM2 INDEX
              
            
            2022-06-17
            3820530.30000000
            USD
            2309.70000000
          
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        GlaxoSmithKline PLC
        000000000
        
          
        
        57480.00000000
        NS
        
        1243691.47000000
        0.032170989287
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Smith PLC
        2138001KJNGUJ34G7X91
        WH Smith PLC
        000000000
        
          
        
        2550.00000000
        NS
        
        47628.35000000
        0.001232018691
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        BANK ACCEPT FUTR DEC22
        000000000
        
          
        
        -157.00000000
        NC
        
        216430.79000000
        0.005598488688
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                MSE 3 Month Canadian Bank Acceptance Future
                BAZ2 Comdty
              
            
            2022-12-19
            -38374470.95000000
            CAD
            216430.79000000
          
        
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances Inc
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506101
        
          
        
        25238.00000000
        NS
        USD
        3314506.54000000
        0.085737465412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Electric Co Ltd
        N/A
        Stanley Electric Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        11344.34000000
        0.000293447892
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        WTI CRUDE FUTURE MAY22
        000000000
        
          
        
        117.00000000
        NC
        USD
        -1624308.64000000
        -0.04201654278
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Light Sweet Crude Oil Future
                CLK2 COMDTY
              
            
            2022-04-20
            13407378.64000000
            USD
            -1624308.64000000
          
        
        
          N
          N
          N
        
      
      
        Lawson Inc
        529900IWO8XQO92PR233
        Lawson Inc
        000000000
        
          
        
        431.00000000
        NS
        
        16498.63000000
        0.000426775660
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -92160.67000000
        -0.00238395132
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            19543209.62000000
            USD
            24320000.00000000
            CAD
            2022-04-27
            -92160.67000000
          
        
        
          N
          N
          N
        
      
      
        Klepierre SA
        969500PB4U31KEFHZ621
        Klepierre SA
        000000000
        
          
        
        5378.00000000
        NS
        
        143184.37000000
        0.003703798686
        Long
        EC
        
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540R409
        
          
        
        3262.00000000
        NS
        USD
        860058.92000000
        0.022247435935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGC Inc
        JE4WFFEELMVPFZ0G1E77
        AGC Inc
        000000000
        
          
        
        4700.00000000
        NS
        
        187790.21000000
        0.004857633086
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        BRENT CRUDE FUTR  JUN22
        000000000
        
          
        
        67.00000000
        NC
        USD
        -925940.00000000
        -0.02395160418
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                ICE Brent Crude Oil Future
                COM2 COMDTY
              
            
            2022-04-29
            7964290.00000000
            USD
            -925940.00000000
          
        
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp
        353800PJDODZEA4NP730
        Medipal Holdings Corp
        000000000
        
          
        
        470.00000000
        NS
        
        7733.45000000
        0.000200043775
        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
        
          
        
        10225.00000000
        NS
        USD
        507466.75000000
        0.013126814625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casio Computer Co Ltd
        353800JRMIABSXKHV344
        Casio Computer Co Ltd
        000000000
        
          
        
        1600.00000000
        NS
        
        18315.94000000
        0.000473784635
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370C100
        
          
        
        5093.00000000
        NS
        USD
        548617.96000000
        0.014191286938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        12572.00000000
        NS
        USD
        1098792.80000000
        0.028422846221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rank Group PLC
        213800TXKD6XZWOFTE12
        Rank Group PLC
        000000000
        
          
        
        2319.00000000
        NS
        
        4100.39000000
        0.000106066179
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        000000000
        
          
        
        18800.00000000
        NS
        
        83534.54000000
        0.002160816292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Westrock Co
        5493004Z9TCQW68YVL89
        Westrock Co
        96145D105
        
          
        
        7401.00000000
        NS
        USD
        348069.03000000
        0.009003619712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR JUN22
        000000000
        
          
        
        -510.00000000
        NC
        USD
        672092.37000000
        0.017385241402
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDM2 Comdty
              
            
            2022-06-13
            -126214967.37000000
            USD
            672092.37000000
          
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
        
        5205.00000000
        NS
        USD
        1301406.15000000
        0.033663914500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
        
        6841.00000000
        NS
        USD
        344444.35000000
        0.008909858884
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koei Tecmo Holdings Co Ltd
        353800RQ25FIYLPYXP11
        Koei Tecmo Holdings Co Ltd
        000000000
        
          
        
        1300.00000000
        NS
        
        42630.63000000
        0.001102740972
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
        
        171715.00000000
        NS
        
        583818.28000000
        0.015101825561
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        000000000
        
          
        
        33125.00000000
        NS
        
        340946.58000000
        0.008819380881
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Kayaku Co Ltd
        N/A
        Nippon Kayaku Co Ltd
        000000000
        
          
        
        700.00000000
        NS
        
        6617.51000000
        0.000171177376
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CF Industries Holdings Inc
        529900CG8YAQFZ2JMV97
        CF Industries Holdings Inc
        125269100
        
          
        
        4379.00000000
        NS
        USD
        451299.74000000
        0.011673923518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Internet AG
        3VEKWPJHTD4NKMBVG947
        United Internet AG
        000000000
        
          
        
        3957.00000000
        NS
        
        135796.83000000
        0.003512702682
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Monolithic Power Systems Inc
        529900TB7O85LSZ1XU31
        Monolithic Power Systems Inc
        609839105
        
          
        
        901.00000000
        NS
        USD
        437597.68000000
        0.011319487682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
        
        5168.00000000
        NS
        
        1079256.57000000
        0.027917495930
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamazaki Baking Co Ltd
        N/A
        Yamazaki Baking Co Ltd
        000000000
        
          
        
        1287.00000000
        NS
        
        15828.56000000
        0.000409442732
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co Ltd
        35380051BV8PV1I4S949
        Iida Group Holdings Co Ltd
        000000000
        
          
        
        848.00000000
        NS
        
        14620.31000000
        0.000378188520
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Asics Corp
        3538002LJMRZ83SU0B85
        Asics Corp
        000000000
        
          
        
        2200.00000000
        NS
        
        42452.99000000
        0.001098145898
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003083  CDS EUR R F  1.00000 2 CCPCDX / Short: SX003083  CDS EUR P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        206200000.00000000
        OU
        Notional Amount
        
        3147238.55000000
        0.081410687554
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe S17
                2I666VDA0
              
            
            Y
            
            sell protection
            2027-06-20
            2310749.66000000
            EUR
            0.00000000
            EUR
            206200000.00000000
            EUR
            598358.12000000
          
        
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
        
        1372.00000000
        NS
        USD
        737600.92000000
        0.019079773294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
        
        527.00000000
        NS
        USD
        1077493.66000000
        0.027871894139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE APR22
        000000000
        
          
        
        -156.00000000
        NC
        USD
        6883.75000000
        0.000178064297
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Lead Future
                LLJ2 COMDTY
              
            
            2022-04-14
            -9452683.75000000
            USD
            6883.75000000
          
        
        
          N
          N
          N
        
      
      
        ADT Inc
        N/A
        ADT Inc
        00090Q103
        
          
        
        15170.00000000
        NS
        USD
        115140.30000000
        0.002978373211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Menicon Co Ltd
        3538000OOSRECSEX2327
        Menicon Co Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        9571.36000000
        0.000247585617
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonoco Products Co
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Co
        835495102
        
          
        
        4522.00000000
        NS
        USD
        282896.32000000
        0.007317775107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
        
        18194.00000000
        NS
        USD
        5464749.84000000
        0.141358538515
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamaha Corp
        529900S5TENP3IJS7S02
        Yamaha Corp
        000000000
        
          
        
        600.00000000
        NS
        
        26073.64000000
        0.000674455693
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
        
        5275.00000000
        NS
        USD
        1322020.50000000
        0.034197152886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masimo Corp
        549300Q4A8JK0PIYCU29
        Masimo Corp
        574795100
        
          
        
        20792.00000000
        NS
        USD
        3026067.68000000
        0.078276319541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        23.00000000
        NC
        USD
        10235.00000000
        0.000264752218
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3775.00000000
            USD
            2022-04-29
            XXXX
            -17154.55000000
          
        
        
          N
          N
          N
        
      
      
        Hulic Co Ltd
        3538002E12E7IHAKTB10
        Hulic Co Ltd
        000000000
        
          
        
        4500.00000000
        NS
        
        40371.40000000
        0.001044300703
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
        
        29297.00000000
        NS
        
        1398986.49000000
        0.036188058267
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi HC Capital Inc
        353800MZ3QX9RLMH7B09
        Mitsubishi HC Capital Inc
        000000000
        
          
        
        2900.00000000
        NS
        
        13474.90000000
        0.000348559810
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572207
        
          
        
        584.00000000
        NS
        USD
        328926.32000000
        0.008508448737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terumo Corp
        353800JX1R4582QVK932
        Terumo Corp
        000000000
        
          
        
        2600.00000000
        NS
        
        78672.08000000
        0.002035037389
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        Long: ES102698  TRS USD R E NDUGWI INDEX / Short: ES102698  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+2BPS
        000000000
        
          
        
        53000289.63000000
        OU
        Notional Amount
        USD
        5121779.97000000
        0.132486820504
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                MSCI World Index
                NDDUWI INDEX
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-06-10
            0.00000000
            USD
            0.00000000
            USD
            53000289.63000000
            USD
            5121779.97000000
          
        
        
          N
          N
          N
        
      
      
        CyberAgent Inc
        3538006T5KZABPGS8Q08
        CyberAgent Inc
        000000000
        
          
        
        22400.00000000
        NS
        
        277191.07000000
        0.007170195469
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -4065.00000000
        -0.00010515073
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4125.00000000
            USD
            2022-04-29
            XXXX
            26400.75000000
          
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
        
        6152.00000000
        NS
        USD
        473396.40000000
        0.012245505320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
        
        75273.00000000
        NS
        
        489779.10000000
        0.012669282180
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Avantor Inc
        N/A
        Avantor Inc
        05352A100
        
          
        
        123517.00000000
        NS
        USD
        4177344.94000000
        0.108056799099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        Copart Inc
        217204106
        
          
        
        27006.00000000
        NS
        USD
        3388442.82000000
        0.087650000256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
        
        181610.00000000
        NS
        USD
        4672825.30000000
        0.120873557707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ajinomoto Co Inc
        353800UT0TLROREPIC92
        Ajinomoto Co Inc
        000000000
        
          
        
        1500.00000000
        NS
        
        42574.14000000
        0.001101279726
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group Inc/The
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
        
        5485.00000000
        NS
        USD
        393877.85000000
        0.010188572004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278X109
        
          
        
        5662.00000000
        NS
        USD
        776146.96000000
        0.020076856791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
        
        6143.00000000
        NS
        
        175027.63000000
        0.004527499098
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944T105
        
          
        
        65.00000000
        NS
        USD
        290372.55000000
        0.007511165285
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        3456.00000000
        NS
        USD
        437218.56000000
        0.011309680856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clarkson PLC
        2138007G6BGTEHI3OT22
        Clarkson PLC
        000000000
        
          
        
        365.00000000
        NS
        
        17637.36000000
        0.000456231576
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
        
        1995.00000000
        NS
        USD
        610729.35000000
        0.015797943340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Idemitsu Kosan Co Ltd
        549300P0R46FF6DUA630
        Idemitsu Kosan Co Ltd
        000000000
        
          
        
        1100.00000000
        NS
        
        30322.07000000
        0.000784351274
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co Ltd
        N/A
        Koito Manufacturing Co Ltd
        000000000
        
          
        
        1400.00000000
        NS
        
        56657.36000000
        0.001465575157
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Brother Industries Ltd
        549300O5FACQ67KI6R92
        Brother Industries Ltd
        000000000
        
          
        
        762.00000000
        NS
        
        13857.28000000
        0.000358450964
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CACI International Inc
        SYRPI2D1O9WRTS2WX210
        CACI International Inc
        127190304
        
          
        
        11719.00000000
        NS
        USD
        3530465.94000000
        0.091323760495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP100
        
          
        
        30415.00000000
        NS
        USD
        677037.90000000
        0.017513169104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
        
        16040.00000000
        NS
        USD
        6980126.80000000
        0.180557308566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PVH Corp
        123WALMHY1GZXG2YDL90
        PVH Corp
        693656100
        
          
        
        5778.00000000
        NS
        USD
        442652.58000000
        0.011450244496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trustpilot Group PLC
        2138002ILUNMGNPSGG46
        Trustpilot Group PLC
        000000000
        
          
        
        10236.00000000
        NS
        
        19340.51000000
        0.000500287535
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        888 Holdings PLC
        213800H84UJQYSVF9750
        888 Holdings PLC
        000000000
        
          
        
        6964.00000000
        NS
        
        16878.53000000
        0.000436602663
        Long
        EC
        CORP
        GI
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        000000000
        
          
        
        2421.00000000
        NS
        
        185586.51000000
        0.004800629230
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        Tapestry Inc
        876030107
        
          
        
        15291.00000000
        NS
        USD
        568060.65000000
        0.014694217598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
        
        21893.00000000
        NS
        USD
        3458437.21000000
        0.089460568894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
        
        96649.00000000
        NS
        USD
        5544753.13000000
        0.143428010765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TIS Inc
        35380064HYEZXBQHDF07
        TIS Inc
        000000000
        
          
        
        3100.00000000
        NS
        
        72547.99000000
        0.001876623475
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hoshizaki Corp
        5299001QAMLGU3SRBG20
        Hoshizaki Corp
        000000000
        
          
        
        100.00000000
        NS
        
        6859.99000000
        0.000177449689
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        000000000
        
          
        
        1053.00000000
        NS
        
        103779.03000000
        0.002684487385
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Coats Group PLC
        2138003SPYWGAITNFY17
        Coats Group PLC
        000000000
        
          
        
        11994.00000000
        NS
        
        12021.76000000
        0.000310970945
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        000000000
        
          
        
        20043.00000000
        NS
        
        255655.67000000
        0.006613131969
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
        
        5834.00000000
        NS
        USD
        355465.62000000
        0.009194949815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Melrose Industries PLC
        213800RGNXXZY2M7TR85
        Melrose Industries PLC
        000000000
        
          
        
        118534.00000000
        NS
        
        192278.49000000
        0.004973732948
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
        
        14381.00000000
        NS
        
        855674.55000000
        0.022134023948
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Choice Hotels International Inc
        5493003CYRY5RFGTIR97
        Choice Hotels International Inc
        169905106
        
          
        
        2199.00000000
        NS
        USD
        311730.24000000
        0.008063631900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rakuten Group Inc
        529900IMXUCQKUL1H943
        Rakuten Group Inc
        000000000
        
          
        
        7800.00000000
        NS
        
        61329.26000000
        0.001586424779
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
        
        13525.00000000
        NS
        USD
        4507476.75000000
        0.116596430655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        WHEAT FUTURE(CBT) MAY22
        000000000
        
          
        
        29.00000000
        NC
        USD
        252175.00000000
        0.006523096297
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Wheat Future
                W K2 Comdty
              
            
            2022-05-13
            1209425.00000000
            USD
            252175.00000000
          
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        387500.00000000
        NS
        USD
        67661375.00000000
        1.750219747281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
        
        2493.00000000
        NS
        
        246614.37000000
        0.006379257594
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        50693.00000000
        NS
        USD
        14869777.69000000
        0.384641585405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR MAR23
        000000000
        
          
        
        -252.00000000
        NC
        USD
        1074778.35000000
        0.027801656293
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDH3 Comdty
              
            
            2023-03-13
            -62191078.35000000
            USD
            1074778.35000000
          
        
        
          N
          N
          N
        
      
      
        voestalpine AG
        529900ZAXBMQDIWPNB72
        voestalpine AG
        000000000
        
          
        
        4039.00000000
        NS
        
        120185.33000000
        0.003108874714
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Ultra Electronics Holdings PLC
        213800E68EATZGAJIP64
        Ultra Electronics Holdings PLC
        000000000
        
          
        
        708.00000000
        NS
        
        30761.73000000
        0.000795724108
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Electric Glass Co Ltd
        529900NCIGSAX4V03234
        Nippon Electric Glass Co Ltd
        000000000
        
          
        
        697.00000000
        NS
        
        15417.02000000
        0.000398797287
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        KDDI Corp
        000000000
        
          
        
        4300.00000000
        NS
        
        140982.46000000
        0.003646841133
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        000000000
        
          
        
        27244.00000000
        NS
        
        308963.30000000
        0.007992058524
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
        
        1156.00000000
        NS
        USD
        807373.52000000
        0.020884604815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        Cboe Global Markets Inc
        12503M108
        
          
        
        24017.00000000
        NS
        USD
        2748025.14000000
        0.071084098809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anritsu Corp
        N/A
        Anritsu Corp
        000000000
        
          
        
        1600.00000000
        NS
        
        20260.49000000
        0.000524084970
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
        
        172766.00000000
        NS
        
        283298.94000000
        0.007328189815
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Boshoku Corp
        529900KS87U6EY7PWG26
        Toyota Boshoku Corp
        000000000
        
          
        
        1100.00000000
        NS
        
        17886.86000000
        0.000462685477
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR MAR24
        000000000
        
          
        
        -243.00000000
        NC
        USD
        459996.23000000
        0.011898878576
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDH4 COMDTY
              
            
            2024-03-18
            -59408758.73000000
            USD
            459996.23000000
          
        
        
          N
          N
          N
        
      
      
        Seven & i Holdings Co Ltd
        52990037G8JRM3TWGY86
        Seven & i Holdings Co Ltd
        000000000
        
          
        
        2072.00000000
        NS
        
        98787.16000000
        0.002555360990
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE JUN22
        000000000
        
          
        
        -7.00000000
        NC
        USD
        -97326.25000000
        -0.00251757113
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Zinc Future
                LXM2 COMDTY
              
            
            2022-06-13
            -635661.25000000
            USD
            -97326.25000000
          
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        BANK ACCEPT FUTR  SEP22 XMOD 20220919
        000000000
        
          
        
        -181.00000000
        NC
        
        223654.32000000
        0.005785342190
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                Montreal Exchange 3 Month Canadian Bank Acceptance Future
                BAU2 COMDTY
              
            
            2022-09-19
            -44382513.95000000
            CAD
            223654.32000000
          
        
        
          N
          N
          N
        
      
      
        Sofina SA
        5493000GMVR38VUO5D39
        Sofina SA
        000000000
        
          
        
        264.00000000
        NS
        
        95929.38000000
        0.002481437825
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -20.00000000
        NC
        USD
        -50.00000000
        -0.00000129336
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4030.00000000
            USD
            2022-03-31
            XXXX
            101531.15000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-OAT FUTURE JUN22
        000000000
        
          
        
        -66.00000000
        NC
        
        231523.73000000
        0.005988902888
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                French Government Bond Futures
                OATM2 COMDTY
              
            
            2022-06-08
            -10202347.03000000
            EUR
            231523.73000000
          
        
        
          N
          N
          N
        
      
      
        SPDR Bloomberg Convertible Securities ETF
        549300IXKU3G7R6DMX93
        SPDR Bloomberg Convertible Securities ETF
        78464A359
        
          
        
        974040.00000000
        NS
        USD
        74952378.00000000
        1.938818596005
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAC/InterActiveCorp
        549300TO56L57RP6P031
        IAC/InterActiveCorp
        44891N208
        
          
        
        25997.00000000
        NS
        USD
        2606979.16000000
        0.067435614581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConvaTec Group PLC
        213800LS272L4FIDOH92
        ConvaTec Group PLC
        000000000
        
          
        
        48927.00000000
        NS
        
        138572.44000000
        0.003584500328
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
        
        7961.00000000
        NS
        USD
        1811445.94000000
        0.046857286824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Drax Group PLC
        549300YPSNTXR4ZHSR98
        Drax Group PLC
        000000000
        
          
        
        11851.00000000
        NS
        
        121871.33000000
        0.003152487048
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -451.75000000
        -0.00001168557
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            666840000.00000000
            KRW
            548086.17000000
            USD
            2022-05-03
            -451.75000000
          
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320102
        
          
        
        4783.00000000
        NS
        USD
        565207.11000000
        0.014620404111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcoa Corp
        549300T12EZ1F6PWWU29
        Alcoa Corp
        013872106
        
          
        
        41196.00000000
        NS
        USD
        3708875.88000000
        0.095938750954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
        
        10927.00000000
        NS
        
        350036.74000000
        0.009054519134
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashmore Group PLC
        549300U3L59WB4YI2X12
        Ashmore Group PLC
        000000000
        
          
        
        17566.00000000
        NS
        
        53351.78000000
        0.001380068597
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CBOE VOLATILITY INDEX
        000000000
        
          
        
        1010.00000000
        NC
        USD
        272700.00000000
        0.007054023437
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                CBOE Volatility Index (VIX)
                VIX INDEX
              
            
            100.00000000
            32.50000000
            USD
            2022-06-15
            XXXX
            -206938.90000000
          
        
        
          N
          N
          N
        
      
      
        Yokogawa Electric Corp
        529900MV0U7C9WWF4L22
        Yokogawa Electric Corp
        000000000
        
          
        
        844.00000000
        NS
        
        14380.50000000
        0.000371985273
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        Digital Realty Trust Inc
        253868103
        
          
        
        3925.00000000
        NS
        USD
        556565.00000000
        0.014396855719
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Grifols SA
        959800HSSNXWRKBK4N60
        Grifols SA
        000000000
        
          
        
        8367.00000000
        NS
        
        151866.50000000
        0.003928382289
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Mail PLC
        213800TCZZU84G8Z2M70
        Royal Mail PLC
        000000000
        
          
        
        48125.00000000
        NS
        
        206776.01000000
        0.005348745217
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P MID 400 EMINI JUN22
        000000000
        
          
        
        15.00000000
        NC
        USD
        42861.70000000
        0.001108718138
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-Mini Standard & Poor's MidCap 400 Index Future
                FAM2 INDEX
              
            
            2022-06-17
            3990938.30000000
            USD
            42861.70000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -11.00000000
        NC
        USD
        -8690.00000000
        -0.00022478717
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3980.00000000
            USD
            2022-04-29
            XXXX
            87421.32000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Forestry Co Ltd
        549300FIIRGO6D5FWR19
        Sumitomo Forestry Co Ltd
        000000000
        
          
        
        800.00000000
        NS
        
        14096.31000000
        0.000364634034
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
        
        698.00000000
        NS
        USD
        360021.42000000
        0.009312796240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        Equifax Inc
        294429105
        
          
        
        13217.00000000
        NS
        USD
        3133750.70000000
        0.081061792761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co Ltd
        353800RSAU9BD8U4DM91
        Sumitomo Chemical Co Ltd
        000000000
        
          
        
        8010.00000000
        NS
        
        36676.30000000
        0.000948718297
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Genus PLC
        54930022EOITNKSIGH56
        Genus PLC
        000000000
        
          
        
        1043.00000000
        NS
        
        38665.25000000
        0.001000167142
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PHP
        000000000
        
          
        
        1.00000000
        NC
        
        -125516.57000000
        -0.00324677970
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            429140000.00000000
            PHP
            8145547.04000000
            USD
            2022-05-03
            -125516.57000000
          
        
        
          N
          N
          N
        
      
      
        TP ICAP Group PLC
        2138006YAA7IRVKKGE63
        TP ICAP Group PLC
        000000000
        
          
        
        8199.00000000
        NS
        
        15972.82000000
        0.000413174355
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Redde Northgate PLC
        213800B3ZUTDOZYVJB41
        Redde Northgate PLC
        000000000
        
          
        
        2709.00000000
        NS
        
        15373.48000000
        0.000397671023
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
        
        52549.00000000
        NS
        USD
        6744664.15000000
        0.174466516296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International Inc
        5493000BD5GJNUDIUG10
        Mettler-Toledo International Inc
        592688105
        
          
        
        3650.00000000
        NS
        USD
        5012143.50000000
        0.129650816731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        JPN 10Y BOND(OSE) JUN22
        000000000
        
          
        
        -35.00000000
        NC
        
        88499.40000000
        0.002289244011
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                TSE Japanese 10 Year Bond Futures
                JBM2 COMDTY
              
            
            2022-06-13
            -5257623917.00000000
            JPY
            88499.40000000
          
        
        
          N
          N
          N
        
      
      
        Zeon Corp
        529900UEFURDYZ4F4U10
        Zeon Corp
        000000000
        
          
        
        1500.00000000
        NS
        
        16649.10000000
        0.000430667919
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -28.00000000
        NC
        USD
        -294140.00000000
        -0.00760861919
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4590.00000000
            USD
            2022-04-29
            XXXX
            -83778.84000000
          
        
        
          N
          N
          N
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
        
        31060.00000000
        NS
        
        477336.50000000
        0.012347425224
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/The
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690100
        
          
        
        9546.00000000
        NS
        USD
        338405.70000000
        0.008753655076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Senior Loan ETF
        549300SIHU6DQELRNG59
        Invesco Senior Loan ETF
        46138G508
        
          
        
        1695973.00000000
        NS
        USD
        36921332.21000000
        0.955056629131
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC PLC
        213800UPS1QEE4TD3T45
        DCC PLC
        000000000
        
          
        
        6290.00000000
        NS
        
        487059.70000000
        0.012598938538
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Chrysalis Investments Ltd
        213800F9SQ753JQHSW24
        Chrysalis Investments Ltd
        000000000
        
          
        
        28414.00000000
        NS
        
        65646.01000000
        0.001698087616
        Long
        EC
        CORP
        GG
        N
        
        2
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Cos Inc/The
        89417E109
        
          
        
        2972.00000000
        NS
        USD
        543073.56000000
        0.014047868062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
        
        1488.00000000
        NS
        USD
        811733.76000000
        0.020997392623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEC Corp
        5493000QYMPFRTEY4K28
        NEC Corp
        000000000
        
          
        
        1254.00000000
        NS
        
        52681.42000000
        0.001362728168
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        Kraft Heinz Co/The
        500754106
        
          
        
        13749.00000000
        NS
        USD
        541573.11000000
        0.014009055413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        Long: ES098135  TRS USD R E USAMZX.I / Short: ES098135  TRS USD P V 01MSOFR RESET M ON15TH/SOFRRATE+74BPS
        000000000
        
          
        
        2878998.04000000
        OU
        Notional Amount
        USD
        210639.56000000
        0.005448684976
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                Alerian MLP Total Return Index
                AMZX Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-06-10
            0.00000000
            USD
            0.00000000
            USD
            2878998.04000000
            USD
            210639.56000000
          
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
        
        24053.00000000
        NS
        USD
        911608.70000000
        0.023580891587
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
        
        5313.00000000
        NS
        USD
        1092352.80000000
        0.028256260555
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Korea Exchange (Futures Market)
        N/A
        KOSPI2 INX FUT JUN22
        000000000
        
          
        
        -21.00000000
        NC
        
        -45707.33000000
        -0.00118232701
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Korea Exchange (Futures Market)
              N/A
            
            Short
            
              
                KFE KOSPI 200 Index Future
                KMM2 INDEX
              
            
            2022-06-09
            -1864525425.00000000
            KRW
            -45707.33000000
          
        
        
          N
          N
          N
        
      
      
        Computacenter PLC
        549300XSXUZ1I19DB105
        Computacenter PLC
        000000000
        
          
        
        2193.00000000
        NS
        
        84313.07000000
        0.002180954792
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -22.00000000
        NC
        USD
        -55.00000000
        -0.00000142270
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4175.00000000
            USD
            2022-03-31
            XXXX
            227033.50000000
          
        
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        SEB SA
        000000000
        
          
        
        310.00000000
        NS
        
        43232.84000000
        0.001118318542
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Spectris PLC
        213800Z4CO2CZO3M3T10
        Spectris PLC
        000000000
        
          
        
        5158.00000000
        NS
        
        174931.37000000
        0.004525009108
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Meff Financial Derivatives
        N/A
        IBEX 35 INDX FUTR APR22
        000000000
        
          
        
        10.00000000
        NC
        
        10907.11000000
        0.000282137915
        N/A
        DE
        
        ES
        N
        
        1
        
          
            
              Meff Financial Derivatives
              N/A
            
            Long
            
              
                MEFF Madrid IBEX 35 Index Future
                IBJ2 INDEX
              
            
            2022-04-14
            831730.46000000
            EUR
            10907.11000000
          
        
        
          N
          N
          N
        
      
      
        Alfresa Holdings Corp
        N/A
        Alfresa Holdings Corp
        000000000
        
          
        
        572.00000000
        NS
        
        7928.85000000
        0.000205098253
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Construction Machinery Co Ltd
        5493009B7C53PDH8W826
        Hitachi Construction Machinery Co Ltd
        000000000
        
          
        
        1421.00000000
        NS
        
        36819.26000000
        0.000952416292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Taisei Corp
        529900TF7XJKIOWMLQ79
        Taisei Corp
        000000000
        
          
        
        1361.00000000
        NS
        
        39290.86000000
        0.001016350008
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ackermans & van Haaren NV
        5493005E2GHATS0Z6J59
        Ackermans & van Haaren NV
        000000000
        
          
        
        177.00000000
        NS
        
        32979.17000000
        0.000853083381
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Paper Industries Co Ltd
        3538007UWR5N9X8B8S30
        Nippon Paper Industries Co Ltd
        000000000
        
          
        
        1793.00000000
        NS
        
        15250.46000000
        0.000394488823
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        Yamato Holdings Co Ltd
        000000000
        
          
        
        3002.00000000
        NS
        
        56077.87000000
        0.001450585292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -186029.17000000
        -0.00481207966
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            27850000.00000000
            CHF
            29980459.41000000
            USD
            2022-04-27
            -186029.17000000
          
        
        
          N
          N
          N
        
      
      
        Bunzl PLC
        213800Q1Q9DV4L78UM09
        Bunzl PLC
        000000000
        
          
        
        3033.00000000
        NS
        
        117622.99000000
        0.003042593796
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
        
        3170.00000000
        NS
        USD
        7444586.50000000
        0.192571645235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
        
        6130.00000000
        NS
        USD
        926794.70000000
        0.023973713002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        22.00000000
        NC
        USD
        55.00000000
        0.000001422703
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3500.00000000
            USD
            2022-03-31
            XXXX
            -28081.50000000
          
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
        
        113895.00000000
        NS
        USD
        9345084.75000000
        0.241732478381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
        
        7818.00000000
        NS
        USD
        5797985.16000000
        0.149978449617
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co Ltd
        529900TBXKVTQGYA3582
        Kyowa Kirin Co Ltd
        000000000
        
          
        
        2500.00000000
        NS
        
        58159.77000000
        0.001504438506
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        GOLD 100 OZ FUTR JUN22
        000000000
        
          
        
        202.00000000
        NC
        USD
        -930886.60000000
        -0.02407955956
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                COMEX Gold 100 Troy Ounces Future
                GCM2 Comdty
              
            
            2022-06-28
            40151206.60000000
            USD
            -930886.60000000
          
        
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        Cooper Cos Inc/The
        216648402
        
          
        
        2294.00000000
        NS
        USD
        957951.46000000
        0.024779655486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entain PLC
        213800GNI3K45LQR8L28
        Entain PLC
        000000000
        
          
        
        17765.00000000
        NS
        
        380544.42000000
        0.009843671645
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        VF Corp
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204108
        
          
        
        6748.00000000
        NS
        USD
        383691.28000000
        0.009925072541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hino Motors Ltd
        3538009ZU0PHKNHJM202
        Hino Motors Ltd
        000000000
        
          
        
        3900.00000000
        NS
        
        22798.73000000
        0.000589742485
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MEIJI Holdings Co Ltd
        5299002D52YIP6DWMV49
        MEIJI Holdings Co Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        27115.96000000
        0.000701417738
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
        
        5690.00000000
        NS
        USD
        778733.40000000
        0.020143761112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS PLC
        N/A
        STERIS PLC
        000000000
        
          
        
        13502.00000000
        NS
        USD
        3264378.54000000
        0.084440787425
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        18547.00000000
        NS
        USD
        7607608.46000000
        0.196788589594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investec PLC
        2138007Z3U5GWDN3MY22
        Investec PLC
        000000000
        
          
        
        7912.00000000
        NS
        
        52342.15000000
        0.001353952155
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Glory Ltd
        3538003FKID28TGG5U64
        Glory Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        6759.76000000
        0.000174857005
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        Davide Campari-Milano NV
        000000000
        
          
        
        13165.00000000
        NS
        
        152701.65000000
        0.003949985398
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        Whirlpool Corp
        963320106
        
          
        
        1616.00000000
        NS
        USD
        279212.48000000
        0.007222483967
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
        
        994.00000000
        NS
        USD
        308527.66000000
        0.007980789676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        37122.00000000
        NS
        USD
        10630627.14000000
        0.274986039618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
        
        27278.00000000
        NS
        USD
        3022675.18000000
        0.078188564593
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
        
        1800.00000000
        NS
        
        104747.77000000
        0.002709546111
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        3.00000000
        NC
        USD
        420.00000000
        0.000010864282
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            3200.00000000
            USD
            2022-04-29
            XXXX
            -3995.25000000
          
        
        
          N
          N
          N
        
      
      
        Siemens Energy AG
        5299005CHJZ14D4FDJ62
        Siemens Energy AG
        000000000
        
          
        
        11182.00000000
        NS
        
        254398.66000000
        0.006580616465
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co
        54930049QLLMPART6V29
        Arthur J Gallagher & Co
        363576109
        
          
        
        21045.00000000
        NS
        USD
        3674457.00000000
        0.095048426106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        000000000
        
          
        
        7480.00000000
        NS
        
        367042.64000000
        0.009494416520
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
        
        4114.00000000
        NS
        USD
        562959.76000000
        0.014562271146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein Inc
        VGO3WGL8H45T73F4RR92
        Henry Schein Inc
        806407102
        
          
        
        3859.00000000
        NS
        USD
        336466.21000000
        0.008703485630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        159404.00000000
        NS
        USD
        21729953.28000000
        0.562096075318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
        
        12979.00000000
        NS
        USD
        491514.73000000
        0.012714178311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        2214.00000000
        NS
        USD
        7217529.30000000
        0.186698279593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        SUGAR 11 (WORLD) MAY22
        000000000
        
          
        
        168.00000000
        NC
        USD
        38018.05000000
        0.000983425800
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CSC Number 11 World Sugar Future
                SBK2 Comdty
              
            
            2022-04-29
            3634865.15000000
            USD
            38018.05000000
          
        
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
        
        14626.00000000
        NS
        USD
        530923.80000000
        0.013733586097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        TOPIX INDX FUTR JUN22
        000000000
        
          
        
        218.00000000
        NC
        
        2725996.75000000
        0.070514282969
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                TSE TOPIX (Tokyo Price Index) Future
                TPM2 INDEX
              
            
            2022-06-09
            3911507156.00000000
            JPY
            2725996.75000000
          
        
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        000000000
        
          
        
        45795.00000000
        NS
        
        1549244.97000000
        0.040074845358
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
        
        4029.00000000
        NS
        USD
        387468.93000000
        0.010022790295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -15722.92000000
        -0.00040671010
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            20102170000.00000000
            KRW
            16520181.62000000
            USD
            2022-05-03
            -15722.92000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -14466.25000000
        -0.00037420339
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            6910000.00000000
            EUR
            7635784.94000000
            USD
            2022-04-27
            -14466.25000000
          
        
        
          N
          N
          N
        
      
      
        Recordati Industria Chimica e Farmaceutica SpA
        815600FBF92FD3531704
        Recordati Industria Chimica e Farmaceutica SpA
        000000000
        
          
        
        4807.00000000
        NS
        
        241019.84000000
        0.006234541988
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
        
        7604.00000000
        NS
        USD
        1005324.84000000
        0.026005078782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
        
        7284.00000000
        NS
        
        378493.53000000
        0.009790620578
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Howden Joinery Group PLC
        213800KC1LJOJTY3JP45
        Howden Joinery Group PLC
        000000000
        
          
        
        12061.00000000
        NS
        
        120911.86000000
        0.003127668112
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Loews Corp
        R8V1FN4M5ITGZOG7BS19
        Loews Corp
        540424108
        
          
        
        5117.00000000
        NS
        USD
        331683.94000000
        0.008579781029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centrica PLC
        E26EDV109X6EEPBKVH76
        Centrica PLC
        000000000
        
          
        
        80289.00000000
        NS
        
        83986.41000000
        0.002172504967
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        000000000
        
          
        
        1300.00000000
        NS
        
        113716.67000000
        0.002941547691
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
        
        2160.00000000
        NS
        USD
        523152.00000000
        0.013532550309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        Long: ES101252  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+37BPS / Short: ES101252  TRS USD P E USRU10INTR.I
        000000000
        
          
        
        64655732.70000000
        OU
        Notional Amount
        USD
        -2181830.04000000
        -0.05643813802
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                Russell 1000 Index Total Return Index
                RU10INTR INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-02-03
            0.00000000
            USD
            0.00000000
            USD
            64655732.70000000
            USD
            -2181830.04000000
          
        
        
          N
          N
          N
        
      
      
        Tsumura & Co
        N/A
        Tsumura & Co
        000000000
        
          
        
        300.00000000
        NS
        
        7843.36000000
        0.000202886854
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings PLC
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings PLC
        000000000
        
          
        
        2411.00000000
        NS
        
        117600.17000000
        0.003042003503
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fast Retailing Co Ltd
        353800ZCXKHDPY0N5218
        Fast Retailing Co Ltd
        000000000
        
          
        
        300.00000000
        NS
        
        153797.12000000
        0.003978322292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elis SA
        969500UX71LCE8MAY492
        Elis SA
        000000000
        
          
        
        4086.00000000
        NS
        
        60208.28000000
        0.001557428009
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Intertek Group PLC
        2138003GAT25WW1RN369
        Intertek Group PLC
        000000000
        
          
        
        2648.00000000
        NS
        
        180640.46000000
        0.004672688077
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680103
        
          
        
        14955.00000000
        NS
        USD
        1056271.65000000
        0.027322937204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
        
        10299.00000000
        NS
        USD
        791169.18000000
        0.020465441653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        Mohawk Industries Inc
        608190104
        
          
        
        2076.00000000
        NS
        USD
        257839.20000000
        0.006669614081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SHIFT Inc
        353800HJXMOPLJ7BO262
        SHIFT Inc
        000000000
        
          
        
        200.00000000
        NS
        
        35090.66000000
        0.000907702009
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -10216.11000000
        -0.00026426358
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            1720000.00000000
            CAD
            1365433.73000000
            USD
            2022-04-27
            -10216.11000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CBOE VOLATILITY INDEX
        000000000
        
          
        
        1260.00000000
        NC
        USD
        355950.00000000
        0.009207479437
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                CBOE Volatility Index (VIX)
                VIX INDEX
              
            
            100.00000000
            28.00000000
            USD
            2022-05-18
            XXXX
            -292500.00000000
          
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
        
        5888.00000000
        NS
        USD
        456555.52000000
        0.011809876563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
        
        33670.00000000
        NS
        USD
        2458920.10000000
        0.063605720634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sharp Corp/Japan
        353800YEPK9PD7QO3449
        Sharp Corp/Japan
        000000000
        
          
        
        2700.00000000
        NS
        
        25202.99000000
        0.000651934294
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -19460.23000000
        -0.00050338437
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            3720000.00000000
            CAD
            2955782.45000000
            USD
            2022-04-27
            -19460.23000000
          
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
        
        4927.00000000
        NS
        USD
        921349.00000000
        0.023832847232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanover Insurance Group Inc/The
        JJYR6MFKFF6CF8DBZ078
        Hanover Insurance Group Inc/The
        410867105
        
          
        
        1083.00000000
        NS
        USD
        161930.16000000
        0.004188702397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ulvac Inc
        N/A
        Ulvac Inc
        000000000
        
          
        
        443.00000000
        NS
        
        22530.32000000
        0.000582799432
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        000000000
        
          
        
        8783.00000000
        NS
        
        616474.22000000
        0.015946547842
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
        
        4695.00000000
        NS
        USD
        616406.55000000
        0.015944797399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874784
        
          
        
        9480.00000000
        NS
        USD
        595059.60000000
        0.015392608600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR DEC22
        000000000
        
          
        
        -275.00000000
        NC
        USD
        986218.02000000
        0.025510836185
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME 3 Month Eurodollar Future
                EDZ2 Comdty
              
            
            2022-12-19
            -67890280.52000000
            USD
            986218.02000000
          
        
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
        
        7447.00000000
        NS
        USD
        442351.80000000
        0.011442464117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES102701  TRS USD R V 00MSOFRR RESET M ON15TH/SOFRRATE-5BPS / Short: ES102701  TRS USD P E NDDUWI INDEX
        000000000
        
          
        
        55177672.19000000
        OU
        Notional Amount
        USD
        -3680533.59000000
        -0.09520561132
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                MSCI World Index
                NDDUWI INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-03-10
            0.00000000
            USD
            0.00000000
            USD
            55177672.19000000
            USD
            -3680533.59000000
          
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        90-DAY BANK BILL DEC22
        000000000
        
          
        
        -174.00000000
        NC
        
        193963.78000000
        0.005017326916
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                SFE 90 Day Australian Bank Accepted Bills Future
                IRZ2 COMDTY
              
            
            2022-12-08
            -173388342.79000000
            AUD
            193963.78000000
          
        
        
          N
          N
          N
        
      
      
        Pennon Group PLC
        213800V1CCTS41GWH423
        Pennon Group PLC
        000000000
        
          
        
        10128.00000000
        NS
        
        142544.21000000
        0.003687239450
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
        
        8639.00000000
        NS
        USD
        1311054.64000000
        0.033913495265
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
        
        24658.00000000
        NS
        USD
        1465918.10000000
        0.037919400936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Corp
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp
        000000000
        
          
        
        4035.00000000
        NS
        
        151420.32000000
        0.003916840800
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Duskin Co Ltd
        N/A
        Duskin Co Ltd
        000000000
        
          
        
        200.00000000
        NS
        
        4397.43000000
        0.000113749814
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kewpie Corp
        529900LQQ53U4P4VZN24
        Kewpie Corp
        000000000
        
          
        
        400.00000000
        NS
        
        7664.27000000
        0.000198254272
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -17.00000000
        NC
        USD
        -19635.00000000
        -0.00050790520
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4085.00000000
            USD
            2022-04-29
            XXXX
            105306.06000000
          
        
        
          N
          N
          N
        
      
      
        Future PLC
        213800K2581YRLEXV353
        Future PLC
        000000000
        
          
        
        5264.00000000
        NS
        
        178869.32000000
        0.004626873397
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Playtech Plc
        21380068TTB6Z9ZEU548
        Playtech Plc
        000000000
        
          
        
        5752.00000000
        NS
        
        44732.19000000
        0.001157102738
        Long
        EC
        CORP
        IM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        11073.00000000
        NS
        USD
        1107300.00000000
        0.028642904850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp
        353800F1K6653B4VPY57
        Nippon Sanso Holdings Corp
        000000000
        
          
        
        600.00000000
        NS
        
        11408.14000000
        0.000295098228
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE APR22
        000000000
        
          
        
        156.00000000
        NC
        USD
        375948.75000000
        0.009724793890
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Lead Future
                LLJ2 COMDTY
              
            
            2022-04-14
            9069851.25000000
            USD
            375948.75000000
          
        
        
          N
          N
          N
        
      
      
        Valeo
        5493006IH2N2WMIBB742
        Valeo
        000000000
        
          
        
        14123.00000000
        NS
        
        260865.26000000
        0.006747890202
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        28.00000000
        NC
        USD
        29540.00000000
        0.000764121204
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4060.00000000
            USD
            2022-04-29
            XXXX
            6059.54000000
          
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  
  XXXX

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – 32.2%
	Aerospace & Defense – 0.1%
	2,346	Chemring Group PLC	$ 9,973
	5,126	General Dynamics Corp.	1,236,289
	1,435	Huntington Ingalls Industries, Inc.	286,196
	20,343	Leonardo SpA*	202,152
	1,322	Rheinmetall AG	279,429
	1,926	Thales SA	241,203
	708	Ultra Electronics Holdings PLC	30,762

			2,286,004

	Air Freight & Logistics – 0.2%
	29,101	Deutsche Post AG	1,389,627
	3,276	Expeditors International of Washington, Inc.	337,952
	25,785	FedEx Corp.	5,966,391
	48,725	Royal Mail PLC	209,354
	2,700	SG Holdings Co. Ltd.	50,843
	6,016	United Parcel Service, Inc. Class B	1,290,192
	3,202	Yamato Holdings Co. Ltd.	59,814

			9,304,173

	*Airlines – 0.0%**
	5,344	Alaska Air Group, Inc.	310,006
	10,079	Southwest Airlines Co.	461,618

			771,624

	Auto Components – 0.0%
	6,951	BorgWarner, Inc.	270,394
	4,900	Bridgestone Corp.	190,197
	3,393	Faurecia SE	88,248
	1,500	JTEKT Corp.	11,736
	1,500	Koito Manufacturing Co. Ltd.	60,704
	1,002	NGK Spark Plug Co. Ltd.	16,133
	1,200	Nifco, Inc.	27,294
	600	Stanley Electric Co. Ltd.	11,344
	626	The Yokohama Rubber Co. Ltd.	8,614
	3,038	TI Fluid Systems PLC^(a)	7,587
	1,200	Toyota Boshoku Corp.	19,513
	14,029	Valeo	259,129

			970,893

	Automobiles – 0.3%
	4,713	Bayerische Motoren Werke AG	407,286
	93,477	Ford Motor Co.	1,580,696
	174,460	General Motors Co.*	7,630,881
	4,241	Honda Motor Co. Ltd.	120,215
	5,400	Isuzu Motors Ltd.	69,757
	11,400	Mazda Motor Corp.	83,797
	8,744	Mercedes-Benz Group AG	613,737
	19,800	Nissan Motor Co. Ltd.*	87,978
	5,051	Renault SA*	132,033
	86,818	Stellantis NV	1,405,537
	1,700	Suzuki Motor Corp.	58,259

			12,190,176

	Banks – 1.6%
	700	Aozora Bank Ltd.	14,748
	170,942	Banco Santander SA	581,190



Shares		Description	Value

	Common Stocks – (continued)
	Banks – (continued)
	331,132	Bank of America Corp.	$ 13,649,261
	10,901	BNP Paribas SA	622,934
	188,519	CaixaBank SA	639,434
	16,646	Citigroup, Inc.	888,896
	7,037	Citizens Financial Group, Inc.	318,987
	2,139	Close Brothers Group PLC	33,296
	32,519	Comerica, Inc.	2,940,693
	25,109	Credit Agricole SA	300,016
	11,198	FinecoBank Banca Fineco SpA	169,875
	26,453	First Republic Bank	4,288,031
	1,800	Hirogin Holdings, Inc.	9,485
	160,375	JPMorgan Chase & Co.	21,862,320
	4,124	KBC Group NV	295,894
	30,604	KeyCorp.	684,918
	2,400	Kyushu Financial Group, Inc.	7,847
	436,378	Lloyds Banking Group PLC	265,739
	5,843	Mebuki Financial Group, Inc.	12,167
	50,100	Mitsubishi UFJ Financial Group, Inc.	309,675
	20,943	Mizuho Financial Group, Inc.	267,135
	32,857	Nordea Bank Abp	338,188
	3,896	Prosperity Bancshares, Inc.	270,304
	3,434	Raiffeisen Bank International AG	48,753
	30,601	Regions Financial Corp.	681,178
	5,200	Seven Bank Ltd.	10,149
	10,530	Societe Generale SA	282,281
	7,300	Sumitomo Mitsui Financial Group, Inc.	230,595
	3,200	The Hachijuni Bank Ltd.	10,602
	4,900	The Shizuoka Bank Ltd.	34,391
	12,219	U.S. Bancorp	649,440
	252,087	Wells Fargo & Co.	12,216,136
	7,601	Zions Bancorp NA	498,322

			63,432,880

	Beverages – 0.8%
	10,619	Anheuser-Busch InBev SA	634,890
	1,598	Asahi Group Holdings Ltd.	58,200
	8,213	Britvic PLC	87,067
	5,403	Brown-Forman Corp. Class B	362,109
	9,593	Coca-Cola HBC AG	200,071
	22,972	Constellation Brands, Inc. Class A	5,290,911
	13,058	Davide Campari-Milano NV	151,461
	638	Heineken Holding NV	49,957
	5,185	Heineken NV	495,841
	6,540	Molson Coors Beverage Co. Class B	349,105
	5,352	Monster Beverage Corp.*	427,625
	68,575	PepsiCo, Inc.	11,478,083
	3,311	Pernod Ricard SA	727,463
	1,200	Suntory Beverage & Food Ltd.	45,738
	182,561	The Coca-Cola Co.	11,318,782

			31,677,303

	Biotechnology – 0.4%
	22,470	AbbVie, Inc.	3,642,612
	4,205	Amgen, Inc.	1,016,853
	11,674	Biogen, Inc.*	2,458,544
	24,809	Gilead Sciences, Inc.	1,474,895
	8,329	Grifols SA	151,177
	8,915	Incyte Corp.*	708,029
	4,698	Moderna, Inc.*	809,278

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	1,500	PeptiDream, Inc.*	$ 26,657
	4,234	Regeneron Pharmaceuticals, Inc.*	2,957,110
	5,474	Vertex Pharmaceuticals, Inc.*	1,428,550

			14,673,705

	Building Products – 0.3%
	17,929	A.O. Smith Corp.	1,145,484
	1,200	AGC, Inc.	47,946
	2,632	Allegion PLC	288,941
	114,591	Carrier Global Corp.	5,256,289
	14,287	Cie de Saint-Gobain	850,082
	3,315	Fortune Brands Home & Security, Inc.	246,238
	16,613	Johnson Controls International PLC	1,089,314
	1,992	Lixil Corp.	37,083
	54,085	Masco Corp.	2,758,335
	500	TOTO Ltd.	20,080
	1,903	Tyman PLC	7,904

			11,747,696

	Capital Markets – 1.0%
	21,086	3i Group PLC	381,285
	27,608	abrdn PLC	77,305
	6,541	AJ Bell PLC	25,981
	14,855	Ameriprise Financial, Inc.	4,461,848
	1,096	Amundi SA^(a)	74,945
	27,571	Ashmore Group PLC	83,739
	3,907	Brewin Dolphin Holdings PLC	26,215
	24,163	Cboe Global Markets, Inc.	2,764,730
	6,345	CMC Markets PLC^(a)	21,213
	25,464	Deutsche Bank AG*	320,698
	2,993	Deutsche Boerse AG	538,772
	774	FactSet Research Systems, Inc.	336,032
	11,424	Franklin Resources, Inc.	318,958
	10,379	Hargreaves Lansdown PLC	136,804
	11,353	IG Group Holdings PLC	121,939
	3,884	IntegraFin Holdings PLC	21,480
	41,098	Intercontinental Exchange, Inc.	5,429,868
	4,880	Intermediate Capital Group PLC	113,299
	14,570	Invesco Ltd.	335,984
	7,926	Investec PLC	52,435
	16,255	IP Group PLC	18,978
	1,200	Jafco Group Co. Ltd.	18,291
	1,443	Japan Exchange Group, Inc.	26,794
	16,965	Jupiter Fund Management PLC	46,043
	64,379	KKR & Co., Inc.	3,764,240
	1,799	Liontrust Asset Management PLC	29,888
	21,322	Man Group PLC	65,067
	746	MarketAxess Holdings, Inc.	253,789
	6,413	Molten Ventures PLC*	64,777
	1,781	Moody’s Corp.	600,927
	12,649	Morgan Stanley	1,105,523
	3,611	Ninety One PLC	12,087
	25,400	Nomura Holdings, Inc.	106,826
	3,276	Northern Trust Corp.	381,490
	3,400	Raymond James Financial, Inc.	373,694
	18,547	S&P Global, Inc.	7,607,609
	2,900	SBI Holdings, Inc.	73,170
	5,466	State Street Corp.	476,198
	6,167	T. Rowe Price Group, Inc.	932,389



Shares		Description	Value

	Common Stocks – (continued)
	Capital Markets – (continued)
	10,288	The Bank of New York Mellon Corp.	$ 510,593
	94,372	The Charles Schwab Corp.	7,956,503
	8,213	TP ICAP Group PLC	16,000

			40,084,406

	Chemicals – 0.4%
	2,475	Air Products & Chemicals, Inc.	618,527
	600	Air Water, Inc.	8,426
	3,522	Akzo Nobel NV	302,618
	1,103	Arkema SA	131,853
	2,320	Celanese Corp.	331,458
	4,406	CF Industries Holdings, Inc.	454,082
	17,793	Corteva, Inc.	1,022,742
	3,811	Covestro AG^(a)	191,904
	400	Denka Co. Ltd	11,082
	9,362	Dow, Inc.	596,547
	2,790	Eastman Chemical Co.	312,647
	3,112	Ecolab, Inc.	549,455
	13,234	Elementis PLC*	20,487
	4,517	Evonik Industries AG	125,313
	27,571	FMC Corp.	3,627,517
	25,392	International Flavors & Fragrances, Inc.	3,334,731
	2,713	Johnson Matthey PLC	66,351
	4,677	LyondellBasell Industries NV Class A	480,889
	7,188	Mitsubishi Chemical Holdings Corp.	47,806
	600	Nippon Sanso Holdings Corp.	11,408
	3,533	PPG Industries, Inc.	463,070
	2,000	Showa Denko KK	39,489
	1,048	Solvay SA	103,286
	200	Sumitomo Bakelite Co. Ltd.	8,097
	8,310	Sumitomo Chemical Co. Ltd.	38,050
	7,150	Synthomer PLC	28,570
	1,833	Teijin Ltd.	20,396
	7,780	The Mosaic Co.	517,370
	2,559	The Sherwin-Williams Co.	638,778
	1,000	Tosoh Corp.	14,780
	3,897	Umicore SA	168,457
	1,510	Victrex PLC	36,096
	1,600	Zeon Corp.	17,759

			14,340,041

	Commercial Services & Supplies – 0.2%
	3,084	Biffa PLC^(a)	12,860
	1,294	Cintas Corp.	550,455
	27,171	Copart, Inc.*	3,409,145
	700	Dai Nippon Printing Co. Ltd.	16,412
	200	Duskin Co. Ltd.	4,397
	4,060	Elis SA*	59,825
	12,305	IAA, Inc.*	470,666
	1,500	Park24 Co. Ltd.*	24,546
	35,566	Rentokil Initial PLC	244,995
	9,821	Rollins, Inc.	344,226
	28,710	Serco Group PLC	54,052
	700	Sohgo Security Services Co. Ltd.	22,828
	1,000	Toppan, Inc.	17,640

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Commercial Services & Supplies – (continued)
	4,072	Waste Management, Inc.	$ 645,412

			5,877,459

	Communications Equipment – 0.4%
	225,660	Cisco Systems, Inc.	12,582,802
	1,503	F5, Inc.*	314,052
	16,196	Juniper Networks, Inc.	601,843
	2,173	Motorola Solutions, Inc.	526,301
	167,198	Nokia Oyj*	920,762

			14,945,760

	Construction & Engineering – 0.0%
	176	Ackermans & van Haaren NV	32,793
	5,454	ACS Actividades de Construccion y Servicios SA	147,037
	786	Arcadis NV	35,315
	6,623	Balfour Beatty PLC	22,318
	3,110	Eiffage SA	319,186
	2,500	JGC Holdings Corp.	29,881
	610	Morgan Sindall Group PLC	19,207
	2,932	Quanta Services, Inc.	385,880
	1,461	Taisei Corp.	42,178
	5,806	Vinci SA	593,214

			1,627,009

	Construction Materials – 0.1%
	50,398	CRH PLC (Construction Materials)	2,010,864
	17,289	Eagle Materials, Inc.	2,219,216
	7,664	HeidelbergCement AG	434,351
	1,119	Taiheiyo Cement Corp.	18,439
	1,070	Wienerberger AG	32,309

			4,715,179

	Consumer Finance – 0.1%
	4,957	American Express Co.	926,959
	4,723	Capital One Financial Corp.	620,083
	1,029	Credit Saison Co. Ltd.	10,919
	7,700	Discover Financial Services	848,463
	19,204	Synchrony Financial	668,491

			3,074,915

	Containers & Packaging – 0.2%
	29,571	Amcor PLC	335,039
	1,980	Avery Dennison Corp.	344,461
	57,111	Ball Corp.	5,139,990
	16,331	DS Smith PLC	68,684
	7,916	International Paper Co.	365,323
	3,870	Sealed Air Corp.	259,135
	2,614	Smurfit Kappa Funding PLC	116,200
	3,264	Smurfit Kappa Group PLC	144,978
	7,446	Westrock Co.	350,185

			7,123,995

	Distributors – 0.0%
	297	D’ieteren Group	50,010
	5,252	Genuine Parts Co.	661,857
	8,697	Inchcape PLC	76,100



Shares		Description	Value

	Common Stocks – (continued)
	Distributors – (continued)
	13,531	LKQ Corp.	$ 614,443

			1,402,410

	Diversified Consumer Services – 0.0%
	17,122	ADT, Inc.	129,956

			129,956

	Diversified Financial Services – 0.8%
	84,743	Berkshire Hathaway, Inc. Class B*	29,906,652
	28,414	Chrysalis Investments Ltd.*	65,646
	1,176	Eurazeo SE	98,870
	3,086	EXOR NV	234,597
	3,000	Mitsubishi HC Capital, Inc.	13,940
	5,977	Plus500 Ltd.	110,286
	263	Sofina SA	95,566

			30,525,557

	Diversified Telecommunication Services – 0.2%
	56,495	AT&T, Inc.	1,334,977
	63,635	BT Group PLC	151,725
	38,455	Deutsche Telekom AG	716,191
	3,970	Elisa Oyj	239,418
	500	Internet Initiative Japan, Inc.	16,606
	405,503	Lumen Technologies, Inc.	4,570,019
	11,977	Nippon Telegraph & Telephone Corp.	347,978
	28,982	Orange SA	343,184
	4,993	Proximus SADP	92,977
	75,655	Telefonica SA	366,644
	3,201	United Internet AG	109,852

			8,289,571

	Electric Utilities – 0.4%
	521	Acciona SA	99,581
	5,515	American Electric Power Co., Inc.	550,232
	2,520	Chubu Electric Power Co., Inc.	26,082
	27,124	Duke Energy Corp.	3,028,666
	5,782	Edison International	405,318
	70,703	EDP - Energias de Portugal SA	347,992
	563	Elia Group SA	85,897
	164,121	Enel SpA	1,095,795
	3,298	Entergy Corp.	385,041
	17,904	Evergy, Inc.	1,223,559
	16,670	Eversource Energy	1,470,127
	12,165	Exelon Corp.	579,419
	9,245	FirstEnergy Corp.	423,976
	10,078	Fortum Oyj	184,196
	3,102	Hawaiian Electric Industries, Inc.	131,246
	162,599	Iberdrola SA	1,777,202
	1,932	IDACORP, Inc.	222,876
	8,817	NRG Energy, Inc.	338,220
	3,263	Pinnacle West Capital Corp.	254,840
	58,198	PPL Corp.	1,662,135
	19,094	SSE PLC	436,280
	30,357	Terna - Rete Elettrica Nazionale	260,684
	1,300	The Chugoku Electric Power Co., Inc.	9,040
	21,426	Xcel Energy, Inc.	1,546,314

			16,544,718

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Electrical Equipment – 0.2%
	11,358	Acuity Brands, Inc.	$ 2,150,070
	12,767	Eaton Corp. PLC	1,937,520
	6,497	Emerson Electric Co.	637,031
	700	Fuji Electric Co. Ltd.	34,889
	2,891	Hubbell, Inc.	531,279
	6,075	Mitsubishi Electric Corp.	69,673
	4,697	Prysmian SpA	159,398
	10,768	Rockwell Automation, Inc.	3,015,363
	11,131	Siemens Energy AG*	253,238
	3,124	Signify NV^(a)	145,320
	161	XP Power Ltd.	7,328

			8,941,109

	Electronic Equipment, Instruments & Components – 0.3%
	1,600	Anritsu Corp.	20,260
	300	Azbil Corp.	9,957
	2,040	CDW Corp.	364,936
	40,029	Corning, Inc.	1,477,470
	336	Horiba Ltd.	18,309
	1,541	IPG Photonics Corp.*	169,140
	22,027	Keysight Technologies, Inc.*	3,479,605
	2,400	Kyocera Corp.	134,303
	697	Nippon Electric Glass Co. Ltd.	15,417
	1,100	Omron Corp.	73,203
	386	Oxford Instruments PLC	10,640
	462	Renishaw PLC	23,320
	700	Shimadzu Corp.	24,076
	2,378	Spectris PLC	80,649
	2,834	SYNNEX Corp.	292,497
	812	Teledyne Technologies, Inc.*	383,776
	5,021	Trimble, Inc.*	362,215
	944	Yokogawa Electric Corp.	16,084
	10,128	Zebra Technologies Corp. Class A*	4,189,954

			11,145,811

	Energy Equipment & Services – 0.1%
	27,424	Baker Hughes Co.	998,508
	13,059	Halliburton Co.	494,544
	13,240	John Wood Group PLC*	27,925
	29,640	Schlumberger N.V	1,224,428

			2,745,405

	Entertainment – 0.7%
	6,306	Bollore SE	33,021
	1,400	Capcom Co. Ltd.	33,942
	700	DeNA Co. Ltd.	10,634
	3,477	Electronic Arts, Inc.	439,875
	1,200	GungHo Online Entertainment, Inc.	25,479
	600	Konami Holdings Corp.	37,845
	27,567	Netflix, Inc.*	10,326,323
	2,400	Nexon Co. Ltd.	57,417
	700	Square Enix Holdings Co. Ltd.	31,009
	27,338	Take-Two Interactive Software, Inc.*	4,202,944
	88,998	The Walt Disney Co.*	12,206,966
	11,034	Ubisoft Entertainment SA*	484,865



Shares		Description	Value

	Common Stocks – (continued)
	Entertainment – (continued)
	15,420	Universal Music Group NV	$ 411,623

			28,301,943

	Equity Real Estate Investment Trusts (REITs) – 0.8%
	30,342	American Tower Corp.	7,622,517
	44,243	Assura PLC	38,882
	2,534	Big Yellow Group PLC	51,086
	12,776	BMO Commercial Property Trust Ltd.	19,324
	2,693	Boston Properties, Inc.	346,858
	7,243	Cousins Properties, Inc.	291,820
	34,609	Crown Castle International Corp.	6,388,821
	1,591	Derwent London PLC	66,784
	3,949	Digital Realty Trust, Inc.	559,968
	4,466	EPR Properties	244,335
	7,866	Equinix, Inc.	5,833,583
	2,095	Federal Realty Investment Trust	255,737
	1,092	Gecina SA	137,623
	6,897	Highwoods Properties, Inc.	315,469
	16,820	Iron Mountain, Inc.	931,996
	5,478	Kilroy Realty Corp.	418,629
	5,354	Klepierre SA	142,545
	17,346	LondonMetric Property PLC	62,742
	20,135	LXI REIT Plc	39,106
	5,522	Merlin Properties Socimi SA	64,559
	5,283	Mid-America Apartment Communities, Inc.	1,106,524
	32,197	Primary Health Properties PLC	62,557
	5,228	Public Storage	2,040,384
	12,584	Regency Centers Corp.	897,743
	2,660	Safestore Holdings PLC	46,824
	1,579	SBA Communications Corp.	543,334
	4,198	Simon Property Group, Inc.	552,289
	20,636	STORE Capital Corp.	603,190
	5,595	Sun Communities, Inc.	980,747
	49,437	Tritax Big Box REIT PLC	156,533
	2,552	Unibail-Rodamco-Westfield*	191,163
	6,631	Ventas, Inc.	409,531
	12,168	Vornado Realty Trust	551,454
	24,199	Weyerhaeuser Co.	917,142
	2,058	Workspace Group PLC	18,382

			32,910,181

	Food & Staples Retailing – 0.3%
	2,312	Aeon Co. Ltd.	49,298
	11,701	Carrefour SA	254,638
	200	Cosmos Pharmaceutical Corp.	24,240
	2,843	Costco Wholesale Corp.	1,637,141
	9,135	HelloFresh SE*	410,013
	25,039	J Sainsbury PLC	82,874
	9,887	Jeronimo Martins SGPS SA	237,188
	31,855	Koninklijke Ahold Delhaize NV	1,024,632
	431	Lawson, Inc.	16,499
	29,823	Marks & Spencer Group PLC*	60,193
	1,500	MatsukiyoCocokara & Co.	53,058
	2,172	Seven & i Holdings Co. Ltd.	103,555
	119,377	Tesco PLC	432,181
	97,238	The Kroger Co.	5,578,544
	11,151	Walgreens Boots Alliance, Inc.	499,230

			10,463,284

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Food Products – 0.4%
	1,600	Ajinomoto Co., Inc.	$ 45,412
	7,749	Archer-Daniels-Midland Co.	699,425
	100	Ariake Japan Co. Ltd.	4,241
	13,102	Associated British Foods PLC	284,616
	27,444	Bunge Ltd.	3,041,070
	6,484	Campbell Soup Co.	288,992
	8,609	Conagra Brands, Inc.	289,004
	500	Ezaki Glico Co. Ltd.	15,257
	14,867	Flowers Foods, Inc.	382,231
	37,729	General Mills, Inc.	2,555,008
	3,950	Glanbia PLC	45,824
	13,643	Greencore Group PLC*	23,030
	4,975	JDE Peet’s NV	142,708
	1,951	Kerry Group PLC Class A	218,203
	400	Kewpie Corp.	7,664
	4,499	Lamb Weston Holdings, Inc.	269,535
	500	MEIJI Holdings Co. Ltd.	27,116
	49,501	Mondelez International, Inc. Class A	3,107,673
	1,683	Nippon Suisan Kaisha Ltd.	7,540
	732	Nisshin Seifun Group, Inc.	10,212
	5,627	Premier Foods PLC	8,427
	2,347	The Hershey Co.	508,431
	4,691	The J.M. Smucker Co.	635,208
	13,833	The Kraft Heinz Co.	544,882
	1,100	Toyo Suisan Kaisha Ltd.	39,360
	5,377	Tyson Foods, Inc. Class A	481,941
	500	Yakult Honsha Co. Ltd.	26,672
	1,387	Yamazaki Baking Co. Ltd.	17,058

			13,726,740

	Gas Utilities – 0.0%
	13,326	Enagas SA	295,921
	16,503	Italgas SpA	105,875
	55,740	Snam SpA	321,427
	400	Toho Gas Co. Ltd.	8,903

			732,126

	Health Care Equipment & Supplies – 0.9%
	111,098	Abbott Laboratories	13,149,559
	969	ABIOMED, Inc.*	320,972
	5,924	Baxter International, Inc.	459,347
	14,591	Boston Scientific Corp.*	646,235
	937	Carl Zeiss Meditec AG	150,929
	49,432	ConvaTec Group PLC^(a)	140,003
	5,539	DENTSPLY SIRONA, Inc.	272,630
	1,242	DiaSorin SpA	193,992
	5,973	Edwards Lifesciences Corp.*	703,142
	4,032	Globus Medical, Inc. Class A*	297,481
	10,362	Hologic, Inc.*	796,009
	1,319	Hoya Corp.	150,311
	1,609	ICU Medical, Inc.*	358,228
	21,080	Intuitive Surgical, Inc.*	6,359,414
	1,800	Jeol Ltd.	99,510
	38,423	Koninklijke Philips NV	1,171,659
	20,919	Masimo Corp.*	3,044,551
	400	Menicon Co. Ltd.	9,571
	5,800	Olympus Corp.	109,925
	6,855	Siemens Healthineers AG^(a)	424,809
	32,542	Smith & Nephew PLC	517,576



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Supplies – (continued)
	13,584	STERIS PLC	$ 3,284,204
	2,700	Terumo Corp.	81,698
	2,708	The Cooper Cos., Inc.	1,130,834
	6,559	Zimmer Biomet Holdings, Inc.	838,896
	657	Zimvie, Inc.	15,001

			34,726,486

	Health Care Providers & Services – 1.1%
	572	Alfresa Holdings Corp.	7,929
	3,014	AmerisourceBergen Corp.	466,296
	3,949	Amplifon SpA	175,749
	17,394	Anthem, Inc.	8,544,281
	5,998	Cardinal Health, Inc.	340,087
	7,518	Centene Corp.*	632,940
	24,488	Cigna Corp.	5,867,570
	90,680	CVS Health Corp.	9,177,723
	2,687	DaVita, Inc.*	303,926
	8,744	Fresenius Medical Care AG & Co. KGaA	585,942
	7,558	Fresenius SE & Co. KGaA	277,503
	831	H.U. Group Holdings, Inc.	19,736
	5,307	HCA Healthcare, Inc.	1,330,040
	3,882	Henry Schein, Inc.*	338,472
	17,417	Humana, Inc.	7,579,356
	3,282	Laboratory Corp. of America Holdings*	865,332
	2,007	McKesson Corp.	614,403
	3,237	Mediclinic International PLC*	15,062
	1,770	Medipal Holdings Corp.	29,124
	4,116	Premier, Inc. Class A	146,488
	5,724	Quest Diagnostics, Inc.	783,387
	3,751	Spire Healthcare Group PLC*^(a)	11,971
	10,700	UnitedHealth Group, Inc.	5,456,679

			43,569,996

	Health Care Technology – 0.0%
	4,252	Cerner Corp.	397,817

			397,817

	Hotels, Restaurants & Leisure – 1.0%
	6,977	888 Holdings PLC	16,910
	12,293	Aramark	462,217
	3,189	Booking Holdings, Inc.*	7,489,207
	59,520	Caesars Entertainment, Inc.*	4,604,467
	342	Chipotle Mexican Grill, Inc.*	541,054
	2,628	Choice Hotels International, Inc.	372,545
	22,991	Compass Group PLC	494,768
	4,902	Darden Restaurants, Inc.	651,721
	10,990	Domino’s Pizza Group PLC	54,659
	3,550	Domino’s Pizza, Inc.	1,444,886
	17,985	Entain PLC*	385,257
	23,460	Expedia Group, Inc.*	4,590,418
	6,652	Flutter Entertainment PLC^* (Hotels, Restaurants & Leisure)	768,906
	3,607	Greggs PLC	115,848
	2,968	La Francaise des Jeux SAEM^(a)	117,748
	47,478	McDonald’s Corp.	11,740,360
	7,748	MGM Resorts International	324,951
	8,214	Mitchells & Butlers PLC*	25,125
	6,574	Penn National Gaming, Inc.*	278,869

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Hotels, Restaurants & Leisure – (continued)
	5,762	Playtech PLC*	$ 44,810
	1,898	Rank Group PLC*	3,356
	1,700	Skylark Co. Ltd.	21,966
	3,969	Sodexo SA	322,981
	13,037	SSP Group PLC*	38,668
	9,919	Starbucks Corp.	902,331
	1,000	Sushiro Global Holdings Ltd.	27,892
	19,260	The Wendy’s Co.	423,142
	8,038	Trainline PLC*^(a)	26,398
	16,222	Yum! Brands, Inc.	1,922,794

			38,214,254

	Household Durables – 0.2%
	1,635	Bellway PLC	51,974
	2,452	Berkeley Group Holdings PLC	119,600
	1,700	Casio Computer Co. Ltd.	19,461
	7,083	Crest Nicholson Holdings plc	24,746
	5,456	D.R. Horton, Inc.	406,526
	848	Iida Group Holdings Co. Ltd.	14,620
	57,272	Lennar Corp. Class A	4,648,768
	2,088	Mohawk Industries, Inc.*	259,330
	2,700	Nikon Corp.	28,831
	66	NVR, Inc.*	294,840
	600	Open House Co. Ltd.	26,552
	15,496	Persimmon PLC	434,529
	12,674	PulteGroup, Inc.	531,041
	300	Rinnai Corp.	22,441
	309	SEB SA	43,093
	2,100	Sekisui Chemical Co. Ltd.	30,091
	4,324	Sekisui House Ltd.	83,640
	2,900	Sharp Corp.	27,070
	800	Sumitomo Forestry Co. Ltd.	14,096
	41,574	Taylor Wimpey PLC	70,797
	2,160	Vistry Group PLC	26,577
	1,626	Whirlpool Corp.	280,940

			7,459,563

	Household Products – 0.2%
	3,100	Pigeon Corp.	54,518
	2,597	The Clorox Co.	361,061
	35,376	The Procter & Gamble Co.	5,405,453

			5,821,032

	Independent Power and Renewable Electricity Producers – 0.1%
	7,904	ContourGlobal PLC^(a)	19,754
	11,970	Drax Group PLC	123,095
	182,716	The AES Corp.	4,701,283
	1,357	Uniper SE	35,057

			4,879,189

	Industrial Conglomerates – 0.3%
	20,338	3M Co.	3,027,921
	3,484	DCC PLC	269,780
	9,447	General Electric Co.	864,401
	44,862	Honeywell International, Inc.	8,729,248
	1,000	Keihan Holdings Co. Ltd.	24,515
	44,136	Melrose Industries PLC	71,595
	2,154	Nisshinbo Holdings, Inc.	18,654



Shares		Description	Value

	Common Stocks – (continued)
	Industrial Conglomerates – (continued)
	15,653	Smiths Group PLC	$ 296,561

			13,302,675

	Insurance – 1.1%
	4,031	Admiral Group PLC	135,179
	35,406	Aegon NV	187,692
	8,024	Aflac, Inc.	516,665
	9,537	American International Group, Inc.	598,638
	20,619	Aon PLC Class A	6,714,165
	66,338	Arch Capital Group Ltd.*	3,212,086
	21,174	Arthur J. Gallagher & Co.	3,696,980
	2,868	ASR Nederland NV	133,895
	1,516	Assurant, Inc.	275,654
	29,840	Aviva PLC	176,561
	17,828	Beazley PLC	98,027
	3,933	Chubb Ltd.	841,269
	5,794	Cincinnati Financial Corp.	787,752
	4,900	Dai-ichi Life Holdings, Inc.	99,572
	79,242	Direct Line Insurance Group PLC	285,538
	971	Everest Re Group Ltd.	292,640
	76,089	Fidelity National Financial, Inc.	3,716,187
	50,893	First American Financial Corp.	3,298,884
	2,452	Globe Life, Inc.	246,671
	15,692	Japan Post Holdings Co. Ltd.	115,246
	1,188	Japan Post Insurance Co. Ltd.	20,689
	144,218	Legal & General Group PLC	511,309
	4,390	Lincoln National Corp.	286,930
	5,148	Loews Corp.	333,693
	2,423	Markel Corp.*	3,574,507
	4,652	Marsh & McLennan Cos., Inc.	792,794
	8,823	MetLife, Inc.	620,080
	1,500	MS&AD Insurance Group Holdings, Inc.	48,702
	4,846	Principal Financial Group, Inc.	355,745
	4,812	Prudential Financial, Inc.	568,634
	5,995	Sampo Oyj Class A	292,941
	1,291	Sompo Holdings, Inc.	56,727
	7,934	The Allstate Corp.	1,098,938
	5,518	The Hartford Financial Services Group, Inc.	396,248
	52,077	The Progressive Corp.	5,936,257
	2,990	The Travelers Cos., Inc.	546,363
	1,900	Tokio Marine Holdings, Inc.	110,567
	4,503	W.R. Berkley Corp.	299,855
	1,883	Willis Towers Watson PLC	444,802

			41,725,082

	Interactive Media & Services – 2.4%
	19,959	Alphabet, Inc. Class A*	55,512,965
	17,579	Auto Trader Group PLC^(a)	145,119
	26,156	IAC/InterActiveCorp.*	2,622,924
	900	Kakaku.com, Inc.	20,099
	4,165	Match Group, Inc.*	452,902
	144,521	Meta Platforms, Inc. Class A*	32,135,690
	9,574	Moneysupermarket.com Group PLC	23,812
	14,937	Rightmove PLC	123,449
	10,409	Trustpilot Group PLC*^(a)	19,667

			91,056,627

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Internet & Direct Marketing Retail – 0.2%
	2,228	Amazon.com, Inc.*	$ 7,263,169
	8,465	eBay, Inc.	484,706
	2,719	Etsy, Inc.*	337,917
	3,690	Moonpig Group PLC*	10,743
	20,717	Prosus NV*	1,117,223
	8,100	Rakuten Group, Inc.	63,688
	1,000	ZOZO, Inc.	26,705

			9,304,151

	IT Services – 1.5%
	20,390	Accenture PLC Class A	6,876,120
	577	Adyen NV*^(a)	1,142,860
	7,080	Akamai Technologies, Inc.*	845,281
	524	Alten SA	79,086
	9,326	Atos SE	254,660
	10,629	Automatic Data Processing, Inc.	2,418,523
	5,501	Broadridge Financial Solutions, Inc.	856,561
	1,986	Capgemini SE	440,699
	93,561	Capita PLC*	25,451
	6,878	Cognizant Technology Solutions Corp. Class A	616,750
	876	Computacenter PLC	33,679
	9,303	DXC Technology Co.*	303,557
	7,892	EPAM Systems, Inc.*	2,340,846
	7,414	Fidelity National Information Services, Inc.	744,514
	16,600	Finablr PLC*^(a)(b)	—
	7,395	Fiserv, Inc.*	749,853
	1,602	FleetCor Technologies, Inc.*	398,994
	1,563	Fujitsu Ltd.	234,178
	2,856	Gartner, Inc.*	849,546
	8,896	Genpact Ltd.	387,065
	4,139	Global Payments, Inc.	566,381
	1,000	GMO internet, Inc.	22,705
	15,416	International Business Machines Corp.	2,004,388
	1,596	Jack Henry & Associates, Inc.	314,492
	47,124	Mastercard, Inc. Class A	16,841,175
	3,803	NCC Group PLC	9,122
	1,354	NEC Corp.	56,883
	22,927	Nexi SpA*	264,571
	3,285	NTT Data Corp.	64,558
	1,300	Otsuka Corp.	46,093
	10,273	PayPal Holdings, Inc.*	1,188,072
	306	Reply SpA	50,274
	1,286	SCSK Corp.	21,991
	200	SHIFT, Inc.*	35,091
	900	TIS, Inc.	21,062
	1,881	VeriSign, Inc.*	418,447
	79,101	Visa, Inc. Class A	17,542,229
	11,898	Worldline SA*^(a)	516,375

			59,582,132

	Leisure Products – 0.0%
	3,385	Hasbro, Inc.	277,299
	600	Yamaha Corp.	26,074

			303,373



Shares		Description	Value

	Common Stocks – (continued)
	Life Sciences Tools & Services – 1.2%
	160,025	Avantor, Inc.*	$ 5,412,046
	587	Bio-Rad Laboratories, Inc. Class A*	330,616
	7,561	Bio-Techne Corp.	3,274,215
	13,452	Charles River Laboratories International, Inc.*	3,819,964
	41,786	Danaher Corp.	12,257,087
	5,649	Eurofins Scientific SE	558,815
	14,971	Illumina, Inc.*	5,230,867
	32,097	IQVIA Holdings, Inc.*	7,421,147
	3,672	Mettler-Toledo International, Inc.*	5,042,354
	4,515	PerkinElmer, Inc.	787,687
	5,735	QIAGEN N.V.*	281,015
	5,566	QIAGEN NV*	273,123
	2,764	Thermo Fisher Scientific, Inc.	1,632,557
	1,000	Waters Corp.*	310,390

			46,631,883

	Machinery – 0.2%
	2,720	Aalberts NV	140,967
	2,700	Amada Co. Ltd.	23,738
	948	ANDRITZ AG	43,782
	17,274	CNH Industrial NV	272,079
	2,055	Cummins, Inc.	421,501
	600	Daifuku Co. Ltd.	42,811
	8,487	Daimler Truck Holding AG*	235,387
	1,800	DMG Mori Co. Ltd.	24,383
	1,000	Ebara Corp.	55,471
	3,542	Fluidra SA	102,486
	5,869	Fortive Corp.	357,598
	5,291	GEA Group AG	216,864
	4,100	Hino Motors Ltd.	23,968
	1,521	Hitachi Construction Machinery Co. Ltd.	39,410
	100	Hoshizaki Corp.	6,860
	1,200	IHI Corp.	28,670
	9,016	IMI PLC	160,521
	6,883	Ingersoll Rand, Inc.	346,559
	2,203	Knorr-Bremse AG	168,875
	1,000	Kurita Water Industries Ltd.	36,911
	1,000	MISUMI Group, Inc.	29,771
	3,600	Mitsubishi Heavy Industries Ltd.	118,174
	2,442	Morgan Crucible Co. PLC	9,900
	1,162	Nabtesco Corp.	30,680
	1,100	NGK Insulators Ltd.	15,692
	1,409	Nordson Corp.	319,956
	5,100	NTN Corp.*	8,851
	6,189	Otis Worldwide Corp.	476,244
	14,507	Outotec Oyj	122,289
	1,683	Parker-Hannifin Corp.	477,568
	4,857	Pentair PLC	263,298
	62	Rational AG	42,701
	11,174	Rotork PLC	47,579
	1,497	Snap-on, Inc.	307,604
	1,100	Sumitomo Heavy Industries Ltd.	25,207
	700	The Japan Steel Works Ltd.	21,696
	1,100	Toyota Industries Corp.	75,871
	6,137	Valmet Oyj	190,483
	26,166	Wartsila OYJ Abp	238,918

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Machinery – (continued)
	4,053	Westinghouse Air Brake Technologies Corp.	$ 389,777

			5,961,100

	Marine – 0.0%
	371	Clarkson PLC	17,927
	3,200	Mitsui OSK Lines Ltd.	88,892
	1,300	Nippon Yusen KK	113,717

			220,536

	Media – 0.2%
	3,679	Ascential PLC*	16,751
	1,497	Charter Communications, Inc. Class A*	816,643
	34,466	Comcast Corp. Class A	1,613,698
	9,600	CyberAgent, Inc.	118,796
	1,609	Dentsu Group, Inc.	65,754
	2,669	Euromoney Institutional Investor PLC	34,435
	41,561	Fox Corp. Class A	1,639,582
	4,085	Future PLC	138,807
	800	Hakuhodo DY Holdings, Inc.	10,042
	50,606	ITV PLC*	54,160
	28,062	News Corp. Class A	621,573
	4,098	Omnicom Group, Inc.	347,838
	20,838	Pearson PLC	204,317
	12,634	ProSiebenSat.1 Media SE	160,928
	3,704	Publicis Groupe SA	224,809
	163,991	Sirius XM Holdings, Inc.	1,085,620
	1,100	TBS Holdings, Inc.	16,031
	9,604	The Interpublic Group of Cos., Inc.	340,462
	12,462	Trinity Mirror PLC	29,991
	9,700	WPP PLC	126,955

			7,667,192

	Metals & Mining – 0.2%
	41,447	Alcoa Corp.	3,731,473
	7,296	Anglo American PLC	379,117
	10,878	ArcelorMittal SA	348,467
	1,523	Endeavour Mining PLC	37,816
	7,048	Evraz PLC	7,489
	9,044	Ferrexpo PLC	21,958
	15,156	Freeport-McMoRan, Inc.	753,859
	75,407	Glencore PLC	490,651
	13,534	Hochschild Mining PLC	22,722
	9,600	Kobe Steel Ltd.	46,171
	700	Mitsui Mining & Smelting Co. Ltd.	19,126
	7,000	Nippon Steel Corp.	123,513
	4,222	Nucor Corp.	627,600
	2,999	Raspadskaya OJSC^(b)	—
	4,013	voestalpine AG	119,412

			6,729,374

	Multi-Utilities – 0.1%
	234,996	A2A SpA	402,494
	80,431	Centrica PLC*	84,135
	14,948	Consolidated Edison, Inc.	1,415,277



Shares		Description	Value

	Common Stocks – (continued)
	Multi-Utilities – (continued)
	8,085	DTE Energy Co.	$ 1,068,918
	27,690	Hera SpA	102,014
	29,183	National Grid PLC	448,490
	8,637	RWE AG	376,077

			3,897,405

	Multiline Retail – 0.1%
	21,438	B&M European Value Retail SA	149,986
	6,204	Dollar Tree, Inc.*	993,571
	2,500	Isetan Mitsukoshi Holdings Ltd.	19,675
	7,218	J. Front Retailing Co. Ltd.	58,556
	2,933	Next PLC	230,682
	5,700	Ryohin Keikaku Co. Ltd.	66,115
	8,830	Target Corp.	1,873,903

			3,392,488

	Oil, Gas & Consumable Fuels – 1.3%
	19,439	APA Corp.	803,414
	102,293	BP PLC	501,479
	88,483	Chevron Corp.	14,407,687
	11,140	ConocoPhillips	1,114,000
	400	Cosmo Energy Holdings Co. Ltd.	8,568
	17,513	Devon Energy Corp.	1,035,544
	5,697	Diamondback Energy, Inc.	780,945
	4,776	DTE Midstream LLC*	259,146
	31,999	Eni SpA	466,648
	5,759	EOG Resources, Inc.	686,646
	195,674	Exxon Mobil Corp.	16,160,716
	13,628	Harbour Energy PLC*	86,161
	1,100	Idemitsu Kosan Co. Ltd.	30,322
	10,700	Inpex Corp.	125,803
	200	Iwatani Corp.	8,429
	114,099	Kinder Morgan, Inc.	2,157,612
	32,408	Marathon Oil Corp.	813,765
	20,847	Marathon Petroleum Corp.	1,782,418
	8,196	Neste Oyj	373,681
	12,620	Occidental Petroleum Corp.	716,059
	2,365	OMV AG	113,005
	19,959	ONEOK, Inc.	1,409,704
	11,427	Phillips 66	987,179
	5,237	Pioneer Natural Resources Co.	1,309,407
	86,455	Repsol SA	1,132,491
	20,227	Shell PLC	554,396
	55,710	TotalEnergies SE	2,818,899
	11,445	Valero Energy Corp.	1,162,125

			51,806,249

	Paper & Forest Products – 0.0%
	5,952	Oji Holdings Corp.	29,529
	9,741	Stora Enso Oyj Class R	191,093

			220,622

	Personal Products – 0.2%
	2,135	Beiersdorf AG	224,290
	500	Fancl Corp. Class C	11,138
	200	Kose Corp.	20,925
	2,991	L’Oreal SA	1,194,740
	1,700	Pola Orbis Holdings, Inc.	22,136
	2,100	Shiseido Co. Ltd.	106,068

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Personal Products – (continued)
	18,357	The Estee Lauder Cos., Inc. Class A	$ 4,998,978

			6,578,275

	Pharmaceuticals – 1.3%
	4,506	Astellas Pharma, Inc.	70,406
	8,906	AstraZeneca PLC	1,181,051
	20,032	Bayer AG	1,370,170
	33,875	Bristol-Myers Squibb Co.	2,473,891
	2,526	Chugai Pharmaceutical Co. Ltd.	84,289
	4,000	Daiichi Sankyo Co. Ltd.	87,348
	1,300	Eisai Co. Ltd.	60,227
	37,348	Eli Lilly & Co.	10,695,347
	58,068	GlaxoSmithKline PLC	1,256,414
	2,416	Hikma Pharmaceuticals PLC	65,179
	18,191	Indivior PLC*	66,958
	991	Ipsen SA	124,048
	116,191	Johnson & Johnson	20,592,531
	2,200	Kyowa Kirin Co. Ltd.	51,181
	114,589	Merck & Co., Inc.	9,402,027
	5,135	Merck KGaA	1,072,365
	400	Nippon Shinyaku Co. Ltd.	27,196
	1,561	Orion Oyj Class B	70,896
	2,101	Otsuka Holdings Co. Ltd.	72,585
	39,060	Pfizer, Inc.	2,022,136
	3,841	Recordati Industria Chimica e Farmaceutica SpA	192,585
	4,679	Santen Pharmaceutical Co. Ltd.	46,783
	3,900	Shionogi & Co. Ltd.	239,629
	1,174	Sumitomo Dainippon Pharma Co. Ltd.	11,582
	6,343	Takeda Pharmaceutical Co. Ltd.	180,726
	2,951	UCB SA	352,930
	27,742	Viatris, Inc.	301,833

			52,172,313

	Professional Services – 0.3%
	8,571	Booz Allen Hamilton Holding Corp.	752,877
	11,790	CACI International, Inc. Class A*	3,551,855
	13,298	Equifax, Inc.	3,152,956
	2,693	Intertek Group PLC	183,710
	2,957	Jacobs Engineering Group, Inc.	407,504
	3,551	Leidos Holdings, Inc.	383,579
	200	Meitec Corp.	10,834
	16,746	Nielsen Holdings PLC	456,161
	4,000	Outsourcing, Inc.	41,215
	900	Persol Holdings Co. Ltd.	20,166
	22,145	RELX PLC	689,102
	2,635	Robert Half International, Inc.	300,864
	400	TechnoPro Holdings, Inc.	10,806
	2,815	Wolters Kluwer NV	300,097

			10,261,726

	Real Estate Management & Development – 0.1%
	2,100	Aeon Mall Co. Ltd.	27,945
	17,015	Aroundtown SA	97,230
	5,296	CBRE Group, Inc. Class A*	484,690
	500	Daito Trust Construction Co. Ltd.	53,072
	1,500	Daiwa House Industry Co. Ltd.	39,103
	7,873	Grainger PLC	30,026



Shares		Description	Value

	Common Stocks – (continued)
	Real Estate Management & Development – (continued)
	9,800	Hulic Co. Ltd.	$ 87,920
	8,051	IWG PLC*	27,543
	1,245	LEG Immobilien SE	141,778
	4,100	Mitsubishi Estate Co. Ltd.	61,051
	7,600	Mitsui Fudosan Co. Ltd.	162,658
	2,955	Savills PLC	42,969
	4,400	TAG Immobilien AG	99,633
	600	Tokyo Tatemono Co. Ltd.	8,991
	2,400	Tokyu Fudosan Holdings Corp.	13,172
	16,910	Vonovia SE	788,182

			2,165,963

	Road & Rail – 0.3%
	20,711	CSX Corp.	775,627
	9,144	FirstGroup PLC*	13,315
	400	Hitachi Transport System Ltd.	21,945
	40,457	Knight-Swift Transportation Holdings, Inc.	2,041,460
	1,000	Kyushu Railway Co.	20,426
	15,430	Landstar System, Inc.	2,327,307
	300	Nippon Express Holdings, Inc.	20,610
	15,844	Norfolk Southern Corp.	4,519,026
	2,714	Northgate PLC	15,402
	1,000	Odakyu Electric Railway Co. Ltd.	16,575
	1,546	Old Dominion Freight Line, Inc.	461,759
	3,000	Seibu Holdings, Inc.	31,025
	1,300	Tokyu Corp.	16,866
	4,430	Union Pacific Corp.	1,210,320

			11,491,663

	Semiconductors & Semiconductor Equipment – 0.8%
	4,400	Advantest Corp.	343,525
	7,697	Applied Materials, Inc.	1,014,465
	4,140	BE Semiconductor Industries NV	352,907
	2,763	Broadcom, Inc.	1,739,806
	200	Disco Corp.	55,928
	45,476	Infineon Technologies AG	1,538,453
	31,022	Intel Corp.	1,537,450
	1,381	Lam Research Corp.	742,440
	14,267	Microchip Technology, Inc.	1,072,022
	22,152	Micron Technology, Inc.	1,725,419
	906	Monolithic Power Systems, Inc.	440,026
	29,017	NXP Semiconductors NV	5,370,466
	2,750	Qorvo, Inc.*	341,275
	19,750	Renesas Electronics Corp.*	228,843
	2,000	Rohm Co. Ltd.	155,280
	1,166	SCREEN Holdings Co. Ltd.	116,221
	2,952	Skyworks Solutions, Inc.	393,443
	20,500	STMicroelectronics NV	887,661
	3,736	Sumco Corp.	61,139
	6,788	Teradyne, Inc.	802,545
	58,483	Texas Instruments, Inc.	10,730,461
	443	Ulvac, Inc.	22,530

			29,672,305

	Software – 3.6%
	29,489	Adobe, Inc.*	13,435,778
	2,632	Autodesk, Inc.*	564,169
	5,105	Bytes Technology Group PLC	33,383
	3,520	Cadence Design Systems, Inc.*	578,899
	1,684	Fortinet, Inc.*	575,490

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Software – (continued)
	7,089	HubSpot, Inc.*	$ 3,366,850
	16,469	Intuit, Inc.	7,918,954
	7,678	Micro Focus International PLC	40,567
	215,541	Microsoft Corp.	66,453,446
	1,332	Nemetschek SE	127,917
	23,748	NortonLifeLock, Inc.	629,797
	120,049	Oracle Corp. (Software)	9,927,624
	1,046	Paycom Software, Inc.*	362,313
	5,124	PTC, Inc.*	551,957
	63,624	salesforce.com, Inc.*	13,508,648
	2,500	Sansan, Inc.*	28,046
	25,520	SAP SE	2,828,334
	13,439	ServiceNow, Inc.*	7,484,045
	13,607	Synopsys, Inc.*	4,534,805
	44,577	The Sage Group PLC	408,445
	700	Trend Micro, Inc.	40,879
	1,731	Tyler Technologies, Inc.*	770,105
	17,827	Workday, Inc. Class A*	4,268,853

			138,439,304

	Specialty Retail – 0.5%
	1,100	ABC-Mart, Inc.	41,462
	3,086	Advance Auto Parts, Inc.	638,679
	4,682	Auto1 Group SE*^(a)	53,194
	530	AutoZone, Inc.*	1,083,627
	5,850	Bath & Body Works, Inc.	279,630
	3,926	Best Buy Co., Inc.	356,873
	18,874	Currys PLC	22,382
	2,398	Dunelm Group PLC	34,170
	300	Fast Retailing Co. Ltd.	153,797
	10,435	Frasers Group PLC*	86,363
	41,565	Industria de Diseno Textil SA	906,324
	40,383	JD Sports Fashion PLC	77,815
	23,187	Kingfisher PLC	77,390
	14,424	Lowe’s Cos., Inc.	2,916,389
	821	O’Reilly Automotive, Inc.*	562,352
	16,599	Pets at Home Group Plc	78,414
	4,729	Ross Stores, Inc.	427,785
	404	Shimamura Co. Ltd.	35,907
	16,201	The Home Depot, Inc.	4,849,445
	93,711	The TJX Cos., Inc.	5,677,012
	2,593	WH Smith PLC*	48,432

			18,407,442

	Technology Hardware, Storage & Peripherals – 1.8%
	389,862	Apple, Inc.	68,073,804
	862	Brother Industries Ltd.	15,676
	8,425	Canon, Inc.	205,351
	5,032	FUJIFILM Holdings Corp.	307,153
	25,759	Hewlett Packard Enterprise Co.	430,433
	14,716	HP, Inc.	534,191
	12,490	Konica Minolta, Inc.	52,429
	4,739	NetApp, Inc.	393,337
	6,204	Ricoh Co. Ltd.	53,725
	2,919	Seiko Epson Corp.	43,852
	7,225	Western Digital Corp.*	358,721

			70,468,672



Shares		Description	Value

	Common Stocks – (continued)
	Textiles, Apparel & Luxury Goods – 0.4%
	1,999	adidas AG	$ 465,819
	2,300	Asics Corp.	44,383
	9,325	Burberry Group PLC	203,562
	3,869	Carter’s, Inc.	355,909
	38	Christian Dior SE	25,786
	11,614	Dr. Martens Plc	36,109
	1,826	HUGO BOSS AG	105,346
	1,737	Kering SA	1,096,615
	76,518	NIKE, Inc. Class B	10,296,262
	5,813	PVH Corp.	445,334
	4,292	Ralph Lauren Corp.	486,884
	15,384	Tapestry, Inc.	571,516
	34,016	Under Armour, Inc. Class A*	578,952
	6,789	VF Corp.	386,022

			15,098,499

	Trading Companies & Distributors – 0.1%
	6,617	Ashtead Group PLC	416,635
	3,038	Bunzl PLC	117,817
	7,493	Fastenal Co.	445,084
	3,217	Ferguson PLC	435,838
	26,699	Howden Joinery Group PLC	267,658
	1,323	IMCD NV	225,694
	3,247	ITOCHU Corp.	109,833
	6,132	Marubeni Corp.	71,206
	4,235	Mitsubishi Corp.	158,926
	4,381	Mitsui & Co. Ltd.	118,923
	2,106	MonotaRO Co. Ltd.	45,200
	4,689	Rexel SA	100,100
	1,200	Sojitz Corp.	19,735
	9,960	Travis Perkins PLC	160,613
	702	W.W. Grainger, Inc.	362,085

			3,055,347

	Transportation Infrastructure – 0.0%
	8,439	Atlantia SpA*	175,468
	400	Japan Airport Terminal Co. Ltd.*	18,219
	700	Kamigumi Co. Ltd.	12,566

			206,253

	Water Utilities – 0.0%
	6,704	Pennon Group PLC	94,354
	10,455	United Utilities Group PLC	153,955

			248,309

	Wireless Telecommunication Services – 0.2%
	11,786	Airtel Africa PLC^(a)	21,516
	7,845	Freenet AG	209,940
	4,500	KDDI Corp.	147,540
	11,900	SoftBank Corp.	138,791
	7,400	SoftBank Group Corp.	330,851
	52,869	T-Mobile US, Inc.*	6,785,736
	173,072	Vodafone Group PLC	283,801

			7,918,175

	TOTAL COMMON STOCKS (Cost $1,108,698,663)		$1,247,755,501

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Exchange Traded Funds – 22.8%
	1,695,973	Invesco Senior Loan ETF	$ 36,921,332
	3,429,567	iShares 5-10 Year Investment Grade Corporate Bond ETF	188,180,341
	8,536,127	iShares Core MSCI Emerging Markets ETF	474,181,855
	44,300	iShares JP Morgan USD Emerging Markets Bond ETF	4,330,768
	1,656,267	SPDR Blackstone Senior Loan ETF	74,465,765
	974,040	SPDR Bloomberg Convertible Securities ETF	74,952,378
	625,358	Vaneck Fallen Angel High Yield Bond ETF	19,010,883
	92,700	Vanguard Real Estate ETF	10,045,899

	TOTAL EXCHANGE TRADED FUNDS (Cost $887,439,324)		$ 882,089,221


Shares		Dividend Rate	Value

	Preferred Stocks – 0.0%
	Auto Manufacturers – 0.0%
	Volkswagen AG
	3,036	3.250%	$ 521,741
	(Cost $603,919)



	Investment Company^(c) – 39.3%
	Goldman Sachs Financial Square Government Fund - Institutional Shares
	1,523,230,259	0.253%	$1,523,230,259
	(Cost $1,523,230,259)

	TOTAL INVESTMENTS – 94.3% (Cost $3,519,972,165)		$3,653,596,722

	OTHER ASSETS IN EXCESS OF LIABILITIES – 5.7%		221,099,629

	NET ASSETS – 100.0%		$3,874,696,351



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)		Significant unobservable inputs were used in the valuation of this fund security; i.e., Level 3.

(c)		Represents an affiliated issuer.



Currency Abbreviations:
AUD		— Australian Dollar
BRL		— Brazilian Real
CAD		— Canadian Dollar
CHF		— Swiss Franc
CZK		— Czech Koruna
EUR		— Euro
GBP		— British Pound
HKD		— Hong Kong Dollar
HUF		— Hungarian Forint
IDR		— Indonesian Rupiah
ILS		— Israeli Shekel
INR		— Indian Rupee
JPY		— Japanese Yen
KRW		— South Korean Won
MXN		— Mexican Peso
NZD		— New Zealand Dollar
PHP		— Philippine Peso
PLN		— Polish Zloty
RUB		— Russian Ruble
SEK		— Swedish Krona
THB		— Thai Baht
TWD		— Taiwan Dollar
USD		— U.S. Dollar
ZAR		— South African Rand

Investment Abbreviations:
BP		— British Pound Offered Rate
ETF		— Exchange Traded Fund
LLC		— Limited Liability Company
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.

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At March 31, 2022, 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

JPMorgan Chase Bank NA	BRL	40,690,000	USD	8,138,418		05/03/22	$	329,306
	IDR	162,396,240,000	USD	11,308,930		05/05/22		853
	MXN	80,260,000	USD	3,930,825		04/27/22		85,303
	USD	50,918,646	GBP	38,590,000		04/27/22		233,787
	USD	54,654,797	JPY	6,510,540,000		04/27/22		1,147,599
	USD	21,825,831	TWD	619,930,000		05/04/22		156,019
	ZAR	73,190,000	USD	4,895,615		04/28/22		95,218

TOTAL							$	2,048,085


FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

Counterparty	Currency Purchased		Currency Sold		Settlement Date		Unrealized Loss

JPMorgan Chase Bank NA	CAD	24,320,000	USD	19,543,210		04/27/22	$	(92,161	)
	IDR	64,749,860,000	USD	4,510,331		05/05/22		(948	)
	USD	4,321,216	CAD	5,440,000		04/27/22		(29,676	)
	USD	32,111,588	CHF	29,830,000		04/27/22		(199,591	)
	USD	5,066,673	CZK	113,900,000		04/27/22		(78,380	)
	USD	98,358,497	EUR	88,990,000		04/27/22		(164,781	)
	USD	5,792,951	HUF	1,969,740,000		04/27/22		(116,192	)
	USD	9,408,238	ILS	30,290,000		04/27/22		(87,818	)
	USD	7,217,074	INR	553,730,000		05/04/22		(36,936	)
	USD	17,068,268	KRW	20,769,010,000		05/03/22		(16,175	)
	USD	4,974,266	NZD	7,210,000		04/27/22		(20,580	)
	USD	36,565,244	PHP	1,926,160,000		05/03/22		(558,754	)
	USD	5,206,451	PLN	22,210,000		04/27/22		(65,946	)
	USD	10,549,825	SEK	99,540,000		04/27/22		(41,981	)

TOTAL							$	(1,509,919	)

FUTURES CONTRACTS — At March 31, 2022, the Fund had the following futures contracts:


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

Long position contracts:
Amsterdam Exchanges Index	4	04/14/22	$	640,749	$	2,920
Brent Crude	67	04/29/22		7,015,570		(948,720	)
CAC40 Index	38	04/14/22		2,798,646		19,996
Chicago SRW Wheat	29	05/13/22		1,458,700		249,275
Coffee “C”	7	05/18/22		594,300		(60,556	)
Copper	82	05/26/22		9,739,550		267,585
Corn	190	05/13/22		7,113,125		952,714
Cotton No.2	49	05/06/22		3,324,405		311,229
E-mini Russell 2000 Index	43	06/17/22		4,442,760		2,808
Euro Stoxx 50 Index	4,495	06/17/22		190,102,217		951,051
FTSE 100 Index	760	06/17/22		74,738,255		3,501,352
FTSE/JSE Top 40 Index	130	06/15/22		6,127,993		239,736

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS (continued)


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

Long position contracts: (continued)
Gasoline RBOB	38	04/29/22	$	5,028,836		$	(604,641	)
Gold 100 Oz	198	06/28/22		38,689,200			(662,327	)
IBEX 35 Index	10	04/14/22		931,009			10,907
Lead	156	04/14/22		9,445,800			375,949
Lead	128	05/16/22		7,750,400			(94,400	)
Lean Hogs	63	06/14/22		3,039,750			171,429
Low Sulphur Gas Oil	31	05/12/22		3,124,800			(354,623	)
Nasdaq 100 E-Mini Index	21	06/17/22		6,244,875			(7,483	)
Natural Gas	68	04/27/22		3,836,560			428,501
Nickel	50	04/14/22		9,634,500			2,594,100
Nickel	22	05/16/22		4,236,540			(2,111,736	)
NY Harbor ULSD	19	04/29/22		2,681,998			(276,986	)
OMXS 30 Index	16	04/13/22		354,803			(1,293	)
Primary Aluminum	117	04/14/22		10,189,559			1,013,197
Primary Aluminum	54	05/16/22		4,707,599			(346,127	)
Primary Aluminum	9	06/13/22		785,588			115,931
S&P 400 E-Mini Index	15	06/17/22		4,033,800			42,862
S&P Toronto Stock Exchange 60 Index	61	06/16/22		12,853,354			307,498
Set 50 Index	1,469	06/29/22		8,983,653			114,867
Silver	50	05/26/22		6,283,250			(134,944	)
Soybean	144	05/13/22		11,651,400			140,276
Sugar No.11	168	04/29/22		3,667,238			32,373
Topix Index	222	06/09/22		35,495,564			2,725,986
WTI Crude Oil	117	04/20/22		11,732,760			(1,674,619	)
Zinc	87	04/14/22		9,162,187			1,260,375
Zinc	69	05/16/22		7,249,313			127,650
Zinc	7	06/13/22		732,988			116,725

Total						$	8,798,837

Short position contracts:
10 Year German Euro-Bund	(180)	06/08/22		(31,593,166	)		642,503
10 Year U.K. Long Gilt	(122)	06/28/22		(19,428,957	)		106,982
10 Year U.S. Treasury Notes	(351)	06/21/22		(43,129,125	)		818,575
2 Year U.S. Treasury Notes	(132)	06/30/22		(27,973,688	)		333,850
20 Year U.S. Treasury Bonds	(127)	06/21/22		(19,057,938	)		202,802
5 Year German Euro-Bobl	(119)	06/08/22		(16,963,610	)		253,247
5 Year U.S. Treasury Notes	(210)	06/30/22		(24,084,375	)		461,494
ASX 90 Day Bank Accepted Bills	(56)	06/09/22		(41,839,818	)		(6,027	)
ASX 90 Day Bank Accepted Bills	(187)	09/08/22		(139,423,344	)		129,192
ASX 90 Day Bank Accepted Bills	(166)	12/08/22		(123,602,198	)		178,982
Australian 10 Year Government Bonds	(102)	06/15/22		(9,673,868	)		329,580
Bank Accept Index	(191)	06/13/22		(37,494,531	)		100,405
Bank Accept Index	(176)	09/19/22		(34,310,603	)		206,598
Bank Accept Index	(152)	12/19/22		(29,511,819	)		204,519
Canada 10 Year Government Bonds	(95)	06/21/22		(9,921,369	)		233,908
Cattle Feeder	(62)	05/26/22		(5,163,050	)		(42,422	)
CBOE Volatility Index	(133)	04/20/22		(3,121,377	)		612,123
CBOE Volatility Index	(126)	05/18/22		(3,148,450	)		326,600
CBOE Volatility Index	(101)	06/15/22		(2,573,207	)		419,784
DAX Index	(8)	06/17/22		(3,193,301	)		8,003
Euro Buxl 30 Year Bonds	(29)	06/08/22		(5,973,527	)		169,183
Eurodollars	(743)	06/13/22		(189,891,030	)		676,987
Eurodollars	(449)	09/19/22		(113,799,927	)		943,409
Eurodollars	(386)	12/19/22		(97,631,039	)		1,071,116
Eurodollars	(366)	03/13/23		(92,537,083	)		1,211,129
Eurodollars	(369)	06/19/23		(93,019,477	)		1,233,270
Eurodollars	(343)	09/18/23		(86,324,024	)		953,434
Eurodollars	(340)	12/18/23		(85,478,713	)		785,478
Eurodollars	(338)	03/18/24		(85,023,321	)		595,481

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS (continued)


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

Short position contracts: (continued)
Euro-Schatz	(306)	06/08/22	$	(37,485,173	)	$	180,103
French 10 Year Government Bonds	(61)	06/08/22		(10,224,082	)		188,426
H-Shares Index	(42)	04/28/22		(2,016,277	)		(67,784	)
Hang Seng Index	(29)	04/28/22		(4,070,507	)		(63,082	)
Italian 10 Year Government Bonds	(75)	06/08/22		(11,475,405	)		194,538
Japan 10 Year Government Bonds	(34)	06/13/22		(41,808,773	)		140,232
Kospi2 Index	(21)	06/09/22		(1,584,031	)		(45,707	)
Lead	(156)	04/14/22		(9,445,800	)		6,884
Lead	(62)	05/16/22		(3,754,100	)		(214,182	)
Live Cattle	(47)	06/30/22		(2,577,950	)		(68,623	)
Nickel	(50)	04/14/22		(9,634,500	)		2,477,964
Nickel	(18)	05/16/22		(3,466,260	)		(426,547	)
Primary Aluminum	(117)	04/14/22		(10,189,559	)		476,434
Primary Aluminum	(6)	05/16/22		(523,066	)		1,761
Primary Aluminum	(9)	06/13/22		(785,587	)		(54,259	)
S&P 500 E-Mini Index	(341)	06/17/22		(77,249,288	)		(6,182,296	)
Zinc	(87)	04/14/22		(9,162,187	)		(256,326	)
Zinc	(11)	05/16/22		(1,155,687	)		(92,579	)
Zinc	(7)	06/13/22		(732,987	)		(97,326	)

Total						$	9,257,816

TOTAL FUTURES CONTRACTS						$	18,056,653

SWAP CONTRACTS — At March 31, 2022, the Fund had the following swap contracts:

CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS


Referenced Obligation/Index	Financing Rate Received/(Paid) by the Fund^(a)		Credit Spread at March 31, 2022^(b)		Termination Date		Notional Amount (000s)		Value		Upfront Premiums (Received) Paid		Unrealized Appreciation/ (Depreciation)

Protection Sold:
CDX.NA.IG Index 38		1.000%		0.671%		06/20/27	$	235,900	$	3,833,176	$	3,327,177	$	505,999
CDX.NA.IG Index 38		5.000		3.765		06/20/27		46,300		2,561,676		2,596,095		(34,419	)
ICE CD ITXEB 37		1.000		0.728		06/20/27	EUR	206,200		3,216,938		2,548,880		668,058
ICE CD ITXEB 37		5.000		3.380		06/20/27		26,550		2,197,368		1,770,365		427,003

TOTAL									$	11,809,158	$	10,242,517	$	1,566,641

(a)

Payments made quarterly.

(b)

Credit spread on the referenced obligation, together with the term of the swap contract, are indicators of payment/performance risk. The likelihood of a credit event occurring which would require a fund or its counterparty to make a payment or otherwise be required to perform under the swap contract is generally greater as the credit spread and the term of the swap contract increase.

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS^#


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

AMZX Index	1M SOFR + 0.74%	BofA Securities LLC	6/13/2022	$	2,878	$	209,488		$	209,488
BCOMRS Index	—	JPMorgan Securities, Inc.	8/12/2022		3,469		(50,072	)		(50,072	)
JPGSGLHN Index^(b)	1M LIBOR + 0.17	JPMorgan Securities, Inc.	8/25/2022		49,510		2,238,987			2,238,987
JPGSGLMN Index	1M LIBOR + 0.17	JPMorgan Securities, Inc.	8/25/2022		19,976		1,700,055			1,700,055
JPGSGLTN Index^(c)	1M LIBOR + 0.17	JPMorgan Securities, Inc.	8/25/2022		39,148		3,491,724			3,491,724
JPGSMARB Index^(d)	1M SOFR +0.91	JPMorgan Securities, Inc.	8/11/2022		50,219		751,049			751,049
MSCI Index	1M SOFR +0.13	JPMorgan Securities, Inc.	11/3/2022		11,976		751,049			1,122,603
MSCI Index	1M SOFR +0.91	JPMorgan Securities, Inc.	2/10/2023		43,442		751,049			4,059,214
NDUGWI Index	1M SOFR +0.225	JPMorgan Securities, Inc.	7/13/2022		9,313		898,057			898,057
NDUGWI Index	1M SOFR +0.12	JPMorgan Securities, Inc.	8/10/2022		62,705		6,050,009			6,050,009
NDUGWI Index	1M SOFR +0.02	JPMorgan Securities, Inc.	6/10/2022		53,000		5,116,480			5,116,480
SXXGT Index	1M EURIBOR + 0.05	JPMorgan Securities, Inc.	09/19/22		53,717		(2,833,535	)		(2,833,535	)
TUKXGIndex	1M SONIA + 0.255	JPMorgan Securities, Inc.	12/16/22		16,040		(1,040,227	)		(1,040,227	)
MSCI Index	1M SOFR + 0.03	JPMorgan Securities, Inc.	01/13/23		57,060		(3,800,148	)		(3,800,148	)
RUSSEL Index	1M SOFR + 0.37	Bank of America Securities LLC	02/02/23		66,838		27,955			27,955
MSCI Index	1M SOFR - 0.06	Bank of America Securities LLC	02/10/23		153,224		(10,201,529	)		(10,201,529	)
MSCI Index	1M SOFR - 0.055	JPMorgan Securities, Inc.	02/14/23		10,444		(695,928	)		(695,928	)
MSCI Index	1M SOFR - 0.055	JPMorgan Securities, Inc.	02/28/23		154,916		(10,319,225	)		(10,319,225	)
MSCI Index	1M SOFR - 0.05	JPMorgan Securities, Inc.	03/10/23		55,178		(3,677,008	)		(3,677,008	)

TOTAL						$	(6,952,051	)	$	(6,952,051	)

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

There are no upfront payments on the swap contracts (s), therefore the unrealized gain (loss) on the swap contracts is equal to their market value.

(a)

Payments made monthly.

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

(b)

The top 50 components are shown below.


A basket (JPGSGLHN) of common stocks

Common Stocks	Sector	Shares		Value		Weight

UnitedHealth Group Inc	Health Care		298	$	152,061		6.79	%
Johnson & Johnson	Health Care		833		147,711		6.6
Pfizer Inc	Health Care		1,777		91,993		4.11
AbbVie Inc	Health Care		560		90,730		4.05
Roche Holding AG	Health Care		241		88,387		3.95
Thermo Fisher Scientific Inc	Health Care		125		73,683		3.29
Eli Lilly & Co	Health Care		251		71,982		3.21
Novartis AG	Health Care		836		67,906		3.03
Abbott Laboratories	Health Care		560		66,259		2.96
Merck & Co Inc	Health Care		800		65,613		2.93
AstraZeneca PLC	Health Care		6		65,178		2.91
Danaher Corp	Health Care		201		59,094		2.64
Novo Nordisk A/S	Health Care		78		58,101		2.59
Bristol-Myers Squibb Co	Health Care		690		50,395		2.25
Medtronic PLC	Health Care		426		47,228		2.11
Amgen Inc	Health Care		178		43,122		1.93
CVS Health Corp	Health Care		415		42,055		1.88
Anthem Inc	Health Care		77		37,745		1.69
Sanofi	Health Care		402		37,231		1.66
GlaxoSmithKline PLC	Health Care		21		34,257		1.53
Intuitive Surgical Inc	Health Care		113		34,167		1.53
CSL Ltd	Health Care		114		30,471		1.36
Stryker Corp	Health Care		106		28,417		1.27
Zoetis Inc	Health Care		150		28,248		1.26
Cigna Corp	Health Care		102		24,498		1.09
Becton Dickinson and Co	Health Care		90		23,981		1.07
Gilead Sciences Inc	Health Care		397		23,609		1.05
Regeneron Pharmaceuticals Inc	Health Care		34		23,596		1.05
Edwards Lifesciences Corp	Health Care		198		23,268		1.04
Bayer AG	Health Care		344		21,354		0.95
Vertex Pharmaceuticals Inc	Health Care		81		21,033		0.94
Boston Scientific Corp	Health Care		451		19,981		0.89
Moderna Inc	Health Care		112		19,237		0.86
HCA Healthcare Inc	Health Care		76		19,002		0.85
Humana Inc	Health Care		41		17,708		0.79
Illumina Inc	Health Care		49		17,289		0.77
Lonza Group AG	Health Care		25		17,185		0.77
Dexcom Inc	Health Care		31		15,698		0.7
Centene Corp	Health Care		185		15,552		0.69
IDEXX Laboratories Inc	Health Care		27		14,686		0.66
McKesson Corp	Health Care		47		14,518		0.65
Takeda Pharmaceutical Co Ltd	Health Care		4		14,399		0.64
IQVIA Holdings Inc	Health Care		60		13,984		0.62
Hoya Corp	Health Care		1		13,494		0.6
Daiichi Sankyo Co Ltd	Health Care		5		12,760		0.57
Alcon Inc	Health Care		172		12,643		0.56
Agilent Technologies Inc	Health Care		95		12,583		0.56
Baxter International Inc	Health Care		159		12,291		0.55
ResMed Inc	Health Care		46		11,227		0.5
Align Technology Inc	Health Care		23		10,122		0.45

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

(c)

The top 50 components are shown below.


A basket (JPGSGLTN) of common stocks

Common Stocks	Sector	Shares		Value		Weight

NVIDIA Corp	Information Technology		977	$	266,704		7.64	%
Apple Inc	Information Technology		1,448		252,809		7.24
Microsoft Corp	Information Technology		782		241,094		6.90
ASML Holding NV	Information Technology		220		133,972		3.84
Broadcom Inc	Information Technology		202		127,054		3.64
Cisco Systems Inc	Information Technology		2,061		114,932		3.29
Adobe Inc	Information Technology		231		105,031		3.01
Accenture PLC	Information Technology		309		104,159		2.98
Salesforce Inc	Information Technology		481		102,206		2.93
Intel Corp	Information Technology		1,990		98,626		2.82
Advanced Micro Devices Inc	Information Technology		799		87,357		2.50
QUALCOMM Inc	Information Technology		551		84,170		2.41
Texas Instruments Inc	Information Technology		451		82,813		2.37
Intuit Inc	Information Technology		138		66,542		1.91
PayPal Holdings Inc	Information Technology		569		65,845		1.89
Oracle Corp	Information Technology		770		63,702		1.82
SAP SE	Information Technology		591		59,739		1.71
Applied Materials Inc	Information Technology		434		57,197		1.64
International Business Machines Corp	Information Technology		438		56,985		1.63
ServiceNow Inc	Information Technology		98		54,432		1.56
Automatic Data Processing Inc	Information Technology		205		46,709		1.34
Keyence Corp	Information Technology		1		44,174		1.27
Micron Technology Inc	Information Technology		547		42,625		1.22
Analog Devices Inc	Information Technology		257		42,407		1.21
Tokyo Electron Ltd	Information Technology		1		39,932		1.14
Shopify Inc	Information Technology		45		37,856		1.08
Lam Research Corp	Information Technology		68		36,652		1.05
Adyen NV	Information Technology		17		30,259		0.87
Fidelity National Information Services I	Information Technology		298		29,884		0.86
Fiserv Inc	Information Technology		290		29,446		0.84
KLA Corp	Information Technology		74		26,962		0.77
Synopsys Inc	Information Technology		75		24,991		0.72
NXP Semiconductors NV	Information Technology		130		24,054		0.69
Autodesk Inc	Information Technology		107		23,043		0.66
Cognizant Technology Solutions Corp	Information Technology		257		23,018		0.66
Fortinet Inc	Information Technology		66		22,664		0.65
Cadence Design Systems Inc	Information Technology		135		22,275		0.64
Amphenol Corp	Information Technology		293		22,056		0.63
Infineon Technologies AG	Information Technology		706		21,864		0.63
Paychex Inc	Information Technology		157		21,414		0.61
Murata Manufacturing Co Ltd	Information Technology		3		20,928		0.60
TE Connectivity Ltd	Information Technology		159		20,840		0.60
Microchip Technology Inc	Information Technology		272		20,417		0.58
Motorola Solutions Inc	Information Technology		83		19,992		0.57
HP Inc	Information Technology		529		19,208		0.55
Global Payments Inc	Information Technology		139		19,043		0.55
Capgemini SE	Information Technology		87		17,542		0.50
Dassault Systemes SE	Information Technology		375		16,759		0.48
Constellation Software Inc/Canada	Information Technology		8		16,543		0.47
Arista Networks Inc	Information Technology		110		15,236		0.44

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

(d)

The top 50 components are shown below.


A basket (JPGSMARB) of common stocks

Common Stocks	Sector	Shares		Value		Weight

Sanderson Farms Inc	Consumer Staples		151	$	28,329		3.77	%
Tenneco Inc	Consumer Discretionary		1,528		27,995		3.73
Ortho Clinical Diagnostics Holdings PLC	Health Care		1,491		27,833		3.71
South Jersey Industries Inc	Utilities		804		27,768		3.70
Aerojet Rocketdyne Holdings Inc	Industrials		705		27,726		3.69
First Horizon Corp	Financials		1,171		27,512		3.66
Houghton Mifflin Harcourt Co	Consumer Discretionary		1,309		27,495		3.66
Veoneer Inc	Consumer Discretionary		744		27,482		3.66
Activision Blizzard Inc	Communication Services		343		27,464		3.66
Mimecast Ltd	Information Technology		345		27,458		3.66
Shaw Communications Inc	Communication Services		707		27,450		3.65
Alleghany Corp	Financials		32		27,436		3.65
Anaplan Inc	Information Technology		422		27,426		3.65
Cornerstone Building Brands Inc	Industrials		1,127		27,419		3.65
Cerner Corp	Health Care		293		27,412		3.65
Bottomline Technologies DE Inc	Information Technology		483		27,396		3.65
Rogers Corp	Information Technology		101		27,364		3.65
MoneyGram International Inc	Information Technology		2,590		27,352		3.64
Meritor Inc	Industrials		769		27,345		3.64
Renewable Energy Group Inc	Energy		451		27,344		3.64
TEGNA Inc	Communication Services		1,219		27,308		3.64
Tower Semiconductor Ltd	Information Technology		564		27,289		3.63
CMC Materials Inc	Information Technology		146		27,015		3.60
Change Healthcare Inc	Health Care		1,233		26,887		3.58
Coherent Inc	Information Technology		92		25,268		3.36
Meggitt PLC	Industrials		32		24,041		3.20
Falck Renewables SpA	Utilities		2,403		21,193		2.82
Plantronics Inc	Information Technology		534		21,042		2.80

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At March 31, 2022, the Fund had the following purchased and written options:

EXCHANGE TRADED OPTIONS ON EQUITIES


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

Purchased option contracts
Calls
CBOE Volatility Index	$	27.000		04/20/2022		1,330	$	3,591,000		$	206,150		$	736,160		$	(530,010	)
CBOE Volatility Index		28.000		05/18/2022		1,260		3,528,000			355,950			648,450			(292,500	)
CBOE Volatility Index		32.500		06/15/2022		1,010		3,282,500			272,700			479,639			(206,939	)

						3,600	$	10,401,500		$	834,800		$	1,864,249		$	(1,029,449	)

Puts
S&P 500 Index		3,100.000		04/29/2022		11		3,410,000			1,265			13,973			(12,708	)
S&P 500 Index		3,200.000		04/29/2022		3		960,000			420			4,415			(3,995	)
S&P 500 Index		3,375.000		04/29/2022		17		5,737,500			3,315			17,787			(14,472	)
S&P 500 Index		3,775.000		04/29/2022		23		8,682,500			10,235			27,390			(17,155	)
S&P 500 Index		4,060.000		04/29/2022		28		11,368,000			29,540			23,480			6,060

						82	$	30,158,000		$	44,775		$	87,045		$	(42,270	)

Total purchased option contracts						3,682	$	40,559,500		$	879,575		$	1,951,294		$	(1,071,719	)

Written option contracts
Puts
S&P 500 Index		3,980.000		04/29/2022		(11)		(4,378,000	)		(8,690	)		(96,111	)		87,421
S&P 500 Index		4,085.000		04/29/2022		(17)		(6,944,500	)		(19,635	)		(124,941	)		105,306
S&P 500 Index		4,125.000		04/29/2022		(3)		(1,237,500	)		(4,065	)		(30,466	)		26,401
S&P 500 Index		4,430.000		04/29/2022		(23)		(10,189,000	)		(118,220	)		(222,782	)		104,562
S&P 500 Index		4,590.000		04/29/2022		(28)		(12,852,000	)		(294,140	)		(210,362	)		(83,778	)

Total written option contracts						(82)	$	(35,601,000	)	$	(444,750	)	$	(684,662	)	$	239,912

TOTAL						3,600	$	4,958,500		$	434,825		$	1,266,632		$	(831,807	)



Abbreviations:
BofA Securities LLC		— Bank of America Securities LLC
CDX.NA.IG Index 38		— CDX North America Investment Grade Index 38
ICE CD ITXEB 37		— ICE CD iTraxx Europe Index

GOLDMAN SACHS - COMMODITY STRATEGY FUND

Schedule of Investments

March 31, 2022 (Unaudited)


Principal Amount		Interest Rate			Maturity Date	Value

U.S. Treasury Obligation – 5.5%
U.S.Treasury Notes
$	47,000,000		1.875	%	05/31/22	$ 47,110,156
(Cost $47,140,199)


Shares		Dividend Rate				Value

Investment Company^(a) – 12.3%
Goldman Sachs Financial Square Government Fund - Institutional Shares
	106,327,665		0.253%			$106,327,665
(Cost $106,327,665)


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments^(b) – 82.1%
Sovereign – 82.1%
U.S.Cash Management Bill
$	179,000,000		0.000	%	06/14/22	$178,852,823
U.S.Treasury Bills
	86,000,000		0.000		04/28/22	85,992,518
U.S.Treasury Bills
	130,000,000		0.000		06/30/22	129,836,265
U.S.Treasury Bills
	10,000,000		0.000		05/19/22	9,996,678
	10,000,000		0.000		05/24/22	9,995,657
	56,000,000		0.000		05/26/22	55,975,403
	30,000,000		0.000		06/09/22	29,978,437
	100,000,000		0.000		06/28/22	99,873,378
	55,400,000		0.000		07/14/22	55,302,773
	53,800,000		0.000		07/21/22	53,690,517

TOTAL SHORT-TERM INVESTMENTS (Cost $709,597,743)						$709,494,449

TOTAL INVESTMENTS – 99.9% (Cost $863,065,607)						$862,932,270

OTHER ASSETS IN EXCESS OF LIABILITIES – 0.1%						1,084,887

NET ASSETS – 100.0%						$864,017,157



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 issuer.

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



Currency Abbreviations:
USD		— U.S. Dollar

GOLDMAN SACHS - COMMODITY STRATEGY FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FUTURES CONTRACTS — At March 31, 2022, the Fund had the following futures contracts:


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

Long position contracts:
Brent Crude	518	04/29/22	$	54,239,780		$	(2,519,253	)
Chicago SRW Wheat	18	05/13/22		905,400			198,179
Copper	220	04/14/22		57,048,750			(28,070	)
Corn	24	05/13/22		898,500			134,038
Crude Oil	196	07/20/22		18,635,680			264,612
Crude soybean oil	251	05/13/22		10,532,964			576,591
Gold 100 Oz	118	06/28/22		23,057,200			148,327
KC HRW Wheat	2	05/13/22		102,975			21,945
KC HRW Wheat	34	07/14/22		1,750,575			(23,421	)
Lean Hogs	7	04/14/22		284,900			(609	)
Low Sulphur Gas Oil	222	05/12/22		22,377,600			(3,057,216	)
Natural Gas	420	05/26/22		23,944,200			3,185,901
Nickel	126	04/14/22		24,278,940			3,679,054
Platinum	149	07/27/22		7,418,710			(223,610	)
Primary Aluminum	44	04/14/22		3,831,971			(134,768	)
Silver	207	05/26/22		26,012,655			1,449,912
Soyabean	236	05/13/22		11,033,000			518,927
Soybean	15	05/13/22		1,213,688			47,586
Zinc	234	04/14/22		24,643,125			1,529,848

Total						$	5,767,973

Short position contracts:
Cattle	(208)	06/30/22		(11,408,800	)		(20,701	)
Cocoa	(247)	07/14/22		(6,636,890	)		(107,400	)
Cocoa	(128)	05/13/22		(3,392,000	)		(158,935	)
Coffee	(24)	07/19/22		(2,038,050	)		83,538
Coffee	(28)	05/18/22		(2,377,200	)		(33,936	)
Copper	(146)	07/27/22		(17,357,575	)		(1,222,217	)
Copper	(171)	05/26/22		(20,310,525	)		(1,696,835	)
Cotton No.2	(63)	07/07/22		(4,160,205	)		(670,336	)
Cotton No.2	(89)	05/06/22		(6,038,205	)		(749,493	)
Crude Oil	(815)	06/21/22		(78,957,200	)		(9,441,184	)
Crude Oil	(118)	05/20/22		(11,625,360	)		(2,122,998	)
FCOJ-A	(30)	05/10/22		(683,775	)		(34,519	)
Gasoline RBOB	(57)	07/29/22		(7,068,524	)		(431,097	)
Natural Gas	(3)	04/27/22		(169,260	)		(65,856	)
NY Harbor ULSD	(84)	07/29/22		(10,721,592	)		(518,986	)
Primary Aluminum	(24)	04/14/22		(2,090,166	)		149,708
Sugar No.11	(22)	06/30/22		(476,045	)		(37,411	)
Sugar No.11	(202)	04/29/22		(4,409,418	)		(162,302	)

Total						$	(17,240,960	)

TOTAL FUTURES CONTRACTS						$	(11,472,987	)

GOLDMAN SACHS - COMMODITY STRATEGY FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

SWAP CONTRACTS — At March 31, 2022, the Portfolio had the following swap contracts:

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS


Reference Obligation/Index	Financing Rate Paid by the Fund	Counterparty	Termination Date	Notional Amount (000s)		Value			Upfront Premiums (Received) Paid		Unrealized Appreciation/ (Depreciation)

CRB 1M Forward Index	3M USD LIBOR+0.025%	Merrill Lynch & Co., Inc.	01/31/23	$	301	$	(6,545	)	$		$	(6,545	)
CRB 1M Forward Index	3M USD LIBOR+0.024%	Citibank NA	01/31/23		226,624		(5,148	)				(5,148	)
CRB 1M Forward Index	3M USD LIBOR+0.025%	Merrill Lynch & Co., Inc.	01/31/23		320,488		(7,366	)				(7,366	)
CRB 1M Forward Index	3M USD LIBOR+0.025%	UBS AG (London)	01/31/23		189,489		(4,355	)				(4,355	)

TOTAL						$	(23,414	)	$	—	$	(23,414	)

There are no upfront payments on the swap contracts (s), therefore the unrealized gain (loss) on the swap contracts is equal to their market value.

(a)

Payments made monthly.

(b)

GOLDMAN SACHS DEFENSIVE EQUITY FUND

Schedule of Investments

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – 93.8%
	Aerospace & Defense – 0.5%
	76	General Dynamics Corp.	$ 18,330
	66	L3Harris Technologies, Inc.	16,399

			34,729

	Air Freight & Logistics – 0.7%
	206	United Parcel Service, Inc. Class B	44,179

	*Automobiles^ – 2.4%**
	142	Tesla, Inc.	153,019

	Banks – 0.7%
	108	The PNC Financial Services Group, Inc.	19,920
	398	U.S. Bancorp	21,154

			41,074

	Beverages – 2.4%
	221	Brown-Forman Corp. Class B	14,812
	82	Constellation Brands, Inc. Class A	18,886
	350	PepsiCo, Inc.	58,583
	934	The Coca-Cola Co.	57,908

			150,189

	Biotechnology – 2.3%
	329	AbbVie, Inc.	53,334
	128	Amgen, Inc.	30,953
	60	Biogen, Inc.*	12,636
	41	Regeneron Pharmaceuticals, Inc.*	28,635
	72	Vertex Pharmaceuticals, Inc.*	18,790

			144,348

	Building Products – 0.2%
	221	Johnson Controls International PLC	14,491

	Capital Markets – 1.5%
	36	BlackRock, Inc.	27,510
	154	Intercontinental Exchange, Inc.	20,346
	34	MSCI, Inc.	17,098
	318	The Charles Schwab Corp.	26,811

			91,765

	Chemicals – 1.7%
	92	Air Products & Chemicals, Inc.	22,992
	93	Ecolab, Inc.	16,420
	129	Linde PLC	41,206
	105	The Sherwin-Williams Co.	26,210

			106,828

	Commercial Services & Supplies – 0.7%
	44	Cintas Corp.	18,717
	179	Waste Management, Inc.	28,372

			47,089

	Communications Equipment – 1.5%
	117	Arista Networks, Inc.*	16,261



Shares		Description	Value

	Common Stocks – (continued)
	Communications Equipment – (continued)
	1,014	Cisco Systems, Inc.	$ 56,540
	80	Motorola Solutions, Inc.	19,376

			92,177

	Containers & Packaging – 0.2%
	157	Ball Corp.	14,130

	*Diversified Financial Services – 1.9%**
	332	Berkshire Hathaway, Inc. Class B	117,166

	Diversified Telecommunication Services – 0.7%
	920	Verizon Communications, Inc.	46,865

	Electric Utilities – 1.8%
	269	Duke Energy Corp.	30,037
	143	Eversource Energy	12,611
	393	NextEra Energy, Inc.	33,291
	346	The Southern Co.	25,088
	206	Xcel Energy, Inc.	14,867

			115,894

	Electrical Equipment – 0.4%
	153	Eaton Corp. PLC	23,219

	Electronic Equipment, Instruments & Components – 0.5%
	356	Corning, Inc.	13,140
	139	TE Connectivity Ltd.	18,206

			31,346

	*Entertainment – 1.5%**
	116	Netflix, Inc.	43,453
	369	The Walt Disney Co.	50,612

			94,065

	Equity Real Estate Investment Trusts (REITs) – 1.9%
	109	American Tower Corp.	27,383
	28	Equinix, Inc.	20,765
	170	Prologis, Inc.	27,452
	72	Public Storage	28,100
	41	SBA Communications Corp.	14,108

			117,808

	Food & Staples Retailing – 1.8%
	106	Costco Wholesale Corp.	61,040
	371	Walmart, Inc.	55,249

			116,289

	Food Products – 1.1%
	309	General Mills, Inc.	20,926
	545	Mondelez International, Inc. Class A	34,215
	337	The Kraft Heinz Co.	13,274

			68,415

	Health Care Equipment & Supplies – 3.5%
	447	Abbott Laboratories	52,907
	95	Becton Dickinson & Co.	25,270
	501	Boston Scientific Corp.*	22,189
	34	DexCom, Inc.*	17,394

GOLDMAN SACHS DEFENSIVE EQUITY FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Supplies – (continued)
	254	Edwards Lifesciences Corp.*	$ 29,901
	28	IDEXX Laboratories, Inc.*	15,318
	95	Intuitive Surgical, Inc.*	28,660
	116	Stryker Corp.	31,012

			222,651

	Health Care Providers & Services – 3.4%
	61	Anthem, Inc.	29,965
	221	Centene Corp.*	18,606
	339	CVS Health Corp.	34,310
	73	HCA Healthcare, Inc.	18,295
	46	Humana, Inc.	20,018
	187	UnitedHealth Group, Inc.	95,364

			216,558

	Hotels, Restaurants & Leisure – 2.1%
	12	Chipotle Mexican Grill, Inc.*	18,984
	96	Marriott International, Inc. Class A*	16,872
	198	McDonald’s Corp.	48,962
	367	Starbucks Corp.	33,386
	106	Yum! Brands, Inc.	12,564

			130,768

	Household Products – 1.6%
	225	Colgate-Palmolive Co.	17,062
	530	The Procter & Gamble Co.	80,984

			98,046

	Industrial Conglomerates – 1.8%
	206	3M Co.	30,670
	274	General Electric Co.	25,071
	193	Honeywell International, Inc.	37,554
	49	Roper Technologies, Inc.	23,139

			116,434

	Insurance – 1.7%
	88	Aon PLC Class A	28,655
	117	Chubb Ltd.	25,026
	142	Marsh & McLennan Cos., Inc.	24,200
	244	The Progressive Corp.	27,814

			105,695

	*Interactive Media & Services – 5.7%**
	96	Alphabet, Inc. Class A	267,010
	426	Meta Platforms, Inc. Class A	94,725

			361,735

	*Internet & Direct Marketing Retail – 3.8%**
	73	Amazon.com, Inc.	237,976

	IT Services – 5.0%
	164	Accenture PLC Class A	55,306
	149	Automatic Data Processing, Inc.	33,903
	196	Cognizant Technology Solutions Corp. Class A	17,575
	185	Fiserv, Inc.*	18,759



Shares		Description	Value

	Common Stocks – (continued)
	IT Services – (continued)
	187	Mastercard, Inc. Class A	$ 66,830
	113	Paychex, Inc.	15,421
	307	PayPal Holdings, Inc.*	35,505
	332	Visa, Inc. Class A	73,628

			316,927

	Life Sciences Tools & Services – 2.3%
	136	Agilent Technologies, Inc.	17,997
	157	Danaher Corp.	46,053
	81	IQVIA Holdings, Inc.*	18,728
	9	Mettler-Toledo International, Inc.*	12,358
	80	Thermo Fisher Scientific, Inc.	47,252

			142,388

	Machinery – 0.6%
	113	Illinois Tool Works, Inc.	23,662
	205	Otis Worldwide Corp.	15,775

			39,437

	Media – 1.1%
	45	Charter Communications, Inc. Class A*	24,548
	917	Comcast Corp. Class A	42,934

			67,482

	Metals & Mining – 0.3%
	443	Freeport-McMoRan, Inc.	22,035

	Multi-Utilities – 0.5%
	153	Consolidated Edison, Inc.	14,486
	231	Dominion Energy, Inc.	19,628

			34,114

	Multiline Retail – 0.5%
	161	Target Corp.	34,167

	Oil, Gas & Consumable Fuels – 1.0%
	268	ConocoPhillips	26,800
	771	Kinder Morgan, Inc.	14,580
	242	Marathon Petroleum Corp.	20,691

			62,071

	Personal Products – 0.5%
	111	The Estee Lauder Cos., Inc. Class A	30,228

	Pharmaceuticals – 4.9%
	497	Bristol-Myers Squibb Co.	36,296
	195	Eli Lilly & Co.	55,842
	524	Johnson & Johnson	92,869
	535	Merck & Co., Inc.	43,897
	1,085	Pfizer, Inc.	56,170
	122	Zoetis, Inc.	23,008

			308,082

	Professional Services – 0.2%
	60	Verisk Analytics, Inc.	12,878

GOLDMAN SACHS DEFENSIVE EQUITY FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Road & Rail – 0.7%
	172	Union Pacific Corp.	$ 46,992

	Semiconductors & Semiconductor Equipment – 6.3%
	420	Advanced Micro Devices, Inc.*	45,923
	201	Applied Materials, Inc.	26,492
	83	Broadcom, Inc.	52,264
	814	Intel Corp.	40,342
	40	Lam Research Corp.	21,504
	449	NVIDIA Corp.	122,514
	84	NXP Semiconductors NV	15,547
	248	QUALCOMM, Inc.	37,899
	202	Texas Instruments, Inc.	37,063

			399,548

	Software – 9.6%
	110	Adobe, Inc.*	50,118
	71	Fortinet, Inc.*	24,264
	75	Intuit, Inc.	36,063
	1,234	Microsoft Corp.	380,454
	330	Oracle Corp.	27,301
	246	salesforce.com, Inc.*	52,231
	64	ServiceNow, Inc.*	35,641

			606,072

	Specialty Retail – 2.7%
	217	Lowe’s Cos., Inc.	43,875
	32	O’Reilly Automotive, Inc.*	21,919
	234	The Home Depot, Inc.	70,043
	363	The TJX Cos., Inc.	21,991
	57	Tractor Supply Co.	13,302

			171,130

	Technology Hardware, Storage & Peripherals – 6.9%
	2,512	Apple, Inc.	438,620

	Textiles, Apparel & Luxury Goods – 0.7%
	329	NIKE, Inc. Class B	44,270

	TOTAL COMMON STOCKS (Cost $5,843,715)		$5,931,389


Shares		Dividend Rate	Value

	Investment Company^(a) – 2.8%
	Goldman Sachs Financial Square Government Fund - Institutional Shares
	174,128	0.253%	$ 174,128

	TOTAL INVESTMENTS – 96.6% (Cost $6,017,843)		$6,105,517

	OTHER ASSETS IN EXCESS OF LIABILITIES – 3.4%		216,197

	NET ASSETS – 100.0%		$6,321,714



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)		Represents an affiliated issuer.



Investment Abbreviation:
PLC		— Public Limited Company

GOLDMAN SACHS DEFENSIVE EQUITY FUND

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FUTURES CONTRACTS — At March 31, 2022, the Fund had the following futures contracts:

Description

Number of
Contracts

Expiration
Date

Notional
Amount

Unrealized
Appreciation/
(Depreciation)

Long position contracts:

S&P 500 E-Mini Index

06/17/22

453,075

36,681

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At March 31, 2022, 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
Puts
S&P 500 Index	$	4,165.000		04/29/2022		5	$	500		$	8,000		$	43,636		$	(35,636	)
S&P 500 Index		4,120.000		05/31/2022		5		500			20,500			71,434			(50,934	)
S&P 500 Index		4,365.000		06/30/2022		5		500			58,625			56,711			1,914

Total purchased option contracts						15	$	1,500		$	87,125		$	171,781		$	(84,656	)

Written option contracts
Calls
S&P 500 Index		4,655.000		04/29/2022		(5)		(500	)		(16,475	)		(45,119	)		28,644
S&P 500 Index		4,795.000		06/30/2022		(5)		(500	)		(23,650	)		(27,725	)		4,075
S&P 500 Index		4,610.000		05/31/2022		(5)		(500	)		(46,625	)		(32,701	)		(13,924	)

						(15)	$	(1,500	)	$	(86,750	)	$	(105,545	)	$	18,795

Puts
S&P 500 Index		3,590.000		04/29/2022		(5)		(500	)		(1,488	)		(13,955	)		12,467
S&P 500 Index		3,850.000		06/30/2022		(5)		(500	)		(19,450	)		(18,978	)		(472	)
S&P 500 Index		3,560.000		05/31/2022		(5)		(500	)		(4,925	)		(24,371	)		19,446

						(15)	$	(1,500	)	$	(25,863	)	$	(57,304	)	$	31,441

Total written option contracts						(30)	$	(3,000	)	$	(112,613	)	$	(162,849	)	$	50,236

TOTAL						(15)	$	(1,500	)	$	(25,488	)	$	8,932		$	(34,420	)

GOLDMAN SACHS ALTERNATIVE FUNDS II

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS

A. Investment Valuation — The Funds’ valuation policy is to value investments at fair value.

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

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

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

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

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Funds, including investments for which market quotations are not readily available. The Trustees have delegated to GSAM day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the 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.

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

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

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

Underlying Funds (including Money Market Funds) — Underlying funds (“Underlying Funds”) include other investment companies and exchange-traded funds (“ETFs”). Investments in the Underlying Funds (except ETFs) are valued at the NAV per share on the day of valuation. ETFs are valued daily at the last sale price or official closing price on the principal exchange or system on which the investment is traded. Because the Funds invest in Underlying Funds that fluctuate in value, the Funds’ shares will correspondingly fluctuate in value. Underlying Funds are generally classified as Level 1 of the fair value hierarchy. To the extent that underlying ETFs 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.

Derivative Contracts — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A Portfolio 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 Portfolio 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 Portoflio, if any, is noted in the Schedules of Investments.

GOLDMAN SACHS ALTERNATIVE FUNDS II

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

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, a Fund is required to satisfy an initial margin requirement by delivering cash or securities to the counterparty (or in some cases, segregated in a triparty account on behalf of the counterparty), which can be adjusted by any mark-to-market gains or losses pursuant to bilateral or centrally cleared arrangements. For centrally cleared swaps the daily change in valuation, if any, is recorded as a receivable or payable for variation margin.

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 the 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

GOLDMAN SACHS ALTERNATIVE FUNDS II

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade. Recovery values are at times established through the credit event auction process in which market participants are ensured that a transparent price has been set for the defaulted security or obligation. In addition, a Fund is entitled to a return of any assets, which have been pledged as collateral to the counterparty upon settlement.

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

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

C. Level 3 Fair Value Investments — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of the Funds’ 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 a 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.

D. Fair Value Hierarchy — The following is a summary of Funds’s investments and derivatives classified in the fair value hierarchy as of March 31, 2022:


ABSOLUTE RETURN TRACKER

Investment Type	Level 1			Level 2			Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
	$	—		$	84,970		$	—
Africa		52,435			15,062			—
Asia		7,328			12,831,291			—
Europe		25,847,171			82,143,474			—
North America		1,127,272,789			—			—
South America		—			22,722			—
Exchange Traded Funds		882,089,221			—			—
Investment Company		1,523,230,259			—			—

Total	$	3,558,499,203		$	95,097,519		$	—

Derivative Type

Assets
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	2,048,085		$	—
Futures Contracts^(b)		32,952,268			—			—
Credit Default Swap Contracts^(b)		—			1,601,060			—
Total Return Swap Contracts^(b)		—			25,665,621			—
Options Purchased		879,575			—			—

Total	$	33,831,843		$	29,314,766		$	—

Liabilities
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	(1,509,919	)	$	—
Futures Contracts^(b)		(14,895,615	)		—			—
Credit Default Swap Contracts^(b)		—			(34,419	)		—
Total Return Swap Contracts^(b)		—			(32,617,672	)		—
Written option contracts		(444,750	)		—			—

Total	$	(15,340,365	)	$	(34,162,010	)	$	—

(a)

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

(b)

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

GOLDMAN SACHS ALTERNATIVE FUNDS II

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)


COMMODITY STRATEGY

Investment Type	Level 1			Level 2			Level 3

Assets
Fixed Income
U.S. Treasury Obligations	$	47,110,156		$	—		$	—
Investment Company		106,327,665			—			—
Short-term Investments		709,494,449			—			—

Total	$	862,932,270		$	—		$	—

Derivative Type

Assets^(a)
Futures Contracts	$	11,988,166		$	—		$	—

Liabilities
Futures Contracts^(a)	$	(23,461,153	)	$	—		$	—
Total Return Swap Contracts		—			(16,869	)		—

Total	$	(23,461,153	)	$	(16,869	)	$	—
(a) Amount shown represents unrealized gain (loss) at period end.

DEFENSIVE EQUITY

Investment Type	Level 1			Level 2			Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe	$	183,946		$	—		$	—
North America		5,747,443			—			—
Investment Company		174,128			—			—

Total	$	6,105,517		$	—		$	—

Derivative Type

Assets
Futures Contracts^(b)	$	36,681		$	—		$	—
Purchased Option Contracts		87,125			—			—

Total	$	123,806		$	—		$	—

Liabilities
Written option contracts	$	(112,613	)	$	—		$	—

(a)

(b)

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

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

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

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

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; less stringent investor protections; less stringent accounting, corporate governance, financial reporting and disclosure standards; and less economic, political and social stability in the countries in which the Fund invests. The imposition of exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or problems

GOLDMAN SACHS ALTERNATIVE FUNDS II

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

with registration, settlement or custody, may also result in losses. Foreign risk also involves the risk of negative foreign currency rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which the 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 the Fund also invests in securities of issuers located in, or economically tied to, emerging markets, these risks may be more pronounced.

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

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

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

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

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may be the result of, among other things, the reduced number and capacity of traditional market participants to make a market in fixed income securities or the lack of an active market. The potential for liquidity risk may be magnified by a rising interest rate environment or other circumstances where investor redemptions from fixed income funds may be higher than normal, potentially causing increased supply in the market due to selling activity. These risks may be more pronounced in connection with a Fund‘s investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund’s liquidity.

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

Tax Risk — The Commodity Strategy Fund will seek to gain exposure to the commodity markets primarily through investments in the Subsidiary and/or commodity index-linked structured notes, as applicable. Historically, the Internal Revenue Service (“IRS”) issued private letter rulings (“PLRs”) in which the IRS specifically concluded that income and gains from investments in commodity index-linked structured notes (the “Notes Rulings”) or a wholly-owned foreign subsidiary that invests in commodity-linked instruments are “qualifying income” for purposes of compliance with Subchapter M of the Code. The IRS has issued such PLRs to the Commodity Strategy Fund. Based on such rulings, this Fund may seek to gain exposure to the commodity markets through investments ub commodity-linked notes and/or subsidaries. The IRS recently issued final regulations that, would generally treat the Fund’s income inclusion with respect to a subsidiary as qualifying income either if (A) there is a distribution out of the earnings and profits of a subsidiary that are attributable to such income inclusion or (B) such inclusion is derived with respect to the Fund’s business of investing in stock, securities, or currencies.

GOLDMAN SACHS ALTERNATIVE FUNDS II

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

The IRS also issued a revenue procedure, which states that the IRS will not in the future issue PLRs that would require a determination of whether an asset (such as a commodity index-linked note) is a “security” under the Investment Company Act of 1940. In connection with issuing such revenue procedure, the IRS has revoked the Notes Ruling on a prospective basis. In light of the revocation of the Notes Rulings, the Funds have limited their investments in commodity index-linked structured notes.

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