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Form NPORT-P Goldman Sachs Trust II For: Jul 31

FREE Breaking News Alerts from StreetInsider.com!

E-mail Address

StreetInsider.com Top Tickers, 4/25/2024

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


September 22, 2021 2:00 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001557156
          XXXXXXXX
        
      
      
      
      
        S000040071
        C000201711
        C000124401
        C000198936
        C000124404
        C000124403
        C000124402
        C000124400
      
      
      
    
  
  
    
      Goldman Sachs Trust II
      811-22781
      0001557156
      54930076LXUZ0NBAPG06
      200 WEST STREET
      15TH FLOOR
      NEW YORK
      
      10282
      212-902-1000
      Goldman Sachs Multi-Manager Alternatives Fund
      S000040071
      549300MY78M7TQEMXI71
      2021-10-31
      2021-07-31
      N
    
    
      239702267.44
      71834969.39
      167867298.05
      0.00000000
      3326906.24000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      398000.00000000
      0.00000000
      0.00000000
      68312836.80000000
      
        
          EUR
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1.02000000
        -0.00000060762
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2405.61000000
            USD
            3000.00000000
            CAD
            2021-09-17
            -1.02000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN MEAL FUTR DEC21
        000000000
        
          
        
        7.00000000
        NC
        USD
        -7655.33000000
        -0.00456034623
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Soybean Meal
                SMZ1 Comdty
              
            
            2021-12-14
            254895.33000000
            USD
            -7655.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        231.23000000
        0.000137745709
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            139569.80000000
            USD
            2021-08-04
            231.23000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10.46000000
        0.000006231112
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            5926.59000000
            USD
            5000.00000000
            EUR
            2021-09-17
            10.46000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0N3PV2 TRS USD R E 99D0N3PV2 EQUITYTRS / Short: 99D0N3PV2 TRS USD P V 01MLIBOR 99D0N3PW0 EQUITYTRS
        000000000
        
          
        
        60169.20000000
        OU
        Notional Amount
        USD
        174.72000000
        0.000104082213
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Global Payments Inc
                Global Payments Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            60169.20000000
            USD
            174.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -209.54000000
        -0.00012482478
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            2789400.00000000
            TWD
            2021-08-02
            -209.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        43.46000000
        0.000025889497
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            CAD
            80196.90000000
            USD
            2021-08-04
            43.46000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3957.84000000
        0.002357719487
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            75809095.00000000
            JPY
            500000.00000000
            GBP
            2021-08-04
            3957.84000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BTP FUTURE SEP21
        000000000
        
          
        
        3.00000000
        NC
        
        -167.33000000
        -0.00009967992
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Long-Term Euro-BTP (FBTP)
                IKU1 Comdty
              
            
            2021-09-08
            462981.06000000
            EUR
            -167.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        585.03000000
        0.000348507426
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            227306.41000000
            USD
            25000000.00000000
            JPY
            2021-08-04
            585.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -3.40000000
        -0.00000202540
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4000.00000000
            EUR
            4746.24000000
            USD
            2021-09-17
            -3.40000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        MEXICAN PESO FUT SEP21
        000000000
        
          
        
        4.00000000
        NC
        USD
        668.20000000
        0.000398052513
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Mexican Peso Currency Future
                PEU1 Curncy
              
            
            2021-09-13
            99231.80000000
            USD
            668.20000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1116.38000000
        -0.00066503721
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            81269.82000000
            USD
            100000.00000000
            CAD
            2021-08-04
            -1116.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4.24000000
        -0.00000252580
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            EUR
            1183.17000000
            USD
            2021-09-17
            -4.24000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        3071.97000000
        0.001829999074
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-16
            61790.53000000
            USD
            3071.97000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        76.45000000
        0.000045541925
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            141225.26000000
            USD
            119000.00000000
            EUR
            2021-09-17
            76.45000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        802.90000000
        0.000478294467
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            600000.00000000
            USD
            3885564.00000000
            CNY
            2021-08-04
            802.90000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NBFB9 TRS USD R V 01MLIBOR 99D0NBFC7 EQUITYTRS / Short: 99D0NBFB9 TRS USD P E 99D0NBFB9 EQUITYTRS
        000000000
        
          
        
        53527.44000000
        OU
        Notional Amount
        USD
        -2111.40000000
        -0.00125777922
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Expanded Tech-Software Sector ETF
                iShares Expanded Tech-Software Sector ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            53527.44000000
            USD
            -2111.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -1271.28000000
        -0.00075731248
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2595136.00000000
            CNY
            400000.00000000
            USD
            2021-08-04
            -1271.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2.63000000
        0.000001566713
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6948.23000000
            USD
            5000.00000000
            GBP
            2021-09-17
            2.63000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -10.62000000
        -0.00000632642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2000.00000000
            EUR
            2364.20000000
            USD
            2021-09-17
            -10.62000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3447.50000000
        0.002053705540
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1279673.88000000
            NOK
            125000.00000000
            EUR
            2021-08-04
            3447.50000000
          
        
        
          N
          N
          N
        
      
      
        Cisco Systems Inc/Delaware
        549300LKFJ962MZ46593
        Cisco Systems Inc/Delaware
        17275R102
        
          
        
        20833.00000000
        NS
        USD
        1153523.21000000
        0.687163743861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        000000000
        
          
        
        611000.00000000
        PA
        USD
        668990.01000000
        0.398523129740
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        3416.00000000
        NS
        USD
        826432.88000000
        0.492313207873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toshiba Corp
        549300LBHTST91VKHO68
        Toshiba Corp
        000000000
        
          
        
        2292.00000000
        NS
        
        98651.05000000
        0.058767282934
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
        
        2226.00000000
        NS
        USD
        1179713.22000000
        0.702765359128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dynatrace Inc
        N/A
        Dynatrace Inc
        268150109
        
          
        
        4096.00000000
        NS
        USD
        261611.52000000
        0.155844243065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        119.15000000
        0.000070978684
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            85434.70000000
            GBP
            2021-08-04
            119.15000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0L8V53 TRS USD R E TRS 2454 TT JP USD L PRICE / Short: 99D0L8V53 TRS USD P V 01MLIBOR TRS 2454 TT JP USD S COST
        000000000
        
          
        
        59844.56000000
        OU
        Notional Amount
        USD
        -2623.33000000
        -0.00156274034
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            59844.56000000
            USD
            -2623.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2329.00000000
        0.001387405425
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            135680.35000000
            USD
            125000.00000000
            CHF
            2021-08-04
            2329.00000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LQL54 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0LQL54 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        37892.59000000
        OU
        Notional Amount
        USD
        -44.78000000
        -0.00002667583
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            37892.59000000
            USD
            -44.78000000
          
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
        
        999.00000000
        NS
        USD
        866302.83000000
        0.516064081606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0L9AL9 TRS USD R E TRS 2454 TT JP USD L PRICE / Short: 99D0L9AL9 TRS USD P V 01MLIBOR TRS 2454 TT JP USD S COST
        000000000
        
          
        
        68393.78000000
        OU
        Notional Amount
        USD
        -2998.09000000
        -0.00178598811
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            68393.78000000
            USD
            -2998.09000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        7827.94000000
        0.004663171499
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-23
            143693.56000000
            USD
            7827.94000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2738.87000000
        0.001631568525
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            16401800.00000000
            JPY
            2021-08-04
            2738.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5588.38000000
        0.003329046255
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            315025.37000000
            USD
            400000.00000000
            CAD
            2021-08-04
            5588.38000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0IADW3 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0IADW3 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        53750.50000000
        OU
        Notional Amount
        USD
        4641.65000000
        0.002765071013
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            53750.50000000
            USD
            4641.65000000
          
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        5658.00000000
        NS
        USD
        1797433.44000000
        1.070746631940
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4316.35000000
        -0.00257128699
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-16
            -60546.15000000
            USD
            -4316.35000000
          
        
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
        
        1025.00000000
        NS
        
        468930.85000000
        0.279346159405
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211019
        000000000
        
          
        
        2.00000000
        NC
        USD
        -3146.20000000
        -0.00187421852
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-19
            489496.20000000
            USD
            -3146.20000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -9023.34000000
        -0.00537528160
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1125000.00000000
            EUR
            1325635.88000000
            USD
            2021-08-04
            -9023.34000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1125.98000000
        -0.00067075601
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            EUR
            51934764.00000000
            JPY
            2021-08-04
            -1125.98000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3427.03000000
        -0.00204151138
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            744904.38000000
            USD
            625000.00000000
            EUR
            2021-08-04
            -3427.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -103.35000000
        -0.00006156648
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7470612.80000000
            INR
            100000.00000000
            USD
            2021-08-30
            -103.35000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        TIN FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        30082.00000000
        0.017920107340
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Tin
                LTQ1 Comdty
              
            
            2021-08-27
            147513.00000000
            USD
            30082.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1003.13000000
        -0.00059757320
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            600000.00000000
            CAD
            52647600.00000000
            JPY
            2021-08-04
            -1003.13000000
          
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        COPPER FUTURE SEP21
        000000000
        
          
        
        -3.00000000
        NC
        USD
        2719.66000000
        0.001620124962
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Short
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-28
            -338907.16000000
            USD
            2719.66000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -246.98000000
        -0.00014712812
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            157597.00000000
            CHF
            125000.00000000
            GBP
            2021-08-04
            -246.98000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21.70000000
        0.000012926877
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            11852.39000000
            USD
            10000.00000000
            EUR
            2021-09-17
            21.70000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -668.80000000
        -0.00039840993
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            CAD
            159638.07000000
            USD
            2021-08-04
            -668.80000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        272.29000000
        0.000162205505
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            2800794.70000000
            TWD
            2021-08-13
            272.29000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -510.40000000
        -0.00030404969
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            25000000.00000000
            JPY
            227381.04000000
            USD
            2021-08-04
            -510.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -20.11000000
        -0.00001197970
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6000.00000000
            GBP
            8320.93000000
            USD
            2021-09-17
            -20.11000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0AXGX6 TRS USD R E TRS CDAY US JP USD L PRICE / Short: 99D0AXGX6 TRS USD P V 01MLIBOR TRS CDAY US JP USD S COST
        000000000
        
          
        
        69560.23000000
        OU
        Notional Amount
        USD
        -581.83000000
        -0.00034660115
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Ceridian HCM Holding Inc
                Ceridian HCM Holding Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            69560.23000000
            USD
            -581.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10.56000000
        0.000006290683
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3551.67000000
            USD
            3000.00000000
            EUR
            2021-09-17
            10.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3205.22000000
        0.001909377250
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            160276.38000000
            CHF
            2021-08-04
            3205.22000000
          
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        5493001R7OPCYBM5NH78
        Venture XXX CLO Ltd
        92331NAJ5
        
          
        
        1500000.00000000
        PA
        USD
        1470765.00000000
        0.876147419470
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-15
          Floating
          3.12600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2216.18000000
        0.001320197576
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            16344460.00000000
            JPY
            2021-08-04
            2216.18000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211015
        000000000
        
          
        
        1.00000000
        NC
        USD
        5696.97000000
        0.003393734256
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-15
            237453.03000000
            USD
            5696.97000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0NK9R1 TRS USD R V 01MLIBOR 99D0NK9S9 EQUITYTRS / Short: 99D0NK9R1 TRS USD P E 99D0NK9R1 EQUITYTRS
        000000000
        
          
        
        111092.70000000
        OU
        Notional Amount
        USD
        -3768.75000000
        -0.00224507694
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                iShares Russell Mid-Cap Growth ETF
                iShares Russell Mid-Cap Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            111092.70000000
            USD
            -3768.75000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        775.09000000
        0.000461727810
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            USD
            5606849.39000000
            TWD
            2021-08-23
            775.09000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -426.86000000
        -0.00025428419
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            NZD
            208581.00000000
            USD
            2021-08-04
            -426.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        219.32000000
        0.000130650819
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            312500.00000000
            GBP
            434599.06000000
            USD
            2021-08-04
            219.32000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2630.93000000
        0.001567267735
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            273387.78000000
            USD
            250000.00000000
            CHF
            2021-08-04
            2630.93000000
          
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL INV CORP
        549300WNTHGEO5LP2G31
        New Residential Investment Corp
        64828TAA0
        
          
        
        1500000.00000000
        PA
        USD
        1498125.00000000
        0.892446007889
        Long
        DBT
        
        US
        N
        
        2
        
          2025-10-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        4092.36000000
        0.002437854214
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2600000.00000000
            CAD
            2088081.71000000
            USD
            2021-08-04
            4092.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1257.07000000
        -0.00074884746
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            74999656.00000000
            CLP
            2021-08-26
            -1257.07000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
        
        363000.00000000
        PA
        USD
        376612.50000000
        0.224351320581
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2603.38000000
        0.001550855961
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            590578.50000000
            USD
            500000.00000000
            EUR
            2021-08-04
            2603.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -0.05000000
        -0.00000002978
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2374.87000000
            USD
            2000.00000000
            EUR
            2021-09-17
            -0.05000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1675.36000000
        0.000998026428
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            136333.99000000
            USD
            125000.00000000
            CHF
            2021-08-04
            1675.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1779.83000000
        -0.00106026011
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            263009.89000000
            USD
            220000.00000000
            EUR
            2021-09-17
            -1779.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -122.21000000
        -0.00007280155
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            5260.42000000
            USD
            7000.00000000
            AUD
            2021-09-17
            -122.21000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211006
        000000000
        
          
        
        2.00000000
        NC
        USD
        6366.37000000
        0.003792501621
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-06
            479781.13000000
            USD
            6366.37000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211027
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -653.03000000
        -0.00038901561
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-27
            -242534.47000000
            USD
            -653.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -195.09000000
        -0.00011621679
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            12993170.00000000
            JPY
            2021-08-04
            -195.09000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3115.13000000
        0.001855709859
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            119000.00000000
            EUR
            144416.84000000
            USD
            2021-09-17
            3115.13000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -85.77000000
        -0.00005109393
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            916213.70000000
            TWD
            32718.00000000
            USD
            2021-08-16
            -85.77000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        122.99000000
        0.000073266205
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6000.00000000
            AUD
            4527.17000000
            USD
            2021-09-17
            122.99000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0HMKB6 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0HMKB6 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        13312.30000000
        OU
        Notional Amount
        USD
        1149.59000000
        0.000684820696
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            13312.30000000
            USD
            1149.59000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1723.15000000
        0.001026495344
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            EUR
            257286.60000000
            GBP
            2021-08-04
            1723.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -735.12000000
        -0.00043791733
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            AUD
            32122040.00000000
            JPY
            2021-08-04
            -735.12000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21.99000000
        0.000013099633
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            5538.70000000
            USD
            4000.00000000
            GBP
            2021-09-17
            21.99000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        187.76000000
        0.000111850254
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            AUD
            293736.40000000
            USD
            2021-08-04
            187.76000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        235.60000000
        0.000140348955
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            9000.00000000
            EUR
            10922.28000000
            USD
            2021-09-17
            235.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        15083.50000000
        0.008985371287
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2300000.00000000
            EUR
            300989822.00000000
            JPY
            2021-08-04
            15083.50000000
          
        
        
          N
          N
          N
        
      
      
        Warsaw Stock Exchange/Financial Derivatives
        N/A
        WIG20 INDEX FUT SEP21
        000000000
        
          
        
        -1.00000000
        NC
        
        24.38000000
        0.000014523376
        N/A
        DE
        
        PL
        N
        
        1
        
          
            
              Warsaw Stock Exchange/Financial Derivatives
              N/A
            
            Short
            
              
                WIG20 Index
                KRSU1 Index
              
            
            2021-09-17
            -44773.91000000
            PLN
            24.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1850.93000000
        0.001102614994
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            249158.94000000
            USD
            5000000.00000000
            MXN
            2021-08-04
            1850.93000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DR0
        
          
        
        398000.00000000
        PA
        USD
        334892.13000000
        0.199498135664
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2121-07-28
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
        
        2313.00000000
        NS
        
        1768019.63000000
        1.053224571157
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
        
        5794.00000000
        NS
        USD
        579921.46000000
        0.345464224858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2.51000000
        -0.00000149522
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            25103.50000000
            USD
            500000.00000000
            MXN
            2021-08-04
            -2.51000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2236.56000000
        -0.00133233811
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            295785.20000000
            USD
            400000.00000000
            AUD
            2021-08-04
            -2236.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        184.01000000
        0.000109616347
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            11000.00000000
            AUD
            8258.34000000
            USD
            2021-09-17
            184.01000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4293.12000000
        0.002557448681
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            164000.00000000
            EUR
            199028.25000000
            USD
            2021-09-17
            4293.12000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -19449.86000000
        -0.01158644966
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            132279390.00000000
            JPY
            1000000.00000000
            EUR
            2021-08-04
            -19449.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -457.82000000
        -0.00027272733
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1296418.00000000
            CNY
            200000.00000000
            USD
            2021-08-04
            -457.82000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        6033.75000000
        0.003594357013
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            395923.75000000
            AUD
            250000.00000000
            EUR
            2021-08-04
            6033.75000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1602.69000000
        0.000954736281
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            294988.25000000
            USD
            250000.00000000
            EUR
            2021-08-04
            1602.69000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) SEP21
        000000000
        
          
        
        14.00000000
        NC
        USD
        736.14000000
        0.000438524959
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            2308388.86000000
            USD
            736.14000000
          
        
        
          N
          N
          N
        
      
      
        StoneCo Ltd
        549300O1A9LEF0XZCR35
        StoneCo Ltd
        000000000
        
          
        
        6204.00000000
        NS
        USD
        365043.36000000
        0.217459483914
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3121.78000000
        0.001859671321
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            EUR
            26371606.00000000
            JPY
            2021-08-04
            3121.78000000
          
        
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
        
        18738.00000000
        NS
        
        696911.03000000
        0.415155922621
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -7717.71000000
        -0.00459750653
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            CAD
            34325120.00000000
            JPY
            2021-08-04
            -7717.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        330.83000000
        0.000197078289
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            56577.71000000
            USD
            71000.00000000
            CAD
            2021-09-17
            330.83000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        CORN FUTURE DEC21
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -204.10000000
        -0.00012158413
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Corn
                C Z1 Comdty
              
            
            2021-12-14
            -54245.90000000
            USD
            -204.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -12760.79000000
        -0.00760171286
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            33602560.00000000
            JPY
            400000.00000000
            AUD
            2021-08-04
            -12760.79000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Siltronic AG (Tendered) ()
        000000000
        
          
        
        197769.00000000
        OU
        Notional Amount
        
        188.71000000
        0.000112416177
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Siltronic AG
                Siltronic AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-07-07
            0.00000000
            EUR
            0.00000000
            EUR
            197769.00000000
            EUR
            188.71000000
          
        
        
          N
          N
          N
        
      
      
        Banco Bradesco SA
        549300CTUU1RFXHQJE44
        Banco Bradesco SA
        000000000
        
          
        
        61152.00000000
        NS
        
        284728.27000000
        0.169615090793
        Long
        EP
        CORP
        BR
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0IJBZ9 TRS USD R E TRS TWLO US MS USD L PRICE / Short: 99D0IJBZ9 TRS USD P V 01MLIBOR TRS TWLO US MS USD S COST
        000000000
        
          
        
        35894.46000000
        OU
        Notional Amount
        USD
        717.36000000
        0.000427337550
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Twilio Inc
                Twilio Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            35894.46000000
            USD
            717.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -501.98000000
        -0.00029903382
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            14672860.00000000
            RUB
            200000.00000000
            USD
            2021-08-04
            -501.98000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -5672.85000000
        -0.00337936576
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-05
            -54645.90000000
            USD
            -5672.85000000
          
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
        
        7286.00000000
        NS
        USD
        567579.40000000
        0.338111953068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc
        43300A203
        
          
        
        1683.00000000
        NS
        USD
        221230.35000000
        0.131788831160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1170.53000000
        -0.00069729483
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            261798.38000000
            USD
            187500.00000000
            GBP
            2021-08-04
            -1170.53000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        3.00000000
        NC
        USD
        15641.77000000
        0.009317937550
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-17
            211758.23000000
            USD
            15641.77000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1837.75000000
        -0.00109476355
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            428067.00000000
            GBP
            500000.00000000
            EUR
            2021-08-04
            -1837.75000000
          
        
        
          N
          N
          N
        
      
      
        Korea Exchange (Futures Market)
        N/A
        KOSPI2 INX FUT SEP21
        000000000
        
          
        
        5.00000000
        NC
        
        -6600.29000000
        -0.00393184978
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Korea Exchange (Futures Market)
              N/A
            
            Long
            
              
                Korea Stock Exchange KOSPI 200 Index
                KMU1 Index
              
            
            2021-09-09
            538091985.00000000
            KRW
            -6600.29000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0IANK8 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0IANK8 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        86613.50000000
        OU
        Notional Amount
        USD
        7479.55000000
        0.004455632566
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            86613.50000000
            USD
            7479.55000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4595.37000000
        0.002737501617
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            16605460.00000000
            JPY
            2021-08-04
            4595.37000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        NZD FUT SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -291.78000000
        -0.00017381586
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                New Zealand Dollar Currency Future
                NVU1 Curncy
              
            
            2021-09-13
            69941.78000000
            USD
            -291.78000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        AUTODESK INC OCT21 300 CALL
        000000000
        
          
        
        17.00000000
        NC
        USD
        51637.50000000
        0.030760904952
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Autodesk Inc
                Autodesk Inc
                
                  
                  
                
              
            
            100.00000000
            300.00000000
            USD
            2021-10-15
            XXXX
            20571.62000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NM708 TRS USD R E 99D0NM708 EQUITYTRS / Short: 99D0NM708 TRS USD P V 01MLIBOR 99D0NM716 EQUITYTRS
        000000000
        
          
        
        45738.24000000
        OU
        Notional Amount
        USD
        -2471.64000000
        -0.00147237730
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            45738.24000000
            USD
            -2471.64000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        26.18000000
        0.000015595652
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            EUR
            1213.59000000
            USD
            2021-09-17
            26.18000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9.51000000
        0.000005665189
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6109.00000000
            USD
            456451.48000000
            INR
            2021-08-26
            9.51000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3835.31000000
        -0.00228472730
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            561189.60000000
            USD
            800000.00000000
            NZD
            2021-08-04
            -3835.31000000
          
        
        
          N
          N
          N
        
      
      
        Hollysys Automation Technologies Ltd
        2549008FKCB1PSUOZ583
        Hollysys Automation Technologies Ltd
        000000000
        
          
        
        15056.00000000
        NS
        USD
        227044.48000000
        0.135252358641
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS XLME 20211028
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -75.03000000
        -0.00004469601
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNV1 Comdty
              
            
            2021-10-28
            -117236.97000000
            USD
            -75.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4467.18000000
        -0.00266113772
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            195985.63000000
            AUD
            2021-08-04
            -4467.18000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4797.50000000
        -0.00285791220
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            230223.38000000
            AUD
            2021-08-04
            -4797.50000000
          
        
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
        Zscaler Inc
        98980G102
        
          
        
        56.00000000
        NS
        USD
        13210.96000000
        0.007869883028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        1344.72000000
        0.000801061323
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-02
            -77146.97000000
            USD
            1344.72000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        5721.97000000
        0.003408626972
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-20
            59353.03000000
            USD
            5721.97000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -17029.24000000
        -0.01014446541
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNQ1 Comdty
              
            
            2021-08-27
            -217576.76000000
            USD
            -17029.24000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -4843.10000000
        -0.00288507651
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7145336.00000000
            CNY
            1100000.00000000
            USD
            2021-08-04
            -4843.10000000
          
        
        
          N
          N
          N
        
      
      
        Dialog Semiconductor PLC
        529900QA2LORU6646N15
        Dialog Semiconductor PLC
        000000000
        
          
        
        4921.00000000
        NS
        
        378505.68000000
        0.225479104266
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        GASOLINE RBOB FUT SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -31.11000000
        -0.00001853249
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Gasoline
                XBU1 Comdty
              
            
            2021-08-31
            97697.91000000
            USD
            -31.11000000
          
        
        
          N
          N
          N
        
      
      
        Cloudera Inc
        549300PGONC4JOI0RG62
        Cloudera Inc
        18914U100
        
          
        
        12030.00000000
        NS
        USD
        190916.10000000
        0.113730370487
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3644.96000000
        0.002171334168
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            AUD
            297193.60000000
            USD
            2021-08-04
            3644.96000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -2590.10000000
        -0.00154294495
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLU1 Comdty
              
            
            2021-09-17
            -57229.90000000
            USD
            -2590.10000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0F2123 TRS USD R E TRS VRNS US JP USD L PRICE / Short: 99D0F2123 TRS USD P V 01MLIBOR TRS VRNS US JP USD S COST
        000000000
        
          
        
        6656.10000000
        OU
        Notional Amount
        USD
        75.90000000
        0.000045214285
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Varonis Systems Inc
                Varonis Systems Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            6656.10000000
            USD
            75.90000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        505.05000000
        0.000300862649
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            184384.38000000
            CAD
            125000.00000000
            EUR
            2021-08-04
            505.05000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -6722.28000000
        -0.00400452028
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-24
            -58396.97000000
            USD
            -6722.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -9313.06000000
        -0.00554787031
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            CHF
            542724.35000000
            USD
            2021-08-04
            -9313.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -286.80000000
        -0.00017084923
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2801200.00000000
            TWD
            100000.00000000
            USD
            2021-08-13
            -286.80000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        926.99000000
        0.000552215953
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            7385900.00000000
            RUB
            2021-08-04
            926.99000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -3116.34000000
        -0.00185643066
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6487440.00000000
            CNY
            1000000.00000000
            USD
            2021-08-04
            -3116.34000000
          
        
        
          N
          N
          N
        
      
      
        CBOE Futures Exchange, LLC
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE OCT21
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -301.69000000
        -0.00017971933
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CBOE Futures Exchange, LLC
              254900O9GJPIWCP8RH13
            
            Short
            
              
                CBOE Volatility Index (VIX)
                UXV1 Index
              
            
            2021-10-20
            -22648.31000000
            USD
            -301.69000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -513.91000000
        -0.00030614062
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            70183.20000000
            USD
            100000.00000000
            NZD
            2021-08-04
            -513.91000000
          
        
        
          N
          N
          N
        
      
      
        Nasdaq Stockholm AB
        549300KBQIVNEJEZVL96
        OMXS30 IND FUTURE AUG21 XSTO 20210820
        000000000
        
          
        
        -4.00000000
        NC
        
        439.33000000
        0.000261712677
        N/A
        DE
        
        SE
        N
        
        1
        
          
            
              Nasdaq Stockholm AB
              549300KBQIVNEJEZVL96
            
            Short
            
              
                OMXS30 Index
                QCQ1 Index
              
            
            2021-08-20
            -951881.92000000
            SEK
            439.33000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        TIN FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        29357.40000000
        0.017488456859
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Tin
                LTQ1 Comdty
              
            
            2021-08-18
            149287.60000000
            USD
            29357.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -248.11000000
        -0.00014780127
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            69917.40000000
            USD
            100000.00000000
            NZD
            2021-08-04
            -248.11000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        12434.34000000
        0.007407243783
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            475000.00000000
            EUR
            576453.78000000
            USD
            2021-09-17
            12434.34000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LHY43 TRS USD R E 99D0LHY43 EQUITYTRS / Short: 99D0LHY43 TRS USD P V 01MLIBOR 99D0LHY50 EQUITYTRS
        000000000
        
          
        
        28323.62000000
        OU
        Notional Amount
        USD
        223.24000000
        0.000132985997
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Repay Holdings Corp
                Repay Holdings Corp
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            28323.62000000
            USD
            223.24000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -172.16000000
        -0.00010255719
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            647842.00000000
            CNY
            100000.00000000
            USD
            2021-08-04
            -172.16000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -360.70000000
        -0.00021487210
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            26068712.00000000
            JPY
            200000.00000000
            EUR
            2021-08-04
            -360.70000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1528.65000000
        0.000910630014
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-27
            74240.10000000
            USD
            1528.65000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0MPSR0 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0MPSR0 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        53914.60000000
        OU
        Notional Amount
        USD
        -63.72000000
        -0.00003795855
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            -0.01000000
            USD
            53914.60000000
            USD
            -63.71000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4140.33000000
        -0.00246643035
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            26483342.00000000
            JPY
            200000.00000000
            EUR
            2021-08-04
            -4140.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4111.89000000
        0.002449488404
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            885973.10000000
            TRY
            2021-08-18
            4111.89000000
          
        
        
          N
          N
          N
        
      
      
        BANCO NACIONAL COM EXT
        4469000001BL6VG3DH44
        Banco Nacional de Comercio Exterior SNC/Cayman Islands
        05973JAA8
        
          
        
        398000.00000000
        PA
        USD
        398995.00000000
        0.237684769240
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-08-11
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3700.03000000
        0.002204139843
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            882468.20000000
            TRY
            2021-08-18
            3700.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2271.97000000
        -0.00135343216
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            61391760.00000000
            JPY
            800000.00000000
            NZD
            2021-08-04
            -2271.97000000
          
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        -1943.00000000
        NS
        USD
        -833002.96000000
        -0.49622706130
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        30939.94000000
        0.018431189611
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                LPQ21 Comdty
              
            
            2021-08-13
            -516281.44000000
            USD
            30939.94000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -118.28000000
        -0.00007046041
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            5990.52000000
            USD
            8000.00000000
            AUD
            2021-09-17
            -118.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9869.66000000
        -0.00587944174
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            684103.51000000
            USD
            485000.00000000
            GBP
            2021-09-17
            -9869.66000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211019
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -23693.56000000
        -0.01411445842
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-19
            -462656.44000000
            USD
            -23693.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        LVMH Moet Hennessy Louis Vuitton SE ()
        000000000
        
          
        
        273107.67000000
        OU
        Notional Amount
        
        -9431.41000000
        -0.00561837243
        N/A
        DE
        
        FR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                LVMH Moet Hennessy Louis Vuitton SE
                LVMH Moet Hennessy Louis Vuitton SE
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-07-07
            0.00000000
            EUR
            0.00000000
            EUR
            273107.67000000
            EUR
            -9431.41000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -839.83000000
        -0.00050029398
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            18968689.00000000
            JPY
            2021-08-04
            -839.83000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27.59000000
        -0.00001643560
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            6633.86000000
            USD
            9000.00000000
            AUD
            2021-09-17
            -27.59000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        INVESCO QQQ TRUST SERIES 1 AUG21 353 PUT
        000000000
        
          
        
        54.00000000
        NC
        USD
        13500.00000000
        0.008042066654
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                  
                
              
            
            100.00000000
            353.00000000
            USD
            2021-08-20
            XXXX
            -9761.85000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -11139.03000000
        -0.00663561642
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNU1 Comdty
              
            
            2021-09-07
            -106166.97000000
            USD
            -11139.03000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0MI237 TRS USD R E TRS 2454 TT MS USD L PRICE / Short: 99D0MI237 TRS USD P V 01MLIBOR TRS 2454 TT MS USD S COST
        000000000
        
          
        
        40932.57000000
        OU
        Notional Amount
        USD
        -1695.15000000
        -0.00100981550
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            40932.57000000
            USD
            -1695.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        15466.28000000
        0.009213396641
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3700000.00000000
            EUR
            3169038.90000000
            GBP
            2021-08-04
            15466.28000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0MSN16 TRS USD R E 99D0MSN16 EQUITYTRS / Short: 99D0MSN16 TRS USD P V 01MLIBOR 99D0MSN24 EQUITYTRS
        000000000
        
          
        
        26704.52000000
        OU
        Notional Amount
        USD
        697.22000000
        0.000415339978
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Mastercard Inc
                Mastercard Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            26704.52000000
            USD
            697.22000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        LEAN HOGS FUTURE OCT21
        000000000
        
          
        
        -1.00000000
        NC
        USD
        1037.74000000
        0.000618190685
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Lean Hogs
                LHV1 Comdty
              
            
            2021-10-14
            -36237.74000000
            USD
            1037.74000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1627.96000000
        -0.00096978983
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            13193161.00000000
            JPY
            100000.00000000
            EUR
            2021-08-04
            -1627.96000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB59
        
          
        
        342000.00000000
        PA
        USD
        442569.38000000
        0.263642403935
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2120-04-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AL8
        
          
        
        602000.00000000
        PA
        USD
        608208.13000000
        0.362314838604
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2034-01-23
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2665.63000000
        -0.00158793882
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            198440.50000000
            AUD
            2021-08-04
            -2665.63000000
          
        
        
          N
          N
          N
        
      
      
        Thailand Futures Exchange
        5493006G4X6OUMF0CE07
        SET50 FUTURES SEP21
        000000000
        
          
        
        11.00000000
        NC
        
        -1286.40000000
        -0.00076631959
        N/A
        DE
        
        TH
        N
        
        1
        
          
            
              Thailand Futures Exchange
              5493006G4X6OUMF0CE07
            
            Long
            
              
                Thai SET50 Index
                BCU1 Index
              
            
            2021-09-29
            2035700.67000000
            THB
            -1286.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -423.34000000
        -0.00025218729
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            147872.13000000
            USD
            2021-08-04
            -423.34000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CONSTELLATION PHARMACEUTICALS
        000000000
        
          
        
        -114.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Constellation Pharmaceuticals Inc
                Constellation Pharmaceuticals Inc
                
                  
                  
                
              
            
            100.00000000
            35.00000000
            USD
            2021-09-17
            XXXX
            3130.47000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JAC4
        
          
        
        200000.00000000
        PA
        USD
        186250.00000000
        0.110950734397
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CISCO SYSTEMS INC/DELAWARE
        000000000
        
          
        
        178.00000000
        NC
        USD
        72090.00000000
        0.042944635934
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Cisco Systems Inc/Delaware
                Cisco Systems Inc/Delaware
                
                  
                  
                
              
            
            100.00000000
            52.50000000
            USD
            2021-10-15
            XXXX
            25951.56000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        13.64000000
        0.000008125465
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1376.53000000
            USD
            1000.00000000
            GBP
            2021-09-17
            13.64000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        8359.00000000
        NS
        
        509724.56000000
        0.303647324953
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Exchange Derivatives Clearing Limited
        549300ZLWT3FK3F0FW61
        SGX NIFTY 50      AUG21 XSIM 20210826
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -117.45000000
        -0.00006996597
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing Limited
              549300ZLWT3FK3F0FW61
            
            Short
            
              
                SGX Nifty 50 Index
                IHQ1 Index
              
            
            2021-08-26
            -94526.55000000
            USD
            -117.45000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -9061.10000000
        -0.00539777556
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            49298040.00000000
            JPY
            600000.00000000
            AUD
            2021-08-04
            -9061.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        33280.40000000
        0.019825421857
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1602000.00000000
            CAD
            1317329.34000000
            USD
            2021-09-17
            33280.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2477.95000000
        -0.00147613622
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            188106.00000000
            CAD
            125000.00000000
            EUR
            2021-08-04
            -2477.95000000
          
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        4332.00000000
        NS
        USD
        725653.32000000
        0.432277953138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -23653.38000000
        -0.01409052285
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            11500000.00000000
            MXN
            553669.31000000
            USD
            2021-08-04
            -23653.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        1117.32000000
        0.000665597178
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            AUD
            221278.80000000
            USD
            2021-08-04
            1117.32000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        AIRBUS SE OCT21 110 CALL
        000000000
        
          
        
        44.00000000
        NC
        
        52194.98000000
        0.031093000606
        N/A
        DE
        
        NL
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Purchased
            
              
                Airbus SE
                Airbus SE
                
                  
                
              
            
            100.00000000
            110.00000000
            EUR
            2021-10-15
            XXXX
            15393.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8756.53000000
        0.005216340586
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            681290.24000000
            USD
            625000.00000000
            CHF
            2021-08-04
            8756.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -2276.11000000
        -0.00135589839
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7484630.00000000
            RUB
            100000.00000000
            USD
            2021-08-04
            -2276.11000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2199.89000000
        -0.00131049348
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            199075.13000000
            AUD
            2021-08-04
            -2199.89000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16.88000000
        0.000010055561
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4792.29000000
            USD
            6000.00000000
            CAD
            2021-09-17
            16.88000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22.37000000
        -0.00001332600
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            115335189.00000000
            KRW
            2021-08-30
            -22.37000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1979.21000000
        0.001179032499
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1292645.63000000
            NOK
            125000.00000000
            EUR
            2021-08-04
            1979.21000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -156.08000000
        -0.00009297820
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            457642.00000000
            PLN
            100000.00000000
            EUR
            2021-08-04
            -156.08000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -6741.76000000
        -0.00401612468
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            943688.90000000
            GBP
            1100000.00000000
            EUR
            2021-08-04
            -6741.76000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -296.87000000
        -0.00017684802
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            26061710.00000000
            JPY
            200000.00000000
            EUR
            2021-08-04
            -296.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -161.91000000
        -0.00009645118
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            8236.24000000
            USD
            11000.00000000
            AUD
            2021-09-17
            -161.91000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -31.38000000
        -0.00001869333
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2435.97000000
            USD
            3000.00000000
            CAD
            2021-09-17
            -31.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        1127.41000000
        0.000671607879
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            NZD
            70796.70000000
            USD
            2021-08-04
            1127.41000000
          
        
        
          N
          N
          N
        
      
      
        HubSpot Inc
        529900BLNVEW0MVKJB37
        HubSpot Inc
        443573100
        
          
        
        347.00000000
        NS
        USD
        206818.94000000
        0.123203829693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -307.09000000
        -0.00018293616
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3122800.59000000
            TWD
            111524.00000000
            USD
            2021-08-26
            -307.09000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        24.54000000
        0.000014618690
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3000.00000000
            EUR
            3586.77000000
            USD
            2021-09-17
            24.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -735.00000000
        -0.00043784585
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            CHF
            275283.71000000
            USD
            2021-08-04
            -735.00000000
          
        
        
          N
          N
          N
        
      
      
        Stamps.com Inc
        5299008VAXLEGU4Y4038
        Stamps.com Inc
        852857200
        
          
        
        1170.00000000
        NS
        USD
        382309.20000000
        0.227744893997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        Voya CLO 2013-1 Ltd
        92917CAN2
        
          
        
        1500000.00000000
        PA
        USD
        1445779.50000000
        0.861263341219
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          3.07600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NAIV4 TRS USD R V 01MLIBOR 99D0NAIW2 EQUITYTRS / Short: 99D0NAIV4 TRS USD P E 99D0NAIV4 EQUITYTRS
        000000000
        
          
        
        275476.40000000
        OU
        Notional Amount
        USD
        -6570.60000000
        -0.00391416319
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Russell 2000 Growth ETF
                iShares Russell 2000 Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            275476.40000000
            USD
            -6570.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0MY802 TRS USD R E 99D0MY802 EQUITYTRS / Short: 99D0MY802 TRS USD P V 01MLIBOR 99D0MY810 EQUITYTRS
        000000000
        
          
        
        26923.95000000
        OU
        Notional Amount
        USD
        -191.76000000
        -0.00011423308
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Qorvo Inc
                Qorvo Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            26923.95000000
            USD
            -191.76000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -15721.19000000
        -0.00936524873
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000000.00000000
            CHF
            1088353.64000000
            USD
            2021-08-04
            -15721.19000000
          
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
        
        10573.00000000
        NS
        
        978756.08000000
        0.583053454347
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
        
        5010.00000000
        NS
        USD
        1540023.90000000
        0.917405544670
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3769.77000000
        -0.00224568456
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            123514720.00000000
            JPY
            1400000.00000000
            CAD
            2021-08-04
            -3769.77000000
          
        
        
          N
          N
          N
        
      
      
        Santander Consumer USA Holdings Inc
        5493004SHNXEHHZ58X76
        Santander Consumer USA Holdings Inc
        80283M101
        
          
        
        1914.00000000
        NS
        USD
        78531.42000000
        0.046781845488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        100.58000000
        0.000059916375
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            MXN
            25201.57000000
            USD
            2021-08-04
            100.58000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4093.62000000
        0.002438604807
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            EUR
            597275.50000000
            USD
            2021-08-04
            4093.62000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211022
        000000000
        
          
        
        -1.00000000
        NC
        USD
        1414.40000000
        0.000842570301
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-22
            -244526.90000000
            USD
            1414.40000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        10701.55000000
        0.006375005807
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-26
            109342.45000000
            USD
            10701.55000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        136.89000000
        0.000081546555
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2789600.00000000
            TWD
            100000.00000000
            USD
            2021-08-09
            136.89000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -9462.13000000
        -0.00563667260
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-17
            -120256.87000000
            USD
            -9462.13000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FBLW4
        
          
        
        2885045.64000000
        PA
        USD
        543594.82000000
        0.323824131510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-15
          Floating
          6.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
        
        9019.00000000
        NS
        
        616325.91000000
        0.367150670296
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        7.73000000
        0.000004604827
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3000.00000000
            EUR
            3569.96000000
            USD
            2021-09-17
            7.73000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3401.17000000
        -0.00202610635
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            64778480.00000000
            JPY
            800000.00000000
            AUD
            2021-08-04
            -3401.17000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2869.14000000
        -0.00170917149
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            428809.00000000
            GBP
            500000.00000000
            EUR
            2021-08-04
            -2869.14000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796M22
        
          
        
        103300.00000000
        PA
        USD
        103291.19000000
        0.061531454428
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-10-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -674.69000000
        -0.00040191866
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6000000.00000000
            MXN
            300537.15000000
            USD
            2021-08-04
            -674.69000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -17124.96000000
        -0.01020148664
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            18219152.00000000
            CNY
            2800000.00000000
            USD
            2021-08-04
            -17124.96000000
          
        
        
          N
          N
          N
        
      
      
        SAGICOR FINANCIAL CO
        N/A
        Sagicor Financial Co Ltd
        78669QAA8
        
          
        
        599000.00000000
        PA
        USD
        624457.50000000
        0.371994728725
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-05-13
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1285.48000000
        -0.00076577154
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            17726900.00000000
            JPY
            200000.00000000
            CAD
            2021-08-04
            -1285.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2091.94000000
        -0.00124618673
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            EUR
            294499.00000000
            USD
            2021-08-04
            -2091.94000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        133.10000000
        0.000079288820
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            8207.94000000
            USD
            6000.00000000
            GBP
            2021-09-17
            133.10000000
          
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT SEP21
        000000000
        
          
        
        3.00000000
        NC
        
        -1069.17000000
        -0.00063691380
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                10 Year Canadian Bond
                CNU1 Comdty
              
            
            2021-09-21
            445333.90000000
            CAD
            -1069.17000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        122.64000000
        0.000073057707
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            150483.28000000
            USD
            3000000.00000000
            MXN
            2021-08-04
            122.64000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -262.53000000
        -0.00015639138
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-10
            -75584.47000000
            USD
            -262.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        61.05000000
        0.000036368012
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3000.00000000
            GBP
            4231.57000000
            USD
            2021-09-17
            61.05000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        460.71000000
        0.000274448928
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            NZD
            70130.00000000
            USD
            2021-08-04
            460.71000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -250.58000000
        -0.00014927267
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2799600.00000000
            TWD
            100000.00000000
            USD
            2021-08-23
            -250.58000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3873.17000000
        -0.00230728083
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            600000.00000000
            NZD
            45432000.00000000
            JPY
            2021-08-04
            -3873.17000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        1639.54000000
        0.000976688145
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            AUD
            75026.70000000
            USD
            2021-08-04
            1639.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -143.94000000
        -0.00008574630
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            15269840.00000000
            JPY
            2021-08-04
            -143.94000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -426.64000000
        -0.00025415313
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            76262000.00000000
            CLP
            100000.00000000
            USD
            2021-08-19
            -426.64000000
          
        
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        Vale SA
        000000000
        
          
        
        32758.00000000
        NS
        
        684060.88000000
        0.407500977228
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        576.60000000
        0.000343485602
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            79576.84000000
            USD
            100000.00000000
            CAD
            2021-08-04
            576.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -3592.30000000
        -0.00213996415
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            CHF
            272426.41000000
            USD
            2021-08-04
            -3592.30000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -48.61000000
        -0.00002895739
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            13019905.00000000
            JPY
            100000.00000000
            EUR
            2021-08-04
            -48.61000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1235.15000000
        0.000735789528
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-13
            74539.85000000
            USD
            1235.15000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        STOXX EUROPE 600 SEP21
        000000000
        
          
        
        1.00000000
        NC
        
        313.79000000
        0.000186927414
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                STOXX EUROPE 600
                SXOU1 Index
              
            
            2021-09-17
            22765.48000000
            EUR
            313.79000000
          
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        943.00000000
        NS
        USD
        178783.37000000
        0.106502798387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17974.41000000
        -0.01070751135
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1380582.83000000
            USD
            1700000.00000000
            CAD
            2021-08-04
            -17974.41000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5683.56000000
        -0.00338574580
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            601531.70000000
            GBP
            700000.00000000
            EUR
            2021-08-04
            -5683.56000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT SEP21
        000000000
        
          
        
        3.00000000
        NC
        USD
        2527.98000000
        0.001505939530
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            596440.77000000
            USD
            2527.98000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BH6
        
          
        
        200000.00000000
        PA
        USD
        228162.50000000
        0.135918372816
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2050-04-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Exchange (Futures Market)
        N/A
        KOREA 3YR BND FUT SEP21
        000000000
        
          
        
        -7.00000000
        NC
        
        -169.40000000
        -0.00010091304
        N/A
        DIR
        
        KR
        N
        
        1
        
          
            
              Korea Exchange (Futures Market)
              N/A
            
            Short
            
              
                3 Year Korea Treasury Bond
                KEU1 Comdty
              
            
            2021-09-17
            -771555146.00000000
            KRW
            -169.40000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        4214.30000000
        0.002510494926
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-17
            481503.20000000
            USD
            4214.30000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NYM21 TRS USD R E TRS RNG US MS USD L PRICE / Short: 99D0NYM21 TRS USD P V 01MLIBOR TRS RNG US MS USD S COST
        000000000
        
          
        
        36346.05000000
        OU
        Notional Amount
        USD
        -264.60000000
        -0.00015762450
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                RingCentral Inc
                RingCentral Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            36346.05000000
            USD
            -264.60000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796M55
        
          
        
        140000.00000000
        PA
        USD
        139982.15000000
        0.083388576349
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-10-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBOE Futures Exchange, LLC
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE AUG21
        000000000
        
          
        
        -20.00000000
        NC
        USD
        -2863.80000000
        -0.00170599040
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CBOE Futures Exchange, LLC
              254900O9GJPIWCP8RH13
            
            Short
            
              
                CBOE Volatility Index (VIX)
                UXQ1 Index
              
            
            2021-08-18
            -402616.20000000
            USD
            -2863.80000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -799.59000000
        -0.00047632267
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            12500000.00000000
            JPY
            113146.13000000
            USD
            2021-08-04
            -799.59000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15.42000000
        -0.00000918582
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2390.24000000
            USD
            2000.00000000
            EUR
            2021-09-17
            -15.42000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -297.61000000
        -0.00017728884
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            426959.00000000
            GBP
            500000.00000000
            EUR
            2021-08-04
            -297.61000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1134.62000000
        0.000675902938
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            15410100.00000000
            JPY
            2021-08-04
            1134.62000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        0.91000000
        0.000000542094
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1186.50000000
            USD
            1000.00000000
            EUR
            2021-09-17
            0.91000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0O57Q7 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0O57Q7 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        21753.37000000
        OU
        Notional Amount
        USD
        -25.71000000
        -0.00001531566
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            21753.37000000
            USD
            -25.71000000
          
        
        
          N
          N
          N
        
      
      
        Bursa Malaysia
        N/A
        CRUDE PALM OIL FU OCT21
        000000000
        
          
        
        1.00000000
        NC
        
        1971.59000000
        0.001174493199
        N/A
        DCO
        
        MY
        N
        
        1
        
          
            
              Bursa Malaysia
              N/A
            
            Long
            
              
                Crude Palm Oil
                KOV1 Comdty
              
            
            2021-10-15
            100954.89000000
            MYR
            1971.59000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        3188.97000000
        0.001899696985
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            CAD
            243649.28000000
            USD
            2021-08-04
            3188.97000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1327.90000000
        0.000791041504
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            454454.98000000
            USD
            50000000.00000000
            JPY
            2021-08-04
            1327.90000000
          
        
        
          N
          N
          N
        
      
      
        Petroleo Brasileiro SA
        5493000J801JZRCMFE49
        Petroleo Brasileiro SA
        000000000
        
          
        
        19813.00000000
        NS
        
        102369.86000000
        0.060982610186
        Long
        EP
        CORP
        BR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1541.81000000
        0.000918469539
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            13183711.00000000
            JPY
            2021-08-04
            1541.81000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -853.88000000
        -0.00050866369
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7380550.00000000
            RUB
            100000.00000000
            USD
            2021-08-04
            -853.88000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2606.07000000
        -0.00155245841
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            15571520.00000000
            JPY
            200000.00000000
            NZD
            2021-08-04
            -2606.07000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -516.09000000
        -0.00030743927
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            36035830.00000000
            HUF
            100000.00000000
            EUR
            2021-08-04
            -516.09000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -797.31000000
        -0.00047496445
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            80950.75000000
            USD
            100000.00000000
            CAD
            2021-08-04
            -797.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0LK4G2 TRS USD R V 01MLIBOR 99D0LK4H0 EQUITYTRS / Short: 99D0LK4G2 TRS USD P E 99D0LK4G2 EQUITYTRS
        000000000
        
          
        
        1753964.10000000
        OU
        Notional Amount
        USD
        -41835.15000000
        -0.02492156035
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Russell 2000 Growth ETF
                iShares Russell 2000 Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            1753964.10000000
            USD
            -41835.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9171.21000000
        -0.00546336904
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            376107.00000000
            USD
            500000.00000000
            AUD
            2021-08-04
            -9171.21000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3338.29000000
        0.001988648199
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            232211.75000000
            AUD
            125000.00000000
            GBP
            2021-08-04
            3338.29000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NEAJ1 TRS USD R V 01MLIBOR 99D0NEAK8 EQUITYTRS / Short: 99D0NEAJ1 TRS USD P E 99D0NEAJ1 EQUITYTRS
        000000000
        
          
        
        65439.68000000
        OU
        Notional Amount
        USD
        -2220.00000000
        -0.00132247318
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Russell Mid-Cap Growth ETF
                iShares Russell Mid-Cap Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            65439.68000000
            USD
            -2220.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -48150.82000000
        -0.02868385954
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1515894.00000000
            USD
            2000000.00000000
            AUD
            2021-08-04
            -48150.82000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3248.85000000
        -0.00193536801
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-07
            -72581.40000000
            USD
            -3248.85000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Landmark Infrastructure Partners LP ()
        000000000
        
          
        
        190702.16000000
        OU
        Notional Amount
        USD
        5729.88000000
        0.003413339028
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Landmark Infrastructure Partners LP
                Landmark Infrastructure Partners LP
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-02
            0.00000000
            USD
            0.00000000
            USD
            190702.16000000
            USD
            5729.88000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0DYM22 TRS USD R E TRS SWKS US JP USD L PRICE / Short: 99D0DYM22 TRS USD P V 01MLIBOR TRS SWKS US JP USD S COST
        000000000
        
          
        
        43996.26000000
        OU
        Notional Amount
        USD
        -1374.45000000
        -0.00081877174
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Skyworks Solutions Inc
                Skyworks Solutions Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            43996.26000000
            USD
            -1374.45000000
          
        
        
          N
          N
          N
        
      
      
        Singapore Exchange
        N/A
        MSCI SING IX ETS  AUG21 XSES 20210830
        000000000
        
          
        
        -4.00000000
        NC
        
        -1280.79000000
        -0.00076297767
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange
              N/A
            
            Short
            
              
                MSCI Singapore Index
                QZQ1 Index
              
            
            2021-08-30
            -142604.60000000
            SGD
            -1280.79000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1612.15000000
        0.000960371685
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            172139.75000000
            USD
            125000.00000000
            GBP
            2021-08-04
            1612.15000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211029
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1078.03000000
        -0.00064219178
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-29
            244278.03000000
            USD
            -1078.03000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS XLME 20211013
        000000000
        
          
        
        1.00000000
        NC
        USD
        2059.47000000
        0.001226844075
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAV21 Comdty
              
            
            2021-10-13
            62778.03000000
            USD
            2059.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2964.75000000
        0.001766127193
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            900000.00000000
            USD
            5839731.00000000
            CNY
            2021-08-04
            2964.75000000
          
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
        
        1847.00000000
        NS
        USD
        196132.93000000
        0.116838081197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        5405.83000000
        0.003220299643
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            EUR
            39636741.00000000
            JPY
            2021-08-04
            5405.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        22.80000000
        0.000013582157
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000.00000000
            GBP
            2803.15000000
            USD
            2021-09-17
            22.80000000
          
        
        
          N
          N
          N
        
      
      
        AZUL INVESTMENTS LLP
        549300C6XNC8IDH04C74
        Azul Investments LLP
        05502FAC2
        
          
        
        602000.00000000
        PA
        USD
        564089.05000000
        0.336032721413
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        140.56000000
        0.000083732806
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            EUR
            296731.50000000
            USD
            2021-08-04
            140.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -148.34000000
        -0.00008836741
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            73535.50000000
            USD
            100000.00000000
            AUD
            2021-08-04
            -148.34000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0LLPW2 TRS USD R E TRS GDDY US MS USD L PRICE / Short: 99D0LLPW2 TRS USD P V 01MLIBOR TRS GDDY US MS USD S COST
        000000000
        
          
        
        10017.42000000
        OU
        Notional Amount
        USD
        -39.27000000
        -0.00002339347
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            10017.42000000
            USD
            -39.27000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -48.17000000
        -0.00002869528
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            15277.21000000
            USD
            19000.00000000
            CAD
            2021-09-17
            -48.17000000
          
        
        
          N
          N
          N
        
      
      
        Aerojet Rocketdyne Holdings Inc
        549300VULNLWHE8QWI76
        Aerojet Rocketdyne Holdings Inc
        007800105
        
          
        
        3924.00000000
        NS
        USD
        185134.32000000
        0.110286114181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        SUGAR 11 (WORLD) OCT21
        000000000
        
          
        
        -2.00000000
        NC
        USD
        297.74000000
        0.000177366290
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Short
            
              
                Sugar
                SBV1 Comdty
              
            
            2021-09-30
            -40460.94000000
            USD
            297.74000000
          
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
        
        786.00000000
        NS
        USD
        141472.14000000
        0.084276176267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -10770.20000000
        -0.00641590120
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-21
            -140779.80000000
            USD
            -10770.20000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        8442.30000000
        0.005029151060
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-15
            121307.70000000
            USD
            8442.30000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Nuance Communications Inc ()
        000000000
        
          
        
        1111892.15000000
        OU
        Notional Amount
        USD
        656.35000000
        0.000390993366
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Nuance Communications Inc
                Nuance Communications Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-02
            0.00000000
            USD
            0.00000000
            USD
            1111892.15000000
            USD
            656.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -175.07000000
        -0.00010429071
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            993027.00000000
            MXN
            49676.84000000
            USD
            2021-08-04
            -175.07000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BN5D3 TRS USD R E 99D0BN5D3 EQUITYTRS / Short: 99D0BN5D3 TRS USD P V 01MLIBOR 99D0BN5I2 EQUITYTRS
        000000000
        
          
        
        174297.60000000
        OU
        Notional Amount
        USD
        -14573.28000000
        -0.00868142882
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Amazon.com Inc
                Amazon.com Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            174297.60000000
            USD
            -14573.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3167.99000000
        0.001887199017
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            EUR
            429024.00000000
            GBP
            2021-08-04
            3167.99000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        191.00000000
        NS
        USD
        514655.23000000
        0.306584567678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1.84000000
        0.000001096103
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1388.33000000
            USD
            1000.00000000
            GBP
            2021-09-17
            1.84000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS XLME 20211012
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -5763.03000000
        -0.00343308676
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNV1 Comdty
              
            
            2021-10-12
            -111536.97000000
            USD
            -5763.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3506.94000000
        0.002089114461
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            700000.00000000
            EUR
            599965.80000000
            GBP
            2021-08-04
            3506.94000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2218.32000000
        0.001321472392
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            1329729.13000000
            NOK
            2021-08-04
            2218.32000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796C64
        
          
        
        10000.00000000
        PA
        USD
        9999.98000000
        0.005957074496
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -2776.53000000
        -0.00165400291
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7521250.60000000
            RUB
            100000.00000000
            USD
            2021-08-04
            -2776.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3437.38000000
        0.002047676968
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            197388.88000000
            AUD
            125000.00000000
            EUR
            2021-08-04
            3437.38000000
          
        
        
          N
          N
          N
        
      
      
        Genmab A/S
        529900MTJPDPE4MHJ122
        Genmab A/S
        000000000
        
          
        
        1149.00000000
        NS
        
        519323.68000000
        0.309365603683
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        2515.00000000
        NS
        USD
        619670.85000000
        0.369143279958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        219.79000000
        0.000130930802
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            35946220.00000000
            HUF
            2021-08-04
            219.79000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        948.56000000
        0.000565065388
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            172803.34000000
            USD
            125000.00000000
            GBP
            2021-08-04
            948.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -220.89000000
        -0.00013158608
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            32280.94000000
            USD
            27000.00000000
            EUR
            2021-09-17
            -220.89000000
          
        
        
          N
          N
          N
        
      
      
        Great Canadian Gaming Corp
        549300FU60SSFLTE0M84
        Great Canadian Gaming Corp
        000000000
        
          
        
        31030.00000000
        NS
        
        1101818.69000000
        0.656362914515
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        78.53000000
        0.000046780999
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3000.00000000
            EUR
            3640.76000000
            USD
            2021-09-17
            78.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        322.29000000
        0.000191990937
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            75702644.00000000
            CLP
            100000.00000000
            USD
            2021-08-23
            322.29000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 SEP21
        000000000
        
          
        
        28.00000000
        NC
        
        3198.79000000
        0.001905546843
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                VGU1 Index
              
            
            2021-09-17
            1141943.44000000
            EUR
            3198.79000000
          
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
        
        609.00000000
        NS
        USD
        466944.66000000
        0.278162968859
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6536.06000000
        0.003893587420
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            906602.30000000
            TRY
            2021-08-18
            6536.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3399.88000000
        0.002025337894
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            150174.20000000
            USD
            2021-08-04
            3399.88000000
          
        
        
          N
          N
          N
        
      
      
        Avalara Inc
        549300Q16CMW239SS315
        Avalara Inc
        05338G106
        
          
        
        2812.00000000
        NS
        USD
        470082.04000000
        0.280031933235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7565.48000000
        0.004506821809
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            393201.70000000
            USD
            500000.00000000
            CAD
            2021-08-04
            7565.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        6661.67000000
        0.003968414382
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            800000.00000000
            CAD
            71074320.00000000
            JPY
            2021-08-04
            6661.67000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -544.55000000
        -0.00032439314
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2807455.30000000
            TWD
            100000.00000000
            USD
            2021-08-30
            -544.55000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796L56
        
          
        
        1250000.00000000
        PA
        USD
        1249901.04000000
        0.744576849999
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-09-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0K5KS2 TRS USD R E TRS CDLX US JP USD L PRICE / Short: 99D0K5KS2 TRS USD P V 01MLIBOR TRS CDLX US JP USD S COST
        000000000
        
          
        
        54329.00000000
        OU
        Notional Amount
        USD
        2227.04000000
        0.001326666971
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Cardlytics Inc
                Cardlytics Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            54329.00000000
            USD
            2227.04000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -129.15000000
        -0.00007693577
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            10876000.00000000
            JPY
            99047.62000000
            USD
            2021-09-17
            -129.15000000
          
        
        
          N
          N
          N
        
      
      
        Talend SA
        549300CGJZ1TI6ZGS674
        Talend SA
        874224207
        
          
        
        18518.00000000
        NS
        USD
        1222188.00000000
        0.728067952601
        Long
        EC
        CORP
        FR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -9997.71000000
        -0.00595572223
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            375000.00000000
            GBP
            56085694.00000000
            JPY
            2021-08-04
            -9997.71000000
          
        
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
        
        8286.00000000
        NS
        USD
        799267.56000000
        0.476130592011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        KRATON CORP AUG21 40 CALL
        000000000
        
          
        
        -25.00000000
        NC
        USD
        -3250.00000000
        -0.00193605308
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Kraton Corp
                Kraton Corp
                
                  
                  
                
              
            
            100.00000000
            40.00000000
            USD
            2021-08-20
            XXXX
            480.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        672.67000000
        0.000400715331
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            27000.00000000
            AUD
            20491.48000000
            USD
            2021-09-17
            672.67000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0HF312 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0HF312 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        53360.60000000
        OU
        Notional Amount
        USD
        4607.98000000
        0.002745013503
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            53360.60000000
            USD
            4607.98000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0JAZR9 TRS USD R E TRS MDB US MS USD L PRICE / Short: 99D0JAZR9 TRS USD P V 01MLIBOR TRS MDB US MS USD S COST
        000000000
        
          
        
        169601.64000000
        OU
        Notional Amount
        USD
        12370.80000000
        0.007369392456
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                MongoDB Inc
                MongoDB Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            169601.64000000
            USD
            12370.80000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        6.51000000
        0.000003878063
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1000.00000000
            GBP
            1396.68000000
            USD
            2021-09-17
            6.51000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        EXPEDIA GROUP INC OCT21 165 CALL
        000000000
        
          
        
        50.00000000
        NC
        USD
        50375.00000000
        0.030008822793
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Expedia Group Inc
                Expedia Group Inc
                
                  
                  
                
              
            
            100.00000000
            165.00000000
            USD
            2021-10-15
            XXXX
            -5248.17000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -9.94000000
        -0.00000592134
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1000.00000000
            EUR
            1177.47000000
            USD
            2021-09-17
            -9.94000000
          
        
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        Swedish Match AB
        000000000
        
          
        
        41330.00000000
        NS
        
        370108.79000000
        0.220477004335
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
        
        4517.00000000
        NS
        
        196971.51000000
        0.117337630549
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        XAF FINANCIAL SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -913.91000000
        -0.00054442408
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini Financial Select Sector Futures
                IXAU1 Index
              
            
            2021-09-17
            113176.41000000
            USD
            -913.91000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        6532.65000000
        0.003891556054
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLU1 Comdty
              
            
            2021-09-17
            53287.35000000
            USD
            6532.65000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        454.15000000
        0.000270541079
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            USD
            14669360.00000000
            RUB
            2021-08-04
            454.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        40.00000000
        0.000023828345
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1446508.14000000
            TWD
            51852.00000000
            USD
            2021-09-02
            40.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -9485.21000000
        -0.00565042155
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            157215396.00000000
            JPY
            1200000.00000000
            EUR
            2021-08-04
            -9485.21000000
          
        
        
          N
          N
          N
        
      
      
        Itau Unibanco Holding SA
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA
        000000000
        
          
        
        40385.00000000
        NS
        
        234947.54000000
        0.139960279774
        Long
        EP
        CORP
        BR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -240.17000000
        -0.00014307134
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2477333.58000000
            TWD
            88476.00000000
            USD
            2021-08-26
            -240.17000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -2079.66000000
        -0.00123887143
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            26962796.00000000
            JPY
            243703.95000000
            USD
            2021-08-04
            -2079.66000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0DYXN4 TRS USD R E 99D0DYXN4 EQUITYTRS / Short: 99D0DYXN4 TRS USD P V 01MLIBOR 99D0DYY11 EQUITYTRS
        000000000
        
          
        
        23358.78000000
        OU
        Notional Amount
        USD
        981.00000000
        0.000584390176
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Alphabet Inc
                Alphabet Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            23358.78000000
            USD
            981.00000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6345.10000000
        -0.00377983089
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-15
            249288.85000000
            USD
            -6345.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2934.48000000
        -0.00174809509
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            232762.00000000
            AUD
            2021-08-04
            -2934.48000000
          
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        -2064.00000000
        NS
        USD
        -499343.52000000
        -0.29746324972
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        FACEBOOK INC DEC21 360 CALL
        000000000
        
          
        
        -50.00000000
        NC
        USD
        -123000.00000000
        -0.07327216285
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                
              
            
            100.00000000
            360.00000000
            USD
            2021-12-17
            XXXX
            4046.11000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -442.40000000
        -0.00026354150
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            157774.00000000
            CHF
            125000.00000000
            GBP
            2021-08-04
            -442.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -6520.76000000
        -0.00388447307
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2720745.00000000
            TRY
            300000.00000000
            USD
            2021-11-10
            -6520.76000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        2908.23000000
        0.001732457741
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1423346.00000000
            ZAR
            100000.00000000
            USD
            2021-08-04
            2908.23000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        0.48000000
        0.000000285940
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1389.69000000
            USD
            1000.00000000
            GBP
            2021-09-17
            0.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2541.47000000
        -0.00151397563
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            37842835.00000000
            JPY
            2021-08-04
            -2541.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        304.57000000
        0.000181434980
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            USD
            2588884.00000000
            CNY
            2021-08-04
            304.57000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        366.02000000
        0.000218041276
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            2802823.70000000
            TWD
            2021-08-23
            366.02000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3959.70000000
        0.002358827506
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            231365.00000000
            AUD
            125000.00000000
            GBP
            2021-08-04
            3959.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L9J55 TRS USD R V 01MLIBOR 99D0L9J63 EQUITYTRS / Short: 99D0L9J55 TRS USD P E 99D0L9J55 EQUITYTRS
        000000000
        
          
        
        146371.12000000
        OU
        Notional Amount
        USD
        -1644.30000000
        -0.00097952371
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            146371.12000000
            USD
            -1644.30000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -726.33000000
        -0.00043268105
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19140499.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -726.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -9520.49000000
        -0.00567143816
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7175586.00000000
            CNY
            1100000.00000000
            USD
            2021-08-04
            -9520.49000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        8257.15000000
        0.004918855605
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-29
            234719.60000000
            USD
            8257.15000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NGOQ5 TRS USD R V 01MLIBOR 99D0NGOR3 EQUITYTRS / Short: 99D0NGOQ5 TRS USD P E 99D0NGOQ5 EQUITYTRS
        000000000
        
          
        
        140412.56000000
        OU
        Notional Amount
        USD
        -5538.60000000
        -0.00329939187
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Expanded Tech-Software Sector ETF
                iShares Expanded Tech-Software Sector ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            140412.56000000
            USD
            -5538.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Entain PLC ()
        000000000
        
          
        
        206019.99000000
        OU
        Notional Amount
        
        -841.27000000
        -0.00050115180
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                GVC Holdings PLC
                GVC Holdings PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-12
            0.00000000
            GBP
            0.00000000
            GBP
            206019.99000000
            GBP
            -841.27000000
          
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        98138H101
        
          
        
        611.00000000
        NS
        USD
        143218.40000000
        0.085316438438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS XLME 20211013
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4414.77000000
        -0.00262991663
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNV1 Comdty
              
            
            2021-10-13
            -112886.97000000
            USD
            -4414.77000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BNDE2 TRS USD R E 99D0BNDE2 EQUITYTRS / Short: 99D0BNDE2 TRS USD P V 01MLIBOR 99D0BNDI3 EQUITYTRS
        000000000
        
          
        
        262763.48000000
        OU
        Notional Amount
        USD
        4811.10000000
        0.002866013843
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                salesforce.com Inc
                salesforce.com Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            262763.48000000
            USD
            4811.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -46.84000000
        -0.00002790299
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            150652.76000000
            USD
            3000000.00000000
            MXN
            2021-08-04
            -46.84000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -6418.56000000
        -0.00382359165
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-15
            -123331.44000000
            USD
            -6418.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -440.67000000
        -0.00026251092
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            160747.54000000
            USD
            200000.00000000
            CAD
            2021-08-04
            -440.67000000
          
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        S+P/TSX 60 IX FUT SEP21
        000000000
        
          
        
        3.00000000
        NC
        
        3090.21000000
        0.001840864799
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                S&P/TSX 60 Index
                PTU1 Index
              
            
            2021-09-16
            723584.65000000
            CAD
            3090.21000000
          
        
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        CDW Corp/DE
        12514G108
        
          
        
        1990.00000000
        NS
        USD
        364866.50000000
        0.217354126883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        874.73000000
        0.000521084219
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            USD
            3239300.00000000
            CNY
            2021-08-04
            874.73000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -5666.85000000
        -0.00337579151
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-24
            -54393.90000000
            USD
            -5666.85000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        DJIA MINI E-CBOT SEP21
        000000000
        
          
        
        2.00000000
        NC
        USD
        -122.94000000
        -0.00007323642
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                DJ Industrial Average Mini
                DMU1 Index
              
            
            2021-09-17
            348442.94000000
            USD
            -122.94000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2864.32000000
        0.001706300174
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            875356.50000000
            TRY
            2021-08-18
            2864.32000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2788.64000000
        0.001661216944
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            198272.88000000
            AUD
            125000.00000000
            EUR
            2021-08-04
            2788.64000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380NE70
        
          
        
        11994768.93000000
        PA
        USD
        755208.64000000
        0.449884312652
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-11-16
          Variable
          0.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        4597.65000000
        0.002738859833
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-13
            60430.60000000
            USD
            4597.65000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        TIN FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        30231.97000000
        0.018009445765
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Tin
                LTQ1 Comdty
              
            
            2021-08-17
            148428.03000000
            USD
            30231.97000000
          
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        6825.00000000
        NS
        USD
        1944510.75000000
        1.158361856411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2132.77000000
        0.001270509518
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            7474140.00000000
            RUB
            2021-08-04
            2132.77000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -181.11000000
        -0.00010788879
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            71000.00000000
            EUR
            84124.95000000
            USD
            2021-09-17
            -181.11000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        16318.83000000
        0.009721268043
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNQ1 Comdty
              
            
            2021-08-24
            100983.03000000
            USD
            16318.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -898.62000000
        -0.00053531569
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            221060.10000000
            USD
            300000.00000000
            AUD
            2021-08-04
            -898.62000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0D2S42 TRS USD R E TRS ADBE US MS USD L PRICE / Short: 99D0D2S42 TRS USD P V 01MLIBOR TRS ADBE US MS USD S COST
        000000000
        
          
        
        104867.41000000
        OU
        Notional Amount
        USD
        2674.58000000
        0.001593270417
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Adobe Inc
                Adobe Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            104867.41000000
            USD
            2674.58000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4028.03000000
        -0.00239953227
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-05
            -60946.97000000
            USD
            -4028.03000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6.13000000
        0.000003651693
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1181.28000000
            USD
            1000.00000000
            EUR
            2021-09-17
            6.13000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -93.98000000
        -0.00005598469
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5000.00000000
            GBP
            6856.88000000
            USD
            2021-09-17
            -93.98000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2738.54000000
        -0.00163137194
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            233029.00000000
            AUD
            2021-08-04
            -2738.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -3902.16000000
        -0.00232455043
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            562500.00000000
            GBP
            777981.38000000
            USD
            2021-08-04
            -3902.16000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -27.18000000
        -0.00001619136
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            13000.00000000
            EUR
            15409.14000000
            USD
            2021-09-17
            -27.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0JIHE1 TRS USD R E TRS TEAM US MS USD L PRICE / Short: 99D0JIHE1 TRS USD P V 01MLIBOR TRS TEAM US MS USD S COST
        000000000
        
          
        
        13746.08000000
        OU
        Notional Amount
        USD
        3485.28000000
        0.002076211412
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Atlassian Corp PLC
                Atlassian Corp PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            13746.08000000
            USD
            3485.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6.85000000
        0.000004080604
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1383.32000000
            USD
            1000.00000000
            GBP
            2021-09-17
            6.85000000
          
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
        
        3009.00000000
        NS
        USD
        850945.20000000
        0.506915408709
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NH3H6 TRS USD R V 01MLIBOR 99D0NH3I4 EQUITYTRS / Short: 99D0NH3H6 TRS USD P E 99D0NH3H6 EQUITYTRS
        000000000
        
          
        
        284268.20000000
        OU
        Notional Amount
        USD
        -6780.30000000
        -0.00403908329
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Russell 2000 Growth ETF
                iShares Russell 2000 Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            284268.20000000
            USD
            -6780.30000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1385.79000000
        -0.00082552707
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            346118.00000000
            USD
            2021-08-04
            -1385.79000000
          
        
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        Evolution AB
        000000000
        
          
        
        3990.00000000
        NS
        
        694260.86000000
        0.413577193452
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -463.18000000
        -0.00027592032
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1280526.13000000
            SEK
            125000.00000000
            EUR
            2021-08-04
            -463.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0I88L8 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0I88L8 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        28128.50000000
        OU
        Notional Amount
        USD
        2429.05000000
        0.001447006074
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            28128.50000000
            USD
            2429.05000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        BLACKROCK INC SEP21 910 CALL
        000000000
        
          
        
        -7.00000000
        NC
        USD
        -6090.00000000
        -0.00362786562
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                BlackRock Inc
                BlackRock Inc
                
                  
                  
                
              
            
            100.00000000
            910.00000000
            USD
            2021-09-17
            XXXX
            2004.44000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -0.95000000
        -0.00000056592
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2781.30000000
            USD
            2000.00000000
            GBP
            2021-09-17
            -0.95000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10605.43000000
        0.006317746293
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1698580.35000000
            USD
            187500000.00000000
            JPY
            2021-08-04
            10605.43000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9409.11000000
        0.005605088131
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            956656.36000000
            USD
            875000.00000000
            CHF
            2021-08-04
            9409.11000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1.59000000
        0.000000947176
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3000.00000000
            CAD
            2406.18000000
            USD
            2021-09-17
            1.59000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -759.56000000
        -0.00045247645
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            NZD
            208248.30000000
            USD
            2021-08-04
            -759.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0KVTC1 TRS USD R E TRS INTU US MS USD L PRICE / Short: 99D0KVTC1 TRS USD P V 01MLIBOR TRS INTU US MS USD S COST
        000000000
        
          
        
        54342.36000000
        OU
        Notional Amount
        USD
        2894.40000000
        0.001724219090
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Intuit Inc
                Intuit Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            54342.36000000
            USD
            2894.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2541.18000000
        0.001513802884
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            135468.17000000
            USD
            125000.00000000
            CHF
            2021-08-04
            2541.18000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        32728.28000000
        0.019496519203
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1900000.00000000
            AUD
            1427084.30000000
            USD
            2021-08-04
            32728.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        361.47000000
        0.000215330802
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125143.46000000
            USD
            2500000.00000000
            MXN
            2021-08-04
            361.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -783.51000000
        -0.00046674367
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            12500000.00000000
            JPY
            113162.21000000
            USD
            2021-08-04
            -783.51000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        INTUIT INC SEP21 520 PUT
        000000000
        
          
        
        13.00000000
        NC
        USD
        19630.00000000
        0.011693760624
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                Intuit Inc
                Intuit Inc
                
                  
                  
                
              
            
            100.00000000
            520.00000000
            USD
            2021-09-17
            XXXX
            -1471.92000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796H51
        
          
        
        280000.00000000
        PA
        USD
        279960.13000000
        0.166774668593
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-11-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325EA9
        
          
        
        1592000.00000000
        PA
        USD
        1529912.00000000
        0.911381798463
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2042-02-22
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        95.14000000
        0.000056675720
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            7470000.00000000
            INR
            2021-08-30
            95.14000000
          
        
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
        
        1783.00000000
        NS
        USD
        363036.63000000
        0.216264057512
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4001.78000000
        -0.00238389492
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLU1 Comdty
              
            
            2021-09-28
            -55734.47000000
            USD
            -4001.78000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1093.60000000
        -0.00065146696
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            108996.03000000
            USD
            147000.00000000
            AUD
            2021-09-17
            -1093.60000000
          
        
        
          N
          N
          N
        
      
      
        Singapore Exchange Derivatives Clearing Limited
        549300ZLWT3FK3F0FW61
        NIKKEI 225 (SGX) SEP21
        000000000
        
          
        
        2.00000000
        NC
        
        -7909.28000000
        -0.00471162644
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing Limited
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                Nikkei 225 Index
                NIU1 Index
              
            
            2021-09-09
            28252688.00000000
            JPY
            -7909.28000000
          
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        000000000
        
          
        
        466000.00000000
        PA
        USD
        460757.50000000
        0.274477224183
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2036-03-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        STOXX 600 BANK SEP21
        000000000
        
          
        
        1.00000000
        NC
        
        135.93000000
        0.000080974675
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                STOXX Europe 600 Banks Index
                BJU1 Index
              
            
            2021-09-17
            6510.41000000
            EUR
            135.93000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -2429.48000000
        -0.00144726222
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3249355.00000000
            CNY
            500000.00000000
            USD
            2021-08-04
            -2429.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1044.11000000
        0.000621985349
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            869795.60000000
            SEK
            2021-08-04
            1044.11000000
          
        
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
        
        134.00000000
        NS
        
        363146.57000000
        0.216329549720
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5289.88000000
        -0.00315122722
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            EUR
            587892.00000000
            USD
            2021-08-04
            -5289.88000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        KC HRW WHEAT FUT SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        760.34000000
        0.000452941108
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                KC HRW Wheat
                KWU1 Comdty
              
            
            2021-09-14
            32877.16000000
            USD
            760.34000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR SEP23
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -51.46000000
        -0.00003065516
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Eurodollar Time Deposit
                EDU3 Comdty
              
            
            2023-09-18
            -247973.54000000
            USD
            -51.46000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        BRENT CRUDE FUTR OCT21
        000000000
        
          
        
        1.00000000
        NC
        USD
        2829.07000000
        0.001685301445
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                Brent Crude Oil
                COV1 Comdty
              
            
            2021-08-31
            72300.93000000
            USD
            2829.07000000
          
        
        
          N
          N
          N
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
        
        2317.00000000
        NS
        USD
        477487.36000000
        0.284443346349
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -2842.04000000
        -0.00169302778
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            344661.75000000
            USD
            2021-08-04
            -2842.04000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        798.59000000
        0.000475726963
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            147496.88000000
            USD
            125000.00000000
            EUR
            2021-08-04
            798.59000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -160.18000000
        -0.00009542061
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            5298.39000000
            USD
            7000.00000000
            AUD
            2021-09-17
            -160.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -10.62000000
        -0.00000632642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2000.00000000
            EUR
            2364.20000000
            USD
            2021-09-17
            -10.62000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
        
        392000.00000000
        PA
        USD
        445606.00000000
        0.265451344708
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2030-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
        
        2988.00000000
        NS
        USD
        582630.12000000
        0.347077797026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -14958.32000000
        -0.00891080047
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            800000.00000000
            CAD
            626269.17000000
            USD
            2021-08-04
            -14958.32000000
          
        
        
          N
          N
          N
        
      
      
        Shackleton CLO LTD
        549300S9WB2KLCOJR134
        Shackleton 2013-III CLO Ltd
        81881QAY2
        
          
        
        1500000.00000000
        PA
        USD
        1438446.00000000
        0.856894711900
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          3.14600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuance Communications Inc
        AEMSOT3SS15TNMJCE605
        Nuance Communications Inc
        67020Y100
        
          
        
        3558.00000000
        NS
        USD
        195334.20000000
        0.116362270834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        20022.00000000
        NS
        USD
        1429971.24000000
        0.851846224137
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -7269.03000000
        -0.00433022398
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNU1 Comdty
              
            
            2021-09-10
            -110036.97000000
            USD
            -7269.03000000
          
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
        
        457.00000000
        NS
        USD
        284084.91000000
        0.169231835682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        981.26000000
        0.000584545061
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            19168465.00000000
            JPY
            2021-08-04
            981.26000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0FXVM8 TRS USD R E TRS VRNS US JP USD L PRICE / Short: 99D0FXVM8 TRS USD P V 01MLIBOR TRS VRNS US JP USD S COST
        000000000
        
          
        
        9076.50000000
        OU
        Notional Amount
        USD
        103.50000000
        0.000061655844
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Varonis Systems Inc
                Varonis Systems Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            9076.50000000
            USD
            103.50000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -436.76000000
        -0.00026018170
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4684406.72000000
            TWD
            167282.00000000
            USD
            2021-08-16
            -436.76000000
          
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        000000000
        
          
        
        6848.00000000
        NS
        USD
        800120.32000000
        0.476638588512
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1093.60000000
        -0.00065146696
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            108996.03000000
            USD
            147000.00000000
            AUD
            2021-09-17
            -1093.60000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        ADVANCED MICRO DEVICES INC OCT21 105 CALL
        000000000
        
          
        
        58.00000000
        NC
        USD
        47560.00000000
        0.028331902968
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Advanced Micro Devices Inc
                Advanced Micro Devices Inc
                
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2021-10-15
            XXXX
            9778.97000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3648.85000000
        -0.00217365147
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-07
            -61307.40000000
            USD
            -3648.85000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -18.53000000
        -0.00001103848
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3580.76000000
            USD
            3000.00000000
            EUR
            2021-09-17
            -18.53000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        WHEAT FUTURE(CBT) SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        585.36000000
        0.000348704010
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Wheat
                W U1 Comdty
              
            
            2021-09-14
            34589.64000000
            USD
            585.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        412.90000000
        0.000245968097
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            76261000.00000000
            CLP
            2021-08-23
            412.90000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7782.51000000
        0.004636108456
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            903783.24000000
            USD
            100000000.00000000
            JPY
            2021-08-04
            7782.51000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        175.00000000
        NS
        USD
        473273.50000000
        0.281933113535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1021.65000000
        -0.00060860573
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            USD
            14561360.00000000
            RUB
            2021-08-04
            -1021.65000000
          
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
        
        16806.00000000
        NS
        USD
        961975.44000000
        0.573057082096
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0FI045 TRS USD R E TRS VRNS US JP USD L PRICE / Short: 99D0FI045 TRS USD P V 01MLIBOR TRS VRNS US JP USD S COST
        000000000
        
          
        
        242.04000000
        OU
        Notional Amount
        USD
        2.76000000
        0.000001644155
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Varonis Systems Inc
                Varonis Systems Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            242.04000000
            USD
            2.76000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0NLHS8 TRS USD R V 01MLIBOR 99D0NLHT6 EQUITYTRS / Short: 99D0NLHS8 TRS USD P E 99D0NLHS8 EQUITYTRS
        000000000
        
          
        
        293237.28000000
        OU
        Notional Amount
        USD
        -11566.80000000
        -0.00689044270
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                iShares Expanded Tech-Software Sector ETF
                iShares Expanded Tech-Software Sector ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            293237.28000000
            USD
            -11566.80000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3831.27000000
        -0.00228232064
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1112293.00000000
            GBP
            1300000.00000000
            EUR
            2021-08-04
            -3831.27000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -291.87000000
        -0.00017386948
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            1274026.63000000
            SEK
            2021-08-04
            -291.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -132.53000000
        -0.00007894926
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            17600420.00000000
            JPY
            200000.00000000
            CAD
            2021-08-04
            -132.53000000
          
        
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
        
        1972.00000000
        NS
        USD
        194044.80000000
        0.115594164113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380P2F0
        
          
        
        9427063.70000000
        PA
        USD
        788065.76000000
        0.469457582956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-06-16
          Variable
          0.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
        
        2770.00000000
        NS
        
        354474.65000000
        0.211163612042
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -12.44000000
        -0.00000741061
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            GBP
            1377.73000000
            USD
            2021-09-17
            -12.44000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5247.10000000
        -0.00312574281
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                LPQ21 Comdty
              
            
            2021-08-26
            248003.35000000
            USD
            -5247.10000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0LELS1 TRS USD R E 99D0LELS1 EQUITYTRS / Short: 99D0LELS1 TRS USD P V 01MLIBOR 99D0LELT9 EQUITYTRS
        000000000
        
          
        
        77344.25000000
        OU
        Notional Amount
        USD
        -1691.00000000
        -0.00100734331
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            77344.25000000
            USD
            -1691.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3598.04000000
        -0.00214338351
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            343984.40000000
            GBP
            400000.00000000
            EUR
            2021-08-04
            -3598.04000000
          
        
        
          N
          N
          N
        
      
      
        Catamaran CLO Ltd
        549300MB476AHX5W1918
        Catamaran CLO 2013-1 Ltd
        14889EAS5
        
          
        
        1750000.00000000
        PA
        USD
        1744053.50000000
        1.038947740423
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-27
          Floating
          2.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1442.98000000
        0.000859595654
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            EUR
            427783.00000000
            GBP
            2021-08-04
            1442.98000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -6615.93000000
        -0.00394116666
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            687500.00000000
            GBP
            949019.50000000
            USD
            2021-08-04
            -6615.93000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2094.20000000
        0.001247533036
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            80000.00000000
            EUR
            97086.95000000
            USD
            2021-09-17
            2094.20000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -29.28000000
        -0.00001744234
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2000.00000000
            GBP
            2751.07000000
            USD
            2021-09-17
            -29.28000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        STAMPS.COM INC AUG21 330 CALL
        000000000
        
          
        
        -11.00000000
        NC
        USD
        -2530.00000000
        -0.00150714286
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Stamps.com Inc
                Stamps.com Inc
                
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2021-08-20
            XXXX
            -879.18000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796G52
        
          
        
        610000.00000000
        PA
        USD
        609937.94000000
        0.363345301369
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-10-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kazakhstan
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
        
        270000.00000000
        PA
        USD
        312879.38000000
        0.186384950275
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2025-07-21
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0O73W4 TRS USD R E TRS 2454 TT MS USD L PRICE / Short: 99D0O73W4 TRS USD P V 01MLIBOR TRS 2454 TT MS USD S COST
        000000000
        
          
        
        21216.71000000
        OU
        Notional Amount
        USD
        -878.65000000
        -0.00052341939
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            21216.71000000
            USD
            -878.65000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3025.02000000
        -0.00180203055
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            223186.50000000
            USD
            300000.00000000
            AUD
            2021-08-04
            -3025.02000000
          
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        GOLD (OSE)        JUN22 XOSE 20220627
        000000000
        
          
        
        -2.00000000
        NC
        
        -348.06000000
        -0.00020734234
        N/A
        DCO
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                Gold
                JGM2 Comdty
              
            
            2022-06-27
            -12835816.00000000
            JPY
            -348.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -327.87000000
        -0.00019531499
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            648849.00000000
            CNY
            100000.00000000
            USD
            2021-08-04
            -327.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1488.60000000
        0.000886771883
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            224420.28000000
            USD
            4500000.00000000
            MXN
            2021-08-04
            1488.60000000
          
        
        
          N
          N
          N
        
      
      
        KakaoBank Corp
        N/A
        KakaoBank Corp
        000000000
        
          
        
        124.00000000
        NS
        
        4204.30000000
        0.002504537839
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0HIDP2 TRS USD R E TRS GPN US MS USD L PRICE / Short: 99D0HIDP2 TRS USD P V 01MLIBOR TRS GPN US MS USD S COST
        000000000
        
          
        
        589188.04000000
        OU
        Notional Amount
        USD
        -5283.25000000
        -0.00314727767
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Global Payments Inc
                Global Payments Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            589188.04000000
            USD
            -5283.25000000
          
        
        
          N
          N
          N
        
      
      
        CHL GMSR Issuer Trust
        N/A
        CHL GMSR Issuer Trust
        17026XAB7
        
          
        
        1000000.00000000
        PA
        USD
        999999.00000000
        0.595708045352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-25
          Floating
          3.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NOAJ9 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0NOAJ9 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        7032.34000000
        OU
        Notional Amount
        USD
        -8.31000000
        -0.00000495033
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            7032.34000000
            USD
            -8.31000000
          
        
        
          N
          N
          N
        
      
      
        Rosneft Oil Co PJSC
        253400JT3MQWNDKMJE44
        Rosneft Oil Co PJSC
        000000000
        
          
        
        59287.00000000
        NS
        
        440162.16000000
        0.262208402180
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2270.98000000
        -0.00135284240
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000000.00000000
            EUR
            851856.00000000
            GBP
            2021-08-04
            -2270.98000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -3163.72000000
        -0.00188465534
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            596000.00000000
            EUR
            704532.26000000
            USD
            2021-09-17
            -3163.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1237.41000000
        -0.00073713582
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            13150317.00000000
            JPY
            100000.00000000
            EUR
            2021-08-04
            -1237.41000000
          
        
        
          N
          N
          N
        
      
      
        Crown Resorts Ltd
        549300D88XW2GD6R0Y98
        Crown Resorts Ltd
        000000000
        
          
        
        34281.00000000
        NS
        
        217491.28000000
        0.129561434851
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225 MINI SEP21
        000000000
        
          
        
        3.00000000
        NC
        
        -1614.10000000
        -0.00096153331
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                Nikkei 225 mini Index
                NOU1 Index
              
            
            2021-09-09
            8382075.00000000
            JPY
            -1614.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3198.62000000
        -0.00190544557
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            EUR
            399787.00000000
            AUD
            2021-08-04
            -3198.62000000
          
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225 (OSE) SEP21
        000000000
        
          
        
        1.00000000
        NC
        
        -3921.08000000
        -0.00233582123
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                Nikkei 225 Index
                NKU1 Index
              
            
            2021-09-09
            27780162.00000000
            JPY
            -3921.08000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1018.24000000
        -0.00060657436
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19172521.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -1018.24000000
          
        
        
          N
          N
          N
        
      
      
        Varonis Systems Inc
        549300SHIVNRRH7STS26
        Varonis Systems Inc
        922280102
        
          
        
        3512.00000000
        NS
        USD
        214934.40000000
        0.128038279341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -10150.36000000
        -0.00604665716
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1788341.00000000
            TRY
            200000.00000000
            USD
            2021-08-18
            -10150.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4462.21000000
        -0.00265817705
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            786345.75000000
            USD
            562500.00000000
            GBP
            2021-08-04
            -4462.21000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -914.81000000
        -0.00054496022
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            70584.10000000
            USD
            100000.00000000
            NZD
            2021-08-04
            -914.81000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS XLME 20211027
        000000000
        
          
        
        1.00000000
        NC
        USD
        1728.15000000
        0.001029473888
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAV21 Comdty
              
            
            2021-10-27
            63036.85000000
            USD
            1728.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9302.41000000
        -0.00554152601
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            743174.00000000
            USD
            1000000.00000000
            AUD
            2021-08-04
            -9302.41000000
          
        
        
          N
          N
          N
        
      
      
        Minneapolis Grain Exchange
        549300RGCVWZUN04IA69
        RED WHEAT FUT MGE SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -140.53000000
        -0.00008371493
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Minneapolis Grain Exchange
              549300RGCVWZUN04IA69
            
            Long
            
              
                Red Wheat
                MWU1 Comdty
              
            
            2021-09-14
            45215.53000000
            USD
            -140.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2918.24000000
        0.001738420784
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            232784.13000000
            AUD
            125000.00000000
            GBP
            2021-08-04
            2918.24000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        0.03000000
        0.000000017871
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            EUR
            1187.44000000
            USD
            2021-09-17
            0.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9362.05000000
        -0.00557705408
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            449685.00000000
            USD
            600000.00000000
            AUD
            2021-08-04
            -9362.05000000
          
        
        
          N
          N
          N
        
      
      
        MongoDB Inc
        549300TPTG69WKWE1Z37
        MongoDB Inc
        60937P106
        
          
        
        141.00000000
        NS
        USD
        50607.72000000
        0.030147456108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2397.53000000
        -0.00142822933
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            37858625.00000000
            JPY
            2021-08-04
            -2397.53000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        NASDAQ 100 E-MINI SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1921.46000000
        -0.00114463032
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini NASDAQ 100 Index
                NQU1 Index
              
            
            2021-09-17
            301036.46000000
            USD
            -1921.46000000
          
        
        
          N
          N
          N
        
      
      
        Proofpoint Inc
        529900C5FODDK0WSR085
        Proofpoint Inc
        743424103
        
          
        
        6911.00000000
        NS
        USD
        1207075.26000000
        0.719065162793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        000000000
        
          
        
        5090.00000000
        NS
        
        514793.36000000
        0.306666852912
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4216.22000000
        0.002511638686
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000000.00000000
            EUR
            856523.00000000
            GBP
            2021-08-04
            4216.22000000
          
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        000000000
        
          
        
        363000.00000000
        PA
        USD
        359108.64000000
        0.213924119927
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -668.30000000
        -0.00039811208
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            156768.00000000
            CHF
            2021-08-04
            -668.30000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        LIVE CATTLE FUTR OCT21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -602.21000000
        -0.00035874170
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Live Cattle
                LCV1 Comdty
              
            
            2021-10-29
            51552.21000000
            USD
            -602.21000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        471.97000000
        0.000281156607
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-17
            75315.53000000
            USD
            471.97000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        579.24000000
        0.000345058273
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            85765.70000000
            GBP
            2021-08-04
            579.24000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        398000.00000000
        PA
        USD
        409983.78000000
        0.244230880440
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2051-04-08
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8.77000000
        0.000005224364
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            6597.50000000
            USD
            9000.00000000
            AUD
            2021-09-17
            8.77000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        115.57000000
        0.000068846047
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            647476.00000000
            CNY
            2021-08-04
            115.57000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2763.03000000
        0.001645960846
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            820111.65000000
            USD
            693000.00000000
            EUR
            2021-09-17
            2763.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -49.08000000
        -0.00002923738
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7173.54000000
            USD
            6000.00000000
            EUR
            2021-09-17
            -49.08000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        2450.17000000
        0.001459587441
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            CAD
            403217.35000000
            USD
            2021-08-04
            2450.17000000
          
        
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        HANG SENG INDEX FUTURES XHKF 20210830
        000000000
        
          
        
        5.00000000
        NC
        
        13032.89000000
        0.007763805191
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Long
            
              
                Hang Seng Index
                HIQ1 Index
              
            
            2021-08-30
            6372969.45000000
            HKD
            13032.89000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        35564.64000000
        0.021186163364
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1615078.38000000
            USD
            1187500.00000000
            GBP
            2021-08-04
            35564.64000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1125.75000000
        -0.00067061900
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            1266848.50000000
            SEK
            2021-08-04
            -1125.75000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3995.93000000
        -0.00238041003
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            18024240.00000000
            JPY
            200000.00000000
            CAD
            2021-08-04
            -3995.93000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -4548.17000000
        -0.00270938417
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6496700.00000000
            CNY
            1000000.00000000
            USD
            2021-08-04
            -4548.17000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR SEP21
        000000000
        
          
        
        5.00000000
        NC
        USD
        -4138.43000000
        -0.00246529851
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Henry Hub Natural Gas
                NGU21 Comdty
              
            
            2021-08-27
            200438.43000000
            USD
            -4138.43000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382FZ98
        
          
        
        3547816.97000000
        PA
        USD
        745947.68000000
        0.444367478755
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Floating
          6.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1241.66000000
        -0.00073966759
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19197031.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -1241.66000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3068.59000000
        -0.00182798557
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            160152.63000000
            CHF
            125000.00000000
            GBP
            2021-08-04
            -3068.59000000
          
        
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        Airbnb Inc
        009066101
        
          
        
        1220.00000000
        NS
        USD
        175692.20000000
        0.104661361707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3721.96000000
        0.002217203733
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            37713333.00000000
            JPY
            250000.00000000
            GBP
            2021-08-04
            3721.96000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -898.91000000
        -0.00053548845
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            149194.38000000
            USD
            125000.00000000
            EUR
            2021-08-04
            -898.91000000
          
        
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        000000000
        
          
        
        12157.00000000
        NS
        
        792838.23000000
        0.472300584574
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        MC BRAZIL DWNSTRM
        213800T2A7R9TYNXZI63
        MC Brazil Downstream Trading SARL
        55292WAA8
        
          
        
        1012000.00000000
        PA
        USD
        1052176.40000000
        0.626790573400
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-06-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        708.86000000
        0.000422274027
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200099.03000000
            USD
            4000000.00000000
            MXN
            2021-08-04
            708.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        144.81000000
        0.000086264568
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            51302.00000000
            USD
            1436453.28000000
            TWD
            2021-08-31
            144.81000000
          
        
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        000000000
        
          
        
        2830.00000000
        NS
        
        492160.90000000
        0.293184500922
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796J91
        
          
        
        210000.00000000
        PA
        USD
        209998.54000000
        0.125097944888
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3237.61000000
        0.001928672253
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            15640800.00000000
            JPY
            2021-08-04
            3237.61000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L9469 TRS USD R E TRS MU US MS USD L PRICE / Short: 99D0L9469 TRS USD P V 01MLIBOR TRS MU US MS USD S COST
        000000000
        
          
        
        19691.52000000
        OU
        Notional Amount
        USD
        168.96000000
        0.000100650931
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Micron Technology Inc
                Micron Technology Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            19691.52000000
            USD
            168.96000000
          
        
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
        
        1560.00000000
        NS
        
        197542.25000000
        0.117677625299
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NA6F2 TRS USD R E TRS 2454 TT MS USD L PRICE / Short: 99D0NA6F2 TRS USD P V 01MLIBOR TRS 2454 TT MS USD S COST
        000000000
        
          
        
        12075.11000000
        OU
        Notional Amount
        USD
        -500.07000000
        -0.00029789602
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            12075.11000000
            USD
            -500.07000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        607000.00000000
        PA
        USD
        616218.81000000
        0.367086869901
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2041-01-21
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        9970.45000000
        0.005939483220
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1900000.00000000
            EUR
            1628803.50000000
            GBP
            2021-08-04
            9970.45000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        BLACKROCK INC SEP21 830 PUT
        000000000
        
          
        
        7.00000000
        NC
        USD
        10360.00000000
        0.006171541521
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                BlackRock Inc
                BlackRock Inc
                
                  
                  
                
              
            
            100.00000000
            830.00000000
            USD
            2021-09-17
            XXXX
            -1028.40000000
          
        
        
          N
          N
          N
        
      
      
        GE-WMC Mortgage Securities LLC
        N/A
        GE-WMC Asset-Backed Pass Through Certificates Series 2005-1
        367910AF3
        
          
        
        2136720.81000000
        PA
        USD
        2045520.87000000
        1.218534457730
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.77900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -132.12000000
        -0.00007870502
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7472.42000000
            USD
            10000.00000000
            AUD
            2021-09-17
            -132.12000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        3175.65000000
        0.001891762145
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-10
            72671.35000000
            USD
            3175.65000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0AJ0C0 TRS USD R E TRS ZS US JP USD L PRICE / Short: 99D0AJ0C0 TRS USD P V 01MLIBOR TRS ZS US JP USD S COST
        000000000
        
          
        
        129375.00000000
        OU
        Notional Amount
        USD
        6273.25000000
        0.003737029232
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Zscaler Inc
                Zscaler Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            129375.00000000
            USD
            6273.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -94.84000000
        -0.00005649700
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            7000.00000000
            GBP
            9636.37000000
            USD
            2021-09-17
            -94.84000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0JMZK8 TRS USD R V 01MLIBOR 99D0JMZL6 EQUITYTRS / Short: 99D0JMZK8 TRS USD P E 99D0JMZK8 EQUITYTRS
        000000000
        
          
        
        39160.80000000
        OU
        Notional Amount
        USD
        -350.84000000
        -0.00020899841
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                iShares Expanded Tech-Software Sector ETF
                iShares Expanded Tech-Software Sector ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            39160.80000000
            USD
            -350.84000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FAXL7
        
          
        
        3817697.36000000
        PA
        USD
        719323.28000000
        0.428507093612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-15
          Floating
          6.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -15119.24000000
        -0.00900666191
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            162500000.00000000
            JPY
            1466175.11000000
            USD
            2021-08-04
            -15119.24000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -14146.78000000
        -0.00842735908
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                LPQ21 Comdty
              
            
            2021-08-17
            256878.03000000
            USD
            -14146.78000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        58.60000000
        0.000034908526
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000.00000000
            AUD
            1526.66000000
            USD
            2021-09-17
            58.60000000
          
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        SILVER FUTURE SEP21
        000000000
        
          
        
        6.00000000
        NC
        USD
        11839.62000000
        0.007052963940
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                Silver
                SIU1 Comdty
              
            
            2021-09-28
            754210.38000000
            USD
            11839.62000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0N52Y6 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0N52Y6 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        32817.58000000
        OU
        Notional Amount
        USD
        -38.78000000
        -0.00002310158
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            32817.58000000
            USD
            -38.78000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1790.64000000
        0.001066699721
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            903515.90000000
            TRY
            2021-11-10
            1790.64000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964B2
        
          
        
        350000.00000000
        PA
        USD
        349996.60000000
        0.208495998962
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0BRNN2 TRS USD R E 99D0BRNN2 EQUITYTRS / Short: 99D0BRNN2 TRS USD P V 01MLIBOR 99D0BRNT9 EQUITYTRS
        000000000
        
          
        
        73819.35000000
        OU
        Notional Amount
        USD
        -641.52000000
        -0.00038215900
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Visa Inc
                Visa Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            73819.35000000
            USD
            -641.52000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -5047.20000000
        -0.00300666065
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            11673756.00000000
            CNY
            1800000.00000000
            USD
            2021-08-04
            -5047.20000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3771.12000000
        0.002246488770
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            USD
            1808716.80000000
            TRY
            2021-11-10
            3771.12000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -39.66000000
        -0.00002362580
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            375000.00000000
            EUR
            444846.75000000
            USD
            2021-08-04
            -39.66000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        6074.80000000
        0.003618810852
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-21
            145475.20000000
            USD
            6074.80000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        5368.15000000
        0.003197853341
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-17
            54830.60000000
            USD
            5368.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        683.94000000
        0.000407428967
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            113261.78000000
            USD
            12500000.00000000
            JPY
            2021-08-04
            683.94000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS XLME 20211022
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -60.06000000
        -0.00003577826
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLV1 Comdty
              
            
            2021-10-22
            -119081.44000000
            USD
            -60.06000000
          
        
        
          N
          N
          N
        
      
      
        Korea Exchange (Futures Market)
        N/A
        US DOLLAR FUT     AUG21 XKFE 20210816
        000000000
        
          
        
        1.00000000
        NC
        
        -57.70000000
        -0.00003437238
        N/A
        DFE
        
        KR
        N
        
        1
        
          
            
              Korea Exchange (Futures Market)
              N/A
            
            Long
            
              
                US Dollar Future
                KUQ1 Curncy
              
            
            2021-08-16
            11572372.00000000
            KRW
            -57.70000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LZ7E1 TRS USD R E TRS 2454 TT JP USD L PRICE / Short: 99D0LZ7E1 TRS USD P V 01MLIBOR TRS 2454 TT JP USD S COST
        000000000
        
          
        
        25989.64000000
        OU
        Notional Amount
        USD
        -1139.28000000
        -0.00067867894
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            25989.64000000
            USD
            -1139.28000000
          
        
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        Marvell Technology Inc
        573874104
        
          
        
        2366.00000000
        NS
        USD
        143166.66000000
        0.085285616473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        28.00000000
        NC
        USD
        2607.87000000
        0.001553530693
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            3482954.63000000
            USD
            2607.87000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L3VA3 TRS USD R E TRS CDAY US MS USD L PRICE / Short: 99D0L3VA3 TRS USD P V 01MLIBOR TRS CDAY US MS USD S COST
        000000000
        
          
        
        33676.20000000
        OU
        Notional Amount
        USD
        1059.00000000
        0.000630855450
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Ceridian HCM Holding Inc
                Ceridian HCM Holding Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            33676.20000000
            USD
            1059.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796D63
        
          
        
        190000.00000000
        PA
        USD
        189992.64000000
        0.113180257386
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -94.35000000
        -0.00005620511
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-05
            -75643.15000000
            USD
            -94.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        791.26000000
        0.000471360419
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            894645.20000000
            TRY
            2021-11-10
            791.26000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -256.54000000
        -0.00015282309
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            347247.25000000
            USD
            2021-08-04
            -256.54000000
          
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
        
        -9453.00000000
        NS
        USD
        -1003814.07000000
        -0.59798071551
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0KMEH6 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0KMEH6 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        122632.27000000
        OU
        Notional Amount
        USD
        -144.91000000
        -0.00008632413
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            -0.01000000
            USD
            122632.27000000
            USD
            -144.90000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        492.45000000
        0.000293356720
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            375000.00000000
            GBP
            57236479.00000000
            JPY
            2021-08-04
            492.45000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        -29282.88000000
        -0.01744406465
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                LPQ21 Comdty
              
            
            2021-08-13
            514624.38000000
            USD
            -29282.88000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Equiniti Group PLC ()
        000000000
        
          
        
        69363.68000000
        OU
        Notional Amount
        
        635.11000000
        0.000378340515
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Equiniti Group PLC
                Equiniti Group PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-12
            0.00000000
            GBP
            0.00000000
            GBP
            69363.68000000
            GBP
            635.11000000
          
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938L203
        
          
        
        10936.00000000
        NS
        USD
        385384.64000000
        0.229576960180
        Long
        EC
        CORP
        LU
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NIAT0 TRS USD R E TRS FB US JP USD L PRICE / Short: 99D0NIAT0 TRS USD P V 01MLIBOR TRS FB US JP USD S COST
        000000000
        
          
        
        33866.88000000
        OU
        Notional Amount
        USD
        337.92000000
        0.000201301863
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            33866.88000000
            USD
            337.92000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4768.78000000
        -0.00284080345
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-13
            -60259.47000000
            USD
            -4768.78000000
          
        
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284106
        
          
        
        2354.00000000
        NS
        USD
        855208.20000000
        0.509454914646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -3445.86000000
        -0.00205272857
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            CHF
            272572.85000000
            USD
            2021-08-04
            -3445.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1997.11000000
        -0.00118969568
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            13233658.00000000
            JPY
            100000.00000000
            EUR
            2021-08-04
            -1997.11000000
          
        
        
          N
          N
          N
        
      
      
        London Stock Exchange Group PLC
        213800QAUUUP6I445N30
        London Stock Exchange Group PLC
        000000000
        
          
        
        5509.00000000
        NS
        
        574430.56000000
        0.342193248281
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0KT5I9 TRS USD R E TRS GOOGL US MS USD L PRICE / Short: 99D0KT5I9 TRS USD P V 01MLIBOR TRS GOOGL US MS USD S COST
        000000000
        
          
        
        266710.50000000
        OU
        Notional Amount
        USD
        16215.15000000
        0.009659504971
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Alphabet Inc
                Alphabet Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            266710.50000000
            USD
            16215.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -3526.50000000
        -0.00210076652
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            880991.50000000
            TRY
            100000.00000000
            USD
            2021-08-18
            -3526.50000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        DOLLAR INDEX SEP21
        000000000
        
          
        
        2.00000000
        NC
        USD
        -468.16000000
        -0.00027888695
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                Dollar Index
                DXU1 Curncy
              
            
            2021-09-13
            184758.16000000
            USD
            -468.16000000
          
        
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        HANG SENG CHINA ENT INDEX FTRS XHKF 20210830
        000000000
        
          
        
        -1.00000000
        NC
        
        -1171.95000000
        -0.00069814074
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Short
            
              
                Hang Seng China Enterprises Index
                HCQ1 Index
              
            
            2021-08-30
            -451642.61000000
            HKD
            -1171.95000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN OIL FUTR DEC21
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -680.19000000
        -0.00040519506
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Soybean Oil
                BOZ1 Comdty
              
            
            2021-12-14
            -37179.81000000
            USD
            -680.19000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -11989.53000000
        -0.00714226662
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNN1 Comdty
              
            
            2021-07-30
            -105206.97000000
            USD
            -11989.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        1.84000000
        0.000001096103
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4136003.72000000
            TWD
            148148.00000000
            USD
            2021-09-02
            1.84000000
          
        
        
          N
          N
          N
        
      
      
        Kansas City Southern
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
        
        639.00000000
        NS
        USD
        171124.20000000
        0.101940164634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3.89000000
        -0.00000231730
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1191.30000000
            USD
            1000.00000000
            EUR
            2021-09-17
            -3.89000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0F21U1 TRS USD R E TRS VRNS US JP USD L PRICE / Short: 99D0F21U1 TRS USD P V 01MLIBOR TRS VRNS US JP USD S COST
        000000000
        
          
        
        3388.56000000
        OU
        Notional Amount
        USD
        38.64000000
        0.000023018181
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Varonis Systems Inc
                Varonis Systems Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            3388.56000000
            USD
            38.64000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3851.26000000
        0.002294228860
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            600000.00000000
            NZD
            46279380.00000000
            JPY
            2021-08-04
            3851.26000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        8.18000000
        0.000004872896
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            EUR
            1195.59000000
            USD
            2021-09-17
            8.18000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        1738.29000000
        0.001035514373
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            868102.90000000
            NOK
            100000.00000000
            USD
            2021-08-04
            1738.29000000
          
        
        
          N
          N
          N
        
      
      
        DSV PANALPINA A/S
        529900X41C0BSLK67H70
        DSV PANALPINA A/S
        000000000
        
          
        
        1902.00000000
        NS
        
        463640.75000000
        0.276194801123
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0FIBV3 TRS USD R E TRS ASML US JP USD L PRICE / Short: 99D0FIBV3 TRS USD P V 01MLIBOR TRS ASML US JP USD S COST
        000000000
        
          
        
        8230.44000000
        OU
        Notional Amount
        USD
        970.44000000
        0.000578099493
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                ASML Holding NV
                ASML Holding NV
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            8230.44000000
            USD
            970.44000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BLIS0 TRS USD R E 99D0BLIS0 EQUITYTRS / Short: 99D0BLIS0 TRS USD P V 01MLIBOR 99D0BLIX9 EQUITYTRS
        000000000
        
          
        
        175345.65000000
        OU
        Notional Amount
        USD
        -9822.60000000
        -0.00585140769
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                VeriSign Inc
                VeriSign Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            175345.65000000
            USD
            -9822.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Proofpoint Inc ()
        000000000
        
          
        
        261450.00000000
        OU
        Notional Amount
        USD
        540.00000000
        0.000321682666
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Proofpoint Inc
                Proofpoint Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-02
            0.00000000
            USD
            0.00000000
            USD
            261450.00000000
            USD
            540.00000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        398000.00000000
        PA
        USD
        128753.00000000
        0.076699274662
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        839.64000000
        0.000500180803
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            86036.31000000
            USD
            62500.00000000
            GBP
            2021-08-04
            839.64000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BPXF2 TRS USD R E 99D0BPXF2 EQUITYTRS / Short: 99D0BPXF2 TRS USD P V 01MLIBOR 99D0BPXY1 EQUITYTRS
        000000000
        
          
        
        106487.70000000
        OU
        Notional Amount
        USD
        -417.45000000
        -0.00024867857
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            106487.70000000
            USD
            -417.45000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1819.15000000
        -0.00108368337
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            CAD
            34972200.00000000
            JPY
            2021-08-04
            -1819.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        69.49000000
        0.000041395793
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            9661.72000000
            USD
            7000.00000000
            GBP
            2021-09-17
            69.49000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0N53J8 TRS USD R E TRS 2454 TT JP USD L PRICE / Short: 99D0N53J8 TRS USD P V 01MLIBOR TRS 2454 TT JP USD S COST
        000000000
        
          
        
        6839.38000000
        OU
        Notional Amount
        USD
        -299.81000000
        -0.00017859940
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            6839.38000000
            USD
            -299.81000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        4131.01000000
        0.002460878353
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            203000.00000000
            GBP
            286336.11000000
            USD
            2021-09-17
            4131.01000000
          
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
        
        13290.00000000
        NS
        
        1527152.21000000
        0.909737767712
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -138.71000000
        -0.00008263074
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            15000.00000000
            EUR
            17672.43000000
            USD
            2021-09-17
            -138.71000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1262.32000000
        -0.00075197493
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            16239820.00000000
            JPY
            200000.00000000
            AUD
            2021-08-04
            -1262.32000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        10837.94000000
        0.006456254509
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-17
            118881.06000000
            USD
            10837.94000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        55036157.50000000
        NS
        USD
        55036157.50000000
        32.78551459356
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1375.81000000
        -0.00081958190
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            74893256.00000000
            CLP
            2021-08-19
            -1375.81000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0BXO99 TRS USD R E 99D0BXO99 EQUITYTRS / Short: 99D0BXO99 TRS USD P V 01MLIBOR 99D0BXP98 EQUITYTRS
        000000000
        
          
        
        7571.40000000
        OU
        Notional Amount
        USD
        512.19000000
        0.000305116008
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Alphabet Inc
                Alphabet Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            7571.40000000
            USD
            512.19000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        25589.37000000
        0.015243808828
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2100000.00000000
            AUD
            1566719.70000000
            USD
            2021-08-04
            25589.37000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15870.74000000
        0.009454336958
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1461020.38000000
            USD
            1062500.00000000
            GBP
            2021-08-04
            15870.74000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        294.17000000
        0.000175239610
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            185381.50000000
            CAD
            2021-08-04
            294.17000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0N2074 TRS USD R V 01MLIBOR 99D0N2082 EQUITYTRS / Short: 99D0N2074 TRS USD P E 99D0N2074 EQUITYTRS
        000000000
        
          
        
        186182.40000000
        OU
        Notional Amount
        USD
        -7344.00000000
        -0.00437488425
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Expanded Tech-Software Sector ETF
                iShares Expanded Tech-Software Sector ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            186182.40000000
            USD
            -7344.00000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -71.62000000
        -0.00004266465
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            12550.13000000
            USD
            17000.00000000
            AUD
            2021-09-17
            -71.62000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        50.29000000
        0.000029958187
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000000.00000000
            MXN
            100454.24000000
            USD
            2021-08-04
            50.29000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -1637.33000000
        -0.00097537162
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            902155.10000000
            TRY
            100000.00000000
            USD
            2021-11-10
            -1637.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        114.99000000
        0.000068500536
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            212431.28000000
            USD
            179000.00000000
            EUR
            2021-09-17
            114.99000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -5114.28000000
        -0.00304662078
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-17
            -55084.47000000
            USD
            -5114.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -451.86000000
        -0.00026917690
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            15335200.00000000
            JPY
            200000.00000000
            NZD
            2021-08-04
            -451.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -642.82000000
        -0.00038293342
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            62500.00000000
            GBP
            86233.13000000
            USD
            2021-08-04
            -642.82000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2091.06000000
        -0.00124566251
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            298682.00000000
            USD
            250000.00000000
            EUR
            2021-08-04
            -2091.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2028.84000000
        0.001208597519
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            148577.08000000
            USD
            3000000.00000000
            MXN
            2021-08-04
            2028.84000000
          
        
        
          N
          N
          N
        
      
      
        Afterpay Ltd
        529900P6ROPAX0QTB720
        Afterpay Ltd
        000000000
        
          
        
        1506.00000000
        NS
        
        107050.02000000
        0.063770621939
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
        
        1195.00000000
        NS
        USD
        461198.30000000
        0.274739812552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maxim Integrated Products Inc
        SO0H5YEO14Y4PVKQH532
        Maxim Integrated Products Inc
        57772K101
        
          
        
        12357.00000000
        NS
        USD
        1234587.87000000
        0.735454662308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -1152.96000000
        -0.00068682823
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            76839244.00000000
            CLP
            100000.00000000
            USD
            2021-08-31
            -1152.96000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2426.54000000
        0.001445510845
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            871631.10000000
            TRY
            2021-08-18
            2426.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5519.88000000
        -0.00328824021
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            16706880.00000000
            JPY
            200000.00000000
            AUD
            2021-08-04
            -5519.88000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        26179.00000000
        NS
        
        365027.23000000
        0.217449875133
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -1750.44000000
        -0.00104275223
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            865877.60000000
            TRY
            100000.00000000
            USD
            2021-08-18
            -1750.44000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        5895.22000000
        0.003511833494
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-24
            54165.53000000
            USD
            5895.22000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15490.21000000
        0.009227651948
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2068499.14000000
            USD
            2600000.00000000
            CAD
            2021-08-04
            15490.21000000
          
        
        
          N
          N
          N
        
      
      
        MKS CLO Ltd
        549300JCIKT6NT8T1275
        MKS CLO 2017-2 Ltd
        12662CAG2
        
          
        
        1000000.00000000
        PA
        USD
        954469.00000000
        0.568585430925
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          2.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2F0
        
          
        
        200000.00000000
        PA
        USD
        198862.50000000
        0.118464109633
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-01-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        36.39000000
        0.000021677837
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            240423.92000000
            USD
            300000.00000000
            CAD
            2021-08-04
            36.39000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4.34000000
        -0.00000258537
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000.00000000
            EUR
            2370.48000000
            USD
            2021-09-17
            -4.34000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4885.25000000
        0.002910185638
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000000.00000000
            EUR
            1191249.00000000
            USD
            2021-08-04
            4885.25000000
          
        
        
          N
          N
          N
        
      
      
        PANAMA BONOS DEL
        549300SHS4T08CL0LP14
        Panama Bonos del Tesoro
        000000000
        
          
        
        398000.00000000
        PA
        USD
        402228.75000000
        0.239611142058
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2031-06-30
          Fixed
          3.36200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0LFAR2 TRS USD R E 99D0LFAR2 EQUITYTRS / Short: 99D0LFAR2 TRS USD P V 01MLIBOR 99D0LFAT8 EQUITYTRS
        000000000
        
          
        
        53640.40000000
        OU
        Notional Amount
        USD
        1135.60000000
        0.000676486732
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Nuvei Corp
                Nuvei Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            53640.40000000
            USD
            1135.60000000
          
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        7435.00000000
        NS
        USD
        553312.70000000
        0.329613156598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
        
        2544.00000000
        NS
        
        619643.28000000
        0.369126856271
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L3XC7 TRS USD R E TRS TRUP US MS USD L PRICE / Short: 99D0L3XC7 TRS USD P V 01MLIBOR TRS TRUP US MS USD S COST
        000000000
        
          
        
        22275.54000000
        OU
        Notional Amount
        USD
        2223.72000000
        0.001324689219
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Trupanion Inc
                Trupanion Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            22275.54000000
            USD
            2223.72000000
          
        
        
          N
          N
          N
        
      
      
        Euronext N.V.
        724500QJ4QSZ3H9QU415
        RAPESEED  EURO    NOV21 XPAR 20211029
        000000000
        
          
        
        1.00000000
        NC
        
        -386.73000000
        -0.00023037840
        N/A
        DCO
        
        FR
        N
        
        1
        
          
            
              Euronext N.V.
              724500QJ4QSZ3H9QU415
            
            Long
            
              
                Rapeseed
                IJX1 Comdty
              
            
            2021-10-29
            26551.01000000
            EUR
            -386.73000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -1439.51000000
        -0.00085752854
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2596224.00000000
            CNY
            400000.00000000
            USD
            2021-08-04
            -1439.51000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        746.67000000
        0.000444797771
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            7513130.00000000
            INR
            2021-08-23
            746.67000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1093.60000000
        -0.00065146696
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            108996.03000000
            USD
            147000.00000000
            AUD
            2021-09-17
            -1093.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2461.02000000
        0.001466050879
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            273557.69000000
            USD
            250000.00000000
            CHF
            2021-08-04
            2461.02000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -1971.15000000
        -0.00117423108
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            867755.80000000
            TRY
            100000.00000000
            USD
            2021-08-18
            -1971.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -8.90000000
        -0.00000530180
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            GBP
            1381.27000000
            USD
            2021-09-17
            -8.90000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -2923.03000000
        -0.00174127422
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            875856.10000000
            TRY
            100000.00000000
            USD
            2021-08-18
            -2923.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -0.84000000
        -0.00000050039
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            6973.00000000
            MXN
            349.22000000
            USD
            2021-08-04
            -0.84000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -17501.49000000
        -0.01042578882
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            875000.00000000
            CHF
            948563.98000000
            USD
            2021-08-04
            -17501.49000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5821.83000000
        0.003468114437
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2200000.00000000
            USD
            14265680.00000000
            CNY
            2021-08-04
            5821.83000000
          
        
        
          N
          N
          N
        
      
      
        Inpex Corp
        353800VHYYADPR6MXQ47
        Inpex Corp
        000000000
        
          
        
        23794.00000000
        NS
        
        168760.34000000
        0.100531992806
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3326.67000000
        -0.00198172606
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            18695879.00000000
            JPY
            2021-08-04
            -3326.67000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        AT HOME GROUP INC
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -512.50000000
        -0.00030530067
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                At Home Group Inc
                At Home Group Inc
                
                  
                  
                
              
            
            100.00000000
            36.00000000
            USD
            2021-09-17
            XXXX
            556.84000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0O4VF7 TRS USD R E TRS ABNB US MS USD L PRICE / Short: 99D0O4VF7 TRS USD P V 01MLIBOR TRS ABNB US MS USD S COST
        000000000
        
          
        
        43312.50000000
        OU
        Notional Amount
        USD
        2050.65000000
        0.001221589924
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Airbnb Inc
                Airbnb Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            43312.50000000
            USD
            2050.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0BV7Q4 TRS USD R E 99D0BV7Q4 EQUITYTRS / Short: 99D0BV7Q4 TRS USD P V 01MLIBOR 99D0BV7U5 EQUITYTRS
        000000000
        
          
        
        482949.60000000
        OU
        Notional Amount
        USD
        -40380.13000000
        -0.02405479236
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Amazon.com Inc
                Amazon.com Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            482949.60000000
            USD
            -40380.13000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        FTSE 100 IDX FUT SEP21
        000000000
        
          
        
        5.00000000
        NC
        
        3624.98000000
        0.002159431909
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Long
            
              
                FTSE 100 Index
                Z U1 Index
              
            
            2021-09-17
            345717.10000000
            GBP
            3624.98000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -2073.97000000
        -0.00123548185
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7500000.00000000
            MXN
            374440.83000000
            USD
            2021-08-04
            -2073.97000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1571.97000000
        0.000936436112
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-05
            74165.53000000
            USD
            1571.97000000
          
        
        
          N
          N
          N
        
      
      
        Italian Derivatives Market
        N/A
        FTSE/MIB IDX FUT SEP21
        000000000
        
          
        
        2.00000000
        NC
        
        732.70000000
        0.000436475721
        N/A
        DE
        
        IT
        N
        
        1
        
          
            
              Italian Derivatives Market
              N/A
            
            Long
            
              
                FTSE/MIB Index
                STU1 Index
              
            
            2021-09-17
            252952.34000000
            EUR
            732.70000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2128.87000000
        -0.00126818625
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            1434771.20000000
            ZAR
            2021-08-04
            -2128.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1129.81000000
        -0.00067303757
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            CAD
            17461940.00000000
            JPY
            2021-08-04
            -1129.81000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Christian Dior SE ()
        000000000
        
          
        
        324361.53000000
        OU
        Notional Amount
        
        5215.27000000
        0.003106781404
        N/A
        DE
        
        FR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Christian Dior SE
                Christian Dior SE
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-07
            0.00000000
            EUR
            0.00000000
            EUR
            324361.53000000
            EUR
            5215.27000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -27.10000000
        -0.00001614370
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2000.00000000
            GBP
            2753.25000000
            USD
            2021-09-17
            -27.10000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0LTQ79 TRS USD R E TRS 2454 TT MS USD L PRICE / Short: 99D0LTQ79 TRS USD P V 01MLIBOR TRS 2454 TT MS USD S COST
        000000000
        
          
        
        25446.41000000
        OU
        Notional Amount
        USD
        -1053.83000000
        -0.00062777563
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            -0.01000000
            USD
            25446.41000000
            USD
            -1053.82000000
          
        
        
          N
          N
          N
        
      
      
        New Frontier Health Corp
        N/A
        New Frontier Health Corp
        000000000
        
          
        
        25528.00000000
        NS
        USD
        266767.60000000
        0.158915764475
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -629.14000000
        -0.00037478413
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            114640389.00000000
            KRW
            2021-09-02
            -629.14000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1035.47000000
        -0.00061683842
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            183722.63000000
            CAD
            2021-08-04
            -1035.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -81.45000000
        -0.00004852046
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7466250.00000000
            INR
            100000.00000000
            USD
            2021-08-26
            -81.45000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -674.46000000
        -0.00040178165
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1500000.00000000
            MXN
            74628.50000000
            USD
            2021-08-04
            -674.46000000
          
        
        
          N
          N
          N
        
      
      
        Tokyo Stock Exchange
        N/A
        JPN 10Y BOND(OSE) SEP21
        000000000
        
          
        
        -3.00000000
        NC
        
        907.27000000
        0.000540468578
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Tokyo Stock Exchange
              N/A
            
            Short
            
              
                Japan Government Ten Year Bond
                JBU1 Comdty
              
            
            2021-09-13
            -456999532.00000000
            JPY
            907.27000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211021
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1477.60000000
        -0.00088021908
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-21
            244590.10000000
            USD
            -1477.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BNCY9 TRS USD R E 99D0BNCY9 EQUITYTRS / Short: 99D0BNCY9 TRS USD P V 01MLIBOR 99D0BNCZ6 EQUITYTRS
        000000000
        
          
        
        31351.47000000
        OU
        Notional Amount
        USD
        545.67000000
        0.000325060334
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CoStar Group Inc
                CoStar Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            -0.01000000
            USD
            31351.47000000
            USD
            545.68000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0N8AK1 TRS USD R E 99D0N8AK1 EQUITYTRS / Short: 99D0N8AK1 TRS USD P V 01MLIBOR 99D0N8AL9 EQUITYTRS
        000000000
        
          
        
        91786.86000000
        OU
        Notional Amount
        USD
        -11071.32000000
        -0.00659528099
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                RingCentral Inc
                RingCentral Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            91786.86000000
            USD
            -11071.32000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        17.86000000
        0.000010639356
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            8294.01000000
            USD
            7000.00000000
            EUR
            2021-09-17
            17.86000000
          
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CB4
        
          
        
        200000.00000000
        PA
        USD
        192225.00000000
        0.114510093528
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2050-01-14
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380GKP8
        
          
        
        4613409.81000000
        PA
        USD
        902607.63000000
        0.537691164678
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Floating
          6.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        776.37000000
        0.000462490317
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            854124.80000000
            SEK
            100000.00000000
            USD
            2021-08-04
            776.37000000
          
        
        
          N
          N
          N
        
      
      
        Borsa Istanbul
        N/A
        BIST 30 FUTURES AUG21
        000000000
        
          
        
        8.00000000
        NC
        
        297.87000000
        0.000177443732
        N/A
        DE
        
        TR
        N
        
        1
        
          
            
              Borsa Istanbul
              N/A
            
            Long
            
              
                BIST 30 Index
                A5Q1 Index
              
            
            2021-08-31
            119170.14000000
            TRY
            297.87000000
          
        
        
          N
          N
          N
        
      
      
        Wise PLC
        213800LD9XCHIC1C4V71
        Wise PLC
        000000000
        
          
        
        7719.00000000
        NS
        
        105255.58000000
        0.062701658525
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -872.18000000
        -0.00051956516
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1284046.88000000
            SEK
            125000.00000000
            EUR
            2021-08-04
            -872.18000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Zurich
        N/A
        EURO-SCHATZ FUT SEP21
        000000000
        
          
        
        23.00000000
        NC
        
        1253.26000000
        0.000746577811
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Zurich
              N/A
            
            Long
            
              
                Euro-Schatz Futures (FGBS)
                DUU1 Comdty
              
            
            2021-09-08
            2583108.51000000
            EUR
            1253.26000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        682.65000000
        0.000406660503
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            459670.60000000
            PLN
            2021-08-04
            682.65000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -18492.06000000
        -0.01101587993
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            150000000.00000000
            JPY
            1348856.57000000
            USD
            2021-08-04
            -18492.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        349.65000000
        0.000208289526
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            7480787.20000000
            INR
            2021-08-20
            349.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0IANJ1 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0IANJ1 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        74749.40000000
        OU
        Notional Amount
        USD
        6455.02000000
        0.003845311192
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            74749.40000000
            USD
            6455.02000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -514.76000000
        -0.00030664698
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            15342100.00000000
            JPY
            200000.00000000
            NZD
            2021-08-04
            -514.76000000
          
        
        
          N
          N
          N
        
      
      
        GrandVision NV
        724500XWZPQ81SF9S591
        GrandVision NV
        000000000
        
          
        
        12655.00000000
        NS
        
        425589.83000000
        0.253527539278
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        9393.54000000
        0.005595812948
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1700000.00000000
            EUR
            1457690.50000000
            GBP
            2021-08-04
            9393.54000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        10641.40000000
        0.006339173932
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNN1 Comdty
              
            
            2021-07-30
            106555.10000000
            USD
            10641.40000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0L1XM9 TRS USD R E TRS CDAY US JP USD L PRICE / Short: 99D0L1XM9 TRS USD P V 01MLIBOR TRS CDAY US JP USD S COST
        000000000
        
          
        
        175339.41000000
        OU
        Notional Amount
        USD
        -1466.61000000
        -0.00087367225
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Ceridian HCM Holding Inc
                Ceridian HCM Holding Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            175339.41000000
            USD
            -1466.61000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L8JG3 TRS USD R E TRS GDDY US MS USD L PRICE / Short: 99D0L8JG3 TRS USD P V 01MLIBOR TRS GDDY US MS USD S COST
        000000000
        
          
        
        15404.94000000
        OU
        Notional Amount
        USD
        -60.39000000
        -0.00003597484
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            15404.94000000
            USD
            -60.39000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3163.13000000
        0.001884303873
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2300000.00000000
            USD
            14895214.00000000
            CNY
            2021-08-04
            3163.13000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -11.13000000
        -0.00000663023
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2000.00000000
            EUR
            2363.69000000
            USD
            2021-09-17
            -11.13000000
          
        
        
          N
          N
          N
        
      
      
        Medallia Inc
        5493009P6W6C5BK60J60
        Medallia Inc
        584021109
        
          
        
        967.00000000
        NS
        USD
        32752.29000000
        0.019510822167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796G60
        
          
        
        627000.00000000
        PA
        USD
        626930.10000000
        0.373467677911
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-10-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382FZ64
        
          
        
        1756533.70000000
        PA
        USD
        351708.99000000
        0.209516084481
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Floating
          6.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7492.22000000
        0.004463180194
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1327167.00000000
            USD
            1125000.00000000
            EUR
            2021-08-04
            7492.22000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        686.36000000
        0.000408870582
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            682987.95000000
            USD
            75000000.00000000
            JPY
            2021-08-04
            686.36000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -8226.35000000
        -0.00490050777
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-15
            -234717.40000000
            USD
            -8226.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        40.70000000
        0.000024245341
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000.00000000
            GBP
            2821.05000000
            USD
            2021-09-17
            40.70000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        14367.90000000
        0.008559082183
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNU1 Comdty
              
            
            2021-09-24
            220176.06000000
            USD
            14367.90000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3509.37000000
        0.002090562033
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            38506620.00000000
            JPY
            2021-08-04
            3509.37000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        7718.22000000
        0.004597810347
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            AUD
            227879.70000000
            USD
            2021-08-04
            7718.22000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1391.82000000
        -0.00082911920
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            435771.56000000
            USD
            312500.00000000
            GBP
            2021-08-04
            -1391.82000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN FUTURE NOV21
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1789.55000000
        -0.00106605039
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Soybean
                S X1 Comdty
              
            
            2021-11-12
            69189.55000000
            USD
            -1789.55000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        6334.15000000
        0.003773307888
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                LPQ21 Comdty
              
            
            2021-08-26
            -249090.40000000
            USD
            6334.15000000
          
        
        
          N
          N
          N
        
      
      
        Canadian National Railway Co
        3SU7BEP7TH9YEQOZCS77
        Canadian National Railway Co
        136375102
        
          
        
        -288.00000000
        NS
        USD
        -31285.44000000
        -0.01863700694
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        360000.00000000
        PA
        USD
        388080.00000000
        0.231182609423
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2033-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -76.58000000
        -0.00004561936
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            5948.82000000
            USD
            8000.00000000
            AUD
            2021-09-17
            -76.58000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        464.01000000
        0.000276414766
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            USD
            1296458.00000000
            CNY
            2021-08-04
            464.01000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        857.11000000
        0.000510587833
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            287000.00000000
            CAD
            230895.84000000
            USD
            2021-09-17
            857.11000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5239.65000000
        0.003121304781
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            408788.41000000
            USD
            375000.00000000
            CHF
            2021-08-04
            5239.65000000
          
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        276.00000000
        NS
        USD
        43958.52000000
        0.026186470212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
        
        1480.00000000
        NS
        USD
        504665.20000000
        0.300633420482
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        68.58000000
        0.000040853698
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            175638.33000000
            USD
            3500000.00000000
            MXN
            2021-08-04
            68.58000000
          
        
        
          N
          N
          N
        
      
      
        CHL GMSR Issuer Trust
        N/A
        CHL GMSR Issuer Trust
        17026XAA9
        
          
        
        1000000.00000000
        PA
        USD
        1001779.80000000
        0.596768883300
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-25
          Floating
          2.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3090.37000000
        0.001840960113
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            399934.50000000
            AUD
            250000.00000000
            EUR
            2021-08-04
            3090.37000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1397.25000000
        0.000832353898
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            368285.75000000
            CAD
            250000.00000000
            EUR
            2021-08-04
            1397.25000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        345.48000000
        0.000205805421
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2785600.00000000
            TWD
            100000.00000000
            USD
            2021-08-02
            345.48000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -6.52000000
        -0.00000388402
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1000.00000000
            EUR
            1180.89000000
            USD
            2021-09-17
            -6.52000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -374.91000000
        -0.00022333712
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            CAD
            79778.53000000
            USD
            2021-08-04
            -374.91000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2490.07000000
        0.001483356215
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            135519.28000000
            USD
            125000.00000000
            CHF
            2021-08-04
            2490.07000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Deutsche Wohnen SE ()
        000000000
        
          
        
        791065.76000000
        OU
        Notional Amount
        
        21241.94000000
        0.012654007210
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-07
            0.00000000
            EUR
            0.00000000
            EUR
            791065.76000000
            EUR
            21241.94000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -661.23000000
        -0.00039390042
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000000.00000000
            MXN
            99742.72000000
            USD
            2021-08-04
            -661.23000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -7.91000000
        -0.00000471205
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1000.00000000
            EUR
            1179.50000000
            USD
            2021-09-17
            -7.91000000
          
        
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG
        000000000
        
          
        
        375.00000000
        NS
        
        291984.50000000
        0.173937689705
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        427.29000000
        0.000254540345
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            857129.70000000
            SEK
            100000.00000000
            USD
            2021-08-04
            427.29000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        6.09000000
        0.000003627865
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000.00000000
            GBP
            2786.44000000
            USD
            2021-09-17
            6.09000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        176.31000000
        0.000105029390
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            NZD
            69845.60000000
            USD
            2021-08-04
            176.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0IU508 TRS USD R E TRS MDB US MS USD L PRICE / Short: 99D0IU508 TRS USD P V 01MLIBOR TRS MDB US MS USD S COST
        000000000
        
          
        
        60213.60000000
        OU
        Notional Amount
        USD
        4392.00000000
        0.002616352351
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                MongoDB Inc
                MongoDB Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            60213.60000000
            USD
            4392.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        378.04000000
        0.000225201694
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            12973100.00000000
            JPY
            100000.00000000
            EUR
            2021-08-04
            378.04000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3756.61000000
        0.002237845038
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            196953.88000000
            AUD
            125000.00000000
            EUR
            2021-08-04
            3756.61000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -37287.27000000
        -0.02221234894
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2331247.50000000
            GBP
            2700000.00000000
            EUR
            2021-08-04
            -37287.27000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -9944.42000000
        -0.00592397692
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1116690.90000000
            GBP
            1300000.00000000
            EUR
            2021-08-04
            -9944.42000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NQ253 TRS USD R E TRS RNG US JP USD L PRICE / Short: 99D0NQ253 TRS USD P V 01MLIBOR TRS RNG US JP USD S COST
        000000000
        
          
        
        44373.78000000
        OU
        Notional Amount
        USD
        -5352.36000000
        -0.00318844710
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                RingCentral Inc
                RingCentral Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            44373.78000000
            USD
            -5352.36000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        LONG GILT FUTURE SEP21
        000000000
        
          
        
        6.00000000
        NC
        
        -1087.54000000
        -0.00064785697
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Long
            
              
                United Kingdom Gilt
                G U1 Comdty
              
            
            2021-09-28
            779762.40000000
            GBP
            -1087.54000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211027
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1516.85000000
        -0.00090360065
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-27
            244704.35000000
            USD
            -1516.85000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -621.00000000
        -0.00036993506
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            157935.76000000
            CHF
            125000.00000000
            GBP
            2021-08-04
            -621.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        INTUIT INC SEP21 530 CALL
        000000000
        
          
        
        -13.00000000
        NC
        USD
        -26065.00000000
        -0.01552714572
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Intuit Inc
                Intuit Inc
                
                  
                  
                
              
            
            100.00000000
            530.00000000
            USD
            2021-09-17
            XXXX
            -11838.21000000
          
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        GOLD 100 OZ FUTR DEC21
        000000000
        
          
        
        5.00000000
        NC
        USD
        5291.16000000
        0.003151989733
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                Gold (100 oz)
                GCZ1 Comdty
              
            
            2021-12-29
            903158.84000000
            USD
            5291.16000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3026.19000000
        0.001802727532
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            272992.52000000
            USD
            250000.00000000
            CHF
            2021-08-04
            3026.19000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        PALLADIUM FUTURE SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        2248.27000000
        0.001339313866
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Palladium
                PAU1 Comdty
              
            
            2021-09-28
            264151.73000000
            USD
            2248.27000000
          
        
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
        
        2044.00000000
        NS
        USD
        1201647.16000000
        0.715831596718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211022
        000000000
        
          
        
        1.00000000
        NC
        USD
        7134.47000000
        0.004250065428
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-22
            235978.03000000
            USD
            7134.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        480.41000000
        0.000286184388
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            148775.88000000
            USD
            2021-08-04
            480.41000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        2546.65000000
        0.001517061410
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLU1 Comdty
              
            
            2021-09-28
            57189.60000000
            USD
            2546.65000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3652.32000000
        -0.00217571858
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            197096.00000000
            AUD
            2021-08-04
            -3652.32000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6.18000000
        0.000003681479
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            EUR
            1193.59000000
            USD
            2021-09-17
            6.18000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0JYM42 TRS USD R V 01MLIBOR 99D0JYM67 EQUITYTRS / Short: 99D0JYM42 TRS USD P E 99D0JYM42 EQUITYTRS
        000000000
        
          
        
        277806.98000000
        OU
        Notional Amount
        USD
        7161.88000000
        0.004266393802
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                iShares Russell 2000 Growth ETF
                iShares Russell 2000 Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            277806.98000000
            USD
            7161.88000000
          
        
        
          N
          N
          N
        
      
      
        ORBCOMM Inc
        529900PSC8WVCY267I23
        ORBCOMM Inc
        68555P100
        
          
        
        81418.00000000
        NS
        USD
        919209.22000000
        0.547580875297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3927.08000000
        -0.00233939549
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNU1 Comdty
              
            
            2021-09-24
            -113344.90000000
            USD
            -3927.08000000
          
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        4893.00000000
        NS
        USD
        729301.65000000
        0.434451294845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4948.10000000
        -0.00294762592
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLU1 Comdty
              
            
            2021-09-07
            -54957.65000000
            USD
            -4948.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1095.58000000
        0.000652646472
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            183647.63000000
            CAD
            125000.00000000
            EUR
            2021-08-04
            1095.58000000
          
        
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        Vale SA
        91912E105
        
          
        
        7669.00000000
        NS
        USD
        161202.38000000
        0.096029650725
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200522.00000000
        0.119452688122
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2031-04-08
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        725.65000000
        0.000432275975
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            74577.31000000
            USD
            1500000.00000000
            MXN
            2021-08-04
            725.65000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1585.88000000
        -0.00094472241
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2052608.82000000
            USD
            225000000.00000000
            JPY
            2021-08-04
            -1585.88000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12.29000000
        -0.00000732125
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1480.35000000
            USD
            2000.00000000
            AUD
            2021-09-17
            -12.29000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        3515.72000000
        0.002094344783
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-07
            61440.53000000
            USD
            3515.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -756.94000000
        -0.00045091569
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            75381856.00000000
            CLP
            2021-08-27
            -756.94000000
          
        
        
          N
          N
          N
        
      
      
        South African Futures Exchange
        N/A
        FTSE/JSE TOP 40 SEP21
        000000000
        
          
        
        1.00000000
        NC
        
        484.43000000
        0.000288579136
        N/A
        DE
        
        ZA
        N
        
        1
        
          
            
              South African Futures Exchange
              N/A
            
            Long
            
              
                FTSE/JSE TOP 40
                AIU1 Index
              
            
            2021-09-16
            616362.53000000
            ZAR
            484.43000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0NGON2 TRS USD R V 01MLIBOR 99D0NGOO0 EQUITYTRS / Short: 99D0NGON2 TRS USD P E 99D0NGON2 EQUITYTRS
        000000000
        
          
        
        48305.98000000
        OU
        Notional Amount
        USD
        -1638.75000000
        -0.00097621753
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Russell Mid-Cap Growth ETF
                iShares Russell Mid-Cap Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            48305.98000000
            USD
            -1638.75000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2.09000000
        0.000001245031
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1185.32000000
            USD
            1000.00000000
            EUR
            2021-09-17
            2.09000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0G9CR0 TRS USD R E 99D0G9CR0 EQUITYTRS / Short: 99D0G9CR0 TRS USD P V 01MLIBOR 99D0G9CS8 EQUITYTRS
        000000000
        
          
        
        241370.85000000
        OU
        Notional Amount
        USD
        29944.60000000
        0.017838256973
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Advanced Micro Devices Inc
                Advanced Micro Devices Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            241370.85000000
            USD
            29944.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        672.09000000
        0.000400369820
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            51984556.00000000
            JPY
            400000.00000000
            EUR
            2021-08-04
            672.09000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796L31
        
          
        
        173000.00000000
        PA
        USD
        172990.70000000
        0.103052054813
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        3308.40000000
        0.001970842468
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-24
            61810.85000000
            USD
            3308.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3021.09000000
        -0.00179968941
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            38453055.00000000
            JPY
            250000.00000000
            GBP
            2021-08-04
            -3021.09000000
          
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        10008.00000000
        NS
        USD
        1675539.36000000
        0.998133275190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        3807.40000000
        0.002268101079
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-05
            61167.60000000
            USD
            3807.40000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380NFK0
        
          
        
        2777682.46000000
        PA
        USD
        206109.87000000
        0.122781430567
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-02-16
          Variable
          0.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        TIN FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -30697.60000000
        -0.01828682557
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Tin
                LTQ1 Comdty
              
            
            2021-08-18
            -147947.40000000
            USD
            -30697.60000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS XLME 20211012
        000000000
        
          
        
        1.00000000
        NC
        USD
        3698.20000000
        0.002203049696
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNV1 Comdty
              
            
            2021-10-12
            113601.80000000
            USD
            3698.20000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1409.50000000
        -0.00083965132
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            13169196.00000000
            JPY
            100000.00000000
            EUR
            2021-08-04
            -1409.50000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1164.72000000
        0.000693833768
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            147130.75000000
            USD
            125000.00000000
            EUR
            2021-08-04
            1164.72000000
          
        
        
          N
          N
          N
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        Facebook Inc
        30303M102
        
          
        
        5477.00000000
        NS
        USD
        1951455.10000000
        1.162498665713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siltronic AG
        5299003NKV26NNGHHR90
        Siltronic AG
        000000000
        
          
        
        3325.00000000
        NS
        
        548583.81000000
        0.326796115963
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        LOW SU GASOIL G OCT21
        000000000
        
          
        
        1.00000000
        NC
        USD
        2174.07000000
        0.001295112285
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                Low Sulfur Gas Oil
                QSV1 Comdty
              
            
            2021-10-12
            59200.93000000
            USD
            2174.07000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        KANSAS CITY SOUTHERN
        000000000
        
          
        
        -6.00000000
        NC
        USD
        -13440.00000000
        -0.00800632413
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Kansas City Southern
                Kansas City Southern
                
                  
                  
                
              
            
            100.00000000
            280.00000000
            USD
            2021-09-17
            XXXX
            -8421.20000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1180.96000000
        -0.00070350807
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            81334.40000000
            USD
            100000.00000000
            CAD
            2021-08-04
            -1180.96000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -617.90000000
        -0.00036808836
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            185785.38000000
            CAD
            125000.00000000
            EUR
            2021-08-04
            -617.90000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LE8T4 TRS USD R E TRS MU US JP USD L PRICE / Short: 99D0LE8T4 TRS USD P V 01MLIBOR TRS MU US JP USD S COST
        000000000
        
          
        
        41918.36000000
        OU
        Notional Amount
        USD
        -1809.50000000
        -0.00107793478
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Micron Technology Inc
                Micron Technology Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            41918.36000000
            USD
            -1809.50000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -2526.50000000
        -0.00150505788
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            CHF
            135482.85000000
            USD
            2021-08-04
            -2526.50000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L0IX4 TRS USD R E TRS MTCH US MS USD L PRICE / Short: 99D0L0IX4 TRS USD P V 01MLIBOR TRS MTCH US MS USD S COST
        000000000
        
          
        
        24098.84000000
        OU
        Notional Amount
        USD
        -526.88000000
        -0.00031386696
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            24098.84000000
            USD
            -526.88000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1429.03000000
        -0.00085128551
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            375000.00000000
            EUR
            443457.38000000
            USD
            2021-08-04
            -1429.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        564.76000000
        0.000336432412
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            USD
            5601800.00000000
            TWD
            2021-08-16
            564.76000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -450.14000000
        -0.00026815228
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            240910.45000000
            USD
            300000.00000000
            CAD
            2021-08-04
            -450.14000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -32.72000000
        -0.00001949158
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4782.36000000
            USD
            4000.00000000
            EUR
            2021-09-17
            -32.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        5.21000000
        0.000003103642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3000.00000000
            GBP
            4175.73000000
            USD
            2021-09-17
            5.21000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796F53
        
          
        
        60000.00000000
        PA
        USD
        59996.10000000
        0.035740195199
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-09-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        10050.58000000
        0.005987217353
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNU1 Comdty
              
            
            2021-09-07
            107255.42000000
            USD
            10050.58000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -43.53000000
        -0.00002593119
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            8058.82000000
            USD
            10000.00000000
            CAD
            2021-09-17
            -43.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        782.23000000
        0.000465981170
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            201006.88000000
            AUD
            125000.00000000
            EUR
            2021-08-04
            782.23000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2103.94000000
        -0.00125333523
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            453921.70000000
            USD
            9000000.00000000
            MXN
            2021-08-04
            -2103.94000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBC4
        
          
        
        360000.00000000
        PA
        USD
        391342.50000000
        0.233126108864
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2025-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211007
        000000000
        
          
        
        3.00000000
        NC
        USD
        18103.41000000
        0.010784357769
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-07
            711159.09000000
            USD
            18103.41000000
          
        
        
          N
          N
          N
        
      
      
        ESC DIAMOND RESORTS IN
        N/A
        ESC DIAMOND RESORTS IN
        252ESC025
        
          
        
        47044.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -570.49000000
        -0.00033984582
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            30665.73000000
            USD
            41000.00000000
            AUD
            2021-09-17
            -570.49000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1046.49000000
        0.000623403135
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            112899.23000000
            USD
            12500000.00000000
            JPY
            2021-08-04
            1046.49000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        510.93000000
        0.000304365415
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            114747711.00000000
            KRW
            100000.00000000
            USD
            2021-08-17
            510.93000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        5206.40000000
        0.003101497468
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                LPQ21 Comdty
              
            
            2021-08-17
            -247937.65000000
            USD
            5206.40000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3160.78000000
        -0.00188290395
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-01
            -62046.97000000
            USD
            -3160.78000000
          
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
        
        1887.00000000
        NS
        USD
        605972.31000000
        0.360982941310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -26067.88000000
        -0.01552886137
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1437500.00000000
            GBP
            1972078.94000000
            USD
            2021-08-04
            -26067.88000000
          
        
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
        
        5262.00000000
        NS
        USD
        1368277.86000000
        0.815094944574
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        FACEBOOK INC DEC21 330 PUT
        000000000
        
          
        
        38.00000000
        NC
        USD
        57285.00000000
        0.034125169503
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2021-12-17
            XXXX
            2271.84000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0F21I8 TRS USD R E TRS VRNS US JP USD L PRICE / Short: 99D0F21I8 TRS USD P V 01MLIBOR TRS VRNS US JP USD S COST
        000000000
        
          
        
        6051.00000000
        OU
        Notional Amount
        USD
        69.00000000
        0.000041103896
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Varonis Systems Inc
                Varonis Systems Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            6051.00000000
            USD
            69.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -97.06000000
        -0.00005781948
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125601.99000000
            USD
            2500000.00000000
            MXN
            2021-08-04
            -97.06000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        TIN FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -29442.60000000
        -0.01753921123
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Tin
                LTQ1 Comdty
              
            
            2021-08-17
            -149217.40000000
            USD
            -29442.60000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Zurich
        N/A
        SHORT EURO-BTP FU SEP21
        000000000
        
          
        
        1.00000000
        NC
        
        23.29000000
        0.000013874054
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Zurich
              N/A
            
            Long
            
              
                Short-Term Euro-BTP Futures
                BTSU1 Comdty
              
            
            2021-09-08
            113350.37000000
            EUR
            23.29000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        19470.67000000
        0.011598846366
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1636641.57000000
            USD
            1500000.00000000
            CHF
            2021-08-04
            19470.67000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -10028.93000000
        -0.00597432026
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            275000000.00000000
            JPY
            2496776.89000000
            USD
            2021-08-04
            -10028.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0HZCC4 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0HZCC4 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        11975.50000000
        OU
        Notional Amount
        USD
        1034.15000000
        0.000616052091
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            11975.50000000
            USD
            1034.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4.52000000
        0.000002692603
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4166.00000000
            USD
            3000.00000000
            GBP
            2021-09-17
            4.52000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3928.23000000
        0.002340080555
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            468168.50000000
            AUD
            250000.00000000
            GBP
            2021-08-04
            3928.23000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1531.47000000
        0.000912309912
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-11
            63478.03000000
            USD
            1531.47000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211008
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1546.35000000
        -0.00092117405
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-08
            244633.85000000
            USD
            -1546.35000000
          
        
        
          N
          N
          N
        
      
      
        Gymboree Holding Corp
        N/A
        GYMBOREE HLDG CORP
        403777303
        
          
        
        5019.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1386.37000000
        -0.00082587258
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            871212.00000000
            NOK
            2021-08-04
            -1386.37000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        0.97000000
        0.000000577837
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2779.38000000
            USD
            2000.00000000
            GBP
            2021-09-17
            0.97000000
          
        
        
          N
          N
          N
        
      
      
        II-VI Inc
        549300O5C25A0MMHHU33
        II-VI Inc
        902104108
        
          
        
        -1335.00000000
        NS
        USD
        -93196.35000000
        -0.05551787101
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211008
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -5303.03000000
        -0.00315906079
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-08
            -237784.47000000
            USD
            -5303.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4778.33000000
        0.002846492470
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            70314360.00000000
            HUF
            200000.00000000
            EUR
            2021-08-04
            4778.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -12860.36000000
        -0.00766102757
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            137500000.00000000
            JPY
            1240542.55000000
            USD
            2021-08-04
            -12860.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -295.43000000
        -0.00017599020
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            139634.00000000
            USD
            200000.00000000
            NZD
            2021-08-04
            -295.43000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -822.89000000
        -0.00049020268
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            62500.00000000
            GBP
            86053.06000000
            USD
            2021-08-04
            -822.89000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        LOW SU GASOIL G SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        2249.07000000
        0.001339790433
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                Low Sulfur Gas Oil
                QSU1 Comdty
              
            
            2021-09-10
            59075.93000000
            USD
            2249.07000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3107.21000000
        -0.00185099184
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            469287.25000000
            AUD
            2021-08-04
            -3107.21000000
          
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
        
        7017.00000000
        NS
        USD
        387689.25000000
        0.230949836271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
        
        945.00000000
        NS
        USD
        464316.30000000
        0.276597232095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        54930023UHZHF7UJ8596
        Banc of America Funding Corp
        05990QAB9
        
          
        
        2730789.55000000
        PA
        USD
        2319238.54000000
        1.381590438960
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-27
          Variable
          0.50500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
        
        227.00000000
        NS
        USD
        41883.77000000
        0.024950523709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5.93000000
        0.000003532552
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5132.28000000
            USD
            7000.00000000
            AUD
            2021-09-17
            5.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BNHD0 TRS USD R E 99D0BNHD0 EQUITYTRS / Short: 99D0BNHD0 TRS USD P V 01MLIBOR 99D0BNHL2 EQUITYTRS
        000000000
        
          
        
        357044.88000000
        OU
        Notional Amount
        USD
        10756.24000000
        0.006407585113
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Alphabet Inc
                Alphabet Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            357044.88000000
            USD
            10756.24000000
          
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
        
        1709.00000000
        NS
        
        369404.92000000
        0.220057702894
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        000000000
        
          
        
        460000.00000000
        PA
        USD
        462300.00000000
        0.275396104762
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2040-09-30
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        2476.68000000
        0.001475379677
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            149251.00000000
            USD
            2021-08-04
            2476.68000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2230.59000000
        0.001328781737
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            159393.63000000
            CHF
            2021-08-04
            2230.59000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1585.85000000
        -0.00094470454
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-25
            -74178.65000000
            USD
            -1585.85000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1883.26000000
        0.001121874255
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            295613.74000000
            USD
            214000.00000000
            GBP
            2021-09-17
            1883.26000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NLJM9 TRS USD R E TRS GDDY US JP USD L PRICE / Short: 99D0NLJM9 TRS USD P V 01MLIBOR TRS GDDY US JP USD S COST
        000000000
        
          
        
        5672.96000000
        OU
        Notional Amount
        USD
        -306.56000000
        -0.00018262044
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            5672.96000000
            USD
            -306.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        124.47000000
        0.000074147854
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            8000.00000000
            AUD
            5996.71000000
            USD
            2021-09-17
            124.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        5529.69000000
        0.003294084115
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            485000.00000000
            GBP
            679763.54000000
            USD
            2021-09-17
            5529.69000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K32
        
          
        
        252000.00000000
        PA
        USD
        251993.08000000
        0.150114455243
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -464.44000000
        -0.00027667092
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            890237.25000000
            USD
            750000.00000000
            EUR
            2021-08-04
            -464.44000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3663.48000000
        0.002182366692
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            573659.21000000
            USD
            11500000.00000000
            MXN
            2021-08-04
            3663.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -11144.63000000
        -0.00663895239
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            375000.00000000
            EUR
            591032.25000000
            AUD
            2021-08-04
            -11144.63000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Wohnen SE
        529900QE24Q67I3FWZ10
        Deutsche Wohnen SE
        000000000
        
          
        
        28.00000000
        NS
        
        1748.10000000
        0.001041358275
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10187.48000000
        0.006068769866
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1243215.43000000
            USD
            137500000.00000000
            JPY
            2021-08-04
            10187.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -1123.86000000
        -0.00066949311
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            CHF
            136885.49000000
            USD
            2021-08-04
            -1123.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        9838.85000000
        0.005861087963
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            600000.00000000
            CAD
            53836980.00000000
            JPY
            2021-08-04
            9838.85000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -87.88000000
        -0.00005235087
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            135615.50000000
            SGD
            100000.00000000
            USD
            2021-08-04
            -87.88000000
          
        
        
          N
          N
          N
        
      
      
        LUKOIL PJSC
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC
        000000000
        
          
        
        4285.00000000
        NS
        
        367933.55000000
        0.219181195071
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BLH36 TRS USD R E 99D0BLH36 EQUITYTRS / Short: 99D0BLH36 TRS USD P V 01MLIBOR 99D0BLH77 EQUITYTRS
        000000000
        
          
        
        95274.56000000
        OU
        Notional Amount
        USD
        7836.90000000
        0.004668509049
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                HubSpot Inc
                HubSpot Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            95274.56000000
            USD
            7836.90000000
          
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        TOPIX INDX FUTR SEP21
        000000000
        
          
        
        2.00000000
        NC
        
        -5015.40000000
        -0.00298771711
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                TOPIX Index
                TPU1 Index
              
            
            2021-09-09
            38650214.00000000
            JPY
            -5015.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -85.04000000
        -0.00005065906
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            700000.00000000
            USD
            4526550.00000000
            CNY
            2021-08-04
            -85.04000000
          
        
        
          N
          N
          N
        
      
      
        Argent Securities Inc.
        N/A
        Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W5
        040104QQ7
        
          
        
        2390119.46000000
        PA
        USD
        2130220.98000000
        1.268991045156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          0.77900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)SEP21
        000000000
        
          
        
        53.00000000
        NC
        USD
        29025.63000000
        0.017290818603
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            7101130.62000000
            USD
            29025.63000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2.55000000
        0.000001519057
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1184.86000000
            USD
            1000.00000000
            EUR
            2021-09-17
            2.55000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3572.07000000
        0.002127912965
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            338265.09000000
            USD
            37500000.00000000
            JPY
            2021-08-04
            3572.07000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0GFQR1 TRS USD R E 99D0GFQR1 EQUITYTRS / Short: 99D0GFQR1 TRS USD P V 01MLIBOR 99D0GFQT7 EQUITYTRS
        000000000
        
          
        
        48048.00000000
        OU
        Notional Amount
        USD
        -1597.44000000
        -0.00095160881
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                salesforce.com Inc
                salesforce.com Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            48048.00000000
            USD
            -1597.44000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        382.24000000
        0.000227703670
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            113563.48000000
            USD
            12500000.00000000
            JPY
            2021-08-04
            382.24000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10.21000000
        0.000006082185
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            4739.43000000
            USD
            4000.00000000
            EUR
            2021-09-17
            10.21000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Sanne Group PLC ()
        000000000
        
          
        
        160764.23000000
        OU
        Notional Amount
        
        5625.44000000
        0.003351123217
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Sanne Group PLC
                Sanne Group PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-12
            0.00000000
            GBP
            0.00000000
            GBP
            160764.23000000
            GBP
            5625.44000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0HMM40 TRS USD R E 99D0HMM40 EQUITYTRS / Short: 99D0HMM40 TRS USD P V 01MLIBOR 99D0HMM73 EQUITYTRS
        000000000
        
          
        
        39094.30000000
        OU
        Notional Amount
        USD
        2058.00000000
        0.001225968383
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                ServiceNow Inc
                ServiceNow Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            39094.30000000
            USD
            2058.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K24
        
          
        
        423500.00000000
        PA
        USD
        423493.83000000
        0.252278933967
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2790.14000000
        -0.00166211050
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            EUR
            38737632.00000000
            JPY
            2021-08-04
            -2790.14000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Jordan
        5493000JZ4MYPVMBVN50
        Jordan Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        209475.00000000
        0.124786067586
        Long
        DBT
        NUSS
        JO
        N
        
        2
        
          2047-10-10
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        5840.72000000
        0.003479367374
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-05
            54478.03000000
            USD
            5840.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -351.47000000
        -0.00020937371
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            147944.00000000
            USD
            2021-08-04
            -351.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -26.18000000
        -0.00001559565
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1213.59000000
            USD
            1000.00000000
            EUR
            2021-09-17
            -26.18000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211029
        000000000
        
          
        
        -1.00000000
        NC
        USD
        1447.40000000
        0.000862228687
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-29
            -244647.40000000
            USD
            1447.40000000
          
        
        
          N
          N
          N
        
      
      
        Nuvei Corp
        N/A
        Nuvei Corp
        67079A102
        
          
        
        4153.00000000
        NS
        USD
        340546.00000000
        0.202866194878
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-OAT FUTURE SEP21
        000000000
        
          
        
        9.00000000
        NC
        
        5405.77000000
        0.003220263900
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Euro-OAT
                OATU1 Comdty
              
            
            2021-09-08
            1454342.97000000
            EUR
            5405.77000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        11136.61000000
        0.006634174809
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            900000.00000000
            EUR
            118352844.00000000
            JPY
            2021-08-04
            11136.61000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        995.03000000
        0.000592747969
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            49206.94000000
            USD
            1000000.00000000
            MXN
            2021-08-04
            995.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -536.08000000
        -0.00031934748
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19119628.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -536.08000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4597.98000000
        0.002739056417
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            EUR
            259354.80000000
            GBP
            2021-08-04
            4597.98000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LFAM3 TRS USD R E 99D0LFAM3 EQUITYTRS / Short: 99D0LFAM3 TRS USD P V 01MLIBOR 99D0LFAO9 EQUITYTRS
        000000000
        
          
        
        58394.68000000
        OU
        Notional Amount
        USD
        -1158.68000000
        -0.00069023568
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Nuvei Corp
                Nuvei Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            58394.68000000
            USD
            -1158.68000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE SEP21
        000000000
        
          
        
        14.00000000
        NC
        
        10397.60000000
        0.006193940166
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Euro-Bund (FGBL)
                RXU1 Comdty
              
            
            2021-09-08
            2463214.90000000
            EUR
            10397.60000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        6749.20000000
        0.004020556760
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNU1 Comdty
              
            
            2021-09-10
            110556.80000000
            USD
            6749.20000000
          
        
        
          N
          N
          N
        
      
      
        Cardlytics Inc
        549300JETJBH94EIPC66
        Cardlytics Inc
        14161W105
        
          
        
        1067.00000000
        NS
        USD
        134399.32000000
        0.080062836276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1819.84000000
        -0.00108409441
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            AUD
            291728.80000000
            USD
            2021-08-04
            -1819.84000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -71.55000000
        -0.00004262295
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2273.64000000
            USD
            3000.00000000
            AUD
            2021-09-17
            -71.55000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2290.75000000
        -0.00136461956
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            17837180.00000000
            JPY
            200000.00000000
            CAD
            2021-08-04
            -2290.75000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS XLME 20211026
        000000000
        
          
        
        1.00000000
        NC
        USD
        638.97000000
        0.000380639950
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNV1 Comdty
              
            
            2021-10-26
            116673.03000000
            USD
            638.97000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211006
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -20328.56000000
        -0.01210989885
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-06
            -465818.94000000
            USD
            -20328.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -14464.26000000
        -0.00861648466
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2100000.00000000
            CAD
            1668757.91000000
            USD
            2021-08-04
            -14464.26000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0DZW51 TRS USD R E 99D0DZW51 EQUITYTRS / Short: 99D0DZW51 TRS USD P V 01MLIBOR 99D0DZWC6 EQUITYTRS
        000000000
        
          
        
        4860.87000000
        OU
        Notional Amount
        USD
        -317.10000000
        -0.00018889921
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                VeriSign Inc
                VeriSign Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            4860.87000000
            USD
            -317.10000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211021
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -11090.53000000
        -0.00660672455
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-21
            -232021.97000000
            USD
            -11090.53000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND SEP21
        000000000
        
          
        
        3.00000000
        NC
        
        3913.31000000
        0.002331192582
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Euro-Buxl (FGBX)
                UBU1 Comdty
              
            
            2021-09-08
            642181.11000000
            EUR
            3913.31000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        6452.72000000
        0.003843941062
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLU1 Comdty
              
            
            2021-09-07
            53453.03000000
            USD
            6452.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1060.75000000
        -0.00063189794
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            86112.10000000
            GBP
            100000.00000000
            EUR
            2021-08-04
            -1060.75000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        448.67000000
        0.000267276595
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            85026.20000000
            GBP
            100000.00000000
            EUR
            2021-08-04
            448.67000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3743.39000000
        0.002229969769
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            231659.75000000
            AUD
            125000.00000000
            GBP
            2021-08-04
            3743.39000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1318.22000000
        -0.00078527504
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            EUR
            38899104.00000000
            JPY
            2021-08-04
            -1318.22000000
          
        
        
          N
          N
          N
        
      
      
        Sberbank of Russia PJSC
        549300WE6TAF5EEWQS81
        Sberbank of Russia PJSC
        000000000
        
          
        
        107299.00000000
        NS
        
        448592.95000000
        0.267230696634
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17.79000000
        -0.00001059765
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3687.94000000
            USD
            5000.00000000
            AUD
            2021-09-17
            -17.79000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -403.14000000
        -0.00024015398
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            887021.60000000
            NOK
            100000.00000000
            USD
            2021-08-04
            -403.14000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        72.89000000
        0.000043421202
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            86803.06000000
            USD
            62500.00000000
            GBP
            2021-08-04
            72.89000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        1974.64000000
        0.001176310110
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            NZD
            210982.50000000
            USD
            2021-08-04
            1974.64000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -5796.35000000
        -0.00345293578
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-16
            -237059.90000000
            USD
            -5796.35000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0GY0P2 TRS USD R E TRS MRVL US MS USD L PRICE / Short: 99D0GY0P2 TRS USD P V 01MLIBOR TRS MRVL US MS USD S COST
        000000000
        
          
        
        82380.30000000
        OU
        Notional Amount
        USD
        7113.99000000
        0.004237865315
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Marvell Technology Inc
                Marvell Technology Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            82380.30000000
            USD
            7113.99000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1052.64000000
        -0.00062706674
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            37500000.00000000
            JPY
            340784.52000000
            USD
            2021-08-04
            -1052.64000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE SEP21
        000000000
        
          
        
        7.00000000
        NC
        
        2998.14000000
        0.001786017905
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Euro-Bobl (FGBM)
                OEU1 Comdty
              
            
            2021-09-08
            944922.59000000
            EUR
            2998.14000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        482.96000000
        0.000287703445
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            187500.00000000
            GBP
            261110.81000000
            USD
            2021-08-04
            482.96000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1936.30000000
        -0.00115347064
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            CAD
            238524.01000000
            USD
            2021-08-04
            -1936.30000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        565.35000000
        0.000336783880
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            260062.50000000
            USD
            187500.00000000
            GBP
            2021-08-04
            565.35000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0H0MU0 TRS USD R E TRS DT US MS USD L PRICE / Short: 99D0H0MU0 TRS USD P V 01MLIBOR TRS DT US MS USD S COST
        000000000
        
          
        
        92045.82000000
        OU
        Notional Amount
        USD
        8932.65000000
        0.005321256792
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Dynatrace Inc
                Dynatrace Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            92045.82000000
            USD
            8932.65000000
          
        
        
          N
          N
          N
        
      
      
        NYSE Liffe
        N/A
        MSCI EMGMKT SEP21
        000000000
        
          
        
        3.00000000
        NC
        USD
        -1119.29000000
        -0.00066677072
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NYSE Liffe
              N/A
            
            Long
            
              
                ICE US MSCI Emerging Markets EM Index
                MESU1 Index
              
            
            2021-09-17
            192774.29000000
            USD
            -1119.29000000
          
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
        
        88837.00000000
        NS
        
        325423.49000000
        0.193857584997
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN FUTURE JAN22
        000000000
        
          
        
        -1.00000000
        NC
        USD
        272.95000000
        0.000162598673
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Soybean
                S F2 Comdty
              
            
            2022-01-14
            -67960.45000000
            USD
            272.95000000
          
        
        
          N
          N
          N
        
      
      
        Petroleo Brasileiro SA
        5493000J801JZRCMFE49
        Petroleo Brasileiro SA
        71654V408
        
          
        
        37254.00000000
        NS
        USD
        397500.18000000
        0.236794292049
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -180.15000000
        -0.00010731691
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            115147189.00000000
            KRW
            2021-08-26
            -180.15000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0BTZF2 TRS USD R E 99D0BTZF2 EQUITYTRS / Short: 99D0BTZF2 TRS USD P V 01MLIBOR 99D0BTZL9 EQUITYTRS
        000000000
        
          
        
        263004.37000000
        OU
        Notional Amount
        USD
        -18609.26000000
        -0.01108569698
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PayPal Holdings Inc
                PayPal Holdings Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            263004.37000000
            USD
            -18609.26000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -20048.56000000
        -0.01194310043
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-17
            -465668.94000000
            USD
            -20048.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        87.88000000
        0.000052350875
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            593094.00000000
            USD
            500000.00000000
            EUR
            2021-08-04
            87.88000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BNHH1 TRS USD R E 99D0BNHH1 EQUITYTRS / Short: 99D0BNHH1 TRS USD P V 01MLIBOR 99D0BNIE7 EQUITYTRS
        000000000
        
          
        
        96523.80000000
        OU
        Notional Amount
        USD
        5868.34000000
        0.003495820846
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Alphabet Inc
                Alphabet Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            96523.80000000
            USD
            5868.34000000
          
        
        
          N
          N
          N
        
      
      
        Shopify Inc
        549300HGQ43STJLLP808
        Shopify Inc
        82509L107
        
          
        
        204.00000000
        NS
        USD
        305985.72000000
        0.182278337445
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0BNSA4 TRS USD R E 99D0BNSA4 EQUITYTRS / Short: 99D0BNSA4 TRS USD P V 01MLIBOR 99D0BNSD8 EQUITYTRS
        000000000
        
          
        
        93051.84000000
        OU
        Notional Amount
        USD
        13245.54000000
        0.007890482633
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                TriNet Group Inc
                TriNet Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            93051.84000000
            USD
            13245.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5478.31000000
        -0.00326347660
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            16702320.00000000
            JPY
            200000.00000000
            AUD
            2021-08-04
            -5478.31000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2G9
        
          
        
        365000.00000000
        PA
        USD
        368307.81000000
        0.219404144987
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2023-11-24
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2678.41000000
        0.001595551981
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            873774.40000000
            TRY
            2021-08-18
            2678.41000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd
        N/A
        Canadian Pacific Railway Ltd
        13645T100
        
          
        
        -1239.00000000
        NS
        USD
        -92082.48000000
        -0.05485432902
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        221.09000000
        0.000131705223
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            2798600.00000000
            TWD
            2021-08-26
            221.09000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1133.36000000
        -0.00067515234
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            183600.50000000
            CAD
            2021-08-04
            -1133.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        1658.64000000
        0.000988066180
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            29741830.00000000
            HUF
            100000.00000000
            USD
            2021-08-04
            1658.64000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -258.32000000
        -0.00015388345
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            62500.00000000
            GBP
            86617.63000000
            USD
            2021-08-04
            -258.32000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4370.52000000
        -0.00260355652
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            1271519.38000000
            NOK
            2021-08-04
            -4370.52000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0L07X6 TRS USD R E TRS HUBS US JP USD L PRICE / Short: 99D0L07X6 TRS USD P V 01MLIBOR TRS HUBS US JP USD S COST
        000000000
        
          
        
        64421.49000000
        OU
        Notional Amount
        USD
        -647.35000000
        -0.00038563198
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                HubSpot Inc
                HubSpot Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            64421.49000000
            USD
            -647.35000000
          
        
        
          N
          N
          N
        
      
      
        Singapore Exchange Derivatives Clearing Limited
        549300ZLWT3FK3F0FW61
        FTSE CHINA A50    AUG21 XSIM 20210830
        000000000
        
          
        
        9.00000000
        NC
        USD
        -1284.58000000
        -0.00076523540
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing Limited
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                FTSE China A50 Index
                XUQ1 Index
              
            
            2021-08-30
            136050.58000000
            USD
            -1284.58000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        AMERICAN EXPRESS CO OCT21 170 CALL
        000000000
        
          
        
        56.00000000
        NC
        USD
        47880.00000000
        0.028522529734
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                American Express Co
                American Express Co
                
                  
                  
                
              
            
            100.00000000
            170.00000000
            USD
            2021-10-15
            XXXX
            -3697.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -264.44000000
        -0.00015752919
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            115032000.00000000
            KRW
            2021-08-17
            -264.44000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Aggreko PLC ()
        000000000
        
          
        
        138575.51000000
        OU
        Notional Amount
        
        1907.60000000
        0.001136373803
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Aggreko PLC
                Aggreko PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-12
            0.00000000
            GBP
            0.00000000
            GBP
            138575.51000000
            GBP
            1907.60000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0MZM86 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0MZM86 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        23441.13000000
        OU
        Notional Amount
        USD
        -27.70000000
        -0.00001650112
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            23441.13000000
            USD
            -27.70000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2193.31000000
        -0.00130657371
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            EUR
            51817676.00000000
            JPY
            2021-08-04
            -2193.31000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0M75K0 TRS USD R E TRS SWKS US JP USD L PRICE / Short: 99D0M75K0 TRS USD P V 01MLIBOR TRS SWKS US JP USD S COST
        000000000
        
          
        
        66280.08000000
        OU
        Notional Amount
        USD
        -2070.60000000
        -0.00123347431
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Skyworks Solutions Inc
                Skyworks Solutions Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            66280.08000000
            USD
            -2070.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0LFFZ9 TRS USD R V 01MLIBOR 99D0LFG05 EQUITYTRS / Short: 99D0LFFZ9 TRS USD P E 99D0LFFZ9 EQUITYTRS
        000000000
        
          
        
        544409.50000000
        OU
        Notional Amount
        USD
        -18468.75000000
        -0.01100199396
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                iShares Russell Mid-Cap Growth ETF
                iShares Russell Mid-Cap Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            544409.50000000
            USD
            -18468.75000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        729.42000000
        0.000434521796
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            AUD
            220890.90000000
            USD
            2021-08-04
            729.42000000
          
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        -7805.00000000
        NS
        USD
        -1306713.10000000
        -0.77842028505
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -11652.78000000
        -0.00694166173
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            GBP
            457642.75000000
            AUD
            2021-08-04
            -11652.78000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        228.29000000
        0.000135994325
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1274573.88000000
            SEK
            125000.00000000
            EUR
            2021-08-04
            228.29000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -95.74000000
        -0.00005703314
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            9000.00000000
            GBP
            12415.82000000
            USD
            2021-09-17
            -95.74000000
          
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
        
        6732.00000000
        NS
        USD
        602850.60000000
        0.359123311688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Avast PLC ()
        000000000
        
          
        
        69168.47000000
        OU
        Notional Amount
        
        619.89000000
        0.000369273829
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Avast PLC
                Avast PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-12
            0.00000000
            GBP
            0.00000000
            GBP
            69168.47000000
            GBP
            619.89000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        266.03000000
        0.000158476369
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            157614.25000000
            CHF
            2021-08-04
            266.03000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS XLME 20211013
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1949.35000000
        -0.00116124463
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAV21 Comdty
              
            
            2021-10-13
            -62888.15000000
            USD
            -1949.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -482.26000000
        -0.00028728644
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            62500.00000000
            GBP
            86393.69000000
            USD
            2021-08-04
            -482.26000000
          
        
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
        
        154643.00000000
        NS
        
        694524.88000000
        0.413734472448
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1488.21000000
        0.000886539556
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            896607.70000000
            NOK
            2021-08-04
            1488.21000000
          
        
        
          N
          N
          N
        
      
      
        Avantor Inc
        N/A
        Avantor Inc
        05352A100
        
          
        
        9686.00000000
        NS
        USD
        363999.88000000
        0.216837873861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -241.79000000
        -0.00014403639
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            858726.49000000
            SEK
            2021-08-04
            -241.79000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        262.92000000
        0.000156623715
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            115051711.00000000
            KRW
            100000.00000000
            USD
            2021-08-26
            262.92000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0KUM71 TRS USD R E 99D0KUM71 EQUITYTRS / Short: 99D0KUM71 TRS USD P V 01MLIBOR 99D0KUM89 EQUITYTRS
        000000000
        
          
        
        39298.24000000
        OU
        Notional Amount
        USD
        5593.94000000
        0.003332358395
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                TriNet Group Inc
                TriNet Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            39298.24000000
            USD
            5593.94000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -10546.59000000
        -0.00628269479
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-17
            -216853.41000000
            USD
            -10546.59000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2008.56000000
        -0.00119651654
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            400000.00000000
            NZD
            30350920.00000000
            JPY
            2021-08-04
            -2008.56000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBE1
        
          
        
        201000.00000000
        PA
        USD
        165046.13000000
        0.098319405814
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2044-06-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1829.19000000
        0.001089664289
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            903858.10000000
            TRY
            2021-11-10
            1829.19000000
          
        
        
          N
          N
          N
        
      
      
        Kraton Corp
        N/A
        Kraton Corp
        50077C106
        
          
        
        4996.00000000
        NS
        USD
        190797.24000000
        0.113659564558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796M48
        
          
        
        180000.00000000
        PA
        USD
        179978.55000000
        0.107214777440
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-10-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
        
        -16806.00000000
        NS
        USD
        -961975.44000000
        -0.57305708209
        Short
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0MJVN9 TRS USD R E TRS VRNS US JP USD L PRICE / Short: 99D0MJVN9 TRS USD P V 01MLIBOR TRS VRNS US JP USD S COST
        000000000
        
          
        
        16821.78000000
        OU
        Notional Amount
        USD
        191.82000000
        0.000114268831
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Varonis Systems Inc
                Varonis Systems Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            16821.78000000
            USD
            191.82000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CISCO SYSTEMS INC/DELAWARE
        000000000
        
          
        
        111.00000000
        NC
        USD
        26695.50000000
        0.015902740027
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Cisco Systems Inc/Delaware
                Cisco Systems Inc/Delaware
                
                  
                  
                
              
            
            100.00000000
            55.00000000
            USD
            2021-10-15
            XXXX
            6184.40000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11.19000000
        -0.00000666597
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1479.25000000
            USD
            2000.00000000
            AUD
            2021-09-17
            -11.19000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -1023.69000000
        -0.00060982097
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7392976.70000000
            RUB
            100000.00000000
            USD
            2021-08-04
            -1023.69000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18191.44000000
        0.010836798001
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1545575.63000000
            USD
            1125000.00000000
            GBP
            2021-08-04
            18191.44000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -477.75000000
        -0.00028459980
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            23037204.00000000
            JPY
            209521.51000000
            USD
            2021-08-04
            -477.75000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        000000000
        
          
        
        360000.00000000
        PA
        USD
        405630.00000000
        0.241637296073
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LQLE5 TRS USD R E TRS 2345 TT JP USD L PRICE / Short: 99D0LQLE5 TRS USD P V 01MLIBOR TRS 2345 TT JP USD S COST
        000000000
        
          
        
        19538.18000000
        OU
        Notional Amount
        USD
        -23.08000000
        -0.00001374895
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            19538.18000000
            USD
            -23.08000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -2790.53000000
        -0.00166234283
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-13
            -72984.47000000
            USD
            -2790.53000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0LHV53 TRS USD R E TRS GDDY US MS USD L PRICE / Short: 99D0LHV53 TRS USD P V 01MLIBOR TRS GDDY US MS USD S COST
        000000000
        
          
        
        9933.24000000
        OU
        Notional Amount
        USD
        -38.94000000
        -0.00002319689
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            9933.24000000
            USD
            -38.94000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NNRS3 TRS USD R E TRS GPN US JP USD L PRICE / Short: 99D0NNRS3 TRS USD P V 01MLIBOR TRS GPN US JP USD S COST
        000000000
        
          
        
        49948.15000000
        OU
        Notional Amount
        USD
        145.04000000
        0.000086401581
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Global Payments Inc
                Global Payments Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            49948.15000000
            USD
            145.04000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0N4VX9 TRS USD R E TRS RNG US JP USD L PRICE / Short: 99D0N4VX9 TRS USD P V 01MLIBOR TRS RNG US JP USD S COST
        000000000
        
          
        
        41030.55000000
        OU
        Notional Amount
        USD
        -4949.10000000
        -0.00294822163
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                RingCentral Inc
                RingCentral Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            41030.55000000
            USD
            -4949.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1434.53000000
        0.000854561916
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            15443000.00000000
            JPY
            2021-08-04
            1434.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -34451.34000000
        -0.02052296093
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3438744.00000000
            GBP
            4000000.00000000
            EUR
            2021-08-04
            -34451.34000000
          
        
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        Twilio Inc
        90138F102
        
          
        
        378.00000000
        NS
        USD
        141217.02000000
        0.084124199078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2.93000000
        -0.00000174542
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1190.34000000
            USD
            1000.00000000
            EUR
            2021-09-17
            -2.93000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BA1
        
          
        
        300000.00000000
        PA
        USD
        316837.50000000
        0.188742836562
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2029-09-30
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12.61000000
        -0.00000751188
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5150.82000000
            USD
            7000.00000000
            AUD
            2021-09-17
            -12.61000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0HNA66 TRS USD R E 99D0HNA66 EQUITYTRS / Short: 99D0HNA66 TRS USD P V 01MLIBOR 99D0HNA74 EQUITYTRS
        000000000
        
          
        
        229256.04000000
        OU
        Notional Amount
        USD
        16108.02000000
        0.009595686704
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Genpact Ltd
                Genpact Ltd
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            229256.04000000
            USD
            16108.02000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        565000.00000000
        PA
        USD
        618251.25000000
        0.368297611971
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2027-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211007
        000000000
        
          
        
        -3.00000000
        NC
        USD
        4449.45000000
        0.002650575812
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-07
            -733711.95000000
            USD
            4449.45000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000 SEP21
        000000000
        
          
        
        6.00000000
        NC
        USD
        1756.54000000
        0.001046386056
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini Russell 2000 Index
                RTYU1 Index
              
            
            2021-09-17
            664723.46000000
            USD
            1756.54000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5.50000000
        0.000003276397
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1384.67000000
            USD
            1000.00000000
            GBP
            2021-09-17
            5.50000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1951.39000000
        0.001162459885
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            15499700.00000000
            JPY
            2021-08-04
            1951.39000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -592.19000000
        -0.00035277270
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            NZD
            69077.10000000
            USD
            2021-08-04
            -592.19000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1207.85000000
        -0.00071952668
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXN1 Comdty
              
            
            2021-07-30
            -72967.15000000
            USD
            -1207.85000000
          
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        2712.00000000
        NS
        USD
        806792.88000000
        0.480613490162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        49.63000000
        0.000029565019
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            139388.20000000
            USD
            2021-08-04
            49.63000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -27.83000000
        -0.00001657857
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5000.00000000
            EUR
            5909.22000000
            USD
            2021-09-17
            -27.83000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS XLME 20211021
        000000000
        
          
        
        1.00000000
        NC
        USD
        1009.47000000
        0.000601350001
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Lead
                LLV1 Comdyu
              
            
            2021-10-21
            58565.53000000
            USD
            1009.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4175.27000000
        -0.00248724441
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            750000.00000000
            GBP
            113906880.00000000
            JPY
            2021-08-04
            -4175.27000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4705.46000000
        -0.00280308318
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            319008.50000000
            CHF
            250000.00000000
            GBP
            2021-08-04
            -4705.46000000
          
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co Ltd
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        000000000
        
          
        
        39142.00000000
        NS
        
        818048.06000000
        0.487318298145
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14841.35000000
        0.008841120440
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1227242.83000000
            USD
            1125000.00000000
            CHF
            2021-08-04
            14841.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        593.05000000
        0.000353285009
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            800000.00000000
            USD
            5177664.00000000
            CNY
            2021-08-04
            593.05000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5751.43000000
        -0.00342617654
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            EUR
            70020060.00000000
            HUF
            2021-08-04
            -5751.43000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        MASTERCARD INC OCT21 375 CALL
        000000000
        
          
        
        39.00000000
        NC
        USD
        96720.00000000
        0.057616939763
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Mastercard Inc
                Mastercard Inc
                
                  
                  
                
              
            
            100.00000000
            375.00000000
            USD
            2021-10-15
            XXXX
            14611.56000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -6256.70000000
        -0.00372717025
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-23
            -145264.80000000
            USD
            -6256.70000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1826.99000000
        -0.00108835373
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            75000000.00000000
            JPY
            681847.32000000
            USD
            2021-08-04
            -1826.99000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L4YZ3 TRS USD R E TRS GDDY US MS USD L PRICE / Short: 99D0L4YZ3 TRS USD P V 01MLIBOR TRS GDDY US MS USD S COST
        000000000
        
          
        
        9764.88000000
        OU
        Notional Amount
        USD
        -38.28000000
        -0.00002280372
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                GoDaddy Inc
                GoDaddy Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            9764.88000000
            USD
            -38.28000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0L17U0 TRS USD R E TRS MTCH US MS USD L PRICE / Short: 99D0L17U0 TRS USD P V 01MLIBOR TRS MTCH US MS USD S COST
        000000000
        
          
        
        68062.94000000
        OU
        Notional Amount
        USD
        -1488.08000000
        -0.00088646211
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            68062.94000000
            USD
            -1488.08000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos del Peru SA
        549300ZMGDLC9JT2OR80
        Petroleos del Peru SA
        000000000
        
          
        
        741000.00000000
        PA
        USD
        761599.80000000
        0.453691581890
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2047-06-19
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        N/A
        812.76000000
        0.000484168155
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            453909.60000000
            PLN
            100000.00000000
            EUR
            2021-08-04
            812.76000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0GY353 TRS USD R E 99D0GY353 EQUITYTRS / Short: 99D0GY353 TRS USD P V 01MLIBOR 99D0GY395 EQUITYTRS
        000000000
        
          
        
        83256.08000000
        OU
        Notional Amount
        USD
        830.72000000
        0.000494867082
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            83256.08000000
            USD
            830.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -10862.84000000
        -0.00647108765
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000000.00000000
            JPY
            900702.91000000
            USD
            2021-08-04
            -10862.84000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7.82000000
        -0.00000465844
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2788.17000000
            USD
            2000.00000000
            GBP
            2021-09-17
            -7.82000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -7150.12000000
        -0.00425938826
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            9500000.00000000
            MXN
            469768.63000000
            USD
            2021-08-04
            -7150.12000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7.79000000
        -0.00000464057
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2382.61000000
            USD
            2000.00000000
            EUR
            2021-09-17
            -7.79000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -47.06000000
        -0.00002803404
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            13259.60000000
            USD
            18000.00000000
            AUD
            2021-09-17
            -47.06000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0NF7G8 TRS USD R E TRS RNG US JP USD L PRICE / Short: 99D0NF7G8 TRS USD P V 01MLIBOR TRS RNG US JP USD S COST
        000000000
        
          
        
        31304.79000000
        OU
        Notional Amount
        USD
        -3775.98000000
        -0.00224938391
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                RingCentral Inc
                RingCentral Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            31304.79000000
            USD
            -3775.98000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10552.70000000
        0.006286334576
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            679494.07000000
            USD
            625000.00000000
            CHF
            2021-08-04
            10552.70000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -736.56000000
        -0.00043877515
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7509630.00000000
            INR
            100000.00000000
            USD
            2021-08-20
            -736.56000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2118.55000000
        -0.00126203854
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            800000.00000000
            AUD
            64172960.00000000
            JPY
            2021-08-04
            -2118.55000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -11712.85000000
        -0.00697744595
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            33487600.00000000
            JPY
            400000.00000000
            AUD
            2021-08-04
            -11712.85000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -206.63000000
        -0.00012309127
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            81000.00000000
            EUR
            95973.53000000
            USD
            2021-09-17
            -206.63000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BLKA6 TRS USD R E 99D0BLKA6 EQUITYTRS / Short: 99D0BLKA6 TRS USD P V 01MLIBOR 99D0BLKF5 EQUITYTRS
        000000000
        
          
        
        349483.28000000
        OU
        Notional Amount
        USD
        18535.86000000
        0.011041971971
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ServiceNow Inc
                ServiceNow Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            349483.28000000
            USD
            18535.86000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3327.60000000
        -0.00198228007
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-20
            -61747.40000000
            USD
            -3327.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1571.91000000
        -0.00093640036
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            450985.00000000
            PLN
            2021-08-04
            -1571.91000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2H6
        
          
        
        200000.00000000
        PA
        USD
        187812.50000000
        0.111881529149
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2051-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        YEN DENOM NIKKEI SEP21
        000000000
        
          
        
        1.00000000
        NC
        
        -2509.15000000
        -0.00149472233
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Yen Denominated Nikkei 225 Index
                NHU1 Index
              
            
            2021-09-09
            14000266.00000000
            JPY
            -2509.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        26125.19000000
        0.015563001432
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            998000.00000000
            EUR
            1211159.73000000
            USD
            2021-09-17
            26125.19000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        12418.99000000
        0.007398099656
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            700000.00000000
            AUD
            526129.10000000
            USD
            2021-08-04
            12418.99000000
          
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
        
        10688.00000000
        NS
        
        373282.91000000
        0.222367855047
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -0.64000000
        -0.00000038125
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            EUR
            1186.77000000
            USD
            2021-09-17
            -0.64000000
          
        
        
          N
          N
          N
        
      
      
        ICICI Bank Ltd
        R7RX8ER1V4666J8D1I38
        ICICI Bank Ltd
        45104G104
        
          
        
        19825.00000000
        NS
        USD
        368546.75000000
        0.219546483610
        Long
        EC
        CORP
        IN
        N
        
        1
        
          N
          N
          N
        
      
      
        China Merchants Bank Co Ltd
        549300MKO5B60FFIHF58
        China Merchants Bank Co Ltd
        000000000
        
          
        
        37985.00000000
        NS
        
        288972.86000000
        0.172143629734
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        344.36000000
        0.000205138227
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            14000.00000000
            AUD
            10620.78000000
            USD
            2021-09-17
            344.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        570.01000000
        0.000339559882
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            NZD
            70239.30000000
            USD
            2021-08-04
            570.01000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1670.14000000
        -0.00099491682
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            210678.00000000
            USD
            300000.00000000
            NZD
            2021-08-04
            -1670.14000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1387.61000000
        -0.00082661126
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            133577955.00000000
            JPY
            875000.00000000
            GBP
            2021-08-04
            -1387.61000000
          
        
        
          N
          N
          N
        
      
      
        Xilinx Inc
        6EY4K7ZMF9UX1CU6KC79
        Xilinx Inc
        983919101
        
          
        
        5485.00000000
        NS
        USD
        821872.40000000
        0.489596490529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BLJW0 TRS USD R E 99D0BLJW0 EQUITYTRS / Short: 99D0BLJW0 TRS USD P V 01MLIBOR 99D0BLK16 EQUITYTRS
        000000000
        
          
        
        191993.16000000
        OU
        Notional Amount
        USD
        -2110.68000000
        -0.00125735031
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mastercard Inc
                Mastercard Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            191993.16000000
            USD
            -2110.68000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -17251.76000000
        -0.01027702250
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1125000.00000000
            CHF
            1224832.42000000
            USD
            2021-08-04
            -17251.76000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5.27000000
        -0.00000313938
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2380.09000000
            USD
            2000.00000000
            EUR
            2021-09-17
            -5.27000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0O7SY3 TRS USD R E TRS 2454 TT JP USD L PRICE / Short: 99D0O7SY3 TRS USD P V 01MLIBOR TRS 2454 TT JP USD S COST
        000000000
        
          
        
        23117.10000000
        OU
        Notional Amount
        USD
        -1013.36000000
        -0.00060366730
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            23117.10000000
            USD
            -1013.36000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -222.57000000
        -0.00013258687
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            25000000.00000000
            JPY
            227668.87000000
            USD
            2021-08-04
            -222.57000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12308.71000000
        -0.00733240490
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            379244.50000000
            USD
            500000.00000000
            AUD
            2021-08-04
            -12308.71000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -138.87000000
        -0.00008272605
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            23887.06000000
            USD
            20000.00000000
            EUR
            2021-09-17
            -138.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -12342.47000000
        -0.00735251603
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            11074208.00000000
            CNY
            1700000.00000000
            USD
            2021-08-04
            -12342.47000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0BNF42 TRS USD R E 99D0BNF42 EQUITYTRS / Short: 99D0BNF42 TRS USD P V 01MLIBOR 99D0BNFG5 EQUITYTRS
        000000000
        
          
        
        167752.02000000
        OU
        Notional Amount
        USD
        5766.08000000
        0.003434903681
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            167752.02000000
            USD
            5766.08000000
          
        
        
          N
          N
          N
        
      
      
        Trupanion Inc
        549300J86GFKIDGMQP18
        Trupanion Inc
        898202106
        
          
        
        2499.00000000
        NS
        USD
        287434.98000000
        0.171227501329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -745.50000000
        -0.00044410079
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            876873.80000000
            NOK
            2021-08-04
            -745.50000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        13606.77000000
        0.008105670465
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            952458.70000000
            USD
            875000.00000000
            CHF
            2021-08-04
            13606.77000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1144.15000000
        0.000681580041
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-02
            74658.10000000
            USD
            1144.15000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99D0427U7 TRS USD R E 99D0427U7 EQUITYTRS / Short: 99D0427U7 TRS USD P V 01MLIBOR 99D0427Y9 EQUITYTRS
        000000000
        
          
        
        17610.95000000
        OU
        Notional Amount
        USD
        938.00000000
        0.000558774705
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Intuit Inc
                Intuit Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            17610.95000000
            USD
            938.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4886.75000000
        0.002911079201
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            34635680.00000000
            JPY
            400000.00000000
            CAD
            2021-08-04
            4886.75000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        TIN FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -27173.03000000
        -0.01618720877
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Tin
                LTQ1 Comdty
              
            
            2021-08-27
            -150421.97000000
            USD
            -27173.03000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0O5IC6 TRS USD R E TRS 2345 TT MS USD L PRICE / Short: 99D0O5IC6 TRS USD P V 01MLIBOR TRS 2345 TT MS USD S COST
        000000000
        
          
        
        31700.47000000
        OU
        Notional Amount
        USD
        -1883.46000000
        -0.00112199339
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Accton Technology Corp
                Accton Technology Corp
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            31700.47000000
            USD
            -1883.46000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -2062.21000000
        -0.00122847631
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            CHF
            135947.14000000
            USD
            2021-08-04
            -2062.21000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0BU4D8 TRS USD R E 99D0BU4D8 EQUITYTRS / Short: 99D0BU4D8 TRS USD P V 01MLIBOR 99D0BU4J5 EQUITYTRS
        000000000
        
          
        
        143203.58000000
        OU
        Notional Amount
        USD
        10061.79000000
        0.005993895247
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Genpact Ltd
                Genpact Ltd
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            143203.58000000
            USD
            10061.79000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        161.83000000
        0.000096403529
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            211197.04000000
            USD
            178000.00000000
            EUR
            2021-09-17
            161.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -82.39000000
        -0.00004908043
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3018.51000000
            USD
            4000.00000000
            AUD
            2021-09-17
            -82.39000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -14.63000000
        -0.00000871521
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1000.00000000
            GBP
            1375.54000000
            USD
            2021-09-17
            -14.63000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -185.24000000
        -0.00011034906
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            CAD
            79968.20000000
            USD
            2021-08-04
            -185.24000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        373.01000000
        0.000222205280
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            114926711.00000000
            KRW
            100000.00000000
            USD
            2021-08-27
            373.01000000
          
        
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        Just Eat Takeaway.com NV
        48214T305
        
          
        
        3.00000000
        NS
        USD
        52.83000000
        0.000031471287
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CHF / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1895.78000000
        0.001129332527
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            159090.38000000
            CHF
            2021-08-04
            1895.78000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796G78
        
          
        
        460000.00000000
        PA
        USD
        459938.86000000
        0.273989553261
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-10-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        4172.08000000
        0.002485344107
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            150946.40000000
            USD
            2021-08-04
            4172.08000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -608.60000000
        -0.00036254827
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            5602200.00000000
            TWD
            200000.00000000
            USD
            2021-08-23
            -608.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -8410.28000000
        -0.00501007646
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            625000.00000000
            CHF
            681636.49000000
            USD
            2021-08-04
            -8410.28000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0L3X03 TRS USD R E TRS MTCH US MS USD L PRICE / Short: 99D0L3X03 TRS USD P V 01MLIBOR TRS MTCH US MS USD S COST
        000000000
        
          
        
        54548.05000000
        OU
        Notional Amount
        USD
        -1192.60000000
        -0.00071044212
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            54548.05000000
            USD
            -1192.60000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -6540.83000000
        -0.00389642895
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            16818880.00000000
            JPY
            200000.00000000
            AUD
            2021-08-04
            -6540.83000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0KXVJ9 TRS USD R E TRS ADBE US JP USD L PRICE / Short: 99D0KXVJ9 TRS USD P V 01MLIBOR TRS ADBE US JP USD S COST
        000000000
        
          
        
        16116.30000000
        OU
        Notional Amount
        USD
        667.71000000
        0.000397760616
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Adobe Inc
                Adobe Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            16116.30000000
            USD
            667.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0NKJQ2 TRS USD R V 01MLIBOR 99D0NKJR0 EQUITYTRS / Short: 99D0NKJQ2 TRS USD P E 99D0NKJQ2 EQUITYTRS
        000000000
        
          
        
        489117.14000000
        OU
        Notional Amount
        USD
        -11666.31000000
        -0.00694972167
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                iShares Russell 2000 Growth ETF
                iShares Russell 2000 Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            489117.14000000
            USD
            -11666.31000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3328.40000000
        0.001982756640
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            197537.38000000
            AUD
            125000.00000000
            EUR
            2021-08-04
            3328.40000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2201.06000000
        0.001311190461
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            38802255.00000000
            JPY
            300000.00000000
            EUR
            2021-08-04
            2201.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -54.46000000
        -0.00003244229
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4000.00000000
            GBP
            5506.23000000
            USD
            2021-09-17
            -54.46000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1478.22000000
        0.000880588427
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-16
            241378.03000000
            USD
            1478.22000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12567.47000000
        0.007486550475
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2200000.00000000
            USD
            14309306.00000000
            CNY
            2021-08-04
            12567.47000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1839.51000000
        0.001095812002
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            800000.00000000
            EUR
            684115.20000000
            GBP
            2021-08-04
            1839.51000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        5788.47000000
        0.003448241597
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1500000.00000000
            EUR
            1284399.00000000
            GBP
            2021-08-04
            5788.47000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        GCP Student Living PLC ()
        000000000
        
          
        
        69049.24000000
        OU
        Notional Amount
        
        340.87000000
        0.000203059204
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                GCP Student Living PLC
                GCP Student Living PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-12
            0.00000000
            GBP
            0.00000000
            GBP
            69049.24000000
            GBP
            340.87000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        871.83000000
        0.000519356664
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            NZD
            140210.40000000
            USD
            2021-08-04
            871.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        260.06000000
        0.000154919989
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            115057000.00000000
            KRW
            100000.00000000
            USD
            2021-08-27
            260.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -5106.66000000
        -0.00304208148
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            894438.40000000
            TRY
            100000.00000000
            USD
            2021-08-18
            -5106.66000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2044.22000000
        0.001217759518
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            600000.00000000
            USD
            3893592.00000000
            CNY
            2021-08-04
            2044.22000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964L0
        
          
        
        230000.00000000
        PA
        USD
        229990.38000000
        0.137007256726
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-09-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -0.12000000
        -0.00000007148
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3800.00000000
            TWD
            135.82000000
            USD
            2021-08-02
            -0.12000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        PROOFPOINT INC
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -10.00000000
        -0.00000595708
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Proofpoint Inc
                Proofpoint Inc
                
                  
                  
                
              
            
            100.00000000
            180.00000000
            USD
            2021-08-20
            XXXX
            46.93000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        28.37000000
        0.000016900254
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            4142.15000000
            USD
            3000.00000000
            GBP
            2021-09-17
            28.37000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -198.61000000
        -0.00011831369
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            95000.00000000
            EUR
            112605.28000000
            USD
            2021-09-17
            -198.61000000
          
        
        
          N
          N
          N
        
      
      
        NYSE Liffe
        N/A
        MSCI EAFE SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        1058.54000000
        0.000630581424
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NYSE Liffe
              N/A
            
            Long
            
              
                MSCI EAFE Index
                MFSU1 Index
              
            
            2021-09-17
            114911.46000000
            USD
            1058.54000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0MRTF1 TRS USD R V 01MLIBOR 99D0MRTG9 EQUITYTRS / Short: 99D0MRTF1 TRS USD P E 99D0MRTF1 EQUITYTRS
        000000000
        
          
        
        83815.16000000
        OU
        Notional Amount
        USD
        -1999.14000000
        -0.00119090497
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                iShares Russell 2000 Growth ETF
                iShares Russell 2000 Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            83815.16000000
            USD
            -1999.14000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1589.82000000
        0.000947069511
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            85286.13000000
            USD
            62500.00000000
            GBP
            2021-08-04
            1589.82000000
          
        
        
          N
          N
          N
        
      
      
        Korea Exchange (Futures Market)
        N/A
        KOREA 10YR BND FU SEP21
        000000000
        
          
        
        -1.00000000
        NC
        
        -114.86000000
        -0.00006842309
        N/A
        DIR
        
        KR
        N
        
        1
        
          
            
              Korea Exchange (Futures Market)
              N/A
            
            Short
            
              
                10 Year Korea Treasury Bond
                KAAU1 Comdty
              
            
            2021-09-17
            -128117878.00000000
            KRW
            -114.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2197.59000000
        -0.00130912335
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            250000.00000000
            EUR
            367287.25000000
            CAD
            2021-08-04
            -2197.59000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LEAD FUTURES 3 MONTHS
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -12696.38000000
        -0.00756334327
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Lead
                LLQ1 Comdty
              
            
            2021-08-26
            -107347.62000000
            USD
            -12696.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -33.91000000
        -0.00002020048
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            MXN
            25067.08000000
            USD
            2021-08-04
            -33.91000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -327.71000000
        -0.00019521967
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            15742.34000000
            USD
            21000.00000000
            AUD
            2021-09-17
            -327.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0MKLR8 TRS USD R V 01MLIBOR 99D0MKLU1 EQUITYTRS / Short: 99D0MKLR8 TRS USD P E 99D0MKLR8 EQUITYTRS
        000000000
        
          
        
        243188.00000000
        OU
        Notional Amount
        USD
        -8250.00000000
        -0.00491459628
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                iShares Russell Mid-Cap Growth ETF
                iShares Russell Mid-Cap Growth ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            243188.00000000
            USD
            -8250.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        217.51000000
        0.000129572586
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            2799500.00000000
            TWD
            2021-08-09
            217.51000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1496.35000000
        -0.00089138862
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXN1 Comdty
              
            
            2021-07-30
            75671.35000000
            USD
            -1496.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        605.12000000
        0.000360475212
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            EUR
            593787.00000000
            USD
            2021-08-04
            605.12000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        190.96000000
        0.000113756522
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1274895.25000000
            SEK
            125000.00000000
            EUR
            2021-08-04
            190.96000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        839.72000000
        0.000500228460
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXU1 Comdty
              
            
            2021-09-07
            74990.53000000
            USD
            839.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -966.95000000
        -0.00057602047
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            EUR
            255351.30000000
            GBP
            2021-08-04
            -966.95000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0M86G6 TRS USD R E TRS SWKS US MS USD L PRICE / Short: 99D0M86G6 TRS USD P V 01MLIBOR TRS SWKS US MS USD S COST
        000000000
        
          
        
        14666.96000000
        OU
        Notional Amount
        USD
        -459.69000000
        -0.00027384130
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Skyworks Solutions Inc
                Skyworks Solutions Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            14666.96000000
            USD
            -459.69000000
          
        
        
          N
          N
          N
        
      
      
        Coherent Inc
        549300RYOCKUMWACR010
        Coherent Inc
        192479103
        
          
        
        1449.00000000
        NS
        USD
        356367.06000000
        0.212290937031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -13597.88000000
        -0.00810037461
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Nickel
                LNQ1 Comdty
              
            
            2021-08-24
            -103703.98000000
            USD
            -13597.88000000
          
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
        
        638.00000000
        NS
        USD
        123395.58000000
        0.073507813274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        51.00000000
        NS
        USD
        169707.09000000
        0.101095979962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
        
        2569.00000000
        NS
        
        430277.49000000
        0.256320018847
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10761.71000000
        -0.00641084363
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            377697.50000000
            USD
            500000.00000000
            AUD
            2021-08-04
            -10761.71000000
          
        
        
          N
          N
          N
        
      
      
        CBOE Futures Exchange, LLC
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE SEP21
        000000000
        
          
        
        -12.00000000
        NC
        USD
        730.92000000
        0.000435415359
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CBOE Futures Exchange, LLC
              254900O9GJPIWCP8RH13
            
            Short
            
              
                CBOE Volatility Index (VIX)
                UXU1 Index
              
            
            2021-09-15
            -265629.72000000
            USD
            730.92000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS XLME 20211015
        000000000
        
          
        
        -1.00000000
        NC
        USD
        1483.15000000
        0.000883525270
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGV1 Comdty
              
            
            2021-10-15
            -244633.15000000
            USD
            1483.15000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -661.96000000
        -0.00039433529
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7506812.80000000
            INR
            100000.00000000
            USD
            2021-08-23
            -661.96000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4683.85000000
        -0.00279020991
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Aluminum
                LAQ21 Comdty
              
            
            2021-08-11
            -60325.65000000
            USD
            -4683.85000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -442.32000000
        -0.00026349384
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            62500.00000000
            GBP
            86433.63000000
            USD
            2021-08-04
            -442.32000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        84.15000000
        0.000050128882
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4086.37000000
            USD
            3000.00000000
            GBP
            2021-09-17
            84.15000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0LT1X9 TRS USD R V 01MLIBOR 99D0LT200 EQUITYTRS / Short: 99D0LT1X9 TRS USD P E 99D0LT1X9 EQUITYTRS
        000000000
        
          
        
        1865314.92000000
        OU
        Notional Amount
        USD
        -73577.70000000
        -0.04383087167
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                iShares Expanded Tech-Software Sector ETF
                iShares Expanded Tech-Software Sector ETF
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            1865314.92000000
            USD
            -73577.70000000
          
        
        
          N
          N
          N
        
      
      
        Cerved Group SpA
        8156005E0EF91772E207
        Cerved Group SpA
        000000000
        
          
        
        8424.00000000
        NS
        
        98877.63000000
        0.058902258598
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2786.25000000
        -0.00165979320
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19366475.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -2786.25000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1321.10000000
        -0.00078699068
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-17
            -74466.40000000
            USD
            -1321.10000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        17557.42000000
        0.010459106808
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            800000.00000000
            AUD
            66331440.00000000
            JPY
            2021-08-04
            17557.42000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1573.97000000
        0.000937627529
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-25
            74190.53000000
            USD
            1573.97000000
          
        
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
        
        4894.00000000
        NS
        
        216872.53000000
        0.129192840129
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        PPD Inc
        N/A
        PPD Inc
        69355F102
        
          
        
        4136.00000000
        NS
        USD
        190752.32000000
        0.113632805326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3035.33000000
        -0.00180817230
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            326852.91000000
            USD
            404000.00000000
            CAD
            2021-09-17
            -3035.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7212.89000000
        0.004296780900
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1195088.66000000
            USD
            1500000.00000000
            CAD
            2021-08-04
            7212.89000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4202.38000000
        -0.00250339407
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            500000.00000000
            EUR
            588979.50000000
            USD
            2021-08-04
            -4202.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        488.89000000
        0.000291235997
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            EUR
            1280747.50000000
            SEK
            2021-08-04
            488.89000000
          
        
        
          N
          N
          N
        
      
      
        Coinbase Global Inc
        5493004G3J2SC154DU06
        Coinbase Global Inc
        19260Q107
        
          
        
        278.00000000
        NS
        USD
        65769.24000000
        0.039179304584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -371.28000000
        -0.00022117470
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            148666.75000000
            USD
            125000.00000000
            EUR
            2021-08-04
            -371.28000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3402.85000000
        0.002027107149
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            300000.00000000
            USD
            22203210.00000000
            RUB
            2021-08-04
            3402.85000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: 99D0OIQA3 TRS USD R E TRS 2454 TT MS USD L PRICE / Short: 99D0OIQA3 TRS USD P V 01MLIBOR TRS 2454 TT MS USD S COST
        000000000
        
          
        
        6719.76000000
        OU
        Notional Amount
        USD
        -278.28000000
        -0.00016577380
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                MediaTek Inc
                MediaTek Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            6719.76000000
            USD
            -278.28000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT SEP21
        000000000
        
          
        
        29.00000000
        NC
        USD
        -34388.57000000
        -0.02048556830
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESU1 Index
              
            
            2021-09-17
            6399163.57000000
            USD
            -34388.57000000
          
        
        
          N
          N
          N
        
      
      
        Securitized Asset Backed Receivables LLC Trust
        N/A
        Securitized Asset Backed Receivables LLC Trust 2006-FR3
        813765AC8
        
          
        
        1107912.71000000
        PA
        USD
        748628.03000000
        0.445964186411
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          0.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -83.90000000
        -0.00004997995
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            125000.00000000
            GBP
            173668.00000000
            USD
            2021-08-04
            -83.90000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        COPPER FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        1483.15000000
        0.000883525270
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Copper
                HGU1 Comdty
              
            
            2021-09-29
            -244459.90000000
            USD
            1483.15000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0DMNU5 TRS USD R E TRS SWKS US JP USD L PRICE / Short: 99D0DMNU5 TRS USD P V 01MLIBOR TRS SWKS US JP USD S COST
        000000000
        
          
        
        26664.40000000
        OU
        Notional Amount
        USD
        -833.00000000
        -0.00049622529
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Skyworks Solutions Inc
                Skyworks Solutions Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            26664.40000000
            USD
            -833.00000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: 99D0LAU59 TRS USD R E TRS MTCH US JP USD L PRICE / Short: 99D0LAU59 TRS USD P V 01MLIBOR TRS MTCH US JP USD S COST
        000000000
        
          
        
        58207.64000000
        OU
        Notional Amount
        USD
        -711.17000000
        -0.00042365011
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-05
            0.00000000
            USD
            0.00000000
            USD
            58207.64000000
            USD
            -711.17000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        809.67000000
        0.000482327415
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            7258810.00000000
            RUB
            100000.00000000
            USD
            2021-08-04
            809.67000000
          
        
        
          N
          N
          N
        
      
      
        Genpact Ltd
        529900OSEC6Q0L4L5B35
        Genpact Ltd
        000000000
        
          
        
        209.00000000
        NS
        USD
        10410.29000000
        0.006201499708
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2960.72000000
        0.001763726487
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1331698.50000000
            USD
            1125000.00000000
            EUR
            2021-08-04
            2960.72000000
          
        
        
          N
          N
          N
        
      
      
        Euronext N.V.
        724500QJ4QSZ3H9QU415
        CAC40 10 EURO FUT AUG21 XPAR 20210820
        000000000
        
          
        
        7.00000000
        NC
        
        7641.56000000
        0.004552143323
        N/A
        DE
        
        FR
        N
        
        1
        
          
            
              Euronext N.V.
              724500QJ4QSZ3H9QU415
            
            Long
            
              
                CAC 40 Index
                CFQ1 Index
              
            
            2021-08-20
            456223.22000000
            EUR
            7641.56000000
          
        
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        MINI HANG SENG INDEX FUTURES XHKF 20210830
        000000000
        
          
        
        -1.00000000
        NC
        
        354.45000000
        0.000211148927
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Short
            
              
                Hang Seng Index
                HUQ1 Index
              
            
            2021-08-30
            -261724.50000000
            HKD
            354.45000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3845.70000000
        -0.00229091672
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            18007760.00000000
            JPY
            200000.00000000
            CAD
            2021-08-04
            -3845.70000000
          
        
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG
        000000000
        
          
        
        6255.00000000
        NS
        
        558192.57000000
        0.332520137325
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2757.91000000
        -0.00164291081
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            76730700.00000000
            JPY
            1000000.00000000
            NZD
            2021-08-04
            -2757.91000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        21135.53000000
        0.012590617854
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            575000.00000000
            AUD
            443202.87000000
            USD
            2021-09-17
            21135.53000000
          
        
        
          N
          N
          N
        
      
      
        Atlassian Corp PLC
        549300AGBII4MWBVJY22
        Atlassian Corp PLC
        000000000
        
          
        
        1931.00000000
        NS
        USD
        627806.72000000
        0.373989888020
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: 99D0LIBQ7 TRS USD R E TRS MTCH US MS USD L PRICE / Short: 99D0LIBQ7 TRS USD P V 01MLIBOR TRS MTCH US MS USD S COST
        000000000
        
          
        
        53733.90000000
        OU
        Notional Amount
        USD
        -1174.80000000
        -0.00069983851
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            53733.90000000
            USD
            -1174.80000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        21.88000000
        0.000013034105
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1000.00000000
            AUD
            755.91000000
            USD
            2021-09-17
            21.88000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2582.62000000
        -0.00153848905
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19344136.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -2582.62000000
          
        
        
          N
          N
          N
        
      
      
        Banco Bilbao Vizcaya Argentaria SA
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        000000000
        
          
        
        85142.00000000
        NS
        
        545034.62000000
        0.324681832811
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ZINC FUTURES 3 MONTHS
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1255.35000000
        -0.00074782284
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                Zinc
                LXQ1 Comdty
              
            
            2021-08-27
            -74513.40000000
            USD
            -1255.35000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        2620.48000000
        0.001561042579
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            200000.00000000
            AUD
            149394.80000000
            USD
            2021-08-04
            2620.48000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3287.34000000
        -0.00195829684
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            448173.75000000
            USD
            375000.00000000
            EUR
            2021-08-04
            -3287.34000000
          
        
        
          N
          N
          N
        
      
      
        Covanta Holding Corp
        40XIFLS8XDQGGHGPGC04
        Covanta Holding Corp
        22282E102
        
          
        
        18959.00000000
        NS
        USD
        381075.90000000
        0.227010206530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        151.19000000
        0.000090065189
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            93891.00000000
            USD
            7015711.28000000
            INR
            2021-08-26
            151.19000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -945.53000000
        -0.00056326039
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            29957500.00000000
            HUF
            2021-08-04
            -945.53000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        2735.83000000
        0.001629757571
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            859290.00000000
            NOK
            100000.00000000
            USD
            2021-08-04
            2735.83000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        526.25000000
        0.000313491672
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            148698.00000000
            USD
            4166510.07000000
            TWD
            2021-08-31
            526.25000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -9827.53000000
        -0.00585434454
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            261369520.00000000
            JPY
            2000000.00000000
            EUR
            2021-08-04
            -9827.53000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        ALUMINUM FUTURES 3 MONTHS
        000000000
        
          
        
        1.00000000
        NC
        USD
        3837.65000000
        0.002286121266
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Aluminum
                LAU21 Comdty
              
            
            2021-09-01
            61370.10000000
            USD
            3837.65000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3321.83000000
        0.001978842835
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            USD
            879249.80000000
            TRY
            2021-08-18
            3321.83000000
          
        
        
          N
          N
          N
        
      
      
        Repay Holdings Corp
        N/A
        Repay Holdings Corp
        76029L100
        
          
        
        1803.00000000
        NS
        USD
        44912.73000000
        0.026754901354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -804.20000000
        -0.00047906888
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            19149041.00000000
            JPY
            125000.00000000
            GBP
            2021-08-04
            -804.20000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4076.02000000
        0.002428120335
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            231206.50000000
            AUD
            125000.00000000
            GBP
            2021-08-04
            4076.02000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        NICKEL FUTURES 3 MONTHS
        000000000
        
          
        
        2.00000000
        NC
        USD
        22377.67000000
        0.013330571385
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                Nickel
                LNQ1 Comdty
              
            
            2021-08-27
            212228.33000000
            USD
            22377.67000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2329.78000000
        -0.00138787007
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1200000.00000000
            EUR
            155919276.00000000
            JPY
            2021-08-04
            -2329.78000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
    
    
      2021-08-31
      Goldman Sachs Trust II
      Peter Fortner
      Peter Fortner
      Vice President
    
  
  XXXX

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments

July 31, 2021 (Unaudited)

 

Principal

Amount

    

Interest

Rate

    

Maturity

Date

   Value
Corporate Obligations – 4.7%

Airlines(a)(b) – 0.3%

Azul Investments LLP

$

     602,000       7.250 %    06/15/26   $          564,089

 

Banks(a)(b)(c) – 0.2%

Banco Nacional de Comercio Exterior SNC (5 year CMT + 2.000%)

    398,000       2.720     08/11/31   398,995

 

Insurance(a)(b) – 0.4%

Sagicor Financial Co. Ltd.

    599,000       5.300     05/13/28   624,458

 

Oil Field Services – 2.1%

MC Brazil Downstream Trading s.a.r.l(b)

    1,012,000       7.250     06/30/31   1,052,176

Petroleos del Peru SA

    1,141,000       5.625     06/19/47   1,172,720

Petroleos Mexicanos

    201,000       5.500     06/27/44   165,046

Petronas Capital Ltd.(a)

    611,000       3.500     04/21/30   668,990

Saudi Arabian Oil Co.(a)(b)

    365,000       1.250     11/24/23   368,308
       

 

        3,427,240

 

Pipelines – 0.8%

Galaxy Pipeline Assets Bidco, Ltd.

    363,000       2.160     03/31/34   359,109
    466,000       2.625     03/31/36   460,757
    460,000       2.940     09/30/40   462,300
       

 

        1,282,166

 

Real Estate Investment Trust(a)(b) – 0.9%

New Residential Investment Corp.

    1,500,000       6.250     10/15/25   1,498,125

 

TOTAL CORPORATE OBLIGATIONS
(Cost $7,785,003)		   $       7,795,073

 

Shares      Description   Value
  Common Stocks – 41.0%
 

Aerospace & Defense(d) – 0.1%

  3,924      Aerojet Rocketdyne Holdings, Inc.   $         185,134

 

 

 

Air Freight & Logistics – 0.3%

  1,902      DSV PANALPINA A/S   463,641

 

 

 

Automobiles – 0.3%

  6,255      Daimler AG   558,193

 

 

    

Shares

      Description   Value
  Common Stocks – (continued)
 

Banks – 2.0%

  85,142      Banco Bilbao Vizcaya Argentaria SA*   $       545,035
  88,837      Banco Santander SA*   325,424
  8,359      BNP Paribas SA   509,725
  37,985      China Merchants Bank Co. Ltd. Class H   288,973
  26,179      Credit Agricole SA   365,027
  19,992      ICICI Bank Ltd. ADR   371,651
  124      KakaoBank Corp.*   4,204
  5,090      Royal Bank of Canada   514,793
  107,299      Sberbank of Russia PJSC   448,593
    

 

     3,373,425

 

 

 

Biotechnology* – 0.3%

  1,149      Genmab A/S   519,324

 

 

 

Building Products – 1.3%

  7,017      Carrier Global Corp.   387,689
  20,022      Johnson Controls International PLC   1,429,971
  1,783      Trane Technologies PLC   363,037
    

 

     2,180,697

 

 

 

Capital Markets – 0.9%

  999      BlackRock, Inc.   866,303
  278      Coinbase Global, Inc. Class A*   65,769
  5,509      London Stock Exchange Group PLC   574,431
    

 

     1,506,503

 

 

 

Chemicals – 1.3%

  2,830      Air Liquide SA   492,161
  4,996      Kraton Corp.*(d)   190,797
  5,010      Linde PLC   1,540,024
    

 

     2,222,982

 

 

 

Commercial Services & Supplies(d) – 0.2%

  
  18,959      Covanta Holding Corp.   381,076

 

 

 

Communications Equipment – 0.7%

  20,833      Cisco Systems, Inc.   1,153,523

 

 

 

Construction Materials – 0.4%

  2,103      Martin Marietta Materials, Inc.   764,020

 

 

 

Consumer Finance(d) – 0.0%

  1,914      Santander Consumer USA Holdings, Inc.   78,531

 

 

 

Diversified Consumer Services(e) – 0.0%

  5,019      Gymboree Holding Corp.   —

 

 

 

Diversified Financial Services* – 0.1%

  8,424      Cerved Group SpA   98,878

 

 

 

Diversified Telecommunication Services – 1.0%

  12,157      Cellnex Telecom SA(b)   792,838

 

 

 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Diversified Telecommunication Services – (continued)

  83,568      ORBCOMM, Inc.*(d)   $       943,483
    

 

     1,736,321

 

 

 

Electric Utilities – 0.3%

  7,286      NextEra Energy, Inc.   567,579

 

 

 

Electrical Equipment – 0.3%

  2,569      Schneider Electric SE   430,277

 

 

 

Electronic Equipment, Instruments & Components – 0.6%

  1,990      CDW Corp/DE.   364,867
  1,449      Coherent, Inc.*(d)   356,367
  15,056      Hollysys Automation Technologies Ltd.   227,044
    

 

     948,278

 

 

 

Equity Real Estate Investment Trusts (REITs) – 0.8%

  3,009      American Tower Corp.   850,945
  1,480      SBA Communications Corp.   504,665
    

 

     1,355,610

 

 

 

Food Products – 0.1%

  1,560      Nestle SA   197,542

 

 

 

Health Care Equipment & Supplies – 0.5%

  2,712      Danaher Corp.   806,793

 

 

 

Health Care Providers & Services*(d) – 0.2%

  25,528      New Frontier Health Corp.   266,768

 

 

 

Hotels, Restaurants & Leisure – 1.5%

  1,220      Airbnb, Inc. Class A*   175,692
  34,281      Crown Resorts Ltd.*   217,491
  47,044      Esc Diamond Resorts International, Inc.(e)   —
  3,990      Evolution AB(b)   694,261
  31,030      Great Canadian Gaming Corp.*   1,101,819
  2,176      Hilton Worldwide Holdings, Inc.*   286,035
    

 

     2,475,298

 

 

 

Industrial Conglomerates – 0.3%

  945      Roper Technologies, Inc.   464,316
  2,292      Toshiba Corp.   98,651
    

 

     562,967

 

 

 

Insurance – 1.3%

  5,262      Aon PLC Class A(f)   1,368,278
  2,499      Trupanion, Inc.*   287,435
  2,317      Willis Towers Watson PLC(d)   477,487
    

 

     2,133,200

 

 

 

Interactive Media & Services* – 2.1%

  191      Alphabet, Inc. Class A   514,655
  175      Alphabet, Inc. Class C   473,273
  5,477      Facebook, Inc. Class A   1,951,455
  276      Match Group, Inc.   43,959

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Interactive Media & Services* – (continued)

  7,111      Snap, Inc. Class A   $       529,201
    

 

     3,512,543

 

 

 

Internet & Direct Marketing Retail* – 0.3%

  51      Amazon.com, Inc.   169,707
  3      Just Eat Takeaway.com NV ADR(d)   53
  1,170      Stamps.com, Inc.   382,309
    

 

     552,069

 

 

 

IT Services – 3.6%

  5,658      Accenture PLC Class A   1,797,433
  134      Adyen NV*(b)   363,146
  1,506      Afterpay Ltd.*   107,050
  1,709      Capgemini SE   369,405
  4,893      Fidelity National Information Services, Inc.   729,302
  548      Global Payments, Inc.   105,989
  1,222      Mastercard, Inc. Class A   471,619
  141      MongoDB, Inc.*   50,608
  4,153      Nuvei Corp.*   340,546
  2,296      Repay Holdings Corp.*   57,193
  204      Shopify, Inc. Class A*   305,986
  6,204      StoneCo Ltd. Class A*   365,043
  510      Twilio, Inc. Class A*   190,531
  2,527      Visa, Inc. Class A   622,627
  7,719      Wise PLC Class A*   105,256
    

 

     5,981,734

 

 

 

Life Sciences Tools & Services – 0.5%

  9,686      Avantor, Inc.*   364,000
  375      Lonza Group AG   291,985
  4,136      PPD, Inc.*(d)   190,752
    

 

     846,737

 

 

 

Machinery – 0.4%

  6,732      Otis Worldwide Corp.   602,851

 

 

 

Media* – 0.1%

  1,067      Cardlytics, Inc.   134,399

 

 

 

Metals & Mining – 1.5%

  4,894      Anglo American PLC   216,873
  21,624      ArcelorMittal SA   758,668
  156,322      Glencore PLC*   702,065
  32,758      Vale SA   684,061
  7,669      Vale SA ADR   161,202
    

 

     2,522,869

 

 

 

Oil, Gas & Consumable Fuels – 0.9%

  23,794      Inpex Corp.   168,760
  4,285      LUKOIL PJSC   367,934
  37,254      Petroleo Brasileiro SA ADR   397,500
  59,287      Rosneft Oil Co. PJSC   440,162
  4,517      TotalEnergies SE   196,972
    

 

     1,571,328

 

 

 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Personal Products – 0.3%

  1,025      L’Oreal SA   $       468,931

 

 

 

Pharmaceuticals – 2.1%

  13,290      AstraZeneca PLC   1,527,152
  16,806      AstraZeneca PLC ADR(d)   961,976
  10,573      Novo Nordisk A/S Class B   978,756
    

 

     3,467,884

 

 

 

Professional Services(d) – 0.5%

  6,848      IHS Markit Ltd.   800,120

 

 

 

Real Estate Management & Development – 0.5%

  8,286      CBRE Group, Inc. Class A*   799,268
  28      Deutsche Wohnen SE   1,748
    

 

     801,016

 

 

 

Road & Rail – 0.1%

  639      Kansas City Southern(d)   171,124
  397      Uber Technologies, Inc.*   17,254
    

 

     188,378

 

 

 

Semiconductors & Semiconductor Equipment – 5.3%

  1,807      Advanced Micro Devices, Inc.*   191,885
  9,843      Analog Devices, Inc.   1,647,915
  2,922      ASML Holding NV   2,234,964
  4,921      Dialog Semiconductor PLC*   378,506
  2,366      Marvell Technology, Inc.   143,167
  12,357      Maxim Integrated Products, Inc.(d)   1,234,588
  2,988      NVIDIA Corp.   582,630
  943      Qorvo, Inc.*   178,783
  3,325      Siltronic AG   548,584
  264      Skyworks Solutions, Inc.   48,711
  39,142      Taiwan Semiconductor Manufacturing Co. Ltd.   818,048
  5,485      Xilinx, Inc.(d)   821,872
    

 

     8,829,653

 

 

 

Software – 5.8%

  457      Adobe, Inc.*   284,085
  1,931      Atlassian Corp. PLC Class A*   627,807
  1,887      Autodesk, Inc.*   605,972
  2,812      Avalara, Inc.*   470,082
  1,972      Ceridian HCM Holding, Inc.*   194,045
  12,030      Cloudera, Inc.*(d)   190,916
  4,096      Dynatrace, Inc.*   261,612
  347      HubSpot, Inc.*   206,819
  2,226      Intuit, Inc.   1,179,713
  967      Medallia, Inc.*(d)   32,752
  6,724      Microsoft Corp.(f)   1,915,735
  3,558      Nuance Communications, Inc.*(d)   195,334
  6,911      Proofpoint, Inc.*(d)   1,207,075
  3,089      salesforce.com, Inc.(d)   747,322
  327      salesforce.com, Inc.*   79,111
  2,044      ServiceNow, Inc.*   1,201,647
  3,512      Varonis Systems, Inc.*   214,935
  611      Workday, Inc. Class A*   143,218

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Software – (continued)

  56      Zscaler, Inc.*   $         13,211
    

 

     9,771,391

 

 

 

Specialty Retail*(b) – 0.2%

  12,655      GrandVision NV   425,590

 

 

 

Technology Hardware, Storage & Peripherals – 0.4%

  9,019      Samsung Electronics Co. Ltd.   616,326

 

 

 

Textiles, Apparel & Luxury Goods – 0.6%

  2,770      Cie Financiere Richemont SA Class A   354,475
  4,332      NIKE, Inc. Class B   725,653
    

 

     1,080,128

 

 

 

Tobacco – 1.0%

  18,738      British American Tobacco PLC   696,911
  5,794      Philip Morris International, Inc.   579,921
  41,330      Swedish Match AB   370,109
    

 

     1,646,941

 

 

 
 TOTAL COMMON STOCKS
(Cost $55,471,565)		   $68,787,448

 

 

Principal
Amount		     Interest
Rate		     Maturity
Date		     Value
Mortgage-Backed Obligations(c) – 5.6%

Collateralized Mortgage Obligations – 4.5%

Interest Only(g) – 1.9%

FHLMC REMIC Series 4723, Class KS (-1x1M USD LIBOR + 6.150%)

$     3,817,697       6.057 %      09/15/47     $     719,323

FHLMC REMIC Series 4729, Class KS (-1x1M USD LIBOR + 6.150%)

    2,885,046       6.057       11/15/47     543,595

GNMA REMIC Series 2017-117, Class AS (-1x1M USD LIBOR + 6.200%)

    4,613,410       6.116       08/20/47     902,607

GNMA REMIC Series 2020-78, Class AS (-1x1M USD LIBOR + 6.150%)

    3,547,817       6.066       06/20/50     745,948

GNMA REMIC Series 2020-78, Class SQ (-1x1M USD LIBOR + 6.150%)

    1,756,534       6.066       06/20/50     351,709
       

 

        3,263,182

 

Regular Floater(b) – 1.2%

CHL GMSR Issuer Trust Series 2018-GT1, Class A (1M USD LIBOR + 2.750%)

    1,000,000       2.839       05/25/23     1,001,780

 

 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		     Value
Mortgage-Backed Obligations(c) – (continued)

Regular Floater – (continued)

CHL GMSR Issuer Trust Series 2018-GT1, Class B (1M USD LIBOR + 3.500%)

$

     1,000,000       3.589 %      05/25/23     $          999,999
       

 

        2,001,779

 

Sequential Floating Rate(b) – 1.4%

Banc of America Funding Corp. Series 2015-R3, Class 1A2

    2,730,790       0.505       03/27/36     2,319,239

 

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS

 

   $       7,584,200

 

Commercial Mortgage-Backed Securities(g) – 1.1%

Interest Only – 1.1%

GNMA REMIC Series 2020-118 Class IO

$

     9,427,064       0.966 %      06/16/62     $          788,066

GNMA REMIC Series 2019-156, Class IO

    11,994,769       0.596       11/16/61     755,208

GNMA REMIC Series 2020-81, Class IO

    2,777,682       0.897       02/16/61     206,110

 

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

 

   $       1,749,384

 

TOTAL MORTGAGE-BACKED OBLIGATIONS (Cost $9,175,353)

 

   $       9,333,584

 

       
Asset-Backed Securities(c) – 7.1%

Collateralized Loan Obligations(b) – 4.2%

Catamaran CLO Ltd. Series 2013-1A, Class DR (3M USD LIBOR + 2.800%)

$

     1,750,000       2.929 %      01/27/28     $       1,744,053

CVP CLO Ltd. Series 2017-2A, Class D (3M USD LIBOR + 2.650%)

    1,000,000       2.784       01/20/31     954,469

Shackleton CLO Ltd. Series 2013-3A, Class DR (3M USD LIBOR + 3.020%)

    1,500,000       3.146       07/15/30     1,438,446

Venture CLO Ltd. Series 2017-30A, Class D (3M USD LIBOR + 3.000%)

    1,500,000       3.126       01/15/31     1,470,765

Voya CLO Ltd. Series 2013-1A, Class CR (3M USD LIBOR + 2.950%)

    1,500,000       3.076       10/15/30     1,445,780
       

 

        7,053,513

 

Home Equity – 2.9%

Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W5, Class M1 (1M USD LIBOR + 0.690%)

    2,390,119       0.779       01/25/36     2,130,221

 

Principal
Amount		     Interest
Rate		     Maturity
Date		     Value
Asset-Backed Securities(c) – (continued)

Home Equity – (continued)

GE-WMC Asset-Backed Pass Through Certificates Series 2005-1, Class M2 (1M USD LIBOR + 0.690%)

$

     2,136,721       0.779 %      10/25/35     $       2,045,521

Securitized Asset Backed Receivables LLC Trust Series 2006-FR3, Class A3 (1M USD LIBOR + 0.500%)

    1,107,913       0.589       05/25/36     748,628
       

 

        4,924,370

 

TOTAL ASSET-BACKED SECURITIES
(Cost $11,294,702)

 

   $     11,977,883

 

       
Foreign Debt Obligations – 5.2%

Dominican Republic

$

     363,000       4.875 %(b)      09/23/32     $          376,612
    607,000       5.300       01/21/41     616,219

Kingdom of Bahrain(b)

    200,000       4.250       01/25/28     198,863
    200,000       6.250       01/25/51     187,813

Kingdom of Jordan

    200,000       7.375       10/10/47     209,475

Panama Bonos del Tesoro

    398,000       3.362       06/30/31     402,229

Republic of Brazil(a)

    200,000       4.750       01/14/50     192,225

Republic of Colombia(a)

    1,592,000       4.125       02/22/42     1,529,912

Republic of Egypt(b)

    200,000       7.500       02/16/61     186,250

Republic of Ivory Coast

    360,000       6.125       06/15/33     388,080

Republic of Kazakhstan

    270,000       5.125       07/21/25     312,879

Republic of Kenya

    602,000       6.300 (b)      01/23/34     608,209
    360,000       8.000       05/22/32     405,630

Republic of Pakistan

    398,000       8.875       04/08/51     409,984
    200,000       7.375       04/08/31     200,522

Republic of Peru(a)(h)

    398,000       3.230       07/28/21     334,892

Republic of Qatar

    360,000       3.400 (b)      04/16/25     391,342
    392,000       3.750       04/16/30     445,606

Republic of South Africa

    300,000       4.850       09/30/29     316,837

State of Israel(i)

    342,000       4.500       04/03/20     442,569

 

 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		     Value
Foreign Debt Obligations – (continued)

Ukraine Government Bond

$

     565,000       7.750 %      09/01/27     $          618,251

 

TOTAL FOREIGN DEBT OBLIGATIONS
(Cost $8,632,116)

 

   $       8,774,399

 

       
Shares    

Dividend

Rate

     Value
Preferred Stocks – 0.7%

Auto Manufacturers – 0.3%

Volkswagen AG

    2,544       2.360 %    $          619,643

 

Banks – 0.3%

Banco Bradesco SA

    61,152       4.900     284,728

Itau Unibanco Holding SA

    40,385       14.150     234,948
     

 

      519,676

 

Oil & Gas – 0.1%

Petroleo Brasileiro SA

    19,813       2.760     102,370

 

TOTAL PREFERRED STOCKS
(Cost $1,175,572)

 

   $       1,241,689

 

     
Investment Company(j) – 32.8%

Goldman Sachs Financial Square Government Fund - Institutional Shares

$

     55,037,310       0.026 %    $     55,037,310
(Cost $55,037,310)

 

  

 

TOTAL INVESTMENTS BEFORE SHORT-TERM INVESTMENT – 97.1%
(Cost $148,571,621)

 

   $   162,947,386

 

     
Principal
Amount		     Interest
Rate		     Maturity
Date		     Value
Short-term Investments(k) – 3.4%

U.S. Treasury Obligation – 3.4%

United States Cash Management Bills

$

     103,300       0.000 %      10/05/21     $          103,291
    180,000       0.000       10/19/21     179,979
    140,000       0.000       10/26/21     139,982

United States Treasury Bills

    10,000       0.000       08/05/21     10,000
    210,000       0.000       08/10/21     209,998
    350,000       0.000       08/12/21     349,997
    423,500       0.000       08/17/21     423,494
    252,000       0.000       08/24/21     251,993
    190,000       0.000 (f)      09/02/21     189,993
    230,000       0.000 (f)      09/09/21     229,990
    173,000       0.000 (f)      09/14/21     172,991

 

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

U.S. Treasury Obligation – (continued)

$

     60,000       0.000 %      09/23/21     $         59,996
    1,250,000       0.000 (f)      09/28/21     1,249,901
    70,000       0.000       10/07/21     69,994
    610,000       0.000 (f)      10/14/21     609,938
    627,000       0.000 (f)      10/21/21     626,930
    460,000       0.000 (f)      10/28/21     459,938
    280,000       0.000       11/12/21     279,960

 

TOTAL SHORT-TERM INVESTMENTS
(Cost $5,618,504)

 

   $    5,618,365

 

TOTAL INVESTMENTS BEFORE SHORT POSITIONS – 100.5%
(Cost $154,190,125)

 

   $168,565,751

 

Shares      Description   Value
  Common Stocks Sold Short – (2.9)%
 

Capital Markets – (0.5)%

  1,943      S&P Global, Inc.   $    (833,003)

 

 

 

Electronic Equipment, Instruments & Components – (0.1)%

  1,335      II-VI, Inc.   (93,196)

 

 

 

Pharmaceuticals – (0.5)%

  16,806      AstraZeneca PLC ADR   (961,975)

 

 

 

Road & Rail – (0.1)%

  288      Canadian National Railway Co.   (31,285)
  1,239      Canadian Pacific Railway Ltd.   (92,083)
    

 

     (123,368)

 

 

 

Semiconductors & Semiconductor Equipment – (1.4)%

  9,453      Advanced Micro Devices, Inc.   (1,003,814)
  7,805      Analog Devices, Inc.   (1,306,713)
    

 

     (2,310,527)

 

 

 

Software – (0.3)%

  2,064      salesforce.com, Inc.   (499,344)

 

 

 
 TOTAL COMMON STOCKS SOLD SHORT
(Cost $(4,086,877))		   $ (4,821,413)

 

 

 
 TOTAL SECURITIES SOLD SHORT – (2.9)%
(Cost $(4,086,877))		   $ (4,821,413)

 

 

 

 OTHER ASSETS IN EXCESS

    OF LIABILITIES – 2.4%

   4,100,964

 

 

  NET ASSETS – 100.0%   $167,845,302

 

 

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)   Security with “Call” features with resetting interest rates. Maturity dates disclosed are the final maturity dates.
(b)   Exempt from registration under Rule 144A of the Securities Act of 1933.
 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

(c)   Variable rate security. Except for floating rate notes (for which final maturity is disclosed), maturity date disclosed is the next interest reset date. Interest rate disclosed is that which is in effect on July 31, 2021.
(d)   All or portion of security is pledged as collateral for short sales. Total market value of securities pledged as collateral on short sales amounts to $5,421,691, which represents approximately 3.2% of net assets as of July 31, 2021.
(e)   Significant unobservable inputs were used in the valuation of this portfolio security; i.e., Level 3.
(f)   All or a portion of security is segregated as collateral for options.
(g)   Security with a notional or nominal principal amount. The actual effective yield of this security is different than the stated interest rate.
(h)   Actual maturity date is July 28, 2121.
(i)   Actual maturity date is April 03, 2120.
(j)   Represents an affiliated issuer.
(k)   Issued with a zero coupon. Income is recognized through the accretion of discount.

 

 

Currency Abbreviations:
AUD  

— Australian Dollar

CAD  

— Canadian Dollar

CHF  

— Swiss Franc

CLP  

— Chilean Peso

CNH  

— Chinese Yuan Renminbi Offshore

EUR  

— Euro

GBP  

— British Pound

HUF  

— Hungarian Forint

INR  

— Indian Rupee

JPY  

— Japanese Yen

KRW  

— South Korean Won

MXN  

— Mexican Peso

NOK  

— Norwegian Krone

NZD  

— New Zealand Dollar

PLN  

— Polish Zloty

RUB  

— Russian Ruble

SEK  

— Swedish Krona

SGD  

— Singapore Dollar

TRY  

— Turkish Lira

TWD  

— Taiwan Dollar

USD  

— U.S. Dollar

ZAR  

— South African Rand

Investment Abbreviations:
ADR  

— American Depositary Receipt

CLO  

— Collateralized Loan Obligation

CMT  

— Constant Maturity Treasury Indexes

ETF  

— Exchange Traded Fund

FHLMC  

— Federal Home Loan Mortgage Corp.

GNMA  

— Government National Mortgage Association

LIBOR  

— London Interbank Offered Rate

LLC  

— Limited Liability Company

LLP  

— Limited Liability Partnership

PLC  

— Public Limited Company

REMIC  

— Real Estate Mortgage Investment Conduit

 

 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

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

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN

 

Counterparty     

Currency

Purchased

       

Currency

Sold

       

Settlement

Date

       

Unrealized

Gain

  

 

  

Citibank NA

     

AUD

      16,000        USD      11,730          09/17/21        $ 15  
    

EUR

      1,000        USD      1,181          09/17/21          6  
    

GBP

      10,000        USD      13,671          09/17/21          231  

Deutsche Bank AG

     

CAD

      185,382        EUR      125,000          08/04/21          298  
    

CAD

      400,000        JPY      34,635,680          08/04/21          4,889  
    

CAD

      5,400,000        USD      4,291,816          08/04/21          36,476  
    

CAD

      6,000        USD      4,792          09/17/21          17  
    

CHF

      636,374        GBP      500,000          08/04/21          7,581  
    

CHF

      7,250,000        USD      7,905,512          08/04/21          98,829  
    

CLP

      76,261,000        USD      100,000          08/23/21          416  
    

CNH

      70,038,869        USD      10,800,000          08/04/21          30,532  
    

EUR

      1,125,000        AUD      1,787,019          08/04/21          23,200  
    

EUR

      500,000        CAD      736,318          08/04/21          2,986  
    

EUR

      100,000        GBP      85,026          08/04/21          447  
    

EUR

      200,000        HUF      70,314,360          08/04/21          4,769  
    

EUR

      800,000        JPY      103,759,911          08/04/21          3,238  
    

EUR

      250,000        NOK      2,572,320          08/04/21          5,423  
    

EUR

      100,000        PLN      453,910          08/04/21          811  
    

EUR

      250,000        SEK      2,549,469          08/04/21          416  
    

EUR

      3,750,000        USD      4,432,155          08/04/21          16,625  
    

EUR

      490,000        USD      581,444          09/17/21          373  
    

GBP

      875,000        AUD      1,627,397          08/04/21          21,968  
    

GBP

      11,225,187        EUR      13,100,000          08/04/21          62,080  
    

GBP

      750,000        JPY      113,522,428          08/04/21          7,684  
    

GBP

      4,000,000        USD      5,484,805          08/04/21          75,244  
    

GBP

      239,000        USD      330,227          09/17/21          2,024  
    

HUF

      35,946,220        EUR      100,000          08/04/21          225  
    

INR

      7,480,787        USD      100,000          08/20/21          362  
    

INR

      7,513,130        USD      100,000          08/23/21          759  
    

INR

      7,472,162        USD      100,000          08/26/21          173  
    

INR

      7,470,000        USD      100,000          08/30/21          95  
    

JPY

      115,683,160        AUD      1,400,000          08/04/21          27,107  
    

JPY

      124,911,300        CAD      1,400,000          08/04/21          16,492  
    

JPY

      498,534,724        EUR      3,800,000          08/04/21          36,347  
    

JPY

      114,911,564        GBP      750,000          08/04/21          4,977  
    

JPY

      123,621,000        NZD      1,600,000          08/04/21          12,169  
    

JPY

      650,000,000        USD      5,888,316          08/04/21          36,820  
    

MXN

      40,000,000        USD      1,996,066          08/04/21          12,281  
    

NOK

      1,329,729        EUR      125,000          08/04/21          2,221  
    

NOK

      896,608        USD      100,000          08/04/21          1,488  
    

PLN

      459,671        EUR      100,000          08/04/21          684  
    

RUB

      51,732,610        USD      700,000          08/04/21          6,987  
    

SEK

      1,280,748        EUR      125,000          08/04/21          491  
    

SEK

      869,796        USD      100,000          08/04/21          1,043  
    

TRY

      6,175,055        USD      700,000          08/18/21          26,023  
    

TRY

      4,510,736        USD      500,000          11/10/21          8,447  
    

TWD

      2,799,500        USD      100,000          08/09/21          215  
    

TWD

      2,800,795        USD      100,000          08/13/21          270  
    

TWD

      5,601,800        USD      200,000          08/16/21          561  
    

TWD

      8,409,673        USD      300,000          08/23/21          1,135  
    

TWD

      2,798,600        USD      100,000          08/26/21          219  
    

TWD

      5,602,963        USD      200,000          08/31/21          661  
    

USD

      5,455,706        AUD      7,300,000          08/04/21          98,475  
    

USD

      495,380        AUD      644,000          09/17/21          22,667  
    

USD

      2,815,145        CAD      3,500,000          08/04/21          9,772  

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN (continued)

 

Counterparty     

Currency

Purchased

       

Currency

Sold

       

Settlement

Date

       

Unrealized

Gain

  

 

  

Deutsche Bank AG (continued)

     

USD

      1,550,631        CAD      1,892,000          09/17/21        $ 34,141  
    

USD

      100,000        CLP      75,702,644          08/23/21          319  
    

USD

      2,827,820        EUR      2,375,000          08/04/21          10,259  
    

USD

      2,249,900        EUR      1,854,000          09/17/21          48,487  
    

USD

      782,990        GBP      562,500          08/04/21          1,109  
    

USD

      982,918        GBP      700,000          09/17/21          9,800  
    

USD

      100,000        HUF      29,741,830          08/04/21          1,657  
    

USD

      100,000        KRW      114,747,711          08/17/21          509  
    

USD

      100,000        KRW      115,051,711          08/26/21          261  
    

USD

      200,000        KRW      229,983,711          08/27/21          629  
    

USD

      125,656        MXN      2,500,000          08/04/21          134  
    

USD

      200,000        NOK      1,727,393          08/04/21          4,475  
    

USD

      1,121,266        NZD      1,600,000          08/04/21          6,555  
    

USD

      200,000        RUB      14,575,160          08/04/21          813  
    

USD

      200,000        SEK      1,711,255          08/04/21          1,205  
    

USD

      100,000        TWD      2,785,600          08/02/21          360  
    

USD

      100,000        TWD      2,789,600          08/09/21          139  
    

USD

      200,000        TWD      5,582,512          09/02/21          52  
    

USD

      100,000        ZAR      1,423,346          08/04/21          2,897  

Morgan Stanley & Co.

     

CAD

      71,000        USD      56,578          09/17/21          331  
    

EUR

      711,000        USD      841,442          09/17/21          2,789  
    

GBP

      2,000        USD      2,779          09/17/21          1  
    

USD

      3,570        EUR      3,000          09/17/21          8  
    

USD

      1,397        GBP      1,000          09/17/21          7  

 

  

TOTAL

 

           $ 862,681  

 

  

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

 

Counterparty     

Currency

Purchased

       

Currency

Sold

       

Settlement

Date

       

Unrealized

Loss

  

 

  

Citibank NA

     

AUD

      303,000        USD      224,622          09/17/21        $ (2,212 ) 
    

USD

      10,634        EUR      9,000          09/17/21          (53 ) 
    

USD

      6,857        GBP      5,000          09/17/21          (94 ) 

Deutsche Bank AG

     

AUD

      1,781,417        EUR      1,125,000          08/04/21          (27,312 ) 
    

AUD

      1,622,944        GBP      875,000          08/04/21          (25,236 ) 
    

AUD

      3,200,000        JPY      263,823,560          08/04/21          (56,537 ) 
    

AUD

      6,200,000        USD      4,655,371          08/04/21          (105,392 ) 
    

AUD

      267,000        USD      198,903          09/17/21          (2,918 ) 
    

CAD

      734,611        EUR      500,000          08/04/21          (4,355 ) 
    

CAD

      2,400,000        JPY      212,711,220          08/04/21          (15,304 ) 
    

CAD

      2,600,000        USD      2,106,194          08/04/21          (22,202 ) 
    

CAD

      439,000        USD      355,031          09/17/21          (3,160 ) 
    

CHF

      156,768        GBP      125,000          08/04/21          (673 ) 
    

CLP

      74,893,256        USD      100,000          08/19/21          (1,373 ) 
    

CLP

      74,999,656        USD      100,000          08/26/21          (1,254 ) 
    

CLP

      75,381,856        USD      100,000          08/27/21          (754 ) 
    

CNH

      24,551,961        USD      3,800,000          08/04/21          (3,382 ) 
    

EUR

      250,000        CAD      373,891          08/04/21          (3,102 ) 
    

EUR

      13,100,000        GBP      11,258,128          08/04/21          (107,873 ) 
    

EUR

      100,000        HUF      36,035,830          08/04/21          (521 ) 
    

EUR

      5,500,000        JPY      721,313,853          08/04/21          (50,334 ) 
    

EUR

      100,000        PLN      457,642          08/04/21          (158 ) 
    

EUR

      250,000        SEK      2,564,573          08/04/21          (1,339 ) 
    

EUR

      4,125,000        USD      4,910,180          08/04/21          (16,525 ) 
    

EUR

      289,000        USD      345,458          09/17/21          (2,303 ) 
    

GBP

      750,000        CHF      952,469          08/04/21          (9,061 ) 
    

GBP

      1,447,865        EUR      1,700,000          08/04/21          (4,229 ) 
    

GBP

      2,125,000        JPY      325,650,910          08/04/21          (14,727 ) 
    

GBP

      1,062,500        USD      1,483,916          08/04/21          (7,028 ) 
    

GBP

      487,000        USD      686,892          09/17/21          (9,880 ) 
    

HUF

      70,020,060        EUR      200,000          08/04/21          (5,743 ) 
    

HUF

      29,957,500        USD      100,000          08/04/21          (944 ) 
    

JPY

      96,295,000        AUD      1,200,000          08/04/21          (2,854 ) 
    

JPY

      139,406,860        CAD      1,600,000          08/04/21          (11,680 ) 
    

JPY

      350,301,622        EUR      2,700,000          08/04/21          (9,911 ) 
    

JPY

      283,358,602        GBP      1,875,000          08/04/21          (23,290 ) 
    

JPY

      91,052,760        NZD      1,200,000          08/04/21          (6,033 ) 
    

JPY

      337,500,000        USD      3,079,305          08/04/21          (2,791 ) 
    

KRW

      115,032,000        USD      100,000          08/17/21          (263 ) 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS (continued)

 

Counterparty     

Currency

Purchased

       

Currency

Sold

       

Settlement

Date

       

Unrealized

Loss

  

 

  

Deutsche Bank AG (continued)

     

KRW

      115,147,189        USD      100,000          08/26/21        $ (178 ) 
    

KRW

      115,335,189        USD      100,000          08/30/21          (22 ) 
    

KRW

      114,640,389        USD      100,000          09/02/21          (628 ) 
    

MXN

      19,500,000        USD      982,656          08/04/21          (3,586 ) 
    

NOK

      1,271,519        EUR      125,000          08/04/21          (4,368 ) 
    

NOK

      1,748,086        USD      200,000          08/04/21          (2,133 ) 
    

NZD

      2,400,000        JPY      184,371,280          08/04/21          (8,588 ) 
    

NZD

      1,600,000        USD      1,122,186          08/04/21          (7,476 ) 
    

PLN

      450,985        EUR      100,000          08/04/21          (1,570 ) 
    

RUB

      14,561,360        USD      200,000          08/04/21          (1,002 ) 
    

SEK

      2,540,876        EUR      250,000          08/04/21          (1,414 ) 
    

SEK

      858,726        USD      100,000          08/04/21          (243 ) 
    

TRY

      1,772,265        USD      200,000          11/10/21          (231 ) 
    

TWD

      2,789,400        USD      100,000          08/02/21          (224 ) 
    

USD

      291,729        AUD      400,000          08/04/21          (1,818 ) 
    

USD

      2,852,936        CAD      3,600,000          08/04/21          (32,591 ) 
    

USD

      6,404,643        CHF      5,875,000          08/04/21          (81,630 ) 
    

USD

      100,000        CLP      76,262,000          08/19/21          (430 ) 
    

USD

      100,000        CLP      76,839,244          08/31/21          (1,156 ) 
    

USD

      12,200,000        CNH      79,306,002          08/04/21          (63,564 ) 
    

USD

      3,981,127        EUR      3,375,000          08/04/21          (22,773 ) 
    

USD

      10,673        EUR      9,000          09/17/21          (12 ) 
    

USD

      5,342,507        GBP      3,875,000          08/04/21          (43,793 ) 
    

USD

      29,002        GBP      21,000          09/17/21          (191 ) 
    

USD

      100,000        INR      7,509,630          08/20/21          (749 ) 
    

USD

      100,000        INR      7,506,813          08/23/21          (674 ) 
    

USD

      100,000        INR      7,466,250          08/26/21          (94 ) 
    

USD

      100,000        INR      7,470,613          08/30/21          (103 ) 
    

USD

      9,610,271        JPY      1,062,500,000          08/04/21          (75,051 ) 
    

USD

      99,048        JPY      10,876,000          09/17/21          (128 ) 
    

USD

      1,947,881        MXN      39,500,000          08/04/21          (35,363 ) 
    

USD

      100,000        NOK      887,022          08/04/21          (403 ) 
    

USD

      485,906        NZD      700,000          08/04/21          (1,779 ) 
    

USD

      600,000        RUB      44,452,268          08/04/21          (7,493 ) 
    

USD

      100,000        SGD      135,616          08/04/21          (88 ) 
    

USD

      700,000        TRY      6,173,261          08/18/21          (25,810 ) 
    

USD

      400,000        TRY      3,622,900          11/10/21          (8,371 ) 
    

USD

      136        TWD      3,800          08/02/21          —  
    

USD

      100,000        TWD      2,801,200          08/13/21          (285 ) 
    

USD

      200,000        TWD      5,600,621          08/16/21          (518 ) 
    

USD

      300,000        TWD      8,401,800          08/23/21          (852 ) 
    

USD

      200,000        TWD      5,600,135          08/26/21          (543 ) 
    

USD

      100,000        TWD      2,807,455          08/30/21          (545 ) 
    

ZAR

      1,434,771        USD      100,000          08/04/21          (2,117 ) 

Morgan Stanley & Co.

     

AUD

      57,000        USD      42,019          09/17/21          (180 ) 
    

CAD

      2,000        USD      1,603          09/17/21          —  
    

EUR

      3,000        USD      3,567          09/17/21          (5 ) 
    

GBP

      3,000        USD      4,171          09/17/21          (1 ) 
    

USD

      1,036,222        EUR      876,000          09/17/21          (3,926 ) 
    

USD

      16,516        GBP      12,000          09/17/21          (162 ) 

 

  

TOTAL

 

           $ (1,007,661 ) 

 

  

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

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

 

Description     

Number of

Contracts

     

Expiration

Date

     

Notional

Amount

       

Unrealized

Appreciation/

(Depreciation)

  

 

  

Long position contracts:

                    

10 Year German Euro-Bund

      14      09/08/21      $ 2,932,385        $ 10,398  

10 Year U.K. Long Gilt

      6      09/28/21        1,082,449          (1,421 ) 

10 Year U.S. Treasury Notes

      64      09/21/21        8,605,000          25,046  

2 Year German Euro-Schatz

      22      09/08/21        2,932,183          1,135  

2 Year U.S. Treasury Notes

      1      09/30/21        220,656          7  

20 Year U.S. Treasury Bonds

      14      09/21/21        2,306,063          (2,326 ) 

5 Year German Euro-Bobl

      7      09/08/21        1,123,995          3,081  

5 Year U.S. Treasury Notes

      27      09/30/21        3,360,023          1,460  

BIST 30 Index

      5      08/31/21        9,026          131  

CAC40 Index

      7      08/20/21        548,836          7,642  

Canada 10 Year Government Bonds

      2      09/20/21        237,272          (659 ) 

Cattle Feeder

      1      10/29/21        50,880          (672 ) 

Coffee

      1      09/20/21        67,331          (115 ) 

Copper

      2      08/13/21        485,342          (29,283 ) 

Copper

      1      08/17/21        242,731          (14,147 ) 

Copper

      1      08/26/21        242,756          (5,247 ) 

Copper

      1      09/15/21        242,944          (6,345 ) 

Copper

      1      09/16/21        242,856          1,478  

Copper

      2      09/17/21        485,718          4,214  

Copper

      1      09/29/21        242,977          8,257  

Copper

      2      10/06/21        486,148          6,366  

Copper

      3      10/07/21        729,263          18,103  

Copper

      1      10/08/21        243,088          (1,546 ) 

Copper

      1      10/15/21        243,150          5,697  

Copper

      2      10/19/21        486,350          (3,146 ) 

Copper

      1      10/21/21        243,113          (1,478 ) 

Copper

      1      10/22/21        243,113          7,134  

Copper

      1      10/27/21        243,188          (1,517 ) 

Copper

      2      10/29/21        486,400          (569 ) 

Crude Oil

      1      10/15/21        25,883          1,960  

DAX Index

      2      09/17/21        922,250          1,243  

DJIA E-Mini Index

      3      09/17/21        522,480          (779 ) 

E-mini Financial Select Sector

      1      09/17/21        112,263          (914 ) 

E-mini Russell 2000 Index

      7      09/17/21        777,560          1,655  

Euro Buxl 30 Year Bonds

      3      09/08/21        765,273          3,486  

Euro Stoxx 50 Index

      27      09/17/21        1,309,335          2,339  

Euro Stoxx 600 Index

      1      09/17/21        7,859          136  

French 10 Year Government Bonds

      9      09/08/21        1,730,406          5,192  

FTSE 100 Index

      3      09/17/21        290,503          3,209  

FTSE China A50 Index

      8      08/30/21        119,792          (1,222 ) 

FTSE JSE 40 Index

      1      09/16/21        42,553          484  

FTSE/MIB Index

      1      09/17/21        150,399          (731 ) 

Gasoline RBOB

      1      08/31/21        98,057          359  

Hang Seng Index

      3      08/30/21        499,868          7,638  

Italian 10 Year Government Bonds

      5      09/08/21        1,049,558          (50 ) 

Japan 10 Year Government Bonds

      2      09/13/21        2,776,537          (1,370 ) 

Lead

      1      08/05/21        60,319          5,841  

Lead

      1      08/17/21        60,199          5,368  

Lead

      1      08/24/21        60,061          5,895  

Lead

      2      08/26/21        120,044          10,702  

Lead

      1      09/07/21        59,906          6,453  

Lead

      1      09/17/21        59,820          6,533  

Lead

      1      09/28/21        59,736          2,547  

Lead

      1      10/21/21        59,575          1,009  

Lead

      2      10/22/21        119,142          809  

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS (continued)

 

Description     

Number of

Contracts

     

Expiration

Date

     

Notional

Amount

       

Unrealized

Appreciation/

(Depreciation)

  

 

  

Long position contracts (continued)

                    

Lead

      1      10/29/21      $ 59,138        $ (403 ) 

Low Sulphur Gas Oil

      1      09/10/21        61,425          2,349  

Low Sulphur Gas Oil

      1      10/12/21        61,500          2,299  

Mexican Peso

      5      09/13/21        124,925          622  

Mini MSCI EAFE Index

      1      09/17/21        115,970          1,059  

MSCI Emerging Markets Index

      2      09/17/21        127,770          (868 ) 

Nasdaq 100 E-Mini Index

      2      09/17/21        598,230          (1,668 ) 

Natural Gas

      7      08/27/21        273,980          (5,852 ) 

Nickel

      1      08/24/21        117,302          16,319  

Nickel

      2      08/27/21        234,606          22,378  

Nickel

      1      09/07/21        117,306          10,051  

Nickel

      1      09/10/21        117,306          6,749  

Nickel

      2      09/24/21        234,544          14,368  

Nickel

      1      10/12/21        117,300          3,698  

Nickel

      1      10/26/21        117,312          639  

Nikkei 225 Index

      5      09/09/21        624,060          (11,285 ) 

New Zealand Dollar

      1      09/13/21        69,620          (322 ) 

Primary Aluminum

      1      08/05/21        64,975          3,807  

Primary Aluminum

      1      08/11/21        65,010          1,531  

Primary Aluminum

      1      08/13/21        65,028          4,598  

Primary Aluminum

      1      08/20/21        65,075          5,722  

Primary Aluminum

      1      08/24/21        65,119          3,308  

Primary Aluminum

      1      09/01/21        65,208          3,838  

Primary Aluminum

      1      09/07/21        64,956          3,516  

Primary Aluminum

      2      09/15/21        129,750          8,442  

Primary Aluminum

      1      09/16/21        64,863          3,072  

Primary Aluminum

      2      09/17/21        129,719          10,838  

Primary Aluminum

      1      10/13/21        64,838          2,059  

Primary Aluminum

      1      10/27/21        64,765          1,728  

Rapeseed

      1      10/29/21        30,991          (505 ) 

S&P 500 E-Mini Index

      29      09/17/21        6,364,775          (34,389 ) 

S&P Toronto Stock Exchange 60 Index

      3      09/16/21        583,072          3,090  

SET50 Index

      7      09/29/21        38,596          (605 ) 

Silver

      6      09/28/21        766,410          12,200  

Soybean

      6      12/14/21        212,340          (5,653 ) 

Tin

      1      08/17/21        178,660          30,232  

Tin

      1      08/18/21        178,645          29,357  

Tin

      1      08/27/21        177,595          30,082  

U.S. Dollar Index Future

      4      08/13/21        40,012          (20 ) 

U.S. Dollar Index Future

      3      09/13/21        276,564          (331 ) 

Wheat

      1      09/14/21        35,188          598  

Yen Denominated Nikkei 225 Index

      1      09/09/21        125,108          (2,509 ) 

Zinc

      1      08/05/21        75,738          1,572  

Zinc

      1      08/13/21        75,775          1,235  

Zinc

      1      08/17/21        75,788          472  

Zinc

      1      08/25/21        75,765          1,574  

Zinc

      1      08/27/21        75,769          1,529  

Zinc

      1      09/02/21        75,802          1,144  

Zinc

      1      09/07/21        75,830          840  

Zinc

      1      09/10/21        75,847          3,176  

Zinc

      3      09/17/21        227,400          15,642  

Zinc

      2      09/21/21        151,550          6,075  

Zinc

      2      09/23/21        151,522          7,828  

 

  

Total

 

      $ 314,696  

 

  

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS (continued)

 

Description     

Number of

Contracts

     

Expiration

Date

     

Notional

Amount

     

Unrealized

Appreciation/

(Depreciation)

  

 

  

Short position contracts:

 

Australian Dollar

      (1)      09/13/21      $ (73,360 )     $ 178  

CBOE Volatility Index

      (11)      08/18/21        (223,014 )       817  

CBOE Volatility Index

      (36)      09/15/21        (794,696 )       (4,436 ) 

Copper

      (2)      08/13/21        (485,342 )       30,940  

Copper

      (1)      08/17/21        (242,731 )       5,206  

Copper

      (1)      08/26/21        (242,756 )       6,334  

Copper

      (1)      09/15/21        (242,944 )       (8,226 ) 

Copper

      (1)      09/16/21        (242,856 )       (5,796 ) 

Copper

      (2)      09/17/21        (485,718 )       (20,049 ) 

Copper

      (5)      09/28/21        (560,313 )       2,554  

Copper

      (1)      09/29/21        (242,977 )       1,483  

Copper

      (2)      10/06/21        (486,148 )       (20,329 ) 

Copper

      (3)      10/07/21        (729,263 )       4,450  

Copper

      (1)      10/08/21        (243,088 )       (5,303 ) 

Copper

      (1)      10/15/21        (243,150 )       1,483  

Copper

      (2)      10/19/21        (486,350 )       (23,694 ) 

Copper

      (1)      10/21/21        (243,113 )       (11,090 ) 

Copper

      (1)      10/22/21        (243,113 )       1,414  

Copper

      (1)      10/27/21        (243,188 )       (653 ) 

Copper

      (1)      10/29/21        (243,200 )       1,447  

Corn

      (3)      12/14/21        (81,788 )       (94 ) 

Crude Oil

      (1)      08/20/21        (73,950 )       (662 ) 

Eurodollars

      (1)      09/18/23        (248,000 )       (26 ) 

Gold 100 Oz

      (2)      12/29/21        (363,440 )       56  

Gold 100 Oz

      (3)      06/27/22        (176,027 )       (230 ) 

Korea 3 Year Bonds

      (6)      09/17/21        (575,092 )       (98 ) 

Kospi 200 Index

      (24)      09/09/21        (2,213,780 )       6,436  

Lead

      (1)      08/05/21        (60,319 )       (5,673 ) 

Lead

      (1)      08/17/21        (60,199 )       (5,114 ) 

Lead

      (1)      08/24/21        (60,061 )       (5,667 ) 

Lead

      (2)      08/26/21        (120,044 )       (12,696 ) 

Lead

      (1)      09/07/21        (59,906 )       (4,948 ) 

Lead

      (1)      09/17/21        (59,820 )       (2,590 ) 

Lead

      (1)      09/28/21        (59,736 )       (4,002 ) 

Lead

      (1)      10/21/21        (59,575 )       (420 ) 

Lead

      (2)      10/22/21        (119,141 )       (60 ) 

Lead

      (1)      10/29/21        (59,137 )       (3 ) 

Lean Hogs

      (1)      10/14/21        (35,210 )       1,028  

Mini H-shares Index

      (1)      08/30/21        (33,325 )       355  

MSCI Singapore Index

      (5)      08/30/21        (133,160 )       (1,187 ) 

Nickel

      (1)      08/24/21        (117,302 )       (13,598 ) 

Nickel

      (2)      08/27/21        (234,606 )       (17,029 ) 

Nickel

      (1)      09/07/21        (117,306 )       (11,139 ) 

Nickel

      (1)      09/10/21        (117,306 )       (7,269 ) 

Nickel

      (1)      09/24/21        (117,272 )       (3,927 ) 

Nickel

      (1)      10/12/21        (117,300 )       (5,763 ) 

Nickel

      (1)      10/13/21        (117,302 )       (4,415 ) 

Nickel

      (1)      10/28/21        (117,312 )       (75 ) 

Nickel

      (2)      10/29/21        (234,624 )       (90 ) 

Nikkei 225 Index

      (3)      09/09/21        (74,791 )       (174 ) 

OMXS 30 Index

      (3)      08/20/21        (82,602 )       251  

Primary Aluminum

      (1)      08/05/21        (64,975 )       (4,028 ) 

Primary Aluminum

      (1)      08/11/21        (65,010 )       (4,684 ) 

Primary Aluminum

      (1)      08/13/21        (65,028 )       (4,769 ) 

Primary Aluminum

      (1)      08/20/21        (65,075 )       (3,328 ) 

Primary Aluminum

      (1)      08/24/21        (65,119 )       (6,722 ) 

Primary Aluminum

      (1)      09/01/21        (65,208 )       (3,161 ) 

Primary Aluminum

      (1)      09/07/21        (64,956 )       (3,649 ) 

Primary Aluminum

      (2)      09/15/21        (129,750 )       (6,419 ) 

Primary Aluminum

      (1)      09/16/21        (64,863 )       (4,316 ) 

Primary Aluminum

      (2)      09/17/21        (129,719 )       (9,462 ) 

Primary Aluminum

      (1)      10/13/21        (64,838 )       (1,949 ) 

Rubber

      (1)      01/25/22        (9,995 )       (33 ) 

SGX Nifty 50 Index

      (3)      08/26/21        (94,644 )       (117 ) 

Soybean

      (1)      12/14/21        (37,824 )       (644 ) 

Sugar No.11

      (1)      09/30/21        (20,059 )       737  

Tin

      (1)      08/17/21        (178,660 )       (29,443 ) 

Tin

      (1)      08/18/21        (178,645 )       (30,698 ) 

Tin

      (1)      08/27/21        (177,595 )       (27,173 ) 

Topix Index

      (2)      09/09/21        (347,295 )       864  

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS (continued)

 

Description     

Number of

Contracts

     

Expiration

Date

     

Notional

Amount

     

Unrealized

Appreciation/

(Depreciation)

  

 

  

Short position contracts (continued)

                  

WIG20 Index

      (1)      09/17/21      $ (11,598 )     $ 24  

Zinc

      (1)      08/05/21        (75,738 )       (94 ) 

Zinc

      (1)      08/13/21        (75,775 )       (2,790 ) 

Zinc

      (1)      08/17/21        (75,788 )       (1,321 ) 

Zinc

      (1)      08/25/21        (75,765 )       (1,586 ) 

Zinc

      (1)      08/27/21        (75,769 )       (1,255 ) 

Zinc

      (1)      09/02/21        (75,802 )       1,345  

Zinc

      (1)      09/07/21        (75,830 )       (3,249 ) 

Zinc

      (1)      09/10/21        (75,847 )       (262 ) 

Zinc

      (3)      09/17/21        (227,400 )       (10,547 ) 

Zinc

      (2)      09/21/21        (151,550 )       (10,770 ) 

Zinc

      (2)      09/23/21        (151,522 )       (6,257 ) 

 

  

Total

 

    $ (317,849 ) 

 

  

TOTAL FUTURES CONTRACTS

 

    $ (3,153 ) 

 

  

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

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS#

 

Reference

Obligation/ Index

   

Financing Rate

Paid

by the Fund(a)

    Counterparty   

Termination

Date

   

Notional

Amount
(000s)

     

Unrealized

Appreciation/

(Depreciation)*

  

 

  

Accton Tech Corp.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      320      $ (383 ) 

Adobe, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      16        668  

Advanced Micro Devices, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      241        29,948  

Alphabet, Inc. Class A

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      8        437  

Alphabet, Inc. Class C

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      23        944  

ASML Holding NV

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      8        950  

Cardlytics, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      54        2,216  

Ceridian HCM Holding, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      245        (2,082 ) 

Facebook, Inc. Class A

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      117        1,164  

Genpact Ltd.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      358        25,166  

Global Payments, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      110        295  

GoDaddy, Inc. Class A

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      52        (2,782 ) 

Hubspot , Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      64        (709 ) 

iShares Expanded Tech-Software Sector ETF

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      39        (355 ) 

iShares Russell 2000 Growth ETF

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      278        7,199  

Mastercard, Inc. Class A

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      27        718  

Match Group , Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      58        (702 ) 

MediaTek, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      184        (8,033 ) 

Micron Technology

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      42        (1,761 ) 

Nuvei Corp.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      58        (1,157 ) 

Repay Holdings Corp.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      28        165  

RingCentral, Inc. Class A

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      201        (24,559 ) 

Salesforce.com, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      48        (1,567 ) 

ServiceNow, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      39        2,054  

Skyworks Solutions

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      137        (4,333 ) 

Varonis Systems, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      42        358  

VeriSign, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      5        (316 ) 

Zscaler, Inc.

    1M USD LIBOR    JPMorgan Securities, Inc.    05/05/23      129        6,275  

Accton Tech Corp.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      32        (1,890 ) 

Adobe, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      105        2,711  

Aggreko PLC

    0.050%    MS & Co. Int. PLC    12/08/22      16        1,898  

Airbnb, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      43        2,052  

Alphabet, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      364        22,076  

Alphabet, Inc. Class C

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      357        10,761  

Amazon.com, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      657        (54,943 ) 

Atlassian Corp PLC

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      14        3,485  

Avast PLC

    0.050      MS & Co. Int. PLC    12/08/22      12        617  

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS# (continued)

 

Reference

Obligation/ Index

   

Financing Rate

Paid

by the Fund(a)

    Counterparty   

Termination

Date

   

Notional

Amount
(000s)

    

Unrealized

Appreciation/

(Depreciation)*

  

 

  

Ceridian HCM Holding, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      34     $ 1,053  

Christian Dior SE

      0.480%    MS & Co. Int. PLC    07/07/22      — *      5,228  

Costar Group, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      31       540  

Deutsche Wohnen SE

    0.480    MS & Co. Int. PLC    07/07/22      15       21,282  

Dynatrace, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      92       8,939  

Entain PLC

    0.050    MS & Co. Int. PLC    12/08/22      11       (873 ) 

Equiniti Group PLC

    0.050    MS & Co. Int. PLC    12/08/22      39       625  

Facebook, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      168       5,703  

GCP Student Living PLC

    0.050    MS & Co. Int. PLC    12/08/22      32       336  

Global Payments, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      589       (5,283 ) 

GoDaddy, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      151       (593 ) 

HubSpot, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      95       7,858  

Intuit, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      72       3,870  

Invesco QQQ Trust

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      146       (1,663 ) 

iShares Expanded Tech-Software Sector ETF

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      2,538       (100,127 ) 

iShares Russell 2000 Growth ETF

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      2,886       (68,845 ) 

iShares Russell Mid-Capital Growth ETF

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      1,011       (34,270 ) 

Landmark Infrastructure Partners LP

    0.100    MS & Co. Int. PLC    02/02/22      15       5,603  

LVMH Moet Hennessy Louis Vuitton SE

    (0.480)    MS & Co. Int. PLC    07/07/22      — *      (9,502 ) 

Marvell Technology Group Ltd.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      404       34,714  

Mastercard, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      192       (2,190 ) 

Match Group , Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      147       (3,129 ) 

Match Group, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      131       (2,861 ) 

MediaTek, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      106       (4,393 ) 

Micron Technology

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      20       160  

MongoDB, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      230       16,631  

Nuance Communications Inc

    0.100    MS & Co. Int. PLC    02/02/22      20       404  

Nuvei Corp.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      54       1,136  

PayPal Holdings, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      263       (18,630 ) 

Proofpoint Inc

    0.100    MS & Co. Int. PLC    02/02/22      2       480  

Qorvo, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      27       (187 ) 

RingCentral, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      36       (262 ) 

Salesforce.com, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      263       4,794  

Sanne Group PLC

    0.050    MS & Co. Int. PLC    12/08/22      19       5,603  

ServiceNow, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      349       18,536  

Siltronic AG

    (0.480)    MS & Co. Int. PLC    07/07/22      1       (41 ) 

Skyworks Solutions

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      15       (462 ) 

TriNet Group, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      132       18,847  

Trupanion, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      22       2,195  

Twilio, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      36       722  

VeriSign, Inc.

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      175       (9,827 ) 

Visa, Inc. Class A

    1M USD LIBOR    MS & Co. Int. PLC    05/15/23      74       (654 ) 

 

  

TOTAL

 

   $ (81,948 ) 

 

  

 

*   There are no upfront payments on the swap contracts, therefore the unrealized gain (loss) on the swap contracts is equal to their value.
#   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).
(a)   Payments made monthly.
*   Rounds to less than 1,000.

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

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

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS

 

Description      Exercise
Price		       

Expiration

Date

       

Number of

Contracts

   

Notional

Amount

      Market
Value		     

Premiums Paid

(Received)

by Portfolio

     

Unrealized

Appreciation/

(Depreciation)

  

 

  

Purchased option contracts

 

Calls

 

Advanced Micro Devices, Inc.

      $ 105.00          10/15/2021        58    $ 5,800      $ 47,560      $ 37,781      $ 9,779  

Airbus SE

        110.00          10/15/2021        44      4,400        52,195        36,802        15,393  

American Express Co.

        170.00          10/15/2021        56      5,600        47,880        51,577        (3,697 ) 

Autodesk, Inc.

        300.00          10/15/2021        17      1,700        51,638        31,066        20,572  

Cisco Systems, Inc.

        52.50          10/15/2021        178      17,800        72,089        46,138        25,951  

Cisco Systems, Inc.

        55.00          10/15/2021        111      11,100        26,695        20,511        6,184  

Expedia Group, Inc.

        165.00          10/15/2021        50      5,000        50,375        55,623        (5,248 ) 

Mastercard, Inc.

        375.00          10/15/2021        39      3,900        96,721        82,109        14,612  

 

  
               553    $ 55,300      $ 445,153      $ 361,607      $ 83,546  

 

  

Puts

 

Blackrock, Inc.

        830.00          09/17/2021        7      700        10,360        11,388        (1,028 ) 

Facebook, Inc.

        330.00          12/17/2021        38      3,800        57,285        55,013        2,272  

Intuit, Inc.

        520.00          09/17/2021        13      1,300        19,630        21,102        (1,472 ) 

Invesco QQQ Trust

        353.00          08/20/2021        54      5,400        13,500        23,262        (9,762 ) 

 

  
               112    $ 11,200      $ 100,775      $ 110,765      $ (9,990 ) 

 

  

Total purchased option contracts

 

      665    $ 66,500      $ 545,928      $ 472,372      $ 73,556  

 

  

Written option contracts

 

Calls

 

At Home Group, Inc.

        36.00          09/17/2021        (5)      (500 )       (512 )       (1,069 )       557  

BlackRock, Inc.

        910.00          09/17/2021        (7)      (700 )       (6,090 )       (8,094 )       2,004  

Constellation Pharmaceuticals, Inc.

        35.00          09/17/2021        (114)      (11,400 )       —        (3,131 )       3,131  

Facebook, Inc.

        360.00          12/17/2021        (50)      (5,000 )       (123,000 )       (127,046 )       4,046  

Intuit, Inc.

        530.00          09/17/2021        (13)      (1,300 )       (26,065 )       (14,227 )       (11,838 ) 

Kraton Corp.

        40.00          08/20/2021        (25)      (2,500 )       (3,250 )       (3,730 )       480  

Proofpoint, Inc.

        180.00          08/20/2021        (2)      (200 )       (10 )       (57 )       47  

Stamps.Com, Inc.

        330.00          08/20/2021        (11)      (1,100 )       (2,530 )       (1,651 )       (879 ) 

 

  
               (227)    $ (22,700 )     $ (161,457 )     $ (159,005 )     $ (2,452 ) 

 

  

Puts

 

Kansas City Southern

        280.00          09/17/2021        (6)      (600 )       (13,440 )       (5,019 )       (8,421 ) 

 

  

Total written option contracts

 

           (233)    $ (23,300 )     $ (174,897 )     $ (164,024 )     $ (10,873 ) 

 

  

TOTAL

                432    $ 43,200      $ 371,031      $ 308,348      $ 62,683  

 

  

 

 

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

 

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS

 

 

Basis of Consolidation for the Goldman Sachs Multi-Manager Alternatives Fund — The Cayman Commodity — MMA IV, LLC (a “Subsidiary”), a Cayman Islands exempted company is currently a wholly-owned subsidiary of the Fund. The Subsidiary acts as an investment vehicle for the Fund to enable the Fund to gain exposure to certain types of commodity linked derivative instruments. The Fund is the sole shareholder of the Subsidiary and it is intended that the Fund will remain the sole shareholder and will continue to control the Subsidiary. All inter-fund balances and transactions have been eliminated in consolidation. As of July 31, 2021, the Fund’s net assets were $167,845,302 of which, $3,324,970 or 2.0%, represented the Subsidiary’s net assets.

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

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

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

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

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

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

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

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

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

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

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

 

 

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

i. Mortgage-Backed and Asset-Backed Securities — Mortgage-backed securities represent direct or indirect participations in, or are collateralized by and payable from, mortgage loans secured by residential and/or commercial real estate property. Asset-backed securities include securities whose principal and interest payments are collateralized by pools of other assets or receivables. The value of certain mortgage-backed and asset-backed securities (including adjustable rate mortgage loans) may be particularly sensitive to changes in prevailing interest rates. The value of these securities may also fluctuate in response to the market’s perception of the creditworthiness of the issuers.

Asset-backed securities may present credit risks that are not presented by mortgage-backed securities because they generally do not have the benefit of a security interest in collateral that is comparable to mortgage assets. Some asset-backed securities may only have a subordinated claim on collateral.

Stripped mortgage-backed securities are usually structured with two different classes: one that receives substantially all interest payments (interest-only, or “IO” and/or high coupon rate with relatively low principal amount, or “IOette”), and the other that receives substantially all principal payments (principal-only, or “PO”) from a pool of mortgage loans. Little to no principal will be received at the maturity of an IO; as a result, periodic adjustments are recorded to reduce the cost of the security until maturity. These adjustments are included in interest income.

Securities Sold Short — Securities sold short are those securities which the Fund has sold but which it does not own. When the Fund sells a security it does not own, it must borrow the security that was sold and it generally delivers the proceeds from the short sale to the broker through which it made the short sale. In addition, cash and certain investments in securities may be used to collateralize the securities sold short. Each day the securities sold short transaction is open, the liability to replace the borrowed security is marked to market and an unrealized gain or loss is recorded. While the transaction remains open, the Fund may also incur expenses for any dividends or interest which will be paid to the lender of the securities as well as a fee to borrow the delivered security. During the term of the short sale, the value of the securities pledged as collateral on short sales is required to exceed the value of the securities sold short. The market value of securities pledged as collateral is included in the Consolidated Schedule of Investments.

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

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

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

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

 

 

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

ii. Futures Contracts — Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, the Fund deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by the 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 the 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 the 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 the 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 the Fund and the counterparty. By contrast, certain swap transactions are subject to mandatory central clearing. These swaps are executed through a derivatives clearing member (“DCM”), acting in an agency capacity, and submitted to a central counterparty (“CCP”) (“centrally cleared swaps”), in which case all payments are settled with the CCP through the DCM. Swaps are marked-to-market daily using pricing vendor quotations, counterparty or clearinghouse prices or model prices, and the change in value, if any, is recorded as an unrealized gain or loss. Upon entering into a swap contract, the 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 total return swap is an agreement that gives the 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, the Fund may also be required to pay the dollar value of that decline to the counterparty.

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

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

 

 

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

 

                                                                    
Investment Type      Level 1      Level 2      Level 3  
Assets

 

Fixed Income

 

Corporate Obligations

      $ —      $ 7,795,073      $ —  

Mortgage-Backed Obligations

        —        9,333,584        —  

Asset-Backed Securities

        —        11,977,883        —  

Foreign Debt Obligations

        —        8,774,399        —  

Common Stock and/or Other Equity Investments(a)

 

Asia

        1,230,506        1,994,962        —  

Australia and Oceania

        —        324,541        —  

Europe

        3,351,518        17,051,860        —  

North America

        43,591,298        —        —  

South America

        1,242,763        —        —  

Investment Company

        55,037,310        —        —  

Preferred Stock

        —        1,241,689        —  

Short-term Investments

        5,618,365        —        —  
Total      $ 110,071,760      $ 58,493,991      $ —  
Liabilities

 

Common Stock and/or Other Equity Investments(a)

 

North America

      $ (3,859,438 )     $ —      $ —  

Europe

        (961,975 )       —        —  
Total      $ (4,821,413 )     $ —      $ —  
Derivative Type                          
Assets

 

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ 862,681      $ —  

Futures Contracts(b)

        520,045        —        —  

Total Return Swap Contracts(b)

        —        287,416        —  

Options Purchased

        545,928        —        —  
Total      $ 1,065,973      $ 1,150,097      $ —  
Liabilities

 

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ (1,007,661 )     $ —  

Futures Contracts(b)

        (523,198 )       —        —  

Total Return Swap Contracts(b)

        —        (369,364 )       —  

Written option contracts

        (174,385 )       (512 )       —  
Total      $ (697,583 )     $ (1,377,537 )     $ —  

 

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

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

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

Derivatives Risk — The Fund’s use of derivatives may result in loss. Derivative instruments, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other instruments, may be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying instruments may produce disproportionate losses to the Fund. 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.

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

 

 

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

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

Foreign Custody Risk — The 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 the 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.

Foreign and Emerging Countries Risk — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation, less public information and less economic, political and social stability in the countries in which 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 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 emerging markets, these risks may be more pronounced.

Interest Rate Risk— When interest rates increase, fixed income securities or instruments held by the 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 the Fund’s investments. Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Fund.

Investments in Other Investment Companies Risk — As a shareholder of another investment company, including an ETF, the 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 — The Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include the Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of the Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause the Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact the 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 the 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 the 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.

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

 

Consolidated Schedule of Investments (continued)

July 31, 2021 (Unaudited)

 

 

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

 

 

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

Market and Credit Risks — In the normal course of business, the 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 the 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 the Fund and its investments. Additionally, the 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.

Multi-Manager Approach Risk — The Fund’s performance depends on the ability of the Investment Adviser in selecting, overseeing, and allocating Fund assets to the Underlying Managers. The Underlying Managers’ investment styles may not always be complementary. The Fund’s multi-manager approach may result in the Fund investing a significant percentage of its assets in certain types of investments, which could be beneficial or detrimental to the Fund’s performance depending on the performance of those investments and the overall market environment. The Fund’s Underlying Managers may underperform the market generally or underperform other investment managers that could have been selected for the Fund. Because the Fund’s Underlying Managers may trade with counterparties, prime brokers, clearing brokers or futures commission merchants on terms that are different than those on which the Investment Adviser would trade, and because each Underlying Manager applies its own risk analysis in evaluating potential counterparties for the Fund, the Fund may be subject to greater counterparty risk than if it was managed directly by the Investment Adviser.

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

Tax Risk — The 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. However, the Fund has not received a PLR, and is/are not able to rely on PLRs issued to other taxpayers. 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.

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 Fund has limited its investments in commodity index-linked structured notes. The Fund has obtained an opinion of counsel that the Fund’s income from investments in the Subsidiary should constitute “qualifying income.” However, no assurances can be provided that the IRS would not be able to successfully assert that the Fund’s income from such investments was not “qualifying income,” in which case the Fund would fail to qualify as a regulated investment company (“RIC”) under Subchapter M of the Code if over 10% of its gross income were derived from these investments. If the

Fund failed to qualify as a RIC, it would be subject to federal and state income tax on all of its taxable income at regular corporate tax rates. This would significantly adversely affect the returns to, and could cause substantial losses for, Fund shareholders.


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