Catalyst/Millburn Hedge Strategy Fund

Fund Profile

Fund profile

Tickers

MBXAX, MBXCX, MBXIX, MBXFX

Fund manager

Mutual Fund Series Trust

Total assets

$29.49 bn

Liabilities

$21.96 bn

Net assets

$7.54 bn

Number of holdings

2.82 k

Top 200 of 2821 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
T 2 1/4 11/15/24	1.31 bn	1.31 bn principal	17.34	Debt	Long	USA
T 2 02/15/25	945.98 mm	954.82 mm principal	12.55	Debt	Long	USA
T 2 1/8 05/15/25	644.47 mm	652.99 mm principal	8.55	Debt	Long	USA
FIRST AM-TR OB-X	592.02 mm	592.02 mm principal	7.85	Short-term investment vehicle	Long	USA
ISHARES RUSSELL	480.27 mm	1.53 mm shares	6.37	Common equity	Long	USA
ISHARES-C S&P MC	473.22 mm	7.59 mm shares	6.28	Common equity	Long	USA
ISHARES RUSSELL	330.49 mm	1.50 mm shares	4.38	Common equity	Long	USA
ISHARES MSCI USA	316.90 mm	3.47 mm shares	4.20	Common equity	Long	USA
VT Vanguard Total World Stock Index Fund	299.08 mm	6.25 mm shares	3.97	Common equity	Long	USA
SPY SPDR S&P 500 ETF Trust	275.87 mm	480.81 k shares	3.66	Common equity	Long	USA
ISHARES CORE S&P	236.70 mm	2.02 mm shares	3.14	Common equity	Long	USA
VBR Vanguard Small Cap Value Index Fund	125.93 mm	238.65 k shares	1.67	Common equity	Long	USA
ISHARES MSCI IND	118.83 mm	2.03 mm shares	1.58	Common equity	Long	USA
VBR Vanguard Small Cap Value Index Fund	108.08 mm	410.50 k shares	1.43	Common equity	Long	USA
DFUS Dimensional U.S. Equity ETF	102.07 mm	2.98 mm shares	1.35	Common equity	Long	USA
VBR Vanguard Small Cap Value Index Fund	101.43 mm	384.45 k shares	1.35	Common equity	Long	USA
VBR Vanguard Small Cap Value Index Fund	95.66 mm	981.95 k shares	1.27	Common equity	Long	USA
VBR Vanguard Small Cap Value Index Fund	75.19 mm	317.00 k shares	1.00	Common equity	Long	USA
ISHARES RUSSELL	63.42 mm	719.52 k shares	0.84	Common equity	Long	USA
GBLI Global Indemnity Group, LLC	62.75 mm	1.68 mm shares	0.83	Common equity	Long	USA
ISHARES MSCI INT	59.99 mm	1.45 mm shares	0.80	Common equity	Long	USA
ISHARES MSCI JPN	58.72 mm	820.78 k shares	0.78	Common equity	Long	USA
ISHARES MSCI TAI	54.90 mm	1.02 mm shares	0.73	Common equity	Long	USA
DFUS Dimensional U.S. Equity ETF	46.08 mm	1.64 mm shares	0.61	Common equity	Long	USA
DFUS Dimensional U.S. Equity ETF	45.33 mm	1.65 mm shares	0.60	Common equity	Long	USA
ISHARES MSCI USA	37.48 mm	209.01 k shares	0.50	Common equity	Long	USA
DFUS Dimensional U.S. Equity ETF	34.93 mm	1.03 mm shares	0.46	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	25.19 mm	483.49 k shares	0.33	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	19.55 mm	721.22 k shares	0.26	Common equity	Long	USA
Wisdom Tree Investment Inc	19.40 mm	384.37 k shares	0.26	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	19.19 mm	357.23 k shares	0.25	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	18.97 mm	456.91 k shares	0.25	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	18.39 mm	623.63 k shares	0.24	Common equity	Long	USA
GOLD 100 OZ FUTR Dec24	13.14 mm	1.97 k contracts	0.17	Commodity derivative	Long	USA
EWY iShares MSCI South Korea ETF	11.82 mm	633.33 k shares	0.16	Common equity	Long	USA
ISHARES MSCI SIN	10.86 mm	490.44 k shares	0.14	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	9.73 mm	275.63 k shares	0.13	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	9.46 mm	234.22 k shares	0.13	Common equity	Long	USA
Euro-BTP Future Dec24	9.29 mm	5.26 k contracts	0.12	Interest rate derivative	Long	Germany
HANG SENG IDX FUT Oct24	9.18 mm	782.00 contracts	0.12	Equity derivative	Long	Hong Kong
HSCEI Futures Oct24	8.56 mm	2.12 k contracts	0.11	Equity derivative	Long	Hong Kong
VT Vanguard Total World Stock Index Fund	7.40 mm	104.07 k shares	0.10	Common equity	Long	USA
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	6.66 mm	323.60 mm contracts	0.09	DFE	N/A	N/A
EWY iShares MSCI South Korea ETF	6.37 mm	126.37 k shares	0.08	Common equity	Long	USA
ISHARES MSCI MAL	4.91 mm	181.59 k shares	0.07	Common equity	Long	USA
3MO EURO EURIBOR Sep25	4.81 mm	4.33 k contracts	0.06	Interest rate derivative	Long	UK
3MO EURO EURIBOR Jun25	4.78 mm	4.77 k contracts	0.06	Interest rate derivative	Long	UK
EWY iShares MSCI South Korea ETF	4.60 mm	66.40 k shares	0.06	Common equity	Long	USA
EWY iShares MSCI South Korea ETF	3.72 mm	102.21 k shares	0.05	Common equity	Long	USA
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	3.55 mm	156.86 mm contracts	0.05	DFE	N/A	N/A
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	3.50 mm	166.30 mm contracts	0.05	DFE	N/A	N/A
3 MONTH SOFR FUT Sep25	3.39 mm	3.94 k contracts	0.04	Interest rate derivative	Long	USA
3MO EURO EURIBOR Dec25	3.37 mm	3.79 k contracts	0.04	Interest rate derivative	Long	UK
3 MONTH SOFR FUT Jun25	3.19 mm	3.97 k contracts	0.04	Interest rate derivative	Long	USA
3MO EURO EURIBOR Mar26	3.03 mm	3.15 k contracts	0.04	Interest rate derivative	Long	UK
3 MONTH SOFR FUT Dec25	3.02 mm	4.46 k contracts	0.04	Interest rate derivative	Long	USA
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	2.58 mm	15.59 bn contracts	0.03	DFE	N/A	N/A
S&P500 EMINI FUT Dec24	2.42 mm	1.90 k contracts	0.03	Equity derivative	Long	USA
JPN YEN CURR FUT Dec24	2.26 mm	-2.24 k contracts	0.03	DFE	Short	USA
CURRENCY CONTRACT - MXN DEUTSCHE BANK AKTIENGESELLSCHA	1.98 mm	174.66 mm contracts	0.03	DFE	N/A	N/A
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	1.98 mm	90.81 mm contracts	0.03	DFE	N/A	N/A
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	1.95 mm	60.41 mm contracts	0.03	DFE	N/A	N/A
CURRENCY CONTRACT - JPY DEUTSCHE BANK AKTIENGESELLSCHA	1.94 mm	187.18 mm contracts	0.03	DFE	N/A	N/A
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	1.91 mm	75.62 mm contracts	0.03	DFE	N/A	N/A
3MO EURO EURIBOR Jun26	1.85 mm	2.35 k contracts	0.02	Interest rate derivative	Long	UK
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	1.85 mm	73.37 mm contracts	0.02	DFE	N/A	N/A
3 MONTH SOFR FUT Mar26	1.81 mm	4.72 k contracts	0.02	Interest rate derivative	Long	USA
NASDAQ 100 E-MINI Dec24	1.63 mm	1.24 k contracts	0.02	Equity derivative	Long	USA
3 MONTH SOFR FUT Jun26	1.59 mm	2.56 k contracts	0.02	Interest rate derivative	Long	USA
3 MONTH SOFR FUT Sep26	1.54 mm	2.55 k contracts	0.02	Interest rate derivative	Long	USA
CURRENCY CONTRACT - CHF BANK OF AMERICA NA	1.53 mm	237.39 mm contracts	0.02	DFE	N/A	N/A
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	1.50 mm	61.95 mm contracts	0.02	DFE	N/A	N/A
3MO EURO EURIBOR Sep26	1.43 mm	1.84 k contracts	0.02	Interest rate derivative	Long	UK
COFFEE 'C' FUTURE Dec24	1.37 mm	276.00 contracts	0.02	Commodity derivative	Long	USA
FTSE CHINA A50 Oct24	1.33 mm	897.00 contracts	0.02	Equity derivative	Long	Singapore
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	1.25 mm	1.08 bn contracts	0.02	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	1.25 mm	7.94 bn contracts	0.02	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	1.04 mm	86.61 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	1.03 mm	31.64 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	1.03 mm	12.22 bn contracts	0.01	DFE	N/A	N/A
DAX INDEX FUTURE Dec24	880.92 k	308.00 contracts	0.01	Equity derivative	Long	Germany
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	855.69 k	7.98 bn contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	817.68 k	25.26 bn contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	814.59 k	59.17 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	768.20 k	26.15 bn contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - ZAR BANK OF AMERICA NA	757.93 k	22.20 mm contracts	0.01	DFE	N/A	N/A
3MO EURO EURIBOR Dec26	735.86 k	1.36 k contracts	0.01	Interest rate derivative	Long	UK
CURRENCY CONTRACT - ZAR BANK OF AMERICA NA	707.79 k	32.40 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - NOK BANK OF AMERICA NA	705.47 k	79.31 mm contracts	0.01	DFE	N/A	N/A
ICE 3MTH SONIA FU Sep25	683.26 k	1.51 k contracts	0.01	Interest rate derivative	Long	UK
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	675.86 k	34.97 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - EUR DEUTSCHE BANK AKTIENGESELLSCHA	672.19 k	91.58 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - EUR DEUTSCHE BANK AKTIENGESELLSCHA	670.04 k	76.43 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	602.11 k	296.06 mm contracts	0.01	DFE	N/A	N/A
ICE 3MTH SONIA FU Jun25	553.28 k	991.00 contracts	0.01	Interest rate derivative	Long	UK
CURRENCY CONTRACT - EUR DEUTSCHE BANK AKTIENGESELLSCHA	526.05 k	78.21 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	510.69 k	40.65 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	503.61 k	25.60 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - ZAR BANK OF AMERICA NA	499.62 k	12.76 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	496.94 k	149.31 mm contracts	0.01	DFE	N/A	N/A
IBEX 35 INDX FUTR Oct24	487.94 k	351.00 contracts	0.01	Equity derivative	Long	Spain
DJIA MINI e-CBOT Dec24	483.40 k	916.00 contracts	0.01	Equity derivative	Long	USA
CURRENCY CONTRACT - ZAR BANK OF AMERICA NA	464.89 k	27.13 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - MXN DEUTSCHE BANK AKTIENGESELLSCHA	453.59 k	38.46 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	448.06 k	12.43 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	439.99 k	29.73 mm contracts	0.01	DFE	N/A	N/A
E-Mini Russ 2000 Dec24	432.82 k	935.00 contracts	0.01	Equity derivative	Long	USA
NATURAL GAS FUTR Dec24	415.22 k	487.00 contracts	0.01	Commodity derivative	Long	USA
BOVESPA INDEX FUT Oct24	412.69 k	-1.74 k contracts	0.01	Equity derivative	Short	Brazil
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	410.16 k	126.86 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	405.12 k	102.02 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	396.80 k	95.59 mm contracts	0.01	DFE	N/A	N/A
COPPER FUTURE Dec24	394.13 k	843.00 contracts	0.01	Commodity derivative	Long	USA
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	388.89 k	22.58 bn contracts	0.01	DFE	N/A	N/A
AUST 10Y BOND FUT Dec24	380.69 k	-436.00 contracts	0.01	Interest rate derivative	Short	Australia
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	378.82 k	50.75 mm contracts	0.01	DFE	N/A	N/A
CURRENCY CONTRACT - JPY DEUTSCHE BANK AKTIENGESELLSCHA	370.26 k	47.29 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - NOK BANK OF AMERICA NA	365.41 k	17.68 mm contracts	0.00	DFE	N/A	N/A
ICE 3MTH SONIA FU Dec25	356.35 k	1.40 k contracts	0.00	Interest rate derivative	Long	UK
CURRENCY CONTRACT - USD BANK OF AMERICA NA	353.31 k	870.96 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - NOK BANK OF AMERICA NA	346.68 k	61.64 mm contracts	0.00	DFE	N/A	N/A
JPN 10Y BOND(OSE) Dec24	343.25 k	114.00 contracts	0.00	Interest rate derivative	Long	Japan
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	338.06 k	5.56 bn contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	335.41 k	19.80 mm contracts	0.00	DFE	N/A	N/A
TTF NAT GAS F Nov24	333.81 k	400.00 contracts	0.00	Commodity derivative	Long	Netherlands
CURRENCY CONTRACT - CHF BANK OF AMERICA NA	330.51 k	123.05 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	328.05 k	98.27 mm contracts	0.00	DFE	N/A	N/A
TOPIX INDX FUTR Dec24	316.78 k	48.00 contracts	0.00	Equity derivative	Long	Japan
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	305.56 k	28.15 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	303.95 k	542.77 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	298.17 k	75.73 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	291.45 k	119.17 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	272.73 k	41.85 mm contracts	0.00	DFE	N/A	N/A
CHF CURRENCY FUT Dec24	270.14 k	-596.00 contracts	0.00	DFE	Short	USA
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	269.96 k	57.22 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - EUR DEUTSCHE BANK AKTIENGESELLSCHA	237.91 k	41.22 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	236.68 k	12.73 mm contracts	0.00	DFE	N/A	N/A
EURO FX CURR FUT Dec24	235.70 k	-1.21 k contracts	0.00	DFE	Short	USA
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	229.89 k	37.93 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - PLN BANK OF AMERICA NA	228.34 k	16.59 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	226.58 k	104.35 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - INR BANK OF AMERICA NA	222.41 k	75.46 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	219.62 k	91.49 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	219.10 k	66.87 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	216.12 k	221.08 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - GBP DEUTSCHE BANK AKTIENGESELLSCHA	214.03 k	10.66 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - ZAR BANK OF AMERICA NA	207.26 k	8.74 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	206.16 k	19.20 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	205.14 k	83.72 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	194.52 k	5.02 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	193.72 k	436.18 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - PLN BANK OF AMERICA NA	191.37 k	17.96 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	189.77 k	312.97 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	185.38 k	567.01 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - ILS BANK OF AMERICA NA	184.65 k	12.31 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	180.47 k	18.91 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	176.64 k	26.80 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	174.24 k	38.12 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	162.65 k	12.77 mm contracts	0.00	DFE	N/A	N/A
S&P/TSX 60 IX FUT Dec24	162.33 k	352.00 contracts	0.00	Equity derivative	Long	Canada
CURRENCY CONTRACT - CAD DEUTSCHE BANK AKTIENGESELLSCHA	160.45 k	59.12 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	157.14 k	21.02 mm contracts	0.00	DFE	N/A	N/A
EURO-BUND FUTURE Dec24	156.82 k	-575.00 contracts	0.00	Interest rate derivative	Short	Germany
EURO STOXX 50 Dec24	155.53 k	-498.00 contracts	0.00	Equity derivative	Short	Germany
CAN 10YR BOND FUT Dec24	152.13 k	746.00 contracts	0.00	Interest rate derivative	Long	Canada
CURRENCY CONTRACT - CHF BANK OF AMERICA NA	146.31 k	57.11 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SEK BANK OF AMERICA NA	142.88 k	45.92 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	142.05 k	9.37 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	136.18 k	41.63 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	133.21 k	43.50 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	127.86 k	100.32 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	125.69 k	53.40 mm contracts	0.00	DFE	N/A	N/A
CBOE VIX FUTURE Oct24	123.26 k	-574.00 contracts	0.00	Equity derivative	Short	USA
CURRENCY CONTRACT - USD BANK OF AMERICA NA	120.22 k	68.45 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - PLN BANK OF AMERICA NA	119.63 k	13.67 mm contracts	0.00	DFE	N/A	N/A
AUST 3YR BOND FUT Dec24	117.06 k	-1.14 k contracts	0.00	Interest rate derivative	Short	Australia
CBOE VIX FUTURE Nov24	112.58 k	-733.00 contracts	0.00	Equity derivative	Short	USA
LME PRI ALUM FUTR Dec24	112.02 k	-217.00 contracts	0.00	Commodity derivative	Short	UK
CURRENCY CONTRACT - CHF BANK OF AMERICA NA	109.28 k	52.26 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - PLN BANK OF AMERICA NA	100.52 k	34.32 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	99.92 k	70.01 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - NZD BANK OF AMERICA NA	97.36 k	55.93 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - CAD DEUTSCHE BANK AKTIENGESELLSCHA	95.87 k	51.89 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	95.34 k	37.38 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - NOK BANK OF AMERICA NA	94.16 k	22.54 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - BRL BANK OF AMERICA NA	93.58 k	3.49 mm contracts	0.00	DFE	N/A	N/A
S&P MID 400 EMINI Dec24	92.95 k	240.00 contracts	0.00	Equity derivative	Long	USA
KOSPI2 INX FUT Dec24	90.54 k	-78.00 contracts	0.00	Equity derivative	Short	Korea, Republic of
CURRENCY CONTRACT - ILS BANK OF AMERICA NA	85.24 k	11.36 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	83.80 k	207.81 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF AMERICA NA	82.22 k	77.02 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - SGD BANK OF AMERICA NA	80.69 k	5.97 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - BRL BANK OF AMERICA NA	78.70 k	2.15 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - EUR DEUTSCHE BANK AKTIENGESELLSCHA	77.62 k	10.54 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - BRL BANK OF AMERICA NA	77.33 k	2.21 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	76.60 k	55.56 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - BRL BANK OF AMERICA NA	75.48 k	2.61 mm contracts	0.00	DFE	N/A	N/A
ICE 3MTH SONIA FU Mar26	74.94 k	1.18 k contracts	0.00	Interest rate derivative	Long	UK
CURRENCY CONTRACT - AUD BANK OF AMERICA NA	70.66 k	122.23 mm contracts	0.00	DFE	N/A	N/A
CURRENCY CONTRACT - USD DEUTSCHE BANK AKTIENGESELLSCHA	70.65 k	42.35 mm contracts	0.00	DFE	N/A	N/A