NPORT-P false 0001535538 XXXXXXXX S000042023 C000130562 C000130563 C000130565 C000130561 C000130564 Franklin Alternative Strategies Funds 811-22641 0001535538 549300QVPTHF1B1GGL64 One Franklin Parkway San Mateo 94403-1906 650-312-2000 K2 Alternative Strategies Fund S000042023 5493004OBMCV3UPCSG65 2023-05-31 2023-05-31 N 2114381507.05 1265800329.39 848581177.66 0.00000000 26310932.43000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 645000.00000000 0.00000000 0.00000000 213267926.38000000 AUD BRL CNY CZK EUR GBP HKD INR JPY KRW MXN NZD SGD THB USD ZAR UST NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 122.00000000 NC USD 7442.00000000 0.000876993291 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 385.00000000 USD 2023-06-16 XXXX -137100.94000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -59.85000000 -0.00000705294 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -18607.26000000 USD 1044950.00000000 PHP 2023-09-20 -59.85000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 31205.26000000 0.003677345293 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2033-09-20 0.00000000 THB 0.00000000 THB 68520000.00000000 THB 31205.26000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -17406.33000000 -0.00205122744 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Equinor ASA Equinor ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 10679.00000000 NOK -17406.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3301.27000000 0.000389034082 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -712000.00000000 EUR 765407.69000000 USD 2023-06-23 3301.27000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 156.29000000 0.000018417801 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 BE Semiconductor Industries NV BE Semiconductor Industries NV Y 2023-07-17 0.00000000 EUR 0.00000000 EUR 771.00000000 EUR 156.29000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -9905.62000000 -0.00116731554 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Wayfair Inc Wayfair Inc Y 2024-05-13 0.00000000 USD 0.00000000 USD 101126.40000000 USD -9905.62000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -61.52000000 -0.00000724974 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2427.48000000 USD 2023-06-20 -61.52000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 453.99000000 0.000053499890 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -146451.95000000 USD 662081426.09000000 COP 2023-07-19 453.99000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14679.89000000 0.001729933492 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Grand City Properties SA Grand City Properties SA Y 2024-01-30 0.00000000 EUR 0.00000000 EUR 153491.26730000 EUR 14679.89000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 4862.28000000 0.000572989376 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MultiChoice Group MultiChoice Group Y 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 2010694.01000000 ZAR 4862.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 772.34000000 0.000091015452 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -120000.00000000 USD 9999120.00000000 INR 2023-06-21 772.34000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -1105.06000000 -0.00013022442 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -89461.00000000 SGD 100000.00000000 AUD 2023-06-21 -1105.06000000 N N N Climate Transition Capital Acq 98450041D8BBCFDFT410 000000000 52800.00000000 NS 570023.42000000 0.067173705357 Long EC CORP NL N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4138.86000000 -0.00048773884 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -144460.23000000 USD 233000.00000000 NZD 2023-06-23 -4138.86000000 N N N CDW LLC/CDW FINANCE N/A 12513GBH1 90000.00000000 PA USD 78131.25000000 0.009207280582 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2469.95000000 -0.00029106820 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Allreal Holding AG Allreal Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 214404.98000000 CHF -2469.95000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1425.76000000 0.000168016924 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 HSBC HOLDINGS HSBC HOLDINGS Y Default Event 2028-06-20 2267.78000000 USD 0.00000000 USD 144000.00000000 EUR -842.02000000 N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAA0 805000.00000000 PA USD 813123.71000000 0.095821558550 Long DBT CORP US N 2 2025-03-22 Fixed 5.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 42.00000000 NC USD 3990.00000000 0.000470196618 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.50000000 USD 2024-01-19 XXXX 218.86000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -38.00000000 -0.00000447806 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Pioneer Natural Resources Co Pioneer Natural Resources Co 100.00000000 230.00000000 USD 2023-06-16 XXXX 238.70000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -55.00000000 NC USD -5225.00000000 -0.00061573366 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Spectrum Brands Holdings Inc Spectrum Brands Holdings Inc 100.00000000 80.00000000 USD 2023-07-21 XXXX 121.47000000 N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAM3 -214000.00000000 PA USD -176550.00000000 -0.02080531652 Short DBT CORP US N 2 2025-10-01 Fixed 0.62500000 N N N N N Wayfair Inc USD XXXX N N N NuVasive Inc 549300C5ZB4NZ6TWM881 670704105 28951.00000000 NS USD 1104770.16000000 0.130190273963 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -24963.83000000 -0.00294183169 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -17606361.60000000 MXN 960000.00000000 USD 2023-07-20 -24963.83000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -2616.58000000 -0.00030834763 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2026-06-11 0.00000000 KRW 0.00000000 KRW 3520000000.00000000 KRW -2616.58000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -5801.20000000 -0.00068363524 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 CLOUDBERRY CLEAN ENERGY ASA CLOUDBERRY CLEAN ENERGY ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 441454.05000000 NOK -5801.20000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -120.00000000 NC USD -7920.00000000 -0.00093332261 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 35.00000000 USD 2023-07-19 XXXX 3553.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 20.59000000 0.000002426403 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1000.00000000 CHF 1121.63000000 USD 2023-06-23 20.59000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -25.00000000 NC USD 7342.85000000 0.000865309082 N/A DE CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short DOW JONES DOW JONES INDUSTRIAL AVERAGE 2023-06-16 -4129717.85000000 USD 7342.85000000 N N N Algonquin Power & Utilities Co 549300K5VIUTJXQL7X75 015857105 23570.00000000 NS 198630.42000000 0.023407356329 Long EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9878.19000000 -0.00116408309 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -372735.04000000 USD 339000.00000000 EUR 2023-06-23 -9878.19000000 N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 600000.00000000 PA USD 600915.60000000 0.070814156125 Long DBT USGA PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 176000.00000000 PA USD 134464.00000000 0.015845743876 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8000.08000000 -0.00094275953 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Elmos Semiconductor SE Elmos Semiconductor SE Y Equity - Performance Leg 2023-07-18 0.00000000 EUR 0.00000000 EUR 3501.00000000 EUR -8000.08000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -38851.23000000 -0.00457837517 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Progress Software Corp Progress Software Corp Y 2024-02-05 0.00000000 USD 0.00000000 USD 428565.83000000 USD -38851.23000000 N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 791000.00000000 PA USD 740364.06000000 0.087247287530 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N Argo Group International Holdi 549300M4T8Y5TTWI6O03 000000000 28256.00000000 NS USD 828183.36000000 0.097596244390 Long EC CORP BM N 1 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -62887.35000000 -0.00741088202 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1756262.91000000 USD 12000000.00000000 CNY 2023-07-18 -62887.35000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 6511.94000000 0.000767391520 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -187000.00000000 EUR 206635.97000000 USD 2023-06-20 6511.94000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 6898.21000000 0.000812911030 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -18482432.00000000 JPY 140000.00000000 USD 2023-06-21 6898.21000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 10559.42000000 0.001244361798 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -25276901.00000000 JPY 192591.78000000 USD 2023-06-21 10559.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14161.88000000 -0.00166888924 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Whitbread PLC Whitbread PLC Y Equity - Performance Leg 2024-04-12 0.00000000 GBP 0.00000000 GBP 124356.65000000 GBP -14161.88000000 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 -1525.00000000 NS USD -434365.75000000 -0.05118729491 Short EC CORP IL N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 175000.00000000 PA USD 177881.98000000 0.020962282063 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 962000.00000000 PA USD 817122.80000000 0.096292826368 Long DBT CORP US N 2 2026-12-15 Fixed 1.75000000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 90713.00000000 NS USD 9074021.39000000 1.069316834839 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9317.65000000 0.001098026947 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Brunel International NV Brunel International NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 9221.00000000 EUR 9317.65000000 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 -7590.00000000 NS USD -1096375.50000000 -0.12920101563 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 43039.23000000 0.005071904861 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Heidelberg Materials AG Heidelberg Materials AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3923.00000000 EUR 43039.23000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BE3 2400000.00000000 PA USD 1928824.80000000 0.227299974448 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AG6 243000.00000000 PA USD 258309.00000000 0.030440104824 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -17612.88000000 -0.00207556807 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2000000.00000000 USD 2628000000.00000000 KRW 2023-06-21 -17612.88000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 18.00000000 NC USD -50120.76000000 -0.00590641901 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Long GASOLINE RBOB GASOLINE RBOB 2023-06-30 1897633.56000000 USD -50120.76000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 1927.70000000 0.000227167423 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -50000.00000000 EUR 55440.00000000 USD 2023-06-21 1927.70000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -35.00000000 NC USD -5775.00000000 -0.00068054773 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 65.00000000 USD 2023-09-15 XXXX -1223.56000000 N N N Franchise Group Inc 549300MWCHSL8BSOMV77 35180X105 24627.00000000 NS USD 716645.70000000 0.084452226712 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -88576.99000000 -0.01043824590 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Tiger Brands Ltd Tiger Brands Ltd Y Equity - Performance Leg 2024-01-25 0.00000000 ZAR 0.00000000 ZAR 31356.00000000 ZAR -88576.99000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -202.00000000 NC USD -1010.00000000 -0.00011902220 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Industrial Select Sector SPDR Fund Industrial Select Sector SPDR Fund 100.00000000 85.00000000 USD 2023-06-16 XXXX 21397.87000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -19.00000000 NC -31380.62000000 -0.00369801037 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2023-06-08 -2367938.25000000 USD -31380.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -152909.96000000 -0.01801948523 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 mBank SA mBank SA Y Equity - Performance Leg 2023-07-14 0.00000000 USD 0.00000000 USD 330095.88980000 PLN -152909.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3695.10000000 0.000435444492 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -199000.00000000 NZD 123540.39000000 USD 2023-06-23 3695.10000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AHN6 205000.00000000 PA USD 197822.95000000 0.023312201025 Long DBT CORP FR N 2 N/A Fixed 6.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 9.56000000 0.000001126586 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 EUR 3220.11000000 USD 2023-06-20 9.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1635.91000000 -0.00019278179 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 VITEC SOFTWARE GROUP AB VITEC SOFTWARE GROUP AB Y 2024-05-22 0.00000000 SEK 0.00000000 SEK 1157294.49000000 SEK -1635.91000000 N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBA4 130000.00000000 PA USD 123236.92000000 0.014522702511 Long DBT CORP AU N 2 2027-09-15 Fixed 4.50000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2910.33000000 0.000342964241 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Medicover AB Medicover AB Y Equity - Performance Leg 2023-09-08 0.00000000 SEK 0.00000000 SEK 933891.54000000 SEK 2910.33000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -89.00000000 NC USD 71649.67000000 0.008443466799 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-09-17 -21452787.17000000 USD 71649.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15820.73000000 -0.00186437437 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ubisoft Entertainment SA Ubisoft Entertainment SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 201787.21000000 EUR -15820.73000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3278.68000000 0.000386371992 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -500000.00000000 USD 42179250.00000000 INR 2024-03-15 3278.68000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 157.87000000 0.000018603995 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -23000.00000000 CAD 17110.12000000 USD 2023-06-20 157.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 21397.77000000 0.002521593757 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Cyfrowy Polsat SA Cyfrowy Polsat SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 231415.10850000 PLN 21397.77000000 N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 57164YAE7 467000.00000000 PA USD 444350.50000000 0.052363935436 Long DBT CORP US N 2 2027-12-15 Fixed 3.25000000 N N N N Y Marriott Vacations Worldwide C USD XXXX N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAB2 810000.00000000 PA USD 807975.00000000 0.095214815184 Long DBT CORP US N 2 2023-06-01 Fixed 3.50000000 N N N N Y PRA Group Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -27262.53000000 -0.00321271915 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2023-06-19 0.00000000 USD 0.00000000 USD 773885.79000000 USD -27262.53000000 N N N SINO OCEAN LD TRS III N/A 000000000 330000.00000000 PA USD 48318.41000000 0.005694023302 Long DBT CORP VG N 2 N/A Fixed 6.94600000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 3099.20000000 0.000365221393 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -192527.00000000 AUD 128431.00000000 USD 2023-06-21 3099.20000000 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 5800.00000000 NS USD 1140570.00000000 0.134409061858 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -105.27000000 -0.00001240541 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2400000.00000000 SGD 1774959.67000000 USD 2023-06-05 -105.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 201.35000000 0.000023727841 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11000.00000000 CHF 12312.83000000 USD 2023-06-23 201.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7415.35000000 -0.00087385275 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 JTC PLC JTC PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 311130.42310000 GBP -7415.35000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16203.55000000 0.001909487321 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Deutsche Lufthansa AG Deutsche Lufthansa AG Y Equity - Performance Leg 2023-09-06 0.00000000 EUR 0.00000000 EUR 28043.00000000 EUR 16203.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 759.66000000 0.000089521193 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mobimo Holding AG Mobimo Holding AG Y Equity - Performance Leg 2024-01-23 0.00000000 CHF 0.00000000 CHF 155406.56860000 CHF 759.66000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 213.00000000 NC USD 66030.00000000 0.007781223734 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 100.00000000 USD 2023-08-18 XXXX 18524.81000000 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GE2 720000.00000000 PA USD 723307.56000000 0.085237285370 Long DBT CORP US N 2 2026-02-21 Fixed 4.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -729.70000000 -0.00008599059 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-04-12 0.00000000 GBP 0.00000000 GBP 355571.62000000 GBP -729.70000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 1265.15000000 0.000149090037 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -133421.00000000 SGD 100000.00000000 USD 2023-06-21 1265.15000000 N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 18220.00000000 0.002147113379 Long DBT CORP KY N 2 2024-06-04 Fixed 5.55000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 22854.52000000 0.002693262660 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 WAYFAIR INC Wayfair Inc Y 2024-05-11 0.00000000 USD 0.00000000 USD 300000.00000000 USD 22854.52000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 28.00000000 NC USD 2492.00000000 0.000293666659 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased United States Steel Corp United States Steel Corp 100.00000000 15.00000000 USD 2024-01-19 XXXX 279.19000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -882.87000000 -0.00010404072 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -200000.00000000 USD 266516.00000000 SGD 2024-01-22 -882.87000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1849.71000000 0.000217976788 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -100528.00000000 NZD 62392.00000000 USD 2023-06-21 1849.71000000 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 -389.00000000 NS USD -126872.35000000 -0.01495111526 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -66831.59000000 -0.00787568611 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Fielmann AG Fielmann AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 208533.32000000 EUR -66831.59000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 55.64000000 0.000006556827 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -14486.47000000 SGD 10775.99000000 USD 2023-06-21 55.64000000 N N N Eagle Bulk Shipping Inc 549300EC4INNZBWR8W37 000000000 -35145.00000000 NS USD -1380495.60000000 -0.16268279763 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7302.55000000 0.000860559978 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1936745856.00000000 KRW 1472663.83000000 USD 2023-08-10 7302.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 246.85000000 0.000029089733 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -10000.00000000 CHF 11257.28000000 USD 2023-06-23 246.85000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -13729.19000000 -0.00161789942 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Nordea Bank Abp Nordea Bank Abp Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 19691.00000000 SEK -13729.19000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 11530.85000000 0.001358838765 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2100000.00000000 SGD 1584233.35000000 USD 2024-03-20 11530.85000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -7640.78000000 -0.00090041827 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Orange SA Orange SA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 79857.24000000 EUR -7640.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -42431.27000000 -0.00500026056 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Next Fifteen Communications Gr Next Fifteen Communications Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 20873.00000000 GBP -42431.27000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -5180.72000000 -0.00061051554 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 WARSAW STOCK EXCHANGE WARSAW STOCK EXCHANGE Y Equity - Performance Leg 2023-12-22 0.00000000 USD 0.00000000 USD 68378.24860000 PLN -5180.72000000 N N N ORION BIOTECH OPPORTUNITI-A N/A 000000000 3392.00000000 NS USD 4.07000000 0.000000479624 Long EC CORP US N 2 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC 3976.27000000 0.000468578623 N/A DIR CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Y 2024-03-15 0.00000000 INR 0.00000000 INR 364000000.00000000 INR 3976.27000000 N N N SCRIPPS ESCROW INC N/A 81104PAA7 -137000.00000000 PA USD -105657.25000000 -0.01245104802 Short DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 29513.74000000 0.003478010210 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 BayWa AG BayWa AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 213888.69000000 EUR 29513.74000000 N N N Wayfair Inc 54930027N9ZAVYFDHK53 94419L101 2760.00000000 NS USD 111283.20000000 0.013114031153 Long EC CORP US N 1 N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AE7 733000.00000000 PA USD 697816.00000000 0.082233263990 Long DBT CORP US N 2 2053-03-31 Fixed 3.12500000 N N N N N Charter Communications Inc USD XXXX N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 3.00000000 NC USD 14850.00000000 0.001749979894 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1650.00000000 USD 2023-09-29 XXXX 2272.74000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3046.77000000 0.000359042844 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3366670.00000000 THB 100000.00000000 USD 2023-06-21 3046.77000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 4677.44000000 0.000551207135 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 IONIS PHARMACEUTICALS IN Ionis Pharmaceuticals Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 752000.00000000 USD 4677.44000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4.88000000 -0.00000057507 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 EUR 2135.48000000 USD 2023-06-20 -4.88000000 N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 400000.00000000 PA USD 289956.09000000 0.034169517028 Long DBT CORP VG N 2 2030-09-30 Fixed 3.62500000 N N N N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -5113.51000000 -0.00060259526 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1000000.00000000 USD 1343415.00000000 SGD 2023-07-10 -5113.51000000 N N N PHARMING NV 724500DCJ9MPG74JEH91 000000000 400000.00000000 PA 405113.41000000 0.047740089064 Long DBT CORP NL N 2 2025-01-21 Fixed 3.00000000 N N N N N Pharming Group NV EUR XXXX N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -8765.81000000 -0.00103299604 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Carlsberg AS Carlsberg AS Y Equity - Performance Leg 2023-09-12 0.00000000 DKK 0.00000000 DKK 2227.00000000 DKK -8765.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -10762.65000000 -0.00126831118 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -363096.55000000 USD 320000.00000000 CHF 2023-06-23 -10762.65000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -53.29000000 -0.00000627989 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -10267.12000000 USD 13770.00000000 SGD 2023-08-17 -53.29000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 23763.69000000 0.002800402675 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -500000.00000000 USD 7853000000.00000000 IDR 2023-06-21 23763.69000000 N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 10000.00000000 PA USD 9226.08000000 0.001087235993 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9126.71000000 0.001075525858 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Digital Value SpA Digital Value SpA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 78913.14000000 EUR 9126.71000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 15026.49000000 0.001770778140 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -55448500.00000000 PHP 1000000.00000000 USD 2023-08-16 15026.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4148.28000000 -0.00048884892 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -419241.66000000 USD 377000.00000000 CHF 2023-06-23 -4148.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 12647.05000000 0.001490375974 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Implenia AG Implenia AG Y Equity - Performance Leg 2024-05-09 0.00000000 CHF 0.00000000 CHF 3577.00000000 CHF 12647.05000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -1491.50000000 -0.00017576397 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -2100000.00000000 USD 16423520.00000000 HKD 2023-06-21 -1491.50000000 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 43499.00000000 NS USD 4416453.47000000 0.520451500253 Long EC CORP US N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 11800.08000000 0.001390565842 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-03-15 0.00000000 USD 0.00000000 USD 2550000.00000000 USD 11800.08000000 N N N FISKER INC 549300UUN5RWU44MBX79 33813JAA4 860000.00000000 PA USD 390270.31000000 0.045990922291 Long DBT CORP US N 2 2026-09-15 Fixed 2.50000000 N N N N N Fisker Inc USD XXXX N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -63030.04000000 -0.00742769715 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1609269.39000000 USD 11000000.00000000 CNY 2023-06-05 -63030.04000000 N N N Fluence Energy Inc N/A 34379V103 81147.00000000 NS USD 2012445.60000000 0.237154164266 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 193.80000000 0.000022838121 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Infineon Technologies AG Infineon Technologies AG Y Equity - Performance Leg 2024-05-30 0.00000000 EUR 0.00000000 EUR 3705.00000000 EUR 193.80000000 N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 404000.00000000 PA USD 360711.40000000 0.042507589078 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4515.14000000 -0.00053208109 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -228470.73000000 USD 344000.00000000 AUD 2023-06-23 -4515.14000000 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 1480.00000000 NS USD 620297.60000000 0.073098203958 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -107.12000000 -0.00001262342 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3361.91000000 USD 5000.00000000 AUD 2023-06-20 -107.12000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9896.47000000 0.001166237274 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1500000.00000000 SGD 1132930.51000000 USD 2024-03-13 9896.47000000 N N N EXPEDIA GROUP INC N/A 30212PAR6 30000.00000000 PA USD 25994.13000000 0.003063246120 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 665000.00000000 PA USD 358210.23000000 0.042212841791 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1290.87000000 0.000152120979 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Royal Bafokeng Platinum Ltd Royal Bafokeng Platinum Ltd Y Equity - Performance Leg 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 1563724.54000000 ZAR 1290.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1111.94000000 -0.00013103519 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -27610.40000000 USD 44000.00000000 NZD 2023-06-23 -1111.94000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 10.00000000 NC USD 10800.00000000 0.001272712650 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased BioMarin Pharmaceutical Inc BioMarin Pharmaceutical Inc 100.00000000 85.00000000 USD 2024-06-21 XXXX 2925.80000000 N N N VEECO INSTRUMENTS INC 5493004201F72ADDZW04 922417AF7 198000.00000000 PA USD 375952.50000000 0.044303657669 Long DBT CORP US N 2 2027-06-01 Fixed 3.75000000 N N N N Y Veeco Instruments Inc USD XXXX N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 -3000000.00000000 NC USD -2359.32000000 -0.00027803114 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Call Written STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP GB US N/A USD N/A KRW 2023-06-21 1.00000000 USD 375.00000000 USD 2023-06-21 XXXX 5719.68000000 N N N PAGERDUTY INC. 549300U1SB749EDAGH21 69553PAB6 230000.00000000 PA USD 234899.00000000 0.027681382310 Long DBT CORP US N 2 2025-07-01 Fixed 1.25000000 N N N N Y PagerDuty Inc USD XXXX N N N NEXI SPA 5493000P70CQRQG8SN85 000000000 600000.00000000 PA 482053.01000000 0.056806941126 Long DBT CORP IT N 2 2028-02-24 None 0.00000000 N N N N N Nexi SpA EUR XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 91.39000000 0.000010769741 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 AUD 4648.09000000 USD 2023-06-20 91.39000000 N N N CORNER GROWTH ACQUISITION -A N/A 000000000 5737.00000000 NS USD 516.33000000 0.000060846270 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 23551.35000000 0.002775379730 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1062000.00000000 AUD 714949.13000000 USD 2023-06-23 23551.35000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -94.00000000 NC -753.58000000 -0.00008880470 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Written DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 BANKS 50.00000000 85.00000000 EUR 2023-06-16 XXXX 3760.40000000 N N N GSR Mortgage Loan Trust N/A 36242DY31 6755.09790000 PA USD 6389.92000000 0.000753012224 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 6.50000000 N N N N N N TONGYANGLIFEINSURANCECO 9884007L6E9UAWKGCX42 000000000 400000.00000000 PA USD 349500.00000000 0.041186395503 Long DBT CORP KR N 2 N/A Fixed 5.25000000 N N N N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AN2 214000.00000000 PA USD 216568.00000000 0.025521188273 Long DBT CORP US N 2 2028-03-15 Fixed 3.75000000 N N N N Y Liberty Media Corp-Liberty Sir USD XXXX N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 20000.00000000 PA USD 19964.10000000 0.002352644688 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GG6 3000000.00000000 PA USD 2968155.21000000 0.349778581960 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 25000.00000000 PA USD 22343.76000000 0.002633072779 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8921.85000000 -0.00105138438 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AO WORLD PLC AO WORLD PLC Y Equity - Performance Leg 2023-11-30 0.00000000 GBP 0.00000000 GBP 223085.00000000 GBP -8921.85000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -114.81000000 -0.00001352964 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Pernod Ricard SA Pernod Ricard SA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 160966.29000000 EUR -114.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8091.16000000 -0.00095349274 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -372670.03000000 USD 560000.00000000 AUD 2023-06-23 -8091.16000000 N N N Cheesecake Factory Inc/The 529900872XMLK10SY247 163072101 -567.00000000 NS USD -17764.11000000 -0.00209338958 Short EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1262.83000000 0.000148816640 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-12-20 5981.43000000 USD 0.00000000 USD 127000.00000000 USD -4718.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7524.47000000 -0.00088671186 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -213489.74000000 USD 342000.00000000 NZD 2023-06-23 -7524.47000000 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 80.00000000 NS USD 27678.40000000 0.003261726836 Long EC CORP US N 1 N N N CERENCE INC 5493002WL2W5WMS89568 156727AB5 577000.00000000 PA USD 608480.40000000 0.071705620631 Long DBT CORP US N 2 2025-06-01 Fixed 3.00000000 N N N N Y Cerence Inc USD XXXX N N N Accor Acquisition Co SA 969500JI2HVV2LZYTU03 000000000 19215.00000000 NS 200768.04000000 0.023659261516 Long EC CORP FR N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 913000.00000000 PA USD 760001.38000000 0.089561423233 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AH8 25000.00000000 PA USD 27446.28000000 0.003234372941 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1766.17000000 0.000208132120 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -300000.00000000 EUR 323385.00000000 USD 2023-07-21 1766.17000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 15770.91000000 0.001858503395 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mercedes-Benz Group AG Mercedes-Benz Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3239.00000000 EUR 15770.91000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -1860.69000000 -0.00021927071 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -62085.00000000 USD 100000.00000000 NZD 2023-06-21 -1860.69000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 31500.00000000 NC USD 465.55000000 0.000054862164 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP DE US N/A JPY N/A USD 2023-08-17 1.00000000 USD 115.00000000 USD 2023-08-17 XXXX 172.60000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 192.00000000 NC USD 960.00000000 0.000113130013 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Purchased Sonos Inc Sonos Inc 100.00000000 15.00000000 USD 2023-06-02 XXXX -5459.28000000 N N N Ares Acquisition Corp II N/A 000000000 84363.00000000 NS USD 860502.60000000 0.101404865280 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 15830.20000000 0.001865490352 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -500000.00000000 USD 7734050000.00000000 IDR 2023-06-21 15830.20000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 10905.91000000 0.001285193483 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Burckhardt Compression Holding Burckhardt Compression Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 385.00000000 CHF 10905.91000000 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BW8 133000.00000000 PA USD 252447.30000000 0.029749340033 Long DBT CORP KY N 2 2029-09-30 Fixed 4.62500000 N N N N N Transocean Ltd USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1177.84000000 0.000138801098 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -630000.00000000 CAD 465560.56000000 USD 2023-06-23 1177.84000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C43 200000.00000000 PA USD 200594.20000000 0.023638775556 Long DBT CORP US N 2 2026-03-06 Fixed 6.95000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 74.61000000 0.000008792323 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -24000.00000000 CAD 17763.92000000 USD 2023-06-20 74.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -758.41000000 -0.00008937388 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -232530.00000000 USD 1643838.28000000 CNY 2023-06-15 -758.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -56507.86000000 -0.00665909891 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Drax Group PLC Drax Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 46446.00000000 GBP -56507.86000000 N N N Oak Woods Acquisition Corp N/A 67190B203 46800.00000000 NS USD 485784.00000000 0.057246615030 Long EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5333.69000000 -0.00062854210 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SThree PLC SThree PLC Y Equity - Performance Leg 2023-07-12 0.00000000 GBP 0.00000000 GBP 54648.00000000 GBP -5333.69000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 61.00000000 0.000007188469 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7309.54000000 USD 10000.00000000 CAD 2023-06-20 61.00000000 N N N Envista Holdings Corp 549300BX623VURJZ5269 29415F104 -30238.00000000 NS USD -964289.82000000 -0.11363554193 Short EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 206231.44000000 0.024303089136 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -10332000000.00000000 KRW 8000000.00000000 USD 2023-06-21 206231.44000000 N N N CoreVest American Finance Ltd N/A 21872GAG0 100000.00000000 PA USD 90534.22000000 0.010668893251 Long ABS-O CORP US N 2 2052-06-15 Fixed 3.42400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 40439.71000000 0.004765567639 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Cie Financiere Richemont SA Cie Financiere Richemont SA Y Equity - Performance Leg 2023-07-31 0.00000000 CHF 0.00000000 CHF 1418.00000000 CHF 40439.71000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 7226.42000000 0.000851588532 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -564000.00000000 EUR 610809.07000000 USD 2023-06-20 7226.42000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -9846.24000000 -0.00116031798 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -1785346.32000000 USD 2400000.00000000 SGD 2023-06-12 -9846.24000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 102.00000000 NC USD 45063.60000000 0.005310464241 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-29 11080905.15000000 USD 45063.60000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 264.62000000 0.000031183816 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Option Care Health Inc Option Care Health Inc Y 2024-05-15 0.00000000 USD 0.00000000 USD 1560.00000000 USD 264.62000000 N N N KOREA EXCHANGE N/A 000000000 257.00000000 NC -53534.46000000 -0.00630870226 N/A DIR CORP KR N 1 KOREA EXCHANGE N/A Long KOREA TREASURY BOND Korea Treasury Bond 2023-06-20 20268866.91000000 USD -53534.46000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 85030.52000000 0.010020316528 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -10076008.21000000 TRY 440963.16000000 USD 2023-12-11 85030.52000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 39.00000000 NC USD 1950.00000000 0.000229795339 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Veradigm Inc Veradigm Inc 100.00000000 10.00000000 USD 2023-09-15 XXXX 544.87000000 N N N NEOGAMES SA 222100MZTIQEZS4XY614 000000000 26013.00000000 NS USD 709374.51000000 0.083595362314 Long EC CORP IL N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6207.77000000 0.000731546982 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vesuvius PLC Vesuvius PLC Y Equity - Performance Leg 2024-04-26 0.00000000 GBP 0.00000000 GBP 37373.00000000 GBP 6207.77000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 -174000.00000000 PA USD -165684.24000000 -0.01952485447 Short DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 000000000 1.00000000 NC -2585.54000000 -0.00030468976 N/A DIR CORP US N 2 TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 Y 2023-06-21 0.00000000 EUR 0.00000000 EUR 40000000.00000000 EUR -2585.54000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -155947.58000000 -0.01837744980 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4408002.62000000 USD 6532000.00000000 AUD 2023-06-20 -155947.58000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -580.35000000 -0.00006839062 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 NORTHERN OIL AND GAS INC Northern Oil and Gas Inc Y 2024-03-16 0.00000000 USD 0.00000000 USD 284844.14000000 USD -580.35000000 N N N Cintas Corp N/A 172908105 4892.00000000 NS USD 2309708.88000000 0.272184788068 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -1089.13000000 -0.00012834717 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -425438.64000000 USD 553091510.00000000 KRW 2024-03-15 -1089.13000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 189.83000000 0.000022370281 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -24744.00000000 EUR 26672.00000000 USD 2023-06-21 189.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -685.42000000 -0.00008077247 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -201000.00000000 CAD 147462.53000000 USD 2023-06-20 -685.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -677.65000000 -0.00007985682 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -19949.25000000 USD 32000.00000000 NZD 2023-06-23 -677.65000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 10158.94000000 0.001197167727 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2100000.00000000 SGD 1582861.44000000 USD 2024-03-20 10158.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 68.53000000 0.000008075833 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -36000.00000000 CAD 26602.49000000 USD 2023-06-20 68.53000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 13204.00000000 NS USD 1079559.04000000 0.127219300689 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4702.29000000 0.000554135552 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -413000.00000000 AUD 273579.21000000 USD 2023-06-23 4702.29000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 5839.86000000 0.000688191083 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -13075019.00000000 JPY 100000.00000000 USD 2023-06-21 5839.86000000 N N N Bandwidth Inc 549300QC70JB7MUGXM66 05988J103 -1669.00000000 NS USD -19861.10000000 -0.00234050678 Short EC CORP US N 1 N N N DESKTOP METAL INC 254900C3ZY0EFO5PGJ27 25058XAC9 461000.00000000 PA USD 587544.50000000 0.069238455373 Long DBT CORP US N 2 2027-05-15 Fixed 6.00000000 N N N N Y Desktop Metal Inc USD XXXX N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -15896.45000000 -0.00187329750 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.NA.IG.40.V1 Y Default Event 2028-06-20 0.00000000 USD -12201.32000000 USD 1200000.00000000 USD -3695.13000000 N N N CARNIVAL TLB L+3 10/18/28 N/A 000000000 154608.59000000 PA USD 150421.02000000 0.017726179175 Long LON CORP US N 2 2028-10-18 Floating 8.40400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7800.74000000 0.000919268563 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Munich Re Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 654.00000000 EUR 7800.74000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -382.22000000 -0.00004504224 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -569956.91000000 USD 32274950.00000000 PHP 2024-09-20 -382.22000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 340000.00000000 PA USD 313191.05000000 0.036907612170 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -53.91000000 -0.00000635295 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16233.52000000 USD 13000.00000000 GBP 2023-06-23 -53.91000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -68302.45000000 -0.00804901779 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1400000.00000000 USD 9409946.00000000 CNY 2023-08-21 -68302.45000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 52625.17000000 0.006201548111 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 UNIBAIL-RODAMCO UNIBAIL-RODAMCO Y Default Event 2028-06-20 44361.14000000 USD 0.00000000 USD 724000.00000000 EUR 8264.03000000 N N N COLLEGIUM PHARMA INC 54930049FXZMTLW8D496 19459JAB0 635000.00000000 PA USD 553275.50000000 0.065200067426 Long DBT CORP US N 2 2029-02-15 Fixed 2.87500000 N N N N N Collegium Pharmaceutical Inc USD XXXX N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 2486.64000000 0.000293035017 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -266901.00000000 SGD 200000.00000000 USD 2023-06-21 2486.64000000 N N N Wolfspeed Inc 549300OGU88P3AW3TO93 977852102 -389.00000000 NS USD -18687.56000000 -0.00220221240 Short EC CORP US N 1 N N N JBS USA/FOOD/FINANCE N/A 46590XAE6 181000.00000000 PA USD 121207.01000000 0.014283490276 Long DBT CORP N/A N 2 2052-02-02 Fixed 4.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 155.24000000 0.000018294065 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 AUD 4060.99000000 USD 2023-06-20 155.24000000 N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAA2 465000.00000000 PA USD 549655.44000000 0.064773465930 Long DBT CORP CA N 2 2026-04-15 Fixed 2.50000000 N N N N Y Ivanhoe Mines Ltd CAD XXXX N N N TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 000000000 1.00000000 NC 2960.76000000 0.000348907102 N/A DIR CORP US N 2 TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 Y 2032-09-15 0.00000000 EUR 0.00000000 EUR 1276000.00000000 EUR 2960.76000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 212.00000000 NC USD 320650.00000000 0.037786602913 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 95.37500000 USD 2023-12-15 XXXX 140370.50000000 N N N Prestige Auto Receivables Trus N/A 74113NAG3 100000.00000000 PA USD 98705.99000000 0.011631885386 Long ABS-O CORP US N 2 2026-05-15 Fixed 3.90000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -42934.39000000 -0.00505955012 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 NATERA INC Natera Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 400000.00000000 USD -42934.39000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -44.92000000 -0.00000529354 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1626.11000000 USD 11000.00000000 DKK 2023-06-20 -44.92000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -60068.35000000 -0.00707868045 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 DAETWYLER HOLDING AG DAETWYLER HOLDING AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 260786.54000000 CHF -60068.35000000 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 3407.00000000 NS USD 183569.16000000 0.021632480761 Long EC CORP CA N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 206.27000000 0.000024307633 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -140000.00000000 AUD 151672.78000000 NZD 2023-06-21 206.27000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -12299.88000000 -0.00144946415 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -420267.00000000 SGD 300000.00000000 USD 2023-09-25 -12299.88000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -500.77000000 -0.00005901262 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -19211.75000000 USD 17000.00000000 CHF 2023-06-20 -500.77000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 1055000.00000000 PA USD 1038459.47000000 0.122375972663 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -1566.25000000 -0.00018457279 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2023-06-15 0.00000000 CNY 0.00000000 CNY 88000000.00000000 CNY -1566.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -146136.79000000 -0.01722130938 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6970000.00000000 CHF 7528136.00000000 USD 2023-06-23 -146136.79000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -9054.84000000 -0.00106705642 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2197577.04000000 USD 2045000.00000000 EUR 2023-06-20 -9054.84000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 378.15000000 0.000044562619 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -93922119.94000000 KRW 71202.75000000 USD 2023-06-15 378.15000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -3245.66000000 -0.00038248079 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1357946.11000000 USD 9600000.00000000 CNY 2023-07-18 -3245.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -15870.73000000 -0.00187026655 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vestel Elektronik Sanayi ve Ti Vestel Elektronik Sanayi ve Ticaret AS Y Equity - Performance Leg 2023-09-08 0.00000000 USD 0.00000000 USD 88881.33000000 USD -15870.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6311.73000000 0.000743798020 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -451000.00000000 GBP 567619.58000000 USD 2023-06-23 6311.73000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 21800.00000000 0.002568994054 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 4050.00000000 USD 2023-10-31 XXXX 1915.32000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -11205.58000000 -0.00132050772 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Sweco AB Sweco AB Y 2024-04-25 0.00000000 SEK 0.00000000 SEK 14555.00000000 SEK -11205.58000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -25075.15000000 -0.00295495005 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Transtema Group AB Transtema Group AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 28881.00000000 SEK -25075.15000000 N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 -323.00000000 NS USD -16902.59000000 -0.00199186482 Short EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13928.17000000 0.001641347977 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BOPARAN HOLDINGS PLC BOPARAN HOLDINGS PLC Y Default Event 2024-06-20 12895.75000000 USD 0.00000000 USD 72000.00000000 EUR 1032.42000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 45746.78000000 0.005390972744 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -12000000.00000000 CNY 1773573.75000000 USD 2024-03-21 45746.78000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 563.87000000 0.000066448563 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -113000.00000000 GBP 141192.63000000 USD 2023-06-20 563.87000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 876.67000000 0.000103310092 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -34000.00000000 USD 522920000.00000000 IDR 2023-06-21 876.67000000 N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAB6 333000.00000000 PA USD 245615.61000000 0.028944267969 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 799593.27000000 0.094227080572 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2027-12-20 626268.77000000 USD 0.00000000 USD 1120000.00000000 USD 173324.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2916.67000000 0.000343711371 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Lookers PLC Lookers PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 92178.00000000 GBP 2916.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3744.85000000 -0.00044130721 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AMERICAN AXLE & MFG INC American Axle & Manufacturing Inc Y Default Event 2027-06-20 0.00000000 USD -1932.38000000 USD 134000.00000000 USD -1812.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16790.05000000 0.001978602689 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Siegfried Holding AG Siegfried Holding AG Y Equity - Performance Leg 2023-11-09 0.00000000 CHF 0.00000000 CHF 267.00000000 CHF 16790.05000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 81.00000000 NC USD 810.00000000 0.000095453448 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Barclays PLC Barclays PLC 100.00000000 3.00000000 USD 2024-01-19 XXXX 322.38000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -17859.50000000 -0.00210463070 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kesko Oyj Kesko Oyj Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 9372.00000000 EUR -17859.50000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 29748.48000000 0.003505672855 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Betsson AB Betsson AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 46713.00000000 SEK 29748.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2230.61000000 0.000262863478 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Sindall Group PLC Morgan Sindall Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 13665.00000000 GBP 2230.61000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 12811.17000000 0.001509716493 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SALMON EVOLUTION ASA SALMON EVOLUTION ASA Y Equity - Performance Leg 2023-07-12 0.00000000 NOK 0.00000000 NOK 1432381.94000000 NOK 12811.17000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14039.57000000 0.001654475773 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 LUZERNER KANTONALBANK AG LUZERNER KANTONALBANK AG Y Equity - Performance Leg 2023-12-22 0.00000000 CHF 0.00000000 CHF 94177.83720000 CHF 14039.57000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -3081.39000000 -0.00036312259 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -151194.44000000 USD 200000.00000000 SGD 2023-07-10 -3081.39000000 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 210000.00000000 PA 205837.96000000 0.024256719971 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -17117.12000000 -0.00201714584 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Heijmans NV Heijmans NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 25288.00000000 EUR -17117.12000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 160.27000000 0.000018886820 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 EUR 8721.73000000 USD 2023-06-20 160.27000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -35.25000000 -0.00000415399 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 CAD 2912.97000000 USD 2023-06-20 -35.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 23531.32000000 0.002773019319 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 KOC Holding AS KOC Holding AS Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 83366.00000000 TRY 23531.32000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -7531.01000000 -0.00088748256 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -500000.00000000 USD 27723250.00000000 PHP 2023-08-16 -7531.01000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -24.00000000 NC USD -66000.00000000 -0.00777768842 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 3750.00000000 USD 2023-10-20 XXXX 29327.42000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 6976.79000000 0.000822171193 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2025-06-20 27047.87000000 USD 0.00000000 USD 288000.00000000 USD -20071.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 4632.60000000 0.000545923020 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -600000.00000000 USD 801546000.00000000 KRW 2023-06-21 4632.60000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 13738.38000000 0.001618982409 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -25864174.00000000 JPY 200000.00000000 USD 2023-06-21 13738.38000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -6204.23000000 -0.00073112981 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -300000.00000000 USD 397008.00000000 SGD 2023-06-21 -6204.23000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -100424.31000000 -0.01183437868 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2040000.00000000 USD 13705291.00000000 CNY 2023-08-21 -100424.31000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -9076.89000000 -0.00106965488 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2071115.12000000 PLN 478591.25000000 USD 2023-07-20 -9076.89000000 N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 200000.00000000 PA USD 162594.00000000 0.019160688957 Long DBT CORP LU N 2 2024-11-26 Fixed 6.87500000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 200000.00000000 PA USD 26294.51000000 0.003098644029 Long DBT CORP KY N 2 N/A Fixed 7.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 855.95000000 0.000100868369 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -322787.00000000 SGD 240000.00000000 USD 2023-07-20 855.95000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 2479.24000000 0.000292162973 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -266911.00000000 SGD 200000.00000000 USD 2023-06-21 2479.24000000 N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AJ1 766000.00000000 PA USD 700507.00000000 0.082550381559 Long DBT CORP US N 2 2049-12-01 Fixed 2.75000000 N N N N Y Sirius XM Holdings Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1182.66000000 -0.00013936910 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SEEING MACHINES LTD SEEING MACHINES LTD Y Equity - Performance Leg 2023-08-04 0.00000000 GBP 0.00000000 GBP 50757.05430000 GBP -1182.66000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2829.67000000 -0.00033345896 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Oriola Oyj Oriola Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 35648.00000000 EUR -2829.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 241.40000000 0.000028447484 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -216664.16000000 USD 197000.00000000 CHF 2023-06-23 241.40000000 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 21792.00000000 PA USD 871.68000000 0.000102722052 Long DBT CORP KY N 2 2031-01-31 None 0.00000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 8868.55000000 0.001045103312 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Sectra AB Sectra AB Y Equity - Performance Leg 2024-05-06 0.00000000 SEK 0.00000000 SEK 10029.00000000 SEK 8868.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -101356.17000000 -0.01194419257 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Fevertree Drinks PLC Fevertree Drinks PLC Y Equity - Performance Leg 2023-07-25 0.00000000 GBP 0.00000000 GBP 267551.72450000 GBP -101356.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -879.13000000 -0.00010359998 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -35011.48000000 USD 31000.00000000 CHF 2023-06-23 -879.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -205.71000000 -0.00002424164 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -107240.02000000 USD 86000.00000000 GBP 2023-06-23 -205.71000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 210.04000000 0.000024751904 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 EUR 7701.31000000 USD 2023-06-20 210.04000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 30000.00000000 PA USD 24308.40000000 0.002864593351 Long DBT CORP US N 2 N/A Fixed 5.75000000 N N N N N Liberty Media Corp-Liberty Sir N/A 531229409 -3145.00000000 NS USD -87997.10000000 -0.01036990948 Short EC CORP US N 1 N N N Mercury Financial Credit Card N/A 58940BAS5 100000.00000000 PA USD 97733.98000000 0.011517340069 Long ABS-O CORP US N 2 2027-09-20 Fixed 9.59000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 6730.86000000 0.000793189877 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Mycronic AB Mycronic AB Y 2024-03-08 0.00000000 SEK 0.00000000 SEK 12111.00000000 SEK 6730.86000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -2109.74000000 -0.00024861970 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2026-06-20 0.00000000 USD -1105.22000000 USD 144000.00000000 USD -1004.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 262.31000000 0.000030911597 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -12000.00000000 AUD 8073.80000000 USD 2023-06-20 262.31000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 5820.51000000 0.000685910806 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -7025000.00000000 CNY 1000000.00000000 USD 2023-08-21 5820.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -49056.06000000 -0.00578095075 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AB DYNAMICS PLC AB DYNAMICS PLC Y Equity - Performance Leg 2023-07-18 0.00000000 GBP 0.00000000 GBP 80670.80250000 GBP -49056.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -39222.33000000 -0.00462210699 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Credit Agricole SA Credit Agricole SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 163249.14520000 EUR -39222.33000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -11791.51000000 -0.00138955592 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Veidekke ASA Veidekke ASA Y Equity - Performance Leg 2023-08-24 0.00000000 NOK 0.00000000 NOK 13043.00000000 NOK -11791.51000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -27226.81000000 -0.00320850977 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1000000.00000000 USD 6803000.00000000 CNY 2023-12-21 -27226.81000000 N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AG6 1179000.00000000 PA USD 285907.50000000 0.033692415944 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N 3.2265 shares of S US and .786 CTL US or Cash USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 6573.58000000 0.000774655409 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Adesso SE Adesso SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 107868.73000000 EUR 6573.58000000 N N N Ahren Acquisition Corp N/A 000000000 51027.00000000 NS USD 538334.85000000 0.063439404994 Long EC CORP KY N 1 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 -412.00000000 NS USD -510468.00000000 -0.06015547050 Short EC CORP UY N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 33385.36000000 0.003934256483 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -2633600.00000000 SGD 2000000.00000000 USD 2024-01-10 33385.36000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 50.00000000 NC USD 30468.80000000 0.003590558075 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Put Purchased BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short US TREASURY N/B United States Treasury Note/Bond 2023-09-29 0.00000000 USD 200000.00000000 102.12500000 USD 2023-08-25 XXXX 6549.30000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -60842.21000000 -0.00716987503 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1750087.50000000 USD 12000000.00000000 CNY 2023-06-21 -60842.21000000 N N N HEDOSOPHIA EUROPEAN GROWTH 549300Q5OZTF68OGPY72 000000000 12932.00000000 NS 13.82000000 0.000001628600 Long EC CORP GB N 2 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 1140.81000000 0.000134437344 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -20670495.00000000 JPY 150000.00000000 USD 2023-06-21 1140.81000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4680.10000000 -0.00055152059 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 TRANSMEDICS GROUP INC TransMedics Group Inc Y 2024-05-12 0.00000000 USD 0.00000000 USD 113000.00000000 USD -4680.10000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4502.90000000 0.000530638684 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Symrise AG Symrise AG Y Equity - Performance Leg 2023-09-27 0.00000000 EUR 0.00000000 EUR 162064.53020000 EUR 4502.90000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -78.22000000 -0.00000921773 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4358.95000000 USD 4000.00000000 EUR 2023-06-20 -78.22000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 5348.74000000 0.000630315654 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 EMS-Chemie Holding AG EMS-Chemie Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 135958.77890000 CHF 5348.74000000 N N N PAR Technology Corp 549300HYPTHBJQINVG57 698884103 -3403.00000000 NS USD -117641.71000000 -0.01386334190 Short EC CORP US N 1 N N N WESTPAC BANKING CORP NZ EN5TNI6CI43VEPAMHL14 96122UAA2 200000.00000000 PA USD 165973.13000000 0.019558898355 Long DBT CORP NZ N 2 N/A Fixed 5.00000000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 748000.00000000 PA USD 724370.68000000 0.085362567432 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N Clearway Energy Inc 549300LHAZ9HA9G3XC48 18539C105 6506.00000000 NS USD 178784.88000000 0.021068683198 Long EC CORP US N 1 N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 91337CAA4 518000.00000000 PA USD 520868.17000000 0.061381065679 Long DBT CORP US N 2 2027-12-01 Fixed 5.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11770.72000000 -0.00138710594 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Arkema SA Arkema SA Y Equity - Performance Leg 2024-05-08 0.00000000 EUR 0.00000000 EUR 1980.00000000 EUR -11770.72000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 14170.56000000 0.001669912127 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Ringkjoebing Landbobank A/S Ringkjoebing Landbobank A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 1949725.55000000 DKK 14170.56000000 N N N BENTLEY SYSTEMS 549300WVEHPGE0Z56F71 08265TAD1 235000.00000000 PA USD 207046.54000000 0.024399143588 Long DBT CORP US N 2 2027-07-01 Fixed 0.37500000 N N N N Y Bentley Systems Inc USD XXXX N N N John Wood Group PLC 549300PLYY6I10B6S323 000000000 130863.00000000 NS 228782.13000000 0.026960547325 Long EC CORP GB N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1926.80000000 0.000227061364 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RAKUTEN GROUP INC RAKUTEN GROUP INC Y Default Event 2023-12-20 2185.39000000 USD 0.00000000 USD 43477000.00000000 JPY -258.59000000 N N N Revance Therapeutics Inc 549300N33TFDZHS81H11 761330109 -6918.00000000 NS USD -211414.08000000 -0.02491383094 Short EC CORP US N 1 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 175000.00000000 PA USD 127400.00000000 0.015013295528 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N N Snap Inc USD XXXX N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -13060.52000000 -0.00153910083 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -200000.00000000 USD 25958300.00000000 JPY 2023-06-21 -13060.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -243.77000000 -0.00002872677 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7735.04000000 USD 7000.00000000 EUR 2023-06-20 -243.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -20227.05000000 -0.00238363170 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ecopro BM Co Ltd Ecopro BM Co Ltd Y 2024-05-13 0.00000000 USD 0.00000000 USD 163626.78000000 KRW -20227.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8474.47000000 -0.00099866344 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -326829.95000000 USD 489000.00000000 AUD 2023-06-23 -8474.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -799.23000000 -0.00009418427 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -8377100.00000000 INR 100000.00000000 USD 2023-09-20 -799.23000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -17912.31000000 -0.00211085403 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2025-09-20 0.00000000 CNY 0.00000000 CNY 11250000.00000000 CNY -17912.31000000 N N N Braemar Hotels & Resorts Inc 549300JDUUEBN868C776 10482B101 -61966.00000000 NS USD -253440.94000000 -0.02986643431 Short EC CORP US N 1 N N N UPWORK INC 5493004QJ6WWBXVE2S70 91688FAB0 154000.00000000 PA USD 124062.40000000 0.014619980181 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N Y Upwork Inc USD XXXX N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 15985.96000000 0.001883845696 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2024-03-15 0.00000000 INR 0.00000000 INR 350000000.00000000 INR 15985.96000000 N N N BLOOM ENERGY CORP 549300XB5J9BFW5JXV97 093712AJ6 278000.00000000 PA USD 285116.80000000 0.033599236879 Long DBT CORP US N 2 2028-06-01 Fixed 3.00000000 N N N N Y Bloom Energy Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 480.36000000 0.000056607430 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -448745.36000000 USD 408000.00000000 CHF 2023-06-23 480.36000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 617.57000000 0.000072776773 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 UCB SA UCB SA Y 2023-11-21 0.00000000 EUR 0.00000000 EUR 97189.99000000 EUR 617.57000000 N N N RP ESCROW ISSUER LLC N/A 74969PAA6 -439000.00000000 PA USD -293574.67000000 -0.03459594411 Short DBT CORP US N 2 2025-12-15 Fixed 5.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4929.62000000 0.000580924975 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Koninklijke KPN NV Koninklijke KPN NV Y Equity - Performance Leg 2023-10-11 0.00000000 EUR 0.00000000 EUR 59353.00000000 EUR 4929.62000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 467.40000000 0.000055080175 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1884552.00000000 PHP 34000.00000000 USD 2023-06-21 467.40000000 N N N PELOTON I 05/25/27 N/A 000000000 409486.29000000 PA USD 407440.91000000 0.048014370425 Long LON CORP US N 2 2027-05-25 Floating 12.26300000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 37.23000000 0.000004387323 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 AUD 1339.15000000 USD 2023-06-20 37.23000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 37.00000000 NC 378702.23000000 0.044627696202 N/A DE CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Long NIKKEI NIKKEI 225 2023-06-08 7814012.76000000 USD 378702.23000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -383.71000000 -0.00004521783 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 3053700.00000000 TWD 2023-06-21 -383.71000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -9937.63000000 -0.00117108772 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -400000.00000000 USD 11918000.00000000 TWD 2023-07-20 -9937.63000000 N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 000000000 1874000.00000000 PA 1619672.85000000 0.190868345025 Long DBT NUSS TN N 2 2024-02-17 Fixed 5.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3725.00000000 0.000438968020 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -16406040.00000000 HKD 2100000.00000000 USD 2023-06-21 3725.00000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2636.18000000 0.000310657373 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Coloplast A/S Coloplast A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 1291753.21000000 DKK 2636.18000000 N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 -3001.00000000 NS USD -290676.86000000 -0.03425445527 Short EC CORP US N 1 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1272.74000000 0.000149984472 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -78890.00000000 SGD 59653.30000000 USD 2023-06-21 1272.74000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -21.97000000 -0.00000258902 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9000.00000000 EUR 9609.67000000 USD 2023-06-20 -21.97000000 N N N Industrials REIT Ltd 5493004JYL71EMLTB211 000000000 478925.00000000 NS 991938.74000000 0.116893794738 Long EC CORP GB N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -27699.73000000 -0.00326424044 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -487596.05000000 USD 63840600.00000000 JPY 2023-06-23 -27699.73000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC 4720.49000000 0.000556280309 N/A DIR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Y 2024-03-15 0.00000000 CNY 0.00000000 CNY 14200000.00000000 CNY 4720.49000000 N N N ATHENA CONSUMER ACQUISITIO-A 549300I3J7Y1D6R3A720 04684M114 13194.00000000 NS USD 560.75000000 0.000066080890 Long EC CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 33.20000000 0.000003912412 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -12497.76000000 USD 17000.00000000 CAD 2023-06-23 33.20000000 N N N MULTIPLAN TLB L+ 09/01/28 N/A 000000000 133380.89000000 PA USD 112706.85000000 0.013281799427 Long LON CORP US N 2 2028-09-01 Floating 9.72600000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1695.82000000 0.000199841811 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -142000.00000000 CAD 106357.56000000 USD 2023-06-20 1695.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 24689.30000000 0.002909480041 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ASOS PLC ASOS PLC Y Equity - Performance Leg 2023-09-29 0.00000000 GBP 0.00000000 GBP 53334.48080000 GBP 24689.30000000 N N N Lithium Americas Corp 529900Q9ENG7EHHZ5R75 53680Q207 -2496.00000000 NS USD -50394.24000000 -0.00593864692 Short EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -883.66000000 -0.00010413382 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Orange Polska SA Orange Polska SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 17701.00000000 PLN -883.66000000 N N N Danimer Scientific Inc 549300L6Q02MAX72BH35 236272100 -20662.00000000 NS USD -59713.18000000 -0.00703682588 Short EC CORP US N 1 N N N Fannie Mae - CAS N/A 20754RAF3 100000.00000000 PA USD 98010.42000000 0.011549916799 Long ABS-MBS CORP US N 2 2041-10-25 Floating 8.07299000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 605.00000000 NS USD 36094.30000000 0.004253488169 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 94.00000000 NS USD 11658.82000000 0.001373919232 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20273.84000000 0.002389145615 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CVS Group PLC CVS Group PLC Y Equity - Performance Leg 2023-10-30 0.00000000 GBP 0.00000000 GBP 9981.00000000 GBP 20273.84000000 N N N Guangdong Investment Ltd N/A 000000000 1033586.00000000 NS 880806.48000000 0.103797550922 Long EC CORP HK N 1 N N N INSTITUTIONAL FIDUCIARY TRUST - MONEY MARKET PORTFOLIO 549300M4TP89K77LG374 457756500 3348000.00000000 NS USD 3348000.00000000 0.394540921733 Long STIV RF US N 1 N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -18.00000000 NC USD -33975.00000000 -0.00400374188 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 3700.00000000 USD 2023-09-15 XXXX 36188.94000000 N N N LONDON STOCK EXCHANGE PLC 213800D1EI4B9WTWWD28 000000000 618.00000000 NC 71110.43000000 0.008379920727 N/A DE CORP GB N 1 LONDON STOCK EXCHANGE PLC 213800D1EI4B9WTWWD28 Put Purchased Vodafone Group PLC Vodafone Group PLC 1000.00000000 80.00000000 GBP 2023-09-15 XXXX 31542.98000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -12051.83000000 -0.00142023300 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Solar A/S Solar A/S Y Equity - Performance Leg 2023-07-13 0.00000000 DKK 0.00000000 DKK 1685.00000000 DKK -12051.83000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 47875.86000000 0.005641871545 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Neste Oyj Neste Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 222745.73000000 EUR 47875.86000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -2466.66000000 -0.00029068049 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -200000.00000000 USD 266928.00000000 SGD 2023-06-21 -2466.66000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 582.32000000 0.000068622780 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Illimity Bank SpA Illimity Bank SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 40926.92000000 EUR 582.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 16533.33000000 0.001948349837 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -475000.00000000 EUR 524961.07000000 USD 2023-06-23 16533.33000000 N N N CSC Holdings 04/15/27 N/A 000000000 13997.65000000 PA USD 12405.42000000 0.001461901386 Long LON CORP US N 2 2028-01-18 Floating 9.55900000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1189.43000000 -0.00014016690 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -12162000.00000000 TWD 400000.00000000 USD 2023-09-22 -1189.43000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 21.00000000 NC USD 1260.00000000 0.000148483142 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Anywhere Real Estate Inc Anywhere Real Estate Inc 100.00000000 7.50000000 USD 2023-12-15 XXXX 178.50000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -27815.63000000 -0.00327789853 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Modern Times Group MTG AB Modern Times Group MTG AB Y Equity - Performance Leg 2024-05-08 0.00000000 SEK 0.00000000 SEK 25243.00000000 SEK -27815.63000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3.85000000 0.000000453698 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -68533.15000000 TWD 2239.50000000 USD 2023-06-21 3.85000000 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 -300482.00000000 PA USD -169895.26000000 -0.02002109691 Short DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Granite Construction Inc 549300OM4BWMCIXVCZ39 387328107 -3689.00000000 NS USD -133504.91000000 -0.01573272110 Short EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1880.82000000 -0.00022164290 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 0.00000000 USD -389.55000000 USD 218000.00000000 USD -1491.27000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 15.00000000 NC USD 1125.00000000 0.000132574234 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Groupon Inc Groupon Inc 100.00000000 4.00000000 USD 2023-09-15 XXXX -39.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4397.84000000 -0.00051825801 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -150229.39000000 USD 224000.00000000 AUD 2023-06-23 -4397.84000000 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 52998.00000000 NS USD 4452891.96000000 0.524745549068 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 177.05000000 0.000020864238 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17000.00000000 CAD 12706.98000000 USD 2023-06-20 177.05000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 360000.00000000 PA USD 217440.00000000 0.025623948035 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -3751.65000000 -0.00044210855 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2025-12-20 0.00000000 KRW 0.00000000 KRW 15136000000.00000000 KRW -3751.65000000 N N N REPAY HOLDINGS N/A 76029LAA8 489000.00000000 PA USD 394200.73000000 0.046454097778 Long DBT CORP US N 2 2026-02-01 None 0.00000000 N N N N Y Repay Holdings Corp USD XXXX N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 7802.56000000 0.000919483038 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2024-03-15 0.00000000 USD 0.00000000 USD 4120000.00000000 USD 7802.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10570.07000000 0.001245616834 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Picton Property Income Ltd Picton Property Income Ltd Y Equity - Performance Leg 2023-08-24 0.00000000 GBP 0.00000000 GBP 133890.02320000 GBP 10570.07000000 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255AV6 350000.00000000 PA USD 197120.00000000 0.023229362751 Long DBT CORP US N 2 2045-07-17 Fixed 5.55000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -76.00000000 NC USD -34960.00000000 -0.00411981798 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 80.00000000 USD 2023-09-15 XXXX 5714.45000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 669.61000000 0.000078909362 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -270000.00000000 DKK 39480.55000000 USD 2023-06-20 669.61000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -10697.42000000 -0.00126062423 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ELECTROLUX PROFESSIONAL AB ELECTROLUX PROFESSIONAL AB Y Equity - Performance Leg 2024-05-08 0.00000000 SEK 0.00000000 SEK 24138.00000000 SEK -10697.42000000 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 221743.00000000 NS USD 4377206.82000000 0.515826527294 Long EC CORP US N 1 N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AC6 80000.00000000 PA USD 58800.00000000 0.006929213320 Long DBT CORP US N 2 2029-12-01 Fixed 1.87500000 N N N N Y Wolfspeed Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 56860.23000000 0.006700623522 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -7400000.00000000 CNY 1104109.80000000 USD 2023-08-21 56860.23000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 175000.00000000 PA USD 145914.13000000 0.017195070293 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAJ7 100000.00000000 PA USD 71525.78000000 0.008428867135 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15255500 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 917.57000000 0.000108129902 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-06-21 0.00000000 EUR 0.00000000 EUR 40000000.00000000 EUR 917.57000000 N N N Univar Solutions Inc 549300VSXHFQVR770L55 91336L107 174803.00000000 NS USD 6226482.86000000 0.733752176447 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 62187.96000000 0.007328463279 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3817000.00000000 NZD 2360929.01000000 USD 2023-06-23 62187.96000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 105.61000000 0.000012445479 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 3068700.00000000 TWD 2023-06-21 105.61000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 106800.31000000 0.012585750522 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -20000000.00000000 CNY 2918144.59000000 USD 2023-06-05 106800.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -795.42000000 -0.00009373528 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Melia Hotels International SA Melia Hotels International SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 98441.21860000 EUR -795.42000000 N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 60000.00000000 PA USD 48781.26000000 0.005748567289 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 696.90000000 0.000082125319 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8394000.00000000 JPY 61165.78000000 USD 2023-06-23 696.90000000 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 -879000.00000000 PA USD -839380.76000000 -0.09891578815 Short DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -26760.16000000 -0.00315351797 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CentralNic Group PLC CentralNic Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 168021.00000000 GBP -26760.16000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 33.16000000 0.000003907699 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -108038.00000000 NZD 100000.00000000 AUD 2023-06-21 33.16000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -16748.93000000 -0.00197375695 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 NSI NV NSI NV Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 3633.00000000 EUR -16748.93000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 18229.85000000 0.002148274140 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Tenaris SA Tenaris SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 91238.04000000 EUR 18229.85000000 N N N CROWN PROPTECH ACQUISITION-A N/A 000000000 12844.00000000 NS USD 1284.40000000 0.000151358530 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5754.39000000 0.000678118976 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -509000.00000000 CAD 380915.12000000 USD 2023-06-20 5754.39000000 N N N LEARN CW INVESTMENT CORP-A N/A 000000000 9863.00000000 NS USD 465.53000000 0.000054859807 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -113.00000000 NC USD -30397.00000000 -0.00358209689 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Teck Resources Ltd Teck Resources Ltd 100.00000000 36.00000000 USD 2023-10-20 XXXX -8625.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8786.94000000 0.001035486083 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AECI Ltd AECI Ltd Y Equity - Performance Leg 2023-09-20 0.00000000 ZAR 0.00000000 ZAR 2803193.68630000 ZAR 8786.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -84.19000000 -0.00000992126 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -58316.31000000 USD 79000.00000000 CAD 2023-06-23 -84.19000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -254.00000000 NC USD -25400.00000000 -0.00299323160 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written TravelCenters of America Inc TravelCenters of America Inc 100.00000000 85.00000000 USD 2023-06-16 XXXX 30353.34000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -0.70000000 -0.00000008249 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -6730.00000000 SGD 4983.30000000 USD 2023-07-10 -0.70000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -38.43000000 -0.00000452873 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3248.98000000 USD 3000.00000000 EUR 2023-06-20 -38.43000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 29525.82000000 0.003479433762 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1834364.00000000 SGD 1400000.00000000 USD 2024-01-22 29525.82000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -41905.61000000 -0.00493831481 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 INNOVATEC SPA INNOVATEC SPA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 85465.00000000 EUR -41905.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1859.12000000 0.000219085698 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ARGAN SA ARGAN SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 46784.92490000 EUR 1859.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 923.35000000 0.000108811039 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -63000.00000000 NZD 38864.32000000 USD 2023-06-23 923.35000000 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAV3 -130000.00000000 PA USD -119794.00000000 -0.01411697585 Short DBT CORP US N 2 2026-09-19 Fixed 2.25000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 147.33000000 0.000017361921 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 AUD 108337.70000000 NZD 2023-06-21 147.33000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 49652.43000000 0.005851229240 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -5348208.04000000 EUR 5773551.03000000 USD 2023-06-21 49652.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -44.07000000 -0.00000519337 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4212.65000000 USD 29000.00000000 DKK 2023-06-20 -44.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -582.71000000 -0.00006866873 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -10675.26000000 USD 1401000.00000000 JPY 2023-06-23 -582.71000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -131.75000000 -0.00001552591 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -4227.00000000 USD 6800.00000000 NZD 2023-06-21 -131.75000000 N N N DREYFUS QII GOV CASH 289 N/A 000000000 16521436.18000000 NS USD 16521436.18000000 1.946948225455 Long STIV RF US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 17081.58000000 0.002012957681 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Patrick Industries Inc Patrick Industries Inc Y 2024-04-03 0.00000000 USD 0.00000000 USD 368381.00000000 USD 17081.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -26597.72000000 -0.00313437543 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Neinor Homes SA Neinor Homes SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 12455.00000000 EUR -26597.72000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 43237419.00000000 PA 1761400.63000000 0.207570080078 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N LUCID GROUP INC N/A 549498AA1 724000.00000000 PA USD 355846.00000000 0.041934232029 Long DBT CORP US N 2 2026-12-15 Fixed 1.25000000 N N N N Y Lucid Group Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -24508.88000000 -0.00288821866 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Emmi AG Emmi AG Y Equity - Performance Leg 2023-09-04 0.00000000 CHF 0.00000000 CHF 254479.74000000 CHF -24508.88000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 1773.68000000 0.000209017127 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Fiskars OYJ Abp Fiskars OYJ Abp Y Equity - Performance Leg 2023-08-23 0.00000000 EUR 0.00000000 EUR 18162.32000000 EUR 1773.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 530.97000000 0.000062571503 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Barclays PLC Barclays PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 105550.00000000 GBP 530.97000000 N N N Aareal Bank AG EZKODONU5TYHW4PP1R34 000000000 27338.00000000 NS 961390.98000000 0.113293931719 Long EC CORP DE N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -6.00000000 NC 12019.55000000 0.001416429013 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2023-06-08 -901558.80000000 USD 12019.55000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 10484.71000000 0.001235557690 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3401173.00000000 CNY 500000.00000000 USD 2024-03-15 10484.71000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 86998.06000000 0.010252178847 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 CARNIVAL CORP Carnival Corp Y Default Event 2027-06-20 105264.26000000 USD 0.00000000 USD 462000.00000000 USD -18266.20000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -23450.95000000 -0.00276354821 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Musti Group Oyj Musti Group Oyj Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 130593.15000000 EUR -23450.95000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 191.99000000 0.000022624824 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Barco NV Barco NV Y Equity - Performance Leg 2023-10-09 0.00000000 EUR 0.00000000 EUR 11596.00000000 EUR 191.99000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 15455.09000000 0.001821285977 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 GEO Group Inc/The GEO Group Inc/The Y 2024-02-01 0.00000000 USD 0.00000000 USD 680101.48000000 USD 15455.09000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 57.00000000 NC USD 9918.00000000 0.001168774450 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 23.00000000 USD 2023-07-19 XXXX -4775.41000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6612.39000000 -0.00077922892 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 STENA AB Stena AB Y Default Event 2027-06-20 748.85000000 USD 0.00000000 USD 142000.00000000 EUR -7361.24000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3491.55000000 -0.00041145739 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2028-06-21 0.00000000 MYR 0.00000000 MYR 1920000.00000000 MYR -3491.55000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 150000.00000000 PA USD 123039.27000000 0.014499410691 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N Affirm Inc N/A 00834JAC4 100000.00000000 PA USD 99221.89000000 0.011692680984 Long ABS-O CORP US N 2 2028-01-18 Fixed 8.12000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 20115.52000000 0.002370488590 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3613763.16000000 CNY 529635.00000000 USD 2023-06-15 20115.52000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 4886.58000000 0.000575852980 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Anora Group Oyj Anora Group Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 43497.96000000 EUR 4886.58000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -482.14000000 -0.00005681719 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Basilea Pharmaceutica AG Basilea Pharmaceutica AG Y Equity - Performance Leg 2024-05-08 0.00000000 CHF 0.00000000 CHF 4848.00000000 CHF -482.14000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 871.27000000 0.000102673736 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -68000.00000000 EUR 73643.65000000 USD 2023-06-20 871.27000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -22.00000000 NC USD -374.07000000 -0.00004408181 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short FEDERAL RESERVE BANK OF NEW YORK 30 DAY FEDERAL FUNDS 2023-07-31 -8692154.61000000 USD -374.07000000 N N N NEOGENOMICS INC N/A 64049MAA8 410000.00000000 PA USD 388731.25000000 0.045809553668 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y NeoGenomics Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -93.60000000 -0.00001103017 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 GBP 3639.91000000 USD 2023-06-20 -93.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6538.86000000 0.000770563874 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vicat SA Vicat SA Y Equity - Performance Leg 2023-08-08 0.00000000 EUR 0.00000000 EUR 111260.46730000 EUR 6538.86000000 N N N AASET 2021-2 Trust N/A 00258BAA2 232737.83000000 PA USD 199609.72000000 0.023522760727 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.79800000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9903.54000000 0.001167070430 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -275000.00000000 CHF 312690.49000000 USD 2023-06-23 9903.54000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 7955.97000000 0.000937561450 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-09-20 0.00000000 USD 0.00000000 USD 20250000.00000000 USD 7955.97000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 9918.78000000 0.001168866369 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2028-07-20 0.00000000 CZK 0.00000000 CZK 25004311.00000000 CZK 9918.78000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 16491.44000000 0.001943413362 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -83580000.00000000 PHP 1500000.00000000 USD 2023-09-20 16491.44000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -190.76000000 -0.00002247987 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -50000.00000000 USD 552308.90000000 NOK 2023-06-21 -190.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -13149.79000000 -0.00154962074 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -241055.67000000 USD 31636800.00000000 JPY 2023-06-23 -13149.79000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -191.10000000 -0.00002251994 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -7655.00000000 USD 6974.00000000 EUR 2023-06-21 -191.10000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 14197.15000000 0.001673045593 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-08-02 0.00000000 AUD 0.00000000 AUD 294000000.00000000 AUD 14197.15000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 1325700.00000000 PA USD 1098156.03000000 0.129410839989 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13815.67000000 0.001628090554 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 BNP Paribas SA BNP Paribas SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3766.00000000 EUR 13815.67000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -39112.84000000 -0.00460920428 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4375204.40000000 USD 5883000.00000000 CAD 2023-06-20 -39112.84000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 135000.00000000 PA USD 115246.13000000 0.013581037740 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 105000.00000000 PA USD 92130.37000000 0.010856989575 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD -19955.65000000 -0.00235164890 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-06-21 0.00000000 USD 0.00000000 USD 885000.00000000 USD -19955.65000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11840.09000000 0.001395280771 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2025-07-20 0.00000000 HKD 0.00000000 HKD 8112513.00000000 HKD 11840.09000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -45.61000000 -0.00000537485 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ALK-Abello A/S ALK-Abello A/S Y Equity - Performance Leg 2024-05-31 0.00000000 DKK 0.00000000 DKK 186513.91000000 DKK -45.61000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9607.36000000 0.001132167464 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ADVA Optical Networking SE ADVA Optical Networking SE Y Equity - Performance Leg 2024-01-30 0.00000000 EUR 0.00000000 EUR 105459.13460000 EUR 9607.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12790.36000000 -0.00150726416 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Clarkson PLC Clarkson PLC Y Equity - Performance Leg 2024-05-06 0.00000000 GBP 0.00000000 GBP 6261.00000000 GBP -12790.36000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -142.25000000 -0.00001676327 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17094.50000000 USD 23000.00000000 CAD 2023-06-20 -142.25000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 9170.99000000 0.001080743980 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1335000.00000000 SGD 1000000.00000000 USD 2023-08-31 9170.99000000 N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290889 69344.00000000 NS USD 416064.00000000 0.049030547807 Long EC CORP MX N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 412.41000000 0.000048599946 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -704000.00000000 EUR 753955.84000000 USD 2023-06-23 412.41000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -65630.33000000 -0.00773412511 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CropEnergies AG CropEnergies AG Y Equity - Performance Leg 2023-10-18 0.00000000 EUR 0.00000000 EUR 17554.00000000 EUR -65630.33000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 12.00000000 NC USD 59550.00000000 0.007017596143 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 4050.00000000 USD 2023-10-20 XXXX -24555.54000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 205000.00000000 PA USD 195652.00000000 0.023056368106 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N PONTEM CORP-CLASS A N/A 000000000 4749.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -318.35000000 -0.00003751556 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -106108.08000000 USD 85000.00000000 GBP 2023-06-23 -318.35000000 N N N INNOVIVA INC 549300ACOX4QTBES6535 45781MAD3 866000.00000000 PA USD 714519.85000000 0.084201708547 Long DBT CORP US N 2 2028-03-15 Fixed 2.12500000 N N N N N Innoviva Inc USD XXXX N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 -371000.00000000 PA USD -331752.26000000 -0.03909493502 Short DBT CORP JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -4964.61000000 -0.00058504832 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Saab AB Saab AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 2027.00000000 SEK -4964.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -50941.34000000 -0.00600311924 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Television Francaise 1 Television Francaise 1 Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 51817.00000000 EUR -50941.34000000 N N N Xometry Inc 5493006JFRGU7YRRXE44 98423F109 -2815.00000000 NS USD -51514.50000000 -0.00607066257 Short EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3933.49000000 0.000463537267 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2024-12-20 0.00000000 SGD 0.00000000 SGD 4236000.00000000 SGD 3933.49000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -2989.33000000 -0.00035227389 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -42155000.00000000 INR 500000.00000000 USD 2024-03-15 -2989.33000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 284.00000000 NC USD 40470.00000000 0.004769137127 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Vnet Group Inc Vnet Group Inc 100.00000000 4.00000000 USD 2023-06-16 XXXX 21010.85000000 N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBC0 -471000.00000000 PA USD -471700.08000000 -0.05558691288 Short DBT CORP MX N 2 2046-01-31 Fixed 6.12500000 N N N N N N Lehman XS Trust N/A 525221HA8 23964.96740000 PA USD 21230.42000000 0.002501872603 Long ABS-MBS CORP US N 2 2046-02-25 Floating 5.65800000 N N N N N N RIVERBED HLDGS CMN STOCK N/A 000000000 5404.00000000 NS USD 270.20000000 0.000031841385 Long EC CORP US N 2 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 137.29000000 0.000016178770 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 AUD 4693.99000000 USD 2023-06-20 137.29000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 308.57000000 0.000036363050 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CECONOMY AG CECONOMY AG Y Default Event 2023-12-20 1293.91000000 USD 0.00000000 USD 28000.00000000 EUR -985.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5761.88000000 0.000679001626 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -338000.00000000 EUR 367483.40000000 USD 2023-06-20 5761.88000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1951.60000000 0.000229983889 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -11522987513.00000000 IDR 770258.32000000 USD 2023-07-20 1951.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9340.55000000 0.001100725569 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1500000.00000000 SGD 1132374.59000000 USD 2024-03-13 9340.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4047.01000000 -0.00047691489 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 DAIMLER AG DAIMLER AG Y Default Event 2028-06-20 0.00000000 USD -3559.22000000 USD 292000.00000000 EUR -487.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -267.49000000 -0.00003152202 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -24490.45000000 USD 22000.00000000 CHF 2023-06-23 -267.49000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 6886.75000000 0.000811560541 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -2337120000.00000000 KRW 1800000.00000000 USD 2024-03-15 6886.75000000 N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 1383000.00000000 PA USD 1095336.00000000 0.129078517039 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Unity Software Inc USD XXXX N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -57352.70000000 -0.00675865804 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -1603592.05000000 USD 11000000.00000000 CNY 2023-06-05 -57352.70000000 N N N MITEK SYSTEMS INC 549300ABZAQ3R25XG118 606710AA9 933000.00000000 PA USD 789597.90000000 0.093049188549 Long DBT CORP US N 2 2026-02-01 Fixed 0.75000000 N N N N Y Mitek Systems Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1038.55000000 -0.00012238664 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -184000.00000000 GBP 227949.87000000 USD 2023-06-20 -1038.55000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1.03000000 0.000000121379 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3559.92000000 USD 27869.00000000 HKD 2023-06-21 1.03000000 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBM2 -563000.00000000 PA USD -539499.79000000 -0.06357668590 Short DBT CORP US N 2 2025-04-15 Fixed 2.65000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 8371.90000000 0.000986576207 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1120000.00000000 USD 93421440.00000000 INR 2023-06-21 8371.90000000 N N N Booz Allen Hamilton Holding Co 529900JPV47PIUWMA015 099502106 6447.00000000 NS USD 648439.26000000 0.076414523097 Long EC CORP US N 1 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 5.00000000 NC -15518.15000000 -0.00182871720 N/A DE CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long STANDARD AND POOR'S S&P/ASX 200 2023-06-15 592792.79000000 USD -15518.15000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -25096.18000000 -0.00295742831 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1200000.00000000 USD 1557540000.00000000 KRW 2023-06-21 -25096.18000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 3568.21000000 0.000420491296 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ETSY INC Etsy Inc Y 2024-05-19 0.00000000 USD 0.00000000 USD 128736.23000000 USD 3568.21000000 N N N KOREA EXCHANGE N/A 000000000 79.00000000 NC -52648.56000000 -0.00620430447 N/A DIR CORP KR N 1 KOREA EXCHANGE N/A Long KOREA TREASURY BOND Korea Treasury Bond 2023-06-20 6741087.10000000 USD -52648.56000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -40649.71000000 -0.00479031483 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CINEMARK HOLDINGS INC Cinemark Holdings Inc Y 2024-05-04 0.00000000 USD 0.00000000 USD 880000.00000000 USD -40649.71000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4175.74000000 0.000492084918 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -193315500.00000000 KRW 150000.00000000 USD 2023-06-21 4175.74000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 767.70000000 0.000090468657 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Siemens Healthineers AG Siemens Healthineers AG Y Equity - Performance Leg 2023-08-21 0.00000000 EUR 0.00000000 EUR 180985.43000000 EUR 767.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7506.84000000 -0.00088463428 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ascential PLC Ascential PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 121208.90870000 GBP -7506.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14947.03000000 0.001761414275 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Tritax EuroBox PLC Tritax EuroBox PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 64878.96580000 GBP 14947.03000000 N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 800000.00000000 PA USD 601679.41000000 0.070904166370 Long DBT CORP VG N 2 2029-05-29 Fixed 4.50000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 35000.00000000 PA USD 30033.50000000 0.003539260684 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -170.00000000 NC USD -51850.00000000 -0.00611019916 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 70.00000000 USD 2024-01-19 XXXX -14965.80000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 9.98000000 0.000001176080 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2498.98000000 USD 2023-06-20 9.98000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 91.87000000 0.000010826306 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4372.60000000 USD 2023-06-20 91.87000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2451.37000000 0.000288878667 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Swiss Re AG Swiss Re AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 1417.00000000 CHF 2451.37000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 6159.01000000 0.000725800920 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-03-15 0.00000000 USD 0.00000000 USD 1275000.00000000 USD 6159.01000000 N N N CONMED Corp Z6C0YCECH9DCU5ZIQW84 207410101 -1114.00000000 NS USD -135128.20000000 -0.01592401570 Short EC CORP US N 1 N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 57164YAD9 292000.00000000 PA USD 274188.00000000 0.032311345952 Long DBT CORP US N 2 2026-01-15 None 0.00000000 N N N N Y Marriott Vacations Worldwide C USD XXXX N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 436.31000000 0.000051416412 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 ONEOK Inc ONEOK Inc Y 2024-05-18 0.00000000 USD 0.00000000 USD 118137.58000000 USD 436.31000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 34.83000000 0.000004104498 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 EUR 3245.38000000 USD 2023-06-20 34.83000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 215277.53000000 0.025369114430 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2900000.00000000 EUR 3396074.00000000 USD 2025-03-31 215277.53000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHB0 137000.00000000 PA USD 135415.94000000 0.015957924069 Long DBT UST US N 2 2026-05-15 Fixed 3.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -520.43000000 -0.00006132943 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -18747.24000000 USD 28000.00000000 AUD 2023-06-20 -520.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2450.63000000 -0.00028879146 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -49425.17000000 USD 78000.00000000 NZD 2023-06-23 -2450.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -124.40000000 -0.00001465976 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CORP FINANCIERA ALBA SA CORP FINANCIERA ALBA SA Y 2024-03-13 0.00000000 EUR 0.00000000 EUR 123019.54540000 EUR -124.40000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3978.84000000 0.000468881481 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RAKUTEN GROUP INC RAKUTEN GROUP INC Y Default Event 2024-12-20 1485.94000000 USD 0.00000000 USD 12659000.00000000 JPY 2492.90000000 N N N DT Auto Owner Trust N/A 23346KAG5 100000.00000000 PA USD 99808.98000000 0.011761865880 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.44000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -445.78000000 -0.00005253239 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -48891.69000000 USD 44000.00000000 CHF 2023-06-23 -445.78000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3395.37000000 0.000400123180 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -181000.00000000 EUR 197109.91000000 USD 2023-06-21 3395.37000000 N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 214000.00000000 PA USD 212635.75000000 0.025057797132 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 21020.15000000 0.002477093594 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1550000.00000000 EUR 1686779.75000000 USD 2023-08-31 21020.15000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -1944.34000000 -0.00022912834 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -176175.00000000 SGD 120000.00000000 EUR 2023-06-21 -1944.34000000 N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAK8 437000.00000000 PA USD 997969.85000000 0.117604523441 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N Y ATI Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -23.87000000 -0.00000281293 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8131.47000000 USD 11000.00000000 CAD 2023-06-20 -23.87000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 27413.04000000 0.003230455815 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Cinemark Holdings Inc Cinemark Holdings Inc Y 2024-05-04 0.00000000 USD 0.00000000 USD 829526.88000000 USD 27413.04000000 N N N MARATHON DIGITAL HOLDING 549300M8ISKPTX2W7F94 565788AB2 334000.00000000 PA USD 159046.25000000 0.018742608743 Long DBT CORP US N 2 2026-12-01 Fixed 1.00000000 N N N N Y Marathon Digital Holdings Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 66.99000000 0.000007894353 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -22000.00000000 DKK 3229.36000000 USD 2023-06-20 66.99000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 18.00000000 NC 10255.03000000 0.001208491334 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Purchased DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 10.00000000 4200.00000000 EUR 2023-06-16 XXXX 6616.05000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2084.36000000 0.000245628827 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Covestro AG Covestro AG Y Equity - Performance Leg 2023-11-06 0.00000000 EUR 0.00000000 EUR 102011.84550000 EUR 2084.36000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 600000.00000000 PA USD 410759.10000000 0.048405398424 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1170.83000000 -0.00013797501 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -47397.96000000 USD 42000.00000000 CHF 2023-06-20 -1170.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 726.15000000 0.000085572249 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Mavi Giyim Sanayi Ve Ticaret A Mavi Giyim Sanayi Ve Ticaret AS Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 45412.00000000 TRY 726.15000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -1317.14000000 -0.00015521673 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 DEDICARE AB DEDICARE AB Y Equity - Performance Leg 2024-05-27 0.00000000 SEK 0.00000000 SEK 1582.00000000 SEK -1317.14000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -242218.67000000 -0.02854395977 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 CHART INDUSTRIES INC Chart Industries Inc Y 2024-03-27 0.00000000 USD 0.00000000 USD 816000.00000000 USD -242218.67000000 N N N Model N Inc 549300WCIL3W0EYSBN94 607525102 -1176.00000000 NS USD -37537.92000000 -0.00442360978 Short EC CORP US N 1 N N N EL PASO ENERGY CAP TRST N/A 283678209 114.00000000 NS USD 5324.94000000 0.000627510972 Long EP CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5281.21000000 0.000622357664 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -495000.00000000 AUD 327542.89000000 USD 2023-06-23 5281.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 10187.56000000 0.001200540415 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -23085000.00000000 JPY 176487.79000000 USD 2023-06-23 10187.56000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -12.14000000 -0.00000143062 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 GBP 7454.87000000 USD 2023-06-20 -12.14000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 28347.49000000 0.003340574920 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2025-07-20 0.00000000 HKD 0.00000000 HKD 18439143.00000000 HKD 28347.49000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 9254.50000000 0.001090585113 N/A DIR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Y 2024-12-20 0.00000000 USD 0.00000000 USD 2300000.00000000 USD 9254.50000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -50801.17000000 -0.00598660108 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ArcelorMittal SA ArcelorMittal SA Y Equity - Performance Leg 2024-02-28 0.00000000 EUR 0.00000000 EUR 9136.00000000 EUR -50801.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3.43000000 0.000000404204 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -7000.00000000 JPY 53.86000000 USD 2023-06-23 3.43000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 113.00000000 NC USD 23278.00000000 0.002743167137 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Teck Resources Ltd Teck Resources Ltd 100.00000000 45.00000000 USD 2023-10-20 XXXX -16539.43000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -3.00000000 NC USD -9.00000000 -0.00000106059 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Coca-Cola Co/The Coca-Cola Co/The 100.00000000 65.00000000 USD 2023-06-16 XXXX 203.27000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 30.00000000 NC USD 3240.00000000 0.000381813795 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 45.00000000 USD 2023-09-15 XXXX -2145.00000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -103190.43000000 -0.01216034867 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 InPost SA InPost SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 290043.45000000 EUR -103190.43000000 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 465000.00000000 PA 433096.60000000 0.051037733501 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AF0 550000.00000000 PA USD 510125.00000000 0.060115050089 Long DBT CORP US N 2 2025-03-01 Fixed 0.12500000 N N N N Y Block Inc USD XXXX N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -154.08000000 -0.00001815736 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -21559.00000000 USD 20000.00000000 EUR 2023-06-21 -154.08000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2751.25000000 -0.00032421765 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2400000.00000000 USD 3208690.00000000 SGD 2024-01-22 -2751.25000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1951.69000000 -0.00022999449 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Energy Transfer LP Energy Transfer LP Y 2024-01-26 0.00000000 USD 0.00000000 USD 3397.00000000 USD -1951.69000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -48168.70000000 -0.00567638091 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2033-07-20 0.00000000 CZK 0.00000000 CZK 52000000.00000000 CZK -48168.70000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 4.00000000 NC USD 842.00000000 0.000099224449 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Southwest Airlines Co Southwest Airlines Co 100.00000000 27.50000000 USD 2024-01-19 XXXX 25.88000000 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 10000.00000000 PA USD 9915.41000000 0.001168469235 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1406.83000000 -0.00016578614 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -33307.48000000 USD 49000.00000000 AUD 2023-06-23 -1406.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 981.47000000 0.000115660119 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -267000.00000000 CAD 197775.02000000 USD 2023-06-20 981.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 132615.13000000 0.015627866077 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Xior Student Housing NV Xior Student Housing NV Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 165334.35000000 EUR 132615.13000000 N N N Screaming Eagle Acquisition Co N/A 000000000 96744.00000000 NS USD 991626.00000000 0.116856940279 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 59.67000000 0.000007031737 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 AUD 2012.54000000 USD 2023-06-20 59.67000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3877.48000000 -0.00045693683 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Knorr-Bremse AG Knorr-Bremse AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 102948.63000000 EUR -3877.48000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -67.31000000 -0.00000793206 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -6359.06000000 USD 353600.00000000 PHP 2023-06-21 -67.31000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -40157.31000000 -0.00473228856 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2025-12-20 0.00000000 KRW -42944.16000000 KRW 1410000000.00000000 KRW 2786.85000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -28516.92000000 -0.00336054118 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -12422288000.00000000 IDR 800000.00000000 USD 2023-06-21 -28516.92000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -25004.60000000 -0.00294663618 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 MEDACTA GROUP SA MEDACTA GROUP SA Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 169254.42000000 CHF -25004.60000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -9742.17000000 -0.00114805398 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 12478260.00000000 JPY 2023-07-19 -9742.17000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -370.47000000 -0.00004365757 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -15779.51000000 USD 14000.00000000 CHF 2023-06-20 -370.47000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4260.38000000 -0.00050205921 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Tower Semiconductor Ltd Tower Semiconductor Ltd Y 2024-05-16 0.00000000 USD 0.00000000 USD 5040.00000000 USD -4260.38000000 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 410000.00000000 PA USD 361292.00000000 0.042576009168 Long DBT CORP MX N 2 N/A Fixed 5.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 39466.34000000 0.004650862055 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Verallia SA Verallia SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 7124.00000000 EUR 39466.34000000 N N N FORUM MERGER IV CORP-A N/A 349875112 704.00000000 NS USD 85.08000000 0.000010026147 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 1918.95000000 0.000226136290 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 CNX RESOURCES CORP CNX RESOURCES CORP Y 2024-05-31 0.00000000 USD 0.00000000 USD 150000.00000000 USD 1918.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1164.32000000 -0.00013720785 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -33660.76000000 USD 4511000.00000000 JPY 2023-06-23 -1164.32000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 66.00000000 NC USD 1056.00000000 0.000124443014 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 295.00000000 USD 2023-06-16 XXXX -58058.16000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 55.00000000 NC 149518.92000000 0.017619872315 N/A DE CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Long TPX INDEX TPX INDEX 2023-06-08 8243088.37000000 USD 149518.92000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -36745.72000000 -0.00433025395 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Wayfair Inc Wayfair Inc Y 2024-03-17 0.00000000 USD 0.00000000 USD 210321.96000000 USD -36745.72000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -67.45000000 -0.00000794856 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 EVN AG EVN AG Y 2024-03-18 0.00000000 EUR 0.00000000 EUR 4457.00000000 EUR -67.45000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -46.00000000 NC 5737.22000000 0.000676095599 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short INTERCONTENTIAL EXCHANGE 90 DAY AUSTRALIAN BANK BILL RATE 2023-06-08 -29629884.55000000 USD 5737.22000000 N N N Morgan Stanley BAML Trust N/A 61762TAH9 200000.00000000 PA USD 136985.94000000 0.016142938779 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35100300 N N N N N N SUSTAINABLE DEVELOPMENT AC-A N/A 86934L111 4181.00000000 NS USD 95.33000000 0.000011234046 Long EC CORP US N 1 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -2859.36000000 -0.00033695774 N/A DIR CORP AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 Y 2023-06-15 0.00000000 CNY -1994.03000000 CNY 46000000.00000000 CNY -865.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -354.60000000 -0.00004178739 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -69604.94000000 USD 9613000.00000000 JPY 2023-06-23 -354.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4203.00000000 0.000495297339 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 WAGA ENERGY SA WAGA ENERGY SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 39746.49500000 EUR 4203.00000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -32998.16000000 -0.00388862737 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1400000.00000000 USD 1845124.00000000 SGD 2023-07-20 -32998.16000000 N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC 2568.25000000 0.000302652246 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2028-09-20 0.00000000 CNY 0.00000000 CNY 14100000.00000000 CNY 2568.25000000 N N N HOMETOGO SE 2221001IK1TS34BCHL37 000000000 716.00000000 NS 0.77000000 0.000000090739 Long EC CORP LU N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 3.79000000 0.000000446627 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3258.58000000 USD 2023-06-20 3.79000000 N N N Sunnova Energy International I 549300JK1Y1VVC3JU540 86745K104 -7252.00000000 NS USD -128070.32000000 -0.01509228856 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8684.38000000 -0.00102340002 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -192366.86000000 USD 305000.00000000 NZD 2023-06-23 -8684.38000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 856.36000000 0.000100916685 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 AMC Entertainment Holdings Inc AMC Entertainment Holdings Inc Y 2024-01-30 0.00000000 USD 0.00000000 USD 19800.00000000 USD 856.36000000 N N N Structured Adjustable Rate Mor N/A 863579TM0 146869.54280000 PA USD 95085.52000000 0.011205235574 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.44800000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2715.98000000 0.000320061306 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -135000.00000000 GBP 170734.96000000 USD 2023-06-23 2715.98000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 54.00000000 NC USD 10584.00000000 0.001247258397 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 22.00000000 USD 2023-07-19 XXXX -1324.57000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -153.42000000 -0.00001807959 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9785.06000000 USD 9000.00000000 EUR 2023-06-20 -153.42000000 N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 900000.00000000 PA 641661.16000000 0.075615766280 Long DBT CORP AT N 2 2027-11-03 Fixed 2.12500000 N N N N N ams-OSRAM AG CHF XXXX N N N NUVASIVE INC 549300C5ZB4NZ6TWM881 670704AL9 655000.00000000 PA USD 658180.77000000 0.077562499302 Long DBT CORP US N 2 2023-06-01 Fixed 1.00000000 N N N N Y NuVasive Inc USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BT8 311000.00000000 PA USD 413319.00000000 0.048707066675 Long DBT CORP PA N 2 2024-10-01 Fixed 5.75000000 N N N N Y Carnival Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8156.86000000 0.000961235084 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -460000.00000000 AUD 307632.36000000 USD 2023-06-23 8156.86000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 400000.00000000 PA USD 299987.50000000 0.035351656140 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 -992.00000000 NS USD -331119.68000000 -0.03902038941 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5211.33000000 -0.00061412274 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Holcim AG Holcim AG Y Equity - Performance Leg 2024-05-09 0.00000000 CHF 0.00000000 CHF 1690.00000000 CHF -5211.33000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -10749.97000000 -0.00126681692 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Beijer Alma AB Beijer Alma AB Y Equity - Performance Leg 2024-01-24 0.00000000 SEK 0.00000000 SEK 801288.17000000 SEK -10749.97000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 40368.16000000 0.004757135918 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Deutsche Pfandbriefbank AG Deutsche Pfandbriefbank AG Y Equity - Performance Leg 2024-01-30 0.00000000 EUR 0.00000000 EUR 254101.67290000 EUR 40368.16000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1848.71000000 -0.00021785894 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -62391.00000000 USD 100528.00000000 NZD 2023-06-21 -1848.71000000 N N N BENSON HILL INC N/A 082490111 5669.00000000 NS USD 775.24000000 0.000091357199 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2114.60000000 0.000249192423 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ariston Holding NV Ariston Holding NV Y Equity - Performance Leg 2023-11-29 0.00000000 EUR 0.00000000 EUR 4737.00000000 EUR 2114.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9845.60000000 0.001160242562 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Almirall SA Almirall SA Y Equity - Performance Leg 2023-10-11 0.00000000 EUR 0.00000000 EUR 149784.30910000 EUR 9845.60000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 50426.74000000 0.005942476845 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Chemometec A/S Chemometec A/S Y Equity - Performance Leg 2023-11-15 0.00000000 DKK 0.00000000 DKK 3780.00000000 DKK 50426.74000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 10518.76000000 0.001239570270 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 D'ieteren Group D'ieteren Group Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 266918.81000000 EUR 10518.76000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -8.79000000 -0.00000103584 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 CAD 1465.32000000 USD 2023-06-20 -8.79000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3021.39000000 0.000356051969 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 EUR 110046.00000000 USD 2023-06-21 3021.39000000 N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAD1 749000.00000000 PA USD 636181.88000000 0.074970067301 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y BlackLine Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1103.02000000 -0.00012998402 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -59520.07000000 USD 97000.00000000 NZD 2023-06-23 -1103.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 103345.39000000 0.012178609745 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6532000.00000000 AUD 4355400.43000000 USD 2023-06-20 103345.39000000 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 000000000 615160.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 3 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 3969.90000000 0.000467827958 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Dermapharm Holding SE Dermapharm Holding SE Y Equity - Performance Leg 2024-03-18 0.00000000 EUR 0.00000000 EUR 711.00000000 EUR 3969.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -876246.56000000 -0.10326019278 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vodafone Group PLC Vodafone Group PLC Y 2024-02-08 0.00000000 GBP 0.00000000 GBP 1514437.00000000 GBP -876246.56000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 12275.27000000 0.001446564020 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Under Armour Inc Under Armour Inc Y 2024-03-15 0.00000000 USD 0.00000000 USD 91235.27000000 USD 12275.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -242.01000000 -0.00002851936 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -84225.36000000 USD 129000.00000000 AUD 2023-06-23 -242.01000000 N N N American Airlines Group Inc N/A 02376R102 -10141.00000000 NS USD -149883.98000000 -0.01766289236 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -17431.71000000 -0.00205421831 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 LiveChat Software SA LiveChat Software SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 5342.00000000 PLN -17431.71000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1998.12000000 0.000235465981 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -381941.41000000 RON 84105.20000000 USD 2023-07-20 1998.12000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 8.00000000 NC USD 5000.00000000 0.000589218819 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 2800.00000000 USD 2023-10-31 XXXX 70.64000000 N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 093712107 -34298.00000000 NS USD -470568.56000000 -0.05545357031 Short EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 265000.00000000 PA USD 236611.78000000 0.027883222752 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 32440.41000000 0.003822900018 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Northern Oil and Gas Inc Northern Oil and Gas Inc Y 2024-03-16 0.00000000 USD 0.00000000 USD 360473.44000000 USD 32440.41000000 N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AE4 1322000.00000000 PA USD 1210443.03000000 0.142643162712 Long DBT CORP KY N 2 2025-02-15 Fixed 8.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1597.08000000 0.000188205918 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -193287.61000000 USD 177000.00000000 CHF 2023-06-23 1597.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 697.50000000 0.000082196025 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -171285880.00000000 KRW 129860.41000000 USD 2023-06-15 697.50000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 104.62000000 0.000012328814 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3359.41000000 USD 2023-06-20 104.62000000 N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 000000000 -761000.00000000 PA USD -711059.38000000 -0.08379391373 Short DBT CORP CN N 2 N/A Fixed 3.20000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 277000.00000000 PA USD 246822.24000000 0.029086461790 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N 8X8 INC 254900XWSOC5U1BRW939 282914AE0 481000.00000000 PA USD 412457.50000000 0.048605544273 Long DBT CORP US N 2 2028-02-01 Fixed 4.00000000 N N N N Y 8x8 Inc USD XXXX N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 60000.00000000 PA USD 63662.52000000 0.007502230979 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -10259.22000000 -0.00120898510 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Koninklijke BAM Groep NV Koninklijke BAM Groep NV Y Equity - Performance Leg 2023-08-14 0.00000000 EUR 0.00000000 EUR 65032.00000000 EUR -10259.22000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 19.00000000 NC USD 30495.00000000 0.003593645581 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Illumina Inc Illumina Inc 100.00000000 195.00000000 USD 2023-09-15 XXXX 4407.45000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -187.31000000 -0.00002207331 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -103785.83000000 USD 8609740.00000000 INR 2023-09-20 -187.31000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 1159.64000000 0.000136656342 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -553091510.00000000 KRW 418374.82000000 USD 2023-06-21 1159.64000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 30.00000000 NC USD -3180.15000000 -0.00037476084 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long FEDERAL RESERVE BANK OF NEW YORK 30 DAY FEDERAL FUNDS 2023-05-31 11872254.60000000 USD -3180.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9.06000000 -0.00000106766 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1079.43000000 USD 1000.00000000 EUR 2023-06-23 -9.06000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 29865.59000000 0.003519473538 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -7000000.00000000 CNY 1036571.67000000 USD 2024-03-04 29865.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3454.59000000 -0.00040710188 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -192834.06000000 USD 172000.00000000 CHF 2023-06-23 -3454.59000000 N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 125000.00000000 PA USD 109533.75000000 0.012907869380 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 493.76000000 0.000058186536 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -89791.80000000 USD 82000.00000000 CHF 2023-06-23 493.76000000 N N N CARNIVAL TLB L+3 06/30/25 N/A 000000000 199487.18000000 PA USD 198177.55000000 0.023353988424 Long LON CORP US N 2 2025-06-30 Floating 8.15400000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30660.49000000 -0.00361314754 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Accor SA Accor SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 184163.82710000 EUR -30660.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2040.44000000 -0.00024045312 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -100000.00000000 AUD 699216.00000000 NOK 2023-06-21 -2040.44000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -35.25000000 -0.00000415399 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 CAD 2912.97000000 USD 2023-06-20 -35.25000000 N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 343000.00000000 PA USD 418974.50000000 0.049373532082 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 13457.10000000 0.001585835315 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2027-12-20 17891.59000000 USD 0.00000000 USD 144000.00000000 USD -4434.49000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -39867.97000000 -0.00469819164 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 JFE Holdings Inc JFE Holdings Inc Y Default Event 2028-06-20 0.00000000 USD -17840.04000000 USD 187961000.00000000 JPY -22027.93000000 N N N Software AG 529900M1LIO0SLOBAS50 000000000 38805.00000000 NS 1370754.72000000 0.161534895669 Long EC CORP DE N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 76420.03000000 0.009005623977 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2042-03-17 0.00000000 EUR 0.00000000 EUR 558230.00000000 EUR 76420.03000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -15.00000000 NC USD -19560.00000000 -0.00230502402 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3700.00000000 USD 2023-07-21 XXXX 10354.32000000 N N N DCAL AVIATION FINANCE LIMITED N/A 001406AB3 170624.18390000 PA USD 34727.82000000 0.004092457022 Long ABS-O CORP KY N 2 2040-02-15 Variable 7.07200000 N N N N N N Energy Harbor Corp 5493003HK03UVPUSUP12 29279N102 93724.00000000 NS USD 7246880.26000000 0.853999646796 Long EC CORP US N 1 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -34826.11000000 -0.00410403988 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1664069.71000000 USD 2200000.00000000 SGD 2023-07-10 -34826.11000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 16027.08000000 0.001888691432 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1013000.00000000 AUD 675447.13000000 USD 2023-06-20 16027.08000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 300000.00000000 PA 218213.21000000 0.025715066011 Long DBT CORP NL N 2 2033-07-13 Fixed 1.98500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 12662.01000000 0.001492138917 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -879056.48000000 USD 1200000.00000000 SGD 2023-09-25 12662.01000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 17.00000000 NC 32247.11000000 0.003800120819 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long COCOA COCOA 2023-07-14 463865.25000000 USD 32247.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 19567.77000000 0.002305939669 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1103000.00000000 AUD 737657.94000000 USD 2023-06-23 19567.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 278.03000000 0.000032764101 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -169995.63000000 USD 231000.00000000 CAD 2023-06-23 278.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 45364.50000000 0.005345923430 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-03-25 0.00000000 EUR 0.00000000 EUR 3525379.00000000 EUR 45364.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4943.48000000 -0.00058255829 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -87000.00000000 GBP 103335.42000000 USD 2023-06-23 -4943.48000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 796.39000000 0.000093849595 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -61000.00000000 AUD 40504.80000000 USD 2023-06-20 796.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -431.43000000 -0.00005084133 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -679974.86000000 USD 546000.00000000 GBP 2023-06-23 -431.43000000 N N N EUSTREAM AS 31570020000000003378 000000000 356000.00000000 PA 294143.35000000 0.034662959507 Long DBT CORP SK N 2 2027-06-25 Fixed 1.62500000 N N N N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC -15209.28000000 -0.00179231880 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2024-12-20 0.00000000 SGD 0.00000000 SGD 7650000.00000000 SGD -15209.28000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 101.06000000 0.000011909290 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10217.70000000 USD 14000.00000000 CAD 2023-06-20 101.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31248.53000000 0.003682444393 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Technip Energies NV Technip Energies NV Y Equity - Performance Leg 2023-08-07 0.00000000 EUR 0.00000000 EUR 9511.00000000 EUR 31248.53000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 68.24000000 0.000008041658 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7302.30000000 USD 10000.00000000 CAD 2023-06-20 68.24000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -50216.91000000 -0.00591774968 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Nokia Oyj Nokia Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 90158.00000000 EUR -50216.91000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3709.20000000 -0.00043710608 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1400000.00000000 USD 10881080.00000000 HKD 2023-12-15 -3709.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31145.73000000 0.003670330054 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Antin Infrastructure Partners Antin Infrastructure Partners SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 145047.80850000 EUR 31145.73000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 38883.53000000 0.004582181531 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -195058350.00000000 JPY 1450000.00000000 USD 2023-07-20 38883.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -11785.98000000 -0.00138890424 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -314711.51000000 USD 503000.00000000 NZD 2023-06-23 -11785.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5455.29000000 -0.00064287190 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -263099.46000000 USD 234000.00000000 CHF 2023-06-23 -5455.29000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 1257.51000000 0.000148189711 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -100000.00000000 AUD 89667.00000000 SGD 2023-06-21 1257.51000000 N N N VICI PROPERTIES / NOTE N/A 92564RAG0 100000.00000000 PA USD 96606.34000000 0.011384454727 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11477.08000000 0.001352502306 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -15421608.42000000 SEK 1340000.00000000 EUR 2023-07-20 11477.08000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 97.00000000 NC USD 8924.00000000 0.001051637749 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Wayfair Inc Wayfair Inc 100.00000000 15.00000000 USD 2024-01-19 XXXX -9612.88000000 N N N HUBSPOT INC 529900BLNVEW0MVKJB37 443573AD2 93000.00000000 PA USD 173073.00000000 0.020395573759 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y HubSpot Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -49110.26000000 -0.00578733788 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ENEA SA ENEA SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 167203.00000000 PLN -49110.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -952.74000000 -0.00011227446 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -135044.68000000 USD 18614000.00000000 JPY 2023-06-23 -952.74000000 N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AF6 473000.00000000 PA USD 357115.00000000 0.042083775766 Long DBT CORP US N 2 2026-09-01 None 0.00000000 N N N N Y Chegg Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -820.76000000 -0.00009672144 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Juventus Football Club SpA Juventus Football Club SpA Y Equity - Performance Leg 2023-09-01 0.00000000 EUR 0.00000000 EUR 39026.33510000 EUR -820.76000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -6.35000000 -0.00000074830 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -41905000.00000000 INR 500000.00000000 USD 2024-03-15 -6.35000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 7.00000000 NC USD 927.50000000 0.000109300091 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 32.50000000 USD 2024-01-19 XXXX -342.08000000 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CM0 961000.00000000 PA USD 632710.87000000 0.074561030418 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -22417.66000000 -0.00264178143 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -976121.06000000 USD 891000.00000000 EUR 2023-06-23 -22417.66000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC USD -1448.80000000 -0.00017073204 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2043-06-15 0.00000000 USD 0.00000000 USD 1503000.00000000 USD -1448.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -614.67000000 -0.00007243502 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 HVIVO PLC HVIVO PLC Y Equity - Performance Leg 2024-05-27 0.00000000 GBP 0.00000000 GBP 65674.00000000 GBP -614.67000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 50.92000000 0.000006000604 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4331.65000000 USD 2023-06-20 50.92000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -58.04000000 -0.00000683965 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -14869430.00000000 JPY 100000.00000000 EUR 2023-06-21 -58.04000000 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 -483.00000000 NS USD -14354.76000000 -0.00169161894 Short EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -383.88000000 -0.00004523786 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -72443.94000000 USD 93922119.94000000 KRW 2024-03-15 -383.88000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 1127.00000000 NC USD 28175.00000000 0.003320248049 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Esperion Therapeutics Inc Esperion Therapeutics Inc 100.00000000 2.50000000 USD 2023-09-15 XXXX 3928.91000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2508.45000000 0.000295605189 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 AGFA-Gevaert NV AGFA-Gevaert NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 45563.64000000 EUR 2508.45000000 N N N CIM Trust N/A 12565CAA3 106976.31000000 PA USD 102563.37000000 0.012086453565 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.56800000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 200000.00000000 PA USD 11260.00000000 0.001326920782 Long DBT CORP KY N 2 2023-06-09 Fixed 8.10000000 Y N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5018.81000000 0.000591435460 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Grainger PLC Grainger PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 174798.96000000 GBP 5018.81000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 62913.24000000 0.007413933004 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Etsy Inc Etsy Inc Y 2024-02-24 0.00000000 USD 0.00000000 USD 398172.72000000 USD 62913.24000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -20214.24000000 -0.00238212212 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Inficon Holding AG Inficon Holding AG Y Equity - Performance Leg 2024-04-22 0.00000000 CHF 0.00000000 CHF 146176.23000000 CHF -20214.24000000 N N N MARCUS CORPORATION 549300NL0OKPNEMP6B79 566330AA4 473000.00000000 PA USD 725345.50000000 0.085477443890 Long DBT CORP US N 2 2025-09-15 Fixed 5.00000000 N N N N Y Marcus Corp/The USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7286.29000000 0.000858643838 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -513000.00000000 AUD 341266.58000000 USD 2023-06-23 7286.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12032.63000000 -0.00141797040 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Halma PLC Halma PLC Y Equity - Performance Leg 2023-10-27 0.00000000 GBP 0.00000000 GBP 98873.01520000 GBP -12032.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 690.84000000 0.000081411185 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -428691.00000000 USD 345000.00000000 GBP 2023-06-23 690.84000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 3.00000000 NC USD 187.50000000 0.000022095705 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Live Nation Entertainment Inc Live Nation Entertainment Inc 100.00000000 55.00000000 USD 2023-10-20 XXXX -493.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5943.70000000 -0.00070042797 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Prudential PLC Prudential PLC Y Equity - Performance Leg 2023-07-14 0.00000000 GBP 0.00000000 GBP 234696.69640000 GBP -5943.70000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3286.80000000 -0.00038732888 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -60000.00000000 USD 7875160.00000000 JPY 2023-06-21 -3286.80000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4201.88000000 -0.00049516535 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 HAT HOLDINGS I LLC/HAT HAT Holdings I LLC / HAT Holdings II LLC Y 2024-03-21 0.00000000 USD 0.00000000 USD 657294.36000000 USD -4201.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 22240.79000000 0.002620938407 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AXA SA AXA SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 8126.00000000 EUR 22240.79000000 N N N K HOVNANIAN RC 12/28/22 N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.117843763958 Long LON CORP US N 3 2024-06-30 Floating 0.01000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 8.90000000 0.000001048809 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17000.00000000 DKK 2452.55000000 USD 2023-06-20 8.90000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 171492.87000000 0.020209365292 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 8748347.00000000 BRL 171492.87000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 145000.00000000 PA USD 105357.00000000 0.012415665439 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 11323.28000000 0.001334377935 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Epiroc AB Epiroc AB Y Equity - Performance Leg 2023-11-27 0.00000000 SEK 0.00000000 SEK 2206377.97000000 SEK 11323.28000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -144890.60000000 -0.01707445366 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Engie SA Engie SA Y 2023-09-25 0.00000000 EUR 0.00000000 EUR 178146.00000000 EUR -144890.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 39.30000000 0.000004631259 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -21973.62000000 USD 20000.00000000 CHF 2023-06-20 39.30000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3401.28000000 0.000400819637 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -7859263.00000000 JPY 60000.00000000 USD 2023-06-21 3401.28000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 8.00000000 NC USD 32.00000000 0.000003771000 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased PG&E Corp PG&E Corp 100.00000000 10.00000000 USD 2023-06-16 XXXX -56.23000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1300.79000000 -0.00015328998 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2000000.00000000 USD 2675236.00000000 SGD 2024-01-22 -1300.79000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 110157.43000000 0.012981366179 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 5875629.00000000 BRL 110157.43000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2499.03000000 -0.00029449510 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2053-06-16 0.00000000 EUR 0.00000000 EUR 843000.00000000 EUR -2499.03000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 2315.35000000 0.000272849558 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Eurazeo SE Eurazeo SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 229864.46570000 EUR 2315.35000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1622.46000000 0.000191196793 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Schindler Holding AG Schindler Holding AG Y Equity - Performance Leg 2023-11-29 0.00000000 CHF 0.00000000 CHF 967.00000000 CHF 1622.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2103.96000000 -0.00024793856 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -233000.00000000 CAD 169643.93000000 USD 2023-06-23 -2103.96000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -34030.46000000 -0.00401027749 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2028-06-21 0.00000000 INR 0.00000000 INR 100000000.00000000 INR -34030.46000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -71360.07000000 -0.00840933924 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 STELLANTIS NV Stellantis NV Y Default Event 2028-06-20 0.00000000 USD -71819.45000000 USD 434000.00000000 EUR 459.38000000 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 95000.00000000 PA USD 87279.36000000 0.010285328298 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 -1315.00000000 NS USD -408228.60000000 -0.04810719477 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3857.26000000 -0.00045455403 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -71776000.00000000 JPY 513204.27000000 USD 2023-06-23 -3857.26000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 235000.00000000 PA USD 152805.27000000 0.018007148169 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 174.00000000 NC USD 1914.00000000 0.000225552964 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Transocean Ltd Transocean Ltd 100.00000000 2.50000000 USD 2024-01-19 XXXX -1388.98000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -2109.74000000 -0.00024861970 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2026-06-20 0.00000000 USD -1145.43000000 USD 144000.00000000 USD -964.31000000 N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AK1 5000.00000000 PA USD 5340.68000000 0.000629365833 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 953000.00000000 PA USD 843726.34000000 0.099427887656 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UFF6 27316.62900000 PA USD 16414.48000000 0.001934344106 Long ABS-MBS CORP US N 2 2045-09-19 Floating 5.46243000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 5678.93000000 0.000669226486 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Quadient SA Quadient SA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 4856.00000000 EUR 5678.93000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -1004.35000000 -0.00011835638 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -100000.00000000 USD 131236000.00000000 KRW 2023-06-21 -1004.35000000 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 8679.00000000 NS 3715884.29000000 0.437893791168 Long EC CORP FR N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -421.50000000 -0.00004967114 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -13988160.00000000 HKD 1800000.00000000 USD 2024-05-30 -421.50000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 336.92000000 0.000039703920 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -13000.00000000 NZD 8166.12000000 USD 2023-06-20 336.92000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GF8 1500000.00000000 PA USD 1485943.13000000 0.175109131467 Long DBT UST US N 2 2023-08-08 None 0.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 24.00000000 NC USD 12600.00000000 0.001484831425 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 2725.00000000 USD 2023-10-20 XXXX -3935.33000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -5618.01000000 -0.00066204744 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -306339.15000000 USD 281000.00000000 EUR 2023-06-20 -5618.01000000 N N N IndyMac INDX Mortgage Loan Tru N/A 45660LQH5 32215.84690000 PA USD 25990.56000000 0.003062825417 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.45953000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 644.67000000 0.000075970339 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -399034.10000000 USD 363000.00000000 CHF 2023-06-23 644.67000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -3116.92000000 -0.00036730958 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA CONSTRUCTION BANK CORP/LUXEMBOURG CHINA CONSTRUCTION BANK CORP/LUXEMBOURG Y Default Event 2026-06-20 0.00000000 USD -1654.83000000 USD 216000.00000000 USD -1462.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7639.48000000 -0.00090026507 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -220643.94000000 USD 199000.00000000 EUR 2023-06-23 -7639.48000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 152.00000000 NC USD 110960.00000000 0.013075944048 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 70.00000000 USD 2023-09-15 XXXX 4099.57000000 N N N ATHENA TECHNOLOGY ACQUISIT-A 5493008CK2CE7TGDP465 04687C113 19317.00000000 NS USD 1591.72000000 0.000187574275 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -32756.97000000 -0.00386020464 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 London Stock Exchange Group PL London Stock Exchange Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 288784.24980000 GBP -32756.97000000 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 -83.00000000 NS USD -3103.37000000 -0.00036571280 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -70735.18000000 -0.00833569985 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Loomis AB Loomis AB Y Equity - Performance Leg 2023-07-14 0.00000000 SEK 0.00000000 SEK 15892.00000000 SEK -70735.18000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -7050.37000000 -0.00083084213 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 STMicroelectronics NV STMicroelectronics NV Y Equity - Performance Leg 2024-02-28 0.00000000 EUR 0.00000000 EUR 4338.00000000 EUR -7050.37000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -10.00000000 NC USD 39742.30000000 0.004683382220 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short SOYBEAN SOYBEAN 2023-07-14 -689617.30000000 USD 39742.30000000 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 30739.12000000 0.003622413601 Long DBT CORP KY N 2 2026-01-26 Fixed 6.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2230.07000000 0.000262799842 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Danieli & C Officine Meccanich Danieli & C Officine Meccaniche SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 13184.00000000 EUR 2230.07000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 338000.00000000 PA USD 283835.50000000 0.033448243665 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 10488.84000000 0.001236044385 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Turkiye Sinai Kalkinma Bankasi Turkiye Sinai Kalkinma Bankasi AS Y 2024-01-23 0.00000000 USD 0.00000000 USD 49372.63000000 TRY 10488.84000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 16149.77000000 0.001903149683 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2250000.00000000 SGD 1700700.84000000 USD 2024-03-13 16149.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -55351.86000000 -0.00652287152 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Allegro.eu SA Allegro.eu SA Y Equity - Performance Leg 2023-07-12 0.00000000 USD 0.00000000 USD 219482.79000000 PLN -55351.86000000 N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AL5 1969000.00000000 PA USD 462715.00000000 0.054528077240 Long DBT CORP US N 2 2030-02-15 Fixed 3.75000000 N N N N N 2.3587 S US and .5746 CTL US USD XXXX N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 15000.00000000 PA USD 16615.43000000 0.001958024810 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 32.43000000 0.000003821673 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9549.28000000 USD 13000.00000000 CAD 2023-06-20 32.43000000 N N N BlackLine Inc 529900P9N7PK9LV5EK56 09239B109 -1493.00000000 NS USD -77740.51000000 -0.00916123431 Short EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 3600.00000000 0.000424237550 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 4100.00000000 USD 2023-06-16 XXXX -8629.01000000 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 -340000.00000000 PA USD -294522.25000000 -0.03470761050 Short DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 100000.00000000 PA 109475.54000000 0.012901009695 Long DBT CORP NL N 2 2031-09-15 Fixed 7.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1424.13000000 0.000167824839 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -76000.00000000 EUR 82772.57000000 USD 2023-06-23 1424.13000000 N N N Countrywide Home Loans N/A 125431AM8 1377999.59980000 PA USD 1045002.00000000 0.123146969024 Long ABS-MBS CORP US N 2 2036-06-20 Variable 4.03702200 N N N N N N Hannon Armstrong Sustainable I N/A 41068X100 -1684.00000000 NS USD -39624.52000000 -0.00466950258 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 15707.50000000 0.001851030922 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -840000.00000000 AUD 562575.80000000 USD 2023-06-23 15707.50000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 801300.00000000 PA USD 791909.77000000 0.093321628012 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N HONG KONG FUTURES EXCHANGE N/A 000000000 -24.00000000 NC 68280.66000000 0.008046449979 N/A DE CORP HK N 1 HONG KONG FUTURES EXCHANGE N/A Short HONG KONG STOCK EXCHANGE HANG SENG INDEX 2023-06-29 -2857392.42000000 USD 68280.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16393.49000000 0.001931870566 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Cia de Distribucion Integral L Cia de Distribucion Integral Logista Holdings SA Y Equity - Performance Leg 2023-09-14 0.00000000 EUR 0.00000000 EUR 9284.00000000 EUR 16393.49000000 N N N Horizon Aircraft Finance I Lim N/A 440405AE8 195205.30000000 PA USD 170315.84000000 0.020070659647 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.45800000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1251.00000000 -0.00014742254 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 636.72000000 USD 0.00000000 USD 145000.00000000 USD -1887.72000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -16925.37000000 -0.00199454930 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 MARUBENI CORP MARUBENI CORP Y Default Event 2028-06-20 0.00000000 USD -17675.84000000 USD 70000000.00000000 JPY 750.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3751.83000000 0.000442129768 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -915000.00000000 NZD 554799.27000000 USD 2023-06-23 3751.83000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2588.64000000 -0.00030505508 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 VZ HOLDING AG VZ HOLDING AG Y 2023-07-31 0.00000000 CHF 0.00000000 CHF 681.00000000 CHF -2588.64000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 20.00000000 NC 7535.19000000 0.000887975151 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-03-19 5878838.64000000 USD 7535.19000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -4957.72000000 -0.00058423638 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -200000.00000000 USD 1382280.00000000 CNY 2023-07-17 -4957.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 20929.86000000 0.002466453481 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ASBISC ENTERPRISES PLC ASBISC ENTERPRISES PLC Y Equity - Performance Leg 2023-07-12 0.00000000 USD 0.00000000 USD 17867.00000000 PLN 20929.86000000 N N N Braemar Hotels & Resorts Inc 549300JDUUEBN868C776 10482B101 47.00000000 NS USD 192.23000000 0.000022653106 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5550.94000000 0.000654143663 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TELECOM ITALIA SPA Telecom Italia SpA/Milano Y Default Event 2028-06-20 4633.80000000 USD 0.00000000 USD 43000.00000000 EUR 917.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -250.74000000 -0.00002954814 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11969.35000000 USD 18000.00000000 AUD 2023-06-23 -250.74000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 82.72000000 0.000009748036 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 B2Holding ASA B2Holding ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 193191.00000000 NOK 82.72000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 2229.07000000 0.000262681998 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -150000.00000000 EUR 219946.65000000 SGD 2023-06-21 2229.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 531.43000000 0.000062625711 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 PolyPeptide Group AG PolyPeptide Group AG Y Equity - Performance Leg 2023-09-18 0.00000000 CHF 0.00000000 CHF 179635.38000000 CHF 531.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -40932.72000000 -0.00482366579 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1400800.00000000 SGD 1000000.00000000 USD 2023-09-25 -40932.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 648.37000000 0.000076406361 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Aedas Homes SA Aedas Homes SA Y Equity - Performance Leg 2024-04-01 0.00000000 EUR 0.00000000 EUR 4617.00000000 EUR 648.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9673.85000000 0.001140002895 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -556000.00000000 AUD 371648.58000000 USD 2023-06-23 9673.85000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 583583.31000000 0.068771653833 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 326280.20000000 USD 0.00000000 USD 842000.00000000 USD 257303.11000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1322.49000000 0.000155847199 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -133083.76000000 USD 108000.00000000 GBP 2023-06-20 1322.49000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -2674.72000000 -0.00031519907 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2023-12-20 1575.51000000 USD 0.00000000 USD 111000.00000000 USD -4250.23000000 N N N CUTERA INC 529900NPKPEWJWR21Z42 232109AB4 176000.00000000 PA USD 153348.80000000 0.018071199790 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N Y Cutera Inc USD XXXX N N N Progress Residential Trust N/A 74333PAN7 260000.00000000 PA USD 208371.15000000 0.024555240616 Long ABS-O CORP US N 2 2040-08-17 Fixed 3.83400000 N N N N N N MONEYGRAM INTERNATIONAL 5299002DLX0Q04KC4156 60935YAA7 514000.00000000 PA USD 525739.76000000 0.061955152181 Long DBT CORP US N 2 2026-08-01 Fixed 5.37500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5671.86000000 0.000668393331 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 SES SA SES SA Y Default Event 2028-06-20 10523.67000000 USD 0.00000000 USD 190000.00000000 EUR -4851.81000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -44.28000000 -0.00000521812 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10746.10000000 USD 10000.00000000 EUR 2023-06-20 -44.28000000 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAB2 703000.00000000 PA USD 627954.75000000 0.074000551335 Long DBT CORP US N 2 2026-08-01 Fixed 0.75000000 N N N N Y Snap Inc USD XXXX N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 794.90000000 0.000093674007 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -171629.00000000 NZD 160000.00000000 AUD 2023-06-21 794.90000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 37.76000000 0.000004449780 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -19000.00000000 DKK 2768.90000000 USD 2023-06-20 37.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5091.69000000 0.000600023914 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -240000.00000000 NZD 149628.72000000 USD 2023-06-23 5091.69000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 73.70000000 0.000008685085 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -9528.00000000 EUR 10271.00000000 USD 2023-06-21 73.70000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 16.00000000 NC USD -340643.64000000 -0.04014272870 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME LEAN FUTURE LME COPPER 2023-06-19 3572643.64000000 USD -340643.64000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 10030.69000000 0.001182054264 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Nestle SA Nestle SA Y Equity - Performance Leg 2023-11-27 0.00000000 CHF 0.00000000 CHF 285173.51000000 CHF 10030.69000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -41.07000000 -0.00000483984 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -15023.62000000 USD 14000.00000000 EUR 2023-06-20 -41.07000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 44512.71000000 0.005245545290 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1531800000.00000000 KRW 1200000.00000000 USD 2023-06-21 44512.71000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4396.63000000 0.000518115427 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NIPPON PAPER INDUSTRIES CO LTD NIPPON PAPER INDUSTRIES CO LTD Y Default Event 2028-06-20 11788.84000000 USD 0.00000000 USD 14477000.00000000 JPY -7392.21000000 N N N Qualtrics International Inc 549300NW34K5PVZGTN68 747601201 232755.00000000 NS USD 4208210.40000000 0.495911353066 Long EC CORP US N 1 N N N JEFFERIES LLC 58PU97L1C0WSRCWADL48 000000000 1.00000000 NC 6116.21000000 0.000720757207 N/A DE CORP US N 2 JEFFERIES LLC 58PU97L1C0WSRCWADL48 Network International Holdings Network International Holdings PLC Y 2024-04-24 0.00000000 GBP 0.00000000 GBP 126520.00000000 GBP 6116.21000000 N N N Radius Global Infrastructure I 213800NT341MQ5USBX63 750481103 184726.00000000 NS USD 2733944.80000000 0.322178345687 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2882.42000000 -0.00033967522 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 James Halstead PLC James Halstead PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 52775.17290000 GBP -2882.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -405.87000000 -0.00004782924 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -999370.00000000 SGD 740000.00000000 USD 2023-07-20 -405.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5191.50000000 -0.00061178590 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -490000.00000000 CAD 355995.06000000 USD 2023-06-23 -5191.50000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC -341.18000000 -0.00004020593 N/A DIR CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 Y 2043-06-15 0.00000000 JPY 0.00000000 JPY 135000000.00000000 JPY -341.18000000 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 -723.00000000 NS USD -71786.67000000 -0.00845961139 Short EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 40207.80000000 0.004738238492 Long DBT NUSS UA N 2 2026-02-01 Variable 8.99400000 N Y N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1501.85000000 -0.00017698365 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -34051.00000000 USD 50000.00000000 AUD 2023-06-21 -1501.85000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -10289.22000000 -0.00121252041 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SOUTHERN CO Southern Co/The Y 2024-02-28 0.00000000 USD 0.00000000 USD 458000.00000000 USD -10289.22000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -2.00000000 -0.00000023568 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 115.00000000 USD 2023-06-16 XXXX 149.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9746.28000000 0.001148538319 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -533000.00000000 AUD 356747.24000000 USD 2023-06-23 9746.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -7370.83000000 -0.00086860635 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Westwing Group SE Westwing Group SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 30266.08700000 EUR -7370.83000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -2.00000000 NC USD -6.00000000 -0.00000070706 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Bristol-Myers Squibb Co Bristol-Myers Squibb Co 100.00000000 70.00000000 USD 2023-06-16 XXXX 173.43000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 31.00000000 NC USD 35466.13000000 0.004179462252 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long SINGAPORE EXCHANGE LIMITED FTSE TAIWAN INDEX 2023-06-29 1725643.87000000 USD 35466.13000000 N N N UPFIELD RC E+300 01/02/25 N/A 000000000 266603.07490000 PA 257187.45000000 0.030307937150 Long LON CORP NL N 2 2025-01-02 Floating 0.01000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -9982.62000000 -0.00117638951 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 H+H INTERNATIONAL A/S H+H INTERNATIONAL A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 6068.00000000 DKK -9982.62000000 N N N Hollysys Automation Technologi 2549008FKCB1PSUOZ583 000000000 70572.00000000 NS USD 1112214.72000000 0.131067568935 Long EC CORP CN N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1524.10000000 -0.00017960568 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -112518.72000000 USD 100000.00000000 CHF 2023-08-31 -1524.10000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -92.59000000 -0.00001091115 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -14400.99000000 USD 13000.00000000 CHF 2023-06-20 -92.59000000 N N N MCCARTHY & STONE 12/16/25 N/A 000000000 170938.00000000 PA 196956.33000000 0.023210075262 Long LON CORP GB N 2 2025-12-16 Floating 6.99999840 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 277.95000000 0.000032754674 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 NCC AB NCC AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 28331.00000000 SEK 277.95000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 51.73000000 0.000006096057 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -12000.00000000 DKK 1776.66000000 USD 2023-06-20 51.73000000 N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAE1 547000.00000000 PA USD 646280.50000000 0.076160126693 Long DBT CORP US N 2 2024-09-01 Fixed 0.75000000 N N N N Y Zillow Group Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9249.81000000 0.001090032426 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Eckert & Ziegler Strahlen- und Eckert & Ziegler Strahlen- und Medizintechnik AG Y Equity - Performance Leg 2023-08-21 0.00000000 EUR 0.00000000 EUR 139929.40000000 EUR 9249.81000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -122422.55000000 -0.01442673408 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Shell PLC Shell PLC Y 2024-05-03 0.00000000 GBP 0.00000000 GBP 50220.00000000 GBP -122422.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -525.23000000 -0.00006189508 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -14846.30000000 USD 22000.00000000 AUD 2023-06-20 -525.23000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 170.08000000 0.000020042867 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 GasLog Partners LP GasLog Partners LP Y 2024-01-31 0.00000000 USD 0.00000000 USD 7224.00000000 USD 170.08000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -20.00000000 NC USD -7121.01000000 -0.00083916662 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short COTTON NO.2 COTTON NO.2 2023-07-07 -827678.99000000 USD -7121.01000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -198.12000000 -0.00002334720 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NIPPON PAPER INDUSTRIES CO LTD NIPPON PAPER INDUSTRIES CO LTD Y Default Event 2025-06-20 2148.73000000 USD 0.00000000 USD 14608000.00000000 JPY -2346.85000000 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 8060.00000000 NS USD 2484817.40000000 0.292820235166 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1291.00000000 NC USD -196232.00000000 -0.02312471748 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Utilities Select Sector SPDR Fund Utilities Select Sector SPDR Fund 100.00000000 63.00000000 USD 2023-09-15 XXXX 73946.57000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -187.79000000 -0.00002212988 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -12717.72000000 USD 17000.00000000 CAD 2023-06-20 -187.79000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 24.82000000 0.000002924882 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -237054.42000000 USD 320000.00000000 SGD 2023-07-20 24.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6668.58000000 0.000785850567 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 FRANCAISE ENERGIE FRANCAISE ENERGIE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 91940.14600000 EUR 6668.58000000 N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAB5 338000.00000000 PA USD 336712.15000000 0.039679427126 Long DBT CORP US N 2 2024-08-01 Fixed 0.12500000 N N N N Y BlackLine Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -21832.29000000 -0.00257279922 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Deliveroo PLC Deliveroo PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 100797.64180000 GBP -21832.29000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -225.86000000 -0.00002661619 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -60000.00000000 USD 80007.00000000 SGD 2024-01-22 -225.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14497.45000000 0.001708434075 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Gestamp Automocion SA Gestamp Automocion SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 80504.00000000 EUR 14497.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -251968.12000000 -0.02969287165 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Watkin Jones PLC Watkin Jones PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 233343.00000000 GBP -251968.12000000 N N N EWC Master Issuer LLC N/A 26929HAB1 307675.00000000 PA USD 287907.50000000 0.033928103471 Long ABS-O CORP US N 2 2052-03-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 16736.17000000 0.001972253267 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 LUBELSKI WEGIEL BOGDANKA SA LUBELSKI WEGIEL BOGDANKA SA Y Equity - Performance Leg 2023-08-18 0.00000000 USD 0.00000000 USD 16966.00000000 PLN 16736.17000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 69200000.00000000 PA 192243.52000000 0.022654699993 Long DBT NUSS HU N 2 2023-11-24 Fixed 6.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 386.47000000 0.000045543079 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -10517104.00000000 INR 127415.18000000 USD 2023-06-21 386.47000000 N N N IVERIC bio Inc 549300GZXI59U71XPM70 46583P102 34021.00000000 NS USD 1284292.75000000 0.151345891684 Long EC CORP US N 1 N N N PGT Innovations Inc 549300LRW9WM59C1S579 69336V101 5855.00000000 NS USD 145613.85000000 0.017159684168 Long EC CORP US N 1 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 500000.00000000 PA USD 496875.00000000 0.058553620217 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 35580.00000000 0.004192881121 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Edenred Edenred Y Equity - Performance Leg 2023-10-02 0.00000000 EUR 0.00000000 EUR 3895.00000000 EUR 35580.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9850.26000000 0.001160791714 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -460000.00000000 AUD 309325.76000000 USD 2023-06-23 9850.26000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 17.00000000 NC -14701.03000000 -0.00173242470 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-09-18 4385356.29000000 USD -14701.03000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -26715.02000000 -0.00314819851 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 4039801.14000000 SEK -26715.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7438.27000000 0.000876553734 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bouygues SA Bouygues SA Y Equity - Performance Leg 2023-08-09 0.00000000 EUR 0.00000000 EUR 156404.01000000 EUR 7438.27000000 N N N FANUC Corp 529900QTSW745LOKW705 000000000 22497.00000000 NS 769484.08000000 0.090678900293 Long EC CORP JP N 1 N N N Array Technologies Inc 549300JM5FECYJQ85V37 04271T100 182470.00000000 NS USD 4045359.90000000 0.476720437183 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -27.00000000 NC USD 47781.78000000 0.005630784803 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CHICAGO MERCANTILE EXCHANGE AUD USD EURO CURRENCY 2023-06-16 -1802106.78000000 USD 47781.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13746.34000000 0.001619920446 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Greencore Group PLC Greencore Group PLC Y Equity - Performance Leg 2023-09-12 0.00000000 GBP 0.00000000 GBP 249350.00000000 GBP 13746.34000000 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 376.00000000 NS USD 36712.64000000 0.004326355682 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC -3152.09000000 -0.00037145414 N/A DCR CORP GB N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 STENA AB Stena AB Y Default Event 2024-06-20 0.00000000 USD -1132.91000000 USD 71000.00000000 EUR -2019.18000000 N N N GLP CHINA HOLDINGS LTD 254900C6X2D3TGF2CO98 000000000 200000.00000000 PA USD 120056.63000000 0.014147925167 Long DBT CORP HK N 2 2026-03-29 Fixed 2.95000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -15699.96000000 -0.00185014238 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Azimut Holding SpA Azimut Holding SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3479.00000000 EUR -15699.96000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 205.45000000 0.000024211001 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 AUD 6715.03000000 USD 2023-06-20 205.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25493.32000000 0.003004228784 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Persimmon PLC Persimmon PLC Y Equity - Performance Leg 2023-08-18 0.00000000 GBP 0.00000000 GBP 253914.18960000 GBP 25493.32000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 721.00000000 NC USD 15141.00000000 0.001784272430 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Carnival Corp Carnival Corp 100.00000000 5.00000000 USD 2024-01-19 XXXX -24779.44000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 676.79000000 0.000079755481 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2024-04-11 0.00000000 INR 0.00000000 INR 391680000.00000000 INR 676.79000000 N N N ENERGY HARBOR CORP ESCROW N/A 116ESCAB0 6394000.00000000 PA USD 23977.50000000 0.002825598850 Long DBT CORP US N 3 2034-06-01 Floating 0.01000000 Y N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -7126.55000000 -0.00083981947 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ISS A/S ISS A/S Y Equity - Performance Leg 2023-11-27 0.00000000 DKK 0.00000000 DKK 11734.00000000 DKK -7126.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 58.89000000 0.000006939819 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -158000.00000000 GBP 196690.25000000 USD 2023-06-20 58.89000000 N N N SEMTECH CORP 549300J7WUY317SW6O61 816850AE1 577000.00000000 PA USD 501124.50000000 0.059054397291 Long DBT CORP US N 2 2027-11-01 Fixed 1.62500000 N N N N N Semtech Corp USD XXXX N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2029.46000000 0.000239159205 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2043-06-15 0.00000000 SGD 0.00000000 SGD 750000.00000000 SGD 2029.46000000 N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XBA3 215000.00000000 PA USD 97830.76000000 0.011528744989 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.45800000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1054.88000000 0.000124311029 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PSG KONSULT LTD PSG KONSULT LTD Y Equity - Performance Leg 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 937619.13000000 ZAR 1054.88000000 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M200 -7372.00000000 NS USD -336236.92000000 -0.03962342423 Short EC CORP US N 1 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -7583.69000000 -0.00089369057 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -3000000.00000000 USD 23277660.00000000 HKD 2024-03-21 -7583.69000000 N N N BTIG, LLC 549300GTG9PL6WO3EC51 000000000 1.00000000 NC 4157.69000000 0.000489957838 N/A DE CORP US N 2 BTIG, LLC 549300GTG9PL6WO3EC51 Chr Hansen Holding A/S Chr Hansen Holding A/S Y Equity - Performance Leg 2024-03-25 0.00000000 DKK 0.00000000 DKK 2784005.21000000 DKK 4157.69000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 274.32000000 0.000032326901 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 EQT AB EQT AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 3799716.71000000 SEK 274.32000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 8731.28000000 0.001028926899 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -19616487.00000000 JPY 150000.00000000 USD 2023-06-21 8731.28000000 N N N Bellevue Life Sciences Acquisi N/A 079174108 22684.00000000 NS USD 231830.48000000 0.027319776363 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7402.89000000 0.000872384421 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -880084.08000000 USD 1204000.00000000 CAD 2023-06-23 7402.89000000 N N N Towd Point Mortgage Trust N/A 89176VAC6 100000.00000000 PA USD 81173.85000000 0.009565832019 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7478.78000000 0.000881327585 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bystronic AG Bystronic AG Y Equity - Performance Leg 2023-08-03 0.00000000 CHF 0.00000000 CHF 160273.59000000 CHF 7478.78000000 N N N Neuberger Berman CLO Ltd 549300IWMW28G8CR9G28 64131UAA9 350000.00000000 PA USD 304683.37000000 0.035905035136 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 10.46029000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 305000.00000000 PA USD 205516.05000000 0.024218784885 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2186.37000000 0.000257650070 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -64000.00000000 EUR 70678.02000000 USD 2023-06-20 2186.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16529.09000000 0.001947850180 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-06-21 4719.54000000 SGD 0.00000000 SGD 906000.00000000 SGD 11809.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5783.14000000 -0.00068150698 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Galenica AG Galenica AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 960.00000000 CHF -5783.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 119781.56000000 0.014115509883 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3i Group PLC 3i Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 17880.00000000 GBP 119781.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1533.19000000 -0.00018067688 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 WPP PLC WPP PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 7638.00000000 GBP -1533.19000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 775.60000000 0.000091399623 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-12-20 8224.75000000 USD 0.00000000 USD 78000.00000000 USD -7449.15000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -129.00000000 NC USD -23478.00000000 -0.00276673589 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Activision Blizzard Inc Activision Blizzard Inc 100.00000000 95.00000000 USD 2023-11-17 XXXX 1930.66000000 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAE8 -596000.00000000 PA USD -659000.76000000 -0.07765913001 Short DBT CORP US N 2 2032-12-15 Fixed 6.50000000 N N N N N N LANDCADIA HOLDINGS IV INC-A N/A 51477A112 1171.00000000 NS USD 192.16000000 0.000022644857 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 58.73000000 0.000006920964 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2147759.00000000 INR 26000.00000000 USD 2023-06-21 58.73000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -11.00000000 NC USD -15290.00000000 -0.00180183115 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1400.00000000 USD 2023-09-29 XXXX 1813.91000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5.59000000 0.000000658746 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1000.00000000 CAD 742.64000000 USD 2023-06-20 5.59000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 5282.61000000 0.000622522645 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2024-03-15 0.00000000 INR 0.00000000 INR 180000000.00000000 INR 5282.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -301.56000000 -0.00003553696 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Fnac Darty SA Fnac Darty SA Y 2024-01-29 0.00000000 EUR 0.00000000 EUR 43911.47390000 EUR -301.56000000 N N N Skyline Champion Corp N/A 830830105 20477.00000000 NS USD 1190328.01000000 0.140272733043 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -13589.13000000 -0.00160139422 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Ionis Pharmaceuticals Inc Ionis Pharmaceuticals Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 86453.73150000 USD -13589.13000000 N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 136000.00000000 PA USD 119000.00000000 0.014023407911 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix Inc USD XXXX N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC USD -13159.78000000 -0.00155079800 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2053-09-20 30.00000000 USD 0.00000000 USD 600000.00000000 USD -13189.78000000 N N N Morgan Stanley Capital I Trust N/A 617459AK8 150000.00000000 PA USD 108852.14000000 0.012827545892 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21130000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 550.00000000 NC USD 2200.00000000 0.000259256280 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Transocean Ltd Transocean Ltd 100.00000000 1.50000000 USD 2024-01-19 XXXX -2952.48000000 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 186.00000000 NS USD 27317.82000000 0.003219234731 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 29049.00000000 NS USD 1316791.17000000 0.155175627820 Long EC CORP US N 1 N N N KARYOPHARM THERAPEUTICS 549300J1VANRCNTYST87 48576UAA4 139000.00000000 PA USD 95188.56000000 0.011217378196 Long DBT CORP US N 2 2025-10-15 Fixed 3.00000000 N N N N Y Karyopharm Therapeutics Inc USD XXXX N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 3023.00000000 NS USD 107044.43000000 0.012614518542 Long EP CORP GB N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1417.95000000 -0.00016709656 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Equity - Performance Leg 2024-05-31 0.00000000 USD 0.00000000 USD 139058.41000000 USD -1417.95000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 56.00000000 NC USD 5152.00000000 0.000607131071 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 22.00000000 USD 2023-06-21 XXXX -7514.06000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 47.22000000 0.000005564582 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 CHF 2248.51000000 USD 2023-06-20 47.22000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 15000.00000000 PA USD 6650.66000000 0.000783738807 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4828.65000000 0.000569026290 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -412000.00000000 EUR 445822.81000000 USD 2023-06-23 4828.65000000 N N N ZIGGO TLH E+300 01/31/29 N/A 000000000 115000.00000000 PA 116057.08000000 0.013676603141 Long LON CORP US N 2 2029-01-31 Floating 6.10200000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22721.88000000 -0.00267763186 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MTN Group Ltd MTN Group Ltd Y Equity - Performance Leg 2023-07-13 0.00000000 ZAR 0.00000000 ZAR 54150.00000000 ZAR -22721.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7052.81000000 0.000831129676 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -242000.00000000 EUR 266083.36000000 USD 2023-06-23 7052.81000000 N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 25000.00000000 PA USD 17237.47000000 0.002031328345 Long DBT CORP BM N 2 N/A Fixed 5.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -17373.89000000 -0.00204740459 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Galapagos NV Galapagos NV Y Equity - Performance Leg 2024-01-09 0.00000000 EUR 0.00000000 EUR 142215.51600000 EUR -17373.89000000 N N N Travere Therapeutics Inc N/A 89422G107 -10905.00000000 NS USD -195090.45000000 -0.02299019294 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -24460.25000000 -0.00288248792 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kambi Group PLC Kambi Group PLC Y Equity - Performance Leg 2023-10-11 0.00000000 SEK 0.00000000 SEK 2751924.90000000 SEK -24460.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -58.05000000 -0.00000684083 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -850.47000000 USD 110000.00000000 JPY 2023-06-23 -58.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1728.18000000 0.000203655235 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -368000.00000000 CAD 272986.66000000 USD 2023-06-23 1728.18000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 47650.69000000 0.005615336664 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Remy Cointreau SA Remy Cointreau SA Y Equity - Performance Leg 2023-12-11 0.00000000 EUR 0.00000000 EUR 355821.83000000 EUR 47650.69000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 92.21000000 0.000010866373 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -14841.82000000 USD 12000.00000000 GBP 2023-06-20 92.21000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 -1104000.00000000 PA USD -803971.03000000 -0.09474297228 Short DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 230.00000000 NC USD 11500.00000000 0.001355203285 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.00000000 USD 2024-01-19 XXXX -264.67000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 78.00000000 NC -123429.91000000 -0.01454544517 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2023-06-15 6207216.02000000 USD -123429.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10253.12000000 -0.00120826625 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Legal & General Group PLC Legal & General Group PLC Y Equity - Performance Leg 2024-02-19 0.00000000 GBP 0.00000000 GBP 61892.00000000 GBP -10253.12000000 N N N MH SUB I 04/20/28 N/A 000000000 390000.00000000 PA USD 370291.35000000 0.043636526445 Long LON CORP US N 2 2028-04-20 Floating 9.40300000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -2461.83000000 -0.00029011131 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -150000.00000000 AUD 1055464.00000000 NOK 2023-06-21 -2461.83000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 26142.19000000 0.003080694067 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 HEXAGON COMPOSITES ASA HEXAGON COMPOSITES ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 1587865.75000000 NOK 26142.19000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -2641.27000000 -0.00031125719 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1016188.45000000 USD 7200000.00000000 CNY 2023-06-21 -2641.27000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -59395.17000000 -0.00699935039 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Thule Group AB Thule Group AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 3818461.41000000 SEK -59395.17000000 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 5200.00000000 NS 175541.60000000 0.020686482875 Long EC CORP JP N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 18680.10000000 0.002201333295 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -600000.00000000 USD 9276120000.00000000 IDR 2023-06-21 18680.10000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 37140.85000000 0.004376817560 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CANCOM SE CANCOM SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 375766.69000000 EUR 37140.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 270.34000000 0.000031857883 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 EVS Broadcast Equipment SA EVS Broadcast Equipment SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 2014.00000000 EUR 270.34000000 N N N Helios Issuer, LLC N/A 86746AAB1 100000.00000000 PA USD 94289.50000000 0.011111429581 Long ABS-O CORP US N 2 2050-05-20 Fixed 5.60000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -10.78000000 -0.00000127035 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2959.00000000 USD 4000.00000000 CAD 2023-06-20 -10.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 41753.21000000 0.004920355423 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -160401000.00000000 JPY 1197253.46000000 USD 2023-06-23 41753.21000000 N N N Merlin Aviation Holdings DAC N/A 59010RAA2 218353.15000000 PA USD 191915.47000000 0.022616041346 Long ABS-O CORP US N 2 2032-12-15 Variable 4.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 6138.96000000 0.000723438153 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Salvatore Ferragamo SpA Salvatore Ferragamo SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 45790.89930000 EUR 6138.96000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -27426.34000000 -0.00323202313 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -1324725.59000000 EUR 15071799.83000000 SEK 2023-07-20 -27426.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -214.58000000 -0.00002528691 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9019.75000000 USD 8000.00000000 CHF 2023-06-20 -214.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10465.61000000 0.001233306874 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MARLOWE PLC MARLOWE PLC Y Equity - Performance Leg 2023-09-01 0.00000000 GBP 0.00000000 GBP 230507.85800000 GBP 10465.61000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1359.98000000 -0.00016026516 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -60219.99000000 USD 55000.00000000 EUR 2023-06-20 -1359.98000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -66.00000000 NC USD -396.00000000 -0.00004666613 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 265.00000000 USD 2023-06-16 XXXX 22472.21000000 N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74737DAA4 250000.00000000 PA USD 250452.33000000 0.029514245259 Long DBT CORP AU N 2 2043-11-24 Fixed 7.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -9.00000000 NC USD -63.00000000 -0.00000742415 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Comcast Corp Comcast Corp 100.00000000 42.50000000 USD 2023-06-16 XXXX 150.93000000 N N N Anywhere Real Estate Inc 5493004HBTOTE9DI9P12 75605Y106 -11498.00000000 NS USD -69792.86000000 -0.00822465331 Short EC CORP US N 1 N N N Obotech Acquisition SE 222100W9V7IC82G7I598 000000000 4205.00000000 NS 44497.81000000 0.005243789418 Long EC CORP LU N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 2279.22000000 0.000268591863 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2024-03-15 0.00000000 SGD 0.00000000 SGD 2800000.00000000 SGD 2279.22000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -37489.86000000 -0.00441794621 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FORD MOTOR CREDIT CO LLC Ford Motor Credit Co LLC Y Default Event 2028-06-20 0.00000000 USD -29264.04000000 USD 438000.00000000 USD -8225.82000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -274066.97000000 -0.03229708332 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Warehouses De Pauw CVA Warehouses De Pauw CVA Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 11275.00000000 EUR -274066.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2960.00000000 0.000348817541 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -252229.36000000 USD 346200.00000000 CAD 2023-06-23 2960.00000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 30856.55000000 0.003636251994 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2028-06-20 40232.20000000 USD 0.00000000 USD 62367000.00000000 JPY -9375.65000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1065.97000000 -0.00012561791 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bilfinger SE Bilfinger SE Y Equity - Performance Leg 2023-12-06 0.00000000 EUR 0.00000000 EUR 5965.00000000 EUR -1065.97000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 131.21000000 0.000015462280 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8580.31000000 USD 7000.00000000 GBP 2023-06-20 131.21000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 225.00000000 NC USD 21375.00000000 0.002518910454 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Light & Wonder Inc Light & Wonder Inc 100.00000000 65.00000000 USD 2023-07-21 XXXX -28347.85000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -22733.90000000 -0.00267904834 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -887247.37000000 USD 29931556.24000000 THB 2023-07-20 -22733.90000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -83971.07000000 -0.00989546695 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2032-03-17 0.00000000 EUR 0.00000000 EUR 1042890.00000000 EUR -83971.07000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 864000.00000000 PA USD 859402.57000000 0.101275233604 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AM4 371000.00000000 PA USD 450950.50000000 0.053141704279 Long DBT CORP US N 2 2025-10-01 Fixed 3.25000000 N N N N Y Encore Capital Group Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3667.61000000 0.000432204967 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Atresmedia Corp de Medios de C Atresmedia Corp de Medios de Comunicacion SA Y 2024-04-24 0.00000000 EUR 0.00000000 EUR 95312.46000000 EUR 3667.61000000 N N N Maxeon Solar Technologies Ltd 5493007JPB074ITT6Y72 000000000 6225.00000000 NS USD 172992.75000000 0.020386116797 Long EC CORP SG N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 483.00000000 NS USD 31124.52000000 0.003667830588 Long EC CORP US N 1 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 200000.00000000 PA USD 205444.40000000 0.024210341380 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -29.29000000 -0.00000345164 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2459.71000000 USD 2023-06-20 -29.29000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 3270.42000000 0.000385398602 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -10931200.00000000 HKD 1400000.00000000 USD 2023-06-21 3270.42000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -8043.58000000 -0.00094788574 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -200000.00000000 USD 26654950.00000000 JPY 2023-06-21 -8043.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5227.72000000 0.000616054201 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -331000.00000000 EUR 359521.57000000 USD 2023-06-23 5227.72000000 N N N FAST ACQUISITION CORP II-A N/A 311874119 180.00000000 NS USD 95.72000000 0.000011280005 Long EC CORP US N 1 N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 216000.00000000 PA USD 186408.00000000 0.021967020352 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 13994.15000000 0.001649123309 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2024-12-20 17231.94000000 USD 0.00000000 USD 1220000.00000000 USD -3237.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6461.73000000 0.000761474584 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -574000.00000000 NZD 352146.13000000 USD 2023-06-23 6461.73000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 8432.50000000 0.000993717539 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Swiss Prime Site AG Swiss Prime Site AG Y Equity - Performance Leg 2024-05-01 0.00000000 CHF 0.00000000 CHF 195193.90000000 CHF 8432.50000000 N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597CR6 450000.00000000 PA USD 455287.50000000 0.053652792683 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6267.33000000 -0.00073856575 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Trustpilot Group PLC Trustpilot Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 92278.48290000 GBP -6267.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12172.02000000 -0.00143439665 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Keller Group PLC Keller Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 15107.00000000 GBP -12172.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5295.62000000 0.000624055793 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1119000.00000000 CAD 830059.59000000 USD 2023-06-20 5295.62000000 N N N SCULPTOR ACQUISITION CORP -A N/A 000000000 7014.00000000 NS USD 70.14000000 0.000008265561 Long EC CORP US N 2 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4095.26000000 -0.00048260085 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2964000.00000000 DKK 421962.57000000 USD 2023-06-20 -4095.26000000 N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC -11310.79000000 -0.00133290606 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2025-06-21 0.00000000 INR 0.00000000 INR 405000000.00000000 INR -11310.79000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -174.15000000 -0.00002052249 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -16226.88000000 USD 15000.00000000 EUR 2023-06-20 -174.15000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 594.37000000 0.000070042797 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -37000.00000000 AUD 24679.80000000 USD 2023-06-20 594.37000000 N N N AMERICAN AIRLINES GROUP N/A 02376RAF9 234000.00000000 PA USD 271568.46000000 0.032002649498 Long DBT CORP US N 2 2025-07-01 Fixed 6.50000000 N N N N Y American Airlines Group Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1410.48000000 0.000166216272 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -59703.00000000 AUD 40276.12000000 USD 2023-06-21 1410.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 127386.81000000 0.015011741169 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SK Innovation Co Ltd SK Innovation Co Ltd Y 2024-03-15 0.00000000 USD 0.00000000 USD 11587.00000000 KRW 127386.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -200.44000000 -0.00002362060 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ashmore Group PLC Ashmore Group PLC Y Equity - Performance Leg 2023-08-18 0.00000000 GBP 0.00000000 GBP 139887.61620000 GBP -200.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -729.97000000 -0.00008602241 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -160000.00000000 AUD 171736.80000000 NZD 2023-06-21 -729.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1206.01000000 -0.00014212075 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VOTUM SA VOTUM SA Y Equity - Performance Leg 2024-05-15 0.00000000 USD 0.00000000 USD 2802.00000000 PLN -1206.01000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 492.22000000 0.000058005057 N/A DFE CORP US N 2 JB DRAX HONORE 894500FGGEST402U7M69 -3600000.00000000 JPY 35215200.00000000 KRW 2023-08-16 492.22000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 21.65000000 0.000002551317 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2189.51000000 USD 3000.00000000 CAD 2023-06-20 21.65000000 N N N CITRIX TLB SOFR+ 03/30/29 N/A 000000000 223068.42760000 PA USD 207078.88000000 0.024402954655 Long LON CORP US N 2 2029-03-30 Floating 9.49800000 N N N N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 000000000 302000.00000000 PA USD 148357.50000000 0.017483006211 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 N Y N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6845.36000000 -0.00080668298 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GSK PLC GSK PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 11224.00000000 GBP -6845.36000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 22477.05000000 0.002648780174 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2376412.45000000 EUR 2570000.00000000 USD 2023-07-20 22477.05000000 N N N TRINSEO MATERIALS OPERATI 549300WNMXD3KV7LO256 000000000 34762.00000000 PA USD 33027.03000000 0.003892029527 Long LON CORP LU N 2 2024-09-06 Floating 0.01000000 N N N N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 -48034.00000000 NS -351718.57000000 -0.04144784014 Short EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8976.64000000 0.001057841045 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Standard Chartered PLC Standard Chartered PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 29247.00000000 GBP 8976.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 343.79000000 0.000040513507 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -18000.00000000 GBP 22746.32000000 USD 2023-06-23 343.79000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 13686.42000000 0.001612859247 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2032-10-12 0.00000000 MXN 0.00000000 MXN 37000000.00000000 MXN 13686.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 135.93000000 0.000016018502 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -218911.04000000 USD 176000.00000000 GBP 2023-06-23 135.93000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 10905.59000000 0.001285155773 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Porr Ag Porr Ag Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 10390.00000000 EUR 10905.59000000 N N N AMYRIS INC 549300BG17WCUK6EIM58 03236MAJ0 870000.00000000 PA USD 200100.00000000 0.023580537168 Long DBT CORP US N 2 2026-11-15 Fixed 1.50000000 N N N N N Amyris Inc USD XXXX N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -0.22000000 -0.00000002592 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -12529.40000000 INR 151.11000000 USD 2023-06-21 -0.22000000 N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 45000.00000000 PA USD 38657.68000000 0.004555566517 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N SILVERGATE CAP CORP BPE6FTXDZEBNAGIT2T19 82837P507 7119.00000000 NS USD 61935.30000000 0.007298688873 Long EP CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -171.89000000 -0.00002025616 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11227.71000000 USD 15000.00000000 CAD 2023-06-20 -171.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12999.58000000 0.001531919437 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vertu Motors PLC Vertu Motors PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 249073.00000000 GBP 12999.58000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2760.53000000 -0.00032531124 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -101217.27000000 USD 92000.00000000 EUR 2023-06-20 -2760.53000000 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 10610.00000000 NS USD 1303650.70000000 0.153627105375 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 343.38000000 0.000040465191 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -298357.03000000 USD 240000.00000000 GBP 2023-06-23 343.38000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1787.94000000 0.000210697579 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -3237010.00000000 SGD 2400000.00000000 USD 2023-07-20 1787.94000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -59108.27000000 -0.00696554101 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 E.ON SE E.ON SE Y 2024-01-25 0.00000000 EUR 0.00000000 EUR 72092.00000000 EUR -59108.27000000 N N N PACIRA PHARMACEUTICALS N/A 695127AF7 856000.00000000 PA USD 782170.00000000 0.092173856855 Long DBT CORP US N 2 2025-08-01 Fixed 0.75000000 N N N N Y Pacira BioSciences Inc USD XXXX N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 6938.43000000 0.000817650707 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Novozymes A/S Novozymes A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 937349.96000000 DKK 6938.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 14140.97000000 0.001666425130 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1005000.00000000 NZD 619397.98000000 USD 2023-06-20 14140.97000000 N N N EURO GARAGE TLB1 02/07/25 N/A 000000000 354131.02000000 PA 365492.44000000 0.043071004828 Long LON CORP US N 2 2025-02-07 Floating 6.75200160 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -50539.61000000 -0.00595577787 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-11-04 0.00000000 ZAR 0.00000000 ZAR 39000000.00000000 ZAR -50539.61000000 N N N DISH DBS CORP N/A 25470XBD6 295000.00000000 PA USD 134112.52000000 0.015804324150 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7120.72000000 0.000839132446 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -631000.00000000 EUR 682526.83000000 USD 2023-06-23 7120.72000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -2104.84000000 -0.00024804226 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 TDC HOLDING A/S TDC HOLDING A/S Y Default Event 2027-06-20 9809.89000000 USD 0.00000000 USD 212000.00000000 EUR -11914.73000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 24856.59000000 0.002929194124 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 CARNIVAL CORP Carnival Corp Y Default Event 2027-06-20 34654.38000000 USD 0.00000000 USD 132000.00000000 USD -9797.79000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 5747.39000000 0.000677294070 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2024-03-15 0.00000000 INR 0.00000000 INR 175000000.00000000 INR 5747.39000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 12938.29000000 0.001524696792 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Gerresheimer AG Gerresheimer AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 928.00000000 EUR 12938.29000000 N N N COMMODITY EXCHANGE, INC. N/A 000000000 -5.00000000 NC USD 10421.15000000 0.001228067540 N/A DCO CORP US N 1 COMMODITY EXCHANGE, INC. N/A Short COPPER COPPER 2023-07-27 -465046.15000000 USD 10421.15000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -5761.50000000 -0.00067895684 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1000000.00000000 USD 1342540.00000000 SGD 2023-07-10 -5761.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6099.36000000 0.000718771540 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-05-06 0.00000000 EUR 0.00000000 EUR 357510.13000000 EUR 6099.36000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4449.98000000 0.000524402392 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Heidelberger Druckmaschinen AG Heidelberger Druckmaschinen AG Y Equity - Performance Leg 2024-05-13 0.00000000 EUR 0.00000000 EUR 97324.79000000 EUR 4449.98000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -5230.43000000 -0.00061637355 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -260000.00000000 USD 14318200.00000000 PHP 2023-06-21 -5230.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 100650.00000000 NC 575.33000000 0.000067799052 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Call Purchased BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US US N/A USD N/A USD 2023-07-19 1.00000000 USD 1.15000000 EUR 2023-07-19 XXXX -13325.86000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 176.00000000 NC USD 264880.00000000 0.031214456197 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 54.00000000 USD 2023-06-16 XXXX 210843.05000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -38401.85000000 -0.00452541854 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Volkswagen AG Volkswagen AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1673.00000000 EUR -38401.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5569.76000000 -0.00065636148 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Vienna Insurance Vienna Insurance Group AG Wiener Versicherung Gruppe Y Equity - Performance Leg 2023-12-18 0.00000000 EUR 0.00000000 EUR 35182.59410000 EUR -5569.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 299.75000000 0.000035323668 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -28447.75000000 USD 39000.00000000 CAD 2023-06-23 299.75000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC -5330.55000000 -0.00062817207 N/A DIR CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 Y 2023-06-15 0.00000000 CNY 0.00000000 CNY 54000000.00000000 CNY -5330.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9.78000000 -0.00000115251 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2150.53000000 USD 2000.00000000 EUR 2023-06-23 -9.78000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1322.58000000 -0.00015585780 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2034-12-18 0.00000000 USD 0.00000000 USD 132000.00000000 USD -1322.58000000 N N N Sonos Inc 549300WEPU6075I77M08 83570H108 6000.00000000 NS USD 87180.00000000 0.010273619341 Long EC CORP US N 1 N N N Bear Stearns Alt-A Trust N/A 07386HK83 986338.77000000 PA USD 767766.39000000 0.090476481238 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.82929100 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7693.12000000 0.000906586217 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -860555.14000000 USD 1177900.00000000 CAD 2023-06-23 7693.12000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -57286.51000000 -0.00675085796 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 NORTHERN OIL AND GAS INC Northern Oil and Gas Inc Y 2024-03-16 0.00000000 USD 0.00000000 USD 694000.00000000 USD -57286.51000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -45301.53000000 -0.00533850280 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5607000.00000000 CAD 4087362.99000000 USD 2023-06-20 -45301.53000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 2508.10000000 0.000295563944 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -266872.00000000 SGD 200000.00000000 USD 2023-06-21 2508.10000000 N N N Sunrun Inc 54930007SJ77CI66U531 86771W105 55280.00000000 NS USD 975139.20000000 0.114914073711 Long EC CORP US N 1 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAD8 469000.00000000 PA USD 442267.00000000 0.052118407954 Long DBT CORP US N 2 2025-05-01 Fixed 0.25000000 N N N N Y Snap Inc USD XXXX N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 40.00000000 NC USD 111270.68000000 0.013112555749 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long LIVE CATTLE LIVE CATTLE 2023-08-31 2571529.32000000 USD 111270.68000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 2685.13000000 0.000316425825 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Amyris Inc Amyris Inc Y 2024-02-01 0.00000000 USD 0.00000000 USD 44540.76230000 USD 2685.13000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD -7036.66000000 -0.00082922650 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2025-07-20 0.00000000 USD 0.00000000 USD 1033037.00000000 USD -7036.66000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 1418.61000000 0.000167174341 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -32999800.00000000 INR 400000.00000000 USD 2023-06-21 1418.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -64201.24000000 -0.00756571577 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 China Jushi Co Ltd China Jushi Co Ltd Y 2023-09-28 0.00000000 USD 0.00000000 USD 350690.00000000 CNY -64201.24000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 8.00000000 NC USD 2000.00000000 0.000235687527 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Envestnet Inc Envestnet Inc 100.00000000 40.00000000 USD 2023-12-15 XXXX 1351.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -531.44000000 -0.00006262688 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -57785.70000000 USD 52000.00000000 CHF 2023-06-23 -531.44000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 457.45000000 0.000053907629 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -23000.00000000 AUD 15429.47000000 USD 2023-06-20 457.45000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 8913.47000000 0.001050396854 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1609997.00000000 CNY 240000.00000000 USD 2024-02-07 8913.47000000 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 000000000 19845.00000000 NS 334770.17000000 0.039450576893 Long EC CORP AU N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12919.70000000 0.001522506077 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Eiffage SA Eiffage SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1623.00000000 EUR 12919.70000000 N N N SoFi Technologies Inc 549300SW81JCMVZDDY09 83406F102 -5839.00000000 NS USD -40522.66000000 -0.00477534278 Short EC CORP US N 1 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -2075.00000000 -0.00024452581 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -66000.00000000 USD 98197.66000000 AUD 2023-06-21 -2075.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6506.19000000 0.000766713918 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -235000.00000000 AUD 159499.11000000 USD 2023-06-23 6506.19000000 N N N EVOLENT HEALTH INC 549300CZOCFHQ2BBTR11 30050BAD3 820000.00000000 PA USD 916350.00000000 0.107986133103 Long DBT CORP US N 2 2025-10-15 Fixed 1.50000000 N N N N Y Evolent Health Inc USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 363.00000000 NC USD 86757.00000000 0.010223771429 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 75.00000000 USD 2023-08-18 XXXX -50104.58000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 31.27000000 0.000003684974 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 AUD 1333.19000000 USD 2023-06-20 31.27000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -270.28000000 -0.00003185081 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -55000.00000000 CHF 60265.25000000 USD 2023-06-20 -270.28000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -107.00000000 NC USD -16585.00000000 -0.00195443882 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Seagen Inc Seagen Inc 100.00000000 230.00000000 USD 2024-06-21 XXXX 3741.42000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 808.87000000 0.000095320285 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -5574600.00000000 PHP 100000.00000000 USD 2023-06-21 808.87000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 312.00000000 NC USD 15600.00000000 0.001838362717 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.00000000 USD 2024-01-19 XXXX -1479.72000000 N N N CHEFS' WAREHOUSE THE 549300JYEDC8C547E980 163086AD3 606000.00000000 PA USD 602058.73000000 0.070948866867 Long DBT CORP US N 2 2028-12-15 Fixed 2.37500000 N N N N N Chefs' Warehouse Inc/The USD XXXX N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -100.00000000 NC USD -52000.00000000 -0.00612787572 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 80.00000000 USD 2023-11-17 XXXX -39813.20000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -8322.26000000 -0.00098072644 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 IHS MARKIT LTD CDX.NA.HY.40.V1 Y Default Event 2028-06-20 0.00000000 USD -404.40000000 USD 400000.00000000 USD -7917.86000000 N N N MORGAN STANLEY DEAN WITTER INTERNATIONAL INCORPORATED 549300F8ZGW9YHCSO458 000000000 1.00000000 NC USD -9607.94000000 -0.00113223581 N/A DFE CORP US N 2 MORGAN STANLEY DEAN WITTER INTERNATIONAL INCORPORATED 549300F8ZGW9YHCSO458 -2430012.46000000 USD 200609678.97000000 INR 2023-07-20 -9607.94000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -73839.89000000 -0.00870157056 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3000000.00000000 USD 3949613.00000000 SGD 2023-07-20 -73839.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -165273.18000000 -0.01947641361 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3709000.00000000 GBP 4450892.73000000 USD 2023-06-23 -165273.18000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1.35000000 -0.00000015908 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -738.40000000 USD 1000.00000000 CAD 2023-06-20 -1.35000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -5481.60000000 -0.00064597237 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 13124766.00000000 JPY 2023-06-21 -5481.60000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -50272.88000000 -0.00592434540 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Swedish Orphan Biovitrum AB Swedish Orphan Biovitrum AB Y Equity - Performance Leg 2023-07-13 0.00000000 SEK 0.00000000 SEK 15561.00000000 SEK -50272.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1283.26000000 0.000151224188 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 OSB Group PLC OSB Group PLC Y Equity - Performance Leg 2023-09-12 0.00000000 GBP 0.00000000 GBP 7355.00000000 GBP 1283.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -263.61000000 -0.00003106479 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8092.70000000 USD 13000.00000000 NZD 2023-06-23 -263.61000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 150000.00000000 PA USD 133613.66000000 0.015745536610 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 1483.90000000 0.000174868361 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -24605028.00000000 HKD 3150000.00000000 USD 2023-08-14 1483.90000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 26049.17000000 0.003069732240 N/A DFE CORP US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 -1084839810.00000000 CLP 1356049.76000000 USD 2023-07-20 26049.17000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -10340.22000000 -0.00121853044 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1493719.54000000 USD 7611994.79000000 BRL 2023-08-02 -10340.22000000 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 28.00000000 NS USD 18411.40000000 0.002169668675 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -35730.16000000 -0.00421057654 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Halfords Group PLC Halfords Group PLC Y Equity - Performance Leg 2023-10-11 0.00000000 GBP 0.00000000 GBP 241378.61220000 GBP -35730.16000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2456.85000000 0.000289524451 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 HANSA BIOPHARMA AB HANSA BIOPHARMA AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 338312.33000000 SEK 2456.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 35990.15000000 0.004241214741 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 PostNL NV PostNL NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 374217.30740000 EUR 35990.15000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -10.76000000 -0.00000126799 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2221.92000000 USD 3000.00000000 CAD 2023-06-20 -10.76000000 N N N UBER 02/27/30 N/A 000000000 69693.33330000 PA USD 69161.92000000 0.008150300975 Long LON CORP US N 2 2030-02-27 Floating 7.65560160 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -173.92000000 -0.00002049538 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -12285.40000000 USD 11000.00000000 CHF 2023-06-23 -173.92000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -730.61000000 -0.00008609783 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -48000.00000000 GBP 59005.50000000 USD 2023-06-20 -730.61000000 N N N LIVENT CORP 254900OOLQ2VNMZTJL47 53814LAB4 455000.00000000 PA USD 1233277.50000000 0.145334062605 Long DBT CORP US N 2 2025-07-15 Fixed 4.12500000 N N N N Y Livent Corp USD XXXX N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -56100.81000000 -0.00661113061 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1477887.37000000 USD 5292336.84000000 ILS 2023-07-20 -56100.81000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2564.79000000 0.000302244507 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -7200000.00000000 CNY 1039260.97000000 USD 2024-03-21 2564.79000000 N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC -30246.40000000 -0.00356434962 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2028-06-21 0.00000000 KRW 0.00000000 KRW 3480000000.00000000 KRW -30246.40000000 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 252000.00000000 PA USD 252605.30000000 0.029767959347 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 26501.37000000 0.003123021190 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 LANXESS AG LANXESS AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 298865.14000000 EUR 26501.37000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -1461.69000000 -0.00017225105 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 1200000.00000000 AUD -1461.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -336.78000000 -0.00003968742 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -89521.30000000 USD 81000.00000000 CHF 2023-06-23 -336.78000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 3496.95000000 0.000412093750 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -7845979.00000000 JPY 60000.00000000 USD 2023-06-21 3496.95000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 57000.00000000 PA USD 57810.47000000 0.006812603381 Long DBT UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 -43752.00000000 NS USD -491334.96000000 -0.05790076105 Short EC CORP US N 1 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -38108.85000000 -0.00449089032 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -1815465.50000000 USD 2400000.00000000 SGD 2023-07-10 -38108.85000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -4097.64000000 -0.00048288132 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Jyske Bank A/S Jyske Bank A/S Y Equity - Performance Leg 2023-11-27 0.00000000 DKK 0.00000000 DKK 3118.00000000 DKK -4097.64000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 39.00000000 NC USD 62595.00000000 0.007376430404 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Illumina Inc Illumina Inc 100.00000000 195.00000000 USD 2023-09-15 XXXX -1043.60000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3125.77000000 -0.00036835250 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-03-17 0.00000000 SGD 0.00000000 SGD 4200000.00000000 SGD -3125.77000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3999.26000000 -0.00047128785 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ACEA SpA ACEA SpA Y Equity - Performance Leg 2023-10-13 0.00000000 EUR 0.00000000 EUR 143491.57000000 EUR -3999.26000000 N N N Groupon Inc 5299005W5W1R5POQJL03 399473206 -2674.00000000 NS USD -14439.60000000 -0.00170161681 Short EC CORP US N 1 N N N TERACT SA 969500HQ6PWNILD1HE63 000000000 3920.00000000 NS 153.99000000 0.000018146761 Long EC CORP FR N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 10392.48000000 0.001224688960 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2033-09-20 0.00000000 JPY 0.00000000 JPY 245344000.00000000 JPY 10392.48000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1144.75000000 0.000134901648 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -201149.00000000 SGD 150000.00000000 USD 2023-06-21 1144.75000000 N N N Transocean Ltd 529900QO4W5DQGBGEF32 000000000 -36169.00000000 NS USD -206886.68000000 -0.02438030508 Short EC CORP US N 1 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 313586752 15150.00000000 NS USD 23785.50000000 0.002802972847 Long EP USGSE US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1837.26000000 -0.00021650963 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2028-06-21 0.00000000 MYR 0.00000000 MYR 1344000.00000000 MYR -1837.26000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1272.15000000 0.000149914944 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Vail Resorts Inc Vail Resorts Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 704.00000000 USD 1272.15000000 N N N iHeartMedia Inc N/A 45174J509 53582.00000000 NS USD 126989.34000000 0.014964901808 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -6210.38000000 -0.00073185455 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -180000.00000000 USD 24132319.00000000 JPY 2023-06-21 -6210.38000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -4308.61000000 -0.00050774281 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1563941000.00000000 IDR 100000.00000000 USD 2023-06-21 -4308.61000000 N N N MED Trust N/A 58403YAN6 124402.96000000 PA USD 119829.75000000 0.014121188774 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.90800000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4773.38000000 0.000562513066 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 KOHL'S CORPORATION Kohl's Corp Y Default Event 2024-12-20 4909.27000000 USD 0.00000000 USD 171000.00000000 USD -135.89000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 33792.90000000 0.003982282531 N/A DE CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Chr Hansen Holding A/S Chr Hansen Holding A/S Y Equity - Performance Leg 2024-03-18 0.00000000 DKK 0.00000000 DKK 5150640.00000000 DKK 33792.90000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 748321.00000000 PA USD 583617.24000000 0.068775652272 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 750000.00000000 PA USD 720820.26000000 0.084944172576 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4259.02000000 -0.00050189894 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -177122.84000000 USD 157000.00000000 CHF 2023-06-23 -4259.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8691.58000000 0.001024248501 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PZU Powszechny Zaklad Ubezpieczen SA Y 2024-03-04 0.00000000 USD 0.00000000 USD 19717.00000000 PLN 8691.58000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -7664.77000000 -0.00090324534 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 MEDIA & GAMES INVEST SE MEDIA & GAMES INVEST SE Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 53096.00000000 SEK -7664.77000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 26617.64000000 0.003136722885 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Veradigm Inc Veradigm Inc Y 2024-02-08 0.00000000 USD 0.00000000 USD 529849.04000000 USD 26617.64000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 21580000.00000000 PA 1074406.82000000 0.126612143691 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 556.22000000 0.000065547058 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -72406.51000000 EUR 78049.00000000 USD 2023-06-21 556.22000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -120.18000000 -0.00001416246 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3374.97000000 USD 5000.00000000 AUD 2023-06-20 -120.18000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -3323.72000000 -0.00039167967 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -150000.00000000 USD 194445000.00000000 KRW 2023-06-21 -3323.72000000 N N N MIRUM PHARMACEUTICALS 254900YZKR40F7F27K81 604749AA9 102000.00000000 PA USD 115923.00000000 0.013660802649 Long DBT CORP US N 2 2029-05-01 Fixed 4.00000000 N N N N Y Mirum Pharmaceuticals Inc USD XXXX N N N CDW LLC/CDW FINANCE N/A 12513GBD0 80000.00000000 PA USD 74048.65000000 0.008726171632 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 6581.77000000 0.000775620550 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -48000000.00000000 JPY 352255.21000000 USD 2023-06-21 6581.77000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 729.09000000 0.000085918709 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Vitrolife AB Vitrolife AB Y 2024-03-08 0.00000000 SEK 0.00000000 SEK 8605.00000000 SEK 729.09000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5039.01000000 -0.00059381590 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Fugro NV Fugro NV Y Equity - Performance Leg 2024-05-27 0.00000000 EUR 0.00000000 EUR 7132.00000000 EUR -5039.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -10968.51000000 -0.00129257050 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sanlorenzo SpA/Ameglia Sanlorenzo SpA/Ameglia Y Equity - Performance Leg 2023-08-25 0.00000000 EUR 0.00000000 EUR 8260.00000000 EUR -10968.51000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -2343.81000000 -0.00027620339 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 3391080.00000000 THB 2023-06-21 -2343.81000000 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAD1 304000.00000000 PA USD 263340.00000000 0.031032976800 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 107.00000000 NC USD 10700.00000000 0.001260928274 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Fluor Corp Fluor Corp 100.00000000 20.00000000 USD 2024-01-19 XXXX -2315.18000000 N N N Vericrest Opportunity Loan Tra N/A 92873AAB4 215000.00000000 PA USD 194758.46000000 0.022951069989 Long ABS-MBS CORP US N 2 2051-02-27 Variable 4.94870000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 135000.00000000 PA USD 123395.70000000 0.014541413744 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -12381.35000000 -0.00145906488 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Piaggio & C SpA Piaggio & C SpA Y Equity - Performance Leg 2024-04-22 0.00000000 EUR 0.00000000 EUR 54467.00000000 EUR -12381.35000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 13160.42000000 0.001550873428 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Activision Blizzard Inc Activision Blizzard Inc Y 2024-01-26 0.00000000 USD 0.00000000 USD 5400.00000000 USD 13160.42000000 N N N LI AUTO INC 2549003R73Q70J5H4I65 50202MAB8 526000.00000000 PA USD 637512.00000000 0.075126813648 Long DBT CORP KY N 2 2028-05-01 Fixed 0.25000000 N N N N N Li Auto Inc USD XXXX N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -529.79000000 -0.00006243244 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -150000.00000000 USD 201980.00000000 SGD 2023-06-21 -529.79000000 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAF4 550000.00000000 PA USD 481251.54000000 0.056712492884 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 37.00000000 NC USD 35944.43000000 0.004235826924 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long COCOA COCOA 2023-07-14 1076645.57000000 USD 35944.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2805.48000000 0.000330608322 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -7889000.00000000 JPY 59636.43000000 USD 2023-06-23 2805.48000000 N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050B101 -16076.00000000 NS USD -468454.64000000 -0.05520445802 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 39.04000000 0.000004600620 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 AUD 1340.96000000 USD 2023-06-20 39.04000000 N N N GROUPON INC 5299005W5W1R5POQJL03 399473AF4 305000.00000000 PA USD 108465.63000000 0.012781998099 Long DBT CORP US N 2 2026-03-15 Fixed 1.12500000 N N N N Y Groupon Inc USD XXXX N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 7571.54000000 0.000892258772 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1000000.00000000 USD 83420000.00000000 INR 2023-06-21 7571.54000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1093.14000000 -0.00012881973 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -242526.58000000 USD 194000.00000000 GBP 2023-06-20 -1093.14000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -83.77000000 -0.00000987177 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2036.64000000 USD 3000.00000000 AUD 2023-06-20 -83.77000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2612.04000000 0.000307812625 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 NEL ASA NEL ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 896063.33000000 NOK 2612.04000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 120.25000000 0.000014170712 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1775379.83000000 USD 2400000.00000000 SGD 2023-06-12 120.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2323.09000000 -0.00027376166 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -83051.27000000 USD 124000.00000000 AUD 2023-06-23 -2323.09000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -12462.18000000 -0.00146859019 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2025-06-21 0.00000000 INR 0.00000000 INR 489000000.00000000 INR -12462.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -105010.37000000 -0.01237481725 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AngloGold Ashanti Ltd AngloGold Ashanti Ltd Y Equity - Performance Leg 2023-10-06 0.00000000 ZAR 0.00000000 ZAR 4599755.16810000 ZAR -105010.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6710.66000000 0.000790809433 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -346000.00000000 GBP 437337.08000000 USD 2023-06-23 6710.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4465.56000000 -0.00052623839 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -495000.00000000 GBP 611604.03000000 USD 2023-06-23 -4465.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3515.02000000 -0.00041422318 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 National Grid PLC National Grid PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 173404.91880000 GBP -3515.02000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2542.05000000 -0.00029956474 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 DSV A/S DSV A/S Y Equity - Performance Leg 2023-07-14 0.00000000 DKK 0.00000000 DKK 445132.14000000 DKK -2542.05000000 N N N Pacira BioSciences Inc N/A 695127100 -4216.00000000 NS USD -160334.48000000 -0.01889441861 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -25177.19000000 -0.00296697483 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Camurus AB Camurus AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 1051661.67000000 SEK -25177.19000000 N N N PennyMac Mortgage Investment T 549300BSSOQO1ZWDUJ97 70931T103 -4659.00000000 NS USD -54230.76000000 -0.00639075688 Short EC CORP US N 1 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 60.00000000 NC 68944.10000000 0.008124632246 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Put Purchased ICE FUTURES EUROPE 549300UF4R84F48NCH34 ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP GB US Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-12-18 0.00000000 USD 1000000.00000000 96.50000000 EUR 2023-12-18 XXXX 33932.90000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1943.58000000 0.000229038782 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -700290.00000000 NOK 100000.00000000 AUD 2023-06-21 1943.58000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 29297.74000000 0.003452555957 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -6769100.23000000 ZAR 370863.11000000 USD 2023-07-20 29297.74000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 45.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US N 3 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Porch Group Inc Porch Group Inc 100.00000000 5.00000000 USD 2023-06-16 XXXX -945.71000000 N N N Autogrill SpA 5299003D9N2698I3C257 000000000 300737.00000000 NS 2144878.52000000 0.252760558031 Long EC CORP IT N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 111.00000000 NC USD 44511.00000000 0.005245343777 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 22.00000000 USD 2023-06-21 XXXX 11124.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 15147.57000000 0.001785046663 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 HAT HOLDINGS I LLC/HAT HAT Holdings I LLC / HAT Holdings II LLC Y 2024-03-21 0.00000000 USD 0.00000000 USD 816000.00000000 USD 15147.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -13717.76000000 -0.00161655247 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ODAS Elektrik Uretim ve Sanayi ODAS Elektrik Uretim ve Sanayi Ticaret AS Y Equity - Performance Leg 2023-08-24 0.00000000 USD 0.00000000 USD 321408.00000000 TRY -13717.76000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 2145000.00000000 PA 350243.19000000 0.041273975810 Long DBT NUSS RO N 2 2036-04-28 Fixed 4.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -32566.23000000 -0.00383772712 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1400000.00000000 USD 1845707.00000000 SGD 2023-07-20 -32566.23000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 18303.13000000 0.002156909731 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Friedrich Vorwerk Group SE Friedrich Vorwerk Group SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 151526.98000000 EUR 18303.13000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5588.87000000 0.000658613477 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RAKUTEN GROUP INC RAKUTEN GROUP INC Y Default Event 2024-06-20 7803.86000000 USD 0.00000000 USD 43477000.00000000 JPY -2214.99000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 13553.60000000 0.001597207239 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Darktrace PLC Darktrace PLC Y Equity - Performance Leg 2023-12-04 0.00000000 GBP 0.00000000 GBP 57611.00000000 GBP 13553.60000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4345.43000000 0.000512081827 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Montana Aerospace AG Montana Aerospace AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 24927.22900000 CHF 4345.43000000 N N N FIVERR INTERNATIONAL LTD 549300Z8OREY6THCPF67 33835LAA3 903000.00000000 PA USD 766361.58000000 0.090310933140 Long DBT CORP IL N 2 2025-11-01 None 0.00000000 N N N N Y Fiverr International Ltd USD XXXX N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -26486.87000000 -0.00312131245 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -266480.76000000 USD 6793927.01000000 TRY 2023-12-11 -26486.87000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -11343.85000000 -0.00133680198 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GUESS INC Guess? Inc Y 2024-04-25 0.00000000 USD 0.00000000 USD 847000.00000000 USD -11343.85000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 319.00000000 NC USD 177045.00000000 0.020863649190 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 80.00000000 USD 2024-01-19 XXXX -33344.80000000 N N N LIGADO NETWORKS LLC N/A 53225HAA8 1228350.00000000 PA USD 414568.13000000 0.048854268856 Long DBT CORP US N 2 2023-11-01 Fixed 15.50000000 N N Y N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -10039.96000000 -0.00118314667 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ecopro Co Ltd Ecopro Co Ltd Y 2024-05-13 0.00000000 USD 0.00000000 USD 108979.95000000 KRW -10039.96000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -38.47000000 -0.00000453344 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 CAD 3646.80000000 USD 2023-06-20 -38.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -59.28000000 -0.00000698577 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -15000.00000000 CHF 16456.37000000 USD 2023-06-23 -59.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 56575.83000000 0.006667108756 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Mr Price Group Ltd Mr Price Group Ltd Y Equity - Performance Leg 2023-08-30 0.00000000 ZAR 0.00000000 ZAR 4565703.02400000 ZAR 56575.83000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -44386.40000000 -0.00523066044 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hornbach Holding AG & Co KGaA Hornbach Holding AG & Co KGaA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4198.00000000 EUR -44386.40000000 N N N EXPEDIA GROUP INC N/A 30212PBH7 40000.00000000 PA USD 33443.38000000 0.003941093778 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16138.16000000 -0.00190178151 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vidrala SA Vidrala SA Y Equity - Performance Leg 2023-09-29 0.00000000 EUR 0.00000000 EUR 156957.06020000 EUR -16138.16000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -39742.73000000 -0.00468343289 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 MIDDLEBY CORP Middleby Corp/The Y 2024-03-17 0.00000000 USD 0.00000000 USD 600000.00000000 USD -39742.73000000 N N N Confluent Inc 254900MRZ83YWUV7SN74 20717M103 -1997.00000000 NS USD -63384.78000000 -0.00746950105 Short EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 107.00000000 NC USD 145520.00000000 0.017148624531 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Seagen Inc Seagen Inc 100.00000000 190.00000000 USD 2024-06-21 XXXX -70088.11000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC USD 27136.25000000 0.003197837839 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2033-06-21 396.00000000 USD 0.00000000 USD 5160000.00000000 USD 26740.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3285.28000000 -0.00038714976 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -129496.24000000 USD 17520000.00000000 JPY 2023-06-23 -3285.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13606.74000000 0.001603469456 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Close Brothers Group PLC Close Brothers Group PLC Y Equity - Performance Leg 2023-08-31 0.00000000 GBP 0.00000000 GBP 281938.82290000 GBP 13606.74000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 54.00000000 NC USD 45360.00000000 0.005345393133 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 60.00000000 USD 2023-09-15 XXXX 5938.43000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -6329.81000000 -0.00074592863 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 WINNEBAGO INDUSTRIES Winnebago Industries Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 432000.00000000 USD -6329.81000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 490000.00000000 PA USD 412945.05000000 0.048662999000 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -852.28000000 -0.00010043588 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -151000.00000000 GBP 187067.56000000 USD 2023-06-20 -852.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4724.98000000 0.000556809427 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -123000.00000000 EUR 136381.00000000 USD 2023-06-23 4724.98000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -6.00000000 NC -955.60000000 -0.00011261150 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Written DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 10.00000000 4000.00000000 EUR 2023-06-16 XXXX -546.47000000 N N N FIDELITY INSTL MMKT GOVT N/A 000000000 112901199.34000000 NS USD 112901199.34000000 13.30470228568 Long STIV RF US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 101.76000000 0.000011991781 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -8083.33000000 USD 6576.85000000 GBP 2023-06-21 101.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10487.31000000 0.001235864084 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PZ Cussons PLC PZ Cussons PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 156696.54000000 GBP 10487.31000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 27256.27000000 0.003211981448 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 BPER Banca BPER Banca Y Equity - Performance Leg 2023-09-25 0.00000000 EUR 0.00000000 EUR 110638.00000000 EUR 27256.27000000 N N N Q2 HOLDINGS INC 549300M9RKR9DZXWS696 74736LAD1 647000.00000000 PA USD 552408.60000000 0.065097908667 Long DBT CORP US N 2 2026-06-01 Fixed 0.75000000 N N N N Y Q2 Holdings Inc USD XXXX N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 51.00000000 NC USD 8058.00000000 0.000949585049 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 24.00000000 USD 2023-07-19 XXXX -6281.73000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 56.39000000 0.000006645209 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 EUR 7547.66000000 USD 2023-06-20 56.39000000 N N N TLG Acquisition One Corp N/A 87257M108 9876.00000000 NS USD 104093.04000000 0.012266715635 Long EC CORP US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1201.62000000 0.000141603423 N/A DIR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Y 2025-06-20 0.00000000 USD 0.00000000 USD 2180000.00000000 USD 1201.62000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -19.00000000 NC -199.34000000 -0.00002349097 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-12-18 -4888966.33000000 USD -199.34000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1811.35000000 -0.00021345630 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -700000.00000000 USD 5440877.00000000 HKD 2023-12-15 -1811.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -472.87000000 -0.00005572478 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -152000.00000000 GBP 188704.06000000 USD 2023-06-23 -472.87000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 200.32000000 0.000023606462 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 AUD 5407.98000000 USD 2023-06-20 200.32000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 4352.51000000 0.000512916161 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -12123557.00000000 JPY 91660.67000000 USD 2023-06-21 4352.51000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -74680.20000000 -0.00880059586 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -1400000.00000000 USD 9364880.00000000 CNY 2023-08-21 -74680.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5923.37000000 0.000698032216 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -435904.32000000 USD 355000.00000000 GBP 2023-06-23 5923.37000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 5222.26000000 0.000615410774 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2024-06-20 10005.44000000 USD 0.00000000 USD 1220000.00000000 USD -4783.18000000 N N N Watches of Switzerland Group P 2138008ZOT5K9PJW7168 000000000 27862.00000000 NS 233254.73000000 0.027487615344 Long EC CORP GB N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -107.00000000 NC USD -50825.00000000 -0.00598940930 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Seagen Inc Seagen Inc 100.00000000 140.00000000 USD 2024-06-21 XXXX 15082.37000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 14426.25000000 0.001700043599 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -500000.00000000 USD 7713000000.00000000 IDR 2023-06-21 14426.25000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2440.73000000 -0.00028762481 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -800000.00000000 USD 6215257.00000000 HKD 2023-12-15 -2440.73000000 N N N TMS ISSUER SARL 21380092DY1X4BHPMA32 87266GAA8 650000.00000000 PA USD 677872.00000000 0.079882987962 Long DBT CORP LU N 2 2032-08-23 Fixed 5.78000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 51934.84000000 0.006120197026 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Solaria Energia y Medio Ambien Solaria Energia y Medio Ambiente SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 173266.75820000 EUR 51934.84000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 35000.00000000 PA USD 32153.84000000 0.003789129531 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAC2 226000.00000000 PA USD 182495.00000000 0.021505897703 Long DBT CORP US N 2 2025-10-15 None 0.00000000 N N N N Y Redfin Corp USD XXXX N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 237000.00000000 PA USD 232704.38000000 0.027422760028 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26003.28000000 0.003064324390 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 OBRASCON HUARTE LAIN SA OBRASCON HUARTE LAIN SA Y Equity - Performance Leg 2023-09-01 0.00000000 EUR 0.00000000 EUR 174034.94250000 EUR 26003.28000000 N N N StorageVault Canada Inc 254900A6LDI0HRL1VD69 86212H105 -12568.00000000 NS -55641.75000000 -0.00655703325 Short EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 550.96000000 0.000064927200 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -300000.01000000 DKK 43887.90000000 USD 2023-08-31 550.96000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 289.00000000 NC USD 11560.00000000 0.001362273911 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased GEO Group Inc/The GEO Group Inc/The 100.00000000 5.00000000 USD 2024-01-19 XXXX -1214.80000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD -12468.14000000 -0.00146929254 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN SOYBEAN 2023-07-14 142443.14000000 USD -12468.14000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 633.56000000 0.000074661095 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -22000.00000000 EUR 24177.56000000 USD 2023-06-20 633.56000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -147.08000000 -0.00001733246 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3401.87000000 USD 5000.00000000 AUD 2023-06-20 -147.08000000 N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075AC9 303000.00000000 PA USD 301485.00000000 0.035528127177 Long DBT CORP US N 2 2023-08-15 Fixed 4.75000000 N N N N N Redwood Trust Inc USD XXXX N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3090.39000000 0.000364183189 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -140000.00000000 AUD 94228.00000000 USD 2023-06-21 3090.39000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -223.45000000 -0.00002633218 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -320000.00000000 GBP 398017.28000000 USD 2023-06-20 -223.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1102.92000000 -0.00012997224 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -240000.00000000 USD 319761.00000000 SGD 2024-01-22 -1102.92000000 N N N Redfin Corp 549300HXWD3JEMZU3O57 75737F108 4100.00000000 NS USD 40139.00000000 0.004730130841 Long EC CORP US N 1 N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 356000.00000000 PA USD 358217.88000000 0.042213743296 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N Cutera Inc 529900NPKPEWJWR21Z42 232109108 -21172.00000000 NS USD -355901.32000000 -0.04194075114 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8428.80000000 0.000993281517 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1336000.00000000 SGD 1000000.00000000 USD 2023-08-31 8428.80000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 10824.93000000 0.001275650495 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ontex Group NV Ontex Group NV Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 155724.04000000 EUR 10824.93000000 N N N LCI Industries 549300E1B98YNJ1WIQ04 50189K103 -768.00000000 NS USD -82974.72000000 -0.00977805331 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 102.28000000 0.000012053060 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 EUR 6523.37000000 USD 2023-06-20 102.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4861.10000000 -0.00057285032 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -105000.00000000 GBP 125820.33000000 USD 2023-06-23 -4861.10000000 N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 380000.00000000 PA USD 313586.87000000 0.036954257088 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2334.77000000 0.000275138084 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 CONTINENTAL AG CONTINENTAL AG Y Default Event 2028-06-20 2505.08000000 USD 0.00000000 USD 146000.00000000 EUR -170.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26077.81000000 0.003073107286 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SMCP SA SMCP SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 25229.00000000 EUR 26077.81000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 260.28000000 0.000030672374 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -55000.00000000 CAD 40798.28000000 USD 2023-06-20 260.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 392.18000000 0.000046215967 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -15131.60000000 USD 276000.00000000 MXN 2023-06-23 392.18000000 N N N Lucid Group Inc N/A 549498103 1930.00000000 NS USD 14976.80000000 0.001764922484 Long EC CORP US N 1 N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 165.36000000 0.000019486644 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -95000.00000000 CAD 70191.33000000 USD 2023-06-23 165.36000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -57.74000000 -0.00000680429 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1359.66000000 USD 2000.00000000 AUD 2023-06-20 -57.74000000 N N N Credit Suisse Mortgage Trust N/A 12656PAC0 83671.36000000 PA USD 81864.54000000 0.009647225528 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.69100000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 6231.11000000 0.000734297456 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -800000.00000000 USD 1068800000.00000000 KRW 2023-06-21 6231.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7.10000000 -0.00000083669 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16186.71000000 USD 13000.00000000 GBP 2023-06-23 -7.10000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1338.61000000 -0.00015774684 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Econocom Group SA/NV Econocom Group SA/NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 15709.00000000 EUR -1338.61000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 123.62000000 0.000014567846 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 AUD 5331.28000000 USD 2023-06-20 123.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 32684.14000000 0.003851622079 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Cie de Saint-Gobain Cie de Saint-Gobain Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4334.00000000 EUR 32684.14000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 15.00000000 NC USD 1612.50000000 0.000190023069 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased NextEra Energy Partners LP NextEra Energy Partners LP 100.00000000 45.00000000 USD 2023-10-20 XXXX -193.19000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 46.92000000 0.000005529229 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 AUD 1999.79000000 USD 2023-06-20 46.92000000 N N N DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 000000000 -1999.00000000 NC -68383.07000000 -0.00805851835 N/A DE CORP DE N 1 DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 Put Written Vodafone Group PLC Vodafone Group PLC 1000.00000000 70.00000000 GBP 2023-08-18 XXXX -22215.25000000 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 10200.00000000 NS USD 5217912.00000000 0.614898390085 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -16780.94000000 -0.00197752913 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Matas A/S Matas A/S Y Equity - Performance Leg 2023-11-10 0.00000000 DKK 0.00000000 DKK 18321.00000000 DKK -16780.94000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -32325.73000000 -0.00380938569 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Cadeler A/S Cadeler A/S Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 2207403.96000000 NOK -32325.73000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 542800.00000000 PA USD 514871.20000000 0.060674360161 Long DBT CORP AR N 2 2024-04-04 Fixed 8.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 6648.71000000 0.000783509011 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Banca IFIS SpA Banca IFIS SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 25904.00000000 EUR 6648.71000000 N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 000000000 925000.00000000 PA USD 516843.75000000 0.060906812878 Long DBT CORP BR N 2 2022-11-01 Fixed 4.12500000 Y N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 159.00000000 NS USD 29325.96000000 0.003455881508 Long EC CORP US N 1 N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAB1 843000.00000000 PA USD 815446.63000000 0.096095300186 Long DBT CORP US N 2 2027-05-15 Fixed 10.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -712.24000000 -0.00008393304 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -901791.81000000 USD 724000.00000000 GBP 2023-06-23 -712.24000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -6922.33000000 -0.00081575342 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -700000.00000000 USD 57398250.00000000 INR 2023-06-29 -6922.33000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 10054.53000000 0.001184863660 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -296000.00000000 EUR 326828.40000000 USD 2023-06-20 10054.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 4994.32000000 0.000588549467 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Infrastrutture Wireless Italia Infrastrutture Wireless Italiane SpA Y 2024-04-26 0.00000000 EUR 0.00000000 EUR 70068.00000000 EUR 4994.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 137.46000000 0.000016198803 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Renew Holdings PLC Renew Holdings PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 19280.00000000 GBP 137.46000000 N N N DOUGLAS GMBH 529900381YTPHVY9AI06 000000000 2093000.00000000 PA 2056834.40000000 0.242385107535 Long DBT CORP DE N 2 2026-04-08 Fixed 6.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBK6 727000.00000000 PA USD 589597.00000000 0.069480329698 Long DBT CORP BM N 2 2027-02-15 Fixed 2.50000000 N N N N Y Norwegian Cruise Line Holdings EUR XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3033.72000000 0.000357504983 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -156000.00000000 EUR 170012.09000000 USD 2023-06-23 3033.72000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -5474.49000000 -0.00064513450 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -3248160.00000000 SGD 2400000.00000000 USD 2023-07-10 -5474.49000000 N N N Alphatec Holdings Inc 549300EZE8CQ8K65FS24 02081G201 -7213.00000000 NS USD -109349.08000000 -0.01288610717 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -20148.13000000 -0.00237433147 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Norsk Hydro ASA Norsk Hydro ASA Y Equity - Performance Leg 2024-04-08 0.00000000 NOK 0.00000000 NOK 18943.00000000 NOK -20148.13000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 101000.00000000 PA USD 72010.36000000 0.008485971866 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -26.00000000 NC USD -36140.00000000 -0.00425887362 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1400.00000000 USD 2023-09-29 XXXX 8627.56000000 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BX5 350000.00000000 PA USD 334993.93000000 0.039476945614 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -60.43000000 -0.00000712129 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -18771.41000000 USD 17000.00000000 CHF 2023-06-20 -60.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5477.79000000 0.000645523391 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -209917.19000000 USD 3827000.00000000 MXN 2023-06-20 5477.79000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 282.00000000 NC USD 17766.00000000 0.002093612310 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 70.00000000 USD 2023-07-21 XXXX -21344.31000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 35.00000000 NC USD -462789.81000000 -0.05453689313 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME ZINC LME ZINC 2023-06-19 2422571.06000000 USD -462789.81000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 704.82000000 0.000083058641 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 VAIL RESORTS INC Vail Resorts Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 439897.84000000 USD 704.82000000 N N N Vahanna Tech Edge Acquisition N/A 000000000 7916.00000000 NS USD 83395.06000000 0.009827587765 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -31402.87000000 -0.00370063239 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -560808.87000000 USD 73489600.00000000 JPY 2023-06-23 -31402.87000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 62.00000000 NC USD 620.00000000 0.000073063133 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Guess? Inc Guess? Inc 100.00000000 12.00000000 USD 2023-06-16 XXXX -63.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -24425.67000000 -0.00287841289 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Rotork PLC Rotork PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 87124.77950000 GBP -24425.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -12570.38000000 -0.00148134089 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -526040.66000000 USD 788700.00000000 AUD 2023-06-23 -12570.38000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 68499.05000000 0.008072185879 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SUESS MicroTec SE SUESS MicroTec SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 10387.00000000 EUR 68499.05000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 3288.23000000 0.000387497399 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -180000.00000000 EUR 196581.06000000 USD 2023-08-18 3288.23000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 728.08000000 0.000085799687 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1803000.00000000 JPY 13712.44000000 USD 2023-06-21 728.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 878.46000000 0.000103521032 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -242000.00000000 CAD 179260.39000000 USD 2023-06-23 878.46000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3083.35000000 0.000363353569 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4503675.00000000 TWD 150000.00000000 USD 2023-06-21 3083.35000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 204000.00000000 PA 165262.54000000 0.019475159754 Long DBT CORP NL N 2 2029-07-13 Fixed 1.28800000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 136.78000000 0.000016118670 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -29000.00000000 GBP 36227.35000000 USD 2023-06-20 136.78000000 N N N BILL Holdings Inc 549300IBF9VZZIGOZW63 090043100 -3028.00000000 NS USD -313640.24000000 -0.03696054641 Short EC CORP US N 1 N N N AVID SPV LLC N/A 05369GAA6 579000.00000000 PA USD 581547.60000000 0.068531758105 Long DBT CORP US N 2 2026-03-15 Fixed 1.25000000 N N N N Y Avid Bioservices Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -64.30000000 -0.00000757735 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 GBP 3669.21000000 USD 2023-06-20 -64.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1206.57000000 -0.00014218675 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -56258.74000000 USD 50000.00000000 CHF 2023-06-23 -1206.57000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 1235.85000000 0.000145637215 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -400000.00000000 USD 12322000.00000000 TWD 2023-06-05 1235.85000000 N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAA7 -222000.00000000 PA USD -203962.50000000 -0.02403570870 Short DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2832.45000000 -0.00033378656 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -195459.33000000 USD 260000.00000000 SGD 2023-07-20 -2832.45000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 118.58000000 0.000013973913 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -172752.00000000 NZD 160000.00000000 AUD 2023-06-21 118.58000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 51729.03000000 0.006095943601 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -11000000.00000000 CNY 1633695.72000000 USD 2024-03-04 51729.03000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1987.34000000 0.000234195625 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hiag Immobilien Holding AG Hiag Immobilien Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 59201.94000000 CHF 1987.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC -3306.20000000 -0.00038961505 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 STENA AB Stena AB Y Default Event 2027-06-20 3960.35000000 USD 0.00000000 USD 71000.00000000 EUR -7266.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5680.88000000 -0.00066945628 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -209051.97000000 USD 190000.00000000 EUR 2023-06-23 -5680.88000000 N N N Elliott Opportunity II Corp 549300796AMMETN58424 000000000 56350.00000000 NS USD 583222.50000000 0.068729134625 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3730.38000000 0.000439602020 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ASSICURAZIONI GENERALI SPA ASSICURAZIONI GENERALI SPA Y Default Event 2028-06-20 6894.58000000 USD 0.00000000 USD 144000.00000000 EUR -3164.20000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4181.28000000 0.000492737773 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 EUROTECH SPA EUROTECH SPA Y Equity - Performance Leg 2023-08-04 0.00000000 EUR 0.00000000 EUR 87866.12160000 EUR 4181.28000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -168.26000000 -0.00001982839 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4724.96000000 USD 7000.00000000 AUD 2023-06-20 -168.26000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 189.95000000 0.000022384422 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -19000.00000000 CAD 14193.99000000 USD 2023-06-20 189.95000000 N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828M2B6 487000.00000000 PA USD 483225.75000000 0.056945141221 Long DBT CORP IN N 2 2023-09-02 Fixed 4.40000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5007.45000000 0.000590096755 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -224000.00000000 AUD 150839.00000000 USD 2023-06-23 5007.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -29108.71000000 -0.00343027995 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ferrari NV Ferrari NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 141669.77000000 EUR -29108.71000000 N N N Greenhill & Co Inc 529900VEOQHHHSPI9C69 395259104 95918.00000000 NS USD 1388892.64000000 0.163672336432 Long EC CORP US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 1.00000000 NC USD 5.00000000 0.000000589218 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 35.00000000 USD 2023-06-16 XXXX -31.03000000 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 -730.00000000 NS USD -59553.40000000 -0.00701799681 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 1470.06000000 0.000173237403 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 HEXAGON PURUS ASA HEXAGON PURUS ASA Y Equity - Performance Leg 2023-08-28 0.00000000 NOK 0.00000000 NOK 601130.76000000 NOK 1470.06000000 N N N Social Leverage Acquisition Co N/A 83363K102 13866.00000000 NS USD 141987.84000000 0.016732381501 Long EC CORP US N 1 N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 101000.00000000 PA USD 73124.00000000 0.008617207395 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed Inc USD XXXX N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKR5 200000.00000000 PA USD 200300.42000000 0.023604155415 Long DBT CORP US N 2 2033-01-12 Fixed 4.70000000 N N N N N N Banc of America Alternative Lo N/A 05948XTV3 2600.38560000 PA USD 2516.61000000 0.000296566794 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 24593.08000000 0.002898141114 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1489000.00000000 AUD 993982.25000000 USD 2023-06-23 24593.08000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -3846.61000000 -0.00045329900 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -424857000.00000000 COP 90607.17000000 USD 2023-07-11 -3846.61000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -3405.06000000 -0.00040126508 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Trelleborg AB Trelleborg AB Y Equity - Performance Leg 2024-05-08 0.00000000 SEK 0.00000000 SEK 817855.18000000 SEK -3405.06000000 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 744.00000000 NS USD 21323.04000000 0.002512787292 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 49123.06000000 0.005788846287 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Great Portland Estates PLC Great Portland Estates PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 409403.46100000 GBP 49123.06000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1813.91000000 -0.00021375798 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -240000.00000000 USD 315757224.00000000 KRW 2023-06-21 -1813.91000000 N N N PROSOL TLB E+392 07/12/28 N/A 000000000 73052.88000000 PA 73413.60000000 0.008651334949 Long LON CORP US N 2 2028-07-12 Floating 7.05000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -1391.93000000 -0.00016403027 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -203523.68000000 USD 162416.15000000 GBP 2023-06-21 -1391.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 78.91000000 0.000009299051 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6139600.00000000 TWD 200000.00000000 USD 2023-06-05 78.91000000 N N N Chefs' Warehouse Inc/The 549300JYEDC8C547E980 163086101 -9990.00000000 NS USD -310788.90000000 -0.03662453377 Short EC CORP US N 1 N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 200000.00000000 PA USD 875.00000000 0.000103113293 Long ABS-MBS CORP US N 2 2027-11-15 Floating 9.50800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9450.32000000 0.001113661279 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2028-07-20 0.00000000 CZK 0.00000000 CZK 24042607.00000000 CZK 9450.32000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 185000.00000000 PA USD 176367.25000000 0.020783780579 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4277.05000000 -0.00050402367 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -143393.94000000 USD 231000.00000000 NZD 2023-06-23 -4277.05000000 N N N BILL HOLDINGS INC 549300IBF9VZZIGOZW63 090043AB6 916000.00000000 PA USD 920580.00000000 0.108484612225 Long DBT CORP US N 2 2025-12-01 None 0.00000000 N N N N Y BILL Holdings Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5748.12000000 0.000677380096 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11753000.00000000 JPY 90414.64000000 USD 2023-06-23 5748.12000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 4008.87000000 0.000472420330 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -264844.00000000 SGD 200000.00000000 USD 2023-06-21 4008.87000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 38.00000000 NC USD 1615.00000000 0.000190317678 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased IMAX Corp IMAX Corp 100.00000000 10.00000000 USD 2024-01-19 XXXX -716.99000000 N N N Seagen Inc N/A 81181C104 26205.00000000 NS USD 5128318.50000000 0.604340354819 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 18904.33000000 0.002227757402 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Groupe Bruxelles Lambert NV Groupe Bruxelles Lambert NV Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 258274.48000000 EUR 18904.33000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -1303.86000000 -0.00015365177 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 STENA AB Stena AB Y Default Event 2027-06-20 556.67000000 USD 0.00000000 USD 28000.00000000 EUR -1860.53000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2316.76000000 0.000273015718 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -117000.00000000 GBP 147923.53000000 USD 2023-06-20 2316.76000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -1930.82000000 -0.00022753509 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -41727.26000000 GBP 50000.00000000 USD 2023-06-21 -1930.82000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -145.55000000 -0.00001715215 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9777.19000000 USD 9000.00000000 EUR 2023-06-20 -145.55000000 N N N Nikola Corp 6354007SKFUCHYZAKQ61 654110105 33653.00000000 NS USD 20999.47000000 0.002474656585 Long EC CORP US N 1 N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 453.18000000 0.000053404436 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -24000.00000000 AUD 16076.16000000 USD 2023-06-20 453.18000000 N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 -1588.00000000 NS USD -238930.48000000 -0.02815646708 Short EC CORP US N 1 N N N DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 000000000 188.00000000 NC 19293.67000000 0.002273638693 N/A DE CORP DE N 1 DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 Put Purchased Vodafone Group PLC Vodafone Group PLC 1000.00000000 80.00000000 GBP 2023-07-21 XXXX 5060.45000000 N N N SMART Global Holdings Inc 529900RDGHQY8XKXPN14 000000000 -14350.00000000 NS USD -324023.00000000 -0.03818408992 Short EC CORP US N 1 N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 547200.00000000 PA 559287.30000000 0.065908520566 Long DBT NUSS DE N 2 2032-08-15 Fixed 1.70000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 1060.30000000 0.000124949742 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Talenom Oyj Talenom Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 25002.61000000 EUR 1060.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1593.11000000 0.000187738078 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Pepco Group NV Pepco Group NV Y Equity - Performance Leg 2024-04-12 0.00000000 USD 0.00000000 USD 110894.92000000 PLN 1593.11000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -3.00000000 NC USD 32938.20000000 0.003881561466 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME NICKEL LME NICKEL 2023-09-18 -404404.20000000 USD 32938.20000000 N N N APELLIS PHARMACEUTICALS 254900HS0ZFRXXSB9D42 03753UAB2 392000.00000000 PA USD 886116.00000000 0.104423244744 Long DBT CORP US N 2 2026-09-15 Fixed 3.50000000 N N N N Y Apellis Pharmaceuticals Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 747.99000000 0.000088145957 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -145982.00000000 USD 193930809.00000000 KRW 2023-08-10 747.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -105947.11000000 -0.01248520622 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3200000.00000000 SGD 2271968.87000000 USD 2023-09-25 -105947.11000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 27042.64000000 0.003186806484 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1522440000.00000000 KRW 1200000.00000000 USD 2024-06-21 27042.64000000 N N N BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAB8 61000.00000000 PA USD 43194.10000000 0.005090155324 Long DBT CORP US N 2 2027-03-15 Fixed 2.50000000 N N N N Y Bridgebio Pharma Inc USD XXXX N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 -196000.00000000 PA USD -193519.38000000 -0.02280505213 Short DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -152.04000000 -0.00001791696 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -1243850625.00000000 CLP 1524793.90000000 USD 2023-07-20 -152.04000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 18.01000000 0.000002122366 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -700000.00000000 USD 58275000.00000000 INR 2023-10-30 18.01000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -10523.74000000 -0.00124015713 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2713000.00000000 EUR 2892880.04000000 USD 2023-06-20 -10523.74000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 -3.00000000 NC -1511.81000000 -0.00017815738 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2023-09-12 -3181190.50000000 USD -1511.81000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 107.00000000 NC USD 38520.00000000 0.004539341787 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 22.00000000 USD 2023-07-19 XXXX 2618.39000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGX3 238000.00000000 PA USD 235424.77000000 0.027743341025 Long DBT UST US N 2 2025-04-30 Fixed 3.87500000 N N N N N N HDFC BANK LTD 335800ZQ6I4E2JXENC50 000000000 200000.00000000 PA USD 171932.61000000 0.020261185909 Long DBT CORP IN N 2 N/A Fixed 3.70000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3.48000000 -0.00000041009 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -236984.37000000 USD 320000.00000000 SGD 2023-07-10 -3.48000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 231.24000000 0.000027250191 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11000.00000000 EUR 12003.24000000 USD 2023-06-20 231.24000000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 692000.00000000 PA USD 46747.18000000 0.005508863645 Long DBT CORP CN N 2 2022-06-30 Fixed 8.50000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 17239.29000000 0.002031542821 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Beijer Ref AB Beijer Ref AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 2276011.17000000 SEK 17239.29000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -20.53000000 -0.00000241933 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 GBP 6201.98000000 USD 2023-06-20 -20.53000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9789.58000000 0.001153640954 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 INTESA SANPAOLO INTESA SANPAOLO Y Default Event 2028-06-20 10588.20000000 USD 0.00000000 USD 146000.00000000 EUR -798.62000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2651.97000000 -0.00031251812 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -92779.59000000 USD 627000.00000000 DKK 2023-06-20 -2651.97000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -29206.74000000 -0.00344183217 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -58320000.00000000 PHP 1000000.00000000 USD 2024-09-20 -29206.74000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -11495.05000000 -0.00135461995 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Carel Industries SpA Carel Industries SpA Y Equity - Performance Leg 2023-09-21 0.00000000 EUR 0.00000000 EUR 80968.84000000 EUR -11495.05000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -33.00000000 NC USD 144836.95000000 0.017068131348 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME PRIMARY ALUMINUM LME PRIMARY ALUMINUM 2023-06-19 -1994899.45000000 USD 144836.95000000 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 1227.00000000 NS USD 131644.83000000 0.015513522272 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 19.22000000 0.000002264957 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2000.00000000 EUR 2159.97000000 USD 2023-06-23 19.22000000 N N N ARK Innovation ETF 254900636IK9WKHH6949 00214Q104 -11669.00000000 NS USD -472477.81000000 -0.05567856351 Short EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5757.45000000 0.000678479578 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sanlam Ltd Sanlam Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 2068335.70570000 ZAR 5757.45000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -40962.44000000 -0.00482716811 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1400840.00000000 SGD 1000000.00000000 USD 2023-09-25 -40962.44000000 N N N Energy Transition Partners BV 724500Y8U5ELNMGRA511 000000000 3372.00000000 NS 35412.58000000 0.004173151718 Long EC CORP NL N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2456.79000000 -0.00028951738 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Forbo Holding AG Forbo Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 93.00000000 CHF -2456.79000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 204.00000000 NC USD 5100.00000000 0.000601003196 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased iShares 20+ Year Treasury Bond ETF iShares 20+ Year Treasury Bond ETF 100.00000000 115.00000000 USD 2023-07-21 XXXX -57021.70000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2334.77000000 0.000275138084 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CONTINENTAL AG CONTINENTAL AG Y Default Event 2028-06-20 2320.87000000 USD 0.00000000 USD 146000.00000000 EUR 13.90000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -20532.46000000 -0.00241962236 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Merck KGaA Merck KGaA Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 1575.00000000 EUR -20532.46000000 N N N CABLEVISION TLB L+225 N/A 000000000 622706.32490000 PA USD 573356.85000000 0.067566529295 Long LON CORP US N 2 2025-07-17 Floating 7.35700000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -30.52000000 -0.00000359659 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -13000.00000000 CAD 9551.19000000 USD 2023-06-20 -30.52000000 N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 200000.00000000 PA USD 171650.00000000 0.020227882083 Long DBT CORP JP N 2 2031-07-06 Fixed 5.25000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2274.83000000 0.000268074529 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Chr Hansen Holding A/S Chr Hansen Holding A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 1209507.51000000 DKK 2274.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 424.53000000 0.000050028213 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -20000.00000000 CHF 22437.45000000 USD 2023-06-20 424.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26585.99000000 0.003132993130 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Abrdn European Logistics Incom Abrdn European Logistics Income PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 122685.60930000 GBP 26585.99000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 84880.66000000 0.010002656461 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 4395970.00000000 BRL 84880.66000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 122.79000000 0.000014470035 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1200000.00000000 USD 9351507.48000000 HKD 2023-12-20 122.79000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -898.58000000 -0.00010589204 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -24665448.15000000 HKD 3150000.00000000 USD 2023-06-12 -898.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -446.95000000 -0.00005267027 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -21854.43000000 USD 20000.00000000 EUR 2023-06-23 -446.95000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -31935.68000000 -0.00376342073 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Bilia AB Bilia AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 14994.00000000 SEK -31935.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1193.18000000 0.000140608822 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -234430.12000000 USD 214000.00000000 CHF 2023-06-23 1193.18000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -16041.73000000 -0.00189041784 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -907760.22000000 USD 1200000.00000000 SGD 2023-09-25 -16041.73000000 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 205000.00000000 PA USD 7175.00000000 0.000845529006 Long DBT CORP KY N 2 2026-08-12 Fixed 7.85000000 Y N N N N N LENDINGTREE INC 549300ISY5YHUJZTON08 52603BAD9 682000.00000000 PA USD 484220.00000000 0.057062307384 Long DBT CORP US N 2 2025-07-15 Fixed 0.50000000 N N N N Y LendingTree Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -48592.00000000 -0.00572626417 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Maire Tecnimont SpA Maire Tecnimont SpA Y Equity - Performance Leg 2023-08-14 0.00000000 EUR 0.00000000 EUR 136200.00000000 EUR -48592.00000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -17800.68000000 -0.00209769913 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 New Work SE New Work SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 647.00000000 EUR -17800.68000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -3.02000000 -0.00000035588 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -1287.01000000 USD 1735.06000000 SGD 2023-06-21 -3.02000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -17460.52000000 -0.00205761339 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Wayfair Inc Wayfair Inc Y 2024-03-17 0.00000000 USD 0.00000000 USD 204237.94690000 USD -17460.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30383.58000000 -0.00358051542 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Entain PLC Entain PLC Y 2024-02-08 0.00000000 GBP 0.00000000 GBP 34434.00000000 GBP -30383.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1521.43000000 -0.00017929103 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -168657.30000000 USD 23201000.00000000 JPY 2023-06-23 -1521.43000000 N N N CABLEVISION TLB L+225 N/A 000000000 40000.00000000 PA USD 36830.00000000 0.004340185826 Long LON CORP US N 2 2025-07-17 Floating 0.01000000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 -4135.00000000 NS USD -839239.60000000 -0.09889915332 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16266.78000000 0.001916938582 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Strix Group PLC Strix Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 54709.07730000 GBP 16266.78000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 2036.63000000 0.000240004144 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 814800.00000000 AUD 2036.63000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -4227.14000000 -0.00049814208 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Ambea AB Ambea AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 71389.00000000 SEK -4227.14000000 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 000000000 15958.00000000 NS 269196.88000000 0.031723173585 Long EC CORP AU N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5463.15000000 0.000643798159 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 LLOYDS BANKING GROUP PLC Lloyds Banking Group PLC Y Default Event 2028-06-20 7968.69000000 USD 0.00000000 USD 290000.00000000 EUR -2505.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21513.21000000 0.002535197641 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Card Factory PLC Card Factory PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 152646.00000000 GBP 21513.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6283.54000000 -0.00074047600 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -172948.17000000 USD 256000.00000000 AUD 2023-06-23 -6283.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7819.94000000 -0.00092153116 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Genuit Group PLC Genuit Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 195991.92860000 GBP -7819.94000000 N N N Avid Bioservices Inc 549300GRUS3ZMGP8MX22 05368M106 -17169.00000000 NS USD -265261.05000000 -0.03125936056 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -39012.46000000 -0.00459737512 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Tamburi Investment Partners Sp Tamburi Investment Partners SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 254480.05000000 EUR -39012.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14961.75000000 0.001763148935 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 HOCHTIEF AG HOCHTIEF AG Y Equity - Performance Leg 2024-03-18 0.00000000 EUR 0.00000000 EUR 1816.00000000 EUR 14961.75000000 N N N CREDIT SUISSE AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC 48661.49000000 0.005734453141 N/A DIR CORP CH N 2 CREDIT SUISSE AG ANGGYXNX0JLX3X63JN86 Y 2024-03-15 903.60000000 INR 0.00000000 INR 624000000.00000000 INR 47757.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -599.95000000 -0.00007070036 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -47585.51000000 USD 200000.00000000 PLN 2023-08-31 -599.95000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 18774.63000000 0.002212473066 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Telia Co AB Telia Co AB Y Equity - Performance Leg 2024-05-06 0.00000000 SEK 0.00000000 SEK 3291508.36000000 SEK 18774.63000000 N N N SPOTIFY USA INC N/A 84921RAB6 696000.00000000 PA USD 596472.00000000 0.070290505576 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13745.68000000 0.001619842669 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Urban Logistics REIT PLC Urban Logistics REIT PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 203181.51430000 GBP 13745.68000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 2064000.00000000 PA USD 1636414.74000000 0.192841272359 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 51.00000000 NC USD 1020.00000000 0.000120200639 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SoundThinking Inc SoundThinking Inc 100.00000000 30.00000000 USD 2023-06-16 XXXX -325.33000000 N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 -653000.00000000 PA USD -616198.89000000 -0.07261519654 Short DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 17277.24000000 0.002036014992 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -25261656.00000000 JPY 200000.00000000 USD 2023-07-19 17277.24000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1113.63000000 0.000131234350 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -528733200.00000000 KRW 400000.00000000 USD 2023-06-23 1113.63000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 0.72000000 0.000000084847 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -45532.00000000 JPY 330.06000000 USD 2023-07-19 0.72000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 1309.80000000 0.000154351762 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 DISH Network Corp DISH Network Corp Y 2024-02-24 0.00000000 USD 0.00000000 USD 14177.10000000 USD 1309.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 34493.84000000 0.004064883938 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -61562000.00000000 JPY 477975.53000000 USD 2023-06-23 34493.84000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 29203.41000000 0.003441439754 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BIOMARIN PHARMACEUTICAL BioMarin Pharmaceutical Inc Y 2024-02-23 0.00000000 USD 0.00000000 USD 797727.50000000 USD 29203.41000000 N N N Murphy USA Inc 549300Y081F8XIKQIO72 626755102 3548.00000000 NS USD 980738.16000000 0.115573876232 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6541.40000000 0.000770863197 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1052000.00000000 CAD 781986.83000000 USD 2023-06-23 6541.40000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1253.61000000 -0.00014773012 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 446.26000000 USD 0.00000000 USD 145000.00000000 USD -1699.87000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -16.00000000 NC USD 277865.95000000 0.032744769423 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME LEAN FUTURE LME COPPER 2023-06-19 -3509865.95000000 USD 277865.95000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -51795.31000000 -0.00610375428 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Norske Skog ASA Norske Skog ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 36386.00000000 NOK -51795.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 30108.40000000 0.003548087182 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Foschini Group Ltd/The Foschini Group Ltd/The Y Equity - Performance Leg 2023-08-30 0.00000000 ZAR 0.00000000 ZAR 3478472.84720000 ZAR 30108.40000000 N N N Progress Residential Trust N/A 74334FAG3 120000.00000000 PA USD 109395.16000000 0.012891537413 Long ABS-O CORP US N 2 2040-03-17 Fixed 4.65000000 N N N N N N CENTURYLINK TL A 01/31/25 N/A 000000000 80258.11760000 PA USD 75192.23000000 0.008860935403 Long LON CORP US N 2 2025-01-31 Floating 7.26800000 N N N N N N INOTIV INC 549300FH5Z13X0Q5SK81 45783QAB6 587000.00000000 PA USD 287630.00000000 0.033895401827 Long DBT CORP US N 2 2027-10-15 Fixed 3.25000000 N N N N Y Inotiv Inc USD XXXX N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -24.00000000 NC USD -56100.00000000 -0.00661103515 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 3750.00000000 USD 2023-09-29 XXXX 33646.92000000 N N N Learn CW Investment Corp N/A 000000000 19726.00000000 NS USD 207123.00000000 0.024408153922 Long EC CORP US N 1 N N N INSMED INC 529900Q55QAG41CCAC11 457669AB5 793000.00000000 PA USD 640347.50000000 0.075460959641 Long DBT CORP US N 2 2028-06-01 Fixed 0.75000000 N N N N Y Insmed Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 50.94000000 0.000006002961 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 CAD 7421.48000000 USD 2023-06-20 50.94000000 N N N Rapid7 Inc 549300GNVG5D60KEYN14 753422104 -191.00000000 NS USD -9114.52000000 -0.00107408934 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 75.61000000 0.000008910166 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -260871.69000000 USD 237000.00000000 CHF 2023-06-23 75.61000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -386.05000000 -0.00004549358 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -200000.00000000 USD 16552400.00000000 INR 2023-08-01 -386.05000000 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 270000.00000000 PA USD 267800.85000000 0.031558660155 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 19091.64000000 0.002249830717 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1532760000.00000000 KRW 1200000.00000000 USD 2024-06-21 19091.64000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -12097.09000000 -0.00142556661 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Koninklijke Ahold Delhaize NV Koninklijke Ahold Delhaize NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 10755.00000000 EUR -12097.09000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 200000.00000000 PA USD 29708.36000000 0.003500944963 Long DBT CORP KY N 2 2024-08-13 Fixed 7.25000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -19.56000000 -0.00000230502 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1089.74000000 USD 1000.00000000 EUR 2023-06-20 -19.56000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -7158.09000000 -0.00084353626 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 9430255.00000000 BRL -7158.09000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2270.52000000 0.000267566622 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -200000.00000000 AUD 179003.60000000 SGD 2023-06-21 2270.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1020.48000000 0.000120257204 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -115000.00000000 GBP 144138.24000000 USD 2023-06-20 1020.48000000 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 10000.00000000 PA USD 9668.10000000 0.001139325294 Long DBT CORP US N 2 2027-04-01 Variable 6.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2671.79000000 -0.00031485379 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -111830.35000000 USD 102000.00000000 EUR 2023-06-20 -2671.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1405.17000000 -0.00016559052 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -330000.00000000 EUR 351818.31000000 USD 2023-06-23 -1405.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1425.58000000 -0.00016799571 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -624616.17000000 USD 566000.00000000 CHF 2023-06-23 -1425.58000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 5.00000000 NC 3243.35000000 0.000382208571 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Long JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2023-06-13 5329611.48000000 USD 3243.35000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -70958.77000000 -0.00836204854 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1000000.00000000 USD 1210900000.00000000 KRW 2024-03-15 -70958.77000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -98793.87000000 -0.01164224149 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -2975096.95000000 USD 20000000.00000000 CNY 2024-03-04 -98793.87000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -31955.49000000 -0.00376575522 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1800000.00000000 USD 2367684.00000000 SGD 2024-01-10 -31955.49000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -26360.50000000 -0.00310642053 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Tryg A/S Tryg A/S Y Equity - Performance Leg 2023-07-13 0.00000000 DKK 0.00000000 DKK 2694906.16000000 DKK -26360.50000000 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 -2270.00000000 NS USD -643091.00000000 -0.07578426400 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -32512.17000000 -0.00383135648 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 1&1 AG 1&1 AG Y Equity - Performance Leg 2024-01-30 0.00000000 EUR 0.00000000 EUR 15636.00000000 EUR -32512.17000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2855.65000000 -0.00033652054 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Krones AG Krones AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4488.00000000 EUR -2855.65000000 N N N HURRICANE FINANCE 984500D85P5I84C05891 000000000 358000.00000000 PA 421163.77000000 0.049631523899 Long DBT CORP GB N 2 2025-10-15 Fixed 8.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -4440.08000000 -0.00052323573 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1500000.00000000 USD 11654669.00000000 HKD 2023-12-15 -4440.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1607.96000000 -0.00018948805 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -50991.45000000 USD 82000.00000000 NZD 2023-06-23 -1607.96000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 16288.67000000 0.001919518182 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-10-26 134.17000000 KRW 0.00000000 KRW 8210000000.00000000 KRW 16154.50000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 290000.00000000 PA USD 266045.19000000 0.031351766572 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -26099.83000000 -0.00307570220 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TI FLUID SYSTEMS PLC TI FLUID SYSTEMS PLC Y Equity - Performance Leg 2024-04-19 0.00000000 GBP 0.00000000 GBP 147050.73000000 GBP -26099.83000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -47573.47000000 -0.00560623676 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -1000000.00000000 USD 6617500.00000000 CNY 2024-03-15 -47573.47000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -266.30000000 -0.00003138179 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -14338.91000000 USD 23367.00000000 NZD 2023-06-21 -266.30000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 17.88000000 0.000002107046 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2471.12000000 USD 2000.00000000 GBP 2023-06-20 17.88000000 N N N LCI INDUSTRIES 549300E1B98YNJ1WIQ04 501812AB7 288000.00000000 PA USD 261936.00000000 0.030867524156 Long DBT CORP US N 2 2026-05-15 Fixed 1.12500000 N N N N Y LCI Industries USD XXXX N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -4423.11000000 -0.00052123593 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2100000.00000000 USD 16301250.00000000 HKD 2024-03-21 -4423.11000000 N N N VCAT Asset Securitization, LLC N/A 91824WAA0 76045.77000000 PA USD 70121.54000000 0.008263386208 Long ABS-MBS CORP US N 2 2051-09-25 Variable 1.91730000 N N N N N N AXIS BANK GIFT CITY 549300HVNWMJPOFVNI41 000000000 200000.00000000 PA USD 172500.00000000 0.020328049282 Long DBT CORP IN N 2 N/A Fixed 4.10000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1541.12000000 0.000181611381 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -200000.00000000 USD 16686220.00000000 INR 2023-06-21 1541.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -17682.37000000 -0.00208375703 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Rightmove PLC Rightmove PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 29683.00000000 GBP -17682.37000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -63.03000000 -0.00000742769 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -117000.00000000 GBP 145543.74000000 USD 2023-06-20 -63.03000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1744.20000000 0.000205543093 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2025-06-20 7124.01000000 USD 0.00000000 USD 72000.00000000 USD -5379.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 771.12000000 0.000090871683 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -46000.00000000 NZD 28474.05000000 USD 2023-06-23 771.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1705.81000000 0.000201019070 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -107817.67000000 USD 88000.00000000 GBP 2023-06-23 1705.81000000 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 94.00000000 NS USD 4333.40000000 0.000510664166 Long EC CORP US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 7.00000000 NC USD 35.00000000 0.000004124531 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 35.00000000 USD 2023-06-16 XXXX -289.57000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1399.03000000 0.000164866961 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Erste Group Bank AG Erste Group Bank AG Y Equity - Performance Leg 2023-10-12 0.00000000 EUR 0.00000000 EUR 150224.93000000 EUR 1399.03000000 N N N Social Capital Suvretta Holdin N/A 000000000 14142.00000000 NS USD 145874.73000000 0.017190427249 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 2222.50000000 0.000261907765 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -360392.43000000 USD 291367.00000000 GBP 2023-06-21 2222.50000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -31513.34000000 -0.00371365060 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Interroll Holding AG Interroll Holding AG Y Equity - Performance Leg 2023-10-26 0.00000000 CHF 0.00000000 CHF 198381.22000000 CHF -31513.34000000 N N N 3D Systems Corp 5493003HHDOCCW4OP744 88554D205 -1366.00000000 NS USD -11201.20000000 -0.00131999156 Short EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 5839.60000000 0.000688160444 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ZIFF DAVIS INC Ziff Davis Inc Y 2024-03-16 0.00000000 USD 0.00000000 USD 278098.56500000 USD 5839.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -243.33000000 -0.00002867492 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -30000.00000000 CAD 21868.30000000 USD 2023-06-20 -243.33000000 N N N Diamond Resorts Owner Trust N/A 252722AB9 17879.24000000 PA USD 17049.30000000 0.002009153684 Long ABS-O CORP US N 2 2032-02-20 Fixed 3.53000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3178.10000000 -0.00037451926 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 J D Wetherspoon PLC J D Wetherspoon PLC Y Equity - Performance Leg 2024-05-10 0.00000000 GBP 0.00000000 GBP 7855.00000000 GBP -3178.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11968.76000000 0.001410443728 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -544000.00000000 AUD 366131.09000000 USD 2023-06-23 11968.76000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 4464.08000000 0.000526063989 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 POST HOLDINGS INC Post Holdings Inc Y 2024-03-02 0.00000000 USD 0.00000000 USD 560532.06000000 USD 4464.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 767.84000000 0.000090485155 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -24000.00000000 NZD 15221.54000000 USD 2023-06-23 767.84000000 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 15000.00000000 PA USD 14892.73000000 0.001755015358 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 23784.75000000 0.002802884464 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -6782785.00000000 CNY 1000000.00000000 USD 2024-03-15 23784.75000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 19365.57000000 0.002282111660 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 BioGaia AB BioGaia AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 20075.00000000 SEK 19365.57000000 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401BB3 285000.00000000 PA USD 338745.30000000 0.039919021175 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAN5 630.26180000 PA USD 621.56000000 0.000073246969 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.93781000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -5184.16000000 -0.00061092092 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -260000.00000000 USD 14320800.00000000 PHP 2023-06-21 -5184.16000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6687.13000000 -0.00078803656 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 QIAGEN NV QIAGEN NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4062.00000000 EUR -6687.13000000 N N N REC LIMITED 335800B4YRYWAMIJZ374 000000000 1870000.00000000 PA USD 1865390.45000000 0.219824631880 Long DBT CORP IN N 2 2023-11-13 Fixed 5.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 92.60000000 0.000010912332 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -26000.00000000 USD 2160288.00000000 INR 2023-06-21 92.60000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 12868.14000000 0.001516430052 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1807969240.00000000 KRW 1400000.00000000 USD 2024-03-15 12868.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 286.53000000 0.000033765773 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CECONOMY AG CECONOMY AG Y Default Event 2023-12-20 1456.28000000 USD 0.00000000 USD 26000.00000000 EUR -1169.75000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 9.25000000 0.000001090054 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2498.25000000 USD 2023-06-20 9.25000000 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAJ7 -295000.00000000 PA USD -324590.85000000 -0.03825100751 Short DBT CORP US N 2 2034-06-15 Fixed 6.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6616.14000000 0.000779670840 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1063000.00000000 CAD 790169.84000000 USD 2023-06-23 6616.14000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 9210.23000000 0.001085368170 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 PowerCell Sweden AB PowerCell Sweden AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 416145.47000000 SEK 9210.23000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1582.74000000 -0.00018651603 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -104770.37000000 USD 140000.00000000 CAD 2023-06-20 -1582.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2870.40000000 -0.00033825874 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Turk Hava Yollari AO Turk Hava Yollari AO Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 16963.00000000 TRY -2870.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40467.41000000 -0.00476883191 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sabre Insurance Group PLC Sabre Insurance Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 106547.26500000 GBP -40467.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -41842.37000000 -0.00493086237 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TEN SQUARE GAMES SA TEN SQUARE GAMES SA Y Equity - Performance Leg 2024-01-05 0.00000000 USD 0.00000000 USD 5229.00000000 PLN -41842.37000000 N N N Willis Engine Securitization T N/A 97064GAB9 352426.45000000 PA USD 245861.14000000 0.028973202148 Long ABS-O CORP US N 2 2046-05-15 Fixed 5.43800000 N N N N N N I3 Verticals Inc 549300944CYWVP06CJ97 46571Y107 -4499.00000000 NS USD -102802.15000000 -0.01211459229 Short EC CORP US N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 4000000.00000000 NC 915.74000000 0.000107914248 N/A DFE CORP US N 2 JB DRAX HONORE 894500FGGEST402U7M69 Call Purchased JB DRAX HONORE 894500FGGEST402U7M69 JB DRAX HONORE 894500FGGEST402U7M69 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP FR US N/A JPY N/A KRW 2023-08-11 1.00000000 USD 10.75000000 JPY 2023-08-11 XXXX -4045.17000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 6265.29000000 0.000738325355 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -2337930000.00000000 KRW 1800000.00000000 USD 2024-03-15 6265.29000000 N N N Denbury Inc 549300KCWA5W52MS5559 24790A101 24415.00000000 NS USD 2201500.55000000 0.259433111169 Long EC CORP US N 1 N N N Residential Funding Mtg Sec I N/A 76111XTB9 73391.19530000 PA USD 41685.46000000 0.004912371508 Long ABS-MBS CORP US N 2 2035-03-25 Variable 4.41492000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -56722.82000000 -0.00668443061 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sacyr SA Sacyr SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 362833.81710000 EUR -56722.82000000 N N N Post CLO LTD N/A 73743CAA0 250000.00000000 PA USD 250155.40000000 0.029479253910 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 6.82921000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 1319000.00000000 PA USD 1325970.57000000 0.156257362867 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2910000000.00000000 PA 197349.06000000 0.023256356044 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.37500000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -18083.39000000 -0.00213101474 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Yara International ASA Yara International ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 5192.00000000 NOK -18083.39000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -82389.29000000 -0.00970906404 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 JAPAN (20 YEAR ISSUE) Japan Government Twenty Year Bond Y Default Event 2028-06-20 0.00000000 USD -69908.67000000 USD 2099000.00000000 USD -12480.62000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 5974.52000000 0.000704059924 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Topdanmark AS Topdanmark AS Y Equity - Performance Leg 2023-07-26 0.00000000 DKK 0.00000000 DKK 2180903.31000000 DKK 5974.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -491.75000000 -0.00005794967 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Trainline PLC Trainline PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 20142.00000000 GBP -491.75000000 N N N Li Auto Inc 2549003R73Q70J5H4I65 50202M102 -14298.00000000 NS USD -415356.90000000 -0.04894722048 Short EC CORP CN N 1 N N N OKTA INC 549300N8J06I8MRHU620 679295AD7 322000.00000000 PA USD 297528.00000000 0.035061819403 Long DBT CORP US N 2 2025-09-01 Fixed 0.12500000 N N N N Y Okta Inc USD XXXX N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 70.00000000 NS USD 34106.80000000 0.004019273688 Long EC CORP US N 1 N N N New Fortress Energy Inc 254900EICTYTCHA5X705 644393100 14059.00000000 NS USD 369329.93000000 0.043523229093 Long EC CORP US N 1 N N N Uni-Select Inc 549300GQ1WI8PKN1NQ40 90457D100 55166.00000000 NS 1899010.81000000 0.223786581648 Long EC CORP CA N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -1663.79000000 -0.00019606727 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 CNX Resources Corp CNX Resources Corp Y 2024-05-31 0.00000000 USD 0.00000000 USD 141047.86000000 USD -1663.79000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 33211.68000000 0.003913789378 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 FinecoBank Banca Fineco SpA FinecoBank Banca Fineco SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 240912.08000000 EUR 33211.68000000 N N N Vnet Group Inc 529900672GYJQ3T38I58 90138A103 28400.00000000 NS USD 72988.00000000 0.008601180643 Long EC CORP CN N 1 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AS3 21000.00000000 PA USD 21371.70000000 0.002518521570 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N N Post Holdings Inc USD XXXX N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 9626.90000000 0.001134470131 Long DBT CORP KY N 2 2024-10-30 Fixed 8.37500000 Y N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -8.86000000 -0.00000104409 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2149.22000000 USD 2000.00000000 EUR 2023-06-20 -8.86000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -7760.73000000 -0.00091455363 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -3180000.00000000 USD 24676482.00000000 HKD 2024-03-21 -7760.73000000 N N N EAGLE BULK SHIPPING INC 549300EC4INNZBWR8W37 269442AB5 1311000.00000000 PA USD 1778109.30000000 0.209539092642 Long DBT CORP MH N 2 2024-08-01 Fixed 5.00000000 N N N N N Eagle Bulk Shipping Inc USD XXXX N N N 7GC & CO HOLDINGS INC -CL A N/A 81786A115 3244.00000000 NS USD 99.27000000 0.000011698350 Long EC CORP US N 1 N N N BILIBILI INC 5493008V60M52L3PIS45 090040AF3 15000.00000000 PA USD 12502.50000000 0.001473341658 Long DBT CORP KY N 2 2026-12-01 Fixed 0.50000000 N N N N N Bilibili Inc USD XXXX N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -23589.74000000 -0.00277990375 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 TietoEVRY Oyj TietoEVRY Oyj Y Equity - Performance Leg 2024-03-04 0.00000000 EUR 0.00000000 EUR 6878.00000000 EUR -23589.74000000 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 9900.00000000 NS 395802.19000000 0.046642819852 Long EC CORP JP N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 9.00000000 NC USD 30600.00000000 0.003606019177 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 3950.00000000 USD 2023-09-15 XXXX -14185.53000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -13.66000000 -0.00000160974 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2475.34000000 USD 2023-06-20 -13.66000000 N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 977000.00000000 PA USD 292755.40000000 0.034499398255 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14351.93000000 0.001691285451 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2028-06-20 19440.44000000 USD 0.00000000 USD 29008000.00000000 JPY -5088.51000000 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446104 -119.00000000 NS USD -10110.24000000 -0.00119142873 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 74.07000000 0.000008728687 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4354.80000000 USD 2023-06-20 74.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16526.16000000 0.001947504898 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Rexel SA Rexel SA Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 17872.00000000 EUR 16526.16000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -1548.41000000 -0.00018247046 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -3150000.00000000 USD 24646293.00000000 HKD 2023-06-12 -1548.41000000 N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 60000.00000000 PA USD 47332.87000000 0.005577883559 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -23.00000000 NC USD 23992.29000000 0.002827341759 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short LEAN HOGS LEAN HOGS 2023-07-17 -790582.29000000 USD 23992.29000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -56264.57000000 -0.00663042870 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ypsomed Holding AG Ypsomed Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 151716.72000000 CHF -56264.57000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 2.00000000 NC USD 185.00000000 0.000021801096 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Southern Co/The Southern Co/The 100.00000000 55.00000000 USD 2024-01-19 XXXX -257.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -121.44000000 -0.00001431094 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4537.38000000 USD 613000.00000000 JPY 2023-06-23 -121.44000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 726000.00000000 PA USD 568530.60000000 0.066997785829 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings EUR XXXX N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD -1107.23000000 -0.00013048015 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -151543.33000000 USD 8462179.55000000 PHP 2023-07-20 -1107.23000000 N N N Enovix Corp 549300EC7NZGWORHYJ53 293594107 30044.00000000 NS USD 398683.88000000 0.046982409048 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7060.93000000 -0.00083208656 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Thermador Groupe Thermador Groupe Y Equity - Performance Leg 2023-08-16 0.00000000 EUR 0.00000000 EUR 51750.60810000 EUR -7060.93000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -1032.28000000 -0.00012164776 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-06-20 13395.78000000 USD 0.00000000 USD 178000.00000000 USD -14428.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 10688.48000000 0.001259570714 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -481000.00000000 NZD 300364.78000000 USD 2023-06-23 10688.48000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 64.00000000 NC USD 5760.00000000 0.000678780080 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 40.00000000 USD 2023-06-16 XXXX -6584.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 14711.71000000 0.001733683280 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -763153.94000000 USD 625000.00000000 GBP 2023-06-23 14711.71000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -14063.86000000 -0.00165733819 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Under Armour Inc Under Armour Inc Y 2024-03-15 0.00000000 USD 0.00000000 USD 12000.00000000 USD -14063.86000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -15976.49000000 -0.00188272971 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -907694.98000000 USD 1200000.00000000 SGD 2023-09-25 -15976.49000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 3242.45000000 0.000382102512 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1046808.00000000 NOK 150000.00000000 AUD 2023-06-21 3242.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 15142.33000000 0.001784429162 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -700000.00000000 AUD 470865.92000000 USD 2023-06-23 15142.33000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -23.59000000 -0.00000277993 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6246.10000000 USD 5000.00000000 GBP 2023-06-20 -23.59000000 N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAC1 410000.00000000 PA USD 354445.00000000 0.041769132916 Long DBT CORP US N 2 2026-08-15 None 0.00000000 N N N N Y Cloudflare Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26047.09000000 0.003069487125 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Diageo PLC Diageo PLC Y Equity - Performance Leg 2023-11-27 0.00000000 GBP 0.00000000 GBP 321539.96000000 GBP 26047.09000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 12201.02000000 0.001437814120 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -665000.00000000 EUR 724298.05000000 USD 2023-06-30 12201.02000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8648.15000000 -0.00101913054 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Formycon AG Formycon AG Y Equity - Performance Leg 2024-03-29 0.00000000 EUR 0.00000000 EUR 59727.33000000 EUR -8648.15000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -5.00000000 NC -475.66000000 -0.00005605356 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Written DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 10.00000000 3900.00000000 EUR 2023-06-16 XXXX 140.70000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1016.76000000 0.000119818825 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 NX FILTRATION NV NX FILTRATION NV Y Equity - Performance Leg 2023-08-07 0.00000000 EUR 0.00000000 EUR 39902.78000000 EUR 1016.76000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 12597.61000000 0.001484549779 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -879120.88000000 USD 1200000.00000000 SGD 2023-09-25 12597.61000000 N N N CORNWALL JERSEY LTD 213800NFORA6FS9LQ898 000000000 300000.00000000 PA 249101.09000000 0.029355010051 Long DBT CORP JE N 2 2026-04-16 Fixed 0.75000000 N N N N N ASOS PLC GBP XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 39719.08000000 0.004680645888 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Befesa SA Befesa SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 376688.11000000 EUR 39719.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -30.76000000 -0.00000362487 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1000.00000000 GBP 1213.74000000 USD 2023-06-20 -30.76000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 33383.28000000 0.003934011368 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Post Holdings Inc Post Holdings Inc Y 2024-03-02 0.00000000 USD 0.00000000 USD 547418.99000000 USD 33383.28000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -2600.55000000 -0.00030645860 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -276685.05000000 USD 220231.36000000 GBP 2023-06-21 -2600.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 190.93000000 0.000022499909 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 CHF 8996.10000000 USD 2023-06-20 190.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -21418.73000000 -0.00252406376 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -579480.00000000 USD 3958045.42000000 CNY 2023-06-15 -21418.73000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 29.00000000 NC USD 13357.83000000 0.001574136965 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long NATIONAL STOCK EXCHANGE OF INDIA NIFTY 50 INDEX 2023-06-29 1069154.17000000 USD 13357.83000000 N N N XPeng Inc 549300TZNMIREMWQU857 98422D105 78608.00000000 NS USD 619431.04000000 0.072996085266 Long EC CORP CN N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -18617.77000000 -0.00219398809 N/A DIR CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Y 2025-07-20 0.00000000 USD 0.00000000 USD 2638018.00000000 USD -18617.77000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -23562.31000000 -0.00277667129 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Verbund AG Verbund AG Y Equity - Performance Leg 2023-08-23 0.00000000 EUR 0.00000000 EUR 2108.00000000 EUR -23562.31000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 231189.59000000 0.027244251473 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 162356.69000000 USD 0.00000000 USD 680000.00000000 USD 68832.90000000 N N N Countrywide Home Loans N/A 12669FV75 32255.33030000 PA USD 29264.15000000 0.003448597585 Long ABS-MBS CORP US N 2 2034-09-20 Variable 4.15078500 N N N N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -2474.65000000 -0.00029162207 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -292590.00000000 SGD 200000.00000000 EUR 2023-06-21 -2474.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -233.81000000 -0.00002755305 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -87216.24000000 USD 79000.00000000 CHF 2023-06-23 -233.81000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -107243.75000000 -0.01263800716 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1500000.00000000 USD 1815300000.00000000 KRW 2024-03-15 -107243.75000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -976.71000000 -0.00011509918 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 STENA AB Stena AB Y Default Event 2024-06-20 121.19000000 USD 0.00000000 USD 22000.00000000 EUR -1097.90000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 24631.34000000 0.002902649816 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Nexi SpA Nexi SpA Y Equity - Performance Leg 2023-10-13 0.00000000 EUR 0.00000000 EUR 199943.83000000 EUR 24631.34000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -37401.36000000 -0.00440751703 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 VGP NV VGP NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 313112.10000000 EUR -37401.36000000 N N N KAMAN CORP 5493003YK076OLTEQF95 483548AF0 1576000.00000000 PA USD 1486168.00000000 0.175135630995 Long DBT CORP US N 2 2024-05-01 Fixed 3.25000000 N N N N Y Kaman Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9245.64000000 -0.00108954101 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IPSOS IPSOS Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 2161.00000000 EUR -9245.64000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 37.98000000 0.000004475706 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 CHF 3339.92000000 USD 2023-06-20 37.98000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 48.57000000 0.000005723671 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -19000.00000000 DKK 2779.71000000 USD 2023-06-20 48.57000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -2220.76000000 -0.00026170271 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2023-06-15 0.00000000 CNY 0.00000000 CNY 50000000.00000000 CNY -2220.76000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -137517.29000000 -0.01620555506 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -17460365436.18000000 COP 3736675.89000000 USD 2023-07-19 -137517.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5203.79000000 0.000613234200 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PEUGEOT INVEST PEUGEOT INVEST Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1587.00000000 EUR 5203.79000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1507.69000000 -0.00017767186 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1000000.00000000 USD 1348284.00000000 SGD 2023-07-10 -1507.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4.75000000 0.000000559757 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16000.00000000 JPY 120.01000000 USD 2023-06-23 4.75000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 82.00000000 NC USD -20977.65000000 -0.00247208523 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHICAGO MERCANTILE EXCHANGE INC. BRAZIL REAL 2023-06-30 1627767.65000000 USD -20977.65000000 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298108 -210.00000000 NS USD -5413.80000000 -0.00063798256 Short EC CORP US N 1 N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 22871.43000000 0.002695255398 Long DBT CORP KY N 2 2022-07-03 Fixed 4.75000000 Y N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGD7 740000.00000000 PA USD 734724.61000000 0.086582713515 Long DBT UST US N 2 2024-12-31 Fixed 4.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4248.80000000 -0.00050069458 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -511707.67000000 USD 461000.00000000 CHF 2023-06-21 -4248.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 954.38000000 0.000112467731 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Robertet SA Robertet SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 21234.86880000 EUR 954.38000000 N N N ICAHN ENTERPRISES/FIN N/A 451102BQ9 678000.00000000 PA USD 611522.51000000 0.072064114323 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11874.18000000 0.001399298065 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2028-06-20 14004.28000000 USD 0.00000000 USD 24000000.00000000 JPY -2130.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2475.75000000 0.000291751698 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Crest Nicholson Holdings plc Crest Nicholson Holdings plc Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 44833.00000000 GBP 2475.75000000 N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 42667.52000000 0.005028101155 Long DBT CORP KY N 2 2030-07-13 Fixed 4.60000000 N N N N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 974637AB6 576000.00000000 PA USD 625248.00000000 0.073681577727 Long DBT CORP US N 2 2025-04-01 Fixed 1.50000000 N N N N Y Winnebago Industries Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7577.98000000 0.000893017686 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ascom Holding AG Ascom Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 10244.00000000 CHF 7577.98000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 8954.72000000 0.001055257909 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -13140132.00000000 JPY 104000.00000000 USD 2023-07-19 8954.72000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 22930.47000000 0.002702212894 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Atea ASA Atea ASA Y Equity - Performance Leg 2024-03-18 0.00000000 NOK 0.00000000 NOK 10760.00000000 NOK 22930.47000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AS8 200000.00000000 PA USD 191805.66000000 0.022603100922 Long DBT CORP GB N 2 N/A Fixed 6.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23245.81000000 -0.00273937374 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 XP POWER LTD XP POWER LTD Y Equity - Performance Leg 2023-08-31 0.00000000 GBP 0.00000000 GBP 188413.65030000 GBP -23245.81000000 N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 100000.00000000 PA USD 98016.80000000 0.011550668643 Long ABS-O CORP US N 2 2033-03-15 Variable 6.65400000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -46.77000000 -0.00000551155 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11247.29000000 USD 9000.00000000 GBP 2023-06-20 -46.77000000 N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAF0 585000.00000000 PA USD 501937.29000000 0.059150179524 Long DBT CORP US N 2 2026-03-15 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment T USD XXXX N N N Tower Semiconductor Ltd 54930086ZSNXZOUX0C54 000000000 11319.00000000 NS USD 443025.66000000 0.052207811304 Long EC CORP IL N 1 N N N Apellis Pharmaceuticals Inc 254900HS0ZFRXXSB9D42 03753U106 -9229.00000000 NS USD -792309.65000000 -0.09336875137 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4585.09000000 -0.00054032426 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2100000.00000000 USD 16299990.00000000 HKD 2024-03-21 -4585.09000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -130527.12000000 -0.01538180711 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -4212801.00000000 SGD 3000000.00000000 USD 2023-09-25 -130527.12000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -3547.39000000 -0.00041803778 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -110572.00000000 USD 100000.00000000 EUR 2023-06-21 -3547.39000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8905.64000000 0.001049474138 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2028-06-20 13580.22000000 USD 0.00000000 USD 18000000.00000000 JPY -4674.58000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 328.06000000 0.000038659825 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -71000.00000000 GBP 88687.72000000 USD 2023-06-20 328.06000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -10.32000000 -0.00000121614 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -1437.00000000 USD 1333.04000000 EUR 2023-06-21 -10.32000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -75.00000000 NC USD -16875.00000000 -0.00198861351 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Spectrum Brands Holdings Inc Spectrum Brands Holdings Inc 100.00000000 75.00000000 USD 2023-07-21 XXXX 2506.27000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 2023000.00000000 PA USD 1195193.82000000 0.140846138409 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25000000 N N N N N N Extended Stay America Trust N/A 30227FAN0 97376.99000000 PA USD 92814.29000000 0.010937585282 Long ABS-MBS CORP US N 2 2038-07-15 Floating 8.80800000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20119.90000000 0.002371004746 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2028-09-20 0.00000000 SGD 0.00000000 SGD 3570000.00000000 SGD 20119.90000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12176.38000000 -0.00143491045 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2033-06-21 0.00000000 JPY 0.00000000 JPY 70800000.00000000 JPY -12176.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4647.44000000 0.000547671822 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -149000.00000000 CHF 168702.91000000 USD 2023-06-23 4647.44000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4.49000000 -0.00000052911 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Secunet Security Networks AG Secunet Security Networks AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 153104.93000000 EUR -4.49000000 N N N HARMONIC INC 549300LRGRD8XC9BTL66 413160AD4 428000.00000000 PA USD 876330.00000000 0.103270025669 Long DBT CORP US N 2 2024-09-01 Fixed 2.00000000 N N N N Y Harmonic Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -656.40000000 -0.00007735264 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -186464600.00000000 KRW 140000.00000000 USD 2023-06-21 -656.40000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 61.00000000 NS USD 49285.56000000 0.005807995899 Long EC CORP US N 1 N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 58000.00000000 PA USD 50315.00000000 0.005929308983 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 290000.00000000 PA USD 300850.06000000 0.035453303457 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 12358.90000000 0.001456419294 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1331285.00000000 SGD 1000000.00000000 USD 2023-08-21 12358.90000000 N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 -23583.00000000 NS USD -96454.47000000 -0.01136655779 Short EC CORP US N 1 N N N DigitalOcean Holdings Inc 549300EPISPY3RE3DL21 25402D102 -808.00000000 NS USD -31633.20000000 -0.00372777535 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3892.34000000 -0.00045868799 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -512893.77000000 USD 409000.00000000 GBP 2023-06-20 -3892.34000000 N N N Bridgebio Pharma Inc 54930028YG89VTY2J114 10806X102 -1012.00000000 NS USD -13884.64000000 -0.00163621823 Short EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -72.00000000 NC USD 327929.96000000 0.038644500801 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short WHEAT WHEAT 2023-07-14 -2467229.96000000 USD 327929.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7679.02000000 -0.00090492462 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -317017.16000000 USD 289000.00000000 EUR 2023-06-23 -7679.02000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8896.64000000 -0.00104841354 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Amplifon SpA Amplifon SpA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 91478.34130000 EUR -8896.64000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -35.00000000 NC USD 592241.01000000 0.069791909789 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME ZINC LME ZINC 2023-06-19 -2552022.26000000 USD 592241.01000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -8096.08000000 -0.00095407254 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -150000.00000000 USD 19704690.00000000 JPY 2023-06-21 -8096.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 119.67000000 0.000014102363 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 AUD 5327.33000000 USD 2023-06-20 119.67000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3346.43000000 -0.00039435590 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2023-06-15 0.00000000 CNY -3959.97000000 CNY 29000000.00000000 CNY 613.54000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 170000.00000000 PA USD 152417.75000000 0.017961481354 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8882.65000000 -0.00104676490 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2023-06-15 0.00000000 CNY 0.00000000 CNY 60000000.00000000 CNY -8882.65000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8357.58000000 -0.00098488868 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2025-09-20 0.00000000 SGD 0.00000000 SGD 4260000.00000000 SGD -8357.58000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -122.26000000 -0.00001440757 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5473.17000000 USD 5000.00000000 EUR 2023-06-20 -122.26000000 N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 190000.00000000 PA USD 160603.77000000 0.018926152762 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 35000.00000000 PA USD 29284.06000000 0.003450943854 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N EF Hutton Acquisition Corp I N/A 28201D109 35442.00000000 NS USD 366470.28000000 0.043186237174 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 911.05000000 0.000107361561 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Faes Farma SA Faes Farma SA Y Equity - Performance Leg 2024-05-27 0.00000000 EUR 0.00000000 EUR 44078.42000000 EUR 911.05000000 N N N DISH DBS CORP N/A 25470XAW5 392000.00000000 PA USD 336237.96000000 0.039623546792 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 3468.89000000 0.000408787054 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 FLEX LNG Ltd FLEX LNG Ltd Y 2024-04-04 0.00000000 NOK 0.00000000 NOK 998718.11000000 NOK 3468.89000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 4120000.00000000 PA 163671.73000000 0.019287692716 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 5787.28000000 0.000681994858 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Euronav NV Euronav NV Y Equity - Performance Leg 2023-12-22 0.00000000 EUR 0.00000000 EUR 101786.70050000 EUR 5787.28000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 642.26000000 0.000075686335 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 RAKUTEN GROUP INC RAKUTEN GROUP INC Y Default Event 2023-12-20 942.24000000 USD 0.00000000 USD 14492000.00000000 JPY -299.98000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 681.76000000 0.000080341164 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -24000.00000000 EUR 26366.13000000 USD 2023-06-20 681.76000000 N N N TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 000000000 1.00000000 NC USD 2891.22000000 0.000340712247 N/A DIR CORP US N 2 TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 Y 2043-06-15 0.00000000 USD 0.00000000 USD 505200.00000000 USD 2891.22000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -34992.27000000 -0.00412362080 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1664235.87000000 USD 2200000.00000000 SGD 2023-07-10 -34992.27000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -509.00000000 NC USD -109435.00000000 -0.01289623230 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Ebix Inc Ebix Inc 100.00000000 30.00000000 USD 2023-09-15 XXXX -36735.22000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3289.19000000 0.000387610529 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -6446353914.00000000 IDR 433106.28000000 USD 2023-07-20 3289.19000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -9389.74000000 -0.00110652230 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 2190000.00000000 AUD -9389.74000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 22.72000000 0.000002677410 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 CHF 5525.95000000 USD 2023-06-20 22.72000000 N N N Motive Capital Corp II N/A 000000000 17352.00000000 NS USD 182369.52000000 0.021491110668 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2073.16000000 0.000244308977 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -181000.00000000 EUR 195787.70000000 USD 2023-06-21 2073.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1607.96000000 0.000189488058 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -666734.21000000 USD 537000.00000000 GBP 2023-06-23 1607.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -134573.25000000 -0.01585861830 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Hektas Ticaret TAS Hektas Ticaret TAS Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 5591.10160000 TRY -134573.25000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -665.94000000 -0.00007847687 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 STENA AB Stena AB Y Default Event 2024-06-20 82.71000000 USD 0.00000000 USD 15000.00000000 EUR -748.65000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1330.22000000 -0.00015675813 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Diversey Holdings Ltd Diversey Holdings Ltd Y 2024-04-26 0.00000000 USD 0.00000000 USD 46658.91000000 USD -1330.22000000 N N N Black Mountain Acquisition Cor N/A 09216A108 2119.00000000 NS USD 22376.64000000 0.002636947482 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 11960.98000000 0.001409526903 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -756000.00000000 AUD 504084.92000000 USD 2023-06-20 11960.98000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 7874.11000000 0.000927914760 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -586604.88000000 USD 800000.00000000 SGD 2023-09-25 7874.11000000 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 255.00000000 NS USD 36337.50000000 0.004282147772 Long EC CORP US N 1 N N N TWELVE SEAS INVTMNT CO II -A N/A 90118T114 1629.00000000 NS USD 81.61000000 0.000009617229 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2046.38000000 -0.00024115312 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Airtel Africa PLC Airtel Africa PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 119083.00000000 GBP -2046.38000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 5463.48000000 0.000643837047 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 United Utilities Group PLC United Utilities Group PLC Y Equity - Performance Leg 2023-11-27 0.00000000 GBP 0.00000000 GBP 98939.53740000 GBP 5463.48000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 627.52000000 0.000073949318 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -50000.00000000 USD 40680.04000000 GBP 2023-06-21 627.52000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3586.30000000 -0.00042262309 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Arcadis NV Arcadis NV Y 2024-04-04 0.00000000 EUR 0.00000000 EUR 175141.09000000 EUR -3586.30000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -319.50000000 -0.00003765108 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -132991000.00000000 KRW 100000.00000000 USD 2023-06-21 -319.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8460.33000000 0.000996997131 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1002862.03000000 USD 1372000.00000000 CAD 2023-06-23 8460.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6796.48000000 -0.00080092278 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -278668.15000000 USD 417600.00000000 AUD 2023-06-23 -6796.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12305.76000000 0.001450157076 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-02-15 4080.07000000 SGD 0.00000000 SGD 8274800.00000000 SGD 8225.69000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -923.99000000 -0.00010888645 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -22655.01000000 USD 3017556.00000000 JPY 2023-06-21 -923.99000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -15858.39000000 -0.00186881236 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Enel SpA Enel SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 130032.31500000 EUR -15858.39000000 N N N CC NEUBERGER PRINCIPAL III-A N/A 000000000 7027.00000000 NS USD 1264.86000000 0.000149055863 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -38529.24000000 -0.00454043066 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SUSE SA SUSE SA Y Equity - Performance Leg 2024-01-31 0.00000000 EUR 0.00000000 EUR 9721.00000000 EUR -38529.24000000 N N N MASTR Alternative Loans Trust N/A 576434UQ5 19927.50400000 PA USD 19271.21000000 0.002270991922 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 46.02000000 0.000005423170 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -15000.00000000 CAD 11101.84000000 USD 2023-06-20 46.02000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -19425.82000000 -0.00228921174 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Spar Nord Bank A/S Spar Nord Bank A/S Y Equity - Performance Leg 2024-04-22 0.00000000 DKK 0.00000000 DKK 12406.00000000 DKK -19425.82000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3291.57000000 0.000387890998 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -263468.00000000 SGD 199074.31000000 USD 2023-09-25 3291.57000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -360.00000000 NC USD -54000.00000000 -0.00636356325 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 94.00000000 USD 2023-12-15 XXXX -9691.20000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -14241.70000000 -0.00167829553 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Basic-Fit NV Basic-Fit NV Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 53749.52000000 EUR -14241.70000000 N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAE8 973000.00000000 PA USD 670786.20000000 0.079047970619 Long DBT CORP US N 2 2027-04-01 Fixed 0.50000000 N N N N Y Redfin Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 246.37000000 0.000029033168 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Maisons du Monde SA Maisons du Monde SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 12779.00000000 EUR 246.37000000 N N N HERCULES ACHIEVE 12/15/26 N/A 000000000 46785.99000000 PA USD 43671.68000000 0.005146435149 Long LON CORP US N 2 2026-12-15 Floating 10.26800000 N N N N N N MLCC Mortgage Investors Inc N/A 590219AE1 957.20810000 PA USD 937.83000000 0.000110517417 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.56759500 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5084.46000000 -0.00059917190 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SFC ENERGY AG SFC ENERGY AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 23580.75000000 EUR -5084.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -16.59000000 -0.00000195502 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1490.70000000 USD 2000.00000000 CAD 2023-06-20 -16.59000000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAR6 200000.00000000 PA USD 197484.74000000 0.023272345086 Long DBT CORP ES N 2 2025-08-18 Fixed 5.14700000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1756.44000000 0.000206985500 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Enav SpA Enav SpA Y Equity - Performance Leg 2023-09-21 0.00000000 EUR 0.00000000 EUR 116422.93430000 EUR 1756.44000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 37029.43000000 0.004363687408 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2024-03-21 0.00000000 USD 0.00000000 USD 5250000.00000000 USD 37029.43000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 94.00000000 NC USD 3807.00000000 0.000448631209 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Royal Caribbean Cruises Ltd Royal Caribbean Cruises Ltd 100.00000000 30.00000000 USD 2024-01-19 XXXX -7214.58000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16412.16000000 0.001934070709 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Dufry AG Dufry AG Y Equity - Performance Leg 2023-08-16 0.00000000 CHF 0.00000000 CHF 6480.00000000 CHF 16412.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25527.20000000 -0.00300822133 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Rathbones Group PLC Rathbones Group PLC Y Equity - Performance Leg 2023-08-31 0.00000000 GBP 0.00000000 GBP 309451.22220000 GBP -25527.20000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -2.00000000 NC USD 39668.80000000 0.004674720703 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME NICKEL LME NICKEL 2023-06-19 -285344.80000000 USD 39668.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -27813.58000000 -0.00327765695 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -947265.00000000 USD 859000.00000000 EUR 2023-06-23 -27813.58000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4958.64000000 -0.00058434480 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Leonteq AG Leonteq AG Y Equity - Performance Leg 2023-07-14 0.00000000 CHF 0.00000000 CHF 5824.00000000 CHF -4958.64000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 793.96000000 0.000093563234 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -220000.00000000 EUR 236022.60000000 USD 2023-06-05 793.96000000 N N N Cutera Inc 529900NPKPEWJWR21Z42 232109108 8797.00000000 NS USD 147877.57000000 0.017426449453 Long EC CORP US N 1 N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 394.58000000 0.000046498792 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -55000.00000000 GBP 68842.21000000 USD 2023-06-20 394.58000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16643.51000000 0.001961333863 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Deutsche Wohnen SE Deutsche Wohnen SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 308051.25000000 EUR 16643.51000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -5649.98000000 -0.00066581490 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Granges AB Granges AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 784752.99000000 SEK -5649.98000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -650.61000000 -0.00007667033 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2023-12-20 327.24000000 USD 0.00000000 USD 27000.00000000 USD -977.85000000 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 713.00000000 NS USD 28912.15000000 0.003407116580 Long EC CORP US N 1 N N N CHINA SOUTH CITY HOLDING 254900BV844D9H1E0W44 000000000 180000.00000000 PA USD 125653.03000000 0.014807426008 Long SN CORP HK N 2 2024-07-20 Variable 9.00000000 N N N N N N Marriott Vacations Worldwide C 549300WA6BT5H4F7IO94 57164Y107 -2229.00000000 NS USD -274657.38000000 -0.03236665945 Short EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 50.00000000 NC USD 750.00000000 0.000088382822 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased IMAX Corp IMAX Corp 100.00000000 11.00000000 USD 2023-06-16 XXXX -1818.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -32803.12000000 -0.00386564313 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Carnival PLC Carnival PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 241377.48330000 GBP -32803.12000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 13460.32000000 0.001586214772 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ATTENDO AB ATTENDO AB Y Equity - Performance Leg 2024-01-08 0.00000000 SEK 0.00000000 SEK 57213.00000000 SEK 13460.32000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3191.31000000 0.000376075982 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -153619.45000000 USD 126000.00000000 GBP 2023-06-21 3191.31000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -2533.92000000 -0.00029860667 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -426883.43000000 USD 553091510.00000000 KRW 2024-03-15 -2533.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 523.25000000 0.000061661749 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -99000.00000000 NZD 60144.78000000 USD 2023-06-23 523.25000000 N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAB5 110000.00000000 PA USD 77143.00000000 0.009090821483 Long DBT CORP US N 2 2027-11-15 None 0.00000000 N N N N Y Guardant Health Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 229.91000000 0.000027093459 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11000.00000000 CHF 12341.39000000 USD 2023-06-23 229.91000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 -58.00000000 NC USD 17311.34000000 0.002040033464 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Short FINANCIAL TIMES STOCK EXCHANGE FTSE CHINA A50 2023-06-29 -728449.34000000 USD 17311.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 12544.24000000 0.001478260457 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -334000.00000000 EUR 369985.03000000 USD 2023-06-20 12544.24000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 578.52000000 0.000068174974 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Y 2023-06-15 0.00000000 CNY -11041.33000000 CNY 38220000.00000000 CNY 11619.85000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1658.62000000 -0.00019545802 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-06-20 12627.29000000 USD 0.00000000 USD 286000.00000000 USD -14285.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8027.51000000 -0.00094599199 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bidvest Group Ltd/The Bidvest Group Ltd/The Y 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 19802.00000000 ZAR -8027.51000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -19617.98000000 -0.00231185660 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -980000.00000000 USD 3574844.00000000 ILS 2023-07-20 -19617.98000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -9353.69000000 -0.00110227403 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Julius Baer Group Ltd Julius Baer Group Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 5736.00000000 CHF -9353.69000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -9.23000000 -0.00000108769 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1788.77000000 USD 2404.70000000 SGD 2023-06-21 -9.23000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -28710.45000000 -0.00338334749 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Bravida Holding AB Bravida Holding AB Y Equity - Performance Leg 2023-11-01 0.00000000 SEK 0.00000000 SEK 30541.00000000 SEK -28710.45000000 N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAG9 321000.00000000 PA USD 257409.90000000 0.030334151496 Long DBT CORP US N 2 2028-02-15 Fixed 2.62500000 N N N N Y Sunnova Energy International I USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -492.33000000 -0.00005801802 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -67000.00000000 GBP 82894.87000000 USD 2023-06-23 -492.33000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8288.45000000 -0.00097674214 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Akzo Nobel NV Akzo Nobel NV Y Equity - Performance Leg 2023-08-28 0.00000000 EUR 0.00000000 EUR 261268.37000000 EUR -8288.45000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -731.73000000 -0.00008622981 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -116359.44000000 USD 817040.24000000 CNY 2023-08-21 -731.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 39.29000000 0.000004630081 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -240260.00000000 USD 317599934.00000000 KRW 2023-08-10 39.29000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 15458.38000000 0.001821673683 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CNH Industrial NV CNH Industrial NV Y Equity - Performance Leg 2024-03-22 0.00000000 EUR 0.00000000 EUR 144607.98120000 EUR 15458.38000000 N N N CORE SCIENTIFIC INC N/A 21873J116 1383.00000000 NS USD 112.71000000 0.000013282170 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 12727.41000000 0.001499845899 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2000000.00000000 USD 166640000.00000000 INR 2023-06-21 12727.41000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 8.00000000 NC USD 14200.00000000 0.001673381448 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 4150.00000000 USD 2023-06-16 XXXX -4711.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -59159.68000000 -0.00697159936 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ferrovial SA Ferrovial SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 435163.35840000 EUR -59159.68000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -234.09000000 -0.00002758604 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6743.67000000 USD 10000.00000000 AUD 2023-06-20 -234.09000000 N N N OPEN TEXT 08/27/29 N/A 000000000 1771.09410000 PA USD 1769.62000000 0.000208538681 Long LON CORP US N 2 2030-01-31 Floating 8.75300000 N N N N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -6170.93000000 -0.00072720561 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -300000.00000000 USD 397053.00000000 SGD 2023-06-21 -6170.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14510.04000000 -0.00170991772 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IWG PLC IWG PLC Y Equity - Performance Leg 2024-04-03 0.00000000 GBP 0.00000000 GBP 58999.00000000 GBP -14510.04000000 N N N Churchill Capital Corp VI N/A 17143W101 9074.00000000 NS USD 93008.50000000 0.010960471720 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 21780.27000000 0.002566668996 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -2076000.00000000 EUR 2244675.00000000 USD 2023-06-29 21780.27000000 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBC4 260000.00000000 PA USD 256124.65000000 0.030182692798 Long DBT CORP US N 2 2033-05-01 Fixed 5.10000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 504.00000000 NC USD 5040.00000000 0.000593932570 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Cinemark Holdings Inc Cinemark Holdings Inc 100.00000000 5.00000000 USD 2023-09-15 XXXX -3038.64000000 N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 105000.00000000 PA USD 80231.93000000 0.009454832620 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 385000.00000000 PA USD 402733.62000000 0.047459645653 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 41274.00000000 NS USD 2786820.48000000 0.328409414840 Long EC CORP US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1155.82000000 0.000136206179 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -565339.00000000 SGD 420000.00000000 USD 2023-07-20 1155.82000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 11.75000000 0.000001384664 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1462.36000000 USD 2000.00000000 CAD 2023-06-20 11.75000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -1953.22000000 -0.00023017479 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -176187.00000000 SGD 120000.00000000 EUR 2023-06-21 -1953.22000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 47340.43000000 0.005578774458 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 PROGRESS SOFTWARE CORP Progress Software Corp Y 2024-02-05 0.00000000 USD 0.00000000 USD 704000.00000000 USD 47340.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26386.77000000 0.003109516295 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Smart Metering Systems PLC Smart Metering Systems PLC Y Equity - Performance Leg 2023-07-12 0.00000000 GBP 0.00000000 GBP 312877.57080000 GBP 26386.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -497.00000000 -0.00005856835 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ALD SA ALD SA Y Equity - Performance Leg 2024-05-15 0.00000000 EUR 0.00000000 EUR 100289.23000000 EUR -497.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3452.67000000 -0.00040687562 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Klepierre SA Klepierre SA Y Equity - Performance Leg 2023-08-08 0.00000000 EUR 0.00000000 EUR 6843.00000000 EUR -3452.67000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -31803.51000000 -0.00374784532 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bachem Holding AG Bachem Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 208348.29000000 CHF -31803.51000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 664.75000000 0.000078336642 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Komax Holding AG Komax Holding AG Y Equity - Performance Leg 2023-07-25 0.00000000 CHF 0.00000000 CHF 24655.92000000 CHF 664.75000000 N N N Tronox Holdings PLC 549300NRVC84SGJSXV06 000000000 26276.00000000 NS USD 279576.64000000 0.032946363572 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -961.66000000 -0.00011332563 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -47000.00000000 USD 61031850.00000000 KRW 2023-06-21 -961.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 280.97000000 0.000033110562 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -442725.40000000 USD 601000.00000000 CAD 2023-06-23 280.97000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -5204.85000000 -0.00061335911 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2023-12-20 2025.36000000 USD 0.00000000 USD 216000.00000000 USD -7230.21000000 N N N Marathon Digital Holdings Inc 549300M8ISKPTX2W7F94 565788106 -2150.00000000 NS USD -21048.50000000 -0.00248043446 Short EC CORP US N 1 N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508RAE6 -370000.00000000 PA USD -349184.42000000 -0.04114920636 Short DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N PERFECT POINT VENTURES 254900E8TYNVH14GNB75 000000000 400000.00000000 PA USD 351980.00000000 0.041478648038 Long DBT CORP VG N 2 2025-09-20 Fixed 5.20000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 15000.00000000 PA USD 12257.13000000 0.001444426334 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 44.98000000 0.000005300612 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -493027.00000000 HKD 63041.30000000 USD 2023-06-21 44.98000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 470.59000000 0.000055456096 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -19000.00000000 EUR 20804.05000000 USD 2023-06-20 470.59000000 N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 80000.00000000 PA USD 78324.17000000 0.009230015001 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 16750.29000000 0.001973917221 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1325590.00000000 SGD 1000000.00000000 USD 2023-08-17 16750.29000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 509.00000000 NC USD 234140.00000000 0.027591938893 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Ebix Inc Ebix Inc 100.00000000 20.00000000 USD 2023-09-15 XXXX 59486.58000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 15798.68000000 0.001861775916 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2026-06-11 61.57000000 KRW 0.00000000 KRW 1287000000.00000000 KRW 15737.11000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 3.00000000 NC USD 697.50000000 0.000082196025 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Microchip Technology Inc Microchip Technology Inc 100.00000000 97.50000000 USD 2024-01-19 XXXX 16.41000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 37.00000000 NC USD 370.00000000 0.000043602192 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Guess? Inc Guess? Inc 100.00000000 12.00000000 USD 2023-06-16 XXXX -420.62000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 826.96000000 0.000097452079 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -7331760.00000000 TWD 240000.00000000 USD 2023-06-21 826.96000000 N N N PORCH GROUP INC 549300NXEI7CVW8IXQ90 733245AA2 1428000.00000000 PA USD 578795.90000000 0.068207487419 Long DBT CORP US N 2 2026-09-15 Fixed 0.75000000 N N N N Y Porch Group Inc USD XXXX N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -12.00000000 NC USD -10650.00000000 -0.00125503608 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 3450.00000000 USD 2023-08-31 XXXX 26127.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15264.73000000 0.001798853239 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Phoenix Group Holdings PLC Phoenix Group Holdings PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 280870.98820000 GBP 15264.73000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1867.45000000 -0.00022006733 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 0.00000000 USD -192.67000000 USD 216000.00000000 USD -1674.78000000 N N N APOLLO STRATEGIC GROWTH-CL A N/A 000000000 5405.00000000 NS USD 648.60000000 0.000076433465 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3532.74000000 0.000416311378 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Berkeley Group Holdings PLC Berkeley Group Holdings PLC Y Equity - Performance Leg 2023-08-17 0.00000000 GBP 0.00000000 GBP 216782.85280000 GBP 3532.74000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -108624.77000000 -0.01280075175 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1500000.00000000 USD 1813500000.00000000 KRW 2024-03-15 -108624.77000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 763000.00000000 PA USD 757247.70000000 0.089236919217 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -11638.61000000 -0.00137153760 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2023-12-20 4015.67000000 USD 0.00000000 USD 483000.00000000 USD -15654.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2814.82000000 0.000331708983 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -153995.94000000 USD 126000.00000000 GBP 2023-06-21 2814.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9669.60000000 -0.00113950205 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CCC SA CCC SA Y Equity - Performance Leg 2023-08-02 0.00000000 USD 0.00000000 USD 52648.32080000 PLN -9669.60000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -319.00000000 NC USD -67787.50000000 -0.00798833414 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 60.00000000 USD 2024-01-19 XXXX -10855.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -32738.39000000 -0.00385801510 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Grupa Azoty SA Grupa Azoty SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 18890.00000000 PLN -32738.39000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1229.46000000 0.000144884194 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -100000.00000000 AUD 89629.10000000 SGD 2023-06-21 1229.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 79.74000000 0.000009396861 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -18000.00000000 DKK 2667.14000000 USD 2023-06-20 79.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7387.31000000 0.000870548415 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Michelin Cie Generale des Etablissements Michelin SCA Y 2023-12-11 0.00000000 EUR 0.00000000 EUR 138361.14000000 EUR 7387.31000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -18202.61000000 -0.00214506407 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SpareBank 1 SMN SpareBank 1 SMN Y Equity - Performance Leg 2023-10-23 0.00000000 NOK 0.00000000 NOK 2951812.43000000 NOK -18202.61000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 6913.56000000 0.000814719932 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 BONAVA AB BONAVA AB Y 2024-01-24 0.00000000 SEK 0.00000000 SEK 679592.71000000 SEK 6913.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6747.20000000 -0.00079511544 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Borussia Dortmund GmbH & Co KG Borussia Dortmund GmbH & Co KGaA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 83269.34530000 EUR -6747.20000000 N N N FASTIGHETS AB BALDER 549300GHKJCEZOAEUU82 000000000 400000.00000000 PA 346379.48000000 0.040818661681 Long DBT CORP SE N 2 2028-02-23 Fixed 3.50000000 N N N N N Fastighets AB Balder SEK XXXX N N N Brookfield Infrastructure Corp N/A 11275Q107 -3041.00000000 NS USD -140190.10000000 -0.01652052905 Short EC CORP CA N 1 N N N RAPID7 INC 549300GNVG5D60KEYN14 753422AF1 106000.00000000 PA USD 95930.00000000 0.011304752276 Long DBT CORP US N 2 2027-03-15 Fixed 0.25000000 N N N N Y Rapid7 Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -36474.63000000 -0.00429830768 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -918150.53000000 USD 1464000.00000000 NZD 2023-06-23 -36474.63000000 N N N VISHAY INTERTECHNOLOGY 5493009O8F3QQJTCQR75 928298AP3 21000.00000000 PA USD 21612.60000000 0.002546910132 Long DBT CORP US N 2 2025-06-15 Fixed 2.25000000 N N N N Y Vishay Intertechnology Inc USD XXXX N N N PAR TECHNOLOGY CORP 549300HYPTHBJQINVG57 698884AE3 463000.00000000 PA USD 371094.50000000 0.043731172664 Long DBT CORP US N 2 2027-10-15 Fixed 1.50000000 N N N N Y PAR Technology Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6769.49000000 0.000797742181 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -528000.00000000 AUD 350515.28000000 USD 2023-06-23 6769.49000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 21.00000000 NC USD 103950.00000000 0.012249859263 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1650.00000000 USD 2023-09-29 XXXX -15298.80000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -29.29000000 -0.00000345164 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2459.71000000 USD 2023-06-20 -29.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10369.97000000 0.001222036296 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Euroapi SA Euroapi SA Y Equity - Performance Leg 2023-12-22 0.00000000 EUR 0.00000000 EUR 159816.95000000 EUR 10369.97000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -30.00000000 NC 88107.56000000 0.010382926503 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-09-17 -8949855.56000000 USD 88107.56000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 58.46000000 0.000006889146 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 AUD 2011.33000000 USD 2023-06-20 58.46000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1700000.00000000 PA USD 728329.13000000 0.085829046079 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 -475000.00000000 PA USD -450660.76000000 -0.05310756022 Short DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Varex Imaging Corp 549300CWYWPVCT8E9W67 92214X106 -24038.00000000 NS USD -529797.52000000 -0.06243333389 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -68467.02000000 -0.00806841134 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 COOR SERVICE MANAGEMENT HOLDING AB COOR SERVICE MANAGEMENT HOLDING AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 50670.00000000 SEK -68467.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -196.29000000 -0.00002313155 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5802.31000000 USD 39000.00000000 DKK 2023-06-20 -196.29000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC -55864.88000000 -0.00658332773 N/A DE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 RWE AG RWE AG Y 2024-01-25 0.00000000 EUR 0.00000000 EUR 15417.00000000 EUR -55864.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9.59000000 -0.00000113012 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4225.25000000 USD 7000.00000000 NZD 2023-06-23 -9.59000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 2219.46000000 0.000261549520 N/A DE CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2024-03-21 0.00000000 EUR 0.00000000 EUR 214249.87000000 EUR 2219.46000000 N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 -10078.00000000 NS USD -582306.84000000 -0.06862122980 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9053.53000000 -0.00106690205 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -250550.82000000 USD 401000.00000000 NZD 2023-06-23 -9053.53000000 N N N ALLIED UNIVERSAL N/A 019576AA5 217000.00000000 PA USD 204050.00000000 0.024046020035 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 365000.00000000 PA USD 274480.00000000 0.032345756331 Long DBT CORP US N 2 2026-10-15 None 0.00000000 N N N N Y SoFi Technologies Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 71.22000000 0.000008392832 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3326.01000000 USD 2023-06-20 71.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -28925.68000000 -0.00340871100 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -850985.93000000 USD 1262700.00000000 AUD 2023-06-23 -28925.68000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -10747.63000000 -0.00126654117 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 VIB Vermoegen AG VIB Vermoegen AG Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 3575.00000000 EUR -10747.63000000 N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 -878.00000000 NS USD -50212.82000000 -0.00591726770 Short EC CORP CA N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -12136.70000000 -0.00143023441 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TEGNA Inc TEGNA Inc Y 2024-01-29 0.00000000 USD 0.00000000 USD 6581.00000000 USD -12136.70000000 N N N Absolute Software Corp 549300I8AXWGBEESC731 00386B109 128996.00000000 NS USD 1446045.16000000 0.170407404508 Long EC CORP CA N 1 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 300000.00000000 PA USD 46858.68000000 0.005522003225 Long DBT CORP KY N 2 2024-10-20 Fixed 6.80000000 Y N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 28468.58000000 0.003354844621 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2032-10-12 0.00000000 MXN 0.00000000 MXN 21700000.00000000 MXN 28468.58000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFX4 2415000.00000000 PA USD 2405283.39000000 0.283447648065 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -4952.08000000 -0.00058357174 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -200000.00000000 USD 1382320.00000000 CNY 2023-07-17 -4952.08000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 9566.80000000 0.001127387721 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -400000.00000000 USD 6140800000.00000000 IDR 2023-06-21 9566.80000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1348.10000000 -0.00015886517 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2027-12-20 3597.09000000 USD 0.00000000 USD 38000.00000000 EUR -4945.19000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 5.70000000 0.000000671709 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -972093.00000000 THB 28000.00000000 USD 2023-06-21 5.70000000 N N N Citigroup Commercial Mortgage N/A 17322MAA4 330000.00000000 PA USD 223648.79000000 0.026355615218 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.94062100 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -327.57000000 -0.00003860208 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -38854.12000000 USD 36000.00000000 EUR 2023-06-20 -327.57000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -56.55000000 -0.00000666406 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 CAD 5102.83000000 USD 2023-06-20 -56.55000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 22940000000.00000000 PA 1608034.32000000 0.189496816843 Long DBT NUSS ID N 2 2038-06-15 Fixed 7.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12435.35000000 -0.00146542845 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vukile Property Fund Ltd Vukile Property Fund Ltd Y Equity - Performance Leg 2023-08-24 0.00000000 ZAR 0.00000000 ZAR 319167.00000000 ZAR -12435.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -0.95000000 -0.00000011195 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -311.82000000 USD 412106.76000000 KRW 2023-06-21 -0.95000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 168.60000000 0.000019868458 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17000.00000000 CHF 18879.58000000 USD 2023-06-20 168.60000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 16.00000000 NC USD 2096.00000000 0.000247000529 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Wayfair Inc Wayfair Inc 100.00000000 17.50000000 USD 2024-01-19 XXXX -1926.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4958.41000000 -0.00058431769 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Eregli Demir ve Celik Fabrikal Eregli Demir ve Celik Fabrikalari TAS Y Equity - Performance Leg 2023-07-14 0.00000000 USD 0.00000000 USD 100948.82000000 TRY -4958.41000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 22.00000000 NC USD 220.00000000 0.000025925628 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Prometheus Biosciences Inc Prometheus Biosciences Inc 100.00000000 145.00000000 USD 2023-08-18 XXXX -2016.65000000 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 -26920.00000000 NS USD -274584.00000000 -0.03235801208 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25924.84000000 -0.00305508072 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Central Asia Metals PLC Central Asia Metals PLC Y Equity - Performance Leg 2023-09-25 0.00000000 GBP 0.00000000 GBP 49066.00000000 GBP -25924.84000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 12595.68000000 0.001484322340 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Novo Nordisk A/S Novo Nordisk A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 2264.00000000 DKK 12595.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7900.68000000 0.000931045869 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -364000.00000000 GBP 460929.63000000 USD 2023-06-23 7900.68000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 40000.00000000 PA USD 39218.49000000 0.004621654478 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2665.24000000 0.000314081913 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -141000.00000000 AUD 94460.99000000 USD 2023-06-23 2665.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -96736.72000000 -0.01139981919 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Flutter Entertainment PLC Flutter Entertainment PLC Y Equity - Performance Leg 2023-08-31 0.00000000 GBP 0.00000000 GBP 237171.19100000 GBP -96736.72000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1235.17000000 0.000145557081 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -66000.00000000 GBP 83372.32000000 USD 2023-06-20 1235.17000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9373.71000000 0.001104633268 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2033-07-19 0.00000000 COP 0.00000000 COP 3272380144.00000000 COP 9373.71000000 N N N TPI Composites Inc 549300TI9H56OIY0QE39 87266J104 -1133.00000000 NS USD -12077.78000000 -0.00142329105 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -22655.25000000 -0.00266977993 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Wolters Kluwer NV Wolters Kluwer NV Y Equity - Performance Leg 2024-04-17 0.00000000 EUR 0.00000000 EUR 1914.00000000 EUR -22655.25000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -56.91000000 -0.00000670648 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3311.70000000 USD 5000.00000000 AUD 2023-06-20 -56.91000000 N N N InvoCare Ltd 254900NXGMD1P0TNBV71 000000000 97299.00000000 NS 785303.00000000 0.092543061368 Long EC CORP AU N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -13.00000000 NC -8166.62000000 -0.00096238523 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short FRANCE (GOVT OF) French Republic Government Bond OAT 2023-06-08 -1805779.43000000 USD -8166.62000000 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 -12173.00000000 NS USD -493615.15000000 -0.05816946722 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9340.24000000 -0.00110068903 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BMW FINANCE NV BMW FINANCE NV Y Default Event 2028-06-20 0.00000000 USD -6854.10000000 USD 579000.00000000 EUR -2486.14000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4647.08000000 -0.00054762939 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ageas SA/NV Ageas SA/NV Y Equity - Performance Leg 2024-05-01 0.00000000 EUR 0.00000000 EUR 3425.00000000 EUR -4647.08000000 N N N OBOTECH ACQUISITION SE - A 222100W9V7IC82G7I598 000000000 1401.00000000 NS 1.50000000 0.000000176765 Long EC CORP LU N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -36985.17000000 -0.00435847164 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 VAT Group AG VAT Group AG Y Equity - Performance Leg 2024-04-22 0.00000000 CHF 0.00000000 CHF 150525.33000000 CHF -36985.17000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -33449.93000000 -0.00394186565 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -404000.00000000 USD 51229022.00000000 JPY 2023-07-19 -33449.93000000 N N N Marcus Corp/The 549300NL0OKPNEMP6B79 566330106 -38896.00000000 NS USD -594330.88000000 -0.07003818793 Short EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -42482.38000000 -0.00500628356 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1200000.00000000 USD 1502400000.00000000 KRW 2024-06-21 -42482.38000000 N N N iShares Russell 1000 ETF 549300R9T7XRZ4D3YF43 464287622 -179767.00000000 NS USD -41177429.02000000 -4.85250322586 Short EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4.74000000 -0.00000055857 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1249.33000000 USD 1000.00000000 GBP 2023-06-23 -4.74000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -977.31000000 -0.00011516988 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -23760.83000000 USD 35000.00000000 AUD 2023-06-20 -977.31000000 N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 101000.00000000 PA 110509.93000000 0.013022906106 Long DBT CORP LU N 2 2028-04-01 Fixed 6.25000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3403.11000000 0.000401035291 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SES SA SES SA Y Default Event 2028-06-20 6669.32000000 USD 0.00000000 USD 114000.00000000 EUR -3266.21000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -664.40000000 -0.00007829539 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 NIPPON PAPER INDUSTRIES CO LTD NIPPON PAPER INDUSTRIES CO LTD Y Default Event 2024-06-20 972.43000000 USD 0.00000000 USD 14491000.00000000 JPY -1636.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -54.41000000 -0.00000641187 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -101000.00000000 GBP 125640.32000000 USD 2023-06-20 -54.41000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -7.00000000 NC USD -1155.00000000 -0.00013610954 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 65.00000000 USD 2023-09-15 XXXX -602.20000000 N N N PLUG POWER INC 549300JPDKRSJ8JSM954 72919PAD5 734000.00000000 PA USD 1261085.40000000 0.148611050209 Long DBT CORP US N 2 2025-06-01 Fixed 3.75000000 N N N N Y Plug Power Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1096.03000000 -0.00012916030 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -107000.00000000 GBP 132074.57000000 USD 2023-06-23 -1096.03000000 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 -1023.00000000 NS USD -210482.25000000 -0.02480402058 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4164.08000000 -0.00049071086 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 HORIZONTE MINERALS PLC HORIZONTE MINERALS PLC Y Equity - Performance Leg 2023-08-10 0.00000000 GBP 0.00000000 GBP 25102.98330000 GBP -4164.08000000 N N N AEQUI ACQUISITION CORP-CL A N/A 00775W110 490.00000000 NS USD 44.10000000 0.000005196909 Long EC CORP US N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 797.38000000 0.000093966260 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-09-15 208.80000000 KRW 0.00000000 KRW 7873140000.00000000 KRW 588.58000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 1049.00000000 NS USD 41278.15000000 0.004864372565 Long EC CORP US N 1 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -47.00000000 NC -70587.06000000 -0.00831824483 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2023-09-27 -5588305.53000000 USD -70587.06000000 N N N CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 000000000 11.00000000 NC USD -18422.25000000 -0.00217094728 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 Long CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 2023-10-18 267883.55000000 USD -18422.25000000 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 21455.00000000 NS USD 736764.70000000 0.086823125399 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7719.32000000 -0.00090967372 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CRH PLC CRH PLC Y 2024-05-24 0.00000000 EUR 0.00000000 EUR 7609.00000000 EUR -7719.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 25185.18000000 0.002967916407 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -536314.50000000 USD 9983000.00000000 MXN 2023-06-23 25185.18000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -3081.69000000 -0.00036315794 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -103313.00000000 USD 166430.00000000 NZD 2023-06-21 -3081.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -37564.54000000 -0.00442674678 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bollore SE Bollore SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 212174.43010000 EUR -37564.54000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 25354.95000000 0.002987922742 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 LANXESS AG LANXESS AG Y Default Event 2028-06-20 20872.55000000 USD 0.00000000 USD 868000.00000000 EUR 4482.40000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 21151.13000000 0.002492528771 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 LUMENTUM HOLDINGS INC LUMENTUM HOLDINGS INC Y 2024-02-08 0.00000000 USD 0.00000000 USD 1056000.00000000 USD 21151.13000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -99.40000000 -0.00001171367 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3354.19000000 USD 5000.00000000 AUD 2023-06-20 -99.40000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 124.56000000 0.000014678619 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9000.00000000 NZD 5544.77000000 USD 2023-06-20 124.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 49552.55000000 0.005839459005 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RTL Group SA RTL Group SA Y Equity - Performance Leg 2024-01-30 0.00000000 EUR 0.00000000 EUR 230894.66820000 EUR 49552.55000000 N N N J.P. MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 1.00000000 NC USD 175352.23000000 0.020664166801 N/A DCR CORP GB N 2 J.P. MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 98039.06000000 USD 0.00000000 USD 253000.00000000 USD 77313.17000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1732.69000000 -0.00020418671 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 AMERICAN AXLE & MFG INC American Axle & Manufacturing Inc Y Default Event 2027-06-20 577.39000000 USD 0.00000000 USD 62000.00000000 USD -2310.08000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1462.05000000 -0.00017229347 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -16347030.00000000 HKD 2100000.00000000 USD 2024-03-21 -1462.05000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 1235000.00000000 PA USD 1103786.80000000 0.130074391119 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 15956.11000000 0.001880328060 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 NEPI Rockcastle NV NEPI Rockcastle NV Y Equity - Performance Leg 2023-11-17 0.00000000 ZAR 0.00000000 ZAR 51344.00000000 ZAR 15956.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11203.98000000 0.001320319174 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Reinet Investments SCA Reinet Investments SCA Y Equity - Performance Leg 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 3907373.46000000 ZAR 11203.98000000 N N N AASET 2022-1 LLC N/A 00255EAA9 457986.70000000 PA USD 446401.15000000 0.052605591751 Long ABS-O CORP KY N 2 2047-05-16 Fixed 6.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -212.00000000 NC USD -156350.00000000 -0.01842487249 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 94.87500000 USD 2023-12-15 XXXX -87982.12000000 N N N NextEra Energy Inc N/A 65339F101 29107.00000000 NS USD 2138200.22000000 0.251973562022 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 45.00000000 NC USD 34031.25000000 0.004010370592 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-12-19 0.00000000 USD 2500.00000000 95.00000000 USD 2023-07-14 XXXX 19473.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -12379.35000000 -0.00145882919 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -557199.81000000 USD 509000.00000000 EUR 2023-06-23 -12379.35000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -845.02000000 -0.00009958033 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Wuestenrot & Wuerttembergische Wuestenrot & Wuerttembergische AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4702.00000000 EUR -845.02000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -9546.99000000 -0.00112505323 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -1200000.00000000 USD 1594200.00000000 SGD 2024-01-10 -9546.99000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -53.00000000 NC USD 31734.07000000 0.003739662254 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short CORN CORN 2023-07-14 -1605834.07000000 USD 31734.07000000 N N N Herbalife Ltd 549300BA7TYPBSZZIA41 000000000 -12538.00000000 NS USD -148449.92000000 -0.01749389733 Short EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 74.00000000 NC USD 80403.22000000 0.009475018079 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long MEXICAN PESO MEXICAN PESO 2023-06-16 2004176.78000000 USD 80403.22000000 N N N TOPGOLF CALL BRAN CORP 5493005UB0KFRKBPCU72 131193AE4 581000.00000000 PA USD 689937.50000000 0.081304831896 Long DBT CORP US N 2 2026-05-01 Fixed 2.75000000 N N N N Y Topgolf Callaway Brands Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 27043.18000000 0.003186870120 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Energean PLC Energean PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 186850.56570000 GBP 27043.18000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 41.03000000 0.000004835129 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11000.00000000 DKK 1622.22000000 USD 2023-06-20 41.03000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -5023.92000000 -0.00059203764 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -120000.00000000 USD 15965508.00000000 JPY 2023-06-21 -5023.92000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -44.30000000 -0.00000522047 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6465.39000000 USD 6000.00000000 EUR 2023-06-20 -44.30000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 26545.59000000 0.003128232242 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Telecom Italia SpA/Milano Telecom Italia SpA/Milano Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 254346.10600000 EUR 26545.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -533.26000000 -0.00006284136 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -115035.08000000 USD 92000.00000000 GBP 2023-06-23 -533.26000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 124.00000000 NC USD 39060.00000000 0.004602977420 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 21.00000000 USD 2023-06-21 XXXX 6602.40000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3451.38000000 0.000406723610 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3352620.00000000 THB 100000.00000000 USD 2023-06-21 3451.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2877.12000000 0.000339050650 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 NatWest Group PLC NatWest Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 49606.00000000 GBP 2877.12000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3564.00000000 0.000419995174 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -16407300.00000000 HKD 2100000.00000000 USD 2023-06-21 3564.00000000 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 251.00000000 NS USD 41917.00000000 0.004939657053 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9062.59000000 0.001067969716 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2025-03-20 0.00000000 CNY 0.00000000 CNY 14200000.00000000 CNY 9062.59000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 759.00000000 NS USD 134532.75000000 0.015853845635 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 2258.69000000 0.000266172531 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2100000.00000000 USD 16452870.00000000 HKD 2023-06-21 2258.69000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 120.00000000 NC USD 17160.00000000 0.002022198989 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 25.00000000 USD 2023-07-19 XXXX -6891.03000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 10943.70000000 0.001289646799 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 BONHEUR ASA BONHEUR ASA Y Equity - Performance Leg 2023-08-28 0.00000000 NOK 0.00000000 NOK 2211.00000000 NOK 10943.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5153.20000000 0.000607272484 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -267000.00000000 NZD 165950.65000000 USD 2023-06-23 5153.20000000 N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 -1794.00000000 NS USD -145403.70000000 -0.01713491930 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 17548.27000000 0.002067954187 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1081000.00000000 NZD 668567.15000000 USD 2023-06-23 17548.27000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 381.97000000 0.000045012782 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -200000.00000000 USD 265641260.00000000 KRW 2023-06-21 381.97000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 66.39000000 0.000007823647 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 CHF 2267.68000000 USD 2023-06-20 66.39000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -8409.79000000 -0.00099104130 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Ericsson Telefonaktiebolaget LM Ericsson Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 46631.00000000 SEK -8409.79000000 N N N MVW Owner Trust N/A 62848PAC4 98276.61000000 PA USD 97516.63000000 0.011491726727 Long ABS-O CORP US N 2 2040-10-20 Fixed 6.54000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -13390.76000000 -0.00157801756 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Ambu A/S Ambu A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 1119695.84000000 DKK -13390.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1756.66000000 -0.00020701142 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -500000.00000000 USD 666893.00000000 SGD 2024-01-22 -1756.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -21456.95000000 -0.00252856775 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GRUPA KETY SA GRUPA KETY SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 166440.59000000 PLN -21456.95000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9472.07000000 -0.00111622438 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2033-09-20 0.00000000 SGD 0.00000000 SGD 960000.00000000 SGD -9472.07000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 13703.59000000 0.001614882625 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -25869004.00000000 JPY 200000.00000000 USD 2023-06-21 13703.59000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -137.78000000 -0.00001623651 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4694.48000000 USD 7000.00000000 AUD 2023-06-20 -137.78000000 N N N OVINTIV INC 2549003MEX7YMKLGI239 698900AG2 5000.00000000 PA USD 5263.90000000 0.000620317789 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1227.52000000 0.000144655577 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -673223.00000000 SGD 500000.00000000 USD 2023-07-20 1227.52000000 N N N EURO GARAGE TLB1 02/07/25 N/A 000000000 30250.68000000 PA 31221.20000000 0.003679223723 Long LON CORP US N 2 2025-02-07 Floating 0.01000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2941.44000000 -0.00034663036 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -126258.31000000 USD 112000.00000000 CHF 2023-06-23 -2941.44000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -25.77000000 -0.00000303683 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -4091.00000000 USD 564495.00000000 JPY 2023-06-21 -25.77000000 N N N SOUTH AFRICAN FUTURES EXCHANGE N/A 000000000 11.00000000 NC -17282.64000000 -0.00203665134 N/A DE CORP ZA N 1 SOUTH AFRICAN FUTURES EXCHANGE N/A Long FINANCIAL TIMES STOCK EXCHANGE FTSE/JSE TOP 40 INDEX 2023-06-15 408956.56000000 USD -17282.64000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 76.69000000 0.000009037438 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 EUR 2217.05000000 USD 2023-06-20 76.69000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 70245.00000000 0.008277935199 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 United States Cellular Corp United States Cellular Corp Y 2024-02-10 0.00000000 USD 0.00000000 USD 220395.00000000 USD 70245.00000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 594000.00000000 PA USD 485468.89000000 0.057209481282 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4051.33000000 -0.00047742397 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Societe BIC SA Societe BIC SA Y Equity - Performance Leg 2024-04-17 0.00000000 EUR 0.00000000 EUR 3051.00000000 EUR -4051.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13434.54000000 -0.00158317676 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Intertek Group PLC Intertek Group PLC Y Equity - Performance Leg 2023-08-31 0.00000000 GBP 0.00000000 GBP 257349.14300000 GBP -13434.54000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 56.12000000 0.000006613392 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -600000.00000000 USD 4675539.60000000 HKD 2023-12-22 56.12000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 379000.00000000 PA USD 403349.23000000 0.047532191453 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 32328.56000000 0.003809719193 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ALM BRAND A/S ALM BRAND A/S Y Equity - Performance Leg 2023-07-26 0.00000000 DKK 0.00000000 DKK 2493902.02000000 DKK 32328.56000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 274.82000000 0.000032385823 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -500000.00000000 USD 41927500.00000000 INR 2024-03-15 274.82000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 11143.30000000 0.001313168414 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Sanoma Oyj Sanoma Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 87809.39000000 EUR 11143.30000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -61153.49000000 -0.00720655744 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1607392.84000000 USD 11000000.00000000 CNY 2023-06-05 -61153.49000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4389.06000000 0.000517223350 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -181000.00000000 EUR 198103.60000000 USD 2023-06-21 4389.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -42311.02000000 -0.00498608985 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Alpha Group International PLC Alpha Group International PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 137225.20520000 GBP -42311.02000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 200.00000000 NC USD 8000.00000000 0.000942750111 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased GEO Group Inc/The GEO Group Inc/The 100.00000000 5.00000000 USD 2024-01-19 XXXX 1726.37000000 N N N OMX NORDIC EXCHANGE STOCKHOLM N/A 000000000 54.00000000 NC -2649.46000000 -0.00031222233 N/A DE CORP SE N 1 OMX NORDIC EXCHANGE STOCKHOLM N/A Long NASDAQ OMX STOCKHOLM 30 INDEX 2023-06-16 1116930.04000000 USD -2649.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 13005.42000000 0.001532607644 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -447000.00000000 AUD 303983.47000000 USD 2023-06-20 13005.42000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2147.73000000 -0.00025309658 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -180000.00000000 USD 1260453.06000000 CNY 2023-07-17 -2147.73000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -39779.09000000 -0.00468771769 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Straumann Holding AG Straumann Holding AG Y Equity - Performance Leg 2023-10-18 0.00000000 CHF 0.00000000 CHF 226836.28000000 CHF -39779.09000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -89.00000000 NC USD -38474.69000000 -0.00453400228 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-29 -9669478.44000000 USD -38474.69000000 N N N BLUE WHALE ACQUISITION COR-A N/A 000000000 1005.00000000 NS USD 64.62000000 0.000007615064 Long EC CORP AE N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2490.77000000 -0.00029352171 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -118100.33000000 USD 105000.00000000 CHF 2023-06-23 -2490.77000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2092.62000000 -0.00024660221 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 UNITED STATES STEEL CORP United States Steel Corp Y Default Event 2028-06-20 0.00000000 USD -1812.58000000 USD 62000.00000000 USD -280.04000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 34132.10000000 0.004022255135 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2632600.00000000 SGD 2000000.00000000 USD 2024-01-10 34132.10000000 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBK6 -516000.00000000 PA USD -351500.76000000 -0.04142217259 Short DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2601.02000000 -0.00030651398 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -125400.00000000 USD 165939.00000000 SGD 2023-06-21 -2601.02000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 62.00000000 NC USD 8370.00000000 0.000986352304 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Icahn Enterprises LP Icahn Enterprises LP 100.00000000 20.00000000 USD 2023-06-16 XXXX -1359.55000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 7.00000000 NC USD 140660.65000000 0.016575980436 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long NASDAQ NASDAQ 100 INDEX 2023-06-16 1861409.35000000 USD 140660.65000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 343.88000000 0.000040524113 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17000.00000000 CHF 19054.86000000 USD 2023-06-20 343.88000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 14.00000000 NC USD 700.00000000 0.000082490634 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased NextDecade Corp NextDecade Corp 100.00000000 7.50000000 USD 2023-07-21 XXXX -144.31000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 66353.70000000 0.007819369760 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Transocean Ltd Transocean Ltd Y 2024-02-01 0.00000000 USD 0.00000000 USD 1526672.77000000 USD 66353.70000000 N N N GREENBRIER COS INC 5493001GAGGFR30BP390 393657AM3 586000.00000000 PA USD 480520.00000000 0.056626285457 Long DBT CORP US N 2 2028-04-15 Fixed 2.87500000 N N N N Y Greenbrier Cos Inc/The USD XXXX N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 835000.00000000 PA USD 294327.48000000 0.034684658079 Long DBT NUSS PK N 2 2051-04-08 Fixed 8.87500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 1330000.00000000 PA USD 1306483.21000000 0.153960899015 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 000000000 67085775.66000000 NS USD 67085775.66000000 7.905640311866 Long STIV RF US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -17421.92000000 -0.00205306462 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Traton SE Traton SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 101656.57000000 EUR -17421.92000000 N N N CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 000000000 11.00000000 NC USD -13377.45000000 -0.00157644906 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 Long CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 2023-06-21 220893.55000000 USD -13377.45000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -11373.01000000 -0.00134023830 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -408410.53000000 USD 371000.00000000 EUR 2023-06-20 -11373.01000000 N N N BPR Trust N/A 05592CAQ9 140000.00000000 PA USD 124638.40000000 0.014687858189 Long ABS-MBS CORP US N 2 2038-12-15 Floating 11.92700000 N N N N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 11628.57000000 0.001370354458 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -263426.54000000 EUR 1248707.93000000 PLN 2023-07-20 11628.57000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -7.00000000 NC USD 6559.61000000 0.000773009132 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2023-06-16 -341439.61000000 USD 6559.61000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 355000.00000000 PA USD 211742.72000000 0.024952559115 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4310.50000000 0.000507965544 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ORIOR AG ORIOR AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 1751.00000000 CHF 4310.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6.38000000 -0.00000075184 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1107.42000000 USD 1000.00000000 CHF 2023-06-23 -6.38000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -6.73000000 -0.00000079308 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -13000.00000000 AUD 8455.72000000 USD 2023-06-20 -6.73000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 2652.15000000 0.000312539338 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -692433.00000000 NOK 100000.00000000 AUD 2023-06-21 2652.15000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -62859.07000000 -0.00740754940 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1756234.63000000 USD 12000000.00000000 CNY 2023-07-18 -62859.07000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 58.00000000 NC USD 5510.00000000 0.000649319139 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Bioxcel Therapeutics Inc Bioxcel Therapeutics Inc 100.00000000 25.00000000 USD 2023-07-21 XXXX -7047.42000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1065.74000000 0.000125590813 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -158000.00000000 CAD 117520.35000000 USD 2023-06-20 1065.74000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -152.00000000 NC USD -69920.00000000 -0.00823963597 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 80.00000000 USD 2023-09-15 XXXX -1828.98000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 108.00000000 NC USD 19100.88000000 0.002250919594 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-29 22210336.73000000 USD 19100.88000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -14.15000000 -0.00000166748 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Pharmanutra SpA Pharmanutra SpA Y Equity - Performance Leg 2024-01-10 0.00000000 EUR 0.00000000 EUR 30431.80150000 EUR -14.15000000 N N N ACCOR ACQUISITION CO SA-CL B 969500JI2HVV2LZYTU03 000000000 19332.00000000 NS 20.66000000 0.000002434652 Long EC CORP FR N 1 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAA5 6000.00000000 PA USD 5888.02000000 0.000693866439 Long DBT CORP US N 2 2024-11-15 Fixed 8.12500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 20.00000000 NC USD 1820.00000000 0.000214475650 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Southwest Airlines Co Southwest Airlines Co 100.00000000 22.50000000 USD 2024-01-19 XXXX 39.42000000 N N N DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 000000000 1999.00000000 NC 217582.49000000 0.025640739593 N/A DE CORP DE N 1 DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 Put Purchased Vodafone Group PLC Vodafone Group PLC 1000.00000000 80.00000000 GBP 2023-08-18 XXXX 66240.92000000 N N N Collegium Pharmaceutical Inc 54930049FXZMTLW8D496 19459J104 -12168.00000000 NS USD -268547.76000000 -0.03164667884 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -674.91000000 -0.00007953393 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -24223.14000000 USD 22000.00000000 EUR 2023-06-23 -674.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9193.03000000 0.001083341257 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -17318000.00000000 JPY 133948.82000000 USD 2023-06-23 9193.03000000 N N N FRONTIER COMMUNICATIONS N/A 35908MAE0 389000.00000000 PA USD 359358.01000000 0.042348100507 Long DBT CORP US N 2 2031-03-15 Fixed 8.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -132.14000000 -0.00001557187 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11000.00000000 GBP 13557.39000000 USD 2023-06-20 -132.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 29037.91000000 0.003421936611 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Warehouse Reit PLC Warehouse Reit PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 147149.70880000 GBP 29037.91000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 15837.32000000 0.001866329399 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2007930.00000000 CNY 300000.00000000 USD 2023-08-21 15837.32000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 23478.50000000 0.002766794812 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2024-03-20 0.00000000 USD 0.00000000 USD 3084000.00000000 USD 23478.50000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -5546.31000000 -0.00065359804 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -100000.00000000 USD 13115781.00000000 JPY 2023-06-21 -5546.31000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 198.33000000 0.000023371953 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1096501.00000000 HKD 140303.29000000 USD 2023-06-21 198.33000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -8.00000000 NC USD -44136.00000000 -0.00520115236 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3690.00000000 USD 2023-10-31 XXXX 448.80000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 131.90000000 0.000015543592 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 AUD 4688.60000000 USD 2023-06-20 131.90000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 5390.42000000 0.000635227382 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -23436660.00000000 HKD 3000000.00000000 USD 2023-06-21 5390.42000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 9294.58000000 0.001095308291 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TELECOM ITALIA SPA Telecom Italia SpA/Milano Y Default Event 2028-06-20 7758.95000000 USD 0.00000000 USD 72000.00000000 EUR 1535.63000000 N N N DT Auto Owner Trust N/A 23346CAG3 110000.00000000 PA USD 109891.16000000 0.012949987920 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.62000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 28981.45000000 0.003415283152 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sopra Steria Group SACA Sopra Steria Group SACA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1910.00000000 EUR 28981.45000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 41.00000000 NC USD 1435.00000000 0.000169105801 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Anywhere Real Estate Inc Anywhere Real Estate Inc 100.00000000 7.50000000 USD 2023-09-15 XXXX 12.12000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 20000.00000000 PA USD 16993.09000000 0.002002529686 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 34.00000000 NC USD 46240.00000000 0.005449095645 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Seagen Inc Seagen Inc 100.00000000 190.00000000 USD 2024-06-21 XXXX -9282.99000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -133.56000000 -0.00001573921 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6737.44000000 USD 6000.00000000 CHF 2023-06-20 -133.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -20786.77000000 -0.00244959121 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -788245.06000000 USD 717000.00000000 EUR 2023-06-23 -20786.77000000 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAY5 250000.00000000 PA USD 245080.73000000 0.028881235696 Long ABS-O CORP US N 2 2025-03-25 Fixed 6.31000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2325.89000000 0.000274091632 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Virbac SA Virbac SA Y Equity - Performance Leg 2024-04-01 0.00000000 EUR 0.00000000 EUR 166214.39000000 EUR 2325.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1598.91000000 -0.00018842157 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Cie des Alpes Cie des Alpes Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 11345.00000000 EUR -1598.91000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 316.33000000 0.000037277517 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -197589.00000000 EUR 211785.18000000 USD 2023-06-21 316.33000000 N N N MED Trust N/A 58403YAR7 99522.37000000 PA USD 95263.82000000 0.011226247117 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.10800000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 64101.91000000 0.007554010351 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Mitie Group PLC Mitie Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 375597.00000000 GBP 64101.91000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -1353.05000000 -0.00015944850 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -15412716.00000000 HKD 1980000.00000000 USD 2024-03-21 -1353.05000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2631.23000000 0.000310074047 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ALCADON GROUP AB ALCADON GROUP AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 90990.00000000 SEK 2631.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1628.96000000 -0.00019196277 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SUN INTERNATIONAL LTD Sun International Ltd/South Africa Y Equity - Performance Leg 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 29525.00000000 ZAR -1628.96000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 162.72000000 0.000019175537 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -50000.00000000 EUR 7453280.00000000 JPY 2023-06-21 162.72000000 N N N ADVANTAGE SALES 10/28/27 N/A 000000000 11000.00000000 PA USD 9898.30000000 0.001166452928 Long LON CORP US N 2 2027-10-28 Floating 0.01000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5301.20000000 0.000624713361 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -509000.00000000 CAD 380461.93000000 USD 2023-06-20 5301.20000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 10000.00000000 PA USD 10172.60000000 0.001198777473 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 29900.96000000 0.003523641672 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -7000000.00000000 CNY 1036607.04000000 USD 2024-03-04 29900.96000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3.18000000 -0.00000037474 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 CAD 1470.93000000 USD 2023-06-20 -3.18000000 N N N NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 000000000 1.00000000 NC USD -69.63000000 -0.00000820546 N/A DFE CORP US N 2 NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 -186604.47000000 USD 10492769.35000000 PHP 2023-07-20 -69.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -42225.99000000 -0.00497606959 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Spectris PLC Spectris PLC Y Equity - Performance Leg 2023-08-17 0.00000000 GBP 0.00000000 GBP 108594.44060000 GBP -42225.99000000 N N N Array Technologies Inc 549300JM5FECYJQ85V37 04271T100 -26859.00000000 NS USD -595464.03000000 -0.07017172259 Short EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 16.00000000 0.000001885500 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased RingCentral Inc RingCentral Inc 100.00000000 50.00000000 USD 2023-06-16 XXXX -1070.08000000 N N N NUVASIVE INC 549300C5ZB4NZ6TWM881 670704AJ4 305000.00000000 PA USD 273585.00000000 0.032240286162 Long DBT CORP US N 2 2025-03-15 Fixed 0.37500000 N N N N Y NuVasive Inc USD XXXX N N N Triton International Ltd N/A 000000000 12673.00000000 NS USD 1047296.72000000 0.123417387466 Long EC CORP BM N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16672.37000000 0.001964734834 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 COSMO Pharmaceuticals NV COSMO Pharmaceuticals NV Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 99176.05000000 CHF 16672.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1521.05000000 -0.00017924625 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -45140.31000000 USD 67000.00000000 AUD 2023-06-23 -1521.05000000 N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 000000000 184000.00000000 PA USD 99304.80000000 0.011702451411 Long DBT CORP BR N 2 2023-10-24 Fixed 5.75000000 Y N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -8345.79000000 -0.00098349930 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SSAB AB SSAB AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 23327.00000000 SEK -8345.79000000 N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 65000.00000000 PA USD 67515.76000000 0.007956311284 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 30.76000000 0.000003624874 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1213.74000000 USD 1000.00000000 GBP 2023-06-20 30.76000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5740.63000000 0.000676497446 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3233016.00000000 SGD 2400000.00000000 USD 2023-07-10 5740.63000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1.46000000 0.000000172051 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 DKK 576.44000000 USD 2023-06-20 1.46000000 N N N SLAM CORP-A N/A 000000000 7928.00000000 NS USD 1434.97000000 0.000169102265 Long EC CORP US N 1 N N N COMMODITY EXCHANGE, INC. N/A 000000000 43.00000000 NC USD -349692.24000000 -0.04120904978 N/A DCO CORP US N 1 COMMODITY EXCHANGE, INC. N/A Long SILVER SILVER 2023-07-27 5420897.24000000 USD -349692.24000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2944.94000000 0.000347042814 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CASINO GUICHARD PERRACHON SA CASINO GUICHARD PERRACHON SA Y Default Event 2023-06-20 2312.77000000 USD 0.00000000 USD 29000.00000000 EUR 632.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2023.77000000 0.000238488674 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ADVTECH LTD ADVTECH LTD Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 90744.00000000 ZAR 2023.77000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 90.00000000 NC USD 44100.00000000 0.005196909990 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased NVIDIA Corp NVIDIA Corp 100.00000000 225.00000000 USD 2023-12-15 XXXX -63732.43000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -18.82000000 -0.00000221781 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -2988.24000000 USD 412332.00000000 JPY 2023-06-21 -18.82000000 N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 592688105 3596.00000000 NS USD 4753444.52000000 0.560163794005 Long EC CORP US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 135152.91000000 0.015926927624 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 122925.00000000 USD 0.00000000 USD 195000.00000000 USD 12227.91000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 895.25000000 0.000105499629 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -120000.00000000 USD 10009296.00000000 INR 2023-06-21 895.25000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -4959.28000000 -0.00058442022 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Konecranes Oyj Konecranes Oyj Y Equity - Performance Leg 2023-11-22 0.00000000 EUR 0.00000000 EUR 4960.00000000 EUR -4959.28000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 30000.00000000 PA USD 20824.50000000 0.002454037462 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -88.54000000 -0.00001043388 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5407.08000000 USD 37000.00000000 DKK 2023-06-20 -88.54000000 N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CC3 -184000.00000000 PA USD -162690.29000000 -0.01917203613 Short DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1120.64000000 -0.00013206043 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Sciplay Corp Sciplay Corp Y 2024-05-19 0.00000000 USD 0.00000000 USD 3120.00000000 USD -1120.64000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -58064.79000000 -0.00684257340 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 ENQUEST PLC ENQUEST PLC Y Equity - Performance Leg 2023-11-27 0.00000000 GBP 0.00000000 GBP 950873.00000000 GBP -58064.79000000 N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 5000.00000000 PA USD 3943.30000000 0.000464693314 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1802.50000000 -0.00021241338 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -70457.59000000 USD 114000.00000000 NZD 2023-06-23 -1802.50000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -10.00000000 NC USD 28893.66000000 0.003404937648 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short BRENT CRUDE OIL BRENT CRUDE OIL 2023-06-30 -754893.66000000 USD 28893.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 44325.21000000 0.005223449584 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Coface SA Coface SA Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 29436.00000000 EUR 44325.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 23206.99000000 0.002734799051 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1362000.00000000 AUD 909914.88000000 USD 2023-06-23 23206.99000000 N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BE8 405000.00000000 PA USD 404716.41000000 0.047693305090 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 19358.02000000 0.002281221939 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bank Handlowy w Warszawie SA Bank Handlowy w Warszawie SA Y Equity - Performance Leg 2023-07-14 0.00000000 USD 0.00000000 USD 5193.00000000 PLN 19358.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 226.15000000 0.000026650367 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3823.53000000 USD 72000.00000000 MXN 2023-06-23 226.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8460.84000000 -0.00099705723 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -395825.89000000 USD 595000.00000000 AUD 2023-06-23 -8460.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11866.88000000 0.001398437805 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -365000.00000000 EUR 402553.46000000 USD 2023-06-23 11866.88000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 11238.85000000 0.001324428386 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Cerillion PLC Cerillion PLC Y Equity - Performance Leg 2023-11-29 0.00000000 GBP 0.00000000 GBP 5275.00000000 GBP 11238.85000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -195693.21000000 -0.02306122444 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -8000000.00000000 USD 10129600000.00000000 KRW 2024-06-21 -195693.21000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -34964.58000000 -0.00412035771 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1664208.18000000 USD 2200000.00000000 SGD 2023-07-10 -34964.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -12.81000000 -0.00000150957 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Arconic Corp Arconic Corp Y Equity - Performance Leg 2024-05-27 0.00000000 USD 0.00000000 USD 21710.40000000 USD -12.81000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 15794.08000000 0.001861233835 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Nokian Renkaat Oyj Nokian Renkaat Oyj Y Equity - Performance Leg 2023-08-23 0.00000000 EUR 0.00000000 EUR 271666.39000000 EUR 15794.08000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 -4000000.00000000 NC -334.22000000 -0.00003938574 N/A DFE CORP US N 2 JB DRAX HONORE 894500FGGEST402U7M69 Call Written JB DRAX HONORE 894500FGGEST402U7M69 JB DRAX HONORE 894500FGGEST402U7M69 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP FR US N/A JPY N/A KRW 2023-08-11 1.00000000 USD 11.25000000 JPY 2023-08-11 XXXX 1920.74000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 3.00000000 NC USD 2145.00000000 0.000252774873 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased BioMarin Pharmaceutical Inc BioMarin Pharmaceutical Inc 100.00000000 85.00000000 USD 2023-10-20 XXXX 850.87000000 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 428000.00000000 PA USD 371718.00000000 0.043804648251 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 04433LAA0 120000.00000000 PA USD 96169.20000000 0.011332940504 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8.55000000 0.000001007564 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -5506.66000000 USD 456750.00000000 INR 2023-06-29 8.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -15907.58000000 -0.00187460910 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -796407.55000000 USD 1296000.00000000 NZD 2023-06-23 -15907.58000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 176000.00000000 PA USD 157030.51000000 0.018505066354 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N TARGET GLOBAL ACQUISITION -A N/A 000000000 3516.00000000 NS USD 316.44000000 0.000037290480 Long EC CORP IL N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 170.00000000 NC USD 128350.00000000 0.015125247104 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 90.00000000 USD 2024-01-19 XXXX 12235.06000000 N N N Dye & Durham Ltd N/A 267488104 -3245.00000000 NS -36549.58000000 -0.00430714007 Short EC CORP CA N 1 N N N PETIQ INC 549300GROACFGKVYOX14 71639TAB2 641000.00000000 PA USD 569528.50000000 0.067115382121 Long DBT CORP US N 2 2026-06-01 Fixed 4.00000000 N N N N Y PetIQ Inc USD XXXX N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 255000.00000000 PA USD 218025.00000000 0.025692886637 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -42566.92000000 -0.00501624607 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Koninklijke Philips NV Koninklijke Philips NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 166888.24320000 EUR -42566.92000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -1331.92000000 -0.00015695846 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -720000.00000000 USD 961929.00000000 SGD 2024-01-22 -1331.92000000 N N N Globus Medical Inc 5299003M2P4CIK0RF205 379577208 -19888.00000000 NS USD -1076537.44000000 -0.12686322397 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4784.04000000 0.000563769280 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Gaztransport Et Technigaz SA Gaztransport Et Technigaz SA Y Equity - Performance Leg 2023-08-09 0.00000000 EUR 0.00000000 EUR 160119.93000000 EUR 4784.04000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 200000.00000000 PA USD 207917.40000000 0.024501769008 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 475.28000000 0.000056008784 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -20000.00000000 AUD 13494.43000000 USD 2023-06-20 475.28000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 9740.62000000 0.001147871324 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3000000.00000000 SGD 2255808.71000000 USD 2024-03-13 9740.62000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 7359.18000000 0.000867233470 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -300000.00000000 USD 4608360000.00000000 IDR 2023-06-21 7359.18000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -9.00000000 NC USD 26870.02000000 0.003166464294 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short WTI CRUDE OIL WTI CRUDE OIL 2023-06-20 -639680.02000000 USD 26870.02000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 11248.44000000 0.001325558508 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -20655550.00000000 JPY 160000.00000000 USD 2023-06-21 11248.44000000 N N N Novozymes A/S 529900T6WNZXD2R3JW38 000000000 14950.00000000 NS 722544.69000000 0.085147385898 Long EC CORP DK N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 2.00000000 NC USD 5.00000000 0.000000589218 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 5100.00000000 USD 2023-06-16 XXXX -109.84000000 N N N PagerDuty Inc 549300U1SB749EDAGH21 69553P100 -3077.00000000 NS USD -83725.17000000 -0.00986648917 Short EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 52.00000000 NC USD 37960.00000000 0.004473349279 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 70.00000000 USD 2023-09-15 XXXX -20956.00000000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 14190.13000000 0.001672218330 Long DBT CORP KY N 2 2023-11-12 Fixed 11.95000000 Y N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -299.83000000 -0.00003533309 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8861.29000000 USD 8000.00000000 EUR 2023-06-20 -299.83000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD -1593.19000000 -0.00018774750 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2043-06-15 0.00000000 USD 0.00000000 USD 720000.00000000 USD -1593.19000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 15811.03000000 0.001863231287 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -706000.00000000 NZD 440996.55000000 USD 2023-06-20 15811.03000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -97.78000000 -0.00001152276 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5448.69000000 USD 5000.00000000 EUR 2023-06-20 -97.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16500.60000000 -0.00194449281 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Indivior PLC Indivior PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 14888.00000000 GBP -16500.60000000 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 20593.00000000 NS USD 3656904.94000000 0.430943442568 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 6982.18000000 0.000822806371 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Aker Carbon Capture ASA Aker Carbon Capture ASA Y Equity - Performance Leg 2023-07-14 0.00000000 NOK 0.00000000 NOK 1374343.75000000 NOK 6982.18000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -56329.54000000 -0.00663808501 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Telephone and Data Systems Inc Telephone and Data Systems Inc Y 2024-02-10 0.00000000 USD 0.00000000 USD 16800.00000000 USD -56329.54000000 N N N ENTERPRISE 4.0 TECHNOLOGY AC N/A 000000000 8203.00000000 NS USD 588.16000000 0.000069310988 Long EC CORP US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -6635.69000000 -0.00078197468 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 12964510.00000000 JPY 2023-06-21 -6635.69000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 58409.67000000 0.006883215364 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Bloomin' Brands Inc Bloomin' Brands Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 3107160.83000000 USD 58409.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31504.63000000 0.003712624181 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Euronext NV Euronext NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 304469.45270000 EUR 31504.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6509.54000000 0.000767108695 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Kerry Group PLC Kerry Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 156876.64930000 EUR 6509.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8772.60000000 0.001033796203 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -499000.00000000 NZD 309289.18000000 USD 2023-06-23 8772.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 711.47000000 0.000083842302 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -300458.08000000 USD 242000.00000000 GBP 2023-06-20 711.47000000 N N N Extra Space Storage Inc N/A 30225T102 -4851.00000000 NS USD -699853.77000000 -0.08247340247 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2586.14000000 0.000304760471 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -693165.00000000 NOK 100000.00000000 AUD 2023-06-21 2586.14000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAE1 102000.00000000 PA USD 81146.10000000 0.009562561854 Long DBT CORP US N 2 N/A Fixed 3.80000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -188.82000000 -0.00002225125 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6698.40000000 USD 10000.00000000 AUD 2023-06-20 -188.82000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -6518.95000000 -0.00076821760 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Tyler Technologies Inc Tyler Technologies Inc Y 2024-03-01 0.00000000 USD 0.00000000 USD 442101.60000000 USD -6518.95000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 1158.77000000 0.000136553818 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 ICELAND BONDCO PLC Iceland Bondco PLC Y Default Event 2025-06-20 687.11000000 USD 0.00000000 USD 24000.00000000 EUR 471.66000000 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 200000.00000000 PA USD 208755.58000000 0.024600543294 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 18899.00000000 NS USD 4304814.22000000 0.507295510827 Long EC CORP US N 1 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 4034.43000000 0.000475432416 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -581934.00000000 EUR 626847.00000000 USD 2023-06-21 4034.43000000 N N N BANK RAKYAT INDONESIA 254900HB6S4B12GBNP64 000000000 1600000.00000000 PA USD 1597800.00000000 0.188290766053 Long DBT CORP ID N 2 2023-07-20 Fixed 4.62500000 N N N N N N Progress Residential Trust N/A 74334FAE8 120000.00000000 PA USD 113286.90000000 0.013350154703 Long ABS-O CORP US N 2 2040-03-17 Fixed 4.65000000 N N N N N N GOL EQUITY FINANCE SA 222100H9BH197YU7RY14 36256KAA8 1248000.00000000 PA USD 750048.00000000 0.088388479469 Long DBT CORP LU N 2 2024-07-15 Fixed 3.75000000 N N N N Y Gol Linhas Aereas Inteligentes SA USD XXXX N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 22814.50000000 0.002688546552 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2027-12-17 0.00000000 KRW 0.00000000 KRW 15452400000.00000000 KRW 22814.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2803.05000000 0.000330321962 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Turk Traktor ve Ziraat Makinel Turk Traktor ve Ziraat Makineleri AS Y Equity - Performance Leg 2024-05-30 0.00000000 USD 0.00000000 USD 2706.00000000 TRY 2803.05000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -13045.98000000 -0.00153738738 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -200000.00000000 USD 25960320.00000000 JPY 2023-06-21 -13045.98000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -68379.72000000 -0.00805812358 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -1400000.00000000 USD 9409400.00000000 CNY 2023-08-21 -68379.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11137.06000000 -0.00131243306 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Inchcape PLC Inchcape PLC Y Equity - Performance Leg 2023-09-28 0.00000000 GBP 0.00000000 GBP 19374.00000000 GBP -11137.06000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -342.08000000 -0.00004031199 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 2219200.00000000 AUD -342.08000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -239.00000000 NC USD -8365.00000000 -0.00098576308 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 80.00000000 USD 2023-08-18 XXXX 11238.59000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -35569.53000000 -0.00419164729 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Infrastrutture Wireless Italia Infrastrutture Wireless Italiane SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 223534.43000000 EUR -35569.53000000 N N N Q2 HOLDINGS INC 549300M9RKR9DZXWS696 74736LAF6 489000.00000000 PA USD 423278.40000000 0.049880719858 Long DBT CORP US N 2 2025-11-15 Fixed 0.12500000 N N N N Y Q2 Holdings Inc USD XXXX N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 8.00000000 NC USD 400.00000000 0.000047137505 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Integra LifeSciences Holdings Integra LifeSciences Holdings Corp 100.00000000 25.00000000 USD 2023-12-15 XXXX -411.03000000 N N N MONTREAL EXCHANGE N/A 000000000 5.00000000 NC -51302.92000000 -0.00604572919 N/A DE CORP CA N 1 MONTREAL EXCHANGE N/A Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX 2023-06-15 918043.26000000 USD -51302.92000000 N N N OPENDOOR TECHNOLOGIES IN 254900KX11YZ4HV5BQ47 683712AA1 1189000.00000000 PA USD 743125.00000000 0.087572647091 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N Y Opendoor Technologies Inc USD XXXX N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1467.39000000 0.000172922760 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -200000.00000000 NZD 121916.00000000 USD 2023-06-21 1467.39000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -135.87000000 -0.00001601143 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4416.60000000 USD 4000.00000000 EUR 2023-06-20 -135.87000000 N N N SimCorp A/S 5299000WVEJNSG42AK88 000000000 6754.00000000 NS 701339.55000000 0.082648492385 Long EC CORP DK N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2220.88000000 0.000261716858 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Schouw & Co A/S Schouw & Co A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 529584.00000000 DKK 2220.88000000 N N N MATCH GROUP FINANCECO 3 5493003IEL8HSZKWUI17 44932KAA4 352000.00000000 PA USD 292828.80000000 0.034508047987 Long DBT CORP US N 2 2030-01-15 Fixed 2.00000000 N N N N N Match Group Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1763.40000000 -0.00020780569 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -63833.96000000 USD 58000.00000000 EUR 2023-06-20 -1763.40000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 31624.57000000 0.003726758362 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.NA.HY.40.V1 Y Default Event 2028-06-20 0.00000000 USD -1216.00000000 USD -1520000.00000000 USD 32840.57000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -26626.33000000 -0.00313774694 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BioMarin Pharmaceutical Inc BioMarin Pharmaceutical Inc Y 2024-02-23 0.00000000 USD 0.00000000 USD 2798.00000000 USD -26626.33000000 N N N SATELLOGIC INC-A N/A 000000000 2058.00000000 NS USD 315.39000000 0.000037166744 Long EC CORP UY N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -7211.16000000 -0.00084979023 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -150000.00000000 USD 19827570.00000000 JPY 2023-06-21 -7211.16000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 267.00000000 NC USD 13350.00000000 0.001573214248 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.00000000 USD 2024-01-19 XXXX -1609.76000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 35240.85000000 0.004152914409 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2027-12-17 38196.12000000 KRW 0.00000000 KRW 1428000000.00000000 KRW -2955.27000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -33358.50000000 -0.00393109120 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SKAN Group AG SKAN Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 96700.40000000 CHF -33358.50000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -9792.81000000 -0.00115402159 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Industrie De Nora SpA Industrie De Nora SpA Y Equity - Performance Leg 2024-03-07 0.00000000 EUR 0.00000000 EUR 125601.52770000 EUR -9792.81000000 N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 578000.00000000 PA USD 651695.00000000 0.076798191753 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 150.23000000 0.000017703668 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4430.96000000 USD 2023-06-20 150.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 315.94000000 0.000037231558 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -190000.00000000 USD 5834064.00000000 TWD 2023-06-21 315.94000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 -63723.00000000 NS -847946.81000000 -0.09992524372 Short EC CORP IT N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -17757.00000000 -0.00209255171 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Parsons Corp Parsons Corp Y 2024-02-09 0.00000000 USD 0.00000000 USD 782554.44000000 USD -17757.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6101.50000000 -0.00071902372 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VOLEX PLC VOLEX PLC Y Equity - Performance Leg 2023-09-01 0.00000000 GBP 0.00000000 GBP 86013.85670000 GBP -6101.50000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -6.58000000 -0.00000077541 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -621.90000000 USD 34581.40000000 PHP 2023-06-21 -6.58000000 N N N MESA LABORATORIES INC 549300ZCG738WLX8ZW79 59064RAA7 421000.00000000 PA USD 371279.90000000 0.043753020898 Long DBT CORP US N 2 2025-08-15 Fixed 1.37500000 N N N N Y Mesa Laboratories Inc USD XXXX N N N Accretion Acquisition Corp N/A 00438Y107 35312.00000000 NS USD 365832.32000000 0.043111057566 Long EC CORP US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5426.09000000 -0.00063943086 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Mitsui OSK Lines Ltd Mitsui OSK Lines Ltd Y Default Event 2028-06-20 0.00000000 USD -652.91000000 USD 57834000.00000000 JPY -4773.18000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 545000.00000000 PA USD 429764.27000000 0.050645039191 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13386.68000000 -0.00157753675 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2033-06-21 0.00000000 JPY 0.00000000 JPY 68600000.00000000 JPY -13386.68000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -23912.23000000 -0.00281790718 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -12353248000.00000000 IDR 800000.00000000 USD 2023-06-21 -23912.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -48.72000000 -0.00000574134 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -31089.57000000 USD 29000.00000000 EUR 2023-06-23 -48.72000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -34.00000000 NC USD -16150.00000000 -0.00190317678 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Seagen Inc Seagen Inc 100.00000000 140.00000000 USD 2024-06-21 XXXX -1293.33000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 967.20000000 0.000113978488 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -88533.66000000 EUR 95720.00000000 USD 2023-06-21 967.20000000 N N N Blackbird Capital Aircraft N/A 09228YAB8 161134.83500000 PA USD 148030.35000000 0.017444453624 Long ABS-O CORP KY N 2 2041-12-16 Variable 4.21300000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 71.00000000 NS USD 14513.11000000 0.001710279509 Long EC CORP US N 1 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1815.07000000 -0.00021389468 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2023-06-15 0.00000000 CNY -740.03000000 CNY 29200000.00000000 CNY -1075.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 289.30000000 0.000034092200 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -757662.99000000 USD 609000.00000000 GBP 2023-06-23 289.30000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 108.69000000 0.000012808438 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4389.42000000 USD 2023-06-20 108.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5341.27000000 0.000629435361 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -302000.00000000 EUR 328594.27000000 USD 2023-06-23 5341.27000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 19.21000000 0.000002263778 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2929.01000000 USD 4000.00000000 CAD 2023-06-20 19.21000000 N N N LIGADO NTWRKS DD 11/01/23 N/A 000000000 35315.48000000 PA USD 33549.71000000 0.003953624106 Long LON CORP US N 3 2023-11-01 Floating 0.01000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 501.68000000 0.000059119859 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -171000.00000000 EUR 183502.80000000 USD 2023-06-20 501.68000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -10809.87000000 -0.00127387576 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Gjensidige Forsikring ASA Gjensidige Forsikring ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 2756413.91000000 NOK -10809.87000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1932.82000000 -0.00022777078 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ING Groep NV ING Groep NV Y 2024-04-22 0.00000000 EUR 0.00000000 EUR 20086.00000000 EUR -1932.82000000 N N N VAHANNA TECH EDGE ACQUISI-A N/A 000000000 3958.00000000 NS USD 145.85000000 0.000017187512 Long EC CORP US N 1 N N N Cloudflare Inc 5493007DY18BGNLDWU14 18915M107 -590.00000000 NS USD -40804.40000000 -0.00480854408 Short EC CORP US N 1 N N N PLAYTIKA TLB L+2 03/04/28 N/A 000000000 150431.23000000 PA USD 147840.05000000 0.017422027955 Long LON CORP US N 2 2028-03-13 Floating 7.90400000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 90000.00000000 PA USD 63326.17000000 0.007462594229 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Innoviva Inc 549300ACOX4QTBES6535 45781M101 -10413.00000000 NS USD -140471.37000000 -0.01655367496 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5516.35000000 -0.00065006744 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SES-imagotag SA SES-imagotag SA Y Equity - Performance Leg 2024-05-22 0.00000000 EUR 0.00000000 EUR 122289.91000000 EUR -5516.35000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -8.00000000 NC USD -4992.00000000 -0.00058827606 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3700.00000000 USD 2023-06-30 XXXX 6983.77000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -13077.71000000 -0.00154112657 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -180000.00000000 USD 23178726.00000000 JPY 2023-06-21 -13077.71000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4.44000000 -0.00000052322 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2484.56000000 USD 2023-06-20 -4.44000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 40282.26000000 0.004747013139 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CA Immobilien Anlagen AG CA Immobilien Anlagen AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 319265.09000000 EUR 40282.26000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 11565.93000000 0.001362972724 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -880152.56000000 USD 1200000.00000000 SGD 2023-09-25 11565.93000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -29.00000000 NC USD -24960.12000000 -0.00294139448 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-20 -3294633.63000000 USD -24960.12000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 668.00000000 0.000078719634 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -100000.00000000 USD 133453000.00000000 KRW 2023-06-21 668.00000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 47.00000000 0.000005538656 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5849.44000000 USD 8000.00000000 CAD 2023-06-20 47.00000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -2544.42000000 -0.00029984402 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 IVERIC bio Inc IVERIC bio Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 6240.00000000 USD -2544.42000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAD3 325000.00000000 PA USD 322797.70000000 0.038039695965 Long DBT CORP NL N 2 2023-07-21 Fixed 2.80000000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AD6 362000.00000000 PA USD 355665.00000000 0.041912902308 Long DBT CORP US N 2 2025-09-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N Fastighets AB Balder 549300GHKJCEZOAEUU82 000000000 -40914.00000000 NS -138097.99000000 -0.01627398693 Short EC CORP SE N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4798.91000000 -0.00056552161 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -156000.00000000 GBP 189343.44000000 USD 2023-06-20 -4798.91000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 15.33000000 0.000001806544 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 CAD 7385.87000000 USD 2023-06-20 15.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3149.26000000 -0.00037112065 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Diversey Holdings Ltd Diversey Holdings Ltd Y 2024-04-26 0.00000000 USD 0.00000000 USD 232390.91000000 USD -3149.26000000 N N N Bentley Systems Inc 549300WVEHPGE0Z56F71 08265T208 -1331.00000000 NS USD -64926.18000000 -0.00765114543 Short EC CORP US N 1 N N N Wells Fargo Commercial Mortgag 549300BSYX29G4VVM177 95000MBU4 100000.00000000 PA USD 84156.34000000 0.009917299866 Long ABS-MBS CORP US N 2 2059-11-15 Variable 3.67100000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5881.12000000 0.000693053317 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -196000.00000000 EUR 215636.79000000 USD 2023-06-20 5881.12000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 13.00000000 NC USD 520.00000000 0.000061278757 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Encore Capital Group Inc Encore Capital Group Inc 100.00000000 40.00000000 USD 2023-06-16 XXXX 181.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 33355.69000000 0.003930760059 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Scout24 SE Scout24 SE Y Equity - Performance Leg 2023-12-06 0.00000000 EUR 0.00000000 EUR 4424.00000000 EUR 33355.69000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 24.16000000 0.000002847105 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 EUR 3234.71000000 USD 2023-06-20 24.16000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 791.11000000 0.000093227380 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1803000.00000000 JPY 13775.47000000 USD 2023-06-21 791.11000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -2689.39000000 -0.00031692784 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -93827.00000000 USD 140000.00000000 AUD 2023-06-21 -2689.39000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -78192.97000000 -0.00921455389 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -2000000.00000000 SGD 1408004.51000000 USD 2023-09-25 -78192.97000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4144.91000000 0.000488451795 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTERNATIONAL FINANCE NV Y Default Event 2028-06-20 5008.89000000 USD 0.00000000 USD 290000.00000000 EUR -863.98000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5974.95000000 0.000704110597 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2024-03-15 0.00000000 CNY 0.00000000 CNY 14000000.00000000 CNY 5974.95000000 N N N GUITAR CENTER INC N/A 40204BAA3 388000.00000000 PA USD 347659.64000000 0.040969520554 Long DBT CORP US N 2 2026-01-15 Fixed 8.50000000 N N N N N N Home Capital Group Inc 529900BYMJZJJLBC8L85 436913107 27150.00000000 NS 869000.00000000 0.102406230880 Long EC CORP CA N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -57.00000000 NC USD -2992.50000000 -0.00035264746 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written WWE World Wrestling Entertainment Inc 100.00000000 75.00000000 USD 2023-07-21 XXXX 13456.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1514.51000000 0.000178475558 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -125000.00000000 CAD 93653.94000000 USD 2023-06-23 1514.51000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 5769.25000000 0.000679870135 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 SOUTHWEST AIRLINES CO Southwest Airlines Co Y 2024-03-16 0.00000000 USD 0.00000000 USD 599157.16000000 USD 5769.25000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 776000.00000000 PA USD 759449.38000000 0.089496373475 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 38.19000000 0.000004500453 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 EUR 3248.74000000 USD 2023-06-20 38.19000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -60607.96000000 -0.00714227013 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1800000.00000000 SGD 1276969.78000000 USD 2023-09-25 -60607.96000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 15000.00000000 PA USD 11304.18000000 0.001332127119 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N TRANSOCEAN LTD WNT N/A 000000000 6900.00000000 NS USD 13869.00000000 0.001634375162 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6728.38000000 -0.00079289762 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ebro Foods SA Ebro Foods SA Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 87263.49930000 EUR -6728.38000000 N N N CATHAY PACIFIC FIN III 549300K30Y0MI5T0HV31 000000000 8000000.00000000 PA 1003007.49000000 0.118198177900 Long DBT CORP KY N 2 2026-02-05 Fixed 2.75000000 N N N N N Cathay Pacific Airways Ltd HKD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -336.73000000 -0.00003968153 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11038.55000000 USD 10000.00000000 EUR 2023-06-20 -336.73000000 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123AW0 -922000.00000000 PA USD -895270.30000000 -0.10550202191 Short DBT NUSS TR N 2 2025-02-05 Fixed 7.37500000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 61.84000000 0.000007287458 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1084654.00000000 JPY 7873.01000000 USD 2023-06-21 61.84000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 30853.55000000 0.003635898463 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 TeamViewer SE TeamViewer SE Y Equity - Performance Leg 2023-08-01 0.00000000 EUR 0.00000000 EUR 21109.00000000 EUR 30853.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -46775.42000000 -0.00551219155 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Roche Holding AG Roche Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 1267.00000000 CHF -46775.42000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -99020.04000000 -0.01166889422 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1400000.00000000 USD 1695680000.00000000 KRW 2024-03-15 -99020.04000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -6435.76000000 -0.00075841418 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-10-26 134.17000000 KRW 0.00000000 KRW 8210000000.00000000 KRW -6569.93000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 48.00000000 NC USD 6864.00000000 0.000808879595 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 25.00000000 USD 2023-07-19 XXXX -6613.39000000 N N N PetIQ Inc 549300GROACFGKVYOX14 71639T106 -10036.00000000 NS USD -127758.28000000 -0.01505551659 Short EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 42922.97000000 0.005058204345 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Sarepta Therapeutics Inc Sarepta Therapeutics Inc Y 2024-04-20 0.00000000 USD 0.00000000 USD 675032.64000000 USD 42922.97000000 N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAC8 218000.00000000 PA USD 197835.00000000 0.023313621042 Long DBT CORP US N 2 2024-12-15 Fixed 0.12500000 N N N N Y Everbridge Inc USD XXXX N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -107255.26000000 -0.01263936354 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1500000.00000000 USD 1815285000.00000000 KRW 2024-03-15 -107255.26000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 7336.11000000 0.000864514815 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-09-20 0.00000000 USD 0.00000000 USD 20250000.00000000 USD 7336.11000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 4086.63000000 0.000481583861 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -158099.00000000 EUR 173291.46000000 USD 2023-06-21 4086.63000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFQ9 1830000.00000000 PA USD 1818633.98000000 0.214314673466 Long DBT UST US N 2 2024-10-31 Fixed 4.37500000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517402 1637.00000000 NS USD 34377.00000000 0.004051115073 Long EP CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -34591.43000000 -0.00407638431 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Siltronic AG Siltronic AG Y Equity - Performance Leg 2024-05-13 0.00000000 EUR 0.00000000 EUR 102783.21850000 EUR -34591.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -6863.75000000 -0.00080885013 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -198426.33000000 USD 179000.00000000 EUR 2023-06-20 -6863.75000000 N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 475000.00000000 PA USD 396200.67000000 0.046689778235 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 176140.69000000 0.020757081895 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Siemens Energy AG Siemens Energy AG Y 2024-03-01 0.00000000 EUR 0.00000000 EUR 211922.00000000 EUR 176140.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2356.95000000 0.000277751859 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Etablissements Maurel et Prom Etablissements Maurel et Prom SA Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 33895.00000000 EUR 2356.95000000 N N N REC LIMITED 335800B4YRYWAMIJZ374 000000000 920000.00000000 PA USD 895739.80000000 0.105557349559 Long DBT CORP IN N 2 2024-07-25 Fixed 3.37500000 N N N N N N Synlab AG 984500883BA5AQ14C037 000000000 50138.00000000 NS 484043.61000000 0.057041520922 Long EC CORP DE N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2503.59000000 -0.00029503246 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Esker SA Esker SA Y Equity - Performance Leg 2024-05-20 0.00000000 EUR 0.00000000 EUR 47778.47000000 EUR -2503.59000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 9479900000.00000000 PA 1637878.13000000 0.193013723744 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 940.79000000 0.000110866234 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -38000.00000000 AUD 25680.07000000 USD 2023-06-23 940.79000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 22.67000000 0.000002671518 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 CECONOMY AG CECONOMY AG Y Default Event 2023-06-20 3.03000000 USD 0.00000000 USD 12000.00000000 EUR 19.64000000 N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 -664000.00000000 PA USD -570704.68000000 -0.06725398760 Short DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -58.94000000 -0.00000694571 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6281.87000000 USD 5000.00000000 GBP 2023-06-23 -58.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11946.89000000 -0.00140786648 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Dunelm Group PLC Dunelm Group PLC Y Equity - Performance Leg 2024-04-03 0.00000000 GBP 0.00000000 GBP 25551.00000000 GBP -11946.89000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -47082.68000000 -0.00554840022 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1000000.00000000 USD 6620910.00000000 CNY 2024-03-15 -47082.68000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -62.00000000 NC USD 120537.77000000 0.014204624515 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short SOUTH AFRICAN RAND SOUTH AFRICAN RAND 2023-06-16 -1688362.77000000 USD 120537.77000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 15943.81000000 0.001878878582 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3570000.00000000 DKK 529110.63000000 USD 2023-06-20 15943.81000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3.33000000 -0.00000039241 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2492.33000000 USD 2000.00000000 GBP 2023-06-20 -3.33000000 N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3G7 810000.00000000 PA USD 748028.33000000 0.088150473954 Long DBT CORP US N 2 2026-01-26 Fixed 4.70000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 60.00000000 NC USD 5250.00000000 0.000618679760 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-12-17 0.00000000 USD 2500.00000000 95.00000000 USD 2023-09-15 XXXX -855.60000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 6552.83000000 0.000772210151 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Elia Group SA/NV Elia Group SA/NV Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 129306.14000000 EUR 6552.83000000 N N N Canadian Pacific Kansas City L N/A 13646K108 41070.00000000 NS USD 3129534.00000000 0.368796065996 Long EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 114903.34000000 0.013540642077 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Capitec Bank Holdings Ltd Capitec Bank Holdings Ltd Y Equity - Performance Leg 2023-07-14 0.00000000 ZAR 0.00000000 ZAR 8627337.24490000 ZAR 114903.34000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 3988.15000000 0.000469978607 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -264872.00000000 SGD 200000.00000000 USD 2023-06-21 3988.15000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1082.71000000 -0.00012759062 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -34000.00000000 USD 1849971.00000000 PHP 2023-06-21 -1082.71000000 N N N Norwegian Cruise Line Holdings N/A 000000000 -46856.00000000 NS USD -695811.60000000 -0.08199705795 Short EC CORP US N 1 N N N Greenbrier Cos Inc/The 5493001GAGGFR30BP390 393657101 -4212.00000000 NS USD -114440.04000000 -0.01348604506 Short EC CORP US N 1 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 18.00000000 NC USD 525.05000000 0.000061873868 N/A DFE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long SINGAPORE EXCHANGE LIMITED INDIAN RUPEE/US DOLLAR 2023-06-27 434102.95000000 USD 525.05000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -1590.37000000 -0.00018741518 N/A DCR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2023-12-20 2153.63000000 USD 0.00000000 USD 66000.00000000 USD -3744.00000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -38.42000000 -0.00000452755 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 GBP 6184.09000000 USD 2023-06-20 -38.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -223.47000000 -0.00002633454 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Discovery Ltd Discovery Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 7069181.22860000 ZAR -223.47000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 3775.98000000 0.000444975695 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ROCKWOOL A/S ROCKWOOL A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 950.00000000 DKK 3775.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 722.97000000 0.000085197506 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -28580.98000000 USD 521000.00000000 MXN 2023-06-23 722.97000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -12992.57000000 -0.00153109335 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 TAG Immobilien AG TAG Immobilien AG Y Equity - Performance Leg 2023-08-16 0.00000000 EUR 0.00000000 EUR 254518.88940000 EUR -12992.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6049.31000000 -0.00071287345 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Tubacex SA Tubacex SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 25465.29430000 EUR -6049.31000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1759.55000000 0.000207351994 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Italian Wine Brands SpA Italian Wine Brands SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 33592.93000000 EUR 1759.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 7048.76000000 0.000830652409 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -329000.00000000 AUD 221213.81000000 USD 2023-06-20 7048.76000000 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAH9 1034000.00000000 PA USD 730004.00000000 0.086026419064 Long DBT CORP US N 2 2028-03-01 Fixed 0.12500000 N N N N Y Snap Inc USD XXXX N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 270.00000000 NC USD 28350.00000000 0.003340870708 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SoundThinking Inc SoundThinking Inc 100.00000000 30.00000000 USD 2023-07-21 XXXX -3208.39000000 N N N Semtech Corp 549300J7WUY317SW6O61 816850101 -9347.00000000 NS USD -203203.78000000 -0.02394629828 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -32926.16000000 -0.00388014262 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1200000.00000000 USD 1547160000.00000000 KRW 2023-06-21 -32926.16000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 415.00000000 NC USD 13695.00000000 0.001613870347 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased AMC Entertainment Holdings Inc AMC Entertainment Holdings Inc 100.00000000 3.00000000 USD 2023-07-21 XXXX -24438.01000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 7.00000000 NC -207.64000000 -0.00002446907 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 VOLATILITY 2023-07-19 15022.59000000 USD -207.64000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -52.00000000 NC USD -23920.00000000 -0.00281882283 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 80.00000000 USD 2023-09-15 XXXX 17001.55000000 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 -1.00000000 NS USD -51.46000000 -0.00000606424 Short EC CORP US N 1 N N N Avadel Pharmaceuticals PLC 549300E27PTSG2RHC762 05337M104 -30392.00000000 NS USD -420929.20000000 -0.04960388128 Short EC CORP IE N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -2471.83000000 -0.00029128975 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2400000.00000000 USD 3209064.00000000 SGD 2024-01-22 -2471.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5859.40000000 0.000690493750 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -275000.00000000 AUD 184893.67000000 USD 2023-06-23 5859.40000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 773.94000000 0.000091204002 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -120000.00000000 USD 9999252.00000000 INR 2023-06-21 773.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 17101.84000000 0.002015345196 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -536000.00000000 EUR 590822.40000000 USD 2023-06-23 17101.84000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 62046.92000000 0.007311842594 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 LEG Immobilien SE LEG Immobilien SE Y Equity - Performance Leg 2023-08-21 0.00000000 EUR 0.00000000 EUR 285925.23090000 EUR 62046.92000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 36536.00000000 0.004305539759 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3950.00000000 USD 2023-10-31 XXXX 172.12000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2024.29000000 0.000238549952 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -159000.00000000 EUR 172183.23000000 USD 2023-06-20 2024.29000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -227.25000000 -0.00002677999 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10133.06000000 USD 9000.00000000 CHF 2023-06-20 -227.25000000 N N N IndyMac INDX Mortgage Loan Tru N/A 45660NU45 29326.12030000 PA USD 25969.96000000 0.003060397836 Long ABS-MBS CORP US N 2 2034-09-25 Floating 6.35800000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -416.56000000 -0.00004908899 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -16000.00000000 GBP 19495.48000000 USD 2023-06-20 -416.56000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -634.79000000 -0.00007480604 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -398498430.00000000 KRW 300000.00000000 USD 2023-06-23 -634.79000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 7407.74000000 0.000872955964 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 RATOS AB RATOS AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 2235792.81000000 SEK 7407.74000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -8038.66000000 -0.00094730595 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kongsberg Gruppen ASA Kongsberg Gruppen ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 3762.00000000 NOK -8038.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -310.69000000 -0.00003661287 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 LISI LISI Y Equity - Performance Leg 2024-02-19 0.00000000 EUR 0.00000000 EUR 57179.67840000 EUR -310.69000000 N N N SHAPEWAYS HOLDINGS INC N/A 81947T110 13286.00000000 NS USD 227.19000000 0.000026772924 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -27473.24000000 -0.00323755000 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kemira Oyj Kemira Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 13652.00000000 EUR -27473.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 15863.86000000 0.001869456973 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 KGHM Polska Miedz SA KGHM Polska Miedz SA Y Equity - Performance Leg 2023-08-18 0.00000000 USD 0.00000000 USD 98030.44480000 PLN 15863.86000000 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 30739.12000000 0.003622413601 Long DBT CORP KY N 2 2024-08-03 Fixed 6.65000000 Y N N N N N DISH DBS CORP N/A 25470XBE4 1330000.00000000 PA USD 1053088.02000000 0.124099856056 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7544.87000000 0.000889115879 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 LASTMINUTE.COM NV LASTMINUTE.COM NV Y Equity - Performance Leg 2023-11-27 0.00000000 CHF 0.00000000 CHF 1748.00000000 CHF 7544.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1186.20000000 -0.00013978627 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -560004.88000000 USD 449000.00000000 GBP 2023-06-23 -1186.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13514.10000000 -0.00159255241 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 DS Smith PLC DS Smith PLC Y Equity - Performance Leg 2024-03-25 0.00000000 GBP 0.00000000 GBP 96606.00000000 GBP -13514.10000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1179.18000000 -0.00013895900 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -527455600.00000000 IDR 34000.00000000 USD 2023-06-21 -1179.18000000 N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 75000.00000000 PA USD 71529.69000000 0.008429327904 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2695.25000000 0.000317618404 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -400000.00000000 USD 33340400.00000000 INR 2023-06-21 2695.25000000 N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAH0 458000.00000000 PA USD 383117.00000000 0.045147949316 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N N Light & Wonder Inc 529900JXALYBOHXKFM62 80874P109 30.00000000 NS USD 1748.70000000 0.000206073390 Long EC CORP US N 1 N N N CHINA EVERGRANDE GROUP 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 13000.00000000 0.001531968931 Long DBT CORP KY N 2 2025-06-28 Fixed 8.75000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -18167.76000000 -0.00214095722 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 D/S Norden A/S D/S Norden A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 1705.00000000 DKK -18167.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 335.81000000 0.000039573114 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -88000.00000000 CAD 65201.97000000 USD 2023-06-23 335.81000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -3673.26000000 -0.00043287078 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -1400000.00000000 USD 10881360.00000000 HKD 2023-12-15 -3673.26000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2.68000000 -0.00000031582 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1583.87000000 USD 11000.00000000 DKK 2023-06-20 -2.68000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1253.61000000 -0.00014773012 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 0.00000000 USD 0.00000000 USD 145000.00000000 USD -1253.61000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 17504.82000000 0.002062833876 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 MPC Container Ships ASA MPC Container Ships ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 73065.00000000 NOK 17504.82000000 N N N ENERGY TRANSITION PARTNERS 724500Y8U5ELNMGRA511 000000000 1124.00000000 NS 194.64000000 0.000022937110 Long EC CORP NL N 2 N N N OneMain Financial Issuance Tru N/A 682696AC3 100000.00000000 PA USD 87953.39000000 0.010364758530 Long ABS-O CORP US N 2 2035-09-14 Fixed 2.76000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -1.00000000 NC USD -237.50000000 -0.00002798789 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 94.25000000 USD 2023-12-15 XXXX 85.74000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -9914.72000000 -0.00116838792 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Flow Traders Ltd Flow Traders Ltd Y Equity - Performance Leg 2024-04-26 0.00000000 EUR 0.00000000 EUR 7303.00000000 EUR -9914.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15022.76000000 0.001770338583 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Premier Foods PLC Premier Foods PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 113563.00000000 GBP 15022.76000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -18.00000000 NC USD 91058.04000000 0.010730622172 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short NY HARBOR ULSD NY HARBOR ULSD 2023-06-30 -1792738.44000000 USD 91058.04000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1732.95000000 0.000204217350 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -4661772.00000000 HKD 600000.00000000 USD 2023-12-20 1732.95000000 N N N Cinemark Holdings Inc 549300LL2QMPTYIE0K55 17243V102 -23017.00000000 NS USD -368502.17000000 -0.04342568273 Short EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 248.00000000 NS USD 12318.16000000 0.001451618339 Long EC CORP US N 1 N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 589000.00000000 PA USD 461216.73000000 0.054351515463 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 183031.93000000 0.021569171555 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -718079000.00000000 JPY 5355945.23000000 USD 2023-06-23 183031.93000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 389.00000000 NC USD 12837.00000000 0.001512760397 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased AMC Entertainment Holdings Inc AMC Entertainment Holdings Inc 100.00000000 3.00000000 USD 2023-07-21 XXXX -35532.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -90.99000000 -0.00001072260 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10792.81000000 USD 10000.00000000 EUR 2023-06-20 -90.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30919.31000000 -0.00364364786 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Faurecia SE Faurecia SE Y Equity - Performance Leg 2023-08-09 0.00000000 EUR 0.00000000 EUR 216776.41480000 EUR -30919.31000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 9240.53000000 0.001088938836 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1767686.15000000 RON 389245.27000000 USD 2023-07-20 9240.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3876.82000000 0.000456859060 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -125000.00000000 EUR 137877.28000000 USD 2023-07-20 3876.82000000 N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 780000.00000000 PA USD 817841.44000000 0.096377513611 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -14.40000000 -0.00000169695 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 CAD 2196.76000000 USD 2023-06-20 -14.40000000 N N N I3 VERTICALS LLC 549300VET627YPCK1T69 44933TAB2 577000.00000000 PA USD 533364.38000000 0.062853666100 Long DBT CORP US N 2 2025-02-15 Fixed 1.00000000 N N N N Y I3 Verticals Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 458.53000000 0.000054034901 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SWORD GROUP SWORD GROUP Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 15472.48760000 EUR 458.53000000 N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAK3 979000.00000000 PA USD 1182632.00000000 0.139365806258 Long DBT CORP US N 2 2026-02-15 Fixed 6.75000000 N N N N Y Helix Energy Solutions Group I USD XXXX N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 204.00000000 NC USD 19380.00000000 0.002283812145 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Manchester United Plc Manchester United Plc 100.00000000 25.00000000 USD 2023-06-16 XXXX -31441.83000000 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 400000.00000000 PA USD 410900.80000000 0.048422096885 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -7366.48000000 -0.00086809373 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2025-06-21 0.00000000 INR 0.00000000 INR 284100000.00000000 INR -7366.48000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 7.00000000 NC USD 70.00000000 0.000008249063 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Amyris Inc Amyris Inc 100.00000000 3.00000000 USD 2024-01-19 XXXX -149.58000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 2660.19000000 0.000313486802 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2024-03-15 0.00000000 SGD 0.00000000 SGD 3000000.00000000 SGD 2660.19000000 N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AG1 582000.00000000 PA USD 574196.29000000 0.067665452064 Long DBT CORP US N 2 2029-12-15 Fixed 3.75000000 N N N N Y EZCORP Inc USD XXXX N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 19279.32000000 0.002271947635 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Per Aarsleff Holding A/S Per Aarsleff Holding A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 5400.00000000 DKK 19279.32000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 7249.33000000 0.000854288333 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -696000.00000000 CAD 520239.25000000 USD 2023-06-20 7249.33000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 114.30000000 0.000013469542 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -14929.00000000 EUR 16092.00000000 USD 2023-06-21 114.30000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 629.30000000 0.000074159080 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2698670.00000000 SGD 2000000.00000000 USD 2023-07-20 629.30000000 N N N Sabre Corp 529900VKCYZW8GZ4WW58 78573M104 -14043.00000000 NS USD -43533.30000000 -0.00513012792 Short EC CORP US N 1 N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 164964.37000000 PA USD 156908.05000000 0.018490635207 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 853.00000000 NS USD 102854.74000000 0.012120789702 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2239.73000000 0.000263938213 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -32274950.00000000 PHP 575106.02000000 USD 2023-09-20 2239.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6932.91000000 -0.00081700020 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SEB SA SEB SA Y Equity - Performance Leg 2023-08-30 0.00000000 EUR 0.00000000 EUR 177314.90350000 EUR -6932.91000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GA9 500000.00000000 PA USD 495687.64000000 0.058413697245 Long DBT UST US N 2 2023-08-01 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 99358.05000000 0.011708726591 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Centrica PLC Centrica PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 380768.00000000 GBP 99358.05000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 42.90000000 0.000005055497 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -842248.00000000 INR 10200.00000000 USD 2023-08-01 42.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 168.11000000 0.000019810715 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -23000.00000000 CHF 25492.11000000 USD 2023-06-23 168.11000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -3177.54000000 -0.00037445327 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 DISH NETWORK CORP DISH Network Corp Y 2024-02-24 0.00000000 USD 0.00000000 USD 198000.00000000 USD -3177.54000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2766.47000000 -0.00032601123 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -150000.00000000 AUD 1052086.00000000 NOK 2023-06-21 -2766.47000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1307.46000000 -0.00015407600 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -89734.50000000 SGD 100000.00000000 AUD 2023-06-21 -1307.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2807.07000000 -0.00033079569 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 KARDEX HOLDING AG KARDEX HOLDING AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 22506.58000000 CHF -2807.07000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 59.05000000 0.000006958674 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 AUD 2011.92000000 USD 2023-06-20 59.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 547.58000000 0.000064528888 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6120360.00000000 TWD 200000.00000000 USD 2023-06-12 547.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8029.74000000 0.000946254785 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1307000.00000000 CAD 971439.60000000 USD 2023-06-23 8029.74000000 N N N HERBALIFE LTD 549300BA7TYPBSZZIA41 42703MAE3 290000.00000000 PA USD 284055.00000000 0.033474110371 Long DBT CORP KY N 2 2028-06-15 Fixed 4.25000000 N N N N N Herbalife Ltd USD XXXX N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -11.86000000 -0.00000139762 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -474250.00000000 INR 5684.98000000 USD 2023-10-30 -11.86000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -41.00000000 NC USD -369.00000000 -0.00004348434 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Twilio Inc Twilio Inc 100.00000000 95.00000000 USD 2023-06-16 XXXX 3625.58000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -1116.46000000 -0.00013156784 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ForgeRock Inc ForgeRock Inc Y 2024-01-29 0.00000000 USD 0.00000000 USD 16800.00000000 USD -1116.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -97.92000000 -0.00001153926 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7589.19000000 USD 7000.00000000 EUR 2023-06-20 -97.92000000 N N N Infomedia Ltd N/A 000000000 497543.00000000 NS 452693.32000000 0.053347084747 Long EC CORP AU N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 43093.46000000 0.005078295528 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ASML Holding NV ASML Holding NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 311.00000000 EUR 43093.46000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -16291.74000000 -0.00191987996 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2028-06-21 0.00000000 INR 0.00000000 INR 81000000.00000000 INR -16291.74000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10331.93000000 -0.00121755352 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2033-07-07 0.00000000 MXN 0.00000000 MXN 26200000.00000000 MXN -10331.93000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -49.00000000 NC USD -538106.30000000 -0.06341247180 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 -9728618.70000000 USD -538106.30000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 95896.41000000 0.011300793904 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CARNIVAL CORP Carnival Corp Y 2024-03-29 0.00000000 USD 0.00000000 USD 723000.00000000 USD 95896.41000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 358.64000000 0.000042263487 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 EUR 11060.46000000 USD 2023-06-20 358.64000000 N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 325000.00000000 PA USD 302172.00000000 0.035609085842 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1994.45000000 0.000235033495 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -69212.46000000 USD 1266000.00000000 MXN 2023-06-23 1994.45000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 1258.49000000 0.000148305198 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -133430.00000000 SGD 100000.00000000 USD 2023-06-21 1258.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7629.97000000 0.000899144383 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16813000.00000000 JPY 128747.83000000 USD 2023-06-23 7629.97000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 575000.00000000 PA USD 288962.77000000 0.034052460460 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 423.02000000 0.000049850269 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -311007.44000000 USD 17518271.58000000 PHP 2023-07-20 423.02000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 240000.00000000 PA USD 217979.21000000 0.025687490571 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3416.53000000 -0.00040261675 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2043-06-15 0.00000000 SGD 0.00000000 SGD 528000.00000000 SGD -3416.53000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -9527.43000000 -0.00112274821 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 1710000.00000000 AUD -9527.43000000 N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAD5 234000.00000000 PA USD 214987.50000000 0.025334936204 Long DBT CORP US N 2 2024-11-01 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment T USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 69.32000000 0.000008168929 N/A DE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Qualtrics International Inc Qualtrics International Inc Y Equity - Performance Leg 2024-05-30 0.00000000 USD 0.00000000 USD 3466.00000000 USD 69.32000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -17373.67000000 -0.00204737866 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 PNM Resources Inc PNM Resources Inc Y 2024-03-30 0.00000000 USD 0.00000000 USD 7500.00000000 USD -17373.67000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAE2 288000.00000000 PA USD 221040.00000000 0.026048185585 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N Sabre Corp USD XXXX N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 5228297096.70000000 PA 1043100.39000000 0.122922876144 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -28224.88000000 -0.00332612609 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 VALIANT HOLDING AG VALIANT HOLDING AG Y 2023-07-12 0.00000000 CHF 0.00000000 CHF 2438.00000000 CHF -28224.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 445.02000000 0.000052442831 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16000.00000000 CHF 18061.72000000 USD 2023-06-23 445.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -505.78000000 -0.00005960301 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -21909.42000000 USD 20000.00000000 EUR 2023-06-20 -505.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16088.46000000 -0.00189592468 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Alstom SA Alstom SA Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 192584.33160000 EUR -16088.46000000 N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 1270000.00000000 PA USD 1375884.98000000 0.162139464817 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N ELLIOTT OPPORTUNITY II COR-A 549300796AMMETN58424 000000000 9039.00000000 NS USD 49.71000000 0.000005858013 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 4228.34000000 0.000498283500 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -185016.00000000 EUR 202240.99000000 USD 2023-06-21 4228.34000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2294.01000000 0.000270334772 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Givaudan SA Givaudan SA Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 208754.19000000 CHF 2294.01000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -4.66000000 -0.00000054915 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -8326.88000000 USD 6687.04000000 GBP 2023-06-21 -4.66000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -15795.06000000 -0.00186134932 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2027-10-19 0.00000000 MXN 0.00000000 MXN 72800000.00000000 MXN -15795.06000000 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBP5 -191000.00000000 PA USD -144194.66000000 -0.01699244147 Short DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -42893.24000000 -0.00505470084 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ZIFF DAVIS INC ZIFF DAVIS INC Y 2024-03-08 0.00000000 USD 0.00000000 USD 772000.00000000 USD -42893.24000000 N N N Nutanix Inc 549300X7J6E8TKVIXW09 67059N108 -433.00000000 NS USD -12825.46000000 -0.00151140048 Short EC CORP US N 1 N N N Q2 Holdings Inc 549300M9RKR9DZXWS696 74736L109 -1835.00000000 NS USD -53435.20000000 -0.00629700509 Short EC CORP US N 1 N N N Stack Infrastructure Issuer LL N/A 85236KAA0 87890.96000000 PA USD 86334.27000000 0.010173955335 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -60763.68000000 -0.00716062076 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1607003.03000000 USD 11000000.00000000 CNY 2023-06-05 -60763.68000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 3384.01000000 0.000398784475 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -219000.00000000 AUD 145943.72000000 USD 2023-06-20 3384.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7790.77000000 -0.00091809366 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -141637.78000000 USD 18580000.00000000 JPY 2023-06-23 -7790.77000000 N N N Topgolf Callaway Brands Corp 5493005UB0KFRKBPCU72 131193104 -22996.00000000 NS USD -392541.72000000 -0.04625859379 Short EC CORP US N 1 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 313400624 8177.00000000 NS USD 11734.00000000 0.001382778726 Long EP USGSE US N 1 N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 013091103 69496.00000000 NS USD 1414938.56000000 0.166741685680 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -898.94000000 -0.00010593447 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -97000.00000000 GBP 119817.78000000 USD 2023-06-20 -898.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11488.27000000 0.001353820978 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PGE Polska Grupa Energetyczna PGE Polska Grupa Energetyczna SA Y Equity - Performance Leg 2023-07-14 0.00000000 USD 0.00000000 USD 133498.00000000 PLN 11488.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30892.12000000 -0.00364044369 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Pan African Resources PLC Pan African Resources PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 500559.00000000 GBP -30892.12000000 N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 245000.00000000 PA USD 242545.10000000 0.028582427513 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 467.65000000 0.000055109636 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 BYGGMAX GROUP AB BYGGMAX GROUP AB Y Equity - Performance Leg 2024-05-09 0.00000000 SEK 0.00000000 SEK 622763.14000000 SEK 467.65000000 N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 200000.00000000 PA USD 169023.40000000 0.019918353653 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1268.21000000 -0.00014945063 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 3026586.00000000 TWD 2023-06-21 -1268.21000000 N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBL2 525000.00000000 PA USD 526508.83000000 0.062045782284 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N MANNKIND CORP 213800GFBCNY1ZFST722 56400PAQ5 643000.00000000 PA USD 728197.50000000 0.085813534305 Long DBT CORP US N 2 2026-03-01 Fixed 2.50000000 N N N N Y MannKind Corp USD XXXX N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -1823.87000000 -0.00021493170 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -255896.00000000 USD 237396.00000000 EUR 2023-06-21 -1823.87000000 N N N ARRAY TECHNOLOGIES INC 549300JM5FECYJQ85V37 04271TAB6 731000.00000000 PA USD 823471.50000000 0.097040981072 Long DBT CORP US N 2 2028-12-01 Fixed 1.00000000 N N N N Y Array Technologies Inc USD XXXX N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAG4 285000.00000000 PA USD 275140.56000000 0.032423599208 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 7.41029000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 200000.00000000 PA USD 205220.23000000 0.024183924343 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1842.59000000 0.000217137741 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -200206.00000000 SGD 150000.00000000 USD 2023-06-21 1842.59000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -22.01000000 -0.00000259374 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2233.17000000 USD 3000.00000000 CAD 2023-06-20 -22.01000000 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 30000.00000000 PA USD 30237.51000000 0.003563301991 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 32320.00000000 0.003808710451 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3950.00000000 USD 2023-09-29 XXXX 905.32000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5164.38000000 0.000608589977 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 SES SA SES SA Y Default Event 2028-06-20 9483.00000000 USD 0.00000000 USD 173000.00000000 EUR -4318.62000000 N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAN1 856000.00000000 PA USD 771256.00000000 0.090887710015 Long DBT CORP US N 2 2027-09-15 Fixed 3.25000000 N N N N Y Wayfair Inc USD XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DT3 500000.00000000 PA USD 496974.43000000 0.058565337422 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AR9 60000.00000000 PA USD 59604.00000000 0.007023959706 Long DBT CORP US N 2 2025-05-01 Fixed 6.37500000 N N N N N N UPFIELD RC E+300 01/02/25 N/A 000000000 459437.92510000 PA 443211.95000000 0.052229764419 Long LON CORP NL N 2 2025-01-02 Floating 6.21300000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 750.11000000 0.000088395785 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Belimo Holding AG Belimo Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 303525.40000000 CHF 750.11000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 48605.05000000 0.005727802039 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -11000000.00000000 CNY 1630571.74000000 USD 2024-03-04 48605.05000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -136.68000000 -0.00001610688 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4693.38000000 USD 7000.00000000 AUD 2023-06-20 -136.68000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 90000.00000000 PA USD 81867.61000000 0.009647587308 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1009.65000000 -0.00011898095 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -39546.17000000 USD 35000.00000000 CHF 2023-06-23 -1009.65000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -12206.37000000 -0.00143844458 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -500000.00000000 USD 3411340.00000000 CNY 2023-12-21 -12206.37000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -95.98000000 -0.00001131064 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3114.61000000 USD 21000.00000000 DKK 2023-06-20 -95.98000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 465000.00000000 PA USD 452770.50000000 0.053356179929 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 67.33000000 0.000007934420 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -825611.00000000 TWD 27000.00000000 USD 2023-06-21 67.33000000 N N N Syneos Health Inc 549300F1ZGKDS8P6GU13 87166B102 18542.00000000 NS USD 771347.20000000 0.090898457367 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1394.16000000 0.000164293061 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-06-21 0.00000000 MYR 0.00000000 MYR 3220000.00000000 MYR 1394.16000000 N N N ATLAS AI 02/09/30 N/A 000000000 215000.00000000 PA USD 185615.95000000 0.021873682198 Long LON CORP US N 2 2030-02-09 Floating 9.12729960 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -82.08000000 -0.00000967261 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -263500.00000000 INR 3085.05000000 USD 2023-10-16 -82.08000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -11151.08000000 -0.00131408523 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2033-06-21 0.00000000 JPY 0.00000000 JPY 70600000.00000000 JPY -11151.08000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -25355.17000000 -0.00298794866 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 BE Group AB BE Group AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 12443.00000000 SEK -25355.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -68242.74000000 -0.00804198134 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sasol Ltd Sasol Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 17034.00000000 ZAR -68242.74000000 N N N Kensington Capital Acquisition N/A 000000000 22622.00000000 NS USD 237644.11000000 0.028004876405 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 62488.88000000 0.007363924824 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3931825.00000000 SGD 3000000.00000000 USD 2024-01-22 62488.88000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -5509.08000000 -0.00064921072 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -186182.00000000 USD 300000.00000000 NZD 2023-06-21 -5509.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4043.91000000 -0.00047654957 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -124471.07000000 USD 185000.00000000 AUD 2023-06-20 -4043.91000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -17023.87000000 -0.00200615691 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CTP NV CTP NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 228387.11240000 EUR -17023.87000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 8124.59000000 0.000957432266 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -314000.00000000 AUD 212525.28000000 USD 2023-06-20 8124.59000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -793.22000000 -0.00009347603 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -8376600.00000000 INR 100000.00000000 USD 2023-09-20 -793.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -14733.49000000 -0.00173624991 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -401370.05000000 USD 642000.00000000 NZD 2023-06-23 -14733.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12482.29000000 -0.00147096003 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Banco de Sabadell SA Banco de Sabadell SA Y Equity - Performance Leg 2023-10-10 0.00000000 EUR 0.00000000 EUR 124130.00000000 EUR -12482.29000000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AX5 1088000.00000000 PA USD 1115200.00000000 0.131419365566 Long DBT CORP US N 2 2053-06-15 Fixed 8.12500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 661000.00000000 PA USD 556801.10000000 0.065615537400 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -40402.36000000 -0.00476116617 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 DNO ASA DNO ASA Y Equity - Performance Leg 2023-07-14 0.00000000 NOK 0.00000000 NOK 314575.00000000 NOK -40402.36000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 394.50000000 0.000046489364 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Wiit SpA Wiit SpA Y Equity - Performance Leg 2023-07-31 0.00000000 EUR 0.00000000 EUR 40740.86230000 EUR 394.50000000 N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 690732AG7 -266000.00000000 PA USD -240065.00000000 -0.02829016319 Short DBT CORP US N 2 2030-04-01 Fixed 6.62500000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 432842.11000000 0.051007743442 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 PALO ALTO NETWORKS Palo Alto Networks Inc Y 2023-07-01 0.00000000 USD 0.00000000 USD 1352000.00000000 USD 432842.11000000 N N N Credit Suisse First Boston Mor N/A 22541QL75 10692.94740000 PA USD 10402.01000000 0.001225812011 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 65108.79000000 0.007672664880 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRANSOCEAN INC Transocean Inc Y Default Event 2027-12-20 91315.00000000 USD 0.00000000 USD 293000.00000000 USD -26206.21000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1248.18000000 -0.00014709022 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA CONSTRUCTION BANK CORP/LUXEMBOURG CHINA CONSTRUCTION BANK CORP/LUXEMBOURG Y Default Event 2028-06-20 0.00000000 USD -64.58000000 USD 145000.00000000 USD -1183.60000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2003.16000000 0.000236059914 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Wereldhave NV Wereldhave NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 10128.00000000 EUR 2003.16000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -40863.84000000 -0.00481554871 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKF AB SKF AB Y Equity - Performance Leg 2024-03-25 0.00000000 SEK 0.00000000 SEK 18002.00000000 SEK -40863.84000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 14090.17000000 0.001660438667 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2024-06-21 0.00000000 INR 0.00000000 INR 804000000.00000000 INR 14090.17000000 N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBG8 59000.00000000 PA USD 48556.99000000 0.005722138468 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N STORAGEVAULT CANADA INC 254900A6LDI0HRL1VD69 86212HAC9 184000.00000000 PA 132778.20000000 0.015647082859 Long DBT CORP CA N 2 2028-03-31 Fixed 5.00000000 N N N N N StorageVault Canada Inc CAD XXXX N N N WWE 549300WZVLSCS3L4L698 98156Q108 10840.00000000 NS USD 1098308.80000000 0.129428842981 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -22.55000000 -0.00000265737 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3277.34000000 USD 5000.00000000 AUD 2023-06-20 -22.55000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 28686.81000000 0.003380561666 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1835487.00000000 SGD 1400000.00000000 USD 2024-01-22 28686.81000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 240214.98000000 0.028307837402 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Chart Industries Inc Chart Industries Inc Y 2024-03-27 0.00000000 USD 0.00000000 USD 1653063.56000000 USD 240214.98000000 N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAK4 378000.00000000 PA USD 385068.60000000 0.045377933206 Long DBT CORP US N 2 2030-06-01 Fixed 8.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1199.74000000 -0.00014138187 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -16941400.00000000 INR 200000.00000000 USD 2024-08-01 -1199.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 735.33000000 0.000086654054 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -25000.00000000 CHF 28261.42000000 USD 2023-06-23 735.33000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 7.00000000 NC USD 9520.00000000 0.001121872632 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Nexstar Media Group Inc Nexstar Media Group Inc 100.00000000 160.00000000 USD 2023-08-18 XXXX 2160.35000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -138.18000000 -0.00001628365 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -5725.00000000 USD 8582.13000000 AUD 2023-06-21 -138.18000000 N N N American Home Mortgage Investm N/A 02660THY2 113926.52900000 PA USD 98382.54000000 0.011593768821 Long ABS-MBS CORP US N 2 2046-03-25 Floating 5.41800000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 231.00000000 NS USD 20625.99000000 0.002430644296 Long EC CORP US N 1 N N N Dechra Pharmaceuticals PLC 213800J4UVB5OWG8VX82 000000000 17837.00000000 NS 744063.24000000 0.087683212824 Long EC CORP GB N 1 N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 455000.00000000 PA USD 392603.23000000 0.046265842365 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -8730.59000000 -0.00102884558 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Nordic Semiconductor ASA Nordic Semiconductor ASA Y 2024-04-04 0.00000000 NOK 0.00000000 NOK 2307358.66390000 NOK -8730.59000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -32.00000000 NC USD -960.00000000 -0.00011313001 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Guess? Inc Guess? Inc 100.00000000 30.00000000 USD 2024-01-19 XXXX 447.07000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BS0 594000.00000000 PA USD 625555.06000000 0.073717762833 Long DBT CORP LR N 2 2029-01-15 Fixed 8.25000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -69.58000000 -0.00000819956 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -5261.69000000 USD 7975.80000000 AUD 2023-06-21 -69.58000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 8.00000000 NC USD 80.00000000 0.000009427501 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Amyris Inc Amyris Inc 100.00000000 3.00000000 USD 2024-01-19 XXXX -8.23000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 539.29000000 0.000063551963 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CALPINE CORP Calpine Corp Y Default Event 2027-12-20 0.00000000 USD -104.39000000 USD -12000.00000000 USD 643.68000000 N N N Encore Capital Group Inc 5493000UVC6H49CIH830 292554102 -14284.00000000 NS USD -615211.88000000 -0.07249888357 Short EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 88.00000000 NC USD 47520.00000000 0.005599935663 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 395.00000000 USD 2023-08-18 XXXX -31062.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 165.13000000 0.000019459540 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8046.73000000 USD 146000.00000000 MXN 2023-06-23 165.13000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -48732.58000000 -0.00574283065 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -469448000.00000000 INR 5600000.00000000 USD 2023-09-20 -48732.58000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 45373.41000000 0.005346973418 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2024-06-20 20541.88000000 USD 0.00000000 USD 314000.00000000 USD 24831.53000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -301.00000000 NC USD -6321.00000000 -0.00074489043 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 34.00000000 USD 2023-06-21 XXXX 11472.25000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 21000.05000000 0.002474724935 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 SSP Group Plc SSP Group Plc Y Equity - Performance Leg 2023-12-04 0.00000000 GBP 0.00000000 GBP 62106.00000000 GBP 21000.05000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1802.31000000 0.000212390994 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 METLIFE INC METLIFE INC Y Default Event 2028-06-20 3714.54000000 USD 0.00000000 USD 336000.00000000 USD -1912.23000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 8787.58000000 0.001035561503 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -18220076.00000000 JPY 140000.00000000 USD 2023-06-21 8787.58000000 N N N Redwood Trust Inc DRBV4N1ERQLEMIF11G78 758075402 -17411.00000000 NS USD -103073.12000000 -0.01214652442 Short EC CORP US N 1 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 -5439.00000000 NS USD -325034.64000000 -0.03830330539 Short EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -18.00000000 -0.00000212118 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written JPMorgan Chase & Co JPMorgan Chase & Co 100.00000000 145.00000000 USD 2023-06-16 XXXX 99.71000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -9.00000000 NC USD 15366.57000000 0.001810854447 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short JAPANESE YEN CURRENCY JAPANESE YEN CURRENCY 2023-06-16 -825366.57000000 USD 15366.57000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -16319.92000000 -0.00192320080 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -908038.41000000 USD 1200000.00000000 SGD 2023-09-25 -16319.92000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -200.54000000 -0.00002363238 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -81093.19000000 USD 65000.00000000 GBP 2023-06-20 -200.54000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -10.00000000 -0.00000117843 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Johnson & Johnson Johnson & Johnson 100.00000000 165.00000000 USD 2023-06-16 XXXX 121.71000000 N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 200000.00000000 PA USD 22500.00000000 0.002651484689 Long DBT CORP KY N 2 2025-10-19 Fixed 5.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7030.99000000 0.000828558325 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Industria de Diseno Textil SA Industria de Diseno Textil SA Y Equity - Performance Leg 2023-08-22 0.00000000 EUR 0.00000000 EUR 6447.00000000 EUR 7030.99000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2.55000000 -0.00000030050 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 CHF 5500.68000000 USD 2023-06-20 -2.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -48659.84000000 -0.00573425869 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Rentokil Initial PLC Rentokil Initial PLC Y Equity - Performance Leg 2023-11-27 0.00000000 GBP 0.00000000 GBP 266069.87000000 GBP -48659.84000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 16.00000000 NC USD -71604.70000000 -0.00843816736 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHICAGO MERCANTILE EXCHANGE EURO CURRENCY 2PM 2023-06-16 2208704.70000000 USD -71604.70000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 -833000.00000000 PA -786862.88000000 -0.09272688349 Short DBT NUSS IT N 2 2032-12-01 Fixed 2.50000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD -72741.17000000 -0.00857209326 N/A DFE CORP US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -1497953.00000000 USD 6553544.38000000 MYR 2023-07-20 -72741.17000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -76.59000000 -0.00000902565 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 CHF 6527.29000000 USD 2023-06-20 -76.59000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 586.55000000 0.000069121259 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 EXOR NV EXOR NV Y Equity - Performance Leg 2024-02-28 0.00000000 EUR 0.00000000 EUR 3264.00000000 EUR 586.55000000 N N N Westlake Automobile Receivable N/A 959926AG1 280000.00000000 PA USD 283062.30000000 0.033357126866 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.01000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 8.00000000 NC -473.63000000 -0.00005581434 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 VOLATILITY 2023-06-21 16891.95000000 USD -473.63000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -31874.85000000 -0.00375625229 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1800000.00000000 USD 2367792.00000000 SGD 2024-01-10 -31874.85000000 N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 95000.00000000 PA USD 83784.56000000 0.009873487912 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -22.33000000 -0.00000263145 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7513.60000000 USD 7000.00000000 EUR 2023-06-20 -22.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3941.22000000 -0.00046444819 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Voltalia SA Voltalia SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 164347.48500000 EUR -3941.22000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -2.00000000 NC USD -10.00000000 -0.00000117843 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Starbucks Corp Starbucks Corp 100.00000000 110.00000000 USD 2023-06-16 XXXX 261.47000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -118.28000000 -0.00001393856 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7822.80000000 USD 7000.00000000 CHF 2023-06-20 -118.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 26858.96000000 0.003165160942 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sixt SE Sixt SE Y 2024-04-17 0.00000000 EUR 0.00000000 EUR 278200.14000000 EUR 26858.96000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 9126.88000000 0.001075545892 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1500000.00000000 SGD 1132160.92000000 USD 2024-03-13 9126.88000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2977.44000000 -0.00035087273 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 NOLATO AB NOLATO AB Y Equity - Performance Leg 2023-09-26 0.00000000 SEK 0.00000000 SEK 1932084.82000000 SEK -2977.44000000 N N N FINDETER 54930036EU95I2CWYJ76 31772MAA0 393000000.00000000 PA 82097.26000000 0.009674650129 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.87500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 132.00000000 NC USD 14520.00000000 0.001711091452 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Spectrum Brands Holdings Inc Spectrum Brands Holdings Inc 100.00000000 65.00000000 USD 2023-07-21 XXXX -64536.83000000 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 265000.00000000 PA USD 239017.02000000 0.028166665287 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -162.02000000 -0.00001909304 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -49150.31000000 USD 39362.89000000 GBP 2023-06-21 -162.02000000 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BK4 1656000.00000000 PA USD 1558411.82000000 0.183649114666 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25000000 N N N N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -262.12000000 -0.00003088920 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -17111.00000000 USD 22768.00000000 SGD 2023-06-21 -262.12000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -193503.99000000 -0.02280323852 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Livent Corp Livent Corp Y 2024-02-05 0.00000000 USD 0.00000000 USD 1847628.22000000 USD -193503.99000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 3283.75000000 0.000386969459 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -225000.00000000 NZD 138789.05000000 USD 2023-06-20 3283.75000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 94.00000000 NC 5275.03000000 0.000621629390 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Purchased DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 BANKS 50.00000000 95.00000000 EUR 2023-06-16 XXXX -9105.52000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 -436000.00000000 PA USD -423816.73000000 -0.04994415869 Short DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 19.00000000 NC USD -89151.98000000 -0.01050600488 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long COFFEE COFFEE 2023-07-19 1362033.23000000 USD -89151.98000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -237.77000000 -0.00002801971 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-06-20 2267.26000000 USD 0.00000000 USD 41000.00000000 USD -2505.03000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -486.46000000 -0.00005732627 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17609.37000000 USD 16000.00000000 EUR 2023-06-20 -486.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 54.51000000 0.000006423663 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -113000.00000000 AUD 73612.72000000 USD 2023-06-20 54.51000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -3446.45000000 -0.00040614264 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -200000.00000000 USD 265604.00000000 SGD 2023-06-21 -3446.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 43598.80000000 0.005137846696 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2424000.00000000 AUD 1621704.48000000 USD 2023-06-23 43598.80000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -913.90000000 -0.00010769741 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8386630.00000000 INR 100000.00000000 USD 2023-09-20 -913.90000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -971.73000000 -0.00011451232 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -44849.19000000 USD 41000.00000000 EUR 2023-06-20 -971.73000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 891000.00000000 PA USD 747054.76000000 0.088035744801 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -4670.76000000 -0.00055041993 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -123000.00000000 USD 840583.00000000 CNY 2023-06-21 -4670.76000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -367.01000000 -0.00004324983 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -28180050.00000000 INR 340000.00000000 USD 2023-06-21 -367.01000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 186000.00000000 PA USD 161888.82000000 0.019077587891 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 55435.64000000 0.006532744475 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -12000000.00000000 CNY 1786631.05000000 USD 2024-04-18 55435.64000000 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DC0 235000.00000000 PA USD 234882.09000000 0.027679389572 Long DBT CORP US N 2 2026-02-13 Fixed 4.90000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -44.37000000 -0.00000522872 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6266.88000000 USD 5000.00000000 GBP 2023-06-20 -44.37000000 N N N AFRICAN GOLD ACQUISITION C-A N/A 000000000 4750.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -4.52000000 -0.00000053265 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -785.54000000 USD 27120.80000000 THB 2023-06-21 -4.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5797.60000000 0.000683211005 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -356000.00000000 AUD 237538.51000000 USD 2023-06-20 5797.60000000 N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 965000.00000000 PA USD 844366.28000000 0.099503300595 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3904.53000000 -0.00046012451 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Migros Ticaret AS Migros Ticaret AS Y Equity - Performance Leg 2023-09-08 0.00000000 USD 0.00000000 USD 10537.00000000 USD -3904.53000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -7.66000000 -0.00000090268 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -601.86000000 USD 787720.00000000 KRW 2023-06-21 -7.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 135028.17000000 0.015912227793 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4287505.93000000 USD 78629000.00000000 MXN 2023-06-23 135028.17000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 28.70000000 0.000003382116 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -14000.00000000 DKK 2041.12000000 USD 2023-06-20 28.70000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14282.58000000 0.001683112986 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Atoss Software AG Atoss Software AG Y Equity - Performance Leg 2023-08-01 0.00000000 EUR 0.00000000 EUR 427.00000000 EUR 14282.58000000 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 326.00000000 NS USD 44974.96000000 0.005300018570 Long EC CORP US N 1 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 -10.00000000 NC USD -7505.70000000 -0.00088449993 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Short NATIONAL STOCK EXCHANGE OF INDIA NIFTY 50 INDEX 2023-06-29 -365774.30000000 USD -7505.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 299.78000000 0.000035327203 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -446506.25000000 USD 359000.00000000 GBP 2023-06-23 299.78000000 N N N FUBOTV INC N/A 35953DAB0 21000.00000000 PA USD 10649.86000000 0.001255019588 Long DBT CORP US N 2 2026-02-15 Fixed 3.25000000 N N N N Y fuboTV Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 226.31000000 0.000026669222 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7000.00000000 CHF 7930.83000000 USD 2023-06-20 226.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -11.70000000 -0.00000137877 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6000.00000000 MXN 325.77000000 USD 2023-06-23 -11.70000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 59186.43000000 0.006974751686 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Encore Capital Group Inc Encore Capital Group Inc Y 2024-03-02 0.00000000 USD 0.00000000 USD 398233.47000000 USD 59186.43000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3507.81000000 0.000413373533 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1345025.00000000 SGD 1000000.00000000 USD 2023-07-20 3507.81000000 N N N MVW Owner Trust N/A 55389PAC3 30541.83000000 PA USD 28733.08000000 0.003386014297 Long ABS-O CORP US N 2 2036-11-20 Fixed 3.33000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -81578.92000000 -0.00961356699 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.NA.HY.40.V1 Y Default Event 2028-06-20 0.00000000 USD -3136.80000000 USD 3921000.00000000 USD -78442.12000000 N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 900000.00000000 PA 653533.58000000 0.077014856940 Long DBT CORP DE N 2 2028-01-15 Fixed 1.50000000 N N N N N Delivery Hero SE EUR XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -732.53000000 -0.00008632409 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -57983.44000000 USD 46000.00000000 GBP 2023-06-23 -732.53000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 40.94000000 0.000004824523 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -18909.07000000 USD 15226.64000000 GBP 2023-06-21 40.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -202.04000000 -0.00002380915 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6623.13000000 USD 6000.00000000 EUR 2023-06-20 -202.04000000 N N N Willis Engine Securitization T N/A 97064GAA1 255045.47000000 PA USD 203811.73000000 0.024017941402 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N Veeco Instruments Inc 5493004201F72ADDZW04 922417100 -16995.00000000 NS USD -414847.95000000 -0.04888724389 Short EC CORP US N 1 N N N SPDR Bloomberg High Yield Bond ETF 549300NCLW2248PN7J24 78468R622 -27581.00000000 NS USD -2505458.04000000 -0.29525260587 Short EC RF US N 1 N N N Banc of America Mortgage Secur N/A 05949AH86 1761.73730000 PA USD 1704.59000000 0.000200875301 Long ABS-MBS CORP US N 2 2035-02-25 Variable 3.88342000 N N N N N N Fisker Inc 549300UUN5RWU44MBX79 33813J106 3699.00000000 NS USD 23229.72000000 0.002737477640 Long EC CORP US N 1 N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 794.59000000 0.000093637476 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Re:NewCell AB Re:NewCell AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 813501.62000000 SEK 794.59000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 64241.08000000 0.007570410667 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Talanx AG Talanx AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 6445.00000000 EUR 64241.08000000 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 -2339.00000000 NS USD -687174.81000000 -0.08097926610 Short EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4047.01000000 -0.00047691489 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DAIMLER AG DAIMLER AG Y Default Event 2028-06-20 0.00000000 USD -4695.21000000 USD 292000.00000000 EUR 648.20000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 3116.17000000 0.000367221201 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2043-06-15 0.00000000 SGD 0.00000000 SGD 750000.00000000 SGD 3116.17000000 N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 130000.00000000 PA USD 106181.18000000 0.012512789912 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 000000000 213774.80000000 PA USD 20607.89000000 0.002428511324 Long DBT CORP VG N 2 2027-07-11 Fixed 7.50000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 96.00000000 NC USD 47040.00000000 0.005543370656 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 23.00000000 USD 2023-06-21 XXXX 12405.21000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 55638.31000000 0.006556627870 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -12000000.00000000 CNY 1786833.72000000 USD 2024-04-18 55638.31000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 150.74000000 0.000017763768 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 AUD 5358.40000000 USD 2023-06-20 150.74000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -5079.49000000 -0.00059858622 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1184276.72000000 USD 1958000.00000000 NZD 2023-06-20 -5079.49000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -54884.07000000 -0.00646774539 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Salcef Group SpA Salcef Group SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 227700.61000000 EUR -54884.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 10785.74000000 0.001271032198 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CALPINE CORP Calpine Corp Y Default Event 2027-12-20 820.29000000 USD 0.00000000 USD -240000.00000000 USD 9965.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19300.29000000 0.002274418819 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MAS P.L.C. MAS P.L.C. Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 205405.00000000 ZAR 19300.29000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2379.23000000 0.000280377418 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -181000.00000000 EUR 196093.77000000 USD 2023-06-21 2379.23000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1876.61000000 -0.00022114678 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -400167300.00000000 KRW 300000.00000000 USD 2023-06-22 -1876.61000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 100000.00000000 PA USD 70206.81000000 0.008273434745 Long DBT CORP NL N 2 2052-01-19 Fixed 4.98700000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 47579.21000000 0.005606913192 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Esprinet SpA Esprinet SpA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 191450.40400000 EUR 47579.21000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 1373.07000000 0.000161807736 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -500000.00000000 USD 28224500.00000000 PHP 2023-08-16 1373.07000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 99.68000000 0.000011746666 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 EUR 8661.14000000 USD 2023-06-20 99.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1130.10000000 0.000133175237 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Pagegroup PLC Pagegroup PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 36284.00000000 GBP 1130.10000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2.89000000 -0.00000034056 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 CAD 1471.22000000 USD 2023-06-20 -2.89000000 N N N Lucid Group Inc N/A 549498103 -5426.00000000 NS USD -42105.76000000 -0.00496190124 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -52.07000000 -0.00000613612 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2436.93000000 USD 2023-06-20 -52.07000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -13283.22000000 -0.00156534464 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Wartsila OYJ Abp Wartsila OYJ Abp Y Equity - Performance Leg 2024-03-04 0.00000000 EUR 0.00000000 EUR 50072.35000000 EUR -13283.22000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 98177.80000000 0.011569641489 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2027-12-17 171.35000000 KRW 0.00000000 KRW 9677500000.00000000 KRW 98006.45000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -4017.75000000 -0.00047346678 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Nilfisk Holding A/S Nilfisk Holding A/S Y Equity - Performance Leg 2023-07-12 0.00000000 DKK 0.00000000 DKK 3456.00000000 DKK -4017.75000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -786.73000000 -0.00009271122 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -28000.00000000 USD 944972.00000000 THB 2023-06-21 -786.73000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -90.00000000 NC USD -20812.50000000 -0.00245262333 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-12-17 0.00000000 USD 2500.00000000 95.50000000 USD 2023-09-15 XXXX -1958.40000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 103.92000000 0.000012246323 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 TransMedics Group Inc TransMedics Group Inc Y 2024-05-09 0.00000000 USD 0.00000000 USD 60540.07790000 USD 103.92000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 272.62000000 0.000032126566 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -38000.00000000 GBP 47563.71000000 USD 2023-06-20 272.62000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -43126.75000000 -0.00508221854 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2028-09-20 0.00000000 THB 0.00000000 THB 258600000.00000000 THB -43126.75000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 33982.75000000 0.004004655169 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -2632800.00000000 SGD 2000000.00000000 USD 2024-01-10 33982.75000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -110.21000000 -0.00001298756 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -9351063.48000000 HKD 1200000.00000000 USD 2023-12-22 -110.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9904.64000000 -0.00116720005 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Alphawave IP Group PLC Alphawave IP Group PLC Y Equity - Performance Leg 2024-03-22 0.00000000 GBP 0.00000000 GBP 134423.11000000 GBP -9904.64000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 10555.11000000 0.001243853891 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2582200000.00000000 KRW 2000000.00000000 USD 2024-06-21 10555.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3343.44000000 0.000394003554 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Galliford Try Holdings PLC Galliford Try Holdings PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 36019.00000000 GBP 3343.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -45798.25000000 -0.00539703816 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Astral Foods Ltd Astral Foods Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 28410.00000000 ZAR -45798.25000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BU5 306000.00000000 PA USD 359550.00000000 0.042370725331 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -54161.30000000 -0.00638257145 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Gulf Keystone Petroleum Ltd Gulf Keystone Petroleum Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 78685.00000000 GBP -54161.30000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -3675.86000000 -0.00043317717 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -200000.00000000 USD 265294.00000000 SGD 2023-06-21 -3675.86000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1220.09000000 0.000143779997 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ion Beam Applications Ion Beam Applications Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3978.00000000 EUR 1220.09000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 50230.93000000 0.005919401858 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -11000000.00000000 CNY 1632197.62000000 USD 2024-03-04 50230.93000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HW3 2672000.00000000 PA USD 634812.85000000 0.074808735653 Long SN NUSS AR N 2 2046-07-09 Variable 1.50000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -361.01000000 -0.00004254277 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -12133.01000000 USD 11000.00000000 EUR 2023-06-20 -361.01000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 1903000.00000000 PA USD 1464548.80000000 0.172587943093 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2064.23000000 -0.00024325663 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -188155.66000000 USD 309000.00000000 NZD 2023-06-23 -2064.23000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2944.94000000 0.000347042814 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CASINO GUICHARD PERRACHON SA CASINO GUICHARD PERRACHON SA Y Default Event 2023-06-20 1888.77000000 USD 0.00000000 USD 29000.00000000 EUR 1056.17000000 N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909108 -44814.00000000 NS USD -937508.88000000 -0.11047957516 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -796.06000000 -0.00009381070 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -158245.27000000 USD 143000.00000000 CHF 2023-06-23 -796.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 14.00000000 NC USD 3820.32000000 0.000450200888 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 3326604.68000000 USD 3820.32000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796Y37 1000000.00000000 PA USD 991015.94000000 0.116785048512 Long DBT UST US N 2 2023-08-03 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1309.63000000 0.000154331728 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -61000.00000000 NZD 38046.13000000 USD 2023-06-23 1309.63000000 N N N SCREAMING EAGLE ACQ -CLASS A N/A 000000000 20384.00000000 NS USD 3057.60000000 0.000360319092 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 217.37000000 0.000025615698 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 EUR 8778.83000000 USD 2023-06-20 217.37000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -954.60000000 -0.00011249365 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -400000.00000000 USD 528944000.00000000 KRW 2023-06-23 -954.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11629.09000000 -0.00137041573 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2033-06-21 0.00000000 JPY 0.00000000 JPY 66800000.00000000 JPY -11629.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9882.05000000 -0.00116453796 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Anadolu Efes Biracilik Ve Malt Anadolu Efes Biracilik Ve Malt Sanayii AS Y Equity - Performance Leg 2024-01-22 0.00000000 USD 0.00000000 USD 19039.00000000 TRY -9882.05000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -12.48000000 -0.00000147069 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -200000.00000000 USD 265208000.00000000 KRW 2023-06-15 -12.48000000 N N N GGAM FINANCE LTD N/A 36170JAA4 145000.00000000 PA USD 142897.50000000 0.016839579260 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4.40000000 -0.00000051851 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2952.62000000 USD 4000.00000000 CAD 2023-06-20 -4.40000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 1055000000.00000000 PA 1372241.75000000 0.161710132881 Long DBT NUSS CL N 2 2033-04-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 731.90000000 0.000086249850 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -63000.00000000 NZD 38672.87000000 USD 2023-06-23 731.90000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -17846.59000000 -0.00210310933 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Bufab AB Bufab AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 599033.88000000 SEK -17846.59000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 22336.00000000 0.002632158311 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4100.00000000 USD 2023-07-21 XXXX -9088.19000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 6173.10000000 0.000727461339 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4876452.13000000 USD 6600000.00000000 SGD 2023-06-12 6173.10000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2502.42000000 -0.00029489459 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Energiekontor AG Energiekontor AG Y Equity - Performance Leg 2024-03-07 0.00000000 EUR 0.00000000 EUR 23852.52660000 EUR -2502.42000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -31861.44000000 -0.00375467201 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 OC Oerlikon Corp AG OC Oerlikon Corp AG Y Equity - Performance Leg 2023-10-19 0.00000000 CHF 0.00000000 CHF 30350.00000000 CHF -31861.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -33385.61000000 -0.00393428594 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8624350.00000000 MXN 451696.00000000 USD 2023-06-23 -33385.61000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -82304.23000000 -0.00969904025 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1250000.00000000 USD 23141250.00000000 ZAR 2023-07-20 -82304.23000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -77637.82000000 -0.00914913293 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Etablissements Franz Colruyt N Etablissements Franz Colruyt NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 320601.93000000 EUR -77637.82000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 109.00000000 NC USD 10791.00000000 0.001271652056 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Vodafone Group PLC Vodafone Group PLC 100.00000000 13.00000000 USD 2023-07-21 XXXX 6842.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -26906.79000000 -0.00317079740 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MoneyGram International Inc MoneyGram International Inc Y 2024-02-06 0.00000000 USD 0.00000000 USD 310904.50940000 USD -26906.79000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 13148.40000000 0.001549456946 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -967741.94000000 USD 1320000.00000000 SGD 2023-09-25 13148.40000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 15.00000000 NC USD 600.00000000 0.000070706258 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Encore Capital Group Inc Encore Capital Group Inc 100.00000000 40.00000000 USD 2023-06-16 XXXX -990.53000000 N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAA8 417000.00000000 PA USD 412204.50000000 0.048575729800 Long DBT CORP US N 2 2025-03-15 Fixed 1.25000000 N N N N Y Guidewire Software Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 68.90000000 0.000008119435 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 EUR 3279.45000000 USD 2023-06-20 68.90000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 175352.23000000 0.020664166801 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 98131.20000000 USD 0.00000000 USD 253000.00000000 USD 77221.03000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1347.50000000 -0.00015879447 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -340000.00000000 USD 28038100.00000000 INR 2023-06-21 -1347.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5747.27000000 -0.00067727992 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 RELX PLC RELX PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 99575.57460000 GBP -5747.27000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1866.47000000 0.000219951850 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -3236904.00000000 SGD 2400000.00000000 USD 2023-07-20 1866.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6216.12000000 -0.00073253097 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -481000.00000000 CAD 348336.40000000 USD 2023-06-23 -6216.12000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2498.46000000 -0.00029442793 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -100000.00000000 USD 3385710.00000000 THB 2023-06-21 -2498.46000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8428.43000000 0.000993237915 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2024-03-13 0.00000000 SGD 0.00000000 SGD 2900000.00000000 SGD 8428.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 49.49000000 0.000005832087 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 AUD 2002.36000000 USD 2023-06-20 49.49000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 10195.03000000 0.001201420708 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2034-12-18 0.00000000 USD 0.00000000 USD 660000.00000000 USD 10195.03000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -70348.90000000 -0.00829017916 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3000000.00000000 USD 3954325.00000000 SGD 2023-07-20 -70348.90000000 N N N RIVERBED SRS A PREF SHRS N/A 000000000 3699.00000000 NS USD 184.95000000 0.000021795204 Long EP CORP US N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1251.00000000 -0.00014742254 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 0.00000000 USD 0.00000000 USD 145000.00000000 USD -1251.00000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 506.94000000 0.000059739717 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -26000.00000000 AUD 17431.84000000 USD 2023-06-20 506.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 17228.71000000 0.002030296034 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Currys PLC Currys PLC Y 2024-04-08 0.00000000 GBP 0.00000000 GBP 144310.17000000 GBP 17228.71000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 21695.70000000 0.002556702949 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 NKT A/S NKT A/S Y Equity - Performance Leg 2023-11-27 0.00000000 DKK 0.00000000 DKK 1983.00000000 DKK 21695.70000000 N N N Concord Acquisition Corp II N/A 20607U108 79080.00000000 NS USD 808988.40000000 0.095334238054 Long EC CORP US N 1 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -120.00000000 NC -53712.27000000 -0.00632965606 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Put Written ICE FUTURES EUROPE 549300UF4R84F48NCH34 ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP GB US Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-12-18 0.00000000 USD 1000000.00000000 96.00000000 EUR 2023-12-18 XXXX -24569.31000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -290.20000000 -0.00003419826 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-04-18 300.00000000 USD 0.00000000 USD 1392000.00000000 USD -590.20000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -38678.31000000 -0.00455799763 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -20532780.00000000 MXN 1110000.00000000 USD 2023-07-20 -38678.31000000 N N N OLDCASTLE BLDG R 04/29/27 N/A 000000000 274845.00000000 PA USD 244612.05000000 0.028826004681 Long LON CORP US N 2 2027-04-29 Floating 0.01000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6450.58000000 -0.00076016062 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sesa SpA Sesa SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1116.00000000 EUR -6450.58000000 N N N Exeter Automobile Receivables N/A 30168CAF5 100000.00000000 PA USD 99586.69000000 0.011735670389 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -769.41000000 -0.00009067017 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2043-06-15 0.00000000 SGD 0.00000000 SGD 1140000.00000000 SGD -769.41000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -2548.14000000 -0.00030028240 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Danone SA Danone SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 201120.48840000 EUR -2548.14000000 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 160000.00000000 PA USD 157540.17000000 0.018565126607 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N 8x8 Inc 254900XWSOC5U1BRW939 282914100 -51329.00000000 NS USD -209422.32000000 -0.02467911444 Short EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -34574.41000000 -0.00407437861 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1663818.01000000 USD 2200000.00000000 SGD 2023-07-10 -34574.41000000 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XBD5 500000.00000000 PA USD 356740.93000000 0.042039693949 Long DBT CORP KY N 2 2061-04-22 Fixed 3.94000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -9149.31000000 -0.00107818912 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Unipol Gruppo SpA Unipol Gruppo SpA Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 31920.00000000 EUR -9149.31000000 N N N RAND PARENT LLC N/A 753272AA1 205000.00000000 PA USD 177453.13000000 0.020911744765 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -17478.85000000 -0.00205977347 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Man Group PLC/Jersey Man Group PLC/Jersey Y Equity - Performance Leg 2023-07-14 0.00000000 GBP 0.00000000 GBP 112358.00000000 GBP -17478.85000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -77550.21000000 -0.00913880864 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-12-21 0.00000000 NZD -133853.49000000 NZD 10802700.00000000 NZD 56303.28000000 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 208.00000000 NS USD 32252.48000000 0.003800753640 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1264.56000000 0.000149020510 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -16325820.00000000 HKD 2100000.00000000 USD 2024-03-21 1264.56000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -22996.24000000 -0.00270996347 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Resilient REIT Ltd Resilient REIT Ltd Y Equity - Performance Leg 2023-11-28 0.00000000 ZAR 0.00000000 ZAR 41943.00000000 ZAR -22996.24000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -93373.36000000 -0.01100346819 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Meyer Burger Technology AG Meyer Burger Technology AG Y Equity - Performance Leg 2023-07-14 0.00000000 CHF 0.00000000 CHF 327903.63000000 CHF -93373.36000000 N N N NextGen Healthcare Inc N/A 65343C102 -8354.00000000 NS USD -130071.78000000 -0.01532814814 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 4635.25000000 0.000546235306 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1057450.30000000 NOK 100000.00000000 USD 2023-06-21 4635.25000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -6755.47000000 -0.00079609001 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Citycon Oyj Citycon Oyj Y Equity - Performance Leg 2023-08-23 0.00000000 EUR 0.00000000 EUR 24732.00000000 EUR -6755.47000000 N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AY6 -165000.00000000 PA USD -95870.43000000 -0.01129773232 Short DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 32.00000000 NC USD 1280.00000000 0.000150840017 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 85.00000000 USD 2023-06-16 XXXX 30.56000000 N N N GS Mortgage Securities Trust N/A 36252RBC2 100000.00000000 PA USD 83227.79000000 0.009807876039 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N COMMONWEALTH BK AUSTR NY MSFSBD3QN1GSN7Q6C537 20271RAR1 805000.00000000 PA USD 814863.99000000 0.096026639696 Long DBT CORP AU N 2 2026-03-13 Fixed 5.31600000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 8009.84000000 0.000943909694 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bell Food Group AG Bell Food Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 871.00000000 CHF 8009.84000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -34995.09000000 -0.00412395312 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 IHS MARKIT LTD CDX.NA.HY.40.V1 Y Default Event 2028-06-20 0.00000000 USD -21866.00000000 USD 1682000.00000000 USD -13129.09000000 N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 190000.00000000 PA USD 192522.66000000 0.022687594901 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -887.49000000 -0.00010458516 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -779000.00000000 GBP 968579.78000000 USD 2023-06-20 -887.49000000 N N N TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 000000000 1.00000000 NC 32595.71000000 0.003841201155 N/A DIR CORP US N 2 TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 Y 2042-09-15 0.00000000 EUR 0.00000000 EUR 764000.00000000 EUR 32595.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14729.71000000 -0.00173580446 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 M&G PLC M&G PLC Y Equity - Performance Leg 2024-03-22 0.00000000 GBP 0.00000000 GBP 247391.41000000 GBP -14729.71000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 177.17000000 0.000020878379 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -24000.00000000 EUR 25861.54000000 USD 2023-06-20 177.17000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -195.60000000 -0.00002305024 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8757.06000000 USD 8000.00000000 EUR 2023-06-20 -195.60000000 N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 87.00000000 NS USD 26615.04000000 0.003136416491 Long EC CORP IE N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -77.00000000 NC USD -2695.00000000 -0.00031758894 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written IVERIC bio Inc IVERIC bio Inc 100.00000000 40.00000000 USD 2023-09-15 XXXX 305.74000000 N N N NATURA COSMETICOS SA N/A 63883KAB1 245000.00000000 PA USD 206121.04000000 0.024290079184 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 23730.34000000 0.002796472585 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -500000.00000000 USD 7852500000.00000000 IDR 2023-06-21 23730.34000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3869.49000000 -0.00045599526 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 OVS SpA OVS SpA Y Equity - Performance Leg 2023-07-26 0.00000000 EUR 0.00000000 EUR 158690.00000000 EUR -3869.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26710.04000000 0.003147611649 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Hollywood Bowl Group PLC Hollywood Bowl Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 41382.00000000 GBP 26710.04000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 57.00000000 NC USD 4417.50000000 0.000520574827 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased WWE World Wrestling Entertainment Inc 100.00000000 85.00000000 USD 2023-07-21 XXXX -31524.31000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -39557.33000000 -0.00466158465 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Eramet SA Eramet SA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 2526.00000000 EUR -39557.33000000 N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 53223X107 5421.00000000 NS USD 690581.19000000 0.081380686748 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1573.23000000 -0.00018539534 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -290435.74000000 USD 2012526.52000000 CNY 2024-02-07 -1573.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -24595.30000000 -0.00289840272 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -840528.00000000 SGD 600000.00000000 USD 2023-09-25 -24595.30000000 N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 972000.00000000 PA USD 981978.56000000 0.115720049637 Long DBT CORP US N 2 2028-02-15 Fixed 6.12500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 15000.00000000 PA USD 14058.36000000 0.001656690057 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -14734.65000000 -0.00173638661 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -511388.27000000 USD 464000.00000000 EUR 2023-06-23 -14734.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8821.60000000 -0.00103957054 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -172630.24000000 USD 272000.00000000 NZD 2023-06-23 -8821.60000000 N N N National Vision Holdings Inc 549300JHURCBLI5ROA42 63845R107 -20542.00000000 NS USD -518685.50000000 -0.06112385163 Short EC CORP US N 1 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -385.97000000 -0.00004548415 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -62013.35000000 USD 435467.00000000 CNY 2023-08-21 -385.97000000 N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 643000.00000000 PA USD 660039.50000000 0.077781539041 Long DBT CORP KY N 2 2025-12-01 Fixed 2.37500000 N N N N Y Sea Ltd USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -53178.46000000 -0.00626674988 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Wickes Group PLC Wickes Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 171705.00000000 GBP -53178.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 66.25000000 0.000007807149 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6156.26000000 USD 5000.00000000 GBP 2023-06-20 66.25000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -133.94000000 -0.00001578399 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3388.73000000 USD 5000.00000000 AUD 2023-06-20 -133.94000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 120000.00000000 NC USD 8769.25000000 0.001033401427 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP DE US N/A USD N/A TWD 2023-09-20 1.00000000 USD 32.00000000 USD 2023-09-20 XXXX -7430.75000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -975.41000000 -0.00011494598 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Austevoll Seafood ASA Austevoll Seafood ASA Y Equity - Performance Leg 2023-07-12 0.00000000 NOK 0.00000000 NOK 8624.00000000 NOK -975.41000000 N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 130000.00000000 PA USD 121788.98000000 0.014352071811 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N United Malt Grp Ltd N/A 000000000 334020.00000000 NS 900170.52000000 0.106079482281 Long EC CORP AU N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 41356.09000000 0.004873557308 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 JET2 PLC JET2 PLC Y Equity - Performance Leg 2023-07-18 0.00000000 GBP 0.00000000 GBP 31991.00000000 GBP 41356.09000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 138187.84000000 0.016284575198 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 137787.50000000 USD 0.00000000 USD 365000.00000000 USD 400.34000000 N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 180000.00000000 PA USD 185817.24000000 0.021897402970 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -948.69000000 -0.00011179720 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Scandi Standard AB Scandi Standard AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 33194.00000000 SEK -948.69000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 5678.84000000 0.000669215880 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -57800750.00000000 INR 700000.00000000 USD 2023-10-30 5678.84000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 1678.93000000 0.000197851430 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 METLIFE INC METLIFE INC Y Default Event 2028-06-20 3460.27000000 USD 0.00000000 USD 313000.00000000 USD -1781.34000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -474.21000000 -0.00005588269 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1000000.00000000 USD 7822571.00000000 HKD 2023-06-21 -474.21000000 N N N CINEMARK HOLDINGS INC 549300LL2QMPTYIE0K55 17243VAB8 410000.00000000 PA USD 551209.92000000 0.064956651704 Long DBT CORP US N 2 2025-08-15 Fixed 4.50000000 N N N N Y Cinemark Holdings Inc USD XXXX N N N UPSTART HOLDINGS INC 549300WNB47JRNENIC75 91680MAB3 337000.00000000 PA USD 224947.50000000 0.026508660093 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N N Upstart Holdings Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -14326.03000000 -0.00168823329 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Gruppo MutuiOnline SpA Gruppo MutuiOnline SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 104188.95000000 EUR -14326.03000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 4714.69000000 0.000555596815 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Genmab A/S Genmab A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 488.00000000 DKK 4714.69000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1526.35000000 -0.00017987082 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -100000.00000000 USD 130544000.00000000 KRW 2023-06-21 -1526.35000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 79.97000000 0.000009423965 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4360.70000000 USD 2023-06-20 79.97000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -13547.32000000 -0.00159646718 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 KINGSPAN GROUP PLC KINGSPAN GROUP PLC Y Equity - Performance Leg 2023-12-07 0.00000000 EUR 0.00000000 EUR 112362.47090000 EUR -13547.32000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9587.56000000 0.001129834157 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 HUGO BOSS AG HUGO BOSS AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 2239.00000000 EUR 9587.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5689.63000000 0.000670487414 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -177164.77000000 USD 3251000.00000000 MXN 2023-06-23 5689.63000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 108000.00000000 PA USD 112773.42000000 0.013289644287 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 12905.67000000 0.001520852729 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 adidas AG adidas AG Y Equity - Performance Leg 2023-08-21 0.00000000 EUR 0.00000000 EUR 283059.61000000 EUR 12905.67000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 153.00000000 NC USD 1530.00000000 0.000180300958 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Sonos Inc Sonos Inc 100.00000000 14.00000000 USD 2023-06-02 XXXX -3232.59000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 178.98000000 0.000021091676 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-12-20 555.65000000 USD 0.00000000 USD 18000.00000000 USD -376.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 286.53000000 0.000033765773 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CECONOMY AG CECONOMY AG Y Default Event 2023-12-20 1562.28000000 USD 0.00000000 USD 26000.00000000 EUR -1275.75000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -2661.97000000 -0.00031369656 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2043-06-15 0.00000000 USD 0.00000000 USD 726000.00000000 USD -2661.97000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -63006.50000000 -0.00742492311 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1609245.85000000 USD 11000000.00000000 CNY 2023-06-05 -63006.50000000 N N N NeoGenomics Inc N/A 64049M209 -4183.00000000 NS USD -71863.94000000 -0.00846871718 Short EC CORP US N 1 N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AC6 -389000.00000000 PA USD -278516.22000000 -0.03282139968 Short DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -36369.92000000 -0.00428596826 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Derichebourg SA Derichebourg SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 57957.00000000 EUR -36369.92000000 N N N Sound Point Acquisition Corp I N/A 000000000 41721.00000000 NS USD 444745.86000000 0.052410526147 Long EC CORP US N 1 N N N NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 000000000 1.00000000 NC USD -6196.82000000 -0.00073025659 N/A DFE CORP US N 2 NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 -180000.00000000 USD 24134202.00000000 JPY 2023-06-21 -6196.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -76560.88000000 -0.00902222227 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Aselsan Elektronik Sanayi Ve T Aselsan Elektronik Sanayi Ve Ticaret AS Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 93090.49540000 TRY -76560.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5933.05000000 0.000699172943 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 JSE Ltd JSE Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 1860059.02000000 ZAR 5933.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5213.38000000 -0.00061436432 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Woolworths Holdings Ltd/South Woolworths Holdings Ltd/South Africa Y Equity - Performance Leg 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 60727.00000000 ZAR -5213.38000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -19045.48000000 -0.00224439104 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 flatexDEGIRO AG flatexDEGIRO AG Y Equity - Performance Leg 2023-12-06 0.00000000 EUR 0.00000000 EUR 226952.23060000 EUR -19045.48000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8614.58000000 -0.00101517453 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Amadeus Fire AG Amadeus Fire AG Y 2024-01-31 0.00000000 EUR 0.00000000 EUR 981.00000000 EUR -8614.58000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -65.58000000 -0.00000772819 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2018.45000000 USD 3000.00000000 AUD 2023-06-20 -65.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3492.35000000 0.000411551669 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -192000.00000000 NZD 119121.98000000 USD 2023-06-23 3492.35000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 7622.69000000 0.000898286481 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1366603.00000000 CNY 200000.00000000 USD 2023-06-21 7622.69000000 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 205000.00000000 PA USD 207364.04000000 0.024436558983 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11200.93000000 -0.00131995975 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sylvania Platinum Ltd Sylvania Platinum Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 148864.00000000 GBP -11200.93000000 N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 200000.00000000 PA 158868.80000000 0.018721697367 Long DBT CORP DE N 2 2027-01-23 Fixed 1.00000000 N N N N N Delivery Hero SE EUR XXXX N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2851.54000000 0.000336036206 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 HSBC HOLDINGS HSBC HOLDINGS Y Default Event 2028-06-20 5655.02000000 USD 0.00000000 USD 288000.00000000 EUR -2803.48000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 5280.51000000 0.000622275174 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2023-12-21 1328.85000000 KRW 0.00000000 KRW 5980000000.00000000 KRW 3951.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -49.89000000 -0.00000587922 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -36142.86000000 USD 29000.00000000 GBP 2023-06-23 -49.89000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 6975.70000000 0.000822042744 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2024-06-21 0.00000000 INR 0.00000000 INR 393000000.00000000 INR 6975.70000000 N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 250000.00000000 PA USD 209874.88000000 0.024732445819 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3548.46000000 0.000418163882 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2023-07-05 0.00000000 AUD 0.00000000 AUD 200000000.00000000 AUD 3548.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4627.03000000 -0.00054526663 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -216165400.00000000 KRW 22000000.00000000 JPY 2023-06-21 -4627.03000000 N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 165000.00000000 PA USD 163950.77000000 0.019320575840 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 25257DAA6 520000.00000000 PA USD 522457.00000000 0.061568299386 Long DBT CORP NL N 2 2029-10-01 Fixed 4.62500000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 500000.00000000 PA USD 365382.30000000 0.043058025515 Long DBT CORP VG N 2 2029-11-13 Fixed 3.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -262.91000000 -0.00003098230 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7754.18000000 USD 7000.00000000 EUR 2023-06-20 -262.91000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -5324.08000000 -0.00062740962 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1780389.02000000 USD 2400000.00000000 SGD 2023-06-05 -5324.08000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 59204.40000000 0.006976869338 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -9474234.00000000 CNY 1400000.00000000 USD 2023-08-21 59204.40000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 269096.80000000 0.031711379781 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-06-20 289368.77000000 USD 0.00000000 USD 3000000.00000000 USD -20271.97000000 N N N Maxeon Solar Technologies Ltd 5493007JPB074ITT6Y72 000000000 -26057.00000000 NS USD -724124.03000000 -0.08533350126 Short EC CORP SG N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2483.33000000 -0.00029264495 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2027-12-20 4804.16000000 USD 0.00000000 USD 70000.00000000 EUR -7287.49000000 N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 155660.00000000 PA 137622.11000000 0.016217907446 Long DBT NUSS DE N 2 2032-02-15 None 0.00000000 N N N N N N PNM Resources Inc 5493003JOBJGLZSDDQ28 69349H107 68070.00000000 NS USD 3125774.40000000 0.368353020581 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AQ0 21000.00000000 PA USD 21031.50000000 0.002478431121 Long DBT CORP US N 2 2026-05-01 Fixed 4.00000000 N N N N Y FirstEnergy Corp USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 107.17000000 0.000012629316 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6115.34000000 USD 5000.00000000 GBP 2023-06-20 107.17000000 N N N Mitek Systems Inc 549300ABZAQ3R25XG118 606710200 -17268.00000000 NS USD -179932.56000000 -0.02120393012 Short EC CORP US N 1 N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 240000.00000000 PA USD 192268.94000000 0.022657695581 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 88974.77000000 0.010485121794 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VAREX IMAGING CORPORATIO Varex Imaging Corp Y 2024-04-21 0.00000000 USD 0.00000000 USD 1200000.00000000 USD 88974.77000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -2.00000000 NC USD -70.00000000 -0.00000824906 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 115.00000000 USD 2023-08-18 XXXX 188.35000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -45453.45000000 -0.00535640563 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 JAPAN (20 YEAR ISSUE) Japan Government Twenty Year Bond Y Default Event 2028-06-20 0.00000000 USD -38568.00000000 USD 1158000.00000000 USD -6885.45000000 N N N GSR Mortgage Loan Trust N/A 362341SF7 19492.29590000 PA USD 18142.89000000 0.002138026446 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.15912100 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1681.47000000 -0.00019815075 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -232972.60000000 USD 13010354.85000000 PHP 2023-07-20 -1681.47000000 N N N American Airlines Group Inc N/A 02376R102 696.00000000 NS USD 10286.88000000 0.001212244658 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 301.00000000 NC USD 21672.00000000 0.002553910052 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 24.00000000 USD 2023-06-21 XXXX -20966.75000000 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAY7 -736000.00000000 PA USD -678451.72000000 -0.07995130434 Short DBT CORP US N 2 2027-10-15 Fixed 2.87500000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1336.25000000 0.000157468729 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -130796020.00000000 KRW 100000.00000000 USD 2023-06-21 1336.25000000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 217000.00000000 PA USD 218332.38000000 0.025729109453 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 9.00000000 NC USD 6075.00000000 0.000715900866 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased First Horizon Corp First Horizon Corp 100.00000000 17.00000000 USD 2023-06-16 XXXX 4229.74000000 N N N Chocoladefabriken Lindt & Spru 529900JYJNNOKKAGK736 000000000 77.00000000 NS 922721.91000000 0.108737022961 Long EC CORP CH N 1 N N N BTIG, LLC 549300GTG9PL6WO3EC51 000000000 1.00000000 NC 2510.54000000 0.000295851483 N/A DE CORP US N 2 BTIG, LLC 549300GTG9PL6WO3EC51 Majorel Group Luxembourg SA Majorel Group Luxembourg SA Y Equity - Performance Leg 2024-05-24 0.00000000 EUR 0.00000000 EUR 13417.00000000 EUR 2510.54000000 N N N FTAC Zeus Acquisition Corp N/A 30320F106 6342.00000000 NS USD 65829.96000000 0.007757650267 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1577.63000000 -0.00018591385 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -290440.14000000 USD 2012526.52000000 CNY 2024-02-07 -1577.63000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3459.96000000 -0.00040773470 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y Equity - Performance Leg 2023-07-03 0.00000000 EUR 0.00000000 EUR 2394.00000000 EUR -3459.96000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 33.00000000 NC USD -28710.93000000 -0.00338340405 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME PRIMARY ALUMINUM LME PRIMARY ALUMINUM 2023-06-19 1878773.43000000 USD -28710.93000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 48.51000000 0.000005716600 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 EUR 3259.06000000 USD 2023-06-20 48.51000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -11641.18000000 -0.00137184046 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2028-03-15 0.00000000 CNY 0.00000000 CNY 4600000.00000000 CNY -11641.18000000 N N N Focus Financial Partners Inc 5493006FFJCGLZ246V12 34417P100 100986.00000000 NS USD 5260360.74000000 0.619900709382 Long EC CORP US N 1 N N N Redfin Corp 549300HXWD3JEMZU3O57 75737F108 -6476.00000000 NS USD -63400.04000000 -0.00747129934 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -46619.81000000 -0.00549385388 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Landis+Gyr Group AG Landis+Gyr Group AG Y Equity - Performance Leg 2024-01-23 0.00000000 CHF 0.00000000 CHF 275106.36450000 CHF -46619.81000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 2205.52000000 0.000259906778 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1980000.00000000 USD 15513300.00000000 HKD 2023-06-21 2205.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -506.05000000 -0.00005963483 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 eDreams ODIGEO SA eDreams ODIGEO SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 116798.72000000 EUR -506.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -64704.22000000 -0.00762498882 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Admiral Group PLC Admiral Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 305900.76120000 GBP -64704.22000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 4760.80000000 0.000561030591 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -115000.00000000 EUR 128116.73000000 USD 2023-07-31 4760.80000000 N N N RIVERBED TECH L+800 12/26 N/A 000000000 138828.64000000 PA USD 37275.49000000 0.004392684045 Long LON CORP US N 2 2026-12-08 Floating 10.83999960 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -37413.20000000 -0.00440891230 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Randstad NV Randstad NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4900.00000000 EUR -37413.20000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 23890000.00000000 PA 1268713.10000000 0.149509927087 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -2776.29000000 -0.00032716846 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -28756784.71000000 HUF 73713.21000000 EUR 2023-07-20 -2776.29000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9764.68000000 0.001150706645 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Intervest Offices & Warehouses Intervest Offices & Warehouses NV Y Equity - Performance Leg 2024-05-01 0.00000000 EUR 0.00000000 EUR 72421.75000000 EUR 9764.68000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 357419.93000000 0.042119709865 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ROYAL CARIBBEAN CRUISES Royal Caribbean Cruises Ltd Y 2024-03-08 0.00000000 USD 0.00000000 USD 1600000.00000000 USD 357419.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1769.16000000 0.000208484473 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -247417.30000000 USD 200000.00000000 GBP 2023-08-31 1769.16000000 N N N WISDOMTREE INC 549300WIU8IS7UFO7871 97717PAE4 94000.00000000 PA USD 96820.00000000 0.011409633226 Long DBT CORP US N 2 2028-08-15 Fixed 5.75000000 N N N N N WisdomTree Inc USD XXXX N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -5004.00000000 -0.00058969019 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 0.00000000 USD -646.85000000 USD 580000.00000000 USD -4357.15000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 390000.00000000 PA USD 404059.50000000 0.047615892343 Long DBT CORP US N 2 2030-02-01 Variable 7.00000000 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -5455.66000000 -0.00064291550 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2027-12-17 0.00000000 KRW -201.72000000 KRW 2265000000.00000000 KRW -5253.94000000 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 93849.00000000 NS USD 2878348.83000000 0.339195460113 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 58924.70000000 0.006943908438 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TBC BANK GROUP PLC TBC BANK GROUP PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 6317.00000000 GBP 58924.70000000 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 -3020.00000000 NS USD -525117.60000000 -0.06188183450 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -85897.28000000 -0.01012245878 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Midea Group Co Ltd Midea Group Co Ltd Y 2024-03-11 0.00000000 USD 0.00000000 USD 92215.00000000 CNY -85897.28000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 3820.59000000 0.000450232706 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Enad Global 7 AB Enad Global 7 AB Y Equity - Performance Leg 2023-11-27 0.00000000 SEK 0.00000000 SEK 59525.00000000 SEK 3820.59000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -37442.96000000 -0.00441241934 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Davide Campari-Milano NV Davide Campari-Milano NV Y Equity - Performance Leg 2023-07-31 0.00000000 EUR 0.00000000 EUR 180786.44000000 EUR -37442.96000000 N N N MAXEON SOLAR TECH 5493007JPB074ITT6Y72 57779BAB0 587000.00000000 PA USD 955342.50000000 0.112581156069 Long DBT CORP SG N 2 2025-07-15 Fixed 6.50000000 N N N N Y Maxeon Solar Technologies Ltd USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -19165.39000000 -0.00225852169 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Tecan Group AG Tecan Group AG Y Equity - Performance Leg 2024-05-09 0.00000000 CHF 0.00000000 CHF 640.00000000 CHF -19165.39000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 405.86000000 0.000047828070 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17000.00000000 AUD 11472.14000000 USD 2023-06-20 405.86000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -14526.86000000 -0.00171189986 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2026-12-18 0.00000000 USD 0.00000000 USD 2760000.00000000 USD -14526.86000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 7360.52000000 0.000867391381 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -281000.00000000 EUR 308081.66000000 USD 2023-06-20 7360.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -29421.30000000 -0.00346711673 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Acciona SA Acciona SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1013.00000000 EUR -29421.30000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 5429.99000000 0.000639890459 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -237656.00000000 AUD 160140.00000000 USD 2023-06-21 5429.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 209.36000000 0.000024671770 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA Y Equity - Performance Leg 2024-01-12 0.00000000 EUR 0.00000000 EUR 22166.90540000 EUR 209.36000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -24145.72000000 -0.00284542252 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1200000.00000000 USD 1558800000.00000000 KRW 2023-06-21 -24145.72000000 N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 -3846.00000000 NS USD -220798.86000000 -0.02601976874 Short EC CORP SG N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 3185.07000000 0.000375340637 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -851137.00000000 CNY 123000.00000000 USD 2023-06-21 3185.07000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 55635.65000000 0.006556314406 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -12000000.00000000 CNY 1786831.06000000 USD 2024-04-18 55635.65000000 N N N REVANCE THERAPEUTICS INC 549300N33TFDZHS81H11 761330AB5 293000.00000000 PA USD 347351.50000000 0.040933208176 Long DBT CORP US N 2 2027-02-15 Fixed 1.75000000 N N N N Y Revance Therapeutics Inc USD XXXX N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -8598.74000000 -0.00101330788 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 PG&E CORP PG&E Corp Y 2024-05-03 0.00000000 USD 0.00000000 USD 3200.00000000 USD -8598.74000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 15.00000000 NC USD 1380.00000000 0.000162624394 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Wayfair Inc Wayfair Inc 100.00000000 15.00000000 USD 2024-01-19 XXXX -915.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7329.97000000 0.000863791254 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1000000.00000000 USD 83400000.00000000 INR 2023-06-21 7329.97000000 N N N COHERUS BIOSCIENCES INC 5493007IL8W5MV932D26 19249HAB9 1135000.00000000 PA USD 701155.08000000 0.082626753745 Long DBT CORP US N 2 2026-04-15 Fixed 1.50000000 N N N N N Coherus Biosciences Inc USD XXXX N N N Arconic Corp 549300B4YFWH3U74B152 03966V107 -10893.00000000 NS USD -314916.63000000 -0.03711096101 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4894.78000000 0.000576819298 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 INTESA SANPAOLO INTESA SANPAOLO Y Default Event 2028-06-20 5273.77000000 USD 0.00000000 USD 73000.00000000 EUR -378.99000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -13.06000000 -0.00000153903 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3032.36000000 USD 4080.00000000 SGD 2023-06-21 -13.06000000 N N N CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 000000000 9.00000000 NC USD -18022.05000000 -0.00212378620 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 Long CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 2023-09-20 217827.45000000 USD -18022.05000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -123652.21000000 -0.01457164184 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2640000.00000000 USD 347834256.00000000 JPY 2023-07-20 -123652.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -21481.19000000 -0.00253142428 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Motus Holdings Ltd Motus Holdings Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 24726.00000000 ZAR -21481.19000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 195.25000000 0.000023008994 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Assicurazioni Generali SpA Assicurazioni Generali SpA Y Equity - Performance Leg 2023-10-13 0.00000000 EUR 0.00000000 EUR 146279.01750000 EUR 195.25000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 3705.24000000 0.000436639427 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -500000.00000000 USD 42215000.00000000 INR 2024-03-15 3705.24000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 7069.86000000 0.000833138913 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Southern Co/The Southern Co/The Y 2024-02-24 0.00000000 USD 0.00000000 USD 120692.61000000 USD 7069.86000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 650000.00000000 PA USD 638010.75000000 0.075185588226 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8284.35000000 -0.00097625898 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2033-06-21 0.00000000 JPY 0.00000000 JPY 42000000.00000000 JPY -8284.35000000 N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAD8 610000.00000000 PA USD 919727.50000000 0.108384150416 Long DBT CORP US N 2 2026-01-15 Fixed 0.25000000 N N N N Y MongoDB Inc USD XXXX N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -54.00000000 NC USD -20520.00000000 -0.00241815403 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 50.00000000 USD 2023-09-15 XXXX -4483.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -151.90000000 -0.00001790046 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3163.09000000 USD 5000.00000000 NZD 2023-06-23 -151.90000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1678.21000000 0.000197766583 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Wienerberger AG Wienerberger AG Y Equity - Performance Leg 2023-10-09 0.00000000 EUR 0.00000000 EUR 9078.00000000 EUR 1678.21000000 N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AD7 297000.00000000 PA USD 277146.56000000 0.032659993798 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N AMC Entertainment Holdings Inc 549300ZO77UNR6NRBR11 00165C203 201270.00000000 NS USD 326057.40000000 0.038423831282 Long EP CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -153.87000000 -0.00001813261 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11925.87000000 USD 11000.00000000 EUR 2023-06-20 -153.87000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 2745.15000000 0.000323498808 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -11421858.00000000 JPY 85000.00000000 USD 2023-06-21 2745.15000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 539.30000000 0.000063553141 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -28000.00000000 EUR 30504.40000000 USD 2023-06-20 539.30000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 120.00000000 0.000014141251 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 3000.00000000 USD 2023-06-16 XXXX -4552.93000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6653.88000000 -0.00078411826 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Meier Tobler Group AG Meier Tobler Group AG Y Equity - Performance Leg 2024-05-09 0.00000000 CHF 0.00000000 CHF 1166.00000000 CHF -6653.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5801.37000000 0.000683655276 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -284000.00000000 NZD 176836.86000000 USD 2023-06-23 5801.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 903.89000000 0.000106517799 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -32000.00000000 NZD 20175.49000000 USD 2023-06-23 903.89000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 39.48000000 0.000004652471 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -25000.00000000 DKK 3633.09000000 USD 2023-06-20 39.48000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -5.00000000 NC USD -15.00000000 -0.00000176765 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Newmont Corp Newmont Corp 100.00000000 55.00000000 USD 2023-06-16 XXXX 178.59000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BF8 418000.00000000 PA USD 455411.00000000 0.053667346388 Long DBT CORP LR N 2 2023-11-15 Fixed 2.87500000 N N N N Y Royal Caribbean Cruises Ltd USD XXXX N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10576.18000000 -0.00124633685 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CIE DE SAINT-GOBAIN Cie de Saint-Gobain Y Default Event 2028-06-20 0.00000000 USD 0.00000000 USD 853000.00000000 EUR -10576.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8735.99000000 0.001029481943 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -268554.74000000 USD 4930000.00000000 MXN 2023-06-23 8735.99000000 N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 1268000.00000000 PA USD 1231384.26000000 0.145110956077 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -72.79000000 -0.00000857784 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8634.25000000 USD 8000.00000000 EUR 2023-06-20 -72.79000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -84.88000000 -0.00001000257 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2959.76000000 USD 20000.00000000 DKK 2023-06-20 -84.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 69.28000000 0.000008164215 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -10000.00000000 GBP 12515.13000000 USD 2023-06-23 69.28000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5550.94000000 0.000654143663 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TELECOM ITALIA SPA Telecom Italia SpA/Milano Y Default Event 2028-06-20 4595.35000000 USD 0.00000000 USD 43000.00000000 EUR 955.59000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 18.00000000 NC USD -62723.14000000 -0.00739153090 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHF CURRENCY CHF CURRENCY 2023-06-16 2537160.64000000 USD -62723.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19960.51000000 -0.00235222162 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 DRDGOLD Ltd DRDGOLD Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 298918.62310000 ZAR -19960.51000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -4034.29000000 -0.00047541591 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 1064114.10000000 NOK 2023-06-21 -4034.29000000 N N N Vericrest Opportunity Loan Tra N/A 91835MAA9 77817.44000000 PA USD 71138.92000000 0.008383278096 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89250000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -399590.84000000 -0.04708928862 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Palo Alto Networks Inc Palo Alto Networks Inc Y 2024-02-02 0.00000000 USD 0.00000000 USD 2406353.70000000 USD -399590.84000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 44.00000000 NS USD 4858.04000000 0.000572489719 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 82.83000000 0.000009760998 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -21000.00000000 DKK 3101.46000000 USD 2023-06-20 82.83000000 N N N INSPIRE BRAN 12/15/27 N/A 000000000 1025210.89000000 PA USD 996638.26000000 0.117447603863 Long LON CORP US N 2 2027-12-15 Floating 8.25300000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -42427.50000000 -0.00499981629 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bank Millennium SA Bank Millennium SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 221005.83100000 PLN -42427.50000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3721.80000000 0.000438590920 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -16406065.00000000 HKD 2100000.00000000 USD 2023-06-21 3721.80000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -26.49000000 -0.00000312168 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2462.51000000 USD 2023-06-20 -26.49000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -9640.46000000 -0.00113606809 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1109000.00000000 CAD 807955.70000000 USD 2023-06-29 -9640.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1519.55000000 -0.00017906949 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -230032.38000000 USD 351000.00000000 AUD 2023-06-23 -1519.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -29525.32000000 -0.00347937484 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Universal Music Group NV Universal Music Group NV Y Equity - Performance Leg 2023-10-12 0.00000000 EUR 0.00000000 EUR 11773.00000000 EUR -29525.32000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8436.03000000 -0.00099413352 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 thyssenkrupp AG thyssenkrupp AG Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 22788.00000000 EUR -8436.03000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 21.05000000 0.000002480611 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10985.41000000 USD 10000.00000000 CHF 2023-06-20 21.05000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 285000.00000000 PA USD 249140.39000000 0.029359641311 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 3879.71000000 0.000457199629 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 DiaSorin SpA DiaSorin SpA Y 2024-04-25 0.00000000 EUR 0.00000000 EUR 248662.50000000 EUR 3879.71000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 50.00000000 NC USD 12200.00000000 0.001437693920 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 23.00000000 USD 2023-08-16 XXXX -826.45000000 N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AY4 805000.00000000 PA USD 808819.85000000 0.095314375488 Long DBT CORP AU N 2 2026-02-27 Fixed 4.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 7615.38000000 0.000897425043 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -27718500.00000000 PHP 500000.00000000 USD 2023-08-16 7615.38000000 N N N DHC ACQUISITION CORP-A N/A 000000000 241.00000000 NS USD 17.21000000 0.000002028091 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -14415.42000000 -0.00169876735 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -396539.00000000 USD 357000.00000000 EUR 2023-06-23 -14415.42000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 35062.84000000 0.004131937040 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -86002276.00000000 JPY 654410.81000000 USD 2023-06-21 35062.84000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1511.90000000 0.000178167986 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -166000.00000000 CAD 123862.95000000 USD 2023-06-20 1511.90000000 N N N VICI PROPERTIES / NOTE N/A 92564RAH8 570000.00000000 PA USD 540798.90000000 0.063729777920 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 17999.82000000 0.002121166539 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Pennon Group PLC Pennon Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 162088.92190000 GBP 17999.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -26957.86000000 -0.00317681569 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Chemring Group PLC Chemring Group PLC Y Equity - Performance Leg 2023-08-22 0.00000000 GBP 0.00000000 GBP 61219.00000000 GBP -26957.86000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4984.09000000 0.000587343925 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 MEDARTIS HOLDING AG MEDARTIS HOLDING AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 50037.47000000 CHF 4984.09000000 N N N Sierra Receivables Funding Co N/A 82652QAC5 87122.55000000 PA USD 80128.01000000 0.009442586296 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1349.66000000 -0.00015904901 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GB Group PLC GB Group PLC Y Equity - Performance Leg 2024-05-23 0.00000000 GBP 0.00000000 GBP 125306.32000000 GBP -1349.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10760.69000000 0.001268080212 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Inmobiliaria Colonial Socimi S Inmobiliaria Colonial Socimi SA Y 2024-04-22 0.00000000 EUR 0.00000000 EUR 300680.06000000 EUR 10760.69000000 N N N Wells Fargo Commercial Mortgag 549300V2DF3KW9L1CV04 94988QAQ4 190000.00000000 PA USD 144551.18000000 0.017034455135 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.25372500 N N N N N N Five9 Inc 254900MXP6EWY0SFFR59 338307101 -453.00000000 NS USD -29947.83000000 -0.00352916500 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3748.23000000 -0.00044170553 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -94892.95000000 USD 140000.00000000 AUD 2023-06-23 -3748.23000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12157.00000000 0.001432626638 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2024-03-21 0.00000000 CNY 0.00000000 CNY 36000000.00000000 CNY 12157.00000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -16476.74000000 -0.00194168105 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Solvay SA Solvay SA Y Equity - Performance Leg 2023-10-09 0.00000000 EUR 0.00000000 EUR 3281.00000000 EUR -16476.74000000 N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 000000000 1900000.00000000 PA USD 1892895.86000000 0.223065972924 Long DBT CORP SG N 2 2023-07-24 Fixed 4.45000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9861.60000000 0.001162128062 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 PATRICK INDUSTRIES INC Patrick Industries Inc Y 2024-04-03 0.00000000 USD 0.00000000 USD 351975.60000000 USD 9861.60000000 N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 90000.00000000 PA USD 92100.96000000 0.010853523790 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -16.00000000 NC USD 31931.34000000 0.003762909293 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME LEAN FUTURE LME COPPER 2023-09-18 -3268731.34000000 USD 31931.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3167.40000000 0.000373258337 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -120347.90000000 USD 2196000.00000000 MXN 2023-06-23 3167.40000000 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171V100 -1294.00000000 NS USD -107376.12000000 -0.01265360614 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -876.30000000 -0.00010326649 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -28706.03000000 USD 26000.00000000 EUR 2023-06-23 -876.30000000 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECQ2 280000.00000000 PA USD 281999.50000000 0.033231882514 Long DBT CORP US N 2 2026-02-27 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 75.74000000 0.000008925486 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3000.00000000 CHF 3377.68000000 USD 2023-06-20 75.74000000 N N N FUSION ACQUISITION CORP II-A N/A 36118N110 5297.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 32550.85000000 0.003835914684 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ceres Power Holdings PLC Ceres Power Holdings PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 111621.66080000 GBP 32550.85000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1294.85000000 0.000152589997 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -250161600.00000000 KRW 190000.00000000 USD 2023-06-21 1294.85000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -55876.70000000 -0.00658472064 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SWEDENCARE AB SWEDENCARE AB Y Equity - Performance Leg 2023-07-13 0.00000000 SEK 0.00000000 SEK 813749.86000000 SEK -55876.70000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 16401.69000000 0.001932836884 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Biotage AB Biotage AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 20217.00000000 SEK 16401.69000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -1962.52000000 -0.00023127074 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -100000.00000000 AUD 700080.00000000 NOK 2023-06-21 -1962.52000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 209000.00000000 PA USD 165632.50000000 0.019518757233 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2890.87000000 -0.00034067100 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Europris ASA Europris ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 18483.00000000 NOK -2890.87000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 75.00000000 NC USD 29025.00000000 0.003420415248 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 398.00000000 USD 2023-07-21 XXXX -4269.36000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -381.00000000 NC USD -13335.00000000 -0.00157144659 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 115.00000000 USD 2023-08-18 XXXX 31434.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3477.62000000 -0.00040981583 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -414501.31000000 USD 384000.00000000 EUR 2023-06-23 -3477.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4982.95000000 0.000587209583 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -420258.94000000 USD 576900.00000000 CAD 2023-06-23 4982.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -922.09000000 -0.00010866255 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -66984.70000000 USD 60000.00000000 CHF 2023-06-23 -922.09000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 302.00000000 NC USD 12080.00000000 0.001423552668 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased First Horizon Corp First Horizon Corp 100.00000000 10.00000000 USD 2023-06-16 XXXX -37275.78000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 22558.59000000 0.002658389155 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2025-09-20 0.00000000 CNY 0.00000000 CNY 26850000.00000000 CNY 22558.59000000 N N N Willis Engine Securitization T N/A 97064EAC2 189756.46060000 PA USD 146362.95000000 0.017247960932 Long ABS-O CORP US N 2 2043-09-15 Variable 5.43800000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12048.70000000 -0.00141986415 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2024-03-22 0.00000000 SGD 0.00000000 SGD 4110000.00000000 SGD -12048.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1144.92000000 0.000134921682 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -263000.00000000 EUR 282653.33000000 USD 2023-06-23 1144.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2950.15000000 0.000347656780 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -258933.03000000 USD 237850.00000000 CHF 2023-06-23 2950.15000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 310000.00000000 PA USD 298820.60000000 0.035214144252 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 1830000.00000000 PA USD 1758229.69000000 0.207196404573 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -41455.90000000 -0.00488531929 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Georg Fischer AG Georg Fischer AG Y Equity - Performance Leg 2024-03-25 0.00000000 CHF 0.00000000 CHF 4982.00000000 CHF -41455.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8053.44000000 -0.00094904768 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 African Rainbow Minerals Ltd African Rainbow Minerals Ltd Y Equity - Performance Leg 2023-08-30 0.00000000 ZAR 0.00000000 ZAR 4789.00000000 ZAR -8053.44000000 N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAQ4 428000.00000000 PA USD 465664.00000000 0.054875598500 Long DBT CORP US N 2 2028-11-15 Fixed 3.50000000 N N N N Y Wayfair Inc USD XXXX N N N Oak Hill Credit Partners N/A 67098EAG6 310000.00000000 PA USD 287896.91000000 0.033926855506 Long ABS-CBDO CORP KY N 2 2036-10-22 Floating 11.67271000 N N N N N N BAUSCH HEALTH TL 01/27/27 N/A 000000000 562992.45140000 PA USD 446171.52000000 0.052578531287 Long LON CORP US N 2 2027-02-01 Floating 10.41600000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 240000.00000000 PA USD 161659.20000000 0.019050528606 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGU9 484000.00000000 PA USD 478441.56000000 0.056381354264 Long DBT UST US N 2 2025-03-31 Fixed 3.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8250.06000000 -0.00097221812 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Life Healthcare Group Holdings Life Healthcare Group Holdings Ltd Y 2024-01-29 0.00000000 ZAR 0.00000000 ZAR 3883077.74000000 ZAR -8250.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 240.00000000 NC USD 16500.00000000 0.001944422105 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 93.50000000 USD 2023-12-15 XXXX -1960.80000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -8823.78000000 -0.00103982744 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -83840100.00000000 INR 1000000.00000000 USD 2023-09-20 -8823.78000000 N N N Karyopharm Therapeutics Inc 549300J1VANRCNTYST87 48576U106 1000.00000000 NS USD 2260.00000000 0.000266326906 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -190.70000000 -0.00002247280 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -354000.00000000 GBP 440363.11000000 USD 2023-06-20 -190.70000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 80000.00000000 PA USD 69057.96000000 0.008138049937 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -16641.16000000 -0.00196105693 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SCATEC ASA SCATEC ASA Y Equity - Performance Leg 2024-04-26 0.00000000 NOK 0.00000000 NOK 1959558.82000000 NOK -16641.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19000.22000000 0.002239057440 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Societe Generale SA Societe Generale SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 9406.00000000 EUR 19000.22000000 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 310000.00000000 PA USD 215383.29000000 0.025381577587 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -602.46000000 -0.00007099615 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -100000.00000000 AUD 715161.00000000 NOK 2023-06-21 -602.46000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -3323.59000000 -0.00039166435 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -320000.00000000 USD 9600000.00000000 TWD 2023-09-22 -3323.59000000 N N N ATLANTIC COASTAL ACQUISITI-A 549300DD1GOILOBIY455 048453112 5443.00000000 NS USD 333.11000000 0.000039254936 Long EC CORP US N 1 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 557.75000000 0.000065727359 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -215260.00000000 NZD 200000.00000000 AUD 2023-06-21 557.75000000 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 -3944.00000000 NS USD -136068.00000000 -0.01603476527 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 0.96000000 0.000000113130 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 AUD 1302.88000000 USD 2023-06-20 0.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14416.11000000 0.001698848664 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Virgin Money UK PLC Virgin Money UK PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 114118.00000000 GBP 14416.11000000 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 400000.00000000 PA USD 21716.09000000 0.002559105784 Long DBT CORP KY N 2 2027-01-13 Fixed 6.35000000 Y N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 90493.06000000 0.010664042802 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ocado Group PLC Ocado Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 217722.08700000 GBP 90493.06000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1144.61000000 -0.00013488515 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 TERVEYSTALO OYJ TERVEYSTALO OYJ Y 2023-07-17 0.00000000 EUR 0.00000000 EUR 11296.00000000 EUR -1144.61000000 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAG2 118000.00000000 PA USD 98062.98000000 0.011556110668 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 44529.10000000 0.005247476749 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Antofagasta PLC Antofagasta PLC Y Equity - Performance Leg 2024-02-15 0.00000000 GBP 0.00000000 GBP 194170.65450000 GBP 44529.10000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 118234.34000000 0.013933179654 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BARCLAYS BANK PLC BARCLAYS BANK PLC Y 2024-05-03 0.00000000 USD 0.00000000 USD 864000.00000000 USD 118234.34000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -4208.00000000 -0.00049588655 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 1062187.90000000 NOK 2023-06-21 -4208.00000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -14202.53000000 -0.00167367959 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 STENA AB Stena AB Y Default Event 2024-12-20 0.00000000 USD -8815.36000000 USD 273000.00000000 EUR -5387.17000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 3728800000.00000000 PA 937036.48000000 0.110423905769 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AU3 25000.00000000 PA USD 31887.50000000 0.003757743023 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn Entertainment Inc USD XXXX N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD -3577.89000000 -0.00042163202 N/A DFE CORP US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -6592014.00000000 MYR 1430000.00000000 USD 2023-07-20 -3577.89000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1873.11000000 0.000220734332 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2012526.52000000 CNY 285844.34000000 USD 2023-07-17 1873.11000000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 55000.00000000 PA USD 55805.40000000 0.006576318385 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 -467000.00000000 PA -387410.52000000 -0.04565391387 Short DBT NUSS IT N 2 2032-06-01 Fixed 0.95000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 695.88000000 0.000082005118 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 820000.00000000 AUD 695.88000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 84.00000000 NC USD 23352.00000000 0.002751887575 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased DISH Network Corp DISH Network Corp 100.00000000 5.00000000 USD 2025-12-19 XXXX 3053.71000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22849.51000000 0.002692672263 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 UniCredit SpA UniCredit SpA Y Default Event 2028-06-20 31750.25000000 USD 0.00000000 USD 369000.00000000 EUR -8900.74000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 6901.93000000 0.000813349409 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 PG&E Corp PG&E Corp Y 2024-05-03 0.00000000 USD 0.00000000 USD 456828.33000000 USD 6901.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9248.78000000 -0.00108991104 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Reckitt Benckiser Group PLC Reckitt Benckiser Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 299190.08440000 GBP -9248.78000000 N N N VEECO INSTRUMENTS INC 5493004201F72ADDZW04 922417AH3 82000.00000000 PA USD 88724.00000000 0.010455570113 Long DBT CORP US N 2 2029-06-01 Fixed 2.87500000 N N N N N Veeco Instruments Inc USD XXXX N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 73541.88000000 0.008666451947 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 JM AB JM AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 3204408.71000000 SEK 73541.88000000 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCT5 805000.00000000 PA USD 808624.79000000 0.095291388883 Long DBT CORP JP N 2 2026-01-13 Fixed 5.46400000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -95965.44000000 -0.01130892865 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1500000.00000000 USD 1830000000.00000000 KRW 2024-03-15 -95965.44000000 N N N Jaws Juggernaut Acquisition Co N/A 000000000 6381.00000000 NS USD 65820.02000000 0.007756478900 Long EC CORP US N 1 N N N Mirum Pharmaceuticals Inc 254900YZKR40F7F27K81 604749101 -2551.00000000 NS USD -66912.73000000 -0.00788524795 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -10.68000000 -0.00000125857 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -95483000.00000000 KRW 10000000.00000000 JPY 2023-06-21 -10.68000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2588.62000000 0.000305052724 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -553091510.00000000 KRW 419803.80000000 USD 2023-06-21 2588.62000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -5828.85000000 -0.00068689362 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Vestas Wind Systems A/S Vestas Wind Systems A/S Y Equity - Performance Leg 2023-07-12 0.00000000 DKK 0.00000000 DKK 2086863.34000000 DKK -5828.85000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -5527.81000000 -0.00065141793 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -3248232.00000000 SGD 2400000.00000000 USD 2023-07-10 -5527.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11916.58000000 0.001404294640 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Haleon PLC Haleon PLC Y 2024-03-13 0.00000000 GBP 0.00000000 GBP 196096.48490000 GBP 11916.58000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 1140.38000000 0.000134386671 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -16326786.00000000 HKD 2100000.00000000 USD 2024-03-21 1140.38000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -3599.50000000 -0.00042417862 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRANSOCEAN INC Transocean Inc Y 2024-02-10 0.00000000 USD 0.00000000 USD 920000.00000000 USD -3599.50000000 N N N Progress Residential Trust N/A 74333EAG7 230000.00000000 PA USD 199982.77000000 0.023566722343 Long ABS-O CORP US N 2 2038-05-17 Fixed 3.40700000 N N N N N N Prometheus Biosciences Inc N/A 74349U108 5560.00000000 NS USD 1104772.00000000 0.130190490796 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3078.56000000 -0.00036278909 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -109096900.00000000 KRW 11000000.00000000 JPY 2023-06-21 -3078.56000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 5134.97000000 0.000605124192 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2024-03-15 0.00000000 INR 0.00000000 INR 176000000.00000000 INR 5134.97000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -6112.13000000 -0.00072027640 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 CAPMAN OYJ CAPMAN OYJ Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 26668.00000000 EUR -6112.13000000 N N N Flagship Credit Auto Trust N/A 33845FAG1 90000.00000000 PA USD 86976.95000000 0.010249691165 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.12000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 14248.78000000 0.001679129867 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 NuVasive Inc NuVasive Inc Y 2024-05-02 0.00000000 USD 0.00000000 USD 132109.14000000 USD 14248.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 19155.69000000 0.002257378610 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -601000.00000000 EUR 662450.57000000 USD 2023-06-23 19155.69000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 8763.80000000 0.001032759178 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Cementir Holding NV Cementir Holding NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 18482.00000000 EUR 8763.80000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -2771.06000000 -0.00032655214 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 National Instruments Corp National Instruments Corp Y 2024-02-23 0.00000000 USD 0.00000000 USD 5460.00000000 USD -2771.06000000 N N N SOUTHPORT ACQUISITION CORP N/A 84465L113 4946.00000000 NS USD 126.12000000 0.000014862455 Long EC CORP US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBN0 -202000.00000000 PA USD -179769.33000000 -0.02118469449 Short DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -8.07000000 -0.00000095099 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -268.46000000 USD 400.00000000 AUD 2023-06-21 -8.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8776.26000000 -0.00103422751 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SA Corporate Real Estate Ltd SA Corporate Real Estate Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 613456.00000000 ZAR -8776.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14751.55000000 -0.00173837817 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Merlin Properties Socimi SA Merlin Properties Socimi SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 16092.00000000 EUR -14751.55000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -2942.60000000 -0.00034676705 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1100000.00000000 USD 8549200.00000000 HKD 2023-12-15 -2942.60000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -8351.60000000 -0.00098418397 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -340000.00000000 USD 2355952.00000000 CNY 2023-06-21 -8351.60000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4573.02000000 0.000538901889 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Safilo Group SpA Safilo Group SpA Y Equity - Performance Leg 2024-05-24 0.00000000 EUR 0.00000000 EUR 69547.86000000 EUR 4573.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -719.88000000 -0.00008483336 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -152410.73000000 USD 233000.00000000 AUD 2023-06-23 -719.88000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 56.99000000 0.000006715916 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -7360.00000000 EUR 7934.00000000 USD 2023-06-21 56.99000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -7529.08000000 -0.00088725512 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -7256276.64000000 RON 1440000.00000000 EUR 2023-09-29 -7529.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -11222.36000000 -0.00132248514 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1389000.00000000 CAD 1012546.32000000 USD 2023-06-20 -11222.36000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4682.86000000 -0.00055184584 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2027-12-20 9540.80000000 USD 0.00000000 USD 132000.00000000 EUR -14223.66000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -10357.08000000 -0.00122051729 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -260000.00000000 USD 34665262.00000000 JPY 2023-06-21 -10357.08000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -104.72000000 -0.00001234059 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4661.42000000 USD 7000.00000000 AUD 2023-06-20 -104.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4652.33000000 -0.00054824807 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -156588.00000000 USD 1077602.60000000 CNY 2023-06-15 -4652.33000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -534.07000000 -0.00006293681 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -49762.44000000 USD 46000.00000000 EUR 2023-06-20 -534.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4610.09000000 -0.00054327035 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1000000.00000000 USD 1332318.00000000 SGD 2024-01-22 -4610.09000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -418.11000000 -0.00004927165 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -71242.71000000 USD 93922119.94000000 KRW 2023-06-15 -418.11000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 -39.00000000 NS USD -1479.27000000 -0.00017432274 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -36.29000000 -0.00000427655 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6669.78000000 USD 9000.00000000 CAD 2023-06-20 -36.29000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 119.61000000 0.000014095292 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -37375.45000000 USD 30127.89000000 GBP 2023-06-21 119.61000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -829.31000000 -0.00009772901 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-06-20 3146.00000000 USD 0.00000000 USD 143000.00000000 USD -3975.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2906.79000000 -0.00034254707 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -900000.00000000 MXN 47714.24000000 USD 2023-06-23 -2906.79000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 92.40000000 0.000010888763 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 AUD 6601.98000000 USD 2023-06-20 92.40000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1801.45000000 0.000212289648 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -89000.00000000 AUD 59736.68000000 USD 2023-06-20 1801.45000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -1661.48000000 -0.00019579505 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -12272400.00000000 TWD 400000.00000000 USD 2023-07-20 -1661.48000000 N N N MONTREAL EXCHANGE N/A 000000000 3.00000000 NC 105.73000000 0.000012459621 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Long CANADIAN GOVERNMENT Canadian Government Bond 2023-09-20 273198.14000000 USD 105.73000000 N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 200000.00000000 PA USD 70787.69000000 0.008341887831 Long DBT CORP KY N 2 2026-12-15 Fixed 5.62500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -363.00000000 NC USD -25047.00000000 -0.00295163275 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Activision Blizzard Inc Activision Blizzard Inc 100.00000000 65.00000000 USD 2023-08-18 XXXX 12512.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4802.10000000 0.000565897538 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Lotus Bakeries NV Lotus Bakeries NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 289957.39000000 EUR 4802.10000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -88.00000000 NC USD -17952.00000000 -0.00211553125 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 360.00000000 USD 2023-08-18 XXXX 14886.77000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 38086.20000000 0.004488221162 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -2790954.73000000 EUR 3030000.00000000 USD 2023-07-20 38086.20000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 25.85000000 0.000003046261 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -3576.00000000 AUD 2353.77000000 USD 2023-06-21 25.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 45381.97000000 0.005347982160 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Recticel SA Recticel SA Y Equity - Performance Leg 2023-11-21 0.00000000 EUR 0.00000000 EUR 196798.43370000 EUR 45381.97000000 N N N Countrywide Alternative Loan T N/A 12667FVB8 26435.36740000 PA USD 25733.09000000 0.003032484183 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 38789.00000000 NS USD 1984445.24000000 0.233854496451 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 120.57000000 0.000014208422 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -30000.00000000 EUR 32226.03000000 USD 2023-06-20 120.57000000 N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121K104 -243488.00000000 NS USD -3270043.84000000 -0.38535427441 Short EC CORP US N 1 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -61797.31000000 -0.00728242761 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1751042.60000000 USD 12000000.00000000 CNY 2023-06-21 -61797.31000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 1631.25000000 0.000192232639 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -163824.00000000 EUR 176963.24000000 USD 2023-06-21 1631.25000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 49829.00000000 0.005872036914 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -11000000.00000000 CNY 1631795.69000000 USD 2024-03-04 49829.00000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 313.94000000 0.000036995871 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -150809.00000000 NZD 140000.00000000 AUD 2023-06-21 313.94000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -758.80000000 -0.00008941984 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sipef NV Sipef NV Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 928.00000000 EUR -758.80000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -107350.91000000 -0.01265063529 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Duerr AG Duerr AG Y Equity - Performance Leg 2024-02-15 0.00000000 EUR 0.00000000 EUR 15058.00000000 EUR -107350.91000000 N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 95000.00000000 PA USD 74697.74000000 0.008802662840 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 475000.00000000 PA USD 364982.36000000 0.043010895080 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 46323.19000000 0.005458899068 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Lenzing AG Lenzing AG Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 208269.35000000 EUR 46323.19000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -33211.53000000 -0.00391377170 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1400000.00000000 USD 1844836.00000000 SGD 2023-07-20 -33211.53000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -92192.28000000 -0.01086428528 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -2968495.36000000 USD 20000000.00000000 CNY 2024-03-04 -92192.28000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -193568.72000000 -0.02281086654 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 12000000.00000000 BRL -193568.72000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -48375.79000000 -0.00570078517 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 POST HOLDINGS INC Post Holdings Inc Y 2024-03-02 0.00000000 USD 0.00000000 USD 1216000.00000000 USD -48375.79000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 28.00000000 NC 15114.26000000 0.001781121287 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Purchased DEUTSCHE BORSE AKTIENGESELLSCHAFT STOXX EUROPE 600 PRICE INDEX 50.00000000 450.00000000 EUR 2023-08-18 XXXX 4031.54000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 340.65000000 0.000040143478 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1394000.00000000 DKK 200720.08000000 USD 2023-06-20 340.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 36594.57000000 0.004312441869 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Linea Directa Aseguradora SA C Linea Directa Aseguradora SA Cia de Seguros y Reaseguros Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 262830.96930000 EUR 36594.57000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2236.40000000 0.000263545793 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -150000.00000000 EUR 219956.55000000 SGD 2023-06-21 2236.40000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -1408.06000000 -0.00016593109 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -16346610.00000000 HKD 2100000.00000000 USD 2024-03-21 -1408.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21980.58000000 0.002590274281 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CGG SA CGG SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 233066.08030000 EUR 21980.58000000 N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AT5 698000.00000000 PA USD 1181365.00000000 0.139216498209 Long DBT CORP US N 2 2026-11-01 Fixed 5.00000000 N N N N Y United States Steel Corp USD XXXX N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2807.62000000 0.000330860508 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2250000.00000000 SGD 1687846.01000000 USD 2024-03-20 2807.62000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 145.47000000 0.000017142732 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3400.26000000 USD 2023-06-20 145.47000000 N N N CONFLUENT INC 254900MRZ83YWUV7SN74 20717MAB9 657000.00000000 PA USD 533812.50000000 0.062906474248 Long DBT CORP US N 2 2027-01-15 None 0.00000000 N N N N Y Confluent Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 35419.69000000 0.004173989587 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Arbonia AG Arbonia AG Y Equity - Performance Leg 2023-11-08 0.00000000 CHF 0.00000000 CHF 258738.48710000 CHF 35419.69000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 302472.70000000 0.035644521462 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-12-20 223447.77000000 USD 0.00000000 USD 680000.00000000 USD 79024.93000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 3870.88000000 0.000456159069 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Pfeiffer Vacuum Technology AG Pfeiffer Vacuum Technology AG Y Equity - Performance Leg 2024-03-07 0.00000000 EUR 0.00000000 EUR 189303.95000000 EUR 3870.88000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -11347.62000000 -0.00133724625 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Hoegh Autoliners ASA Hoegh Autoliners ASA Y Equity - Performance Leg 2024-04-26 0.00000000 NOK 0.00000000 NOK 20160.00000000 NOK -11347.62000000 N N N Gossamer Bio Inc 549300ZOC0N2W6PSFR58 38341P102 -100.00000000 NS USD -134.00000000 -0.00001579106 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 8605.92000000 0.001014154005 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 MTU Aero Engines AG MTU Aero Engines AG Y Equity - Performance Leg 2023-08-01 0.00000000 EUR 0.00000000 EUR 508.00000000 EUR 8605.92000000 N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857W308 95899.00000000 NS USD 909122.52000000 0.107134419656 Long EC CORP GB N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -119.96000000 -0.00001413653 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6541.05000000 USD 6000.00000000 EUR 2023-06-20 -119.96000000 N N N 3D SYSTEMS CORP 5493003HHDOCCW4OP744 88554DAD8 174000.00000000 PA USD 129303.75000000 0.015237640593 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y 3D Systems Corp USD XXXX N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 102.00000000 NC USD 102.00000000 0.000012020063 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 115.00000000 USD 2023-06-16 XXXX -12293.97000000 N N N Countrywide Alternative Loan T N/A 12667FLT0 10361.89730000 PA USD 10006.22000000 0.001179170627 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 5.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1873.43000000 0.000220772042 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2012526.52000000 CNY 285844.66000000 USD 2023-07-17 1873.43000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -16971.06000000 -0.00199993358 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hera SpA Hera SpA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 189259.08600000 EUR -16971.06000000 N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 65000.00000000 PA USD 64541.49000000 0.007605812113 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 181141.00000000 NS USD 3068528.54000000 0.361606952968 Long EC CORP US N 1 N N N UNITED AIR 2019-2 B PTT N/A 90932KAA7 268544.43000000 PA USD 244825.81000000 0.028851194964 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N KAISA GROUP HLDGS N/A 000000000 399000.00000000 PA USD 30124.50000000 0.003549984467 Long DBT CORP CN N 2 2022-10-22 Fixed 11.95000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 41.00000000 NC USD 7052.00000000 0.000831034223 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Twilio Inc Twilio Inc 100.00000000 75.00000000 USD 2023-06-16 XXXX -10376.65000000 N N N NEW METRO GLOBAL LTD 549300HJRNTCANEH0D47 000000000 200000.00000000 PA USD 90163.00000000 0.010625147289 Long DBT CORP VG N 2 2025-10-15 Fixed 4.62500000 N N N N N N Aequi Acquisition Corp N/A 00775W102 4844.00000000 NS USD 50086.96000000 0.005902435891 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust N/A 553514AL4 340000.00000000 PA USD 233927.51000000 0.027566898271 Long ABS-MBS CORP US N 2 2030-10-15 Variable 4.28034200 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 10460.68000000 0.001232725904 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -3401340.00000000 CNY 500000.00000000 USD 2024-03-15 10460.68000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2771.17000000 0.000326565103 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -168000.00000000 AUD 112132.05000000 USD 2023-06-20 2771.17000000 N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAA3 372000.00000000 PA USD 343187.45000000 0.040442500851 Long DBT CORP US N 2 2026-01-15 Fixed 7.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 942.35000000 0.000111050070 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -194272.65000000 USD 177300.00000000 CHF 2023-06-23 942.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3062.69000000 0.000360918917 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -108000.00000000 CHF 121975.38000000 USD 2023-06-23 3062.69000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -27382.81000000 -0.00322689339 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Intesa Sanpaolo SpA Intesa Sanpaolo SpA Y 2024-04-22 0.00000000 EUR 0.00000000 EUR 83737.00000000 EUR -27382.81000000 N N N NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 000000000 1.00000000 NC USD 4717.38000000 0.000555913815 N/A DFE CORP US N 2 NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 -521989339.00000000 CLP 644670.05000000 USD 2023-07-20 4717.38000000 N N N Wells Fargo Commercial Mortgag 549300BSYX29G4VVM177 95000MBV2 100000.00000000 PA USD 73847.77000000 0.008702499176 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.12029800 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 2.00000000 NC USD 9900.00000000 0.001166653263 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1650.00000000 USD 2023-09-29 XXXX -306.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -12.00000000 NC USD -6900.00000000 -0.00081312197 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 4000.00000000 USD 2023-06-16 XXXX 5682.96000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -244.16000000 -0.00002877273 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Greenhill & Co Inc Greenhill & Co Inc Y 2024-05-30 0.00000000 USD 0.00000000 USD 4680.00000000 USD -244.16000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 7540.40000000 0.000888589117 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Paradox Interactive AB Paradox Interactive AB Y Equity - Performance Leg 2024-05-06 0.00000000 SEK 0.00000000 SEK 5739.00000000 SEK 7540.40000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -11337.69000000 -0.00133607606 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1500000.00000000 USD 84355050.00000000 PHP 2024-09-20 -11337.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4549.20000000 0.000536094851 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Victrex PLC Victrex PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 62824.16700000 GBP 4549.20000000 N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 34250.00000000 PA USD 32719.71000000 0.003855813782 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 119.00000000 NC USD 14875.00000000 0.001752925988 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 110.00000000 USD 2023-08-18 XXXX -7500.46000000 N N N Sculptor Acquisition Corp I N/A 000000000 14028.00000000 NS USD 147294.00000000 0.017357679368 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 -7111.00000000 NS USD -575777.67000000 -0.06785180783 Short EC CORP US N 1 N N N RIVIAN HLD/AUTO LLC N/A 76954LAA7 -299000.00000000 PA USD -293221.62000000 -0.03455433937 Short DBT CORP US N 2 2026-10-15 Floating 10.93114000 N N N N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 -169.00000000 NS USD -25164.10000000 -0.00296543226 Short EC CORP SE N 1 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 -10.00000000 NC -195792.12000000 -0.02307288037 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2023-06-13 -10469917.56000000 USD -195792.12000000 N N N Maps LTD N/A 55292RAA9 272768.10000000 PA USD 238525.28000000 0.028108716794 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N Century Aluminum Co 549300U5ODNGEYWKSW73 156431108 -20192.00000000 NS USD -158305.28000000 -0.01865529004 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2128.23000000 0.000250798633 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -76000.00000000 AUD 51606.79000000 USD 2023-06-23 2128.23000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 6.00000000 NC 1765.66000000 0.000208072020 N/A DE CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Put Purchased NIKKEI NIKKEI 225 1000.00000000 29500.00000000 JPY 2023-06-09 XXXX -3569.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21135.37000000 0.002490671553 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 DE LA RUE PLC DE LA RUE PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 43534.24740000 GBP 21135.37000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -69.16000000 -0.00000815007 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4471.74000000 USD 4000.00000000 CHF 2023-06-20 -69.16000000 N N N TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 000000000 1.00000000 NC -22011.90000000 -0.00259396514 N/A DIR CORP US N 2 TULLETT PREBON FINANCIAL SERVICES LLC 5493002MIGPVI71S2611 Y 2032-09-15 0.00000000 EUR 0.00000000 EUR 2236000.00000000 EUR -22011.90000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -2342.26000000 -0.00027602073 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1500000.00000000 USD 2022317.00000000 SGD 2023-07-10 -2342.26000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DM9 610000.00000000 PA USD 611949.60000000 0.072114444217 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 224.00000000 NC USD 13440.00000000 0.001583820187 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.00000000 USD 2024-04-19 XXXX -453.48000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -236.20000000 -0.00002783469 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -24723.43000000 USD 22880.00000000 EUR 2023-06-21 -236.20000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -12.14000000 -0.00000143062 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 GBP 7454.87000000 USD 2023-06-20 -12.14000000 N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AB2 820000.00000000 PA USD 829225.00000000 0.097718995168 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N Y Burlington Stores Inc USD XXXX N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAB3 260000.00000000 PA USD 248687.79000000 0.029306305224 Long DBT CORP US N 2 2025-04-15 Fixed 8.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20293.78000000 0.002391495420 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-12-20 5993.91000000 SGD 0.00000000 SGD 4348800.00000000 SGD 14299.87000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 7756.01000000 0.000913997411 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -26694882.00000000 JPY 200000.00000000 USD 2023-06-21 7756.01000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 32320.00000000 0.003808710451 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3950.00000000 USD 2023-09-29 XXXX -2685.32000000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 14214.90000000 0.001675137320 Long DBT CORP KY N 2 2025-11-11 Fixed 11.70000000 Y N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -62624.36000000 -0.00737989029 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1600000.00000000 USD 30467520.00000000 ZAR 2023-07-20 -62624.36000000 N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 555000.00000000 PA USD 565767.00000000 0.066672112803 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -33143.96000000 -0.00390580899 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Fluidra SA Fluidra SA Y Equity - Performance Leg 2023-09-29 0.00000000 EUR 0.00000000 EUR 388915.87820000 EUR -33143.96000000 N N N LONDON STOCK EXCHANGE PLC 213800D1EI4B9WTWWD28 000000000 -1799.00000000 NC -128677.35000000 -0.01516382326 N/A DE CORP GB N 1 LONDON STOCK EXCHANGE PLC 213800D1EI4B9WTWWD28 Put Written Vodafone Group PLC Vodafone Group PLC 1000.00000000 75.00000000 GBP 2023-09-15 XXXX -95427.52000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 32.00000000 NC USD 6464.00000000 0.000761742090 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased DISH Network Corp DISH Network Corp 100.00000000 5.00000000 USD 2025-01-17 XXXX -494.99000000 N N N DYE & DURHAM LIMITED N/A 267488AA2 1191000.00000000 PA 680822.10000000 0.080230638850 Long DBT CORP CA N 2 2026-03-01 Fixed 3.75000000 N N N N N Dye & Durham Ltd CAD XXXX N N N General Motors Co 54930070NSV60J38I987 37045V100 46344.00000000 NS USD 1502009.04000000 0.177002398773 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2023.51000000 -0.00023845803 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 DAIMLER AG DAIMLER AG Y Default Event 2028-06-20 0.00000000 USD -2243.57000000 USD 146000.00000000 EUR 220.06000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -3.00000000 -0.00000035353 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Procter & Gamble Co/The Procter & Gamble Co/The 100.00000000 160.00000000 USD 2023-06-16 XXXX 175.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2319.11000000 -0.00027329265 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -715000.00000000 GBP 887421.11000000 USD 2023-06-16 -2319.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -837.40000000 -0.00009868236 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -90000.00000000 GBP 111175.25000000 USD 2023-06-23 -837.40000000 N N N Vericrest Opportunity Loan Tra N/A 92873AAA6 200481.44000000 PA USD 186804.40000000 0.022013733620 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.23950000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 4862.15000000 0.000572974056 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Karnov Group AB Karnov Group AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 1185727.18000000 SEK 4862.15000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 6832.02000000 0.000805110952 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2467530000.00000000 KRW 1900000.00000000 USD 2024-03-15 6832.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 134.38000000 0.000015835845 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 CHF 8939.55000000 USD 2023-06-20 134.38000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1503.82000000 0.000177215809 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Y 2028-07-20 0.00000000 CZK 0.00000000 CZK 2871608.00000000 CZK 1503.82000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -285.37000000 -0.00003362907 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ASR Nederland NV ASR Nederland NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1216.00000000 EUR -285.37000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -12.55000000 -0.00000147893 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -101028.89000000 USD 5682268.89000000 PHP 2023-07-20 -12.55000000 N N N Thunder Bridge Capital Partner N/A 88605L107 12385.00000000 NS USD 126946.25000000 0.014959823920 Long EC CORP US N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 1417.50000000 0.000167043535 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2033-05-26 0.00000000 NZD 0.00000000 NZD 684000.00000000 NZD 1417.50000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3428.02000000 -0.00040397077 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Societe Generale SA Societe Generale SA Y Default Event 2023-12-20 1800.44000000 USD 0.00000000 USD 700000.00000000 EUR -5228.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 40.48000000 0.000004770315 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 AUD 1342.40000000 USD 2023-06-20 40.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 28083.83000000 0.003309504233 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -756000.00000000 EUR 837286.71000000 USD 2023-06-23 28083.83000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 86.00000000 NC USD 4988.00000000 0.000587804694 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 85.00000000 USD 2023-06-23 XXXX 212.80000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -501.79000000 -0.00005913282 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -122870.61000000 EUR 131000.00000000 USD 2023-06-21 -501.79000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -106553.24000000 -0.01255663486 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1500000.00000000 USD 1816200000.00000000 KRW 2024-03-15 -106553.24000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -84.62000000 -0.00000997193 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4828.18000000 USD 33000.00000000 DKK 2023-06-20 -84.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2734.94000000 -0.00032229562 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -109772.36000000 USD 100000.00000000 EUR 2023-06-23 -2734.94000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 70000.00000000 PA USD 32345.85000000 0.003811756712 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N COMMODITY EXCHANGE, INC. N/A 000000000 35.00000000 NC USD 2328.55000000 0.000274405096 N/A DCO CORP US N 1 COMMODITY EXCHANGE, INC. N/A Long GOLD GOLD 2023-08-29 6935021.45000000 USD 2328.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -142.21000000 -0.00001675856 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6563.30000000 USD 6000.00000000 EUR 2023-06-20 -142.21000000 N N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 000000000 360.00000000 NS 314758.40000000 0.037092314593 Long EC CORP FR N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 18297.14000000 0.002156203847 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -797000.00000000 AUD 537170.99000000 USD 2023-06-23 18297.14000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 5458.88000000 0.000643294966 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 AVI Ltd AVI Ltd Y 2024-05-20 0.00000000 ZAR 0.00000000 ZAR 4079937.40000000 ZAR 5458.88000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -24195.60000000 -0.00285130057 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Stellantis NV Stellantis NV Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 25448.00000000 EUR -24195.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2480.42000000 -0.00029230202 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -222859.71000000 USD 299000.00000000 CAD 2023-06-20 -2480.42000000 N N N MITCHELLS & BUTLERS FINA 213800E7QA1U8BF34219 000000000 251695.00000000 PA 287496.63000000 0.033879685004 Long DBT CORP GB N 2 2028-12-15 Fixed 6.01300000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -27.00000000 NC USD 81005.78000000 0.009546026017 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short LOW SULPHUR GAS OIL LOW SULPHUR GAS OIL 2023-07-12 -1854230.78000000 USD 81005.78000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 20.00000000 NC USD 1780.00000000 0.000209761899 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased United States Steel Corp United States Steel Corp 100.00000000 15.00000000 USD 2024-01-19 XXXX -347.36000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6720.55000000 -0.00079197490 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Commerzbank AG Commerzbank AG Y Equity - Performance Leg 2023-12-18 0.00000000 EUR 0.00000000 EUR 20110.00000000 EUR -6720.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 27764.83000000 0.003271912072 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Marks & Spencer Group PLC Marks & Spencer Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 124352.00000000 GBP 27764.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -33.73000000 -0.00000397487 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3719.00000000 USD 5000.00000000 CAD 2023-06-20 -33.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5216.95000000 0.000614785024 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Jacquet Metals SACA Jacquet Metals SACA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1751.00000000 EUR 5216.95000000 N N N CDW LLC/CDW FINANCE N/A 12513GBF5 230000.00000000 PA USD 197529.93000000 0.023277670445 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N JUST EAT TAKEAWAY 724500FVZIBSSQ7SHI95 000000000 700000.00000000 PA 492229.50000000 0.058006177011 Long DBT CORP NL N 2 2028-02-09 Fixed 0.62500000 N N N N N Just Eat Takeaway.com NV GBP XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2253.37000000 0.000265545602 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -308075.72000000 USD 281850.00000000 CHF 2023-06-23 2253.37000000 N N N First Horizon Corp TF3RXI1ZB1TQ30H9JV10 320517105 37700.00000000 NS USD 388687.00000000 0.045804339081 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 587.45000000 0.000069227319 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -47858.46000000 USD 44000.00000000 CHF 2023-06-23 587.45000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 240.12000000 0.000028296644 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -134166.13000000 USD 108000.00000000 GBP 2023-06-20 240.12000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 18.00000000 NC USD 180.00000000 0.000021211877 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Live Nation Entertainment Inc Live Nation Entertainment Inc 100.00000000 45.00000000 USD 2023-06-16 XXXX -288.52000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 3144.50000000 0.000370559715 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Chesnara PLC Chesnara PLC Y Equity - Performance Leg 2023-12-25 0.00000000 GBP 0.00000000 GBP 79845.58000000 GBP 3144.50000000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 13003.96000000 0.001532435592 Long DBT CORP KY N 2 2026-06-01 Fixed 11.65000000 N N N N N N Indus Realty Trust Inc 549300FS2G2L16L2GO91 45580R103 42768.00000000 NS USD 2856902.40000000 0.336668132078 Long EC CORP US N 1 N N N UBS FINANCIAL SERVICES INC. ETYRV6ORNFJB5NONI676 000000000 1.00000000 NC USD 76296.62000000 0.008991080878 N/A DFE CORP US N 2 UBS FINANCIAL SERVICES INC. ETYRV6ORNFJB5NONI676 -130540493.98000000 PHP 2396975.68000000 USD 2023-07-20 76296.62000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -144.99000000 -0.00001708616 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -19408.27000000 USD 18000.00000000 EUR 2023-06-20 -144.99000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 6785.11000000 0.000799582901 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2028-06-21 0.00000000 MYR 0.00000000 MYR 7680000.00000000 MYR 6785.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 141.72000000 0.000016700818 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -66000.00000000 CAD 48791.34000000 USD 2023-06-23 141.72000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -74475.13000000 -0.00877642964 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1400000.00000000 USD 9366329.00000000 CNY 2023-08-21 -74475.13000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -455.63000000 -0.00005369315 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -69849.57000000 USD 9636000.00000000 JPY 2023-06-21 -455.63000000 N N N IAMGOLD Corp 254900E7II30XAB9LA72 450913108 401596.00000000 NS USD 1084309.20000000 0.127779077423 Long EC CORP CA N 1 N N N Porch Group Inc 549300NXEI7CVW8IXQ90 733245104 -950.00000000 NS USD -1339.50000000 -0.00015785172 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4813.24000000 0.000567210318 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 EFG INTERNATIONAL AG EFG INTERNATIONAL AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 32141.00000000 CHF 4813.24000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -995.01000000 -0.00011725572 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -177280.00000000 SGD 200000.00000000 AUD 2023-06-21 -995.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -7.81000000 -0.00000092035 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -160000.00000000 SGD 118482.63000000 USD 2023-07-10 -7.81000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 689.65000000 0.000081270951 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -21000.00000000 EUR 23163.47000000 USD 2023-06-20 689.65000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -10063.73000000 -0.00118594782 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -42436500.00000000 INR 500000.00000000 USD 2023-10-16 -10063.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 44.44000000 0.000005236976 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -210290.43000000 USD 169000.00000000 GBP 2023-06-23 44.44000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -7762.02000000 -0.00091470565 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Cliq Digital AG Cliq Digital AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 7078.00000000 EUR -7762.02000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -112317.19000000 -0.01323588042 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2025-12-20 127.62000000 KRW 0.00000000 KRW 9564000000.00000000 KRW -112444.81000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 493.43000000 0.000058147648 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 ALIMAK GROUP AB ALIMAK GROUP AB Y 2024-04-25 0.00000000 SEK 0.00000000 SEK 324529.44000000 SEK 493.43000000 N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AF3 233000.00000000 PA USD 230709.12000000 0.027187631080 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -57.88000000 -0.00000682079 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -18897.21000000 USD 15137.71000000 GBP 2023-06-21 -57.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 969.96000000 0.000114303737 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Dogus Otomotiv Servis ve Ticar Dogus Otomotiv Servis ve Ticaret AS Y Equity - Performance Leg 2024-01-22 0.00000000 USD 0.00000000 USD 2022.00000000 TRY 969.96000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 427.37000000 0.000050362889 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -120000.00000000 USD 3695412.00000000 TWD 2023-06-12 427.37000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -7.00000000 NC USD -9730.00000000 -0.00114661982 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1400.00000000 USD 2023-09-29 XXXX 7300.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2792.34000000 -0.00032905985 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -65425.05000000 USD 104000.00000000 NZD 2023-06-23 -2792.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 3740.09000000 0.000440746283 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1482000.00000000 DKK 216769.01000000 USD 2023-06-20 3740.09000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -12168.11000000 -0.00143393588 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -200000.00000000 USD 26082220.00000000 JPY 2023-06-21 -12168.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1930.30000000 0.000227473817 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -398000.00000000 CAD 295302.24000000 USD 2023-06-23 1930.30000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 16072.00000000 NS USD 5277884.08000000 0.621965725725 Long EC CORP US N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD -24844.35000000 -0.00292775171 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2043-03-16 0.00000000 USD 0.00000000 USD 1606000.00000000 USD -24844.35000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -39091.53000000 -0.00460669303 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1000000.00000000 SGD 704007.21000000 USD 2023-09-25 -39091.53000000 N N N Invesco QQQ Trust Series 1 549300VY6FEJBCIMET58 46090E103 -2221.00000000 NS USD -772885.79000000 -0.09107977060 Short EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -66699.10000000 -0.00786007299 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16645000.00000000 CAD 12202587.14000000 USD 2023-06-23 -66699.10000000 N N N ACHV ABS TRUST N/A 00091XAD9 100000.00000000 PA USD 100919.76000000 0.011892764376 Long ABS-O CORP US N 2 2030-03-18 Fixed 8.47000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -25305.37000000 -0.00298208004 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -12374136000.00000000 IDR 800000.00000000 USD 2023-06-21 -25305.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20985.03000000 0.002472954921 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Dr Martens PLC Dr Martens PLC Y Equity - Performance Leg 2024-04-24 0.00000000 GBP 0.00000000 GBP 290692.27000000 GBP 20985.03000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1673.94000000 -0.00019726339 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -54112.86000000 USD 49000.00000000 EUR 2023-06-20 -1673.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -869.92000000 -0.00010251464 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -132836.39000000 USD 171285880.00000000 KRW 2024-06-21 -869.92000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1833.30000000 -0.00021604297 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -13650000.00000000 HKD 1750000.00000000 USD 2023-12-22 -1833.30000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -5675.56000000 -0.00066882935 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Rana Gruber ASA Rana Gruber ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 11209.00000000 NOK -5675.56000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 23960.39000000 0.002823582543 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Envestnet Inc Envestnet Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 157996.69760000 USD 23960.39000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -18192.40000000 -0.00214386089 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Dometic Group AB Dometic Group AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 3149740.07000000 SEK -18192.40000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 585000.00000000 PA USD 460953.09000000 0.054320447134 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 17155.41000000 0.002021658086 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 UnipolSai Assicurazioni SpA UnipolSai Assicurazioni SpA Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 203453.00000000 EUR 17155.41000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 24196.00000000 0.002851347712 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3890.00000000 USD 2023-09-15 XXXX -1049.60000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 28.00000000 NC USD 7560.00000000 0.000890898855 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Dick's Sporting Goods Inc Dick's Sporting Goods Inc 100.00000000 125.00000000 USD 2023-06-16 XXXX -5557.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4312.80000000 -0.00050823658 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Elis SA Elis SA Y Equity - Performance Leg 2024-02-26 0.00000000 EUR 0.00000000 EUR 4106.00000000 EUR -4312.80000000 N N N CAESAR 01/23/30 N/A 000000000 44000.00000000 PA USD 43697.50000000 0.005149477875 Long LON CORP US N 2 2030-01-23 Floating 8.50300000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -409.79000000 -0.00004829119 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -20287.60000000 USD 26861.00000000 SGD 2023-06-21 -409.79000000 N N N Conyers Park III Acquisition C N/A 21289P102 32395.00000000 NS USD 330105.05000000 0.038900821593 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -15791.15000000 -0.00186088855 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -907509.64000000 USD 1200000.00000000 SGD 2023-09-25 -15791.15000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -3129.71000000 -0.00036881680 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 160.35000000 USD 0.00000000 USD 362000.00000000 USD -3290.06000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 79.56000000 0.000009375649 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -6139580.00000000 TWD 200000.00000000 USD 2023-06-05 79.56000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -2.92000000 -0.00000034410 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -305.43000000 USD 4535600.00000000 IDR 2023-06-21 -2.92000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -703.20000000 -0.00008286773 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2500000.00000000 USD 3377906.00000000 SGD 2023-06-16 -703.20000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 2043000.00000000 PA USD 1136334.99000000 0.133909992339 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 23649.42000000 0.002786936668 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Construcciones y Auxiliar de F Construcciones y Auxiliar de Ferrocarriles SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 8857.00000000 EUR 23649.42000000 N N N Algonquin Power & Utilities Co 549300K5VIUTJXQL7X75 015857105 33710.00000000 NS USD 284175.30000000 0.033488286976 Long EC CORP CA N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -445.90000000 -0.00005254653 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -79000.00000000 GBP 97869.78000000 USD 2023-06-20 -445.90000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6368.62000000 -0.00075050215 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 UNIQA Insurance Group AG UNIQA Insurance Group AG Y Equity - Performance Leg 2024-03-18 0.00000000 EUR 0.00000000 EUR 196335.27000000 EUR -6368.62000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2154.67000000 -0.00025391442 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -143000.00000000 CHF 155237.70000000 USD 2023-06-20 -2154.67000000 N N N Plug Power Inc 549300JPDKRSJ8JSM954 72919P202 -162157.00000000 NS USD -1349146.24000000 -0.15898847105 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5048.78000000 0.000594967238 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Hunting PLC Hunting PLC Y 2024-03-13 0.00000000 GBP 0.00000000 GBP 44309.11630000 GBP 5048.78000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 128.00000000 NC USD 3200.00000000 0.000377100044 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Barclays PLC Barclays PLC 100.00000000 5.00000000 USD 2024-01-19 XXXX 509.44000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 29488.46000000 0.003475031119 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1834414.00000000 SGD 1400000.00000000 USD 2024-01-22 29488.46000000 N N N M3-BRIGADE ACQUISITION II-A N/A 553800111 7608.00000000 NS USD 228.24000000 0.000026896660 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -66727.94000000 -0.00786347161 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ENCORE CAPITAL GROUP INC Encore Capital Group Inc Y 2024-03-02 0.00000000 USD 0.00000000 USD 688000.00000000 USD -66727.94000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 21534.73000000 0.002537733639 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 NEXTERA ENERGY PARTNERS NextEra Energy Partners LP Y 2024-03-28 0.00000000 USD 0.00000000 USD 736000.00000000 USD 21534.73000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2148.78000000 0.000253220323 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Poste Italiane SpA Poste Italiane SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 5801.00000000 EUR 2148.78000000 N N N GS Mortgage Securities Trust N/A 36191YAL2 195000.00000000 PA USD 63737.97000000 0.007511122291 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15255500 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -7030.35000000 -0.00082848290 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Strabag SE Strabag SE Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 6194.00000000 EUR -7030.35000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -726.14000000 -0.00008557107 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -2500000.00000000 USD 3377875.00000000 SGD 2023-06-16 -726.14000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 25514.33000000 0.003006704682 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2028-12-16 160.02000000 KRW 0.00000000 KRW 3046000000.00000000 KRW 25354.31000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 39965.30000000 0.004709661379 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 NCAB GROUP AB NCAB GROUP AB Y Equity - Performance Leg 2024-04-04 0.00000000 SEK 0.00000000 SEK 29844.00000000 SEK 39965.30000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -13494.85000000 -0.00159028391 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 NextEra Energy Partners LP NextEra Energy Partners LP Y 2024-03-28 0.00000000 USD 0.00000000 USD 208806.50000000 USD -13494.85000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -460.65000000 -0.00005428472 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -23574.22000000 USD 21000.00000000 CHF 2023-06-20 -460.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -27013.02000000 -0.00318331595 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -740550.00000000 USD 5060755.78000000 CNY 2023-06-15 -27013.02000000 N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 285000.00000000 PA USD 232789.05000000 0.027432737860 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 18.00000000 NC USD 6750.00000000 0.000795445406 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 2800.00000000 USD 2023-09-15 XXXX -3021.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -86235.13000000 -0.01016227230 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 On the Beach Group PLC On the Beach Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 210603.00000000 GBP -86235.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3505.02000000 0.000413044749 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -306000.00000000 AUD 202721.33000000 USD 2023-06-23 3505.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 12548.94000000 0.001478814323 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -956000.00000000 AUD 634937.15000000 USD 2023-06-23 12548.94000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -0.69000000 -0.00000008131 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -330.03000000 USD 45532.00000000 JPY 2023-07-19 -0.69000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -214.21000000 -0.00002524331 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 NIPPON PAPER INDUSTRIES CO LTD NIPPON PAPER INDUSTRIES CO LTD Y Default Event 2024-12-20 999.13000000 USD 0.00000000 USD 7245000.00000000 JPY -1213.34000000 N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 150000.00000000 PA USD 121197.77000000 0.014282401400 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7927.55000000 -0.00093421233 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Guerbet Guerbet Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3077.00000000 EUR -7927.55000000 N N N Preston Ridge Partners Mortgag N/A 69359UAB1 130000.00000000 PA USD 116548.39000000 0.013734500960 Long ABS-MBS CORP US N 2 2026-03-25 Variable 3.77000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 10821.75000000 0.001275275752 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Steico SE Steico SE Y Equity - Performance Leg 2024-02-09 0.00000000 EUR 0.00000000 EUR 82763.37610000 EUR 10821.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5209.64000000 0.000613923586 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -597000.00000000 NZD 364745.51000000 USD 2023-06-23 5209.64000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 2484.42000000 0.000292773404 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -266904.00000000 SGD 200000.00000000 USD 2023-06-21 2484.42000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1668.49000000 -0.00019662114 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -100000.00000000 USD 1474324000.00000000 IDR 2023-06-21 -1668.49000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 39115.84000000 0.004609557816 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2025-07-20 0.00000000 CZK 0.00000000 CZK 222789596.00000000 CZK 39115.84000000 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 80000.00000000 PA USD 80647.69000000 0.009503827344 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2739.32000000 -0.00032281177 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Lindab International AB Lindab International AB Y Equity - Performance Leg 2024-05-08 0.00000000 SEK 0.00000000 SEK 5185.00000000 SEK -2739.32000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -52.00000000 NC USD -43680.00000000 -0.00514741560 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 60.00000000 USD 2023-09-15 XXXX -10558.27000000 N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 -158.00000000 NS USD -17343.66000000 -0.00204384217 Short EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A 466247EV1 45641.12400000 PA USD 44646.07000000 0.005261260934 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 487.23000000 0.000057417017 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -66000.00000000 EUR 71119.24000000 USD 2023-06-20 487.23000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1350.42000000 -0.00015913857 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 STENA AB Stena AB Y Default Event 2027-06-20 296.75000000 USD 0.00000000 USD 29000.00000000 EUR -1647.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6482.97000000 -0.00076397758 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 L'Oreal SA L'Oreal SA Y Equity - Performance Leg 2023-08-09 0.00000000 EUR 0.00000000 EUR 104382.01490000 EUR -6482.97000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1523.25000000 0.000179505513 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CASINO GUICHARD PERRACHON SA CASINO GUICHARD PERRACHON SA Y Default Event 2023-06-20 897.19000000 USD 0.00000000 USD 15000.00000000 EUR 626.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -53909.79000000 -0.00635293256 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Dino Polska SA Dino Polska SA Y Equity - Performance Leg 2023-07-14 0.00000000 USD 0.00000000 USD 228664.00850000 PLN -53909.79000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 4702.73000000 0.000554187404 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2024-12-20 0.00000000 USD 0.00000000 USD 2160000.00000000 USD 4702.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7321.05000000 -0.00086274008 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -116026.72000000 USD 15090000.00000000 JPY 2023-06-23 -7321.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 32154.31000000 0.003789184917 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Supermarket Income Reit PLC Supermarket Income Reit PLC Y Equity - Performance Leg 2023-09-15 0.00000000 GBP 0.00000000 GBP 157405.77340000 GBP 32154.31000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 2038.29000000 0.000240199765 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -14497600.00000000 PHP 260000.00000000 USD 2023-06-21 2038.29000000 N N N NATIONAL HEALTH INVESTOR 549300ZPKZIG6DKDEC02 63633DAF1 30000.00000000 PA USD 21964.84000000 0.002588419420 Long DBT CORP US N 2 2031-02-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -32938.84000000 -0.00388163688 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Wizz Air Holdings Plc Wizz Air Holdings Plc Y Equity - Performance Leg 2023-12-19 0.00000000 GBP 0.00000000 GBP 231289.58450000 GBP -32938.84000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -27239.24000000 -0.00320997456 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-04-11 0.00000000 INR -39694.29000000 INR 228480000.00000000 INR 12455.05000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -114.84000000 -0.00001353317 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5465.75000000 USD 5000.00000000 EUR 2023-06-20 -114.84000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 801.42000000 0.000094442349 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2026-12-18 0.00000000 USD -360.00000000 USD 552000.00000000 USD 1161.42000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 183.11000000 0.000021578371 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -41000.00000000 DKK 6076.62000000 USD 2023-06-20 183.11000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -201.43000000 -0.00002373726 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -7497.00000000 USD 12114.00000000 NZD 2023-06-21 -201.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -807.38000000 -0.00009514469 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -108895.76000000 USD 101000.00000000 EUR 2023-06-20 -807.38000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 489.89000000 0.000057730481 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -26000.00000000 AUD 17414.79000000 USD 2023-06-20 489.89000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -1869.99000000 -0.00022036666 N/A DIR CORP AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 Y 2023-06-21 0.00000000 CNY 0.00000000 CNY 48000000.00000000 CNY -1869.99000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -8553.91000000 -0.00100802495 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ForFarmers NV ForFarmers NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 26776.00000000 EUR -8553.91000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 402.14000000 0.000047389691 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -200000.00000000 USD 265668000.00000000 KRW 2023-06-21 402.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -28.10000000 -0.00000331140 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1952000.00000000 JPY 14033.76000000 USD 2023-06-23 -28.10000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3742.35000000 0.000441012610 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Energy Transfer LP Energy Transfer LP Y 2023-10-18 0.00000000 USD 0.00000000 USD 7650.00000000 USD 3742.35000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3.77000000 -0.00000044427 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 CAD 2944.45000000 USD 2023-06-20 -3.77000000 N N N COWEN AND COMPANY, LLC 549300WR155U7DVMIW58 000000000 1.00000000 NC -155336.93000000 -0.01830548851 N/A DE CORP US N 2 COWEN AND COMPANY, LLC 549300WR155U7DVMIW58 EMIS Group PLC EMIS Group PLC Y Equity - Performance Leg 2024-03-22 0.00000000 GBP 0.00000000 GBP 25964.00000000 GBP -155336.93000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -4.00000000 NC USD -4553.07000000 -0.00053655090 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short GASOLINE RBOB GASOLINE RBOB 2023-06-30 -406005.33000000 USD -4553.07000000 N N N Khosla Ventures Acquisition Co N/A 482504107 48524.00000000 NS USD 498341.48000000 0.058726435739 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 647.00000000 NS USD 467735.71000000 0.055119736604 Long EC CORP NL N 1 N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAH5 200000.00000000 PA USD 199431.49000000 0.023501757433 Long DBT CORP IE N 2 2028-05-03 Fixed 5.45000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 30.00000000 NC USD -13491.73000000 -0.00158991624 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long BRITISH POUND CURRENCY BRITISH POUND CURRENCY 2023-06-16 2343741.73000000 USD -13491.73000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2678.42000000 0.000315635094 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 OKEA ASA OKEA ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 98953.00000000 NOK 2678.42000000 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 80000.00000000 PA USD 78314.78000000 0.009228908448 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 389.55000000 0.000045906038 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SpareBank 1 Nord Norge SpareBank 1 Nord Norge Y Equity - Performance Leg 2023-09-20 0.00000000 NOK 0.00000000 NOK 517306.79000000 NOK 389.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2029.43000000 -0.00023915566 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -90854.54000000 USD 83000.00000000 EUR 2023-06-20 -2029.43000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796Y29 200000.00000000 PA USD 198390.21000000 0.023379049078 Long DBT UST US N 2 2023-07-27 None 0.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 788.40000000 0.000092908023 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -27000.00000000 EUR 29683.31000000 USD 2023-06-20 788.40000000 N N N Mercury Systems Inc 549300P3B84SGK7HH679 589378108 6174.00000000 NS USD 250602.66000000 0.029531960712 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3142.85000000 0.000370365273 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Henry Boot PLC Henry Boot PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 30032.35410000 GBP 3142.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -10211.02000000 -0.00120330503 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Deutsche Bank AG Deutsche Bank AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 35106.00000000 EUR -10211.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8874.18000000 0.001045766773 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Moneysupermarket.com Group PLC Moneysupermarket.com Group PLC Y Equity - Performance Leg 2024-02-27 0.00000000 GBP 0.00000000 GBP 81514.00000000 GBP 8874.18000000 N N N National Instruments Corp 549300TP4OOPCYWDUP86 636518102 24737.00000000 NS USD 1429798.60000000 0.168492848726 Long EC CORP US N 1 N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 3790.00000000 NS USD 23308.50000000 0.002746761372 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -2487.75000000 -0.00029316582 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA CONSTRUCTION BANK CORP/LUXEMBOURG CHINA CONSTRUCTION BANK CORP/LUXEMBOURG Y Default Event 2028-06-20 0.00000000 USD -128.84000000 USD 289000.00000000 USD -2358.91000000 N N N DIGITAL TRANSFORMATION OPP-A N/A 25401K115 9795.00000000 NS USD 729.73000000 0.000085994129 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -11.00000000 NC USD -6864.00000000 -0.00080887959 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3700.00000000 USD 2023-06-30 XXXX 6478.38000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 1805.32000000 0.000212745703 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -300000.00000000 USD 400050000.00000000 KRW 2023-06-23 1805.32000000 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 31109.10000000 0.003666013437 Long DBT CORP KY N 2 2023-04-19 Fixed 8.35000000 Y N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2833.15000000 0.000333869059 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Zumtobel Group AG Zumtobel Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 5452.00000000 EUR 2833.15000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2434.91000000 0.000286938959 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ALUFLEXPACK AG ALUFLEXPACK AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 35973.39000000 CHF 2434.91000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -788.52000000 -0.00009292216 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8376210.00000000 INR 100000.00000000 USD 2023-09-20 -788.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -20.95000000 -0.00000246882 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -33000.00000000 CAD 24301.85000000 USD 2023-06-20 -20.95000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 6660.15000000 0.000784857144 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Gurit Holding AG Gurit Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 116681.31000000 CHF 6660.15000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 26.79000000 0.000003157034 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1000.00000000 AUD 677.75000000 USD 2023-06-20 26.79000000 N N N Westlake Automobile Receivable N/A 96042XAG0 100000.00000000 PA USD 100500.85000000 0.011843398445 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -177.75000000 -0.00002094672 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -52000.00000000 GBP 64536.37000000 USD 2023-06-20 -177.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -132747.67000000 -0.01564348508 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-07-31 0.00000000 ZAR 0.00000000 ZAR 53795745.00000000 ZAR -132747.67000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 785.01000000 0.000092508533 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -63000.00000000 EUR 68206.48000000 USD 2023-06-20 785.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -35859.28000000 -0.00422579252 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Signify NV Signify NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 7975.00000000 EUR -35859.28000000 N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 000000000 551000.00000000 PA USD 250506.64000000 0.029520645354 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 290.88000000 0.000034278394 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -13000.00000000 CHF 14599.28000000 USD 2023-06-20 290.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12575.93000000 0.001481994926 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Getlink SE Getlink SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 354567.46630000 EUR 12575.93000000 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 455000.00000000 PA USD 420339.74000000 0.049534417103 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3839.85000000 0.000452502377 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -222000.00000000 AUD 148369.33000000 USD 2023-06-23 3839.85000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6574.83000000 -0.00077480271 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2033-06-21 0.00000000 JPY 0.00000000 JPY 42000000.00000000 JPY -6574.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -13230.99000000 -0.00155918966 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -291140.04000000 USD 38578000.00000000 JPY 2023-06-23 -13230.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30300.02000000 -0.00357066840 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Burberry Group PLC Burberry Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 6772.00000000 GBP -30300.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -361.25000000 -0.00004257105 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -12133.25000000 USD 11000.00000000 EUR 2023-06-20 -361.25000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -154.11000000 -0.00001816090 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1668622.00000000 INR 20000.00000000 USD 2023-06-21 -154.11000000 N N N Citigroup Mortgage Loan Trust N/A 17316AAZ3 17911.90190000 PA USD 17781.93000000 0.002095489561 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.01123000 N N N N N N Rovio Entertainment Oyj 743700H95H3OPXDV6568 000000000 36518.00000000 NS 359113.90000000 0.042319333665 Long EC CORP FI N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2023.51000000 -0.00023845803 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 DAIMLER AG DAIMLER AG Y Default Event 2028-06-20 0.00000000 USD -2384.78000000 USD 146000.00000000 EUR 361.27000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -384.37000000 -0.00004529560 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -14705.44000000 USD 22000.00000000 AUD 2023-06-20 -384.37000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1722.72000000 0.000203011809 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -87000.00000000 GBP 109994.42000000 USD 2023-06-20 1722.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8121.92000000 -0.00095711762 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -286113.31000000 USD 427000.00000000 AUD 2023-06-23 -8121.92000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -15520.07000000 -0.00182894346 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Auto1 Group SE Auto1 Group SE Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 307947.25000000 EUR -15520.07000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -20744.36000000 -0.00244459346 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 PATRICK INDUSTRIES INC PATRICK INDUSTRIES INC Y 2024-04-03 0.00000000 USD 0.00000000 USD 960000.00000000 USD -20744.36000000 N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 230000.00000000 PA USD 225260.76000000 0.026545575830 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075AE5 522000.00000000 PA USD 429997.50000000 0.050672523892 Long DBT CORP US N 2 2027-06-15 Fixed 7.75000000 N N N N Y Redwood Trust Inc USD XXXX N N N Altice USA Inc 54930064K3612MGCER95 02156K103 44144.00000000 NS USD 113008.64000000 0.013317363497 Long EC CORP US N 1 N N N SPDR S&P Regional Banking ETF 549300EFWJBKUN6WJX52 78464A698 17600.00000000 NS USD 685872.00000000 0.080825738073 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -20.95000000 -0.00000246882 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -671.98000000 USD 1000.00000000 AUD 2023-06-23 -20.95000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD -26566.37000000 -0.00313068103 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-20 -1513558.63000000 USD -26566.37000000 N N N JACKSON ACQUISITION CO-CL A N/A 46653C114 2966.00000000 NS USD 3.56000000 0.000000419523 Long EC CORP US N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 53441.93000000 0.006297798184 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 DIC Asset AG DIC Asset AG Y Equity - Performance Leg 2024-02-09 0.00000000 EUR 0.00000000 EUR 181218.20490000 EUR 53441.93000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 101.48000000 0.000011958785 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3356.27000000 USD 2023-06-20 101.48000000 N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AC1 275000.00000000 PA USD 284168.27000000 0.033487458534 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N Granite Construction Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -28429.77000000 -0.00335027110 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Logitech International SA Logitech International SA Y Equity - Performance Leg 2024-03-28 0.00000000 CHF 0.00000000 CHF 180703.21000000 CHF -28429.77000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 22.05000000 0.000002598454 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 CAD 4444.38000000 USD 2023-06-20 22.05000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -75.84000000 -0.00000893727 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2806.98000000 USD 19000.00000000 DKK 2023-06-20 -75.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 46807.22000000 0.005515938985 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Helios Towers PLC Helios Towers PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 182981.83530000 GBP 46807.22000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4514.03000000 0.000531950285 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 CECONOMY AG CECONOMY AG Y Default Event 2024-06-20 6744.78000000 USD 0.00000000 USD 75000.00000000 EUR -2230.75000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5714.66000000 -0.00067343704 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Swiss Life Holding AG Swiss Life Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 464.00000000 CHF -5714.66000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 120623.33000000 0.014214707228 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 FTI CONSULTING INC FTI Consulting Inc Y 2023-08-01 0.00000000 USD 0.00000000 USD 1280000.00000000 USD 120623.33000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AY8 2977000.00000000 PA 863006.88000000 0.101699979061 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -18721.00000000 NS USD -253856.76000000 -0.02991543610 Short EC CORP US N 1 N N N SOLAR EDGE TECHNOLOGIES 5493000K6Y58XXPDF853 83417MAD6 268000.00000000 PA USD 334866.00000000 0.039461869861 Long DBT CORP US N 2 2025-09-15 None 0.00000000 N N N N Y SolarEdge Technologies Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 215.34000000 0.000025376476 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-05-27 0.00000000 EUR 0.00000000 EUR 273519.56000000 EUR 215.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10529.67000000 -0.00124085594 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SSE PLC SSE PLC Y 2023-09-26 0.00000000 GBP 0.00000000 GBP 51276.00000000 GBP -10529.67000000 N N N EURONEXT PARIS SA 969500HMVSZ0TCV65D58 000000000 45.00000000 NC -126825.82000000 -0.01494563199 N/A DE CORP FR N 1 EURONEXT PARIS SA 969500HMVSZ0TCV65D58 Long EURONEXT CAC 40 2023-06-16 3541723.35000000 USD -126825.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -27540.90000000 -0.00324552331 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CD Projekt SA CD Projekt SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 164753.18850000 PLN -27540.90000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -257.62000000 -0.00003035891 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NIPPON PAPER INDUSTRIES CO LTD NIPPON PAPER INDUSTRIES CO LTD Y Default Event 2025-06-20 3564.99000000 USD 0.00000000 USD 18990000.00000000 JPY -3822.61000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -27636.55000000 -0.00325679507 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kempower Oyj Kempower Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 72864.87000000 EUR -27636.55000000 N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAJ0 110000.00000000 PA USD 109763.50000000 0.012934943985 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9532.93000000 0.001123396352 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -26448140.00000000 JPY 200000.00000000 USD 2023-06-21 9532.93000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 10227.91000000 0.001205295411 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kinnevik AB Kinnevik AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 3498009.02000000 SEK 10227.91000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -99793.41000000 -0.01176003105 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1400000.00000000 USD 1694672000.00000000 KRW 2024-03-15 -99793.41000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 2584.37000000 0.000304551888 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -300000.00000000 USD 2138100.00000000 CNY 2023-08-21 2584.37000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 51.00000000 NC USD 4080.00000000 0.000480802556 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 23.00000000 USD 2023-06-21 XXXX -8005.73000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 22386.52000000 0.002638111778 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Aker ASA Aker ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 2263328.72000000 NOK 22386.52000000 N N N WisdomTree Inc 549300WIU8IS7UFO7871 97717P104 -6344.00000000 NS USD -43139.20000000 -0.00508368570 Short EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -37738.84000000 -0.00444728695 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 MIPS AB MIPS AB Y Equity - Performance Leg 2023-09-20 0.00000000 SEK 0.00000000 SEK 4930336.79000000 SEK -37738.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 845.88000000 0.000099681683 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -38000.00000000 AUD 25585.16000000 USD 2023-06-23 845.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 41851.14000000 0.004931895863 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Asseco Poland SA Asseco Poland SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 16575.00000000 PLN 41851.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1245.95000000 -0.00014682743 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2024-06-20 655.35000000 USD 0.00000000 USD 132000.00000000 USD -1901.30000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 6.00000000 NC USD 10650.00000000 0.001255036086 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 3750.00000000 USD 2023-08-31 XXXX -8069.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -86237.46000000 -0.01016254688 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 THUNGELA RESOURCES LTD THUNGELA RESOURCES LTD Y Equity - Performance Leg 2023-08-23 0.00000000 ZAR 0.00000000 ZAR 11013.00000000 ZAR -86237.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1699.75000000 -0.00020030493 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Clariant AG Clariant AG Y Equity - Performance Leg 2024-05-30 0.00000000 CHF 0.00000000 CHF 5470.00000000 CHF -1699.75000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -666.01000000 -0.00007848512 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -100000.00000000 EUR 14768890.00000000 JPY 2023-06-21 -666.01000000 N N N UBER 02/27/30 N/A 000000000 30056.66670000 PA USD 29827.48000000 0.003514982512 Long LON CORP US N 2 2030-02-27 Floating 7.86987000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 35000.00000000 PA USD 29542.11000000 0.003481353437 Long DBT CORP N/A N 2 2029-02-02 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1164.42000000 0.000137219635 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -46000.00000000 EUR 50401.63000000 USD 2023-06-23 1164.42000000 N N N BAUSCH HEALTH 02/11/2026 N/A 000000000 91410.02100000 PA USD 72442.44000000 0.008536889799 Long LON CORP US N 2 2027-02-01 Floating 0.01000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD -41504.18000000 -0.00489100879 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-20 -2285370.82000000 USD -41504.18000000 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 -2419.00000000 NS USD -229587.29000000 -0.02705543041 Short EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 36166.68000000 0.004262017701 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -82534100.00000000 THB 2420000.00000000 USD 2023-07-20 36166.68000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -59.32000000 -0.00000699049 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -4675737.60000000 HKD 600000.00000000 USD 2023-12-20 -59.32000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 212.35000000 0.000025024123 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -43000.00000000 DKK 6393.35000000 USD 2023-06-20 212.35000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 10633.13000000 0.001253048061 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1598016.00000000 CNY 240000.00000000 USD 2024-02-07 10633.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5743.05000000 -0.00067678262 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 THARISA PLC THARISA PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 48129.00000000 GBP -5743.05000000 N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 1015000.00000000 PA USD 765568.83000000 0.090217512496 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3462.44000000 -0.00040802696 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 DOTTIKON ES HOLDING AG DOTTIKON ES HOLDING AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 203213.33000000 CHF -3462.44000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 198.00000000 NC -117053.06000000 -0.01379397317 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 2023-06-16 9042011.56000000 USD -117053.06000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -23828.99000000 -0.00280809787 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -12352000000.00000000 IDR 800000.00000000 USD 2023-06-21 -23828.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -43.50000000 -0.00000512620 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -17734.27000000 USD 24000.00000000 CAD 2023-06-23 -43.50000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 26601.25000000 0.003134791426 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Grenergy Renovables SA Grenergy Renovables SA Y 2023-12-01 0.00000000 EUR 0.00000000 EUR 174090.59570000 EUR 26601.25000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 142.64000000 0.000016809234 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -50000.00000000 EUR 381152.00000000 CNY 2023-06-21 142.64000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -41841.40000000 -0.00493074806 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2025-12-20 0.00000000 KRW -44679.03000000 KRW 1440000000.00000000 KRW 2837.63000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -48.86000000 -0.00000575784 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2001.73000000 USD 3000.00000000 AUD 2023-06-20 -48.86000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -12886.96000000 -0.00151864787 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Mitsui OSK Lines Ltd Mitsui OSK Lines Ltd Y Default Event 2028-06-20 0.00000000 USD -2586.45000000 USD 137356000.00000000 JPY -10300.51000000 N N N WAVE 2017-1 LLC N/A 94353WAA3 136811.83000000 PA USD 108082.71000000 0.012736873365 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 20830.45000000 0.002454738632 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 WAYFAIR INC Wayfair Inc Y 2024-03-17 0.00000000 USD 0.00000000 USD 509000.00000000 USD 20830.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 13655.99000000 0.001609273262 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -503095.72000000 USD 415200.00000000 GBP 2023-06-23 13655.99000000 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 316.00000000 NS USD 17016.60000000 0.002005300193 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 122.76000000 0.000014466500 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -37000.00000000 DKK 5441.30000000 USD 2023-06-20 122.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25508.02000000 0.003005961087 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Clicks Group Ltd Clicks Group Ltd Y Equity - Performance Leg 2023-10-06 0.00000000 ZAR 0.00000000 ZAR 3475517.06640000 ZAR 25508.02000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 74.00000000 NC USD 2997.00000000 0.000353177760 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Royal Caribbean Cruises Ltd Royal Caribbean Cruises Ltd 100.00000000 30.00000000 USD 2024-01-19 XXXX -4701.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -59440.02000000 -0.00700463568 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Telecom Plus PLC Telecom Plus PLC Y Equity - Performance Leg 2023-09-06 0.00000000 GBP 0.00000000 GBP 13977.00000000 GBP -59440.02000000 N N N MARKET BIDCO FINCO PLC 549300UGYX6EBVHRVG53 000000000 1000000.00000000 PA 981551.59000000 0.115669733885 Long DBT CORP GB N 2 2027-11-04 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 1400000.00000000 PA USD 1298727.50000000 0.153046936956 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -74.15000000 -0.00000873811 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3328.94000000 USD 5000.00000000 AUD 2023-06-20 -74.15000000 N N N HarborView Mortgage Loan Trust N/A 41161PKA0 53798.96730000 PA USD 45011.51000000 0.005304325759 Long ABS-MBS CORP US N 2 2035-01-19 Floating 5.77243000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -8832.77000000 -0.00104088686 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -180000.00000000 USD 23768176.00000000 JPY 2023-06-21 -8832.77000000 N N N DISH DBS CORP N/A 25470XBF1 280000.00000000 PA USD 203616.08000000 0.023994885269 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -39684.00000000 -0.00467651192 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 GVS SpA GVS SpA Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 266106.28570000 EUR -39684.00000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 22.89000000 0.000002697443 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 DKK 1460.33000000 USD 2023-06-20 22.89000000 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 -10495.00000000 NS -394142.78000000 -0.04644726873 Short EC CORP DE N 1 N N N Forest Road Acquisition Corp I N/A 34619V103 32625.00000000 NS USD 330001.88000000 0.038888663652 Long EC CORP US N 1 N N N Cerence Inc 5493002WL2W5WMS89568 156727109 -8200.00000000 NS USD -233864.00000000 -0.02755941401 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -813.60000000 -0.00009587768 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 GFT Technologies SE GFT Technologies SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 6100.00000000 EUR -813.60000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -3496.39000000 -0.00041202775 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -110521.00000000 USD 100000.00000000 EUR 2023-06-21 -3496.39000000 N N N FOUR LEAF ACQUISITION COR-A N/A 35088F115 39000.00000000 NS USD 3896.10000000 0.000459131088 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -1044.68000000 -0.00012310902 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -273847.19000000 USD 254897.00000000 EUR 2023-06-21 -1044.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -31373.18000000 -0.00369713361 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Arcelik AS Arcelik AS Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 133759.98600000 TRY -31373.18000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HU7 4149557.00000000 PA USD 1203770.80000000 0.141856882015 Long DBT NUSS AR N 2 2038-01-09 Variable 3.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 47977.69000000 0.005653871575 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -12000000.00000000 CNY 1775804.66000000 USD 2024-03-21 47977.69000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 361.36000000 0.000042584022 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -29000.00000000 EUR 31396.64000000 USD 2023-06-20 361.36000000 N N N OCP CLO Ltd 2549000M7NBNQ7XU2038 671000AJ6 330000.00000000 PA USD 301674.22000000 0.035550425574 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.20043000 N N N N N N CLIMATE TRANSITION CAPITAL A 98450041D8BBCFDFT410 000000000 17720.00000000 NS 18.94000000 0.000002231960 Long EC CORP NL N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3934.07000000 0.000463605616 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -27208000.00000000 JPY 199935.66000000 USD 2023-06-23 3934.07000000 N N N KOREA EXCHANGE N/A 000000000 20.00000000 NC 17511.28000000 0.002063595146 N/A DE CORP KR N 1 KOREA EXCHANGE N/A Long KOREA STOCK EXCHANGE KOREA STOCK EXCHANGE INDEX 2023-06-08 1259565.38000000 USD 17511.28000000 N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 816000.00000000 PA USD 656880.00000000 0.077409211669 Long DBT CORP KY N 2 2026-09-15 Fixed 0.25000000 N N N N Y Sea Ltd USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -825.94000000 -0.00009733187 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -31644.03000000 USD 28000.00000000 CHF 2023-06-20 -825.94000000 N N N Rigel Resource Acquisition Cor N/A 000000000 55603.00000000 NS USD 592171.95000000 0.069783771498 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14043.59000000 0.001654949505 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Fagron Fagron Y Equity - Performance Leg 2023-08-18 0.00000000 EUR 0.00000000 EUR 17612.00000000 EUR 14043.59000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -14144.35000000 -0.00166682344 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -380000.00000000 USD 50802489.00000000 JPY 2023-06-21 -14144.35000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 207.00000000 NC USD 113229.00000000 0.013343331549 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 385.00000000 USD 2023-09-15 XXXX -184369.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3175.58000000 -0.00037422229 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Treatt PLC Treatt PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 194099.99340000 GBP -3175.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2696.97000000 0.000317821096 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -300000.00000000 EUR 325102.05000000 USD 2023-08-31 2696.97000000 N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 02007VAA8 309000.00000000 PA USD 306951.33000000 0.036172300079 Long DBT CORP GB N 2 2029-04-30 Fixed 7.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 32473.16000000 0.003826759402 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1912755000.00000000 KRW 1500000.00000000 USD 2024-03-15 32473.16000000 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 181200.00000000 PA USD 19026.00000000 0.002242095453 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 507000.00000000 PA USD 289796.13000000 0.034150666739 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5513.46000000 0.000649726878 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 BBVA Banco Bilbao Vizcaya Argentaria SA Y Equity - Performance Leg 2023-09-29 0.00000000 EUR 0.00000000 EUR 35117.00000000 EUR 5513.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 553.83000000 0.000065265411 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Kenmare Resources PLC Kenmare Resources PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 19190.00000000 GBP 553.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 38.53000000 0.000004540520 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 EUR 2178.89000000 USD 2023-06-20 38.53000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -2.00000000 NC USD -225.00000000 -0.00002651484 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 3600.00000000 USD 2023-06-16 XXXX 1097.16000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2604.99000000 0.000306981826 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 AGILYX ASA AGILYX ASA Y Equity - Performance Leg 2023-08-07 0.00000000 NOK 0.00000000 NOK 487949.51000000 NOK 2604.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 55026.35000000 0.006484512200 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Transaction Capital Ltd Transaction Capital Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 1875411.82630000 ZAR 55026.35000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -10753.45000000 -0.00126722702 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Clas Ohlson AB Clas Ohlson AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 54363.00000000 SEK -10753.45000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -8055.03000000 -0.00094923505 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2042-09-15 0.00000000 EUR -65453.79000000 EUR 1570000.00000000 EUR 57398.76000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 11786.93000000 0.001389016196 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -601000.00000000 AUD 403012.45000000 USD 2023-06-20 11786.93000000 N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 1806000.00000000 PA USD 1517690.16000000 0.178850320977 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 786000.00000000 PA USD 826479.00000000 0.097395396192 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N Dynavax Technologies Corp 549300T5URIXWDILX594 268158201 -81933.00000000 NS USD -936494.19000000 -0.11036000027 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1682.80000000 -0.00019830748 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -438000.00000000 EUR 467056.92000000 USD 2023-06-20 -1682.80000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -8.78000000 -0.00000103466 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -8549.78000000 USD 6862.83000000 GBP 2023-06-21 -8.78000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2919.49000000 0.000344043690 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -156000.00000000 GBP 197061.84000000 USD 2023-06-20 2919.49000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 9537000.00000000 PA USD 2789572.50000000 0.328733723235 Long DBT NUSS UA N 2 2041-08-01 Variable 0.01000000 N N N N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAE4 285000.00000000 PA USD 237262.50000000 0.027959906046 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Everbridge Inc USD XXXX N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAH0 54000.00000000 PA USD 52038.17000000 0.006132373822 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Enphase Energy Inc USD XXXX N N N Silicon Motion Technology Corp 5299005RBVBZQJTYFC89 82706C108 9554.00000000 NS USD 585086.96000000 0.068948849609 Long EC CORP TW N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 16103.00000000 NS USD 928498.98000000 0.109417814635 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4004.83000000 -0.00047194424 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Banque Cantonale Vaudoise Banque Cantonale Vaudoise Y Equity - Performance Leg 2023-07-12 0.00000000 CHF 0.00000000 CHF 268847.05000000 CHF -4004.83000000 N N N RIGEL RESOURCE ACQUISIT-CL A N/A 000000000 4071.00000000 NS USD 410.36000000 0.000048358366 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 15669.95000000 0.001846605889 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1173288.04000000 USD 1600000.00000000 SGD 2023-09-25 15669.95000000 N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC 15651.94000000 0.001844483522 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2024-06-21 0.00000000 INR 0.00000000 INR 810000000.00000000 INR 15651.94000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -10683.10000000 -0.00125893671 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 NUVASIVE INC NuVasive Inc Y 2024-05-02 0.00000000 USD 0.00000000 USD 1160000.00000000 USD -10683.10000000 N N N Kestrel Aircraft Funding Limit N/A 49255PAA1 193197.97000000 PA USD 166140.65000000 0.019578639542 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N BANDWIDTH INC 549300QC70JB7MUGXM66 05988JAD5 966000.00000000 PA USD 613989.60000000 0.072354845495 Long DBT CORP US N 2 2028-04-01 Fixed 0.50000000 N N N N Y Bandwidth Inc USD XXXX N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1867.96000000 -0.00022012743 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CHINA CONSTRUCTION BANK CORP/LUXEMBOURG CHINA CONSTRUCTION BANK CORP/LUXEMBOURG Y Default Event 2028-06-20 0.00000000 USD -387.77000000 USD 217000.00000000 USD -1480.19000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -10781.98000000 -0.00127058910 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -426661.24000000 USD 14398750.18000000 THB 2023-07-20 -10781.98000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -12591.96000000 -0.00148388396 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2024-09-20 0.00000000 KRW -2635.14000000 KRW 8808800000.00000000 KRW -9956.82000000 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 6090.00000000 NS USD 414424.50000000 0.048837342956 Long EC CORP US N 1 N N N HEALTH CATALYST INC 549300223PL6GWKVJG92 42225TAB3 671000.00000000 PA USD 637047.40000000 0.075072063436 Long DBT CORP US N 2 2025-04-15 Fixed 2.50000000 N N N N Y Health Catalyst Inc USD XXXX N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 371.25000000 0.000043749497 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -15582800.00000000 HKD 2000000.00000000 USD 2023-12-15 371.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3632.80000000 -0.00042810282 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -87550.12000000 USD 11649000.00000000 JPY 2023-06-23 -3632.80000000 N N N HONG KONG FUTURES EXCHANGE N/A 000000000 13.00000000 NC -8306.16000000 -0.00097882915 N/A DE CORP HK N 1 HONG KONG FUTURES EXCHANGE N/A Long HONG KONG FUTURES EXCHANGE HSTECH 2023-06-29 311290.02000000 USD -8306.16000000 N N N Helios Issuer, LLC N/A 86744WAC3 110803.41000000 PA USD 93978.39000000 0.011074767208 Long ABS-O CORP US N 2 2049-11-22 Fixed 6.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 57365.93000000 0.006760217114 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Tinexta Spa Tinexta Spa Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 298658.31000000 EUR 57365.93000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3883.56000000 -0.00045765332 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -146217.77000000 USD 133000.00000000 EUR 2023-06-20 -3883.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -22113.31000000 -0.00260591568 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Technogym SpA Technogym SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 196990.66000000 EUR -22113.31000000 N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 948.00000000 NS 1933753.77000000 0.227880822826 Long EC CORP FR N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 2119.58000000 0.000249779285 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -129757580.00000000 KRW 100000.00000000 USD 2023-06-21 2119.58000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 5645.00000000 0.000665228047 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -511000.00000000 CAD 382279.84000000 USD 2023-06-20 5645.00000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 20.00000000 NC -72917.17000000 -0.00859283377 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long DEUTSCH BOERSE AG DAX INDEX 2023-06-16 8445082.77000000 USD -72917.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2692.90000000 -0.00031734147 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -131514.98000000 USD 117000.00000000 CHF 2023-06-23 -2692.90000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 7.00000000 NC USD 630.00000000 0.000074241571 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Groupon Inc Groupon Inc 100.00000000 4.00000000 USD 2023-10-20 XXXX 39.41000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 5328.00000000 NS USD 1944826.56000000 0.229185682077 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1239.92000000 0.000146116839 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -141119.85000000 USD 133000.00000000 EUR 2023-06-23 1239.92000000 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 85000.00000000 PA USD 64639.25000000 0.007617332519 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 22919.17000000 0.002700881259 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2028-12-16 0.00000000 KRW 0.00000000 KRW 2537600000.00000000 KRW 22919.17000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 766.38000000 0.000090313103 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -25000.00000000 EUR 27520.93000000 USD 2023-06-20 766.38000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 19002.47000000 0.002239322589 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1000000.00000000 USD 57410000.00000000 PHP 2023-09-20 19002.47000000 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 15000.00000000 PA USD 12993.63000000 0.001531218266 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 19183.74000000 0.002260684128 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2028-12-16 0.00000000 KRW 0.00000000 KRW 5583600000.00000000 KRW 19183.74000000 N N N Clear Channel Outdoor Holdings N/A 18453H106 240159.00000000 NS USD 295395.57000000 0.034810525825 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 6.00000000 NC USD 600.00000000 0.000070706258 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased NuVasive Inc NuVasive Inc 100.00000000 22.50000000 USD 2023-06-16 XXXX -1092.17000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 7702.73000000 0.000907718695 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -7011700.00000000 CNY 1000000.00000000 USD 2023-08-21 7702.73000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 342.00000000 NC USD 1368.00000000 0.000161210269 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Transocean Ltd Transocean Ltd 100.00000000 1.50000000 USD 2024-01-19 XXXX -1792.10000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -37922.78000000 -0.00446896313 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1021893.28000000 USD 7000000.00000000 CNY 2023-06-05 -37922.78000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 3312000.00000000 NC USD 7611.31000000 0.000896945419 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2023-08-29 1.00000000 USD 125.00000000 USD 2023-08-29 XXXX -33921.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -10598.13000000 -0.00124892353 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 UNITED STATES STEEL CORP United States Steel Corp Y Default Event 2028-06-20 0.00000000 USD -6103.18000000 USD 314000.00000000 USD -4494.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -736.80000000 -0.00008682728 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -41278.15000000 USD 55000.00000000 CAD 2023-06-23 -736.80000000 N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 3913.00000000 NS USD 146894.02000000 0.017310544219 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 9680.00000000 NS USD 1765148.00000000 0.208011684264 Long EC CORP US N 1 N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 -87000.00000000 PA USD -80468.91000000 -0.00948275923 Short DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N CORELOGIC TLB L+ 06/02/28 N/A 000000000 -294776.00000000 PA USD -264580.62000000 -0.03117917613 Short LON CORP US N 2 2028-06-02 Floating 3.99999960 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -86.00000000 NC USD -26230.00000000 -0.00309104192 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 70.00000000 USD 2024-01-19 XXXX 3797.15000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 42690.91000000 0.005030857521 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ZUR ROSE GROUP AG ZUR ROSE GROUP AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 183686.99000000 CHF 42690.91000000 N N N Linde PLC 5299003QR1WT0EF88V51 000000000 47.00000000 NS USD 16622.02000000 0.001958801401 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1828.33000000 -0.00021545728 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -204518.31000000 USD 275000.00000000 CAD 2023-06-20 -1828.33000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1876.10000000 -0.00022108668 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BANK OF CHINA LTD/HONG KONG BANK OF CHINA LTD/HONG KONG Y Default Event 2028-06-20 857.96000000 USD 0.00000000 USD 217000.00000000 USD -2734.06000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5671.86000000 0.000668393331 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 SES SA SES SA Y Default Event 2028-06-20 10585.64000000 USD 0.00000000 USD 190000.00000000 EUR -4913.78000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 25538.86000000 0.003009595389 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1756510.21000000 SGD 1325400.00000000 USD 2023-06-21 25538.86000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -54679.79000000 -0.00644367226 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Inwido AB Inwido AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 39406.00000000 SEK -54679.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2946.90000000 0.000347273788 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -121000.00000000 AUD 81721.98000000 USD 2023-06-23 2946.90000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 42702.31000000 0.005032200940 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1534200000.00000000 KRW 1200000.00000000 USD 2023-06-21 42702.31000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -91.00000000 NC USD -18301.30000000 -0.00215669407 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-29 -18712058.17000000 USD -18301.30000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 200000.00000000 PA USD 158678.39000000 0.018699258736 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N Industrial Select Sector SPDR Fund 549300HQI51T8KP6U325 81369Y704 -58472.00000000 NS USD -5663013.20000000 -0.66735079083 Short EC RF US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -17258.23000000 -0.00203377478 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FORD MOTOR CREDIT CO LLC Ford Motor Credit Co LLC Y Default Event 2028-06-20 0.00000000 USD -14081.14000000 USD 190000.00000000 USD -3177.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 21.08000000 0.000002484146 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1000.00000000 NZD 623.32000000 USD 2023-06-23 21.08000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 110000.00000000 PA USD 64911.91000000 0.007649463800 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83200000 N N N N N N TAP ROCK RESOURCES LLC 549300Y3SDS1HPFQ6H17 87602LAA0 85000.00000000 PA USD 79740.59000000 0.009396931265 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1214.55000000 -0.00014312714 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -260000.00000000 AUD 279025.24000000 NZD 2023-06-21 -1214.55000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -12.39000000 -0.00000146008 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1498.03000000 USD 10553.62000000 CNY 2023-06-21 -12.39000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 197361.95000000 0.023257875050 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 LIVENT CORP Livent Corp Y 2024-02-05 0.00000000 USD 0.00000000 USD 784000.00000000 USD 197361.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -68.92000000 -0.00000812179 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1243.14000000 USD 163000.00000000 JPY 2023-06-23 -68.92000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -1293.96000000 -0.00015248511 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -2100000.00000000 USD 16425066.00000000 HKD 2023-06-21 -1293.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14718.26000000 -0.00173445515 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Netcare Ltd Netcare Ltd Y Equity - Performance Leg 2023-10-02 0.00000000 ZAR 0.00000000 ZAR 292561.00000000 ZAR -14718.26000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 1245.22000000 0.000146741411 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -9897000.00000000 HKD 1266086.73000000 USD 2023-06-29 1245.22000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -7373.64000000 -0.00086893749 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Albertsons Cos Inc Albertsons Cos Inc Y 2024-01-30 0.00000000 USD 0.00000000 USD 9960.00000000 USD -7373.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1896.04000000 0.000223436490 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ITALTILE LTD ITALTILE LTD Y Equity - Performance Leg 2023-08-08 0.00000000 ZAR 0.00000000 ZAR 573489.10140000 ZAR 1896.04000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 18.00000000 NC USD 594.00000000 0.000069999195 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased AMC Entertainment Holdings Inc AMC Entertainment Holdings Inc 100.00000000 3.00000000 USD 2023-07-21 XXXX -954.52000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 796000.00000000 PA USD 729932.00000000 0.086017934313 Long DBT CORP AR N 2 2025-03-23 Fixed 8.50000000 N N N N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AA3 469000.00000000 PA USD 517189.75000000 0.060947586820 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -24755.64000000 -0.00291729779 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -743310.00000000 USD 5096341.49000000 CNY 2023-06-15 -24755.64000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 100000.00000000 PA USD 63813.95000000 0.007520076061 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 30980.55000000 0.003650864621 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PETROFAC LTD PETROFAC LTD Y Equity - Performance Leg 2023-09-01 0.00000000 GBP 0.00000000 GBP 165202.56970000 GBP 30980.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -65.68000000 -0.00000773997 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2206.04000000 USD 2000.00000000 EUR 2023-06-20 -65.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6685.85000000 0.000787885729 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GREATLAND GOLD PLC GREATLAND GOLD PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 216397.76420000 GBP 6685.85000000 N N N SHIFT TECHNOLOGIES INC 5493000DBZBX1I1QVY71 82452TAA5 1014000.00000000 PA USD 116610.00000000 0.013741761315 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N Y Shift Technologies Inc USD XXXX N N N TEGNA Inc 549300YC5EDBGX85AO10 87901J105 26766.00000000 NS USD 414605.34000000 0.048858653822 Long EC CORP US N 1 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -27561.25000000 -0.00324792143 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -143500.00000000 USD 3282081.20000000 TRY 2023-12-11 -27561.25000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -236.00000000 NC -57221.80000000 -0.00674323229 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2023-06-08 -26586541.82000000 USD -57221.80000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4686.33000000 -0.00055225476 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1500000.00000000 USD 11652750.00000000 HKD 2023-12-15 -4686.33000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -29989.35000000 -0.00353405788 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ANDRITZ AG ANDRITZ AG Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 5300.00000000 EUR -29989.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -70639.01000000 -0.00832436682 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Santander Bank Polska SA Santander Bank Polska SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 159096.05910000 PLN -70639.01000000 N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 335000.00000000 PA 365493.35000000 0.043071112065 Long DBT CORP NL N 2 2025-01-31 Fixed 6.00000000 N N N N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AD1 78000.00000000 PA USD 68913.00000000 0.008120967305 Long DBT CORP US N 2 2025-03-15 Fixed 0.12500000 N N N N Y Chegg Inc USD XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 250000.00000000 PA USD 227103.50000000 0.026762731248 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4111.31000000 0.000484492245 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -622436.80000000 USD 850000.00000000 CAD 2023-06-23 4111.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -16018.64000000 -0.00188769683 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -443306.24000000 USD 709500.00000000 NZD 2023-06-23 -16018.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 915.31000000 0.000107863575 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ForgeRock Inc ForgeRock Inc Y Equity - Performance Leg 2024-03-25 0.00000000 USD 0.00000000 USD 120514.29900000 USD 915.31000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 59400.00000000 NC USD 4340.78000000 0.000511533853 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP DE US N/A USD N/A TWD 2023-09-20 1.00000000 USD 32.00000000 USD 2023-09-20 XXXX 10.52000000 N N N Davide Campari-Milano NV 213800ED5AN2J56N6Z02 000000000 49629.00000000 NS 649351.26000000 0.076521996609 Long EC CORP IT N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4684.18000000 -0.00055200140 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 FUCHS PETROLUB SE FUCHS PETROLUB SE Y 2024-04-25 0.00000000 EUR 0.00000000 EUR 3949.00000000 EUR -4684.18000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -6143.38000000 -0.00072395902 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -186524.79000000 USD 168542.00000000 EUR 2023-06-21 -6143.38000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -639.88000000 -0.00007540586 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -88832.40000000 SGD 100000.00000000 AUD 2023-06-21 -639.88000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -957.86000000 -0.00011287782 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2027-12-20 2613.10000000 USD 0.00000000 USD 27000.00000000 EUR -3570.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 133.98000000 0.000015788707 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -19000.00000000 GBP 23781.10000000 USD 2023-06-23 133.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -38229.35000000 -0.00450509049 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 LPP SA LPP SA Y Equity - Performance Leg 2024-03-18 0.00000000 USD 0.00000000 USD 123124.14000000 PLN -38229.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10444.82000000 -0.00123085690 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Playtech Plc Playtech Plc Y Equity - Performance Leg 2024-05-10 0.00000000 GBP 0.00000000 GBP 48156.00000000 GBP -10444.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 30557.22000000 0.003600977820 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -826000.00000000 EUR 914686.30000000 USD 2023-06-23 30557.22000000 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 5303.00000000 NS USD 1377189.10000000 0.162293147226 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 67.00000000 NC USD 3350.00000000 0.000394776609 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Veradigm Inc Veradigm Inc 100.00000000 10.00000000 USD 2023-09-15 XXXX -127.70000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 9544.36000000 0.001124743306 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -26446552.00000000 JPY 200000.00000000 USD 2023-06-21 9544.36000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -125186.29000000 -0.01475242360 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 FTI Consulting Inc FTI Consulting Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 2240736.22000000 USD -125186.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2114.24000000 -0.00024914999 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -177242.30000000 USD 269000.00000000 AUD 2023-06-23 -2114.24000000 N N N Canaccord Genuity Group Inc 5493002DR5KW4JP7YS87 134801109 110709.00000000 NS 778836.80000000 0.091781060021 Long EC CORP CA N 1 N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 000000000 2300000.00000000 PA USD 2292095.66000000 0.270109179927 Long DBT CORP IN N 2 2023-09-28 Fixed 4.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4723.13000000 0.000556591416 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -337298.43000000 USD 464000.00000000 CAD 2023-06-23 4723.13000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -41003.12000000 -0.00483196199 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1200000.00000000 USD 1504320000.00000000 KRW 2024-06-21 -41003.12000000 N N N HUARONG FINANCE 2017 CO 5493006V07LYI3HE6G83 000000000 200000.00000000 PA USD 136132.82000000 0.016042403907 Long DBT CORP VG N 2 2047-04-27 Fixed 5.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -30.00000000 NC USD 9532.85000000 0.001123386925 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CANADIAN DOLLAR CANADIAN DOLLAR 2023-06-20 -2220382.85000000 USD 9532.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1514.40000000 -0.00017846259 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -50295.65000000 USD 81000.00000000 NZD 2023-06-23 -1514.40000000 N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 40000.00000000 PA USD 33049.83000000 0.003894716365 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N NIO INC 549300JBU4TV5OCKJV96 62914VAE6 290000.00000000 PA USD 266075.00000000 0.031355279495 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N NIO Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 131.22000000 0.000015463458 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4411.95000000 USD 2023-06-20 131.22000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 59186.56000000 0.006974767006 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -9474360.00000000 CNY 1400000.00000000 USD 2023-08-21 59186.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 16817.08000000 0.001981788005 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -39322605.00000000 JPY 300000.00000000 USD 2023-06-21 16817.08000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 125000.00000000 PA USD 91743.96000000 0.010811453566 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5056.14000000 0.000595834568 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -889801.98000000 USD 1214000.00000000 CAD 2023-06-23 5056.14000000 N N N CANARA BANK LONDON 335800E4RH82Z8XC3C30 000000000 466000.00000000 PA USD 458930.78000000 0.054082130511 Long DBT CORP IN N 2 2024-03-28 Fixed 3.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5351.21000000 -0.00063060672 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -134255.88000000 USD 198000.00000000 AUD 2023-06-23 -5351.21000000 N N N Guess? Inc 549300QVH3ZK2DW0KP86 401617105 -19919.00000000 NS USD -382643.99000000 -0.04509220803 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1175.73000000 0.000138552448 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -291000.00000000 EUR 312654.62000000 USD 2023-06-23 1175.73000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 796.02000000 0.000093805992 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Delivery Hero SE Delivery Hero SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 187993.89000000 EUR 796.02000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 15000.00000000 PA USD 12901.95000000 0.001520414350 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N DIGITALOCEAN HOLDINGS 549300EPISPY3RE3DL21 25402DAB8 855000.00000000 PA USD 670662.00000000 0.079033334424 Long DBT CORP US N 2 2026-12-01 None 0.00000000 N N N N Y DigitalOcean Holdings Inc USD XXXX N N N Beauty Health Co/The 5493001Z2JZQT4C63C50 88331L108 -5165.00000000 NS USD -41526.60000000 -0.00489365084 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1292.98000000 -0.00015236962 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Melexis NV Melexis NV Y Equity - Performance Leg 2023-08-18 0.00000000 EUR 0.00000000 EUR 2430.00000000 EUR -1292.98000000 N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC 22338.01000000 0.002632395177 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2033-06-21 0.00000000 KRW 0.00000000 KRW 1800000000.00000000 KRW 22338.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9962.35000000 0.001174000821 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Anima Holding SpA Anima Holding SpA Y 2024-04-18 0.00000000 EUR 0.00000000 EUR 62558.15860000 EUR 9962.35000000 N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 15000.00000000 PA USD 18127.50000000 0.002136212831 Long DBT CORP US N 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 260.38000000 0.000030684159 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -399251.42000000 USD 321000.00000000 GBP 2023-06-23 260.38000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 16.00000000 NC USD 4000.00000000 0.000471375055 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Microchip Technology Inc Microchip Technology Inc 100.00000000 57.50000000 USD 2024-01-19 XXXX -672.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -859.82000000 -0.00010132442 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -37246.01000000 USD 34000.00000000 EUR 2023-06-20 -859.82000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 14288.96000000 0.001683864829 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 NIPPON PAPER INDUSTRIES CO LTD NIPPON PAPER INDUSTRIES CO LTD Y Default Event 2028-06-20 39755.39000000 USD 0.00000000 USD 47050000.00000000 JPY -25466.43000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -6189.43000000 -0.00072938572 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -300000.00000000 USD 397028.00000000 SGD 2023-06-21 -6189.43000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -25.71000000 -0.00000302976 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Awilco LNG AS Awilco LNG AS Y Equity - Performance Leg 2024-04-29 0.00000000 NOK 0.00000000 NOK 44508.00000000 NOK -25.71000000 N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 000000000 200000.00000000 PA USD 169447.32000000 0.019968309981 Long DBT CORP TH N 2 N/A Fixed 4.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2256.78000000 -0.00026594744 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bellway PLC Bellway PLC Y Equity - Performance Leg 2024-04-04 0.00000000 GBP 0.00000000 GBP 6181.00000000 GBP -2256.78000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4537.74000000 -0.00053474436 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -183258.13000000 USD 167000.00000000 EUR 2023-06-20 -4537.74000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -527.96000000 -0.00006221679 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -900000.00000000 USD 1215462.00000000 SGD 2023-06-21 -527.96000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 10009.36000000 0.001179540657 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -273778.00000000 EUR 303019.19000000 USD 2023-06-21 10009.36000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 2328.61000000 0.000274412167 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -245244088.00000000 CLP 302994.92000000 USD 2023-07-20 2328.61000000 N N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 -306.00000000 NS USD -158504.94000000 -0.01867881873 Short EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 593.75000000 0.000069969734 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 94.75000000 USD 2023-12-15 XXXX -183.01000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -385.55000000 -0.00004543466 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -27000.00000000 USD 815856.00000000 TWD 2023-06-21 -385.55000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -3116.92000000 -0.00036730958 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA CONSTRUCTION BANK CORP/LUXEMBOURG CHINA CONSTRUCTION BANK CORP/LUXEMBOURG Y Default Event 2026-06-20 0.00000000 USD -1656.47000000 USD 216000.00000000 USD -1460.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3959.00000000 0.000466543461 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -618174.58000000 CNY 91118.00000000 USD 2023-06-15 3959.00000000 N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 -626000.00000000 PA USD -544616.87000000 -0.06417970187 Short DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 25.00000000 NC USD 14601.67000000 0.001720715752 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 2996726.46000000 USD 14601.67000000 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 2114000.00000000 PA USD 959333.20000000 0.113051435178 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N Growth For Good Acquisition Co N/A 000000000 5118.00000000 NS USD 870.06000000 0.000102531145 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -2133.42000000 -0.00025141024 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1500000.00000000 USD 2022599.00000000 SGD 2023-07-10 -2133.42000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 160430.16000000 0.018905693906 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -43987160.00000000 ZAR 2380000.00000000 USD 2023-07-20 160430.16000000 N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 000000000 94762.50000000 PA USD 94683.37000000 0.011157844705 Long LON CORP CA N 2 2030-01-31 Floating 8.27560000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2699.43000000 0.000318110991 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -89399.86000000 USD 74000.00000000 GBP 2023-06-23 2699.43000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 7074.87000000 0.000833729310 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -200000.00000000 EUR 221124.08000000 USD 2023-06-21 7074.87000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 37890.86000000 0.004465201562 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Middleby Corp/The Middleby Corp/The Y 2024-03-17 0.00000000 USD 0.00000000 USD 467317.51000000 USD 37890.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 204.41000000 0.000024088443 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -512564.63000000 USD 412000.00000000 GBP 2023-06-23 204.41000000 N N N SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF 5493001H1FSSB667C124 78468R556 -6773.00000000 NS USD -799823.57000000 -0.09425421999 Short EC RF US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -24814.37000000 -0.00292421876 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Stabilus SE Stabilus SE Y Equity - Performance Leg 2024-03-20 0.00000000 EUR 0.00000000 EUR 4871.00000000 EUR -24814.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -104.24000000 -0.00001228403 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -740000.00000000 USD 990342.00000000 SGD 2024-01-22 -104.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2210.64000000 -0.00026051013 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1281789.46000000 USD 1195450.00000000 EUR 2023-06-23 -2210.64000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4764.60000000 0.000561478397 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1056016.00000000 NOK 100000.00000000 USD 2023-06-21 4764.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 114.33000000 0.000013473077 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -21000.00000000 CAD 15592.47000000 USD 2023-06-20 114.33000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 69.65000000 0.000008207818 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 EUR 2210.01000000 USD 2023-06-20 69.65000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -33.40000000 -0.00000393598 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1084.00000000 USD 1613.86000000 AUD 2023-06-21 -33.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12667.96000000 0.001492840088 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Segro PLC Segro PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 72840.00340000 GBP 12667.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 780.49000000 0.000091975879 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -341480.40000000 USD 275000.00000000 GBP 2023-06-23 780.49000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -21.00000000 NC USD 98063.58000000 0.011556181374 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short SOYBEAN OIL SOYBEAN OIL 2023-07-14 -680183.58000000 USD 98063.58000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 95000.00000000 PA USD 81432.72000000 0.009596338234 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -2500.19000000 -0.00029463180 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ascencio Ascencio Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 1021.00000000 EUR -2500.19000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 6.60000000 0.000000777768 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5152.78000000 USD 7000.00000000 CAD 2023-06-20 6.60000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2498.39000000 -0.00029441968 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -109523.00000000 USD 100000.00000000 EUR 2023-06-21 -2498.39000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.54000000 -0.00000006363 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -318.77000000 USD 9755.10000000 TWD 2023-06-21 -0.54000000 N N N SINO OCEAN LD TRS FIN II N/A 000000000 200000.00000000 PA USD 39254.02000000 0.004625841467 Long DBT CORP VG N 2 2027-02-04 Fixed 5.95000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -15331.60000000 -0.00180673345 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Sdiptech AB Sdiptech AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 1497865.10000000 SEK -15331.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5718.03000000 -0.00067383417 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -317000.00000000 GBP 388815.43000000 USD 2023-06-23 -5718.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -34204.29000000 -0.00403076227 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ozak Gayrimenkul Yatirim Ortak Ozak Gayrimenkul Yatirim Ortakligi Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 330812.00000000 TRY -34204.29000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -26764.62000000 -0.00315404356 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1530000.00000000 USD 1226142000.00000000 CLP 2023-07-20 -26764.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 11666.63000000 0.001374839591 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Rieter Holding AG Rieter Holding AG Y Equity - Performance Leg 2023-07-24 0.00000000 CHF 0.00000000 CHF 159758.58000000 CHF 11666.63000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 2110.28000000 0.000248683338 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1467700000.00000000 IDR 100000.00000000 USD 2023-06-21 2110.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -42718.12000000 -0.00503406405 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sartorius AG Sartorius AG Y Equity - Performance Leg 2023-07-19 0.00000000 EUR 0.00000000 EUR 609.00000000 EUR -42718.12000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 22677.27000000 0.002672374853 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Schoeller-Bleckmann Oilfield E Schoeller-Bleckmann Oilfield Equipment AG Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 130839.26000000 EUR 22677.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12907.15000000 -0.00152102713 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Glencore PLC Glencore PLC Y Equity - Performance Leg 2024-03-07 0.00000000 GBP 0.00000000 GBP 15115.00000000 GBP -12907.15000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4894.78000000 0.000576819298 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 INTESA SANPAOLO INTESA SANPAOLO Y Default Event 2028-06-20 5294.12000000 USD 0.00000000 USD 73000.00000000 EUR -399.34000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9997.49000000 0.001178141851 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 STRATEC SE STRATEC SE Y Equity - Performance Leg 2024-04-19 0.00000000 EUR 0.00000000 EUR 107619.86000000 EUR 9997.49000000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 50000.00000000 PA USD 43895.00000000 0.005172752018 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 9676.00000000 NS USD 1244236.84000000 0.146625552481 Long EC CORP US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 774.67000000 0.000091290028 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 USD 8343450.00000000 INR 2023-06-21 774.67000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4038.60000000 0.000475923825 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -11000000.00000000 JPY 110369600.00000000 KRW 2023-06-21 4038.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 50707.34000000 0.005975543805 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Air France-KLM Air France-KLM Y Equity - Performance Leg 2023-10-02 0.00000000 EUR 0.00000000 EUR 230229.00000000 EUR 50707.34000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -500.40000000 -0.00005896901 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -35226000.00000000 KRW 3600000.00000000 JPY 2023-08-16 -500.40000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 950.56000000 0.000112017568 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -40000.00000000 AUD 26988.86000000 USD 2023-06-20 950.56000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -122.77000000 -0.00001446767 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6756.26000000 USD 9000.00000000 CAD 2023-06-20 -122.77000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -36214.99000000 -0.00426771073 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Investor AB Investor AB Y Equity - Performance Leg 2023-07-14 0.00000000 SEK 0.00000000 SEK 4254168.06000000 SEK -36214.99000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 7376.67000000 0.000869294558 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Tyler Technologies Inc Tyler Technologies Inc Y 2024-03-01 0.00000000 USD 0.00000000 USD 462.00000000 USD 7376.67000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 417.00000000 NC USD 5212.50000000 0.000614260619 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Cinemark Holdings Inc Cinemark Holdings Inc 100.00000000 5.00000000 USD 2024-01-19 XXXX -1471.61000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5629.18000000 -0.00066336375 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Cairo Communication SpA Cairo Communication SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 61226.00000000 EUR -5629.18000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 91500.00000000 NC USD 1352.34000000 0.000159364835 N/A DFE CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Put Purchased SOCIETE GENERALE N/A SOCIETE GENERALE N/A 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US N/A JPY N/A USD 2023-08-17 1.00000000 USD 115.00000000 USD 2023-08-17 XXXX -14499.66000000 N N N NORTHERN STAR INVESTMENT C-A N/A 66573W115 3083.00000000 NS USD 119.93000000 0.000014133002 Long EC CORP US N 1 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 60000.00000000 NC USD 886.77000000 0.000104500314 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 DEUTSCHE BORSE AKTIENGESELLSCHAFT 529900G3SW56SHYNPR95 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US N/A JPY N/A USD 2023-08-17 1.00000000 USD 115.00000000 USD 2023-08-17 XXXX -14878.23000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 11490.98000000 0.001354140334 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Wallenstam AB Wallenstam AB Y 2023-07-17 0.00000000 SEK 0.00000000 SEK 1102691.81460000 SEK 11490.98000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 786.35000000 0.000092666443 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -131525000.00000000 KRW 100000.00000000 USD 2023-06-21 786.35000000 N N N Prestige Auto Receivables Trus N/A 74114BAL7 100000.00000000 PA USD 97223.08000000 0.011457133690 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.67000000 N N N N N N AIR FRANCE-KLM 969500AQW31GYO8JZD66 000000000 32034.00000000 PA 594932.35000000 0.070109067424 Long DBT CORP FR N 2 2026-03-25 Fixed 0.12500000 N N N N N Air France-KLM EUR XXXX N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -4576.28000000 -0.00053928606 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y Equity - Performance Leg 2023-11-10 0.00000000 EUR 0.00000000 EUR 6452.00000000 EUR -4576.28000000 N N N BEAUTY HEALTH CO/THE 5493001Z2JZQT4C63C50 88331LAA6 586000.00000000 PA USD 455615.00000000 0.053691386516 Long DBT CORP US N 2 2026-10-01 Fixed 1.25000000 N N N N Y Beauty Health Co/The USD XXXX N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 125.00000000 NS USD 16963.75000000 0.001999072150 Long EC CORP US N 1 N N N Mill City Mortgage Trust N/A 59982HAL4 100000.00000000 PA USD 81105.10000000 0.009557730260 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 765.45000000 0.000090203509 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -33000.00000000 CHF 37099.88000000 USD 2023-06-23 765.45000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -10970.44000000 -0.00129279794 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -426849.70000000 USD 14398750.17000000 THB 2023-07-20 -10970.44000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -109667.18000000 -0.01292359327 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1600000.00000000 USD 1942480000.00000000 KRW 2024-03-15 -109667.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 23894.50000000 0.002815817817 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -46838000.00000000 JPY 361307.11000000 USD 2023-06-23 23894.50000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -640.25000000 -0.00007544946 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3657192.00000000 TWD 120000.00000000 USD 2023-09-22 -640.25000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -132.00000000 NC USD -3960.00000000 -0.00046666130 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Spectrum Brands Holdings Inc Spectrum Brands Holdings Inc 100.00000000 50.00000000 USD 2023-07-21 XXXX 17720.45000000 N N N TechTarget Inc 529900YQA5JL2H2VMB84 87874R100 -813.00000000 NS USD -28243.62000000 -0.00332833448 Short EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 388.13000000 0.000045738700 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -24000.00000000 EUR 26072.50000000 USD 2023-06-20 388.13000000 N N N BLOOM ENERGY CORP 549300XB5J9BFW5JXV97 093712AH0 673000.00000000 PA USD 750395.00000000 0.088429371255 Long DBT CORP US N 2 2025-08-15 Fixed 2.50000000 N N N N Y Bloom Energy Corp USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -2.00000000 NC USD -20.00000000 -0.00000235687 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Fastenal Co Fastenal Co 100.00000000 57.50000000 USD 2023-06-16 XXXX 67.43000000 N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 13998.00000000 NS 805620.05000000 0.094937299012 Long EC CORP JP N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -59.27000000 -0.00000698459 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5955.71000000 USD 8000.00000000 CAD 2023-06-20 -59.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 389.47000000 0.000045896610 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2032-12-15 628.57000000 SGD 0.00000000 SGD 1067500.00000000 SGD -239.10000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -32.90000000 -0.00000387705 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -320000.00000000 SGD 237046.34000000 USD 2023-07-20 -32.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12764.39000000 0.001504203762 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Societe pour l'Informatique In Societe pour l'Informatique Industrielle Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 2742.00000000 EUR 12764.39000000 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAL5 748000.00000000 PA USD 520417.26000000 0.061327928747 Long DBT CORP US N 2 2026-10-28 Fixed 1.80000000 Y N N N N N Horizon Aircraft Finance III L N/A 44040JAA6 222449.19000000 PA USD 178514.14000000 0.021036778177 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.42500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 8.00000000 NC USD 760.00000000 0.000089561260 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Wayfair Inc Wayfair Inc 100.00000000 25.00000000 USD 2023-08-18 XXXX -1152.23000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 12428.30000000 0.001464597651 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CARNIVAL CORP Carnival Corp Y Default Event 2027-06-20 18507.13000000 USD 0.00000000 USD 66000.00000000 USD -6078.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1014.28000000 -0.00011952657 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -212593.74000000 USD 170000.00000000 GBP 2023-06-23 -1014.28000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 22.40000000 0.000002639700 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -13000.00000000 DKK 1891.07000000 USD 2023-06-20 22.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -21.88000000 -0.00000257842 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -624.12000000 USD 1000.00000000 NZD 2023-06-23 -21.88000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 19742.33000000 0.002326510476 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Corbion NV Corbion NV Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 183623.67000000 EUR 19742.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11557.19000000 0.001361942770 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -50534000.00000000 JPY 375595.13000000 USD 2023-06-23 11557.19000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 1480.39000000 0.000174454729 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -200000.00000000 NZD 121929.00000000 USD 2023-06-21 1480.39000000 N N N AREAS TL B1 E+47 07/01/26 N/A 000000000 177528.00000000 PA 174299.15000000 0.020540067890 Long LON CORP FR N 2 2026-07-01 Floating 7.18599960 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2694.23000000 0.000317498204 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -73231762.00000000 HKD 9400000.00000000 USD 2023-12-15 2694.23000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 573.07000000 0.000067532725 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 CECONOMY AG CECONOMY AG Y Default Event 2023-12-20 2935.31000000 USD 0.00000000 USD 52000.00000000 EUR -2362.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 676.60000000 0.000079733090 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Lar Espana Real Estate Socimi Lar Espana Real Estate Socimi SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 14796.00000000 EUR 676.60000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -18.00000000 NC -2866.79000000 -0.00033783332 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Put Written DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 10.00000000 4000.00000000 EUR 2023-06-16 XXXX -1446.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 39381.68000000 0.004640885402 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 RESTORE PLC RESTORE PLC Y Equity - Performance Leg 2023-07-18 0.00000000 GBP 0.00000000 GBP 100087.15940000 GBP 39381.68000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -85.08000000 -0.00001002614 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -31120.36000000 USD 29000.00000000 EUR 2023-06-20 -85.08000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -76532.73000000 -0.00901890496 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3000000.00000000 USD 20445000.00000000 CNY 2023-12-21 -76532.73000000 N N N CHEESECAKE FACTORY (THE) 529900872XMLK10SY247 163072AA9 233000.00000000 PA USD 193681.25000000 0.022824127508 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N Y Cheesecake Factory Inc/The USD XXXX N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 51291.38000000 0.006044369277 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 DIS-CHEM PHARMACIES LTD DIS-CHEM PHARMACIES LTD Y Equity - Performance Leg 2023-12-25 0.00000000 ZAR 0.00000000 ZAR 4714304.64360000 ZAR 51291.38000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 265.00000000 NC USD 40015.00000000 0.004715518214 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 75.00000000 USD 2023-07-21 XXXX -35252.70000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1211.92000000 -0.00014281721 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -100000.00000000 AUD 708403.00000000 NOK 2023-06-21 -1211.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2635.20000000 0.000310541886 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -299000.00000000 NZD 182704.25000000 USD 2023-06-23 2635.20000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1502.23000000 0.000177028437 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -200000.00000000 USD 16683000.00000000 INR 2023-06-21 1502.23000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -41030.41000000 -0.00483517795 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 AAK AB AAK AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 3006361.93000000 SEK -41030.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31912.87000000 0.003760732719 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 YouGov PLC YouGov PLC Y Equity - Performance Leg 2023-10-27 0.00000000 GBP 0.00000000 GBP 21187.00000000 GBP 31912.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -23453.59000000 -0.00276385932 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SINOMATECH Sinoma Science & Technology Co Ltd Y 2024-02-05 0.00000000 USD 0.00000000 USD 95244.00000000 CNY -23453.59000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 3549.56000000 0.000418293510 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 WITHSECURE OYJ WITHSECURE OYJ Y 2024-04-22 0.00000000 EUR 0.00000000 EUR 45767.46000000 EUR 3549.56000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 40.00000000 NC USD 400.00000000 0.000047137505 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Amyris Inc Amyris Inc 100.00000000 3.00000000 USD 2023-06-16 XXXX 158.84000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 15000.00000000 PA USD 17299.58000000 0.002038647622 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7370.24000000 0.000868536822 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sensirion Holding AG Sensirion Holding AG Y Equity - Performance Leg 2024-04-22 0.00000000 CHF 0.00000000 CHF 256024.14000000 CHF 7370.24000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4425.11000000 -0.00052147161 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 MFE-MediaForEurope NV MFE-MediaForEurope NV Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 626752.00000000 EUR -4425.11000000 N N N MATCH GROUP FINANCECO 2 549300IPGK4BWL134U96 44932FAA5 873000.00000000 PA USD 760644.90000000 0.089637258052 Long DBT CORP US N 2 2026-06-15 Fixed 0.87500000 N N N N Y Match Group Inc USD XXXX N N N Inflection Point Acquisition C N/A 000000000 55916.00000000 NS USD 563633.28000000 0.066420667207 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -97.99000000 -0.00001154751 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3835.34000000 USD 26000.00000000 DKK 2023-06-20 -97.99000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -10090.80000000 -0.00118913785 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -400000.00000000 USD 11913320.00000000 TWD 2023-07-20 -10090.80000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 1.00000000 NC USD 132.50000000 0.000015614298 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 32.50000000 USD 2024-01-19 XXXX -49.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -21113.96000000 -0.00248814851 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4173660755.20000000 COP 904958.76000000 USD 2023-07-19 -21113.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5230.38000000 0.000616367666 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -439000.00000000 AUD 291034.17000000 USD 2023-06-23 5230.38000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1986.11000000 0.000234050678 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Marel HF Marel HF Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 17068.77000000 EUR 1986.11000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -8.00000000 NC USD -26800.00000000 -0.00315821287 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 3800.00000000 USD 2023-10-31 XXXX -2069.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10519.76000000 -0.00123968811 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 3750000.00000000 AUD -10519.76000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAS9 1596000.00000000 PA USD 1696876.78000000 0.199966346729 Long DBT NUSS RO N 2 2053-01-17 Fixed 7.62500000 N N N N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -35.00000000 NC USD 45712.69000000 0.005386955450 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME PRIMARY ALUMINUM LME PRIMARY ALUMINUM 2023-09-18 -2018382.69000000 USD 45712.69000000 N N N Progress Residential Trust N/A 74333AAG5 325000.00000000 PA USD 292581.48000000 0.034478902867 Long ABS-O CORP US N 2 2027-10-17 Fixed 1.89600000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 59597.68000000 0.007023214934 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Synthomer PLC Synthomer PLC Y 2024-03-22 0.00000000 GBP 0.00000000 GBP 187457.59920000 GBP 59597.68000000 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 11248.00000000 NS USD 2165464.96000000 0.255186541607 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 10.25000000 0.000001207898 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -35000.00000000 CAD 25809.29000000 USD 2023-06-23 10.25000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -24049.73000000 -0.00283411070 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 FIRSTENERGY CORP FirstEnergy Corp Y 2024-05-04 0.00000000 USD 0.00000000 USD 1411000.00000000 USD -24049.73000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1867.48000000 -0.00022007087 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -150000.00000000 USD 196375500.00000000 KRW 2023-06-21 -1867.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -339.11000000 -0.00003996199 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -41000.00000000 EUR 43546.23000000 USD 2023-06-23 -339.11000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 3.00000000 NC USD 750.00000000 0.000088382822 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Tyler Technologies Inc Tyler Technologies Inc 100.00000000 280.00000000 USD 2023-06-16 XXXX -1504.10000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 2574000.00000000 PA USD 1929728.19000000 0.227406433326 Long DBT CORP US N 2 2025-10-01 Fixed 5.62500000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 47173.92000000 0.005559152293 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -12000000.00000000 CNY 1775000.89000000 USD 2024-03-21 47173.92000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 309.00000000 NC USD 4017.00000000 0.000473378399 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased iShares 20+ Year Treasury Bond ETF iShares 20+ Year Treasury Bond ETF 100.00000000 120.00000000 USD 2023-07-21 XXXX -58561.11000000 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 179.00000000 NS USD 13904.72000000 0.001638584541 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 1319.40000000 0.000155483062 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Hufvudstaden AB Hufvudstaden AB Y Equity - Performance Leg 2023-07-12 0.00000000 SEK 0.00000000 SEK 654495.24330000 SEK 1319.40000000 N N N F45 Training Holdings Inc 549300W3HC5NKPWXMK72 30322L101 120050.00000000 NS USD 122451.00000000 0.014430086740 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -3562.51000000 -0.00041981958 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Outokumpu Oyj Outokumpu Oyj Y Equity - Performance Leg 2023-07-25 0.00000000 EUR 0.00000000 EUR 44147.00000000 EUR -3562.51000000 N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAF5 698000.00000000 PA USD 690468.58000000 0.081367416362 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -26485.87000000 -0.00312119461 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Hiscox Ltd Hiscox Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 146968.51820000 GBP -26485.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6485.11000000 0.000764229772 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -253361.14000000 USD 236000.00000000 CHF 2023-06-23 6485.11000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 489.77000000 0.000057716340 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -53000.00000000 AUD 34990.52000000 USD 2023-06-20 489.77000000 N N N Banc of America Funding Corpor N/A 05953YBT7 23193.66650000 PA USD 20798.59000000 0.002450984130 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 5.50000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -15632.95000000 -0.00184224566 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 INTEGRA LIFESCIENCES HLD Integra LifeSciences Holdings Corp Y 2024-02-16 0.00000000 USD 0.00000000 USD 491000.00000000 USD -15632.95000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 15.00000000 NC USD 1080.00000000 0.000127271265 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Penn Entertainment Inc Penn Entertainment Inc 100.00000000 30.00000000 USD 2023-08-18 XXXX 94.50000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -4.00000000 NC USD -16.00000000 -0.00000188550 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written First Horizon Corp First Horizon Corp 100.00000000 13.00000000 USD 2023-06-16 XXXX 198.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4230.44000000 0.000498530972 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2032-12-15 1946.67000000 SGD 0.00000000 SGD 1067500.00000000 SGD 2283.77000000 N N N PERSHING SQUARE ESCROW N/A 000000000 42829.00000000 NS USD 8565.80000000 0.001009426113 Long EC CORP US N 3 N N N BTIG, LLC 549300GTG9PL6WO3EC51 000000000 1.00000000 NC -15224.67000000 -0.00179413241 N/A DE CORP US N 2 BTIG, LLC 549300GTG9PL6WO3EC51 Novozymes A/S Novozymes A/S Y Equity - Performance Leg 2024-03-25 0.00000000 DKK 0.00000000 DKK 8376.00000000 DKK -15224.67000000 N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 24952.00000000 NS USD 1462686.24000000 0.172368452012 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 176760.00000000 0.020830063717 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 United States Steel Corp United States Steel Corp Y 2024-02-23 0.00000000 USD 0.00000000 USD 2656096.46000000 USD 176760.00000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -6048.25000000 -0.00071274854 N/A DE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Energy Transfer LP Energy Transfer LP Y 2024-02-14 0.00000000 USD 0.00000000 USD 13565.00000000 USD -6048.25000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 652.78000000 0.000076926052 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -50000.00000000 AUD 33200.66000000 USD 2023-06-20 652.78000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -100.03000000 -0.00001178791 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5603.26000000 USD 5000.00000000 CHF 2023-06-20 -100.03000000 N N N ROSECLIFF ACQUISITION CORP-A N/A 77732R111 19875.00000000 NS USD 1391.25000000 0.000163950136 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3360.21000000 0.000395979794 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -266000.00000000 NZD 163555.42000000 USD 2023-06-23 3360.21000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4835.32000000 -0.00056981230 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -785046000.00000000 KRW 600000.00000000 USD 2024-06-21 -4835.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2678.58000000 -0.00031565394 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -76778.08000000 USD 800000.00000000 SEK 2023-08-31 -2678.58000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 630.76000000 0.000074331132 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -300000.00000000 USD 398515800.00000000 KRW 2023-06-22 630.76000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -120161.04000000 -0.01416022923 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Elkem ASA Elkem ASA Y Equity - Performance Leg 2023-07-13 0.00000000 NOK 0.00000000 NOK 173305.00000000 NOK -120161.04000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -268.00000000 -0.00003158212 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Apple Inc Apple Inc 100.00000000 180.00000000 USD 2023-06-16 XXXX -72.29000000 N N N BNP PARIBAS UK LIMITED CGKPTUL0E6IIWC1NOM75 000000000 4028.00000000 NC 8641.82000000 0.001018384596 N/A DE CORP GB N 2 BNP PARIBAS UK LIMITED CGKPTUL0E6IIWC1NOM75 Put Purchased TAIWAN STOCK EXCHANGE INDEX TAIWAN SE WEIGHTED INDEX 1.00000000 16050.00000000 TWD 2023-06-19 XXXX -26470.85000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1286.55000000 -0.00015161189 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -51358.68000000 USD 46785.62000000 EUR 2023-06-21 -1286.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -203.67000000 -0.00002400123 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4760.37000000 USD 7000.00000000 AUD 2023-06-20 -203.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -169.34000000 -0.00001995566 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Manitou BF SA Manitou BF SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 592.00000000 EUR -169.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3.54000000 -0.00000041716 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 GBP 2485.46000000 USD 2023-06-20 -3.54000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 1.00000000 NC USD -290.10000000 -0.00003418647 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME PRIMARY ALUMINUM LME PRIMARY ALUMINUM 2023-09-18 56652.10000000 USD -290.10000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1410.62000000 0.000166232770 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3150000.00000000 USD 24627648.15000000 HKD 2023-08-14 1410.62000000 N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923AZ1 516000.00000000 PA USD 499230.00000000 0.058831142281 Long DBT CORP US N 2 2025-08-01 Fixed 7.50000000 N N N N Y Arbor Realty Trust Inc USD XXXX N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 9487.98000000 0.001118099275 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2028-09-20 0.00000000 USD 0.00000000 USD 2550000.00000000 USD 9487.98000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 70000.00000000 PA USD 49899.19000000 0.005880308368 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 400000.00000000 PA USD 364849.28000000 0.042995212432 Long DBT CORP GB N 2 2024-01-21 Fixed 13.87500000 N N N N N N Wayfair Inc 54930027N9ZAVYFDHK53 94419L101 -18398.00000000 NS USD -741807.36000000 -0.08741737143 Short EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -38837.54000000 -0.00457676189 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Kawasaki Heavy Industries Ltd Kawasaki Heavy Industries Ltd Y Default Event 2028-06-20 0.00000000 USD -20307.28000000 USD 166681000.00000000 JPY -18530.26000000 N N N VEECO INSTRUMENTS INC 5493004201F72ADDZW04 922417AG5 75000.00000000 PA USD 87750.00000000 0.010340790287 Long DBT CORP US N 2 2025-01-15 Fixed 3.50000000 N N N N Y Veeco Instruments Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 27593.20000000 0.003251686547 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -969194.96000000 USD 800900.00000000 GBP 2023-06-23 27593.20000000 N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AW2 886000.00000000 PA USD 893088.00000000 0.105244851466 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 68404L201 17618.00000000 NS USD 485375.90000000 0.057198522990 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 112.98000000 0.000013313988 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -398000.00000000 JPY 2980.10000000 USD 2023-06-23 112.98000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -616.23000000 -0.00007261886 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Intercos SpA Intercos SpA Y Equity - Performance Leg 2024-05-03 0.00000000 EUR 0.00000000 EUR 7843.00000000 EUR -616.23000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 148.36000000 0.000017483300 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -20000.00000000 USD 1668146.00000000 INR 2023-06-21 148.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2989.33000000 -0.00035227389 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -42155000.00000000 INR 500000.00000000 USD 2024-03-15 -2989.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 269122.86000000 0.031714450789 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Capricorn Energy PLC Capricorn Energy PLC Y 2023-12-21 0.00000000 GBP 0.00000000 GBP 358898.59000000 GBP 269122.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -31.94000000 -0.00000376392 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2234.03000000 USD 2000.00000000 CHF 2023-06-23 -31.94000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 401.21000000 0.000047280096 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -93922119.94000000 KRW 72461.27000000 USD 2024-03-15 401.21000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 149.74000000 0.000017645925 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -100000.00000000 AUD 108341.70000000 NZD 2023-06-21 149.74000000 N N N INVESTCORP EUROPE ACQUISI-A N/A 000000000 9717.00000000 NS USD 1749.06000000 0.000206115813 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3831.31000000 0.000451495991 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -77066.72000000 USD 65000.00000000 GBP 2023-06-23 3831.31000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 1198000.00000000 PA USD 232999.02000000 0.027457481515 Long DBT NUSS UA N 2 2026-09-01 Variable 7.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 722.82000000 0.000085179829 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -100000.00000000 USD 8370750.00000000 INR 2023-09-20 722.82000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 731.20000000 0.000086167360 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -268965.00000000 SGD 200000.00000000 USD 2023-07-20 731.20000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -12194.65000000 -0.00143706345 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Var Energi ASA Var Energi ASA Y Equity - Performance Leg 2023-10-23 0.00000000 NOK 0.00000000 NOK 116752.00000000 NOK -12194.65000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -18427.91000000 -0.00217161427 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2027-12-20 7190.36000000 USD 0.00000000 USD 80000.00000000 EUR -25618.27000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 423.94000000 0.000049958685 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Getinge AB Getinge AB Y Equity - Performance Leg 2024-05-09 0.00000000 SEK 0.00000000 SEK 838928.50000000 SEK 423.94000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -47822.37000000 -0.00563556808 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Pandox AB Pandox AB Y Equity - Performance Leg 2023-11-01 0.00000000 SEK 0.00000000 SEK 31024.00000000 SEK -47822.37000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1099.83000000 0.000129608106 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -42575.77000000 USD 776000.00000000 MXN 2023-06-20 1099.83000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 12.00000000 NC USD 2526.00000000 0.000297673347 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Southwest Airlines Co Southwest Airlines Co 100.00000000 27.50000000 USD 2024-01-19 XXXX 157.58000000 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 79.00000000 NS USD 35076.79000000 0.004133580961 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 16741.00000000 0.001972822452 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Husqvarna AB Husqvarna AB Y Equity - Performance Leg 2023-11-01 0.00000000 SEK 0.00000000 SEK 2476459.90000000 SEK 16741.00000000 N N N Consilium Acquisition Corp I L N/A 000000000 12546.00000000 NS USD 131482.08000000 0.015494343200 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4040.26000000 -0.00047611944 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 International Consolidated Air International Consolidated Airlines Group SA Y Equity - Performance Leg 2024-05-27 0.00000000 GBP 0.00000000 GBP 112000.00000000 GBP -4040.26000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 6803.86000000 0.000801792471 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Sampo Oyj Sampo Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 255313.88000000 EUR 6803.86000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4853.52000000 -0.00057195706 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Magellan Midstream Partners LP Magellan Midstream Partners LP Y 2024-05-18 0.00000000 USD 0.00000000 USD 3120.00000000 USD -4853.52000000 N N N SCF Equipment Trust Llc N/A 783897AG6 100000.00000000 PA USD 91875.85000000 0.010826995980 Long ABS-O CORP US N 2 2032-08-20 Fixed 3.56000000 N N N N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -61265.79000000 -0.00721979129 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -3000000.00000000 USD 3961920.00000000 SGD 2023-08-17 -61265.79000000 N N N BANK OF SHANGHAI (HONG KONG) LIMITED 549300131DM2KKXKOX69 000000000 1.00000000 NC -5308.12000000 -0.00062552884 N/A DIR CORP HK N 2 BANK OF SHANGHAI (HONG KONG) LIMITED 549300131DM2KKXKOX69 Y 2023-06-15 0.00000000 CNY -6660.01000000 CNY 46000000.00000000 CNY 1351.89000000 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 335000.00000000 PA USD 275678.98000000 0.032487048647 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -12322.17000000 -0.00145209089 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -420297.00000000 SGD 300000.00000000 USD 2023-09-25 -12322.17000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3970.32000000 0.000467877452 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SES SA SES SA Y Default Event 2028-06-20 7485.21000000 USD 0.00000000 USD 133000.00000000 EUR -3514.89000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 44206.13000000 0.005209416749 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -7177730.00000000 CNY 1060000.00000000 USD 2023-08-21 44206.13000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -4.88000000 -0.00000057507 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 EUR 2135.48000000 USD 2023-06-20 -4.88000000 N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 175000.00000000 PA 167179.55000000 0.019701067428 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 82000.00000000 PA USD 81538.75000000 0.009608833208 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 40000.00000000 PA USD 39851.60000000 0.004696262543 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 10.00000000 NC USD 950.00000000 0.000111951575 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Wayfair Inc Wayfair Inc 100.00000000 25.00000000 USD 2023-08-18 XXXX -3263.68000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -22413.13000000 -0.00264124760 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 AP Moller - Maersk A/S AP Moller - Maersk A/S Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 48.00000000 DKK -22413.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3074.13000000 -0.00036226705 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -78116.34000000 USD 10417000.00000000 JPY 2023-06-23 -3074.13000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 52921.52000000 0.006236471111 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 2980054.00000000 BRL 52921.52000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5513.25000000 -0.00064970213 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Swatch Group AG/The Swatch Group AG/The Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 528.00000000 CHF -5513.25000000 N N N EZCORP Inc 5493003K6PG3ZQ7TUQ63 302301106 -70866.00000000 NS USD -591022.44000000 -0.06964830891 Short EC CORP US N 1 N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010L103 -36202.00000000 NS USD -678425.48000000 -0.07994821212 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 599.10000000 0.000070600198 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AUDAX RENOVABLES SA AUDAX RENOVABLES SA Y Equity - Performance Leg 2024-04-24 0.00000000 EUR 0.00000000 EUR 88570.00000000 EUR 599.10000000 N N N NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 000000000 1.00000000 NC USD 2279.66000000 0.000268643714 N/A DFE CORP US N 2 NATWEST MARKETS SECURITIES INC. ZE2ZWJ5BTIQJ8M0C6K34 -261059141.00000000 CLP 322335.03000000 USD 2023-07-20 2279.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11185.35000000 -0.00131812374 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Renewi PLC Renewi PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 14760.00000000 GBP -11185.35000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 41859.49000000 0.004932879858 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -5600000.00000000 USD 467107200.00000000 INR 2023-06-21 41859.49000000 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 19453.00000000 NS USD 978096.84000000 0.115262613141 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 11358.13000000 0.001338484790 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 FirstEnergy Corp FirstEnergy Corp Y 2024-05-02 0.00000000 USD 0.00000000 USD 270508.22920000 USD 11358.13000000 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 40000.00000000 PA USD 33925.60000000 0.003997920398 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 23843.14000000 0.002809765362 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -922000.00000000 CHF 1038760.88000000 USD 2023-06-21 23843.14000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4408.08000000 -0.00051946473 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3246720.00000000 SGD 2400000.00000000 USD 2023-07-10 -4408.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 12051.02000000 0.001420137556 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1331700.00000000 SGD 1000000.00000000 USD 2023-08-21 12051.02000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -19815.28000000 -0.00233510717 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2025-07-20 0.00000000 USD 0.00000000 USD 2538945.00000000 USD -19815.28000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -65.64000000 -0.00000773526 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2206.00000000 USD 2000.00000000 EUR 2023-06-20 -65.64000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1310.03000000 -0.00015437886 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -647000.00000000 GBP 803882.94000000 USD 2023-06-20 -1310.03000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4453.93000000 0.000524867875 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Geberit AG Geberit AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 190215.99510000 CHF 4453.93000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1296.27000000 0.000152757335 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -34149.88000000 USD 159750076.94000000 COP 2023-07-19 1296.27000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 276.72000000 0.000032609726 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -378173.00000000 CNY 50000.00000000 EUR 2023-06-21 276.72000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -722.68000000 -0.00008516333 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -13990500.00000000 HKD 1800000.00000000 USD 2024-05-30 -722.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7800.57000000 -0.00091924852 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -344968.44000000 USD 315000.00000000 EUR 2023-06-23 -7800.57000000 N N N Firstkey Homes Trust N/A 33767JAJ1 100000.00000000 PA USD 91344.94000000 0.010764431548 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.66800000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -760.18000000 -0.00008958247 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -45212.54000000 USD 60000.00000000 SGD 2023-07-20 -760.18000000 N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAC8 2194000.00000000 PA USD 2312004.29000000 0.272455287822 Long DBT CORP US N 2 2026-01-15 Fixed 12.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 1635000.00000000 PA USD 1079149.05000000 0.127170985924 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.62500000 N N N N N N Origin Energy Ltd ZSN2LWNPYW6ISMRUC664 000000000 327295.00000000 NS 1773593.38000000 0.209006919631 Long EC CORP AU N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -11426.16000000 -0.00134650170 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Hexpol AB Hexpol AB Y Equity - Performance Leg 2023-08-03 0.00000000 SEK 0.00000000 SEK 9074.00000000 SEK -11426.16000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2029.05000000 0.000239110889 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Snam SpA Snam SpA Y Equity - Performance Leg 2023-10-13 0.00000000 EUR 0.00000000 EUR 27434.00000000 EUR 2029.05000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -9071.21000000 -0.00106898553 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Telkom SA SOC Ltd Telkom SA SOC Ltd Y 2023-10-16 0.00000000 ZAR 0.00000000 ZAR 2080149.30930000 ZAR -9071.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9417.48000000 -0.00110979129 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -364781.71000000 USD 332000.00000000 EUR 2023-06-23 -9417.48000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -8809.28000000 -0.00103811871 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 UNITED STATES STEEL CORP United States Steel Corp Y Default Event 2028-06-20 0.00000000 USD -5073.03000000 USD 261000.00000000 USD -3736.25000000 N N N Applebees/IHOP Funding LLC N/A 03789XAF5 140000.00000000 PA USD 140456.29000000 0.016551897885 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -7646.43000000 -0.00090108409 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Tessenderlo Group SA Tessenderlo Group SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 4926.00000000 EUR -7646.43000000 N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 180000.00000000 PA USD 163242.00000000 0.019237051716 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 35.00000000 NC USD 350.00000000 0.000041245317 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Amyris Inc Amyris Inc 100.00000000 3.00000000 USD 2023-06-16 XXXX -222.89000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 -39000.00000000 PA USD -37334.92000000 -0.00439968749 Short DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 65785.13000000 0.007752367331 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3927413.00000000 SGD 3000000.00000000 USD 2024-01-22 65785.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 130374.58000000 0.015363831231 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -31072824.58000000 CNY 4511461.23000000 USD 2023-06-15 130374.58000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -1287.53000000 -0.00015172738 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -39635.52000000 USD 35831.00000000 EUR 2023-06-21 -1287.53000000 N N N FOCUS IMPACT ACQUISITION-A N/A 34417L117 6618.00000000 NS USD 299.13000000 0.000035250605 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -131.43000000 -0.00001548820 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -231000.00000000 MXN 12861.30000000 USD 2023-06-23 -131.43000000 N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 -182000.00000000 PA USD -148959.72000000 -0.01755397408 Short DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 8.00000000 NC USD 8680.00000000 0.001022883871 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2700.00000000 USD 2023-10-31 XXXX -664.32000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -92.00000000 NC USD -4830.00000000 -0.00056918537 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written WWE World Wrestling Entertainment Inc 100.00000000 75.00000000 USD 2023-07-21 XXXX 22158.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -65.36000000 -0.00000770226 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GLANBIA PLC GLANBIA PLC Y Equity - Performance Leg 2023-10-27 0.00000000 EUR 0.00000000 EUR 161.00000000 EUR -65.36000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -580.16000000 -0.00006836823 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -6135000.00000000 CAD 4522495.27000000 USD 2023-06-30 -580.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 661.86000000 0.000077996073 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Unilever PLC Unilever PLC Y Equity - Performance Leg 2023-10-16 0.00000000 GBP 0.00000000 GBP 196841.28000000 GBP 661.86000000 N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 000000000 1.00000000 NC -29109.91000000 -0.00343042136 N/A DIR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 Y 2028-07-20 0.00000000 KRW 0.00000000 KRW 3103190226.00000000 KRW -29109.91000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2780.48000000 -0.00032766222 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Royal Unibrew A/S Royal Unibrew A/S Y Equity - Performance Leg 2023-11-27 0.00000000 DKK 0.00000000 DKK 3316021.67000000 DKK -2780.48000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -3.00000000 NC USD -75.00000000 -0.00000883828 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Microchip Technology Inc Microchip Technology Inc 100.00000000 85.00000000 USD 2023-06-16 XXXX 218.15000000 N N N LD HOLDINGS GROUP LLC N/A 521088AA2 244000.00000000 PA USD 193906.80000000 0.022850707169 Long DBT CORP US N 2 2025-11-01 Fixed 6.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2274.80000000 0.000268070994 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1483377.95000000 USD 22281671866.00000000 IDR 2023-07-20 2274.80000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -162.72000000 -0.00001917553 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6918.70000000 USD 47000.00000000 DKK 2023-06-20 -162.72000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -12.05000000 -0.00000142001 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3222.60000000 USD 3000.00000000 EUR 2023-06-20 -12.05000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -811.86000000 -0.00009567263 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -26850.16000000 USD 40000.00000000 AUD 2023-06-20 -811.86000000 N N N Shift4 Payments Inc N/A 82452J109 -6626.00000000 NS USD -415582.72000000 -0.04897383196 Short EC CORP US N 1 N N N Consumer Staples Select Sector SPDR Fund 549300Z52QUV3UXHLA68 81369Y308 -6854.00000000 NS USD -498080.18000000 -0.05869564316 Short EC RF US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 27.81000000 0.000003277235 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3705.70000000 USD 3000.00000000 GBP 2023-06-20 27.81000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 12580.48000000 0.001482531115 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -968309.86000000 USD 1320000.00000000 SGD 2023-09-25 12580.48000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1582.52000000 -0.00018649011 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -420000.00000000 USD 560047.00000000 SGD 2024-01-22 -1582.52000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 60.00000000 NC USD 5460.00000000 0.000643426951 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Southwest Airlines Co Southwest Airlines Co 100.00000000 22.50000000 USD 2024-01-19 XXXX -1048.68000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 210000.00000000 PA USD 193356.73000000 0.022785884849 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7694.75000000 -0.00090677830 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Tesco PLC Tesco PLC Y Equity - Performance Leg 2024-05-03 0.00000000 GBP 0.00000000 GBP 46403.00000000 GBP -7694.75000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 202.00000000 NC USD 12322.00000000 0.001452070859 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Industrial Select Sector SPDR Fund Industrial Select Sector SPDR Fund 100.00000000 94.00000000 USD 2023-06-16 XXXX -48340.43000000 N N N ORGANON & CO/ORG N/A 68622TAB7 -192000.00000000 PA USD -163156.24000000 -0.01922694543 Short DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 14788.23000000 0.001742700685 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2250000.00000000 SGD 1699339.30000000 USD 2024-03-13 14788.23000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -23508.94000000 -0.00277038197 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -882736.99000000 GBP 1075083.61000000 USD 2023-06-21 -23508.94000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 3423.34000000 0.000403419270 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Hannon Armstrong Sustainable I Hannon Armstrong Sustainable Infrastructure Capital Inc Y 2024-03-21 0.00000000 USD 0.00000000 USD 28544.10000000 USD 3423.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -432.61000000 -0.00005098039 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -17897.50000000 USD 29000.00000000 NZD 2023-06-23 -432.61000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -9591.79000000 -0.00113033263 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1200000.00000000 USD 1594140.00000000 SGD 2024-01-10 -9591.79000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -186084.57000000 -0.02192890614 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3000000.00000000 USD 3667620000.00000000 KRW 2024-03-15 -186084.57000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 5565.96000000 0.000655913676 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -440293.29000000 USD 600000.00000000 SGD 2023-09-25 5565.96000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -440.75000000 -0.00005193963 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -23984.75000000 USD 22000.00000000 EUR 2023-06-20 -440.75000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -10561.99000000 -0.00124466465 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Allfunds Group Plc Allfunds Group Plc Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 164766.83000000 EUR -10561.99000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 6862.07000000 0.000808652157 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -12933076.00000000 JPY 100000.00000000 USD 2023-06-21 6862.07000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 51559.20000000 0.006075930194 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -11000000.00000000 CNY 1633525.89000000 USD 2024-03-04 51559.20000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -3591.00000000 -0.00042317695 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Silicon Motion Technology Corp Silicon Motion Technology Corp Y 2024-01-29 0.00000000 USD 0.00000000 USD 5400.00000000 USD -3591.00000000 N N N Extended Stay America Trust N/A 30227FAE0 118799.93000000 PA USD 115785.41000000 0.013644588525 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.48800000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7655.63000000 0.000902168254 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Nordex SE Nordex SE Y Equity - Performance Leg 2023-08-21 0.00000000 EUR 0.00000000 EUR 249547.43000000 EUR 7655.63000000 N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741R102 -27148.00000000 NS USD -938777.84000000 -0.11062911418 Short EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 180000.00000000 PA USD 164529.65000000 0.019388793238 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -16373.73000000 -0.00192954197 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2028-06-21 0.00000000 INR 0.00000000 INR 81000000.00000000 INR -16373.73000000 N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681MAH1 1000000.00000000 PA USD 1000100.00000000 0.117855548335 Long DBT CORP SG N 2 2023-09-26 Floating 6.25871000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 300.00000000 NC USD 15000.00000000 0.001767656459 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased NextDecade Corp NextDecade Corp 100.00000000 7.50000000 USD 2023-07-21 XXXX -9536.72000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3018.66000000 -0.00035573025 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1028261.45000000 USD 1391000.00000000 CAD 2023-06-20 -3018.66000000 N N N GLOBAL ATLANTIC FIN CO N/A 37959GAA5 165000.00000000 PA USD 141994.81000000 0.016733202873 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 2.00000000 NC USD 10.00000000 0.000001178437 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4240.00000000 USD 2023-05-30 XXXX -111.50000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -4529.68000000 -0.00053379454 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -175100.34000000 USD 159113.87000000 EUR 2023-07-20 -4529.68000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 9928.72000000 0.001170037736 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Y 2024-08-25 6398.12000000 KRW 0.00000000 KRW 9452000000.00000000 KRW 3530.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 198.14000000 0.000023349563 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 EUR 8759.60000000 USD 2023-06-20 198.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1322.47000000 -0.00015584484 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -144831.00000000 USD 1017833.16000000 CNY 2023-06-15 -1322.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2676.68000000 0.000315430046 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 voestalpine AG voestalpine AG Y Equity - Performance Leg 2023-12-18 0.00000000 EUR 0.00000000 EUR 2443.00000000 EUR 2676.68000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 20679.91000000 0.002436998432 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Telekom Austria AG Telekom Austria AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 39836.00000000 EUR 20679.91000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 11824.08000000 0.001393394092 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -879894.41000000 USD 1200000.00000000 SGD 2023-09-25 11824.08000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 30916.97000000 0.003643372114 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2024-03-22 0.00000000 USD 0.00000000 USD 3075000.00000000 USD 30916.97000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -5874.56000000 -0.00069228026 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 13070201.00000000 JPY 2023-06-21 -5874.56000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -880.45000000 -0.00010375554 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8383850.00000000 INR 100000.00000000 USD 2023-09-20 -880.45000000 N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 65341B106 48723.00000000 NS USD 2919482.16000000 0.344042766544 Long EC CORP US N 1 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -986.41000000 -0.00011624226 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -24702.81000000 USD 3293244.00000000 JPY 2023-06-21 -986.41000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8852.58000000 -0.00104322134 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Kobe Steel Ltd Kobe Steel Ltd Y Default Event 2028-06-20 39846.96000000 USD 0.00000000 USD 181198000.00000000 JPY -48699.54000000 N N N MONTREAL EXCHANGE N/A 000000000 -11.00000000 NC -6142.33000000 -0.00072383528 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Short CANADIAN GOVERNMENT Canadian Government Bond 2023-09-20 -995971.86000000 USD -6142.33000000 N N N TRAVERE THERAPEUTICS INC N/A 89422GAA5 490000.00000000 PA USD 424768.75000000 0.050056348312 Long DBT CORP US N 2 2029-03-01 Fixed 2.25000000 N N N N Y Travere Therapeutics Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3652.95000000 0.000430477377 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -194000.00000000 EUR 211305.54000000 USD 2023-06-23 3652.95000000 N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 000000000 -8827.00000000 NS -65043.29000000 -0.00766494611 Short EC CORP AT N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 16574.03000000 0.001953146079 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Grieg Seafood ASA Grieg Seafood ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 29081.00000000 NOK 16574.03000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -359.22000000 -0.00004233183 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Y 2023-06-15 0.00000000 CNY 0.00000000 CNY 31000000.00000000 CNY -359.22000000 N N N Sunnova Energy International I 549300JK1Y1VVC3JU540 86745K104 101514.00000000 NS USD 1792737.24000000 0.211262904150 Long EC CORP US N 1 N N N Winnebago Industries Inc 549300B7OYKYJLTE3G11 974637100 -5857.00000000 NS USD -325883.48000000 -0.03840333589 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -717.56000000 -0.00008455997 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Vitesco Technologies Group AG Vitesco Technologies Group AG Y Equity - Performance Leg 2023-09-04 0.00000000 EUR 0.00000000 EUR 4463.00000000 EUR -717.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1699.28000000 0.000200249551 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -97000.00000000 NZD 60116.33000000 USD 2023-06-23 1699.28000000 N N N Network International Holdings 213800XVRNKWENNLKK60 000000000 272910.00000000 NS 1242520.72000000 0.146423318441 Long EC CORP AE N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4909.66000000 -0.00057857281 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Oesterreichische Post AG Oesterreichische Post AG Y Equity - Performance Leg 2023-08-23 0.00000000 EUR 0.00000000 EUR 183078.55000000 EUR -4909.66000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 125000.00000000 PA USD 114965.35000000 0.013547949568 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -33498.03000000 -0.00394753394 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Speedy Hire PLC Speedy Hire PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 317534.00000000 GBP -33498.03000000 N N N HAT HOLDINGS I LLC/HAT N/A 418751AG8 577000.00000000 PA USD 541283.70000000 0.063786908577 Long DBT CORP US N 2 2025-05-01 None 0.00000000 N N N N N Hannon Armstrong Sustainable I USD XXXX N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 -24.00000000 NC USD 217012.75000000 0.025573599287 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short LME ZINC LME ZINC 2023-09-18 -1567312.75000000 USD 217012.75000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -21.97000000 -0.00000258902 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 CAD 3663.30000000 USD 2023-06-20 -21.97000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 88145.80000000 0.010387432849 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2024-06-20 64290.66000000 USD 0.00000000 USD 610000.00000000 USD 23855.14000000 N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAB1 116000.00000000 PA USD 116870.00000000 0.013772400693 Long DBT CORP US N 2 2027-03-15 Fixed 0.37500000 N N N N Y Exact Sciences Corp USD XXXX N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAF4 101000.00000000 PA USD 92859.40000000 0.010942901214 Long DBT CORP US N 2 2025-03-01 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -11581.58000000 -0.00136481697 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 AcadeMedia AB AcadeMedia AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 36456.00000000 SEK -11581.58000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -651.92000000 -0.00007682470 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 STENA AB Stena AB Y Default Event 2027-06-20 0.00000000 USD -24.19000000 USD 14000.00000000 EUR -627.73000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 19.00000000 NC USD 237.50000000 0.000027987893 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Guess? Inc Guess? Inc 100.00000000 11.00000000 USD 2023-09-15 XXXX -807.97000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -21.52000000 -0.00000253599 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3755.03000000 USD 3000.00000000 GBP 2023-06-20 -21.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -22.33000000 -0.00000263145 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7513.60000000 USD 7000.00000000 EUR 2023-06-20 -22.33000000 N N N TPI COMPOSITES INC 549300TI9H56OIY0QE39 87266JAA2 21000.00000000 PA USD 20706.00000000 0.002440072976 Long DBT CORP US N 2 2028-03-15 Fixed 5.25000000 N N N N N TPI Composites Inc USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -12.00000000 -0.00000141412 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Walmart Inc Walmart Inc 100.00000000 155.00000000 USD 2023-06-16 XXXX 202.70000000 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 12160.00000000 0.001432980169 Long DBT CORP KY N 2 2025-02-20 Fixed 7.70000000 Y N N N N N EP INFRASTRUCTURE AS 315700I4J1M1NKGWWY89 000000000 514000.00000000 PA 479228.35000000 0.056474072559 Long DBT CORP CZ N 2 2026-07-30 Fixed 1.69800000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1632.05000000 -0.00019232691 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2100000.00000000 USD 16422420.00000000 HKD 2023-06-21 -1632.05000000 N N N PELOTON INTERA 05/25/27 N/A 000000000 143404.58000000 PA USD 142688.27000000 0.016814922809 Long LON CORP US N 2 2027-05-25 Floating 0.01000000 N N N N N N LIVE OAK CRESTVIEW CLIMATE-A N/A 538086117 452.00000000 NS USD 49.72000000 0.000005859191 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -7760.67000000 -0.00091454656 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 7C Solarparken AG 7C Solarparken AG Y Equity - Performance Leg 2023-11-06 0.00000000 EUR 0.00000000 EUR 20467.00000000 EUR -7760.67000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -53905.53000000 -0.00635243055 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BLOOMIN' BRANDS INC BLOOMIN' BRANDS INC Y 2024-05-03 0.00000000 USD 0.00000000 USD 1456000.00000000 USD -53905.53000000 N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AD2 40000.00000000 PA USD 37950.00000000 0.004472170842 Long DBT CORP US N 2 2026-04-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 -1465.00000000 NS USD -415254.25000000 -0.04893512381 Short EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 74618.53000000 0.008793328436 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -21113598.00000000 ZAR 1140000.00000000 USD 2023-07-20 74618.53000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -86.39000000 -0.00001018052 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3296.94000000 USD 3000.00000000 EUR 2023-06-20 -86.39000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -25921.91000000 -0.00305473544 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Elekta AB Elekta AB Y Equity - Performance Leg 2023-08-03 0.00000000 SEK 0.00000000 SEK 35094.00000000 SEK -25921.91000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 74.66000000 0.000008798215 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3329.45000000 USD 2023-06-20 74.66000000 N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 200000.00000000 PA USD 50919.11000000 0.006000499579 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2200.51000000 0.000259316381 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6659000.00000000 JPY 50170.76000000 USD 2023-06-23 2200.51000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -13.34000000 -0.00000157203 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4415.92000000 USD 4000.00000000 CHF 2023-06-20 -13.34000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 20.21000000 0.000002381622 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -236960.68000000 USD 320000.00000000 SGD 2023-07-10 20.21000000 N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 160000.00000000 PA USD 155863.20000000 0.018367506150 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N NUMIS SECURITIES LIMITED 213800P3F4RT97WDSX47 000000000 1.00000000 NC -17042.96000000 -0.00200840655 N/A DE CORP GB N 2 NUMIS SECURITIES LIMITED 213800P3F4RT97WDSX47 TUI AG TUI AG Y Equity - Performance Leg 2024-05-24 0.00000000 EUR 0.00000000 EUR 60518.00000000 EUR -17042.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3028.65000000 0.000356907515 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -213000.00000000 EUR 231018.35000000 USD 2023-06-23 3028.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5630.03000000 0.000663463926 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Breedon Group PLC Breedon Group PLC Y 2023-07-17 0.00000000 GBP 0.00000000 GBP 40498.00000000 GBP 5630.03000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 2312.35000000 0.000272496027 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -2100000.00000000 USD 16453290.00000000 HKD 2023-06-21 2312.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5145.72000000 0.000606391013 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -291000.00000000 AUD 194596.53000000 USD 2023-06-23 5145.72000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 140000.00000000 PA USD 132866.34000000 0.015657469609 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 116818.28000000 0.013766305814 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2023-09-13 0.00000000 EUR 0.00000000 EUR 2467156.05000000 EUR 116818.28000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1746.49000000 -0.00020581295 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -240000.00000000 USD 315846600.00000000 KRW 2023-06-21 -1746.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3435.56000000 -0.00040485932 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -193916.08000000 USD 173000.00000000 CHF 2023-06-23 -3435.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 17033.32000000 0.002007270541 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Anheuser-Busch InBev SA/NV Anheuser-Busch InBev SA/NV Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 111240.88800000 EUR 17033.32000000 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 449.00000000 NS USD 33791.74000000 0.003982145832 Long EC CORP US N 1 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -10576.54000000 -0.00124637928 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -240000.00000000 USD 2543958.00000000 NOK 2023-06-21 -10576.54000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 24333.06000000 0.002867499379 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -974831.54000000 EUR 1069356.08000000 USD 2023-07-20 24333.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8521.76000000 -0.00100423627 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -83815000.00000000 INR 1000000.00000000 USD 2023-09-20 -8521.76000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -15889.66000000 -0.00187249734 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Aker Solutions ASA Aker Solutions ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 96437.00000000 NOK -15889.66000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 21725.21000000 0.002560180519 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Coca-Cola Europacific Partners Coca-Cola Europacific Partners PLC Y Equity - Performance Leg 2023-10-11 0.00000000 EUR 0.00000000 EUR 3870.00000000 EUR 21725.21000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 16.30000000 0.000001920853 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1287.00000000 USD 1047.22000000 GBP 2023-06-21 16.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -734.27000000 -0.00008652914 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -202357.05000000 USD 162000.00000000 GBP 2023-06-23 -734.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2552.62000000 -0.00030081034 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -118162.18000000 USD 105000.00000000 CHF 2023-06-23 -2552.62000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 66.00000000 NC USD 2640.00000000 0.000311107536 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased First Horizon Corp First Horizon Corp 100.00000000 10.00000000 USD 2023-06-16 XXXX -8587.86000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6153.38000000 -0.00072513746 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Iveco Group NV Iveco Group NV Y Equity - Performance Leg 2023-11-28 0.00000000 EUR 0.00000000 EUR 42490.00000000 EUR -6153.38000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 11.84000000 0.000001395270 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -537.00000000 USD 441.00000000 GBP 2023-06-21 11.84000000 N N N Spectrum Brands Holdings Inc 549300JM0MJETDD30O20 84790A105 12600.00000000 NS USD 909846.00000000 0.107219677262 Long EC CORP US N 1 N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 981000.00000000 PA USD 47553.91000000 0.005603931745 Long DBT CORP CN N 2 2023-03-06 Fixed 8.00000000 Y N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -22392.81000000 -0.00263885301 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 AG Anadolu Grubu Holding AS AG Anadolu Grubu Holding AS Y Equity - Performance Leg 2023-11-27 0.00000000 USD 0.00000000 USD 31940.00000000 TRY -22392.81000000 N N N COPA HOLDINGS SA 529900BB9UQJV6QQHA59 21720AAB8 1519000.00000000 PA USD 3190410.08000000 0.375969932399 Long DBT CORP PA N 2 2025-04-15 Fixed 4.50000000 N N N N Y Copa Holdings SA USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1203.26000000 0.000141796687 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ams-OSRAM AG ams-OSRAM AG Y Equity - Performance Leg 2023-11-27 0.00000000 CHF 0.00000000 CHF 36559.00000000 CHF 1203.26000000 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAJ1 -294000.00000000 PA USD -291832.67000000 -0.03439066027 Short DBT CORP US N 2 2026-10-28 Fixed 5.90000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 7397.29000000 0.000871724496 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Koenig & Bauer AG Koenig & Bauer AG Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 2886.00000000 EUR 7397.29000000 N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAE6 427000.00000000 PA USD 386168.13000000 0.045507505960 Long DBT CORP US N 2 2025-08-15 Fixed 0.75000000 N N N N Y Envestnet Inc USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 990000.00000000 PA USD 1010603.88000000 0.119093365090 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N NATIONAL VISION HOLDINGS 549300JHURCBLI5ROA42 63845RAB3 1056000.00000000 PA USD 1125696.00000000 0.132656253713 Long DBT CORP US N 2 2025-05-15 Fixed 2.50000000 N N N N Y National Vision Holdings Inc USD XXXX N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CHD6 47000.00000000 PA USD 46870.57000000 0.005523404387 Long DBT UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1305.03000000 -0.00015378964 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -492000.00000000 CAD 361355.76000000 USD 2023-06-23 -1305.03000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -204.00000000 NC USD -7140.00000000 -0.00084140447 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Manchester United Plc Manchester United Plc 100.00000000 30.00000000 USD 2023-06-16 XXXX 9728.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11090.73000000 0.001306973368 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Tauron Polska Energia SA Tauron Polska Energia SA Y Equity - Performance Leg 2023-07-17 0.00000000 USD 0.00000000 USD 411064.00000000 PLN 11090.73000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3794.79000000 0.000447192337 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -100000.00000000 EUR 110819.40000000 USD 2023-06-21 3794.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15561.84000000 0.001833865799 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AIB GROUP PLC AIB GROUP PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 16209.00000000 GBP 15561.84000000 N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBJ6 1566000.00000000 PA USD 1568476.80000000 0.184835209793 Long DBT CORP US N 2 2026-11-01 Fixed 10.50000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 15000.00000000 PA USD 14923.10000000 0.001758594273 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -3383.39000000 -0.00039871141 N/A DCR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 REPUBLIC OF INDONESIA Indonesia Government International Bond Y Default Event 2028-06-20 0.00000000 USD -1139.25000000 USD 500000.00000000 USD -2244.14000000 N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 100000.00000000 PA USD 91951.59000000 0.010835921467 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 132.00000000 NC USD 8316.00000000 0.000979988741 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased AMC Entertainment Holdings Inc AMC Entertainment Holdings Inc 100.00000000 3.00000000 USD 2023-08-18 XXXX -1567.15000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 92.56000000 0.000010907618 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 3068300.00000000 TWD 2023-06-21 92.56000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -58386.24000000 -0.00688045428 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Live Nation Entertainment Inc Live Nation Entertainment Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 397368.73390000 USD -58386.24000000 N N N MASTR Alternative Loans Trust N/A 576434MU5 96018.29470000 PA USD 87738.96000000 0.010339489292 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.50000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 7571.16000000 0.000892213991 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 ARCTIC PAPER SA ARCTIC PAPER SA Y Equity - Performance Leg 2023-11-27 0.00000000 USD 0.00000000 USD 15882.00000000 PLN 7571.16000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -6566.63000000 -0.00077383639 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Novartis AG Novartis AG Y 2024-04-22 0.00000000 CHF 0.00000000 CHF 2562.00000000 CHF -6566.63000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 3.00000000 NC 3277.12000000 0.000386188155 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2023-06-08 368572.10000000 USD 3277.12000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 832.73000000 0.000098132037 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sika AG Sika AG Y Equity - Performance Leg 2023-11-08 0.00000000 CHF 0.00000000 CHF 129890.82100000 CHF 832.73000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 28023.29000000 0.003302369972 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -866000.00000000 EUR 955300.19000000 USD 2023-06-29 28023.29000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -35034.71000000 -0.00412862209 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SAREPTA THERAPEUTICS INC SAREPTA THERAPEUTICS INC Y 2024-04-20 0.00000000 USD 0.00000000 USD 423000.00000000 USD -35034.71000000 N N N Social Capital Suvretta Holdin N/A 000000000 27104.00000000 NS USD 279442.24000000 0.032930525370 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -70.78000000 -0.00000834098 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3325.57000000 USD 5000.00000000 AUD 2023-06-20 -70.78000000 N N N ETSY INC 54930089Q7XT501AEA40 29786AAJ5 174000.00000000 PA USD 202623.00000000 0.023877856984 Long DBT CORP US N 2 2026-10-01 Fixed 0.12500000 N N N N Y Etsy Inc USD XXXX N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -2159.18000000 -0.00025444589 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -354175.66000000 USD 475682.00000000 SGD 2023-06-21 -2159.18000000 N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082100 -11780.00000000 NS USD -77159.00000000 -0.00909270698 Short EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -12230.25000000 -0.00144125869 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -500000.00000000 USD 3411173.00000000 CNY 2023-12-21 -12230.25000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 82.23000000 0.000009690292 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 CHF 6686.11000000 USD 2023-06-20 82.23000000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 10000.00000000 PA USD 9749.01000000 0.001148860033 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 68743.51000000 0.008100993966 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Zehnder Group AG Zehnder Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 5638.00000000 CHF 68743.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4456.76000000 0.000525201373 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -308080.18000000 USD 424000.00000000 CAD 2023-06-23 4456.76000000 N N N TECHTARGET INC 529900YQA5JL2H2VMB84 87874RAD2 452000.00000000 PA USD 358643.29000000 0.042263875212 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y TechTarget Inc USD XXXX N N N CAZOO GROUP LTD 549300PNRTNVMGVJY078 000000000 19178.00000000 NS USD 134.25000000 0.000015820525 Long EC CORP GB N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 85000.00000000 PA USD 81181.53000000 0.009566737059 Long DBT CORP US N 2 2025-02-01 Variable 3.35000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -27606.13000000 -0.00325321026 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Oxford Biomedica PLC Oxford Biomedica PLC Y Equity - Performance Leg 2023-09-26 0.00000000 GBP 0.00000000 GBP 128428.31160000 GBP -27606.13000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16957.58000000 0.001998345054 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 De' Longhi SpA De' Longhi SpA Y Equity - Performance Leg 2023-07-25 0.00000000 EUR 0.00000000 EUR 101464.95140000 EUR 16957.58000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -62.00000000 NC USD 85635.97000000 0.010091665035 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2023-06-16 -5516215.97000000 USD 85635.97000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -39549.19000000 -0.00466062541 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1000000.00000000 SGD 703549.55000000 USD 2023-09-25 -39549.19000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 30078.79000000 0.003544597828 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 H Lundbeck A/S H Lundbeck A/S Y Equity - Performance Leg 2023-11-27 0.00000000 DKK 0.00000000 DKK 51939.00000000 DKK 30078.79000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -72.00000000 NC USD -41850.00000000 -0.00493176152 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 0.00000000 USD 2500.00000000 96.00000000 USD 2023-12-15 XXXX -13900.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -696.20000000 -0.00008204282 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -372848.88000000 USD 338000.00000000 CHF 2023-06-23 -696.20000000 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 200000.00000000 PA 214715.45000000 0.025302876808 Long DBT CORP US N 2 2028-11-15 Fixed 9.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 874.22000000 0.000103021375 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -118000.00000000 CAD 87846.65000000 USD 2023-06-20 874.22000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -2291.76000000 -0.00027006962 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Stockmann OYJ Abp Stockmann OYJ Abp Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 28020.00000000 EUR -2291.76000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -68.76000000 -0.00000810293 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2021.63000000 USD 3000.00000000 AUD 2023-06-20 -68.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4490.73000000 -0.00052920452 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -304195.50000000 USD 280000.00000000 EUR 2023-06-23 -4490.73000000 N N N Pharming Group NV 724500DCJ9MPG74JEH91 000000000 -66069.00000000 NS -80533.81000000 -0.00949040729 Short EC CORP NL N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -177.20000000 -0.00002088191 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -4297079.50000000 TWD 140000.00000000 USD 2023-06-21 -177.20000000 N N N GUESS INC 549300QVH3ZK2DW0KP86 401617AE5 777000.00000000 PA USD 764412.60000000 0.090081258001 Long DBT CORP US N 2 2028-04-15 Fixed 3.75000000 N N N N Y Guess? Inc USD XXXX N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 30000.00000000 PA USD 20282.70000000 0.002390189711 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC 18831.63000000 0.002219190160 N/A DE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Dufry AG Dufry AG Y Equity - Performance Leg 2023-11-17 0.00000000 CHF 0.00000000 CHF 1312401.20000000 CHF 18831.63000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 13230.86000000 0.001559174342 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -500000.00000000 USD 42700000.00000000 INR 2023-10-16 13230.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -43871.87000000 -0.00517002629 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Paragon Banking Group PLC Paragon Banking Group PLC Y Equity - Performance Leg 2024-02-01 0.00000000 GBP 0.00000000 GBP 50117.00000000 GBP -43871.87000000 N N N US Xpress Enterprises Inc 549300NXY19K1OZN4915 90338N202 185152.00000000 NS USD 1125724.16000000 0.132659572193 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 35923.74000000 0.004233388737 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Saipem SpA Saipem SpA Y Equity - Performance Leg 2024-02-26 0.00000000 EUR 0.00000000 EUR 198182.53610000 EUR 35923.74000000 N N N INDIAN OIL CORP LTD 335800J8OBWE4VFUDG88 000000000 800000.00000000 PA USD 799977.82000000 0.094272397392 Long DBT CORP IN N 2 2023-08-01 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 18916.32000000 0.002229170349 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-06-21 5525.59000000 SGD 0.00000000 SGD 906000.00000000 SGD 13390.73000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -27969.46000000 -0.00329602644 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -3586984.72000000 PEN 945151.40000000 USD 2023-07-20 -27969.46000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -28477.95000000 -0.00335594881 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -27321750.00000000 MXN 1500000.00000000 USD 2023-07-20 -28477.95000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -28.31000000 -0.00000333615 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1330.23000000 USD 2000.00000000 AUD 2023-06-20 -28.31000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14607.94000000 0.001721454633 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Cofinimmo SA Cofinimmo SA Y Equity - Performance Leg 2023-10-13 0.00000000 EUR 0.00000000 EUR 160921.86000000 EUR 14607.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1602.78000000 -0.00018887762 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -49179.55000000 USD 79000.00000000 NZD 2023-06-23 -1602.78000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 81.00000000 NC USD 196428.06000000 0.023147821937 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long SUGAR #11 SUGAR #11 2023-06-30 2077015.14000000 USD 196428.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6096.78000000 -0.00071846750 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -256326.52000000 USD 415500.00000000 NZD 2023-06-23 -6096.78000000 N N N Accelerated Assets LLC N/A 00436MAB1 28239.06840000 PA USD 27109.73000000 0.003194712623 Long ABS-O CORP US N 2 2033-12-02 Fixed 4.51000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2015.41000000 -0.00023750350 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -66853.31000000 USD 99600.00000000 AUD 2023-06-21 -2015.41000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 38456.83000000 0.004531897597 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Ziff Davis Inc Ziff Davis Inc Y 2024-03-08 0.00000000 USD 0.00000000 USD 233919.44000000 USD 38456.83000000 N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704L104 14458.00000000 NS USD 1466330.36000000 0.172797888829 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 4024.24000000 0.000474231588 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -295000.00000000 CAD 221455.31000000 USD 2023-06-20 4024.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13914.58000000 -0.00163974648 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Renault SA Renault SA Y Equity - Performance Leg 2023-10-03 0.00000000 EUR 0.00000000 EUR 5696.00000000 EUR -13914.58000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -54883.46000000 -0.00646767350 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SIG Group AG SIG Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 353302.93000000 CHF -54883.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -11518.56000000 -0.00135739046 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3180000.00000000 MXN 167342.40000000 USD 2023-06-23 -11518.56000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -62717.26000000 -0.00739083798 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1756092.82000000 USD 12000000.00000000 CNY 2023-07-18 -62717.26000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 2630.38000000 0.000309973879 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -2250000.00000000 SGD 1687668.77000000 USD 2024-03-20 2630.38000000 N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AL2 80000.00000000 PA USD 78883.20000000 0.009295893201 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 12.00000000 NC USD 2010.00000000 0.000236865965 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 2450.00000000 USD 2023-08-31 XXXX -1304.04000000 N N N Cvent Holding Corp N/A 126677103 170788.00000000 NS USD 1449990.12000000 0.170872293443 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5351.00000000 0.000630581980 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Severn Trent PLC Severn Trent PLC Y Equity - Performance Leg 2023-11-27 0.00000000 GBP 0.00000000 GBP 140146.50000000 GBP 5351.00000000 N N N BINOM Securitization Trust N/A 05552CAB0 160000.00000000 PA USD 119158.54000000 0.014042090861 Long ABS-MBS CORP US N 2 2061-02-25 Variable 3.00000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 6525.60000000 0.000769001266 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -750664.66000000 CHF 832841.09000000 USD 2023-06-21 6525.60000000 N N N RMG ACQUISITION CORP III -A N/A 000000000 557.00000000 NS USD 55.70000000 0.000006563897 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4463.24000000 -0.00052596500 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -200000.00000000 USD 264230.00000000 SGD 2023-06-21 -4463.24000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 11742.75000000 0.001383809859 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Huhtamaki Oyj Huhtamaki Oyj Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 151304.48000000 EUR 11742.75000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -33.00000000 NC -53691.49000000 -0.00632720727 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2023-06-08 -4745299.15000000 USD -53691.49000000 N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAB1 305000.00000000 PA USD 417850.00000000 0.049241016770 Long DBT CORP US N 2 2026-08-15 Fixed 1.12500000 N N N N Y Workiva Inc USD XXXX N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 400000.00000000 PA USD 213597.36000000 0.025171116874 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37330000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 205000.00000000 PA USD 14544.88000000 0.001714023405 Long DBT CORP KY N 2 2024-06-30 Fixed 9.37500000 Y N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 411.87000000 0.000048536311 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Talgo SA Talgo SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 173332.49970000 EUR 411.87000000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1292000.00000000 PA USD 91668.23000000 0.010802529258 Long DBT CORP KY N 2 2025-04-16 Fixed 11.25000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 2.00000000 NC USD 2350.00000000 0.000276932845 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Etsy Inc Etsy Inc 100.00000000 80.00000000 USD 2024-01-19 XXXX 407.24000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -38.99000000 -0.00000459472 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1340.91000000 USD 2000.00000000 AUD 2023-06-20 -38.99000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 -515000.00000000 PA USD -453055.57000000 -0.05338977365 Short DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N PowerUp Acquisition Corp N/A 000000000 5871.00000000 NS USD 61293.24000000 0.007223026106 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 30.00000000 NC USD 32437.50000000 0.003822557093 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-12-17 0.00000000 USD 2500.00000000 96.50000000 USD 2023-09-15 XXXX 6997.20000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 136.65000000 0.000016103350 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4417.38000000 USD 2023-06-20 136.65000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -75.00000000 NC USD -4350.00000000 -0.00051262037 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Teck Resources Ltd Teck Resources Ltd 100.00000000 55.00000000 USD 2023-10-20 XXXX 5069.41000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 100.00000000 NC USD 107000.00000000 0.012609282743 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 100.00000000 USD 2023-11-17 XXXX 70097.09000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -33.01000000 -0.00000389002 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1133.66000000 USD 1000.00000000 CHF 2023-06-20 -33.01000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 207000.00000000 PA USD 161067.25000000 0.018980770990 Long DBT CORP CH N 2 N/A Fixed 4.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -79.94000000 -0.00000942043 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10781.76000000 USD 10000.00000000 EUR 2023-06-20 -79.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6683.76000000 0.000787639435 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -269000.00000000 EUR 294614.42000000 USD 2023-06-23 6683.76000000 N N N HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 000000000 1.00000000 NC -5800.70000000 -0.00068357632 N/A DIR CORP HK N 2 HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE- 2HI3YI5320L3RW6NJ957 Y 2028-03-15 0.00000000 CNY 0.00000000 CNY 1800000.00000000 CNY -5800.70000000 N N N HERCULES ACHIEVE 12/15/26 N/A 000000000 58000.00000000 PA USD 54139.23000000 0.006379970641 Long LON CORP US N 2 2026-12-15 Floating 0.01000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 400.00000000 0.000047137505 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased IVERIC bio Inc IVERIC bio Inc 100.00000000 29.00000000 USD 2023-09-15 XXXX 155.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 801.93000000 0.000094502449 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -159167958.37000000 KRW 121230.00000000 USD 2023-08-10 801.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2334.39000000 0.000275093304 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -98000.00000000 AUD 66135.69000000 USD 2023-06-23 2334.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 732.83000000 0.000086359445 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -56075.21000000 USD 1010000.00000000 MXN 2023-06-23 732.83000000 N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 403000.00000000 PA USD 18691.53000000 0.002202680249 Long DBT CORP KY N 2 2026-01-07 Fixed 6.63000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -58.64000000 -0.00000691035 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -69755.40000000 USD 56000.00000000 GBP 2023-06-23 -58.64000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 250000.00000000 PA USD 190723.22000000 0.022475542119 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 286.09000000 0.000033713922 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -27230.06000000 USD 25000.00000000 CHF 2023-06-20 286.09000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1043.37000000 0.000122954648 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTERNATIONAL FINANCE NV Y Default Event 2028-06-20 1156.96000000 USD 0.00000000 USD 73000.00000000 EUR -113.59000000 N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAB4 850000.00000000 PA USD 869057.00000000 0.102412947974 Long DBT CORP US N 2 2026-02-15 Fixed 10.50000000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 164.90000000 0.000019432436 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -80763.00000000 SGD 60000.00000000 USD 2023-07-20 164.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5280.92000000 0.000622323489 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -626346.89000000 USD 590100.00000000 EUR 2023-06-23 5280.92000000 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 3525.00000000 NS USD 448203.75000000 0.052818016920 Long EC CORP US N 1 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -7.82000000 -0.00000092153 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -160000.00000000 SGD 118482.62000000 USD 2023-07-10 -7.82000000 N N N THE REALREAL INC 549300O00VUGT4H1PE90 88339PAD3 557000.00000000 PA USD 233940.00000000 0.027568370140 Long DBT CORP US N 2 2028-03-01 Fixed 1.00000000 N N N N Y RealReal Inc/The USD XXXX N N N MoneyGram International Inc 5299002DLX0Q04KC4156 60935Y208 42424.00000000 NS USD 466239.76000000 0.054943448225 Long EC CORP US N 1 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 1024.41000000 0.000120720330 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -99811.51000000 AUD 66000.00000000 USD 2023-06-21 1024.41000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -671.00000000 -0.00007907316 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 KBC Group NV KBC Group NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 112230.41000000 EUR -671.00000000 N N N CONX CORP-CLASS A SHARES N/A 212873111 14679.00000000 NS USD 2935.80000000 0.000345965722 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 27411.35000000 0.003230256659 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Natera Inc Natera Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 356538.06370000 USD 27411.35000000 N N N CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 000000000 3.00000000 NC USD -1969.65000000 -0.00023211096 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 Long CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 2023-11-15 70959.15000000 USD -1969.65000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -141.96000000 -0.00001672910 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9000.00000000 GBP 11058.56000000 USD 2023-06-20 -141.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -58955.40000000 -0.00694752624 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Harbour Energy PLC Harbour Energy PLC Y Equity - Performance Leg 2023-10-27 0.00000000 GBP 0.00000000 GBP 48529.00000000 GBP -58955.40000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -78979.58000000 -0.00930725098 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1400000.00000000 USD 9334500.00000000 CNY 2023-08-21 -78979.58000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3450.76000000 -0.00040665054 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1100000.00000000 USD 8545240.00000000 HKD 2023-12-15 -3450.76000000 N N N CUTERA INC 529900NPKPEWJWR21Z42 232109AC2 787000.00000000 PA USD 504860.50000000 0.059494661594 Long DBT CORP US N 2 2028-06-01 Fixed 2.25000000 N N N N N Cutera Inc USD XXXX N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AF3 618000.00000000 PA USD 640248.00000000 0.075449234187 Long DBT CORP US N 2 2024-07-01 Fixed 2.87500000 N N N N Y EZCORP Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -565.04000000 -0.00006658644 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -200000.00000000 GBP 248621.42000000 USD 2023-08-31 -565.04000000 N N N AVADEL FIN CAYMAN LTD N/A 05337YAD0 370000.00000000 PA USD 587856.00000000 0.069275163705 Long DBT CORP KY N 2 2027-04-01 Fixed 6.00000000 N N N N N Avadel Pharmaceuticals PLC USD XXXX N N N MAGNITE INC 54930018FR2YX1HHSB02 55955DAB6 295000.00000000 PA USD 248537.50000000 0.029288594484 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Magnite Inc USD XXXX N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -22237.79000000 -0.00262058487 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Arjo AB Arjo AB Y 2023-07-17 0.00000000 SEK 0.00000000 SEK 82316.00000000 SEK -22237.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 963.00000000 0.000113483544 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ergomed PLC Ergomed PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 13948.00000000 GBP 963.00000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 29442.14000000 0.003469572596 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1834476.00000000 SGD 1400000.00000000 USD 2024-01-22 29442.14000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 373.94000000 0.000044066497 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -6723254384.00000000 IDR 448653.65000000 USD 2023-07-20 373.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -121.50000000 -0.00001431801 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -25011.55000000 USD 20000.00000000 GBP 2023-06-20 -121.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2589.92000000 -0.00030520592 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -126937.36000000 USD 191000.00000000 AUD 2023-06-23 -2589.92000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -17533.80000000 -0.00206624898 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Arise AB Arise AB Y Equity - Performance Leg 2023-08-03 0.00000000 SEK 0.00000000 SEK 25708.00000000 SEK -17533.80000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2349.43000000 0.000276865674 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 METLIFE INC METLIFE INC Y Default Event 2028-06-20 10550.65000000 USD 0.00000000 USD 438000.00000000 USD -8201.22000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -19236.49000000 -0.00226690038 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -712368.59000000 USD 23997916.95000000 THB 2023-07-20 -19236.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2590.71000000 -0.00030529901 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -70041.33000000 USD 112000.00000000 NZD 2023-06-23 -2590.71000000 N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 298000.00000000 PA USD 254342.98000000 0.029972734099 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7704.93000000 0.000907977952 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CURRO HOLDINGS LTD CURRO HOLDINGS LTD Y 2024-01-08 0.00000000 ZAR 0.00000000 ZAR 1880213.82650000 ZAR 7704.93000000 N N N MOTIVE CAPITAL CORP II-CL A N/A 000000000 5384.00000000 NS USD 20.46000000 0.000002411083 Long EC CORP US N 2 N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92935VAS7 65458.87000000 PA USD 13582.72000000 0.001600638849 Long ABS-MBS CORP US N 3 2044-03-15 Variable 5.85451000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 5806.17000000 0.000684220926 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mensch und Maschine Software S Mensch und Maschine Software SE Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 2173.00000000 EUR 5806.17000000 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 15356.00000000 NS USD 4352658.20000000 0.512933625513 Long EC CORP US N 1 N N N JAWS MUSTANG ACQUISITION C-A N/A 000000000 8196.00000000 NS USD 409.80000000 0.000048292374 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 139037.70000000 0.016384725900 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6483.72000000 0.000764065969 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Elior Group SA Elior Group SA Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 76293.77720000 EUR 6483.72000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 3.00000000 NC USD 322.50000000 0.000038004613 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased NextEra Energy Partners LP NextEra Energy Partners LP 100.00000000 45.00000000 USD 2023-10-20 XXXX -163.59000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 367.46000000 0.000043302869 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -61819570.00000000 KRW 47000.00000000 USD 2023-06-21 367.46000000 N N N GoGreen Investments Corp N/A 000000000 9490.00000000 NS USD 102017.50000000 0.012022126189 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3726.41000000 -0.00043913418 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Coltene Holding AG Coltene Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 520.00000000 CHF -3726.41000000 N N N SHOPIFY INC 549300HGQ43STJLLP808 82509LAA5 468000.00000000 PA USD 423072.00000000 0.049856396905 Long DBT CORP CA N 2 2025-11-01 Fixed 0.12500000 N N N N Y Shopify Inc CAD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 16721.48000000 0.001970522142 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Alfen N.V. Alfen N.V. Y 2024-03-07 0.00000000 EUR 0.00000000 EUR 220702.77910000 EUR 16721.48000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 3771.83000000 0.000444486644 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -9600000.00000000 CNY 1388728.16000000 USD 2024-04-18 3771.83000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -3875.72000000 -0.00045672943 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -111082.00000000 USD 100000.00000000 EUR 2023-07-21 -3875.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14202.49000000 -0.00167367487 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Renishaw PLC Renishaw PLC Y Equity - Performance Leg 2024-02-13 0.00000000 GBP 0.00000000 GBP 206088.10940000 GBP -14202.49000000 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHA5 100000.00000000 PA USD 99585.67000000 0.011735550189 Long ABS-O CORP US N 2 2029-06-20 Fixed 7.24000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2367.24000000 -0.00027896447 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -149008.50000000 USD 137000.00000000 EUR 2023-06-23 -2367.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1198.93000000 0.000141286423 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16687.17000000 USD 318000.00000000 MXN 2023-06-23 1198.93000000 N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 -368000.00000000 PA USD -313147.76000000 -0.03690251071 Short DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -13203.38000000 -0.00155593599 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Guess? Inc Guess? Inc Y 2024-03-09 0.00000000 USD 0.00000000 USD 413730.36000000 USD -13203.38000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 8696.44000000 0.001024821222 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1996000.00000000 CHF 2205585.79000000 USD 2023-06-20 8696.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1140.00000000 -0.00013434189 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -23558.29000000 USD 3112000.00000000 JPY 2023-06-23 -1140.00000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 102.00000000 NC -370815.75000000 -0.04369832371 N/A DE CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long FINANCIAL TIMES STOCK EXCHANGE FTSE 100 INDEX 2023-06-16 9826133.22000000 USD -370815.75000000 N N N SMART GLOBAL HOLDINGS IN 529900RDGHQY8XKXPN14 83205YAC8 366000.00000000 PA USD 452010.00000000 0.053266559746 Long DBT CORP KY N 2 2029-02-01 Fixed 2.00000000 N N N N Y SMART Global Holdings Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6424.70000000 0.000757110830 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -673000.00000000 NZD 411730.63000000 USD 2023-06-23 6424.70000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 161790.43000000 0.019065993243 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2024-12-20 65688.52000000 USD 0.00000000 USD 713000.00000000 USD 96101.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 22206.46000000 0.002616892830 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -41279000.00000000 JPY 319573.03000000 USD 2023-06-23 22206.46000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 10.87000000 0.000001280961 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -174960.00000000 HKD 22366.31000000 USD 2023-06-21 10.87000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 201847.30000000 0.023786445576 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -40000000.00000000 CNY 5824535.86000000 USD 2023-06-05 201847.30000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3.20000000 -0.00000037710 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -434.43000000 USD 3000.00000000 DKK 2023-06-20 -3.20000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -14.00000000 NC USD 6935.46000000 0.000817300711 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short HARD RED WINTER WHEAT FUTURE HARD RED WINTER WHEAT 2023-07-14 -560285.46000000 USD 6935.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 29593.51000000 0.003487410607 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SBM Offshore NV SBM Offshore NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 280644.44000000 EUR 29593.51000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 3370.87000000 0.000397236008 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-12-20 20732.38000000 USD 0.00000000 USD 339000.00000000 USD -17361.51000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 50000.00000000 PA USD 46505.00000000 0.005480324242 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AQ1 514000.00000000 PA USD 380863.03000000 0.044882333007 Long DBT CORP US N 2 2028-05-01 Fixed 2.75000000 N N N N Y Century Aluminum Co USD XXXX N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -47487.11000000 -0.00559605978 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1000000.00000000 USD 6618100.00000000 CNY 2024-03-15 -47487.11000000 N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 3.00000000 NC USD -22510.53000000 -0.00265272558 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME LEAN FUTURE LME COPPER 2023-09-18 629410.53000000 USD -22510.53000000 N N N WESCO AIRCRAFT HOLDINGS 529900P5VTXZS191P208 97789LAC0 644000.00000000 PA USD 32200.00000000 0.003794569199 Long DBT CORP US N 2 2024-11-15 Fixed 8.50000000 N Y N N N LITHIUM AMERICAS CORP 529900Q9ENG7EHHZ5R75 53680QAA6 262000.00000000 PA USD 204622.00000000 0.024113426668 Long DBT CORP CA N 2 2027-01-15 Fixed 1.75000000 N N N N N Lithium Americas Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 43873.01000000 0.005170160634 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SAGA PLC SAGA PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 177044.06330000 GBP 43873.01000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1181.77000000 0.000139264224 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -3029236.00000000 TWD 100000.00000000 USD 2023-06-21 1181.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 659.30000000 0.000077694393 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Cairn Homes PLC Cairn Homes PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 94284.00000000 GBP 659.30000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -172429.06000000 -0.02031968944 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -2653388.31000000 USD 342942505.00000000 JPY 2023-07-20 -172429.06000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -385.00000000 -0.00004536984 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -72445.06000000 USD 93922119.94000000 KRW 2024-03-15 -385.00000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 617.89000000 0.000072814483 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -817040.24000000 CNY 117889.53000000 USD 2024-02-07 617.89000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 5396.92000000 0.000635993366 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -24845340.00000000 HKD 3180000.00000000 USD 2023-06-21 5396.92000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -384178.93000000 -0.04527309114 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Royal Caribbean Cruises Ltd Royal Caribbean Cruises Ltd Y 2024-03-08 0.00000000 USD 0.00000000 USD 1858673.08000000 USD -384178.93000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 273.70000000 0.000032253838 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -80000.00000000 USD 2463264.00000000 TWD 2023-06-12 273.70000000 N N N Manchester United Plc 529900GWGZPE83MJOV59 000000000 35862.00000000 NS USD 692853.84000000 0.081648504378 Long EC CORP GB N 1 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -33253.02000000 -0.00391866103 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1400000.00000000 USD 1844780.00000000 SGD 2023-07-20 -33253.02000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 1498.12000000 0.000176544099 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -2336160.00000000 HKD 300000.00000000 USD 2023-06-21 1498.12000000 N N N SOCIAL LEVERAGE ACQUISITIO-A N/A 83363K110 3466.00000000 NS USD 693.20000000 0.000081689297 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2276.32000000 0.000268250116 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -700000.00000000 GBP 874428.94000000 USD 2023-08-31 2276.32000000 N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAK3 289000.00000000 PA USD 248698.31000000 0.029307544940 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -98324.68000000 -0.01158695038 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1500000.00000000 USD 1826925000.00000000 KRW 2024-03-15 -98324.68000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 3682.20000000 0.000433924307 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -293557.30000000 USD 400000.00000000 SGD 2023-09-25 3682.20000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 85430.43000000 0.010067443427 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 10721816.00000000 BRL 85430.43000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -9306.93000000 -0.00109676366 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bucher Industries AG Bucher Industries AG Y Equity - Performance Leg 2024-02-08 0.00000000 CHF 0.00000000 CHF 247.00000000 CHF -9306.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12528.52000000 0.001476407953 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Lancashire Holdings Ltd Lancashire Holdings Ltd Y Equity - Performance Leg 2024-02-19 0.00000000 GBP 0.00000000 GBP 37655.00000000 GBP 12528.52000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 8.00000000 NC USD 720.00000000 0.000084847510 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 40.00000000 USD 2023-06-16 XXXX -650.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -73683.00000000 -0.00868308205 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -19096000.00000000 MXN 1000382.69000000 USD 2023-06-23 -73683.00000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4082.56000000 -0.00048110423 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Southwest Airlines Co Southwest Airlines Co Y 2024-03-16 0.00000000 USD 0.00000000 USD 9561.00000000 USD -4082.56000000 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 000000000 -28722.00000000 NS USD -3017533.32000000 -0.35559748429 Short EC CORP PA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25953.10000000 0.003058410990 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CRH PLC CRH PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 3834.00000000 GBP 25953.10000000 N N N AMWINS 02/19/28 N/A 000000000 44887.50000000 PA USD 44573.29000000 0.005252684265 Long LON CORP US N 2 2028-02-19 Floating 8.00300000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 22103.38000000 0.002604745495 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Retail Estates NV Retail Estates NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3023.00000000 EUR 22103.38000000 N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 -17916.00000000 NS USD -429446.52000000 -0.05060759433 Short EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -1.00000000 NC USD -1265.00000000 -0.00014907236 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Microsoft Corp Microsoft Corp 100.00000000 320.00000000 USD 2023-06-16 XXXX -818.30000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 66.00000000 NC USD 7128.00000000 0.000839990349 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 100.00000000 21.00000000 USD 2023-06-21 XXXX -5529.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19693.09000000 0.002320707849 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Atos SE Atos SE Y 2024-03-25 0.00000000 EUR 0.00000000 EUR 13197.00000000 EUR 19693.09000000 N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAD4 189000.00000000 PA USD 538634.21000000 0.063474682703 Long DBT CORP US N 2 2028-08-15 Fixed 2.00000000 N N N N Y MercadoLibre Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -864.23000000 -0.00010184411 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -30829.33000000 USD 28000.00000000 EUR 2023-06-20 -864.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3632.24000000 -0.00042803683 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -347000.00000000 GBP 428238.77000000 USD 2023-06-23 -3632.24000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 1582.45000000 0.000186481864 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2335500.00000000 HKD 300000.00000000 USD 2023-06-21 1582.45000000 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 1436.00000000 NS USD 162856.76000000 0.019191653584 Long EC CORP US N 1 N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 600000.00000000 PA 500139.65000000 0.058938338861 Long DBT CORP DE N 2 2026-04-30 Fixed 1.00000000 N N N N N Delivery Hero SE EUR XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 298.43000000 0.000035168114 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -38000.00000000 CHF 42122.98000000 USD 2023-06-20 298.43000000 N N N Repay Holdings Corp N/A 76029L100 -2565.00000000 NS USD -16236.45000000 -0.00191336438 Short EC CORP US N 1 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD -11990.58000000 -0.00141301507 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2043-03-16 0.00000000 USD 0.00000000 USD 803000.00000000 USD -11990.58000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -10405.09000000 -0.00122617496 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2033-06-21 0.00000000 AUD 0.00000000 AUD 3630000.00000000 AUD -10405.09000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 30000.00000000 PA USD 24986.97000000 0.002944558594 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 130.94000000 0.000015430462 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -12000.00000000 CHF 13338.69000000 USD 2023-06-20 130.94000000 N N N Warby Parker Inc N/A 93403J106 4461.00000000 NS USD 49115.61000000 0.005787968351 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2423.03000000 -0.00028553897 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -186000.00000000 GBP 229069.79000000 USD 2023-06-23 -2423.03000000 N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 7600.00000000 NS 239476.20000000 0.028220776786 Long EC CORP JP N 1 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1553.24000000 -0.00018303964 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -150000.00000000 USD 200597.00000000 SGD 2023-06-21 -1553.24000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -16854.30000000 -0.00198617415 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Eurocommercial Properties NV Eurocommercial Properties NV Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 17380.00000000 EUR -16854.30000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2.86000000 0.000000337033 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -734.19000000 USD 1000.00000000 CAD 2023-06-20 2.86000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -8.00000000 NC USD -27520.00000000 -0.00324306038 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3650.00000000 USD 2023-09-15 XXXX 2865.60000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 11310.35000000 0.001332854215 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Y 2042-09-15 0.00000000 EUR 0.00000000 EUR 274000.00000000 EUR 11310.35000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 151.52000000 0.000017855687 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8240.00000000 NZD 5114.00000000 USD 2023-06-21 151.52000000 N N N Chegg Inc 549300AKX7O8JG0O3G77 163092109 172.00000000 NS USD 1544.56000000 0.000182016764 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -54.00000000 NC USD -3780.00000000 -0.00044544942 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 40.00000000 USD 2023-09-15 XXXX 1186.39000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 152500.00000000 NC USD 253.66000000 0.000029892249 N/A DFE CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Put Purchased MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP GB US N/A JPY N/A USD 2023-07-17 1.00000000 USD 115.00000000 USD 2023-07-17 XXXX -13498.84000000 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AP5 766000.00000000 PA USD 585913.40000000 0.069046240409 Long DBT CORP US N 2 2027-03-15 Fixed 6.87500000 N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 33932.83000000 PA USD 32505.00000000 0.003830511547 Long ABS-MBS CORP US N 2 2050-12-26 Variable 2.28910000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -94.64000000 -0.00001115273 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6000.00000000 GBP 7372.37000000 USD 2023-06-20 -94.64000000 N N N Harmonic Inc 549300LRGRD8XC9BTL66 413160102 -47900.00000000 NS USD -843519.00000000 -0.09940345393 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1759.13000000 0.000207302500 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -181000.00000000 EUR 195473.67000000 USD 2023-06-21 1759.13000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -3285.79000000 -0.00038720986 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Adyen NV Adyen NV Y 2024-05-22 0.00000000 EUR 0.00000000 EUR 102275.21000000 EUR -3285.79000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -3.25000000 -0.00000038299 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -112217000.00000000 IDR 7481.18000000 USD 2023-06-21 -3.25000000 N N N Four Leaf Acquisition Corp N/A 35088F107 39000.00000000 NS USD 400920.00000000 0.047245921846 Long EC CORP US N 1 N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AF9 -419000.00000000 PA USD -385480.00000000 -0.04542641413 Short DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 16429.47000000 0.001936110584 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Integra LifeSciences Holdings Integra LifeSciences Holdings Corp Y 2024-02-16 0.00000000 USD 0.00000000 USD 95707.02000000 USD 16429.47000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -13467.32000000 -0.00158703967 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 AMYRIS INC Amyris Inc Y 2024-02-01 0.00000000 USD 0.00000000 USD 1065000.00000000 USD -13467.32000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 9102.72000000 0.001072698787 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-09-20 0.00000000 USD 0.00000000 USD 20250000.00000000 USD 9102.72000000 N N N Credit Acceptance Auto Loan Tr N/A 224927AE3 250000.00000000 PA USD 254564.70000000 0.029998862419 Long ABS-O CORP US N 2 2033-07-15 Fixed 7.71000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15079.23000000 -0.00177699322 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Interparfums SA Interparfums SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 99951.88900000 EUR -15079.23000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -72977.34000000 -0.00859992442 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Varex Imaging Corp Varex Imaging Corp Y 2024-04-21 0.00000000 USD 0.00000000 USD 779255.60000000 USD -72977.34000000 N N N Fisker Inc 549300UUN5RWU44MBX79 33813J106 -5613.00000000 NS USD -35249.64000000 -0.00415395025 Short EC CORP US N 1 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -125478.93000000 -0.01478690940 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -5452909.40000000 USD 4969600.81000000 EUR 2023-07-20 -125478.93000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 31.66000000 0.000003730933 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1000.00000000 CHF 1132.31000000 USD 2023-06-20 31.66000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 1829.68000000 0.000215616378 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -701553.00000000 NOK 100000.00000000 AUD 2023-06-21 1829.68000000 N N N Helix Energy Solutions Group I 416AP2JOUTCWEGSOZW41 42330P107 -108119.00000000 NS USD -678987.32000000 -0.08001442146 Short EC CORP US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 86.00000000 NC USD 64930.00000000 0.007651595593 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 90.00000000 USD 2024-01-19 XXXX -18482.18000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -191359.73000000 -0.02255055085 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 UNITED STATES STEEL CORP United States Steel Corp Y 2024-02-23 0.00000000 USD 0.00000000 USD 1790000.00000000 USD -191359.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -54670.48000000 -0.00644257514 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Hill & Smith PLC Hill & Smith PLC Y Equity - Performance Leg 2023-08-17 0.00000000 GBP 0.00000000 GBP 177447.39470000 GBP -54670.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3107.47000000 0.000366195961 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -975696.20000000 USD 914450.00000000 EUR 2023-06-23 3107.47000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -2.00000000 NC USD -95.00000000 -0.00001119515 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 0.00000000 USD 50.00000000 3200.00000000 USD 2023-06-16 XXXX 3293.74000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 79705.18000000 0.009392758418 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -1716793.36000000 USD 32112654.10000000 MXN 2023-07-20 79705.18000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1999.86000000 0.000235671029 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hella GmbH & Co KGaA Hella GmbH & Co KGaA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 167732.89000000 EUR 1999.86000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1350.42000000 -0.00015913857 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 STENA AB Stena AB Y Default Event 2027-06-20 247.74000000 USD 0.00000000 USD 29000.00000000 EUR -1598.16000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 34464.92000000 0.004061475897 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2027-12-17 37422.36000000 KRW 0.00000000 KRW 1428000000.00000000 KRW -2957.44000000 N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 9500.00000000 NS 135386.92000000 0.015954504243 Long EC CORP JP N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 44185.24000000 0.005206954993 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -47479960.00000000 ZAR 2440000.00000000 USD 2023-07-20 44185.24000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 17410.44000000 0.002051711781 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1324700.00000000 SGD 1000000.00000000 USD 2023-08-17 17410.44000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 109.00000000 NC USD 8447.50000000 0.000995485196 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased WWE World Wrestling Entertainment Inc 100.00000000 85.00000000 USD 2023-07-21 XXXX -14663.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -241.93000000 -0.00002850994 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Laboratorios Farmaceuticos Rov Laboratorios Farmaceuticos Rovi SA Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 2239.00000000 EUR -241.93000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7311.58000000 0.000861624107 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CASINO GUICHARD PERRACHON SA CASINO GUICHARD PERRACHON SA Y Default Event 2023-06-20 5879.24000000 USD 0.00000000 USD 72000.00000000 EUR 1432.34000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -11041.96000000 -0.00130122612 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Palfinger AG Palfinger AG Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 136677.88000000 EUR -11041.96000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -13367.72000000 -0.00157530244 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Burkhalter Holding AG Burkhalter Holding AG Y Equity - Performance Leg 2023-09-20 0.00000000 CHF 0.00000000 CHF 111977.28000000 CHF -13367.72000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1806.61000000 0.000212897722 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ascopiave SpA Ascopiave SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 53421.03000000 EUR 1806.61000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -62579.53000000 -0.00737460736 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1751824.82000000 USD 12000000.00000000 CNY 2023-06-21 -62579.53000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 7690.60000000 0.000906289251 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1293362900.00000000 KRW 1000000.00000000 USD 2024-03-15 7690.60000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4342.71000000 -0.00051176129 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Deme Group NV Deme Group NV Y Equity - Performance Leg 2024-03-18 0.00000000 EUR 0.00000000 EUR 144948.53690000 EUR -4342.71000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -4025.28000000 -0.00047435414 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2027-12-17 244.33000000 KRW 0.00000000 KRW 2222720000.00000000 KRW -4269.61000000 N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 250000.00000000 PA USD 205035.89000000 0.024162201024 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 143.99000000 0.000016968323 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 EUR 5494.90000000 USD 2023-06-20 143.99000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -29.00000000 NC 12459.11000000 0.001468228417 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-06-19 -7485331.75000000 USD 12459.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -118.32000000 -0.00001394327 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -20760.45000000 USD 367000.00000000 MXN 2023-06-23 -118.32000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 2391.25000000 0.000281793900 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Puuilo Oyj Puuilo Oyj Y 2024-04-22 0.00000000 EUR 0.00000000 EUR 14465.00000000 EUR 2391.25000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 42.18000000 0.000004970649 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -27486.61000000 NOK 2521.02000000 USD 2023-06-21 42.18000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 286.53000000 0.000033765773 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CECONOMY AG CECONOMY AG Y Default Event 2023-12-20 1583.75000000 USD 0.00000000 USD 26000.00000000 EUR -1297.22000000 N N N HESS MIDSTREAM OPERATION N/A 428102AC1 25000.00000000 PA USD 24553.75000000 0.002893506319 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N UBER 02/27/30 N/A 000000000 95000.00000000 PA USD 94275.63000000 0.011109795088 Long LON CORP US N 2 2030-03-04 Floating 0.01000000 N N N N N N ALPHATEC HOLDINGS INC 549300EZE8CQ8K65FS24 02081GAB8 183000.00000000 PA USD 196157.70000000 0.023115961697 Long DBT CORP US N 2 2026-08-01 Fixed 0.75000000 N N N N Y Alphatec Holdings Inc USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4.81000000 0.000000566828 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -140000.00000000 USD 185600800.00000000 KRW 2023-06-21 4.81000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 613.59000000 0.000072307755 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 BW Energy Ltd BW Energy Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 1071633.28000000 NOK 613.59000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -52540.09000000 -0.00619152196 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Zalando SE Zalando SE Y Equity - Performance Leg 2024-03-01 0.00000000 EUR 0.00000000 EUR 5120.00000000 EUR -52540.09000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 6168.71000000 0.000726944005 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Winnebago Industries Inc Winnebago Industries Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 273757.79000000 USD 6168.71000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -3034.35000000 -0.00035757922 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -1100000.00000000 USD 8548485.00000000 HKD 2023-12-15 -3034.35000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3.92000000 -0.00000046194 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 CHF 5499.31000000 USD 2023-06-20 -3.92000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 255000.00000000 PA USD 203287.14000000 0.023956121742 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 297.53000000 0.000035062055 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -198000.00000000 USD 6058800.00000000 TWD 2023-07-20 297.53000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 100618.35000000 0.011857245087 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -20000000.00000000 CNY 2911962.63000000 USD 2023-06-05 100618.35000000 N N N Murphy Canyon Acquisition Corp N/A 626642102 32534.00000000 NS USD 347788.46000000 0.040984701187 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -26372.79000000 -0.00310786883 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -5701000.00000000 MXN 294283.29000000 USD 2023-06-23 -26372.79000000 N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 120000.00000000 PA 129863.75000000 0.015303633101 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 41.58000000 0.000004899943 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4361.00000000 USD 4000.00000000 CHF 2023-06-20 41.58000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 5143.94000000 0.000606181251 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 KNOW IT AB KNOW IT AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 1206607.58000000 SEK 5143.94000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -184754.68000000 -0.02177218690 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -5937360.84000000 USD 40000000.00000000 CNY 2024-03-04 -184754.68000000 N N N GS Mortgage Securities Trust N/A 36192RAA0 135000.00000000 PA USD 91376.05000000 0.010768097667 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95400000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 69929.99000000 PA USD 63764.86000000 0.007514291110 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86770000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 113.09000000 0.000013326951 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -23725.67000000 USD 19154.83000000 GBP 2023-06-21 113.09000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -68.41000000 -0.00000806169 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2368.32000000 USD 16000.00000000 DKK 2023-06-20 -68.41000000 N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 550000.00000000 PA USD 439414.48000000 0.051782256261 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2647.70000000 -0.00031201493 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -67746.00000000 USD 100000.00000000 AUD 2023-06-21 -2647.70000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 51120.23000000 0.006024200317 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -20622720.00000000 CNY 3000000.00000000 USD 2023-12-21 51120.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25573.81000000 -0.00301371402 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Mercialys SA Mercialys SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 17975.00000000 EUR -25573.81000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 1551.77000000 0.000182866417 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -4550625.00000000 TWD 150000.00000000 USD 2023-06-21 1551.77000000 N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 2775.00000000 NS USD 211538.25000000 0.024928463601 Long EC CORP US N 1 N N N NWD FINANCE (BVI) LTD 25490076V8K09HMNCT88 000000000 200000.00000000 PA USD 179830.00000000 0.021191844072 Long DBT CORP VG N 2 N/A Fixed 6.15000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -839.62000000 -0.00009894398 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -311395.24000000 USD 411695653.00000000 KRW 2023-06-21 -839.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 16659.52000000 0.001963220542 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -629000.00000000 EUR 689924.88000000 USD 2023-06-23 16659.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 36661.15000000 0.004320287907 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-12-20 10676.36000000 SGD 0.00000000 SGD 8607000.00000000 SGD 25984.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6002.96000000 0.000707411401 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Advanced Materials PLC Morgan Advanced Materials PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 42091.00000000 GBP 6002.96000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -4570.84000000 -0.00053864499 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1500000.00000000 USD 11653650.00000000 HKD 2023-12-15 -4570.84000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 20888.84000000 0.002461619530 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Peab AB Peab AB Y Equity - Performance Leg 2024-02-22 0.00000000 SEK 0.00000000 SEK 1750215.84000000 SEK 20888.84000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 375000.00000000 PA USD 357600.00000000 0.042140929991 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 23107.60000000 0.002723086560 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GYM GROUP PLC/THE GYM GROUP PLC/THE Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 125328.97980000 GBP 23107.60000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -9.00000000 NC USD -2610.00000000 -0.00030757222 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written First Horizon Corp First Horizon Corp 100.00000000 13.00000000 USD 2023-06-16 XXXX -1692.28000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 692.67000000 0.000081626839 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -269017.00000000 SGD 200000.00000000 USD 2023-07-20 692.67000000 N N N WEJO GROUP LTD N/A 000000000 3488.00000000 NS USD 16.74000000 0.000001972704 Long EC CORP BM N 1 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAX9 357000.00000000 PA USD 398055.00000000 0.046908299462 Long DBT CORP BM N 2 2025-08-01 Fixed 5.37500000 N N N N N Norwegian Cruise Line Holdings USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 9206.49000000 0.001084927434 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 u-blox Holding AG u-blox Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 2627.00000000 CHF 9206.49000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 813.03000000 0.000095810515 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Fortnox AB Fortnox AB Y Equity - Performance Leg 2024-04-26 0.00000000 SEK 0.00000000 SEK 11364.00000000 SEK 813.03000000 N N N AASET 2021-1 Trust N/A 00038PAA8 194434.15000000 PA USD 175515.09000000 0.020683358837 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 358.02000000 0.000042190424 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4349.74000000 USD 83700.00000000 MXN 2023-06-23 358.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8587.19000000 -0.00101194679 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -375725.53000000 USD 343000.00000000 EUR 2023-06-23 -8587.19000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -112.85000000 -0.00001329866 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -31000.00000000 CAD 22735.84000000 USD 2023-06-20 -112.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -412.28000000 -0.00004858462 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -133114000.00000000 KRW 100000.00000000 USD 2023-06-21 -412.28000000 N N N Carvana Co 5493003WEAK2PJ5WS063 146869102 1.00000000 NS USD 12.92000000 0.000001522541 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 210000.00000000 PA USD 139356.00000000 0.016422235570 Long DBT CORP GB N 2 N/A Fixed 4.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 13566.82000000 0.001598765133 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -689000.00000000 AUD 462129.04000000 USD 2023-06-23 13566.82000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 15266.09000000 0.001799013506 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -370000.00000000 EUR 412150.40000000 USD 2023-07-31 15266.09000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -41081.34000000 -0.00484117973 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1401000.00000000 SGD 1000000.00000000 USD 2023-09-25 -41081.34000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -5634.45000000 -0.00066398479 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3248376.00000000 SGD 2400000.00000000 USD 2023-07-10 -5634.45000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 482391.90000000 0.056846877199 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 274332.64000000 USD 0.00000000 USD 696000.00000000 USD 208059.26000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -15629.58000000 -0.00184184853 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 IHS MARKIT LTD. ITRAXX.EU.XO.39.V1 Y Default Event 2028-06-20 0.00000000 USD -11653.65000000 USD 400000.00000000 EUR -3975.93000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -9.00000000 NC USD 32048.73000000 0.003776742973 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short LIGHT SWEET CRUDE OIL LIGHT SWEET CRUDE OIL 2023-08-22 -645308.73000000 USD 32048.73000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 821000.00000000 PA 641149.11000000 0.075555424381 Long DBT CORP NL N 2 2034-01-19 Fixed 2.77800000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 152500.00000000 NC USD 253.67000000 0.000029893427 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Put Purchased BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US N/A JPY N/A USD 2023-07-17 1.00000000 USD 115.00000000 USD 2023-07-17 XXXX -13448.83000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 7943.31000000 0.000936069548 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -7010000.00000000 CNY 1000000.00000000 USD 2023-08-21 7943.31000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD 55635.65000000 0.006556314406 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -12000000.00000000 CNY 1786831.06000000 USD 2024-04-18 55635.65000000 N N N Exeter Automobile Receivables N/A 30167YAG6 90000.00000000 PA USD 89229.76000000 0.010515170775 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.73000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 30305.00000000 NS USD 4292097.15000000 0.505796883432 Long EC CORP US N 1 N N N FIRST HORIZON BANK COOWI3L2W9TPYR3WJX37 337158AJ8 -330000.00000000 PA USD -280496.87000000 -0.03305480693 Short DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 29.00000000 NC USD 362.50000000 0.000042718364 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Guess? Inc Guess? Inc 100.00000000 11.00000000 USD 2023-09-15 XXXX -682.34000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1981.82000000 0.000233545128 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -969152.00000000 SGD 720000.00000000 USD 2023-07-20 1981.82000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -97583.02000000 -0.01149955037 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Carnival Corp Carnival Corp Y 2024-03-29 0.00000000 USD 0.00000000 USD 509813.73000000 USD -97583.02000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 622.97000000 0.000073413129 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -140000.00000000 EUR 203314.02000000 SGD 2023-06-21 622.97000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -617.64000000 -0.00007278502 N/A DIR CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Y 2026-06-18 0.00000000 AUD 0.00000000 AUD 10200000.00000000 AUD -617.64000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 111.90000000 0.000013186717 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 EUR 8673.36000000 USD 2023-06-20 111.90000000 N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 000000000 200000.00000000 PA USD 170250.00000000 0.020062900813 Long DBT CORP VG N 2 2026-11-22 Fixed 4.87500000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 1381.96000000 0.000162855368 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -500000.00000000 USD 28225000.00000000 PHP 2023-08-16 1381.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31234.22000000 0.003680758049 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SolGold PLC SolGold PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 149102.40820000 GBP 31234.22000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2165.15000000 0.000255149425 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -66000.00000000 EUR 72797.16000000 USD 2023-06-20 2165.15000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 152.00000000 NC USD 14440.00000000 0.001701663951 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.50000000 USD 2024-01-19 XXXX -156.42000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 186.12000000 0.000021933081 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1005750.00000000 PHP 18052.02000000 USD 2023-08-16 186.12000000 N N N Countrywide Alternative Loan T N/A 12669FEE9 21499.26590000 PA USD 21359.38000000 0.002517069735 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAT8 291000.00000000 PA USD 381210.00000000 0.044923221258 Long DBT CORP BM N 2 2024-05-15 Fixed 6.00000000 N N N N N Norwegian Cruise Line Holdings EUR XXXX N N N SONDER HOLDINGS INC N/A 83542D110 3948.00000000 NS USD 112.12000000 0.000013212642 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A 12667FLZ6 9570.35710000 PA USD 9271.02000000 0.001092531892 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.50000000 N N N N N N DANIMER SCIENTIFIC INC 549300L6Q02MAX72BH35 236272AA8 551000.00000000 PA USD 243128.75000000 0.028651207026 Long DBT CORP US N 2 2026-12-15 Fixed 3.25000000 N N N N Y Danimer Scientific Inc USD XXXX N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 4812.00000000 NS USD 1524826.56000000 0.179691301214 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1802.39000000 0.000212400421 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Wendel SE Wendel SE Y Equity - Performance Leg 2024-05-27 0.00000000 EUR 0.00000000 EUR 141647.01000000 EUR 1802.39000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 19184.10000000 0.002260726552 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1532640000.00000000 KRW 1200000.00000000 USD 2024-06-21 19184.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -56.63000000 -0.00000667349 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1295.69000000 USD 172000.00000000 JPY 2023-06-23 -56.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -154.28000000 -0.00001818093 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3767.71000000 USD 6000.00000000 NZD 2023-06-23 -154.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12181.10000000 -0.00143546667 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IP GROUP PLC IP GROUP PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 289132.00000000 GBP -12181.10000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4389.63000000 0.000517290521 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 BAWAG Group AG BAWAG Group AG Y Equity - Performance Leg 2023-10-23 0.00000000 EUR 0.00000000 EUR 54974.99960000 EUR 4389.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1032.84000000 0.000121713753 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Tate & Lyle PLC Tate & Lyle PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 261170.78300000 GBP 1032.84000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -28812.08000000 -0.00339532395 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Sappi Ltd Sappi Ltd Y Equity - Performance Leg 2023-11-27 0.00000000 ZAR 0.00000000 ZAR 104168.00000000 ZAR -28812.08000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 1069.16000000 0.000125993838 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -16327340.00000000 HKD 2100000.00000000 USD 2024-03-21 1069.16000000 N N N Utilities Select Sector SPDR Fund 549300ERQDM80PRYUH21 81369Y886 -16508.00000000 NS USD -1071864.44000000 -0.12631254006 Short EC RF US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2482.09000000 0.000292498828 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-12-18 0.00000000 USD 0.00000000 USD 2220000.00000000 USD 2482.09000000 N N N NEXTracker Inc N/A 65290E101 18827.00000000 NS USD 720132.75000000 0.084863153809 Long EC CORP US N 1 N N N Churchill Capital Corp VII N/A 17144M102 37869.00000000 NS USD 387778.56000000 0.045697285092 Long EC CORP US N 1 N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187BAB7 657000.00000000 PA USD 552734.10000000 0.065136266812 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N Two Harbors Investment Corp USD XXXX N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -20679.45000000 -0.00243694422 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Lumentum Holdings Inc Lumentum Holdings Inc Y 2024-02-08 0.00000000 USD 0.00000000 USD 291827.15000000 USD -20679.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -65157.69000000 -0.00767842744 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hypoport SE Hypoport SE Y Equity - Performance Leg 2023-09-27 0.00000000 EUR 0.00000000 EUR 330147.50000000 EUR -65157.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 36846.47000000 0.004342126713 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Fresnillo PLC Fresnillo PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 226710.26430000 GBP 36846.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2305.85000000 0.000271730043 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ST GALLER KANTONALBANK AG ST GALLER KANTONALBANK AG Y Equity - Performance Leg 2023-11-06 0.00000000 CHF 0.00000000 CHF 113929.02000000 CHF 2305.85000000 N N N NEXTGEN HEALTHCARE INC N/A 65343CAA0 408000.00000000 PA USD 392723.28000000 0.046279989509 Long DBT CORP US N 2 2027-11-15 Fixed 3.75000000 N N N N Y NextGen Healthcare Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -36102.44000000 -0.00425444741 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Redefine Properties Ltd Redefine Properties Ltd Y Equity - Performance Leg 2023-07-12 0.00000000 ZAR 0.00000000 ZAR 1043187.00000000 ZAR -36102.44000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 56569.05000000 0.006666309775 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -7400000.00000000 CNY 1103818.62000000 USD 2023-08-21 56569.05000000 N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAH8 115000.00000000 PA USD 116331.36000000 0.013708925328 Long DBT CORP CA N 2 2027-04-01 Fixed 8.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1263.55000000 -0.00014890148 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Repsol SA Repsol SA Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 12008.00000000 EUR -1263.55000000 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 98959.00000000 NS USD 7936511.80000000 0.935268423215 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 18824.97000000 0.002218405321 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1000000.00000000 USD 57400000.00000000 PHP 2023-09-20 18824.97000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -19.00000000 NC USD 20826.97000000 0.002454328536 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 -4616689.47000000 USD 20826.97000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2.36000000 0.000000278111 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -43731.00000000 HKD 5590.07000000 USD 2023-06-21 2.36000000 N N N Invesco Solar ETF 549300Q2OQ2U87KJR762 46138G706 -22462.00000000 NS USD -1571890.76000000 -0.18523752369 Short EC RF US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5296.76000000 -0.00062419013 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3247920.00000000 SGD 2400000.00000000 USD 2023-07-10 -5296.76000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 76.00000000 NC USD 55480.00000000 0.006537972024 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Silicon Motion Technology Corp Silicon Motion Technology Corp 100.00000000 70.00000000 USD 2023-09-15 XXXX -8303.22000000 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 213200.00000000 PA USD 17056.00000000 0.002009943238 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -16350.84000000 -0.00192684452 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -908069.33000000 USD 1200000.00000000 SGD 2023-09-25 -16350.84000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -2057.71000000 -0.00024248829 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2024-06-20 503.68000000 USD 0.00000000 USD 218000.00000000 USD -2561.39000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -557.91000000 -0.00006574621 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2043-06-15 0.00000000 USD 0.00000000 USD 1080000.00000000 USD -557.91000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -23841.50000000 -0.00280957209 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 STELLANTIS NV Stellantis NV Y Default Event 2028-06-20 0.00000000 USD -24555.57000000 USD 145000.00000000 EUR 714.07000000 N N N Momentive Global Inc 549300PR9RG3VC9OH575 60878Y108 306534.00000000 NS USD 2896746.30000000 0.341363487225 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2413.34000000 -0.00028439706 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -49387.88000000 USD 78000.00000000 NZD 2023-06-23 -2413.34000000 N N N DISH Network Corp 529900U350CWHH15G169 25470M109 6021.00000000 NS USD 38715.03000000 0.004562324856 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2182.70000000 -0.00025721758 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -214684.08000000 USD 193000.00000000 CHF 2023-06-23 -2182.70000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 950.31000000 0.000111988107 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-03-21 1275.00000000 USD 0.00000000 USD 1050000.00000000 USD -324.69000000 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 340000.00000000 PA USD 361505.00000000 0.042601109889 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -17422.47000000 -0.00205312944 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 RESTAURANT GROUP PLC/THE RESTAURANT GROUP PLC/THE Y 2024-04-19 0.00000000 GBP 0.00000000 GBP 112216.54000000 GBP -17422.47000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 101231.90000000 0.011929548128 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Viaplay Group AB Viaplay Group AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 4978789.13000000 SEK 101231.90000000 N N N SPREE ACQUISITION CORP 1 LTD N/A 000000000 3069.00000000 NS USD 136.26000000 0.000016057391 Long EC CORP IL N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 5219.77000000 0.000615117343 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Credito Emiliano SpA Credito Emiliano SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 156659.39000000 EUR 5219.77000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 115.00000000 NC USD 33120.00000000 0.003902985462 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 320.00000000 USD 2023-07-21 XXXX -17292.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8679.32000000 0.001022803737 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-05-23 0.00000000 USD 0.00000000 USD 270383.61000000 USD 8679.32000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 13261.91000000 0.001562833391 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -967628.43000000 USD 1320000.00000000 SGD 2023-09-25 13261.91000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -4500.88000000 -0.00053040064 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2100000.00000000 USD 16300645.00000000 HKD 2024-03-21 -4500.88000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -25.00000000 -0.00000294609 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Emerson Electric Co Emerson Electric Co 100.00000000 87.50000000 USD 2023-06-16 XXXX 77.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4790.27000000 -0.00056450344 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2024-06-20 1722.83000000 USD 0.00000000 USD 100000.00000000 EUR -6513.10000000 N N N JUST EAT TAKEAWAY 724500FVZIBSSQ7SHI95 000000000 600000.00000000 PA 532233.13000000 0.062720355342 Long DBT CORP NL N 2 2026-04-30 Fixed 1.25000000 N N N N N Just Eat Takeaway.com NV GBP XXXX N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 29142.55000000 0.003434267783 N/A DIR CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Y 2025-07-20 0.00000000 HKD 0.00000000 HKD 20585501.00000000 HKD 29142.55000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -15775.57000000 -0.00185905254 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Stolt-Nielsen Ltd Stolt-Nielsen Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 4062.00000000 NOK -15775.57000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 1134.98000000 0.000133750315 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Prysmian SpA Prysmian SpA Y Equity - Performance Leg 2023-08-22 0.00000000 EUR 0.00000000 EUR 4147.00000000 EUR 1134.98000000 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 -80043.00000000 NS USD -960516.00000000 -0.11319082078 Short EC CORP US N 1 N N N GLOBAL PARTNER ACQUISITION-A N/A 000000000 2950.00000000 NS USD 147.50000000 0.000017381955 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BP6 234000.00000000 PA USD 419211.00000000 0.049401402132 Long DBT CORP LR N 2 2025-08-15 Fixed 6.00000000 N N N N N Royal Caribbean Cruises Ltd USD XXXX N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -42.00000000 NC USD -28392.00000000 -0.00334582014 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 85.00000000 USD 2023-11-17 XXXX -27595.24000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 1407.12000000 0.000165820317 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -57855000.00000000 INR 700000.00000000 USD 2023-06-29 1407.12000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -824.87000000 -0.00009720578 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -25439.06000000 USD 23000.00000000 EUR 2023-06-20 -824.87000000 N N N FIVE9 INC 254900MXP6EWY0SFFR59 338307AD3 409000.00000000 PA USD 378734.00000000 0.044631440099 Long DBT CORP US N 2 2025-06-01 Fixed 0.50000000 N N N N Y Five9 Inc USD XXXX N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAA9 405000.00000000 PA USD 403035.80000000 0.047495255682 Long DBT CORP US N 2 2026-02-08 Fixed 4.90000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 500000.00000000 PA 516317.57000000 0.060844805846 Long DBT CORP GB N 2 2025-10-30 Fixed 6.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -2717.67000000 -0.00032026046 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 2949100.00000000 TWD 2023-09-22 -2717.67000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 4.00000000 NC USD 19800.00000000 0.002333306526 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 100.00000000 1650.00000000 USD 2023-09-29 XXXX -1724.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2643.89000000 -0.00031156594 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -100949.98000000 USD 151000.00000000 AUD 2023-06-23 -2643.89000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -94.06000000 -0.00001108438 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2968.94000000 USD 20000.00000000 DKK 2023-06-20 -94.06000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 155.70000000 0.000018348274 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 EUR 14882992.00000000 JPY 2023-06-21 155.70000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 65.00000000 NC USD 28275.00000000 0.003332032425 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased DISH Network Corp DISH Network Corp 100.00000000 7.50000000 USD 2025-12-19 XXXX 14298.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12175.43000000 -0.00143479849 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PPC LTD PPC LTD Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 466529.00000000 ZAR -12175.43000000 N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD -26.73000000 -0.00000314996 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -136843.27000000 USD 7696065.50000000 PHP 2023-07-20 -26.73000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 12436.57000000 0.001465572219 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -879281.92000000 USD 1200000.00000000 SGD 2023-09-25 12436.57000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -21398.60000000 -0.00252169156 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1010000.00000000 USD 19591980.00000000 ZAR 2023-07-20 -21398.60000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 189.00000000 NC USD 4347.00000000 0.000512266841 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Amyris Inc Amyris Inc 100.00000000 1.00000000 USD 2023-06-16 XXXX -1681.03000000 N N N AUST & NZ BANKING GRP/UK JHE42UYNWWTJB8YTTU19 000000000 200000.00000000 PA USD 193777.70000000 0.022835493539 Long DBT CORP AU N 2 N/A Fixed 6.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -4.00000000 NC USD -104360.93000000 -0.01229828480 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short NASDAQ NASDAQ 100 INDEX 2023-06-16 -1039679.07000000 USD -104360.93000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 15.00000000 NC USD 6811.47000000 0.000802689262 N/A DFE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long THE US DOLLAR INDEX THE US DOLLAR INDEX 2023-06-16 1556863.53000000 USD 6811.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -11472.43000000 -0.00135195433 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Leonardo SpA Leonardo SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 8914.00000000 EUR -11472.43000000 N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 10000.00000000 PA USD 8976.56000000 0.001057831617 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 8.00000000 NC USD 5720.00000000 0.000674066329 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2750.00000000 USD 2023-09-15 XXXX -920.00000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -71377.58000000 -0.00841140268 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2024-10-22 0.00000000 MXN 0.00000000 MXN 82400000.00000000 MXN -71377.58000000 N N N DISH Network Corp 529900U350CWHH15G169 25470M109 -1864.00000000 NS USD -11985.52000000 -0.00141241878 Short EC CORP US N 1 N N N XOMETRY INC 5493006JFRGU7YRRXE44 98423FAB5 293000.00000000 PA USD 211839.00000000 0.024963905113 Long DBT CORP US N 2 2027-02-01 Fixed 1.00000000 N N N N N Xometry Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -34367.02000000 -0.00404993899 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Savills PLC Savills PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 34393.00000000 GBP -34367.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 117.67000000 0.000013866675 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 AUD 2721.50000000 USD 2023-06-20 117.67000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 12384.87000000 0.001459479696 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1331250.00000000 SGD 1000000.00000000 USD 2023-08-21 12384.87000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -45912.62000000 -0.00541051595 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Nippon Steel Corp Nippon Steel Corp Y Default Event 2028-06-20 0.00000000 USD -19240.64000000 USD 202942000.00000000 JPY -26671.98000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -21378.15000000 -0.00251928166 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 PATRIZIA SE PATRIZIA SE Y Equity - Performance Leg 2023-11-27 0.00000000 EUR 0.00000000 EUR 11527.00000000 EUR -21378.15000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 232000.00000000 PA USD 246663.79000000 0.029067789445 Long DBT NUSS RO N 2 2053-01-17 Fixed 7.62500000 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 22436.92000000 0.002644051104 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2026-09-27 6347.41000000 KRW 0.00000000 KRW 1830000000.00000000 KRW 16089.51000000 N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AD3 -148000.00000000 PA USD -125844.06000000 -0.01482993770 Short DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -0.40000000 -0.00000004713 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1043.83000000 USD 1410.00000000 SGD 2023-06-21 -0.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 42526.28000000 0.005011456902 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1061000.00000000 EUR 1178193.29000000 USD 2023-06-23 42526.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5509.14000000 0.000649217793 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -321000.00000000 EUR 349099.25000000 USD 2023-06-23 5509.14000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 177.17000000 0.000020878379 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -38000.00000000 DKK 5639.45000000 USD 2023-06-20 177.17000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 3939.33000000 0.000464225474 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Orsted AS Orsted AS Y Equity - Performance Leg 2024-05-24 0.00000000 DKK 0.00000000 DKK 819595.80000000 DKK 3939.33000000 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 155000.00000000 PA USD 134477.00000000 0.015847275845 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -2218.09000000 -0.00026138807 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -40000.00000000 USD 5246372.00000000 JPY 2023-06-21 -2218.09000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -2120.48000000 -0.00024988534 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2026-06-20 0.00000000 USD -1063.06000000 USD 144000.00000000 USD -1057.42000000 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAH4 418000.00000000 PA USD 286770.99000000 0.033794172855 Long DBT CORP US N 2 2028-05-15 Fixed 2.10000000 Y N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 27.00000000 NC USD 1701.00000000 0.000200452242 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 70.00000000 USD 2023-07-21 XXXX -2430.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -20722.82000000 -0.00244205510 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -519977.82000000 USD 829000.00000000 NZD 2023-06-23 -20722.82000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3580.57000000 0.000421947845 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -11000000.00000000 JPY 109762400.00000000 KRW 2023-06-21 3580.57000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 120.00000000 NC USD 108750.00000000 0.012815509330 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 95.00000000 USD 2023-12-15 XXXX 45519.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1059.69000000 0.000124877858 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PRS REIT Plc/The PRS REIT Plc/The Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 172804.89010000 GBP 1059.69000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 6402.41000000 0.000754484092 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -428000.00000000 AUD 285012.26000000 USD 2023-06-20 6402.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -501.03000000 -0.00005904326 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -68953.21000000 USD 55000.00000000 GBP 2023-06-23 -501.03000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -18.28000000 -0.00000215418 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -320000.00000000 SGD 236962.61000000 USD 2023-07-10 -18.28000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 12.00000000 NC USD 53850.00000000 0.006345886689 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 4050.00000000 USD 2023-09-29 XXXX -26114.04000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 74.96000000 0.000008833568 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 EUR 2215.32000000 USD 2023-06-20 74.96000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -34.00000000 NC USD -5270.00000000 -0.00062103663 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Seagen Inc Seagen Inc 100.00000000 230.00000000 USD 2024-06-21 XXXX 1086.86000000 N N N M3-Brigade Acquisition II Corp N/A 553800103 30000.00000000 NS USD 304800.00000000 0.035918779254 Long EC CORP US N 1 N N N HONG KONG FUTURES EXCHANGE N/A 000000000 4.00000000 NC -6490.11000000 -0.00076481899 N/A DE CORP HK N 1 HONG KONG FUTURES EXCHANGE N/A Long STOCK EXCHANGE OF HONG KONG HANG SENG CHINA ENTERPRISES INDEX 2023-06-29 163339.33000000 USD -6490.11000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 17289.49000000 0.002037458578 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -25259962.00000000 JPY 200000.00000000 USD 2023-07-19 17289.49000000 N N N Education Funding Trust N/A 28141PAA3 63629.15000000 PA USD 58719.46000000 0.006919722184 Long ABS-O CORP US N 2 2041-07-25 Fixed 2.79000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 546.00000000 NS USD 144537.12000000 0.017032798252 Long EC CORP US N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 48707.40000000 0.005739863348 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Storskogen Group AB Storskogen Group AB Y Equity - Performance Leg 2023-11-27 0.00000000 SEK 0.00000000 SEK 161741.00000000 SEK 48707.40000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -33.00000000 NC USD -39457.44000000 -0.00464981324 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-20 -3935495.69000000 USD -39457.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2480.22000000 0.000292278460 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Engie SA Engie SA Y Equity - Performance Leg 2023-08-30 0.00000000 EUR 0.00000000 EUR 18994.00000000 EUR 2480.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9845.97000000 -0.00116028616 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 L&F Co Ltd L&F Co Ltd Y 2023-07-14 0.00000000 USD 0.00000000 USD 93173.82000000 KRW -9845.97000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCM6 75000.00000000 PA USD 62784.00000000 0.007398702876 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 15295.80000000 0.001802514644 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 PARSONS CORP Parsons Corp Y 2024-02-09 0.00000000 USD 0.00000000 USD 1152000.00000000 USD 15295.80000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 20.00000000 NC USD 500.00000000 0.000058921881 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Purchased Upwork Inc Upwork Inc 100.00000000 12.50000000 USD 2023-10-20 XXXX -180.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4423.02000000 -0.00052122532 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Bloomsbury Publishing PLC Bloomsbury Publishing PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 23060.00000000 GBP -4423.02000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -19636.47000000 -0.00231403553 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4603000.00000000 MXN 239434.11000000 USD 2023-06-20 -19636.47000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 -406000.00000000 PA USD -400298.80000000 -0.04717271730 Short DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -203.71000000 -0.00002400595 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8109.64000000 USD 55000.00000000 DKK 2023-06-20 -203.71000000 N N N ZIMMER ENERGY TRANSITION -A N/A 989570114 2381.00000000 NS USD 15.00000000 0.000001767656 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 132.00000000 NC USD 4356.00000000 0.000513327435 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased AMC Entertainment Holdings Inc AMC Entertainment Holdings Inc 100.00000000 3.00000000 USD 2023-07-21 XXXX -1551.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -63911.37000000 -0.00753155640 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 National Grid PLC National Grid PLC Y 2024-01-23 0.00000000 GBP 0.00000000 GBP 90695.00000000 GBP -63911.37000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -3565.73000000 -0.00042019904 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Wihlborgs Fastigheter AB Wihlborgs Fastigheter AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 14122.00000000 SEK -3565.73000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -32263.60000000 -0.00380206406 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Huber + Suhner AG Huber + Suhner AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 2541.00000000 CHF -32263.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -231.06000000 -0.00002722898 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11730.60000000 USD 80000.00000000 DKK 2023-06-20 -231.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 412.02000000 0.000048553987 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -50615.97000000 USD 41000.00000000 GBP 2023-06-23 412.02000000 N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAB0 703000.00000000 PA USD 1124378.20000000 0.132500959201 Long DBT CORP US N 2 2025-06-01 Fixed 2.37500000 N N N N Y Envista Holdings Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7484.52000000 0.000882004008 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Foxtons Group PLC Foxtons Group PLC Y Equity - Performance Leg 2023-09-18 0.00000000 GBP 0.00000000 GBP 182078.00000000 GBP 7484.52000000 N N N CAPITALWORKS EMERGING M-CL A N/A 000000000 7737.00000000 NS USD 1005.81000000 0.000118528436 Long EC CORP US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 367.73000000 0.000043334687 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -3054190.00000000 TWD 100000.00000000 USD 2023-06-21 367.73000000 N N N Block Inc 549300OHIIUWSTIZME52 852234103 -1358.00000000 NS USD -82009.62000000 -0.00966432230 Short EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 931.46000000 0.000109766752 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 RAKUTEN GROUP INC RAKUTEN GROUP INC Y Default Event 2024-06-20 1571.56000000 USD 0.00000000 USD 7246000.00000000 JPY -640.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1262.14000000 -0.00014873532 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Marshalls PLC Marshalls PLC Y Equity - Performance Leg 2024-05-27 0.00000000 GBP 0.00000000 GBP 61076.57000000 GBP -1262.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23954.28000000 -0.00282286251 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Ercros SA Ercros SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 36842.00000000 EUR -23954.28000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2414.28000000 0.000284507842 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-06-21 0.00000000 MYR 0.00000000 MYR 4600000.00000000 MYR 2414.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1536.62000000 0.000181081084 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -103062.51000000 USD 95000.00000000 CHF 2023-06-23 1536.62000000 N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AU3 92000.00000000 PA USD 93794.00000000 0.011053037996 Long DBT CORP US N 2 2025-02-15 Fixed 2.00000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N SOLERA T 06/02/28 N/A 000000000 1025197.97000000 PA USD 921914.40000000 0.108641862943 Long LON CORP US N 2 2028-06-02 Floating 9.15914160 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAP6 1714000.00000000 PA USD 1228723.76000000 0.144797432743 Long DBT CORP US N 2 2026-06-15 Fixed 0.25000000 N N N N Y Anywhere Real Estate Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 26548.72000000 0.003128601093 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -516502.40000000 USD 9655000.00000000 MXN 2023-06-23 26548.72000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 36.04000000 0.000004247089 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3697.47000000 USD 3000.00000000 GBP 2023-06-20 36.04000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -2637.65000000 -0.00031083060 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 GEO CORRECTIONS HOLDINGS INC GEO CORRECTIONS HOLDINGS INC Y 2024-02-01 0.00000000 USD 0.00000000 USD 1146000.00000000 USD -2637.65000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 130344.39000000 0.015360273528 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Bank of Georgia Group PLC Bank of Georgia Group PLC Y Equity - Performance Leg 2023-07-31 0.00000000 GBP 0.00000000 GBP 10767.00000000 GBP 130344.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 10055.67000000 0.001184998001 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -398168.22000000 USD 328000.00000000 GBP 2023-06-23 10055.67000000 N N N 510 Assets Backed Trust N/A 33835CAA3 90573.55000000 PA USD 84198.67000000 0.009922288193 Long ABS-MBS CORP US N 2 2061-06-25 Variable 2.23950000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -6502.56000000 -0.00076628614 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1046800000.00000000 KRW 800000.00000000 USD 2024-06-21 -6502.56000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 2108000.00000000 PA USD 1447616.30000000 0.170592553560 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -80.79000000 -0.00000952059 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 CAD 7289.75000000 USD 2023-06-20 -80.79000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2713.71000000 -0.00031979380 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -100000.00000000 USD 2949220.00000000 TWD 2023-09-22 -2713.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -75410.32000000 -0.00888663595 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 KAP Industrial Holdings Ltd KAP Industrial Holdings Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 921424.00000000 ZAR -75410.32000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -32395.56000000 -0.00381761472 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Cloetta AB Cloetta AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 150066.00000000 SEK -32395.56000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 22454.95000000 0.002646175827 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 UPM-Kymmene Oyj UPM-Kymmene Oyj Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 265986.53000000 EUR 22454.95000000 N N N CORNER GROWTH ACQUISITION-A N/A 000000000 7606.00000000 NS USD 380.30000000 0.000044815983 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 8266.03000000 0.000974100088 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -281000.00000000 AUD 191185.12000000 USD 2023-06-20 8266.03000000 N N N Virgin Galactic Holdings Inc 549300C631IMXCSMN048 92766K106 -13543.00000000 NS USD -46858.78000000 -0.00552201500 Short EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -109.00000000 NC USD -327.00000000 -0.00003853491 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Vodafone Group PLC Vodafone Group PLC 100.00000000 10.00000000 USD 2023-07-21 XXXX 4833.14000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 340000.00000000 PA USD 295736.80000000 0.034850737653 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 65000.00000000 PA USD 63802.82000000 0.007518764459 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 75.17000000 0.000008858315 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -7000.00000000 NZD 4290.83000000 USD 2023-06-23 75.17000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 24.00000000 NC USD -143657.68000000 -0.01692916173 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN MEAL SOYBEAN MEAL 2023-07-14 1087817.68000000 USD -143657.68000000 N N N Desktop Metal Inc 254900C3ZY0EFO5PGJ27 25058X105 -230035.00000000 NS USD -427865.10000000 -0.05042123385 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -35253.34000000 -0.00415438627 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 NN Group NV NN Group NV Y Equity - Performance Leg 2023-07-14 0.00000000 EUR 0.00000000 EUR 5415.00000000 EUR -35253.34000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 11558.75000000 0.001362126606 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2033-06-21 0.00000000 SGD 0.00000000 SGD 1149000.00000000 SGD 11558.75000000 N N N BNP PARIBAS UK LIMITED CGKPTUL0E6IIWC1NOM75 000000000 4028.00000000 NC 71987.31000000 0.008483255567 N/A DE CORP GB N 2 BNP PARIBAS UK LIMITED CGKPTUL0E6IIWC1NOM75 Call Purchased TAIWAN STOCK EXCHANGE INDEX TAIWAN SE WEIGHTED INDEX 1.00000000 16050.00000000 TWD 2023-06-19 XXXX 37806.38000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -27.91000000 -0.00000328901 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1034.12000000 USD 7000.00000000 DKK 2023-06-20 -27.91000000 N N N EP INFRASTRUCTURE AS 315700I4J1M1NKGWWY89 000000000 147000.00000000 PA 150649.23000000 0.017753072300 Long DBT CORP CZ N 2 2024-04-26 Fixed 1.65900000 N N N N N N GRAND AUTOMOTIVE SERVICE 549300QMJE28YCTV9D86 000000000 333000.00000000 PA USD 289710.00000000 0.034140516856 Long DBT CORP CN N 2 2024-01-30 Fixed 9.12500000 N N N N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 000000000 -668.00000000 NS -10102.97000000 -0.00119057201 Short EC CORP NL N 1 N N N Helix Energy Solutions Group I 416AP2JOUTCWEGSOZW41 42330P107 9000.00000000 NS USD 56520.00000000 0.006660529538 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -67179.79000000 -0.00791671931 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ETSY INC Etsy Inc Y 2024-02-24 0.00000000 USD 0.00000000 USD 490000.00000000 USD -67179.79000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -6886.95000000 -0.00081158411 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2026-06-18 0.00000000 AUD 0.00000000 AUD 10200000.00000000 AUD -6886.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -0.17000000 -0.00000002003 N/A DE CORP US N 3 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Gazprom PJSC Gazprom PJSC Y 2024-01-31 0.00000000 USD 0.00000000 USD 173903.00000000 RUB -0.17000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3980.52000000 -0.00046907945 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -110292600.00000000 KRW 11000000.00000000 JPY 2023-06-21 -3980.52000000 N N N Karyopharm Therapeutics Inc 549300J1VANRCNTYST87 48576U106 -4941.00000000 NS USD -11166.66000000 -0.00131592124 Short EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -30.00000000 NC USD -5580.00000000 -0.00065756820 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 35.00000000 USD 2023-09-15 XXXX -525.04000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 42.00000000 NC -38547.85000000 -0.00454262373 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2023-06-15 2973823.73000000 USD -38547.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 150.15000000 0.000017694241 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -13062.37000000 USD 12000.00000000 CHF 2023-06-23 150.15000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -180.41000000 -0.00002126019 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -69872.54000000 USD 56000.00000000 GBP 2023-06-20 -180.41000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 193.55000000 0.000022808660 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -17000.00000000 CHF 18904.53000000 USD 2023-06-20 193.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 165.17000000 0.000019464254 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -40558.73000000 USD 37000.00000000 CHF 2023-06-20 165.17000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 16891.22000000 0.001990524942 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -1325400.00000000 SGD 1000000.00000000 USD 2023-08-17 16891.22000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -3749.01000000 -0.00044179744 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2000000.00000000 USD 165902000.00000000 INR 2023-09-20 -3749.01000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 1416000.00000000 PA USD 1343316.72000000 0.158301498473 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 22373.82000000 0.002636615162 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2026-06-11 24739.86000000 KRW 0.00000000 KRW 1122000000.00000000 KRW -2366.04000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -20815.55000000 -0.00245298276 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Sulzer AG Sulzer AG Y Equity - Performance Leg 2023-11-10 0.00000000 CHF 0.00000000 CHF 4139.00000000 CHF -20815.55000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -185.56000000 -0.00002186708 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9949.92000000 USD 15000.00000000 AUD 2023-06-20 -185.56000000 N N N HERTZ CORP/THE N/A 000000000 1982000.00000000 PA USD 158560.00000000 0.018685307213 Long DBT CORP US N 2 2028-01-15 Fixed 6.00000000 Y N N N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -65.00000000 NC USD 188898.38000000 0.022260496104 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short NATURAL GAS NATURAL GAS 2023-06-28 -1661798.38000000 USD 188898.38000000 N N N ADVANTAGE SALES 10/28/27 N/A 000000000 74043.50510000 PA USD 66627.68000000 0.007851656595 Long LON CORP US N 2 2027-10-28 Floating 9.71900000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 62606.16000000 0.007377745541 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 LIBERTY MEDIA CORP Liberty Media Corp Y 2024-05-03 0.00000000 USD 0.00000000 USD 1120000.00000000 USD 62606.16000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 942.76000000 0.000111098386 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -6030000.00000000 JPY 44367.99000000 USD 2023-06-21 942.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2628.09000000 -0.00030970401 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -307551.42000000 USD 245000.00000000 GBP 2023-06-23 -2628.09000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -24949.63000000 -0.00294015830 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VERADIGM INC VERADIGM INC Y 2024-02-08 0.00000000 USD 0.00000000 USD 816000.00000000 USD -24949.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 62171.45000000 0.007326517678 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Beneteau SA Beneteau SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 19374.00000000 EUR 62171.45000000 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 555000.00000000 PA USD 256687.50000000 0.030249021161 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 967.77000000 0.000114045659 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -190000.00000000 CAD 141008.12000000 USD 2023-06-20 967.77000000 N N N JOH. BERENBERG, GOSSLER & CO. KG 529900UC2OD7II24Z667 000000000 1.00000000 NC -8127.69000000 -0.00095779758 N/A DE CORP DE N 2 JOH. BERENBERG, GOSSLER & CO. KG 529900UC2OD7II24Z667 Dechra Pharmaceuticals PLC Dechra Pharmaceuticals PLC Y 2024-04-24 0.00000000 GBP 0.00000000 GBP 12615.00000000 GBP -8127.69000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 10429.45000000 0.001229045644 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -28529087.87000000 CZK 1206306.12000000 EUR 2023-07-20 10429.45000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 31899.91000000 0.003759205464 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 XTB SA XTB SA Y Equity - Performance Leg 2023-12-15 0.00000000 USD 0.00000000 USD 24390.00000000 PLN 31899.91000000 N N N BRAEMAR HOTELS & RESORTS 549300JDUUEBN868C776 10482BAB7 641000.00000000 PA USD 594912.10000000 0.070106681088 Long DBT CORP US N 2 2026-06-01 Fixed 4.50000000 N N N N N Braemar Hotels & Resorts Inc USD XXXX N N N DYNAVAX TECHNOLOGIES 549300T5URIXWDILX594 268158AD4 1111000.00000000 PA USD 1442078.00000000 0.169939899442 Long DBT CORP US N 2 2026-05-15 Fixed 2.50000000 N N N N Y Dynavax Technologies Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10484.69000000 -0.00123555533 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-03-20 0.00000000 SGD 0.00000000 SGD 4140000.00000000 SGD -10484.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -17142.43000000 -0.00202012847 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Oxford Nanopore Technologies P Oxford Nanopore Technologies PLC Y Equity - Performance Leg 2024-05-13 0.00000000 GBP 0.00000000 GBP 123338.39000000 GBP -17142.43000000 N N N Insmed Inc 529900Q55QAG41CCAC11 457669307 -17375.00000000 NS USD -330646.25000000 -0.03896459863 Short EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 273.00000000 NS USD 27846.00000000 0.003281477451 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6823.04000000 0.000804052715 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -926727.46000000 USD 129591000.00000000 JPY 2023-06-23 6823.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5728.36000000 0.000675051503 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -141297.60000000 USD 2614000.00000000 MXN 2023-06-23 5728.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11592.01000000 0.001366046090 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Mersen SA Mersen SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 5298.00000000 EUR 11592.01000000 N N N Countrywide Alternative Loan T N/A 12667FT88 795.53340000 PA USD 773.66000000 0.000091171006 Long ABS-MBS CORP US N 2 2025-02-25 Fixed 5.50000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -37927.31000000 -0.00446949696 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -1021897.81000000 USD 7000000.00000000 CNY 2023-06-05 -37927.31000000 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 26459.00000000 NS USD 1473237.12000000 0.173611807424 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 4.58000000 0.000000539724 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -9577.13000000 USD 13000.00000000 CAD 2023-06-20 4.58000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -9391.88000000 -0.00110677448 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1784891.96000000 USD 2400000.00000000 SGD 2023-06-12 -9391.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15458.63000000 0.001821703144 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Indra Sistemas SA Indra Sistemas SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 20939.00000000 EUR 15458.63000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 45.75000000 0.000005391352 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -3161427.00000000 JPY 22812.86000000 USD 2023-06-21 45.75000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -15304.22000000 -0.00180350688 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 UBS Group AG UBS Group AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 12405.00000000 CHF -15304.22000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -15419.10000000 -0.00181704478 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -167495000.00000000 INR 2000000.00000000 USD 2023-09-20 -15419.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1792.70000000 -0.00021125851 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -55305.00000000 USD 50000.00000000 EUR 2023-06-21 -1792.70000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 120000.00000000 PA USD 119810.40000000 0.014118908497 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 151.18000000 0.000017815620 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -7409692.00000000 JPY 50000.00000000 EUR 2023-06-21 151.18000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 35000.00000000 PA USD 33039.91000000 0.003893547355 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 596.81000000 0.000070330336 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Kone Oyj Kone Oyj Y Equity - Performance Leg 2023-07-28 0.00000000 EUR 0.00000000 EUR 88360.57000000 EUR 596.81000000 N N N Toorak Mortgage Corp. N/A 89053BAA2 190000.00000000 PA USD 183405.02000000 0.021613137885 Long ABS-MBS CORP US N 2 2024-06-25 Variable 2.23950000 N N N N N N JAWS JUGGERNAUT ACQUISITIO-A N/A 000000000 4284.00000000 NS USD 730.64000000 0.000086101367 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2452.27000000 0.000288984727 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -235000.00000000 CAD 175674.39000000 USD 2023-06-23 2452.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 28218.36000000 0.003325357755 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Balfour Beatty PLC Balfour Beatty PLC Y Equity - Performance Leg 2023-09-18 0.00000000 GBP 0.00000000 GBP 77422.00000000 GBP 28218.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -387.52000000 -0.00004566681 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -21767000.00000000 JPY 156418.07000000 USD 2023-06-23 -387.52000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 3625000.00000000 PA USD 3663090.81000000 0.431672408773 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 4620775.00000000 PA USD 1483969.70000000 0.174876575048 Long DBT NUSS AR N 2 2037-09-01 Variable 5.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2448.42000000 0.000288531028 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -124000.00000000 AUD 83176.60000000 USD 2023-06-23 2448.42000000 N N N Livent Corp 254900OOLQ2VNMZTJL47 53814L108 -50957.00000000 NS USD -1174558.85000000 -0.13841443587 Short EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6156.34000000 0.000725486277 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-09-20 0.00000000 THB 0.00000000 THB 312900000.00000000 THB 6156.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1957.63000000 -0.00023069448 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -708980.22000000 USD 1086000.00000000 AUD 2023-06-23 -1957.63000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 2897.75000000 0.000341481767 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 GIMV NV GIMV NV Y Equity - Performance Leg 2023-12-15 0.00000000 EUR 0.00000000 EUR 175770.75000000 EUR 2897.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2929.56000000 0.000345230377 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ID Logistics Group ID Logistics Group Y Equity - Performance Leg 2024-05-22 0.00000000 EUR 0.00000000 EUR 67965.55000000 EUR 2929.56000000 N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 135000.00000000 PA USD 118632.29000000 0.013980075580 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.54950000 N N N N N N THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 000000000 2.00000000 NC USD -40041.20000000 -0.00471860572 N/A DCO CORP GB N 1 THE LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long LME NICKEL LME NICKEL 2023-06-19 285717.20000000 USD -40041.20000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 15118.61000000 0.001781633908 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2024-04-18 0.00000000 USD 0.00000000 USD 6960000.00000000 USD 15118.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15205.16000000 0.001791833285 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Vallourec SA Vallourec SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 135246.00140000 EUR 15205.16000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -20317.28000000 -0.00239426474 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Sydbank AS Sydbank AS Y Equity - Performance Leg 2023-07-17 0.00000000 DKK 0.00000000 DKK 5022.00000000 DKK -20317.28000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 15191496.00000000 PA 564825.12000000 0.066561118119 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -65.61000000 -0.00000773172 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2205.97000000 USD 2000.00000000 EUR 2023-06-20 -65.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 58.22000000 0.000006860863 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -73653.32000000 USD 100000.00000000 CAD 2023-06-23 58.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -79668.44000000 -0.00938842883 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 National Express Group PLC National Express Group PLC Y Equity - Performance Leg 2023-08-25 0.00000000 GBP 0.00000000 GBP 172022.00000000 GBP -79668.44000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 16.00000000 NC USD 5760.00000000 0.000678780080 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Microchip Technology Inc Microchip Technology Inc 100.00000000 62.50000000 USD 2024-01-19 XXXX -832.46000000 N N N LONDON STOCK EXCHANGE PLC 213800D1EI4B9WTWWD28 000000000 1999.00000000 NC 329482.06000000 0.038827406107 N/A DE CORP GB N 1 LONDON STOCK EXCHANGE PLC 213800D1EI4B9WTWWD28 Put Purchased Vodafone Group PLC Vodafone Group PLC 1000.00000000 85.00000000 GBP 2023-09-15 XXXX 197489.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 203.58000000 0.000023990633 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -102255.46000000 USD 139000.00000000 CAD 2023-06-23 203.58000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -12580.05000000 -0.00148248044 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Xvivo Perfusion AB Xvivo Perfusion AB Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 799741.21000000 SEK -12580.05000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -14899.79000000 -0.00175584733 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -8000000.00000000 USD 663616000.00000000 INR 2023-09-20 -14899.79000000 N N N INNOVID CORP N/A 457679116 69.00000000 NS USD 8.29000000 0.000000976924 Long EC CORP IL N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 26391.45000000 0.003110067804 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -660160000.00000000 INR 8000000.00000000 USD 2023-06-21 26391.45000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 525000.00000000 PA USD 415655.59000000 0.048982419236 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N Inotiv Inc 549300FH5Z13X0Q5SK81 45783Q100 -6390.00000000 NS USD -38851.20000000 -0.00457837164 Short EC CORP US N 1 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 000000000 1.00000000 NC USD -5714.57000000 -0.00067342643 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -85000.00000000 USD 11009526.00000000 JPY 2023-06-21 -5714.57000000 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 -1172.00000000 NS USD -93689.68000000 -0.01104074453 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2252.37000000 -0.00026542775 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MP Evans Group PLC MP Evans Group PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 5802.00000000 GBP -2252.37000000 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 502.00000000 NS USD 100118.88000000 0.011798385662 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19394.07000000 -0.00228547020 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 NewRiver REIT PLC NewRiver REIT PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 188333.00000000 GBP -19394.07000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 146.62000000 0.000017278252 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -20000.00000000 USD 1668002.00000000 INR 2023-06-21 146.62000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8350.90000000 0.000984101488 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NEXT GROUP PLC Next Group PLC Y Default Event 2028-06-20 15768.60000000 USD 0.00000000 USD 540000.00000000 EUR -7417.70000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 195716.10000000 0.023063921891 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -10172000000.00000000 KRW 8000000.00000000 USD 2024-03-15 195716.10000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -531.35000000 -0.00006261628 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Focus Financial Partners Inc Focus Financial Partners Inc Y 2024-02-05 0.00000000 USD 0.00000000 USD 8400.00000000 USD -531.35000000 N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 200000.00000000 PA USD 7992.34000000 0.000941847428 Long DBT CORP KY N 3 2025-08-18 Fixed 5.98000000 N N N N N N Mesa Laboratories Inc 549300ZCG738WLX8ZW79 59064R109 -524.00000000 NS USD -67852.76000000 -0.00799602463 Short EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 129.00000000 NC USD 40893.00000000 0.004818985039 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Purchased Activision Blizzard Inc Activision Blizzard Inc 100.00000000 90.00000000 USD 2023-11-17 XXXX -4647.75000000 N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAD0 205000.00000000 PA USD 207050.00000000 0.024399551327 Long DBT CORP JP N 2 2024-11-30 Fixed 10.25000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -26971.57000000 -0.00317843132 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1000000.00000000 USD 6804785.00000000 CNY 2023-12-21 -26971.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 355.06000000 0.000041841606 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -753000.00000000 JPY 5779.54000000 USD 2023-06-23 355.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 13072.99000000 0.001540570347 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -41917000.00000000 JPY 315035.60000000 USD 2023-06-23 13072.99000000 N N N RMG Acquisition Corp III N/A 000000000 2786.00000000 NS USD 28194.32000000 0.003322524791 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 40.00000000 NC USD 11120.00000000 0.001310422655 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased DISH Network Corp DISH Network Corp 100.00000000 5.00000000 USD 2025-12-19 XXXX 158.84000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 207.00000000 0.000024393659 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -8000.00000000 AUD 5414.66000000 USD 2023-06-20 207.00000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 115850.63000000 0.013652274296 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 113730.00000000 USD 0.00000000 USD 306000.00000000 USD 2120.63000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2619.50000000 -0.00030869173 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -148164.25000000 USD 136000.00000000 EUR 2023-06-20 -2619.50000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 159.76000000 0.000018826719 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -16000.00000000 CAD 11952.63000000 USD 2023-06-20 159.76000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -388.21000000 -0.00004574812 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2026-06-21 0.00000000 KRW 0.00000000 KRW 1840000000.00000000 KRW -388.21000000 N N N MannKind Corp 213800GFBCNY1ZFST722 56400P706 -85781.00000000 NS USD -398023.84000000 -0.04690462745 Short EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4589.26000000 -0.00054081567 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -512048.13000000 USD 461000.00000000 CHF 2023-06-21 -4589.26000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -29030.27000000 -0.00342103628 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -58310000.00000000 PHP 1000000.00000000 USD 2024-09-20 -29030.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5475.66000000 0.000645272384 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -595000.00000000 CAD 444059.34000000 USD 2023-06-23 5475.66000000 N N N JetBlue Airways Corp 54930070J9H97ZO93T57 477143101 -2632.00000000 NS USD -17976.56000000 -0.00211842549 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3229.73000000 -0.00038060353 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -111952.36000000 USD 167000.00000000 AUD 2023-06-23 -3229.73000000 N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 800000.00000000 PA 783031.14000000 0.092275336834 Long DBT CORP DE N 2 2030-02-21 Fixed 3.25000000 N N N N N Delivery Hero SE EUR XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 98.91000000 0.000011655926 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4000.00000000 EUR 4379.64000000 USD 2023-06-20 98.91000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 743.69000000 0.000087639228 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 SIMON PROPERTY GROUP LP Simon Property Group LP Y Default Event 2028-06-20 10603.55000000 USD 0.00000000 USD 688000.00000000 USD -9859.86000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -6179.24000000 -0.00072818490 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 TOMRA Systems ASA TOMRA Systems ASA Y Equity - Performance Leg 2024-01-08 0.00000000 NOK 0.00000000 NOK 1222942.70000000 NOK -6179.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1866.67000000 -0.00021997541 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -202256.58000000 USD 182000.00000000 CHF 2023-06-23 -1866.67000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 340.52000000 0.000040128158 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -13000.00000000 EUR 14252.89000000 USD 2023-06-20 340.52000000 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 120000.00000000 PA USD 116032.79000000 0.013673740716 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 55000.00000000 PA USD 54107.68000000 0.006376252670 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -3734.96000000 -0.00044014174 N/A DCR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2023-12-20 3704.62000000 USD 0.00000000 USD 155000.00000000 USD -7439.58000000 N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAF4 200000.00000000 PA USD 201110.61000000 0.023699631254 Long DBT CORP KR N 2 2033-01-17 Fixed 6.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 742.12000000 0.000087454214 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -110025.95000000 USD 89000.00000000 GBP 2023-06-23 742.12000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 457.19000000 0.000053876990 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -16361415.00000000 HKD 2100000.00000000 USD 2023-12-15 457.19000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 6040.52000000 0.000711837613 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Aker Horizons ASA Aker Horizons ASA Y Equity - Performance Leg 2023-11-22 0.00000000 NOK 0.00000000 NOK 364746.31000000 NOK 6040.52000000 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -421.50000000 -0.00004967114 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -13988160.00000000 HKD 1800000.00000000 USD 2024-05-30 -421.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -56137.13000000 -0.00661541069 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 DCP Midstream LP DCP Midstream LP Y Equity - Performance Leg 2023-09-21 0.00000000 USD 0.00000000 USD 94452.00000000 USD -56137.13000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 15584.47000000 0.001836532604 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -480000.00000000 USD 224880000.00000000 KZT 2023-07-25 15584.47000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -62807.67000000 -0.00740149223 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -1756183.23000000 USD 12000000.00000000 CNY 2023-07-18 -62807.67000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -2634.54000000 -0.00031046410 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -150000.00000000 USD 4517433.00000000 TWD 2023-06-21 -2634.54000000 N N N CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 000000000 10.00000000 NC USD -19070.50000000 -0.00224733950 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE, LLC 254900O9GJPIWCP8RH13 Long CHICAGO BOARD OPTIONS EXCHANGE THE CBOE VOLATILITY INDEX 2023-07-19 223530.50000000 USD -19070.50000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -13295.64000000 -0.00156680826 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Hexagon AB Hexagon AB Y Equity - Performance Leg 2024-04-01 0.00000000 SEK 0.00000000 SEK 2051472.13000000 SEK -13295.64000000 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 -2365.00000000 NS USD -538699.70000000 -0.06348240029 Short EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 1495.53000000 0.000176238884 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -302210.59000000 EUR 324935.22000000 USD 2023-06-21 1495.53000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 9214.21000000 0.001085837188 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Tele2 AB Tele2 AB Y Equity - Performance Leg 2023-11-27 0.00000000 SEK 0.00000000 SEK 2840885.80000000 SEK 9214.21000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -50953.02000000 -0.00600449566 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.NA.HY.40.V1 Y Default Event 2028-06-20 0.00000000 USD -734.70000000 USD 2449000.00000000 USD -50218.32000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 24.00000000 NC USD 9900.00000000 0.001166653263 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. S&P500 EMINI 50.00000000 2750.00000000 USD 2023-09-29 XXXX -6253.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10679.19000000 -0.00125847594 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Eurobio Scientific SA Eurobio Scientific SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3089.00000000 EUR -10679.19000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -107.73000000 -0.00001269530 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -14000.00000000 CAD 10211.03000000 USD 2023-06-20 -107.73000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -420.36000000 -0.00004953680 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -18613.45000000 USD 17000.00000000 EUR 2023-06-20 -420.36000000 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 75.00000000 NS USD 33586.50000000 0.003957959578 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10442.78000000 0.001230616501 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Valneva SE Valneva SE Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 114633.49000000 EUR 10442.78000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -924.89000000 -0.00010899251 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -131000.00000000 USD 121537.57000000 EUR 2023-06-21 -924.89000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 377.07000000 0.000044435348 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -93922119.94000000 KRW 71201.67000000 USD 2023-06-15 377.07000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 2285.00000000 NS USD 1161831.10000000 0.136914549908 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -7915.73000000 -0.00093281941 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -1210000.00000000 USD 67618430.00000000 PHP 2023-07-20 -7915.73000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1840.45000000 0.000216885555 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -1366000.00000000 DKK 198195.04000000 USD 2023-06-20 1840.45000000 N N N WOORI BANK 549300VUVMRL6RE7R376 98105HAC4 200000.00000000 PA USD 197668.00000000 0.023293941134 Long DBT CORP KR N 2 2024-04-30 Fixed 4.75000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 5444.34000000 0.000641581517 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2043-06-15 0.00000000 USD 0.00000000 USD 915000.00000000 USD 5444.34000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 1153000.00000000 PA USD 1024581.51000000 0.120740541620 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -2.00000000 NC USD -24.00000000 -0.00000282825 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Morgan Stanley Morgan Stanley 100.00000000 90.00000000 USD 2023-06-16 XXXX 171.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1085.50000000 -0.00012791940 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -373216.43000000 USD 299000.00000000 GBP 2023-06-23 -1085.50000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 60534.27000000 0.007133586225 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 AddLife AB AddLife AB Y Equity - Performance Leg 2023-08-02 0.00000000 SEK 0.00000000 SEK 18386.00000000 SEK 60534.27000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 52784.65000000 0.006220341835 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -20611080.00000000 CNY 3000000.00000000 USD 2023-12-21 52784.65000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1643.62000000 0.000193690367 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -80000.00000000 AUD 53720.23000000 USD 2023-06-20 1643.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3461.07000000 0.000407865516 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -181000.00000000 EUR 197175.61000000 USD 2023-06-21 3461.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -678.62000000 -0.00007997113 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -17081.72000000 USD 2277000.00000000 JPY 2023-06-23 -678.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2084.55000000 0.000245651218 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -14495000.00000000 PHP 260000.00000000 USD 2023-06-21 2084.55000000 N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AB4 21000.00000000 PA USD 21189.47000000 0.002497046901 Long DBT CORP US N 2 2026-03-15 Fixed 3.87500000 N N N N Y Alliant Energy Corp USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -34.40000000 -0.00000405382 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -5539.62000000 USD 5000.00000000 CHF 2023-06-23 -34.40000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -21495.96000000 -0.00253316483 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ENVESTNET INC Envestnet Inc Y 2024-05-03 0.00000000 USD 0.00000000 USD 832000.00000000 USD -21495.96000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -2713.33000000 -0.00031974902 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -720000.00000000 USD 960080.00000000 SGD 2024-01-22 -2713.33000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -196.00000000 NC -25727.91000000 -0.00303187375 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2024-06-17 -50645568.39000000 USD -25727.91000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 5887400000.00000000 PA 870906.23000000 0.102630868198 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 5664.80000000 0.000667561354 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -132000000.00000000 INR 1600000.00000000 USD 2023-06-21 5664.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6553.55000000 0.000772294999 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1103000.00000000 CAD 819591.86000000 USD 2023-06-23 6553.55000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -9337.72000000 -0.00110039207 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1784837.80000000 USD 2400000.00000000 SGD 2023-06-12 -9337.72000000 N N N C5 Acquisition Corp N/A 12530D105 35364.00000000 NS USD 375212.04000000 0.044216399076 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 198.80000000 0.000023427340 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10000.00000000 AUD 6708.38000000 USD 2023-06-20 198.80000000 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 620000.00000000 PA USD 591121.47000000 0.069659978981 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -5270.99000000 -0.00062115330 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Fraport AG Frankfurt Airport S Fraport AG Frankfurt Airport Services Worldwide Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 253798.72270000 EUR -5270.99000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -24403.44000000 -0.00287579322 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -4463153.65000000 USD 6000000.00000000 SGD 2023-06-12 -24403.44000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 57.74000000 0.000006804298 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -2000.00000000 AUD 1359.66000000 USD 2023-06-20 57.74000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -32.09000000 -0.00000378160 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7736.61000000 USD 7000.00000000 CHF 2023-06-20 -32.09000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -520.83000000 -0.00006137656 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100000.00000000 USD 131877000.00000000 KRW 2023-06-21 -520.83000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 1808.44000000 0.000213113376 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SPINNOVA OYJ SPINNOVA OYJ Y Equity - Performance Leg 2023-08-08 0.00000000 EUR 0.00000000 EUR 19547.81500000 EUR 1808.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -18890.97000000 -0.00222618300 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Polar Capital Holdings PLC Polar Capital Holdings PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 120813.84830000 GBP -18890.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -67.41000000 -0.00000794384 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 H&T Group PLC H&T Group PLC Y Equity - Performance Leg 2024-05-27 0.00000000 GBP 0.00000000 GBP 952.00000000 GBP -67.41000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 82676.62000000 0.009742924092 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4305719880.00000000 KRW 3400000.00000000 USD 2024-06-21 82676.62000000 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FQ6 405000.00000000 PA USD 407361.70000000 0.048005036020 Long DBT CORP US N 2 2026-02-13 Fixed 4.55000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -12974.68000000 -0.00152898512 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 MAGNORA ASA MAGNORA ASA Y Equity - Performance Leg 2023-07-17 0.00000000 NOK 0.00000000 NOK 561348.04000000 NOK -12974.68000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 6460.02000000 0.000761273072 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -47000000.00000000 JPY 344931.93000000 USD 2023-06-21 6460.02000000 N N N MOVELLA HOLDINGS INC 549300MY5MYSR79R7L50 62459N113 5567.00000000 NS USD 806.10000000 0.000094993858 Long EC CORP US N 1 N N N VIRGIN GALACTIC HOLDINGS 549300C631IMXCSMN048 92766KAA4 192000.00000000 PA USD 76800.00000000 0.009050401072 Long DBT CORP US N 2 2027-02-01 Fixed 2.50000000 N N N N Y Virgin Galactic Holdings Inc USD XXXX N N N Arbor Realty Trust Inc 549300ASFUWYQO0RW077 038923108 -10631.00000000 NS USD -134056.91000000 -0.01579777085 Short EC CORP US N 1 N N N MasTec Inc 549300TMDIT8WREDOF45 576323109 42076.00000000 NS USD 4264823.36000000 0.502582837361 Long EC CORP US N 1 N N N MODEL N INC 549300WCIL3W0EYSBN94 607525AB8 60000.00000000 PA USD 69604.72000000 0.008202482194 Long DBT CORP US N 2 2025-06-01 Fixed 2.62500000 N N N N Y Model N Inc USD XXXX N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBF0 992000.00000000 PA USD 878110.08000000 0.103479796997 Long DBT CORP CA N 2 2031-12-02 Fixed 2.45000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2628.72000000 -0.00030977825 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -187604.02000000 USD 168000.00000000 CHF 2023-06-23 -2628.72000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 4287.45000000 0.000505249245 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -126096.82000000 EUR 139463.71000000 USD 2023-07-20 4287.45000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -111.56000000 -0.00001314665 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3273.93000000 USD 22000.00000000 DKK 2023-06-20 -111.56000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 44817.18000000 0.005281425181 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 CARNIVAL CORP Carnival Corp Y Default Event 2027-06-20 66546.97000000 USD 0.00000000 USD 238000.00000000 USD -21729.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1949.50000000 0.000229736417 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -119000.00000000 NZD 73615.78000000 USD 2023-06-23 1949.50000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 6.00000000 NC USD 120.00000000 0.000014141251 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Encore Capital Group Inc Encore Capital Group Inc 100.00000000 35.00000000 USD 2023-06-16 XXXX 23.83000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 26770.35000000 0.003154718806 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 PNE AG PNE AG Y Equity - Performance Leg 2023-07-13 0.00000000 EUR 0.00000000 EUR 232812.95000000 EUR 26770.35000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -904.54000000 -0.00010659439 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -200000.00000000 USD 266487.00000000 SGD 2024-01-22 -904.54000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7552.54000000 0.000890019741 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 SES SA SES SA Y Default Event 2028-06-20 13977.63000000 USD 0.00000000 USD 253000.00000000 EUR -6425.09000000 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REC4 100000.00000000 PA USD 93601.49000000 0.011030351893 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC 43714.60000000 0.005151493003 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 Cargotec Oyj Cargotec Oyj Y Equity - Performance Leg 2023-08-23 0.00000000 EUR 0.00000000 EUR 9103.00000000 EUR 43714.60000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 112.46000000 0.000013252709 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7354.55000000 USD 6000.00000000 GBP 2023-06-20 112.46000000 N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AZ2 122000.00000000 PA USD 127612.00000000 0.015038278406 Long DBT CORP US N 2 2029-01-15 Fixed 3.12500000 N N N N Y Live Nation Entertainment Inc USD XXXX N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AN2 643000.00000000 PA USD 591881.50000000 0.069749543777 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N Y Encore Capital Group Inc USD XXXX N N N Magnite Inc 54930018FR2YX1HHSB02 55955D100 -850.00000000 NS USD -10098.00000000 -0.00118998632 Short EC CORP US N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 -2470.00000000 NS USD -334635.60000000 -0.03943471865 Short EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -183.17000000 -0.00002158544 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -79103.21000000 USD 63413.54000000 GBP 2023-06-21 -183.17000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2949.13000000 0.000347536579 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -173000.00000000 EUR 188090.62000000 USD 2023-06-20 2949.13000000 N N N Gossamer Bio Inc 549300ZOC0N2W6PSFR58 38341P102 100.00000000 NS USD 134.00000000 0.000015791064 Long EC CORP US N 1 N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 38801.01000000 0.004572457063 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2024-10-25 0.00000000 ZAR 0.00000000 ZAR 49768689.00000000 ZAR 38801.01000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1096.08000000 -0.00012916619 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-06-20 11472.38000000 USD 0.00000000 USD 189000.00000000 USD -12568.46000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 62.45000000 0.000007359343 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -7618.76000000 USD 6171.98000000 GBP 2023-06-21 62.45000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -2.00000000 NC USD -70.00000000 -0.00000824906 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 80.00000000 USD 2023-08-18 XXXX 63.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -3012.13000000 -0.00035496073 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -784000.00000000 EUR 836010.56000000 USD 2023-06-20 -3012.13000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -424.10000000 -0.00004997754 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Just Group PLC Just Group PLC Y Equity - Performance Leg 2023-11-27 0.00000000 GBP 0.00000000 GBP 447451.00000000 GBP -424.10000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC -16039.55000000 -0.00189016094 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2028-09-28 0.00000000 KRW -4072.76000000 KRW 1860500000.00000000 KRW -11966.79000000 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 76000.00000000 PA USD 76049.02000000 0.008961902762 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4838.65000000 -0.00057020472 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Orsero SpA Orsero SpA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3609.00000000 EUR -4838.65000000 N N N SUMMIT HOTEL PROPERTIES 254900OBQWJK6X20LS71 866082AA8 302000.00000000 PA USD 260293.80000000 0.030674001127 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N Summit Hotel Properties Inc USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -13826.44000000 -0.00162935973 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2912350.00000000 MXN 149980.39000000 USD 2023-06-23 -13826.44000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4492.12000000 0.000529368328 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 RAKUTEN GROUP INC RAKUTEN GROUP INC Y Default Event 2024-12-20 2764.42000000 USD 0.00000000 USD 14292000.00000000 JPY 1727.70000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1604.55000000 -0.00018908621 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -600000.00000000 USD 4662600.00000000 HKD 2023-12-22 -1604.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 36432.64000000 0.004293359428 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1774314.13000000 USD 1454900.00000000 GBP 2023-06-23 36432.64000000 N N N CarMax Auto Owner Trust N/A 14318DAG4 120000.00000000 PA USD 119382.79000000 0.014068517325 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.27000000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF N/A 464288513 -54968.00000000 NS USD -4073678.48000000 -0.48005760524 Short EC RF US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 9395.26000000 0.001107172801 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1500000.00000000 SGD 1132429.30000000 USD 2024-03-13 9395.26000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 4.00000000 NC USD 70.00000000 0.000008249063 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased Parsons Corp Parsons Corp 100.00000000 25.00000000 USD 2023-09-15 XXXX -135.47000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -96731.00000000 -0.01139914513 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Microsoft Corp Microsoft Corp Y 2024-05-03 0.00000000 USD 0.00000000 USD 1322888.96000000 USD -96731.00000000 N N N ZIP CO LTD 254900RM95URFC15G140 000000000 800000.00000000 PA 137895.46000000 0.016250120039 Long DBT CORP AU N 2 2028-04-23 None 0.00000000 N N N N N Zip Co Ltd AUD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -269.72000000 -0.00003178482 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -18980.70000000 USD 17000.00000000 CHF 2023-06-20 -269.72000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 1233.33000000 0.000145340249 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -133464.00000000 SGD 100000.00000000 USD 2023-06-21 1233.33000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 679.04000000 0.000080020629 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -22000.00000000 EUR 24223.04000000 USD 2023-06-20 679.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5241.44000000 0.000617671018 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Stef SA Stef SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 621.00000000 EUR 5241.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -468.43000000 -0.00005520155 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Sodexo SA Sodexo SA Y Equity - Performance Leg 2024-05-16 0.00000000 EUR 0.00000000 EUR 1345.00000000 EUR -468.43000000 N N N NIO Inc 549300JBU4TV5OCKJV96 62914V106 -59117.00000000 NS USD -445151.01000000 -0.05245827054 Short EC CORP CN N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -1867.01000000 -0.00022001548 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ackermans & van Haaren NV Ackermans & van Haaren NV Y Equity - Performance Leg 2024-03-18 0.00000000 EUR 0.00000000 EUR 149601.39000000 EUR -1867.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2751.11000000 0.000324201157 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IntegraFin Holdings PLC IntegraFin Holdings PLC Y Equity - Performance Leg 2023-07-17 0.00000000 GBP 0.00000000 GBP 170723.90680000 GBP 2751.11000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4916.18000000 -0.00057934115 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Bossard Holding AG Bossard Holding AG Y Equity - Performance Leg 2023-07-17 0.00000000 CHF 0.00000000 CHF 297189.30000000 CHF -4916.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8867.74000000 -0.00104500785 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-03-13 0.00000000 USD 0.00000000 USD 2080000.00000000 USD -8867.74000000 N N N Cathay Pacific Airways Ltd EQNZNT235RBOJ6LJQZ02 000000000 -582300.00000000 NS -531052.07000000 -0.06258117478 Short EC CORP HK N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -38.06000000 -0.00000448513 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -10356.82000000 USD 14000.00000000 CAD 2023-06-20 -38.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 17978.48000000 0.002118651753 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Neoen SA Neoen SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 175704.30210000 EUR 17978.48000000 N N N Credit Suisse Mortgage Trust N/A 12660KAD3 155000.00000000 PA USD 141458.60000000 0.016670013868 Long ABS-MBS CORP US N 2 2060-09-27 Fixed 3.93711000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -16702.47000000 -0.00196828193 N/A DE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 TotalEnergies SE TotalEnergies SE Y Equity - Performance Leg 2023-12-18 0.00000000 EUR 0.00000000 EUR 3109.00000000 EUR -16702.47000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 61.85000000 0.000007288636 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -5000.00000000 AUD 3316.64000000 USD 2023-06-20 61.85000000 N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CD1 -184000.00000000 PA USD -146264.56000000 -0.01723636628 Short DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 4200.70000000 0.000495026299 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Kuehne + Nagel International A Kuehne + Nagel International AG Y Equity - Performance Leg 2023-08-11 0.00000000 CHF 0.00000000 CHF 206.00000000 CHF 4200.70000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 1416.17000000 0.000166886803 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -139642500.00000000 KRW 106926.27000000 USD 2023-07-20 1416.17000000 N N N Okta Inc 549300N8J06I8MRHU620 679295105 -447.00000000 NS USD -40632.30000000 -0.00478826317 Short EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -7.08000000 -0.00000083433 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -320000.00000000 SGD 237072.16000000 USD 2023-07-20 -7.08000000 N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAF8 107000.00000000 PA USD 74964.20000000 0.008834063490 Long DBT CORP US N 2 2026-08-15 Fixed 1.00000000 N N N N Y Wayfair Inc USD XXXX N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -81749.48000000 -0.00963366642 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3400000.00000000 USD 4398920000.00000000 KRW 2023-06-21 -81749.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -33075.67000000 -0.00389776144 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Nexans SA Nexans SA Y Equity - Performance Leg 2023-07-17 0.00000000 EUR 0.00000000 EUR 3348.00000000 EUR -33075.67000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AJ1 2192000.00000000 PA USD 1477448.55000000 0.174108098187 Long DBT CORP US N 2 2030-05-01 Fixed 10.25000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7310.89000000 -0.00086154279 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 STENA AB Stena AB Y Default Event 2027-06-20 1072.71000000 USD 0.00000000 USD 157000.00000000 EUR -8383.60000000 N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAB2 657000.00000000 PA USD 803182.50000000 0.094650048945 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N Varex Imaging Corp USD XXXX N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 14802.57000000 0.001744390565 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 SCHWEITER TECHNOLOGIES AG SCHWEITER TECHNOLOGIES AG Y Equity - Performance Leg 2024-05-06 0.00000000 CHF 0.00000000 CHF 187445.44000000 CHF 14802.57000000 N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC USD 9178.73000000 0.001081656091 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2025-06-30 0.00000000 USD 0.00000000 USD 12748000.00000000 USD 9178.73000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 2000000.00000000 NC USD 8112.96000000 0.000956061743 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Call Purchased STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP GB US N/A USD N/A KRW 2023-06-21 1.00000000 USD 340.00000000 USD 2023-06-21 XXXX -10166.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 576.13000000 0.000067893327 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Amdocs Ltd Amdocs Ltd Y Equity - Performance Leg 2023-07-17 0.00000000 ZAR 0.00000000 ZAR 2427025.84850000 ZAR 576.13000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 1738.15000000 0.000204830138 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 ICELAND BONDCO PLC Iceland Bondco PLC Y Default Event 2025-06-20 4158.77000000 USD 0.00000000 USD 36000.00000000 EUR -2420.62000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 14036.34000000 0.001654095137 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2024-03-17 0.00000000 USD 0.00000000 USD 3060000.00000000 USD 14036.34000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC -56132.94000000 -0.00661491693 N/A DE CORP SE N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 CATENA MEDIA PLC CATENA MEDIA PLC Y Equity - Performance Leg 2023-07-17 0.00000000 SEK 0.00000000 SEK 63798.00000000 SEK -56132.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -24.93000000 -0.00000293784 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2165.68000000 USD 2000.00000000 EUR 2023-06-23 -24.93000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 3138.77000000 0.000369884471 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Antares Vision SpA Antares Vision SpA Y Equity - Performance Leg 2023-08-07 0.00000000 EUR 0.00000000 EUR 24461.38000000 EUR 3138.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -47553.15000000 -0.00560384218 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Fortress Real Estate Investmen Fortress Real Estate Investments Ltd Y Equity - Performance Leg 2023-07-12 0.00000000 ZAR 0.00000000 ZAR 7116796.82940000 ZAR -47553.15000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 100.68000000 0.000011864510 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -32000.00000000 DKK 4700.49000000 USD 2023-06-20 100.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -11866.70000000 -0.00139841659 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -408997.25000000 USD 610000.00000000 AUD 2023-06-23 -11866.70000000 N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AB6 145000.00000000 PA USD 137112.00000000 0.016157794163 Long DBT CORP US N 2 2024-12-15 Fixed 0.12500000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -3625.14000000 -0.00042720014 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1400000.00000000 USD 10881735.00000000 HKD 2023-12-15 -3625.14000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 696.05000000 0.000082025151 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC Y Default Event 2024-12-20 7750.25000000 USD 0.00000000 USD 70000.00000000 USD -7054.20000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -6152.43000000 -0.00072502550 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -300000.00000000 USD 397078.00000000 SGD 2023-06-21 -6152.43000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -57646.60000000 -0.00679329232 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1603885.95000000 USD 11000000.00000000 CNY 2023-06-05 -57646.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1734.87000000 0.000204443610 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -90000.00000000 NZD 55936.26000000 USD 2023-06-23 1734.87000000 N N N Health Catalyst Inc 549300223PL6GWKVJG92 42225T107 -4024.00000000 NS USD -45310.24000000 -0.00533952922 Short EC CORP US N 1 N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -359.30000000 -0.00004234126 N/A DFE CORP US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 -14899.00000000 USD 22335.00000000 AUD 2023-06-21 -359.30000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -84204.64000000 -0.00992299172 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 OCI NV OCI NV Y Equity - Performance Leg 2023-07-12 0.00000000 EUR 0.00000000 EUR 6557.00000000 EUR -84204.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2046.90000000 -0.00024121440 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -40753.04000000 USD 5373000.00000000 JPY 2023-06-23 -2046.90000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 23897.73000000 0.002816198453 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -6782000.00000000 CNY 1000000.00000000 USD 2024-03-15 23897.73000000 N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936CAY5 120000.00000000 PA USD 84486.79000000 0.009956241338 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.84627700 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -313.00000000 NC USD -3130.00000000 -0.00036885098 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 85.00000000 USD 2023-06-16 XXXX 18457.70000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -2175.14000000 -0.00025632668 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2028-06-21 0.00000000 INR 0.00000000 INR 58530000.00000000 INR -2175.14000000 N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KBR8 100000.00000000 PA USD 91981.12000000 0.010839401393 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.20400000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -289.07000000 -0.00003406509 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1000000.00000000 USD 7824020.00000000 HKD 2023-06-21 -289.07000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 22.00000000 NC USD 42019.94000000 0.004951787890 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 4567530.06000000 USD 42019.94000000 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 42.00000000 NC USD 39144.00000000 0.004612876296 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Put Purchased Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 95.00000000 USD 2023-11-17 XXXX 31036.78000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 270000.00000000 PA USD 176667.76000000 0.020819193808 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -6528.21000000 -0.00076930883 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -808000.00000000 CAD 589011.82000000 USD 2023-06-20 -6528.21000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 112.00000000 NC USD 66080.00000000 0.007787115922 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased 3M Co 3M Co 100.00000000 85.00000000 USD 2024-01-19 XXXX 12320.00000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 771.98000000 0.000090973028 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -970785.00000000 SGD 720000.00000000 USD 2023-07-20 771.98000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 49755.65000000 0.005863393074 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -11000000.00000000 CNY 1631722.34000000 USD 2024-03-04 49755.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 10201.49000000 0.001202181979 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -305000.00000000 CHF 346019.74000000 USD 2023-06-23 10201.49000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 133.00000000 NC USD 20615.00000000 0.002429349194 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Ebix Inc Ebix Inc 100.00000000 20.00000000 USD 2023-06-16 XXXX 10006.12000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9580.54000000 -0.00112900689 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2024-06-20 2699.78000000 USD 0.00000000 USD 200000.00000000 EUR -12280.32000000 N N N Pool Corp 5493005VZK1KMN6CO617 73278L105 6485.00000000 NS USD 2050751.55000000 0.241668281596 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 8.00000000 NC USD 80.00000000 0.000009427501 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Purchased GEO Group Inc/The GEO Group Inc/The 100.00000000 3.00000000 USD 2024-01-19 XXXX -91.03000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 2707.94000000 0.000319113842 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -180000.00000000 AUD 119921.40000000 USD 2023-06-29 2707.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 30.76000000 0.000003624874 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -11169.76000000 USD 9000.00000000 GBP 2023-06-20 30.76000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -21094.41000000 -0.00248584467 N/A DE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Aryzta AG Aryzta AG Y Equity - Performance Leg 2024-04-26 0.00000000 CHF 0.00000000 CHF 150653.00000000 CHF -21094.41000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 6597.86000000 0.000777516656 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -165040000.00000000 INR 2000000.00000000 USD 2023-06-21 6597.86000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -183.01000000 -0.00002156658 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -6604.10000000 USD 6000.00000000 EUR 2023-06-20 -183.01000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2448.82000000 0.000288578166 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -265000.00000000 AUD 174952.58000000 USD 2023-06-20 2448.82000000 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DS6 405000.00000000 PA USD 405571.79000000 0.047794106289 Long DBT CORP US N 2 2026-02-20 Fixed 5.00000000 N N N N N N JB DRAX HONORE 894500FGGEST402U7M69 000000000 1.00000000 NC 3244.42000000 0.000382334664 N/A DIR CORP FR N 2 JB DRAX HONORE 894500FGGEST402U7M69 Y 2023-07-05 0.00000000 AUD 0.00000000 AUD 147690000.00000000 AUD 3244.42000000 N N N 2023-07-27 Franklin Alternative Strategies Funds Ryan Wheeler Ryan Wheeler Assistant Treasurer