0001752724-23-191214.txt : 20230825 0001752724-23-191214.hdr.sgml : 20230825 20230825143808 ACCESSION NUMBER: 0001752724-23-191214 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230825 DATE AS OF CHANGE: 20230825 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlackRock Capital Allocation Term Trust CENTRAL INDEX KEY: 0001809541 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23564 FILM NUMBER: 231207035 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800 882 0052 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: BlackRock Capital Allocation Trust DATE OF NAME CHANGE: 20200414 NPORT-P 1 primary_doc.xml NPORT-P false 0001809541 XXXXXXXX BlackRock Capital Allocation Term Trust 811-23564 0001809541 5493007LDARS47M53X11 100 BELLEVUE PARKWAY WILMINGTON 19809 800-441-7762 BlackRock Capital Allocation Term Trust 5493007LDARS47M53X11 2023-12-31 2023-06-30 N 2079341482.06 205150138.32 1874191343.74 0.00000000 4429497.16000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8859164.18000000 0.00000000 0.00000000 39047734.90000000 EUR GBP USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio On Holding AG N/A 000000000 104674.00000000 NS USD 3454242.00000000 0.184305727989 Long EC CORP CH N 1 N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 242000.00000000 PA USD 225128.97000000 0.012012059000 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 214.00000000 NC USD 60241.00000000 0.003214239581 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. 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NVIDIA Corp. 100.00000000 250.00000000 USD 2023-07-21 XXXX -94107.37000000 N N N Lendmark Funding Trust N/A 52607MAD1 2320000.00000000 PA USD 1789551.95000000 0.095483951303 Long ABS-O CORP US N 2 2031-11-20 Fixed 5.05000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 235.00000000 NC USD 169787.50000000 0.009059240432 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. 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Microsoft Corp. 100.00000000 355.00000000 USD 2023-08-18 XXXX -12382.61000000 N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466CAU2 2750000.00000000 PA USD 2631339.98000000 0.140398683879 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 8.62000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 213.00000000 NC USD 739110.00000000 0.039436208179 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. 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LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. 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MetLife, Inc. 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N/A 02090CAB6 2050000.00000000 PA USD 1800166.50000000 0.096050304896 Long LON CORP US N 2 2030-02-01 Variable 10.51000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AE1 2600000.00000000 PA USD 2385015.67000000 0.127255719004 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 92426.00000000 NS 12626078.51000000 0.673681401430 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18789912.00000000 OU Notional Amount USD -1203080.55000000 -0.06419198093 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-11-15 286.36000000 USD 0.00000000 USD 18789912.00000000 USD -1203366.91000000 N N N Rotor Acquisition Corp N/A 000000000 23869.00000000 NS USD 9070.22000000 0.000483953787 Long EC CORP US N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1962.37000000 0.000104704890 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 917898.12000000 GBP 1167940.64000000 USD 2023-09-20 1962.37000000 N N N VanEck J. P. Morgan EM Local Currency Bond ETF 549300CNWPR88MZBEA63 92189H300 87582.00000000 NS USD 2238595.92000000 0.119443296303 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 29.00000000 NC USD 16095.00000000 0.000858770373 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased First Solar, Inc. First Solar, Inc. 100.00000000 210.00000000 USD 2023-08-18 XXXX -2133.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 107.00000000 NC USD 2675.00000000 0.000142728222 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 155.00000000 USD 2023-07-21 XXXX -25433.51000000 N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 226000.00000000 PA USD 226429.40000000 0.012081445192 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N FREEWIRE WARRANTS TRANCHE A N/A 000000000 252094.00000000 NS USD 95795.72000000 0.005111309489 N/A DE US N 3 N/A N/A Call Purchased FreeWire Technologies, Inc. FreeWire Technologies, Inc. 1.00000000 3.35440000 USD 2027-04-26 XXXX 95795.47000000 N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 1885000.00000000 PA USD 1763689.32000000 0.094104015894 Long DBT US N 2 2032-05-15 Fixed 5.13000000 N N N N N N Tricon Residential N/A 89614YAG1 1375000.00000000 PA USD 1192100.80000000 0.063606141602 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.69000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 154.00000000 NC USD 47355.00000000 0.002526689719 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 42.50000000 USD 2023-08-18 XXXX 20753.85000000 N N N VanEck Semiconductor ETF 549300MJTG2N9QRH7I02 92189F676 5362.00000000 NS USD 816364.50000000 0.043558225937 Long EC RF US N 1 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 342000.00000000 PA USD 232098.30000000 0.012383916977 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -252321.00000000 NC -14.62000000 -0.00000078006 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written TOPIX Banks Index TPNBNK Index 1.00000000 182.07670000 JPY 2023-07-14 XXXX 16314.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3883014.00000000 OU Notional Amount 27930.96000000 0.001490293938 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 3883014.00000000 BRL 27930.96000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 19809.00000000 NS USD 10335345.75000000 0.551456273902 Long EC CORP US N 1 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BV5 401000.00000000 PA USD 416398.40000000 0.022217496702 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 467000.00000000 PA USD 441226.27000000 0.023542221101 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 19771.00000000 NS USD 10644310.98000000 0.567941529318 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 138.00000000 NC USD 69207.00000000 0.003692632570 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 430.00000000 USD 2023-09-15 XXXX -32996.35000000 N N N Cordatus CLO PLC 635400BFCX9PFNPQKM71 000000000 2300000.00000000 PA 2357348.79000000 0.125779515409 Long ABS-CBDO CORP IE N 2 2033-12-23 Floating 7.37000000 N N N N N N Crown City CLO 5493000O0QFX9SMPY639 22824DAN9 1250000.00000000 PA USD 1137977.63000000 0.060718327069 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.55000000 N N N N N N Pear Therapeutics Inc N/A 704723113 9900.00000000 NS USD 10.89000000 0.000000581050 N/A DE US N 1 N/A N/A Call Purchased Pear Therapeutics Inc Pear Therapeutics Inc 1.00000000 11.50000000 USD 2026-12-01 XXXX -11434.30000000 N N N Ajax Mortgage Loan Trust N/A 009740AH4 13065.33000000 PA USD 6166.84000000 0.000329040042 Long ABS-MBS CORP US N 2 2060-12-25 Variable 0.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701VAA6 1250000.00000000 PA USD 1204926.50000000 0.064290474076 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 11.25000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 2392.00000000 NS USD 103262.64000000 0.005509717049 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F030678 9556715.00000000 PA USD 8410282.49000000 0.448741934386 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 3.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 425.00000000 NC USD 78837.50000000 0.004206480851 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased United Airlines Holdings, Inc. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.9 137BERAI8 Y sell protection 2058-09-17 0.00000000 USD -70789.37000000 USD 332000.00000000 USD -8309.63000000 N N N SMB Private Education Loan Trust N/A 83208AAG8 780000.00000000 PA USD 715340.34000000 0.038167945999 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.93000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 11041.00000000 NS USD 633532.58000000 0.033802982930 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 175432.00000000 NS 11070804.38000000 0.590697658324 Long EC CORP FR N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 62782309.00000000 OU Notional Amount -159327.75000000 -0.00850114640 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-03-01 62.15000000 MXN 0.00000000 MXN 62782309.00000000 MXN -159332.43000000 N N N AT&T Inc 549300Z40J86GGSTL398 000000000 100000.00000000 PA 122011.63000000 0.006510094628 Long DBT CORP US N 2 2027-03-15 Fixed 5.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAH5 823000.00000000 PA USD 697492.50000000 0.037215650489 Long DBT CORP US N 2 2027-12-15 Fixed 11.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2638900.00000000 OU Notional Amount USD 127773.55000000 0.006817529620 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-05 43535.05000000 USD 0.00000000 USD 2638900.00000000 USD 84238.50000000 N N N DEUCE FINCO 9845007DA2BC863E8437 000000000 1634000.00000000 PA 1758714.10000000 0.093838556339 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N J&J Ventures Gaming, LLC 549300BYPH8FLKS5ZS70 46604BAB4 1425859.30000000 PA USD 1408478.08000000 0.075151242412 Long LON CORP US N 2 2028-04-26 Floating 9.54000000 N N N N N N Ajax Mortgage Loan Trust N/A 00970CAC3 1238377.89000000 PA USD 1109987.08000000 0.059224853625 Long ABS-MBS CORP US N 2 2060-06-25 None 0.00000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 300000.00000000 PA USD 260394.00000000 0.013893672109 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -243.00000000 NC USD -1944.00000000 -0.00010372473 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 37.50000000 USD 2023-07-21 XXXX 9657.04000000 N N N Wells Fargo Commercial Mortgage Trust N/A 95001XBF2 23005641.03000000 PA USD 1299793.41000000 0.069352225659 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.58000000 N N N N N N Green Plains Operating Company LLC N/A 000000000 7098000.00000000 PA USD 7142717.40000000 0.381109294088 Long LON CORP US N 3 2026-07-20 Floating 10.51000000 N N N N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 000000000 278061.00000000 PA USD 15293.36000000 0.000815997792 Long DBT CORP KY N 2 2024-12-30 Fixed 8.00000000 Y N Y N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 120000.00000000 PA USD 119662.14000000 0.006384734429 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 89977.00000000 NS USD 5678448.47000000 0.302981255834 Long EC CORP US N 1 N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 100000.00000000 PA 106435.85000000 0.005679027936 Long DBT CORP BE N 2 2027-09-21 Fixed 1.25000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 100000.00000000 PA 105337.81000000 0.005620440535 Long DBT CORP SE N 2 2027-12-08 Fixed 1.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 650.00000000 0.000034681624 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Spirit AeroSystems Holdings, Inc. 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Sabre Corp. 100.00000000 3.00000000 USD 2023-07-21 XXXX -343.33000000 N N N Conair Holdings, LLC 549300804G00T34FLV17 20600RAB8 417685.94000000 PA USD 392754.27000000 0.020955932344 Long LON CORP US N 2 2028-05-17 Floating 9.29000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 3700000.00000000 OU Notional Amount -2104.09000000 -0.00011226655 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Credit Suisse Group Finance Guernsey Ltd. Credit Suisse Group Finance Guernsey Ltd. Y buy protection 2028-06-21 120976.76000000 EUR 0.00000000 EUR 3700000.00000000 EUR -133690.95000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -704.00000000 NC USD -52800.00000000 -0.00281721501 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Pfizer, Inc. 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Delta Air Lines, Inc. 100.00000000 55.00000000 USD 2023-08-18 XXXX -5660.06000000 N N N TICP CLO Ltd N/A 87250TAA8 500000.00000000 PA USD 461737.65000000 0.024636633369 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 11.40000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 269.00000000 NC USD 9818.50000000 0.000523879273 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. Walt Disney Co. 100.00000000 95.00000000 USD 2023-07-21 XXXX -82203.74000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -106.00000000 NC USD -109180.00000000 -0.00582544575 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 105.00000000 USD 2023-07-21 XXXX -66302.08000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10285499.00000000 OU Notional Amount USD -162025.13000000 -0.00864506874 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-10-04 150.30000000 USD 0.00000000 USD 10285499.00000000 USD -162175.43000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2634.05000000 -0.00014054328 N/A DFE XX N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 380761.58000000 USD 345204.45000000 EUR 2023-09-20 -2634.05000000 N N N DIAMOND II LTD 254900KL4GQ2XC50XL44 25276VAA3 270000.00000000 PA USD 264975.30000000 0.014138113532 Long DBT CORP MU N 2 2026-07-28 Fixed 7.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -884.00000000 NC USD -5304.00000000 -0.00028300205 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 48.00000000 USD 2023-07-21 XXXX 35157.18000000 N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AB8 1840000.00000000 PA USD 1817738.76000000 0.096987896463 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 3.00000000 NC -1087.41000000 -0.00005802022 N/A DE GB N 2 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z U3 Index 2023-09-15 227569.26000000 GBP -1087.41000000 N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 000000000 100000.00000000 PA 111899.64000000 0.005970555801 Long DBT CORP FR N 2 2026-07-22 Fixed 1.66000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 303000.00000000 PA USD 264246.30000000 0.014099216757 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N Latch Inc N/A 51818V114 10196.00000000 NS USD 1085.87000000 0.000057938054 N/A DE US N 1 N/A N/A Call Purchased Latch Inc Latch Inc 1.00000000 11.50000000 USD 2026-06-04 XXXX -21569.15000000 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 219160.00000000 NS USD 26511785.20000000 1.414571958650 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 40685.00000000 NS USD 2911825.45000000 0.155364363394 Long EC CORP GB N 1 N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 300000.00000000 PA USD 255711.00000000 0.013643804345 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19923900.00000000 OU Notional Amount USD -315815.75000000 -0.01685077412 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-14 357826.49000000 USD 0.00000000 USD 19923900.00000000 USD -673642.24000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 3340000.00000000 PA USD 2659811.87000000 0.141917839866 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N Verus Securitization Trust N/A 92538CAF8 1400000.00000000 PA USD 1162204.96000000 0.062011008848 Long ABS-MBS CORP US N 2 2065-05-25 Variable 4.71000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAN4 2895000.00000000 PA USD 2424608.59000000 0.129368252505 Long DBT CORP US N 2 2031-06-15 Fixed 2.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 1487000.00000000 PA 1296524.48000000 0.069177807502 Long DBT NUSS ES N 2 2031-10-31 Fixed 0.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 41.00000000 NC USD 17117.50000000 0.000913327236 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Valero Energy Corp. Valero Energy Corp. 100.00000000 120.00000000 USD 2023-08-18 XXXX 2417.81000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BT0 374000.00000000 PA USD 388993.66000000 0.020755279939 Long DBT NUSS PA N 2 2035-02-14 Fixed 6.40000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2440000.00000000 PA 2410387.35000000 0.128609459116 Long DBT NUSS ES N 2 2066-07-30 Fixed 3.45000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 103985715.00000000 OU Notional Amount USD -4314325.41000000 -0.23019663517 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-03-18 165.76000000 USD 0.00000000 USD 103985715.00000000 USD -4314491.17000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 1003000.00000000 PA USD 920514.28000000 0.049115277534 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N SINIC HOLDINGS GROUP CO 300300N5XRCGHA7P7B13 000000000 200000.00000000 PA USD 2000.00000000 0.000106712690 Long DBT CORP KY N 2 2022-06-18 Fixed 10.50000000 Y Y N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 127.00000000 NC USD 12382.50000000 0.000660684942 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lennar Corp. Lennar Corp. 100.00000000 135.00000000 USD 2023-08-18 XXXX -6566.75000000 N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 831.00000000 NS USD 102844.56000000 0.005487409828 Long EC CORP US N 1 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 144902.68000000 OU Notional Amount USD 8308.62000000 0.000443317595 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF Y equity-performance leg 2023-09-15 0.00000000 USD 0.00000000 USD 144902.68000000 USD 8308.62000000 N N N JUMPCLOUD INC N/A 000000000 74023.00000000 NS USD 192459.80000000 0.010268951494 Long EC CORP US Y 3 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 158000.00000000 PA USD 147350.80000000 0.007862100126 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 93572.00000000 NS USD 13623147.48000000 0.726881357418 Long EC CORP US N 1 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 66540.00000000 NS USD 7195635.60000000 0.383932815826 Long EC RF US N 1 N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAE4 1000000.00000000 PA USD 961035.00000000 0.051277315051 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 8.07000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 424.00000000 NC USD 84376.00000000 0.004501994968 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 48.00000000 USD 2023-08-18 XXXX 21102.88000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 54.00000000 NC USD 66420.00000000 0.003543928437 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Constellation Brands, Inc. Constellation Brands, Inc. 100.00000000 235.00000000 USD 2023-07-21 XXXX 31199.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -214.00000000 NC USD -10807.00000000 -0.00057662202 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Activision Blizzard, Inc. Activision Blizzard, Inc. 100.00000000 70.00000000 USD 2023-08-18 XXXX 24802.03000000 N N N PROOF ACQUISITION CORP I N/A 000000000 72784.00000000 NS USD 5822.72000000 0.000310679057 N/A DE US N 3 N/A N/A Call Purchased PROOF Acquisition Corp I PROOF Acquisition Corp I 1.00000000 11.50000000 USD 2028-12-23 XXXX -66961.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -47.00000000 NC USD -185411.89000000 -0.00989290077 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini Standard & Poor's 500 Index Futures ESU3 Index 2023-09-15 -10361975.61000000 USD -185411.89000000 N N N FREED CORP N/A 000000000 5625994.73000000 PA USD 5337943.80000000 0.284813171175 Long DBT CORP US N 3 2023-12-02 Fixed 10.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 83443.00000000 NS USD 7449791.04000000 0.397493621176 Long EC CORP US N 1 N N N HUNGARY 5299008DH62LEB10JK83 445545AL0 162000.00000000 PA USD 161352.00000000 0.008609152984 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.38000000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 200000.00000000 PA USD 9000.00000000 0.000480207105 Long DBT CORP KY N 2 2023-12-15 None 0.00000000 Y N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9317157.00000000 OU Notional Amount 2301667.04000000 0.122808540744 N/A DIR XX N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-08-26 0.00000000 EUR -132.92000000 EUR 9317157.00000000 EUR 2301826.22000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 -88.00000000 NC -7441.99000000 -0.00039707738 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Put Written Vinci SA Vinci SA 100.00000000 100.00000000 EUR 2023-07-21 XXXX -265.81000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 550963000.00000000 OU Notional Amount -110707.89000000 -0.00590696837 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-07 1982.27000000 MXN 0.00000000 MXN 550963000.00000000 MXN -110811.31000000 N N N CIFC European Funding CLO 5493000EF0244RPYUG32 000000000 700000.00000000 PA 708964.81000000 0.037827771020 Long ABS-CBDO CORP IE N 2 2034-01-15 Floating 6.78000000 N N N N N N Playstudios Inc N/A 000000000 226924.00000000 NS USD 1114196.84000000 0.059449471033 Long EC CORP US N 2 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 85904.00000000 NS USD 16156824.32000000 0.862069093103 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 43505.00000000 NS USD 6838115.90000000 0.364856871356 Long EC CORP US N 1 N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 83900.00000000 NS 3175432.55000000 0.169429474776 Long EC CORP JP N 2 N N N Medical Solutions Holdings, Inc. 549300JH2XHZ7TIKYR39 58462QAM3 1052000.00000000 PA USD 929705.00000000 0.049605660761 Long LON CORP US N 2 2029-11-01 Variable 12.36000000 N N N N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 223226.00000000 NS 6251022.01000000 0.333531687192 Long EC CORP GB N 2 N N N Golub Capital Partners CLO, LTD 254900DPK2EA9C8DGV68 38178CAA7 250000.00000000 PA USD 232622.03000000 0.012411861295 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 11.95000000 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 -378103.00000000 NC -4.84000000 -0.00000025824 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 Put Written TOPIX Banks Index TPNBNK Index 1.00000000 175.09800000 JPY 2023-07-14 XXXX 17984.12000000 N N N Databricks, Inc, Series G N/A 000000000 40470.00000000 NS USD 2248108.50000000 0.119950852804 Long EP CORP US Y 3 N N N Elmwood CLO I Ltd. N/A 29001QAE0 2375000.00000000 PA USD 2329548.20000000 0.124296177537 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 12.96000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 190000.00000000 PA USD 182821.59000000 0.009754691836 Long DBT US N 2 2024-10-01 Fixed 4.35000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 717000.00000000 PA USD 701096.94000000 0.037407970234 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 000000000 383000.00000000 PA USD 308793.75000000 0.016476105869 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AN4 200000.00000000 PA USD 201670.00000000 0.010760374103 Long DBT NUSS MA N 2 2028-03-08 Fixed 5.95000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 818000.00000000 PA USD 786515.18000000 0.041965575320 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBG5 550000.00000000 PA USD 606890.90000000 0.032381480259 Long DBT CORP KY N 2 2032-12-01 Fixed 9.63000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467JAA0 500000.00000000 PA USD 478814.75000000 0.025547805009 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.11000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 400000.00000000 PA 459922.63000000 0.024539790536 Long DBT CORP ES N 2 2026-10-06 Fixed 3.13000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4847804.00000000 OU Notional Amount USD -97850.44000000 -0.00522094183 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-10-05 73.04000000 USD 0.00000000 USD 4847804.00000000 USD -97923.48000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 87246.64000000 0.004655161827 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 323749433.00000000 JPY 2357811.74000000 USD 2023-09-20 87246.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 477.00000000 NC USD 26950.50000000 0.001437980176 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 72.50000000 USD 2023-08-18 XXXX -172067.76000000 N N N SUN COUNTRY AIRLINES HOLDINGS INC 549300MOHOJN9GH0NJ48 000000000 175935.00000000 NS USD 3955018.80000000 0.211025347716 Long EC CORP US N 2 N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 337500.00000000 PA USD 294269.63000000 0.015701151911 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 223700.00000000 NS 4850588.67000000 0.258809682704 Long EC CORP JP N 2 N N N Cano Health Inc N/A 13781Y111 33630.00000000 NS USD 7065.66000000 0.000376997792 N/A DE US N 1 N/A N/A Call Purchased Cano Health Inc Cano Health Inc 1.00000000 11.50000000 USD 2026-06-03 XXXX -152676.84000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 100000.00000000 PA 98556.52000000 0.005258615686 Long DBT CORP US N 2 2028-11-03 Fixed 1.13000000 N N N N N N AI CANDELARIA SPAIN SLU 213800L5KA2MJ5FKRZ02 000000000 264116.67000000 PA USD 246529.14000000 0.013153893855 Long DBT CORP ES N 2 2028-12-15 Fixed 7.50000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AW9 230000.00000000 PA USD 231495.00000000 0.012351727094 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.60000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -28235.22000000 -0.00150652814 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2213362.20000000 EUR 2395484.95000000 USD 2023-09-14 -28235.22000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AM1 400000.00000000 PA USD 211848.00000000 0.011303434983 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 140.00000000 NC USD 28350.00000000 0.001512652381 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Frontier Communications Parent, Inc. Frontier Communications Parent, Inc. 100.00000000 15.00000000 USD 2023-08-18 XXXX 18952.06000000 N N N Nice Ltd 254900YTY4EF5Z4W0A51 653656108 40177.00000000 NS USD 8296550.50000000 0.442673611086 Long EC CORP IL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -114.00000000 NC USD -3705.00000000 -0.00019768525 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust Invesco QQQ Trust 100.00000000 335.00000000 USD 2023-07-21 XXXX 7659.72000000 N N N FRONTIER FLORIDA LLC 549300ZCZ76HYCS0H445 362333AH9 760000.00000000 PA USD 672600.00000000 0.035887477671 Long DBT CORP US N 2 2028-02-01 Fixed 6.86000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 64.00000000 NC USD 125120.00000000 0.006675945890 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 330.00000000 USD 2023-08-18 XXXX 68977.34000000 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 282951.00000000 NS 11432290.92000000 0.609985258878 Long EC CORP ES N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -316.00000000 NC USD -7110.00000000 -0.00037936361 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Shell PLC Shell PLC 100.00000000 52.50000000 USD 2023-08-18 XXXX 5084.88000000 N N N OSD CLO 2021-23 Ltd 2549004IE8HHQL34D058 671025AA2 250000.00000000 PA USD 228057.93000000 0.012168337601 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 11.26000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -269.00000000 NC USD -9684.00000000 -0.00051670284 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 145.00000000 USD 2023-08-18 XXXX 25721.09000000 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AX4 3300000.00000000 PA USD 2742467.21000000 0.146328026706 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AG6 13709154.20000000 PA USD 574409.45000000 0.030648388806 Long ABS-MBS CORP US N 2 2060-12-25 Variable 0.00000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 386500.65000000 PA USD 257761.15000000 0.013753192856 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 469.00000000 NC USD 17587.50000000 0.000938404718 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 130.00000000 USD 2023-07-21 XXXX -124450.92000000 N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 751000.00000000 PA 727224.91000000 0.038802063216 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 2120000.00000000 PA USD 1840177.77000000 0.098185160023 Long DBT CORP US N 2 2032-03-15 Fixed 3.63000000 N N N N N N Niagara Park CLO, Ltd. N/A 65357KAE7 1000000.00000000 PA USD 929974.30000000 0.049620029625 Long ABS-CBDO CORP KY N 2 2032-07-17 Floating 11.21000000 N N N N N N iShares MSCI Brazil ETF 5493006D2L7KY3ZDF809 464286400 23271.00000000 NS USD 754678.53000000 0.040266888037 Long EC RF US N 1 N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 400000.00000000 PA USD 357800.00000000 0.019090900253 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 126172.00000000 NS 15177421.94000000 0.809811761786 Long EC CORP CH N 2 N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 000000000 289868.00000000 PA USD 15942.74000000 0.000850646336 Long DBT CORP KY N 2 2027-12-30 Fixed 9.00000000 Y N Y N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6582.20000000 -0.00035120213 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3371861.00000000 DKK 489903.60000000 USD 2023-09-20 -6582.20000000 N N N PROJECT MONTELENA N/A 000000000 2900000.00000000 PA 3113058.18000000 0.166101406369 Long DBT CORP DE N 3 2030-06-20 Fixed 10.25000000 N N Y N N N Elmwood CLO VIII Ltd N/A 290021AA2 500000.00000000 PA USD 461931.60000000 0.024646981832 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 11.25000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 17400.00000000 NS 8267721.80000000 0.441135417022 Long EC CORP JP N 2 N N N Elmwood CLO II Ltd. N/A 29001RAC2 1000000.00000000 PA USD 711778.00000000 0.037977872557 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 4.24000000 N N N N N N KINS PRIVATE N/A 000000000 184016.00000000 NS USD 23922.08000000 0.001276394754 N/A DE CORP US N 2 N/A N/A Call Purchased Kins Technology Group Inc Kins Technology Group Inc 1.00000000 11.50000000 USD 2025-12-31 XXXX -160093.92000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 439000.00000000 PA USD 407918.80000000 0.021765056239 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 000000000 200000.00000000 PA USD 193262.00000000 0.010311753954 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N Bluemountain CLO Ltd 549300O2Y407FNHQWX93 09628WBC5 1000000.00000000 PA USD 927115.90000000 0.049467515848 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 8.48000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -3936.26000000 -0.00021002444 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 1033732.16000000 EUR 1128385.74000000 USD 2023-09-20 -3936.26000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -106.00000000 NC USD -4081.00000000 -0.00021774724 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 125.00000000 USD 2023-08-18 XXXX 5328.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 32.00000000 NC USD 800.00000000 0.000042685076 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Spirit AeroSystems Holdings, Inc. Spirit AeroSystems Holdings, Inc. 100.00000000 26.00000000 USD 2023-07-21 XXXX -549.15000000 N N N DREAM FINDERS HOMES INC N/A 000000000 10172.00000000 NS USD 9243805.00000000 0.493215649025 Long EP CORP US N 3 N N N OCP CLO Ltd 25490028U8Y2XMZWXO46 670859AE7 3500000.00000000 PA USD 3337110.35000000 0.178056011257 Long ABS-CBDO CORP KY N 2 2033-10-09 Floating 9.16000000 N N N N N N VERGE GENOMICS N/A 000000000 305363.00000000 NS USD 1813856.22000000 0.096780738319 Long EP CORP US Y 3 N N N SONDER HOLDINGS INC N/A 000000000 223319.00000000 NS USD 118470.73000000 0.006321165146 Long EC CORP US N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 32.00000000 NC USD 24160.00000000 0.001289089296 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 380.00000000 USD 2023-08-18 XXXX -17671.33000000 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 464287655 9800.00000000 NS USD 1835246.00000000 0.097922018801 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -301773.15000000 -0.01610151231 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20633866.00000000 CHF 22937833.78000000 USD 2023-09-20 -301773.15000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -120008233.00000000 OU Notional Amount USD -2461.37000000 -0.00013132970 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written Constant Maturity Swap Constant Maturity Swap 1.00000000 0.57000000 USD 2023-09-27 XXXX 59179.22000000 N N N Madison Park Funding Ltd N/A 55821QAA1 250000.00000000 PA USD 231768.28000000 0.012366308316 Long ABS-CBDO CORP KY N 2 2034-10-19 Floating 11.52000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -84.00000000 NC USD -4620.00000000 -0.00024650631 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Toll Brothers, Inc. Toll Brothers, Inc. 100.00000000 70.00000000 USD 2023-08-18 XXXX 324.46000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 1102000.00000000 PA USD 879440.08000000 0.046923708346 Long DBT CORP US N 2 2031-02-01 Fixed 4.38000000 N N N N N N BX Trust N/A 05606GAN1 897000.00000000 PA USD 807447.38000000 0.043082441005 Long ABS-MBS CORP US N 2 2036-06-15 Floating 8.79000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 24143.00000000 NS USD 2035254.90000000 0.108593762680 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 32.00000000 NC USD 86880.00000000 0.004635599256 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 420.00000000 USD 2023-08-18 XXXX 18759.39000000 N N N FLYR CONVERTIBLE NOTES N/A 000000000 2276167.41000000 PA USD 2296652.92000000 0.122541005627 Long DBT CORP US N 3 2023-07-20 Fixed 8.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 126.00000000 NC USD 56385.00000000 0.003008497514 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Activision Blizzard, Inc. Activision Blizzard, Inc. 100.00000000 85.00000000 USD 2023-08-18 XXXX 8854.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 25627564.00000000 OU Notional Amount USD -2535897.61000000 -0.13530622785 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-08 175.83000000 USD 0.00000000 USD 25627564.00000000 USD -2536073.44000000 N N N HOMES BY WEST BAY LLC N/A 000000000 5256000.00000000 PA USD 4861800.00000000 0.259407878295 Long DBT CORP US N 3 2027-04-30 Fixed 9.50000000 N N N N N N Redstone Holdco 2 LP N/A 75774EAK1 620000.00000000 PA USD 378200.00000000 0.020179369692 Long LON CORP US N 2 2029-04-27 Floating 13.04000000 N N N N N N Innovid Corp N/A 457679116 8959.00000000 NS USD 716.72000000 0.000038241559 N/A DE US N 1 N/A N/A Call Purchased Innovid Corp Innovid Corp 1.00000000 11.50000000 USD 2026-11-30 XXXX 716.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14859300.00000000 OU Notional Amount USD 236688.32000000 0.012628823667 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-15 19435.18000000 USD 0.00000000 USD 14859300.00000000 USD 217253.14000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 495.00000000 NC USD 97515.00000000 0.005203043986 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 130.00000000 USD 2023-08-18 XXXX -156823.38000000 N N N Verus Securitization Trust N/A 92538DAF6 2735000.00000000 PA USD 1922676.56000000 0.102586993927 Long ABS-MBS CORP US N 2 2064-02-25 Variable 3.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -54.00000000 NC USD -4185.00000000 -0.00022329630 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Constellation Brands, Inc. Constellation Brands, Inc. 100.00000000 255.00000000 USD 2023-07-21 XXXX 3254.56000000 N N N SANI/IKOS FINANCIAL HLDG 213800TZMBQZ462Y8A24 000000000 718000.00000000 PA 720019.82000000 0.038417625948 Long DBT CORP LU N 2 2026-12-15 Fixed 5.63000000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAD6 577000.00000000 PA USD 556805.00000000 0.029709079697 Long DBT CORP AE N 2 2033-11-22 Fixed 4.38000000 N N N N N N Crown PropTech Acquisitions N/A 000000000 44352.00000000 NS USD 891.48000000 0.000047566114 N/A DE KY N 1 N/A N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2027-12-31 XXXX -3459.45000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 90786.48000000 0.004844034751 N/A DFE US N 2 Citibank N.A. 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Microsoft Corp. 100.00000000 365.00000000 USD 2023-09-15 XXXX -47908.09000000 N N N Roper Industrial Products Investment Company LLC N/A 000000000 1893000.00000000 PA USD 1883535.00000000 0.100498543347 Long LON CORP US N 2 2029-11-22 Variable 9.74000000 N N N N N N GVC Holdings (Gibraltar) Limited 213800ATWJIEYQ8NF838 000000000 0.04000000 PA USD 0.04000000 0.000000002134 Long LON CORP GI N 2 2027-03-29 Floating 7.44000000 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 000000000 530000.00000000 PA USD 522050.00000000 0.027854679926 Long DBT CORP CO N 2 2024-04-17 Fixed 4.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 503000.00000000 PA 451371.84000000 0.024083551634 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FQ4 3055000.00000000 PA USD 2887051.59000000 0.154042520772 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 150.00000000 NC USD 1125.00000000 0.000060025888 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Pitney Bowes, Inc. Pitney Bowes, Inc. 100.00000000 3.00000000 USD 2023-08-18 XXXX -1271.86000000 N N N American Rock Salt Company LLC 549300FBKBNV4GSVVR46 02932JAP2 425571.80000000 PA USD 397909.63000000 0.021231003511 Long LON CORP US N 2 2028-06-09 Variable 9.22000000 N N N N N N Digital Room Holdings, Inc. 549300I680V3FDWE2N30 78473KAB5 971700.00000000 PA USD 869671.50000000 0.046402492621 Long LON CORP US N 2 2028-12-21 Variable 10.45000000 N N N N N N HERENS MIDCO SARL 222100BJH5XPZD1JHF79 000000000 1006000.00000000 PA 627911.60000000 0.033503067981 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 541056AA5 1675000.00000000 PA USD 921457.53000000 0.049165605906 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 248.00000000 NC USD 148180.00000000 0.007906343207 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 438.00000000 USD 2023-07-07 XXXX 81298.63000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 1358699.00000000 NS 3562170.03000000 0.190064373197 Long EC CORP IT N 2 N N N Citigroup Mortgage Loan Trust Inc N/A 17312TAJ2 4388337.44000000 PA USD 2863446.79000000 0.152783054919 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.35000000 N N N N N N ASTRA SPACE INC N/A 000000000 205519.00000000 NS USD 75754.30000000 0.004041972568 Long EC CORP US N 2 N N N JP Morgan Mortgage Trust N/A 46592EBT2 13087294.40000000 PA USD 267798.76000000 0.014288763038 Long ABS-MBS CORP US N 2 2051-06-25 Variable 0.40000000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688LAA5 250000.00000000 PA USD 234430.13000000 0.012508334903 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 10.86000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21139300.00000000 OU Notional Amount USD 359276.98000000 0.019169706508 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-12 29234.29000000 USD 0.00000000 USD 21139300.00000000 USD 330042.69000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 88.00000000 NC 19445.19000000 0.001037524266 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Call Purchased Vinci SA Vinci SA 100.00000000 114.00000000 EUR 2023-07-21 XXXX 619.94000000 N N N City Brewing Company, LLC N/A 17776EAB1 698904.52000000 PA USD 450793.42000000 0.024052689257 Long LON CORP US N 2 2028-04-05 Floating 8.76000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AK0 200000.00000000 PA USD 240076.00000000 0.012809577890 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.38000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 054966AL0 2000000.00000000 PA USD 1687856.40000000 0.090057848449 Long ABS-MBS CORP US N 2 2032-11-15 Floating 6.09000000 N N N N N N ARES CLO Ltd N/A 04018BAU1 1500000.00000000 PA USD 1380336.75000000 0.073649723898 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.41000000 N N N N N N TIERRA MOJADA LUX II SRL 254900H2U8PBIY32VI94 000000000 307092.75000000 PA USD 261477.19000000 0.013951467168 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75000000 N N N N N N Amkor Technology Inc 529900VHLRTKPWZJBM84 031652BK5 350000.00000000 PA USD 350660.10000000 0.018709941285 Long DBT CORP US N 2 2027-09-15 Fixed 6.63000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 45756.00000000 NS 6559314.73000000 0.349981059933 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 42.00000000 NC USD 1365.00000000 0.000072831410 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Constellation Brands, Inc. Constellation Brands, Inc. 100.00000000 260.00000000 USD 2023-07-21 XXXX -9018.62000000 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 17400.00000000 NS USD 5949756.00000000 0.317457234015 Long EC CORP US N 1 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 11755041.00000000 OU Notional Amount USD 4153.17000000 0.000221597971 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A 11755041.00000000 OU Notional Amount N/A 4153.17000000 0.00000000 DIR US N/A N/A 2033-08-11 0.00000000 N/A 0.00000000 N/A 11755041.00000000 USD 1.00000000 2.85000000 USD 2023-08-09 XXXX -113397.24000000 N N N AFFINITY INTERACTIVE N/A 00842XAA7 1000000.00000000 PA USD 879997.14000000 0.046953431032 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N FANUC Corp 529900QTSW745LOKW705 000000000 259515.00000000 NS 9110440.43000000 0.486099803012 Long EC CORP JP N 2 N N N Ares Euro CLO 635400XCOLUI5RNVIZ11 000000000 875000.00000000 PA 878478.05000000 0.046872377942 Long ABS-CBDO CORP IE N 2 2032-04-20 Floating 6.20000000 N N N N N N Epic Games, Inc. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -6165000.00000000 OU Notional Amount USD -113563.92000000 -0.00605935569 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 6165000.00000000 OU Notional Amount N/A -113563.92000000 -0.01000000 DIR US N/A N/A 2033-12-18 0.00000000 N/A 0.00000000 N/A 6165000.00000000 USD 1.00000000 3.60000000 USD 2023-12-14 XXXX 6653.58000000 N N N Palmer Square Loan Funding Ltd N/A 69702JAC8 500000.00000000 PA USD 469436.00000000 0.025047389188 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 12.77000000 N N N N N N Hippo Holdings Inc N/A 433539111 11689.00000000 NS USD 388.07000000 0.000020705996 N/A DE US N 1 N/A N/A Call Purchased Hippo Holdings Inc Hippo Holdings Inc 25.00000000 287.50000000 USD 2026-08-02 XXXX -18392.06000000 N N N CITIBANK NA N Y BRH INSTL N/A 17330QAB3 2940000.00000000 PA USD 2935667.29000000 0.156636476836 Long STIV CORP US N 2 2023-09-21 Fixed 5.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 39.00000000 NC USD 585.00000000 0.000031213461 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Frontier Communications Parent, Inc. Frontier Communications Parent, Inc. 100.00000000 15.00000000 USD 2023-07-21 XXXX -2458.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11483105.00000000 OU Notional Amount USD -591880.03000000 -0.03158055510 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-10-28 174.07000000 USD 0.00000000 USD 11483105.00000000 USD -592054.10000000 N N N Cameco Corp N4BHALMXL3GMZKCUON55 13321L108 181561.00000000 NS USD 5688306.13000000 0.303507224542 Long EC CORP CA N 1 N N N Palmer Square Loan Funding Ltd N/A 69701PAG6 1000000.00000000 PA USD 1001908.40000000 0.053458170284 Long ABS-CBDO CORP KY N 2 2028-11-25 Floating 9.00000000 N N N N N N BX Trust N/A 12433YAS6 1610000.00000000 PA USD 1535142.41000000 0.081909588107 Long ABS-MBS CORP US N 2 2037-10-15 Floating 8.51000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 39145.00000000 NS USD 10246986.65000000 0.546741755276 Long EC CORP US N 1 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 54542000.00000000 PA 10207870.65000000 0.544654668483 Long DBT NUSS BR N 2 2024-07-01 None 0.00000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 89980.00000000 NS 7464953.22000000 0.398302619683 Long EC CORP CH N 2 N N N Credit Suisse Mortgage Trust N/A 126438AJ9 1275000.00000000 PA USD 1104311.93000000 0.058922048364 Long ABS-MBS CORP US N 2 2037-08-15 Variable 3.83000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 272000.00000000 PA USD 261770.08000000 0.013967094708 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 321.00000000 NC USD 6099.00000000 0.000325420348 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Pfizer, Inc. Pfizer, Inc. 100.00000000 47.00000000 USD 2024-01-19 XXXX -18370.53000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 146258.68000000 OU Notional Amount USD 8420.49000000 0.000449286569 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF Y equity-performance leg 2023-09-15 0.00000000 USD 0.00000000 USD 146258.68000000 USD 8420.49000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 1001835.00000000 NS 13506332.36000000 0.720648529570 Long EC CORP NL N 2 N N N Elmwood CLO X Ltd N/A 29002WAA4 1000000.00000000 PA USD 932474.40000000 0.049753425823 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 11.10000000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAC6 5000000.00000000 PA USD 4987500.00000000 0.266114770866 Long DBT CORP US N 2 2024-02-05 Fixed 8.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3622800.00000000 OU Notional Amount USD 109437.63000000 0.005839191946 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-23 16758.40000000 USD 0.00000000 USD 3622800.00000000 USD 92679.23000000 N N N Ajax Mortgage Loan Trust N/A 009703AA7 4737666.87000000 PA USD 4375834.20000000 0.233478519395 Long ABS-MBS CORP US N 2 2061-06-25 Variable 1.88000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCC2 1655000.00000000 PA USD 1635389.79000000 0.087258421903 Long DBT US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Elmwood CLO V Ltd N/A 29003AAE3 250000.00000000 PA USD 235787.43000000 0.012580755470 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 11.35000000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 000000000 200000.00000000 PA USD 178632.00000000 0.009531150626 Long DBT CORP MU N 2 2026-10-31 Fixed 5.38000000 N N N N N N SIERRACOL ENRGY ANDINA N/A 000000000 323000.00000000 PA USD 234336.50000000 0.012503339148 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -133.00000000 NC USD -14696.50000000 -0.00078415152 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 405.00000000 USD 2023-08-18 XXXX 11340.83000000 N N N Buttermilk Park CLO Ltd N/A 124166AL3 250000.00000000 PA USD 225235.80000000 0.012017759059 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 8.36000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 3080000.00000000 PA USD 2417186.25000000 0.128972223571 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Apollo Finco N/A 000000000 2957537.00000000 PA 2156878.27000000 0.115083141174 Long LON CORP BE N 2 2028-09-29 Floating 8.78000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKT1 2800000.00000000 PA USD 2758545.24000000 0.147185891622 Long DBT CORP US N 2 2026-05-18 Fixed 4.45000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 257000.00000000 PA USD 228912.47000000 0.012213932732 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 95600.00000000 NS 2896092.95000000 0.154524934696 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2084753.00000000 OU Notional Amount USD 200648.96000000 0.010705895140 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-04-08 0.00000000 USD -29.50000000 USD 2084753.00000000 USD 200678.46000000 N N N Lavoro Ltd N/A 000000000 25681.00000000 NS USD 18492.89000000 0.000986713019 N/A DE KY N 1 N/A N/A Call Purchased Lavoro Ltd. Lavoro Ltd. 1.00000000 11.50000000 USD 2027-12-27 XXXX -1342.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14246078.00000000 OU Notional Amount USD 1144321.84000000 0.061056830927 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-05-24 12666.78000000 USD 0.00000000 USD 14246078.00000000 USD 1131655.06000000 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EA1 2960000.00000000 PA USD 2499378.39000000 0.133357695752 Long DBT CORP US N 2 2031-04-01 Fixed 2.63000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AH3 338000.00000000 PA USD 289527.42000000 0.015448124918 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34517400.00000000 OU Notional Amount USD -754585.39000000 -0.04026191842 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-07 235048.70000000 USD 0.00000000 USD 34517400.00000000 USD -989634.09000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 79.00000000 NC USD 11652.50000000 0.000621734810 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Waste Management, Inc. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 940000.00000000 OU Notional Amount N/A 210.17000000 0.00000000 DCR US CDX.NA.HY.S40 2I65BRZI4 buy protection 2028-06-20 0.00000000 N/A 0.00000000 N/A 940000.00000000 USD 1.00000000 0.94000000 USD 2023-07-19 XXXX -5899.83000000 N N N Kose Corp 353800NX4GGAVDHHY664 000000000 21098.00000000 NS 2028137.63000000 0.108214011166 Long EC CORP JP N 2 N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L3T2 420077.81000000 PA USD 212139.29000000 0.011318977152 Long DBT MUN US N 2 2043-11-01 Variable 0.00000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -11755041.00000000 OU Notional Amount USD -782.89000000 -0.00004177214 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A 11755041.00000000 OU Notional Amount N/A -782.89000000 0.00000000 DIR US N/A N/A 2033-08-11 0.00000000 N/A 0.00000000 N/A 11755041.00000000 USD 1.00000000 2.55000000 USD 2023-08-09 XXXX 56229.06000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 23423.00000000 NS USD 3010089.73000000 0.160607386223 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 9175000.00000000 OU Notional Amount N/A -282.31000000 0.00000000 DCR US CDX.NA.IG.S40 2I65BYEC5 sell protection 2028-06-20 0.00000000 N/A 0.00000000 N/A 9175000.00000000 USD 1.00000000 1.40000000 USD 2023-07-19 XXXX 5222.69000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 30970.59000000 0.001652477486 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 113739513.00000000 JPY 828664.55000000 USD 2023-09-20 30970.59000000 N N N RKPF OVERSEAS 2020 A LTD 254900LKOLISWWIE7W36 000000000 200000.00000000 PA USD 104250.00000000 0.005562398969 Long DBT CORP VG N 2 2026-01-12 Fixed 5.20000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 114.00000000 NC USD 10260.00000000 0.000547436100 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust Invesco QQQ Trust 100.00000000 350.00000000 USD 2023-07-21 XXXX -20500.47000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 3150000.00000000 PA USD 2479757.84000000 0.132310814916 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 400000.00000000 PA USD 18000.00000000 0.000960414210 Long DBT CORP KY N 2 2025-01-25 Fixed 7.10000000 Y Y N N N N Starwood Mortgage Residential Trust 2020-INV1 N/A 85573EAF4 1225000.00000000 PA USD 927847.34000000 0.049506542813 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 4.26000000 N N N N N N Altar Bidco, Inc. N/A 02090CAE0 234.80000000 PA USD 230.84000000 0.000012316778 Long LON CORP US N 2 2029-02-01 Floating 8.26000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAL0 3391562.23000000 PA USD 3313274.46000000 0.176784215286 Long ABS-MBS CORP US N 2 2036-05-15 Floating 7.84000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AC7 355000.00000000 PA USD 355450.63000000 0.018965546457 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N GoTo Group, Inc. 549300D12V5KRBV00592 54142KAD3 1963288.78000000 PA USD 1220517.74000000 0.065122365657 Long LON CORP US N 2 2027-08-31 Floating 9.94000000 N N N N N N INSPIRED ENTERTAINMENT 894500C0TCVBHY3RSJ33 000000000 675000.00000000 PA 814387.06000000 0.043452716966 Long DBT CORP GB N 2 2026-06-01 Fixed 7.88000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 16787.00000000 NS USD 6801924.53000000 0.362925832131 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2455642.00000000 OU Notional Amount USD 188785.24000000 0.010072890403 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-05-26 0.00000000 USD -35.29000000 USD 2455642.00000000 USD 188820.53000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -18769837.00000000 OU Notional Amount USD -26075.43000000 -0.00139128964 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 18769837.00000000 OU Notional Amount N/A -26075.43000000 0.00000000 DIR US N/A N/A 2025-11-09 0.00000000 N/A 0.00000000 N/A 18769837.00000000 USD 1.00000000 3.26000000 USD 2023-11-07 XXXX 44437.97000000 N N N MED Trust N/A 58403YBA3 4923371.62000000 PA USD 4609457.94000000 0.245943828275 Long ABS-MBS CORP US N 2 2038-11-15 Floating 10.44000000 N N N N N N MCM 2021 VFN1 N/A 000000000 2382389.00000000 PA USD 1535498.93000000 0.081928610711 Long ABS-MBS CORP US N 3 2028-08-25 Fixed 3.00000000 N N N N N N AMSR Trust N/A 03217JAH4 2899000.00000000 PA USD 2616200.81000000 0.139590913101 Long ABS-O CORP US N 2 2037-11-17 Fixed 4.11000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24371299.00000000 OU Notional Amount -8779.75000000 -0.00046845537 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 87.24000000 MXN 0.00000000 MXN 24371299.00000000 MXN -8784.01000000 N N N Sarcos Technology & Robotics Corp N/A 80359A114 68671.00000000 NS USD 2410.35000000 0.000128607466 N/A DE US N 1 N/A N/A Call Purchased Sarcos Technology and Robotics Corp Sarcos Technology and Robotics Corp 1.00000000 11.50000000 USD 2026-09-24 XXXX -70080.20000000 N N N MAF SUKUK LTD 549300IS9H0W5N2N4K34 000000000 327000.00000000 PA USD 318671.31000000 0.017003136369 Long DBT CORP KY N 2 2029-05-14 Fixed 4.64000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 64.00000000 NC USD 12000.00000000 0.000640276140 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased DR Horton, Inc. DR Horton, Inc. 100.00000000 130.00000000 USD 2023-08-18 XXXX -5039.29000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 15713.72000000 0.000838426666 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1704587.00000000 EUR 1882871.80000000 USD 2023-09-20 15713.72000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 95.00000000 NC USD 60087.50000000 0.003206049382 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Microsoft Corp. 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N/A 290015AS5 5750000.00000000 PA USD 5743836.00000000 0.306470095445 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 9.65000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -317.00000000 NC USD -27579.00000000 -0.00147151463 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 155.00000000 USD 2023-08-18 XXXX -16556.71000000 N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 49836AAC8 339000.00000000 PA USD 271030.50000000 0.014461196873 Long DBT CORP AT N 2 2031-01-12 Fixed 3.20000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 82654.00000000 NS USD 3031748.72000000 0.161763030766 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 35186.00000000 NS 4210573.94000000 0.224660835942 Long EC CORP JP N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -16914002.00000000 OU Notional Amount USD -319587.53000000 -0.01705202251 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 16914002.00000000 OU Notional Amount N/A -319587.53000000 -0.02000000 DIR US N/A N/A 2033-10-17 0.00000000 N/A 0.00000000 N/A 16914002.00000000 USD 1.00000000 3.50000000 USD 2023-10-13 XXXX -144527.61000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -48.00000000 NC USD -120.00000000 -0.00000640276 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 412.00000000 USD 2023-06-30 XXXX 591.27000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 63612.95000000 0.003394154508 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 6680505.40000000 USD 117130330.00000000 MXN 2023-09-20 63612.95000000 N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAK7 0.08000000 PA USD 0.08000000 0.000000004268 Long LON CORP US N 2 2026-05-04 Floating 8.27000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 1134000.00000000 PA USD 1115671.04000000 0.059528128956 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AY5 2370000.00000000 PA USD 1869275.83000000 0.099737726152 Long DBT US N 2 2034-03-15 Fixed 2.95000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 2160000.00000000 OU Notional Amount -1228.33000000 -0.00006553919 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Credit Suisse Group Finance Guernsey Ltd. Credit Suisse Group Finance Guernsey Ltd. Y buy protection 2028-06-21 68329.84000000 EUR 0.00000000 EUR 2160000.00000000 EUR -75460.01000000 N N N Flatiron CLO Ltd N/A 33883JAU5 700000.00000000 PA USD 652626.10000000 0.034821743371 Long ABS-CBDO CORP KY N 2 2034-11-16 Floating 8.32000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 58.00000000 NC USD 28710.00000000 0.001531860665 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 395.00000000 USD 2023-07-21 XXXX -21299.28000000 N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CS6 2830000.00000000 PA USD 2292364.92000000 0.122312213619 Long DBT CORP US N 2 2032-02-01 Fixed 2.54000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13259300.00000000 OU Notional Amount USD 402579.89000000 0.021480191515 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-19 63855.06000000 USD 0.00000000 USD 13259300.00000000 USD 338724.83000000 N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 2350.00000000 NS USD 446711.50000000 0.023834892925 Long EC CORP US N 1 N N N Deephaven Residential Mortgage Trust N/A 24380VAF8 1550000.00000000 PA USD 1169933.18000000 0.062423358421 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.96000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 176000.00000000 PA USD 180218.72000000 0.009615812206 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 757100.00000000 OU Notional Amount USD 87180.74000000 0.004651645643 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-11-30 39786.91000000 USD 0.00000000 USD 757100.00000000 USD 47393.83000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 2430000.00000000 PA USD 2319828.08000000 0.123777547460 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 224.00000000 NC USD 28000.00000000 0.001493977661 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Boston Scientific Corp. Boston Scientific Corp. 100.00000000 55.00000000 USD 2023-08-18 XXXX -21779.31000000 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 10652.00000000 NS USD 1004803.16000000 0.053612624098 Long EC CORP US N 1 N N N DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP N/A 000000000 4347222.75000000 NS USD 4347222.75000000 0.231951916997 Long EC CORP US Y N/A N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 517000.00000000 PA USD 439765.37000000 0.023464272816 Long DBT CORP LU N 2 2036-08-31 Fixed 3.55000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -273.00000000 NC USD -15288.00000000 -0.00081571180 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 55.00000000 USD 2023-09-15 XXXX -6068.61000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -425.00000000 NC USD -16362.50000000 -0.00087304319 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written United Airlines Holdings, Inc. United Airlines Holdings, Inc. 100.00000000 65.00000000 USD 2023-08-18 XXXX 7339.95000000 N N N LIBERTY COSTA RICA SR SF 549300W6O2PHTPCYQ751 530371AA1 211000.00000000 PA USD 208442.68000000 0.011121739554 Long DBT CORP KY N 2 2031-01-15 Fixed 10.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 47688203.00000000 OU Notional Amount USD -2118136.32000000 -0.11301601232 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-18 173.44000000 USD 0.00000000 USD 47688203.00000000 USD -2118309.76000000 N N N AIVEN SERIES D PREFERRED N/A 000000000 37890.00000000 NS USD 3343792.50000000 0.178412546358 Long EP CORP FI N 3 N N N FLYR SECURED NOTES WTS N/A 000000000 1130686.69000000 PA USD 1048711.90000000 0.055955433979 Long DBT CORP US N 3 2027-01-20 Fixed 10.00000000 N N Y N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -316.00000000 NC USD -32390.00000000 -0.00172821201 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written United Airlines Holdings, Inc. United Airlines Holdings, Inc. 100.00000000 50.00000000 USD 2023-08-18 XXXX -7182.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19648900.00000000 OU Notional Amount USD -306799.84000000 -0.01636971812 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-11-19 359599.26000000 USD 0.00000000 USD 19648900.00000000 USD -666399.10000000 N N N BENTELER INTERNATIONAL A 529900ZAFSOBVFCKF263 000000000 793000.00000000 PA 872893.44000000 0.046574403564 Long DBT CORP AT N 2 2028-05-15 Fixed 9.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -160.00000000 NC USD -3600.00000000 -0.00019208284 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 100.00000000 60.00000000 USD 2023-09-15 XXXX 7403.26000000 N N N LATCH INC N/A 000000000 142273.00000000 NS USD 197759.47000000 0.010551722515 Long EC CORP US N 2 N N N Rad CLO Ltd N/A 48661PAA1 5000000.00000000 PA USD 4908992.00000000 0.261925870930 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 12.85000000 N N N N N N SHIBA BIDCO SPA 815600658C215B62EA21 000000000 1882000.00000000 PA 1812336.46000000 0.096699649481 Long DBT CORP IT N 2 2028-10-31 Fixed 4.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 7381372.00000000 OU Notional Amount 51881.97000000 0.002768232292 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 7381372.00000000 BRL 51881.97000000 N N N Ajax Mortgage Loan Trust N/A 00969HAC5 1176816.64000000 PA USD 1029844.83000000 0.054948756082 Long ABS-MBS CORP US N 2 2060-09-27 None 0.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CF7 3020000.00000000 PA USD 2385116.36000000 0.127261091455 Long DBT CORP US N 2 2031-03-15 Fixed 1.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -86.00000000 NC USD -645.00000000 -0.00003441484 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Shell PLC Shell PLC 100.00000000 65.00000000 USD 2023-07-21 XXXX 5875.41000000 N N N TVC DSCR 21 1 A N/A 000000000 5290988.53000000 PA USD 4925369.48000000 0.262799713404 Long ABS-MBS CORP US N 3 2051-02-01 None 0.00000000 N N N N N N Kindstar Globalgene Technology Inc N/A 000000000 2024500.00000000 NS 456063.84000000 0.024333899605 Long EC CORP KY N 2 N N N Snorkel AI Inc N/A 000000000 12621.00000000 NS USD 139714.47000000 0.007454653467 Long EC CORP US Y 3 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 250000.00000000 PA USD 205937.50000000 0.010988072305 Long DBT CORP KY N 2 2029-12-04 Fixed 5.38000000 N N N N N N Atlas Energy Solutions Inc N/A 04930R107 22504.00000000 NS USD 390669.44000000 0.020844693435 Long EC CORP US N 1 N N N Regatta XXIV Funding Ltd. N/A 75889TAA2 500000.00000000 PA USD 475398.45000000 0.025365523727 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 12.05000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 640000.00000000 PA USD 632390.14000000 0.033742026507 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3941400.00000000 OU Notional Amount USD 438589.83000000 0.023401550298 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-25 202815.05000000 USD 0.00000000 USD 3941400.00000000 USD 235774.78000000 N N N Bytedance Ltd Series E-1 54930057HU24VGK3CO92 000000000 40071.00000000 NS USD 7044644.61000000 0.375876488466 Long EP CORP US Y 3 N N N Trimaran Advisors CAVU 2019-1 549300IGMQ24BLOIU872 89624CAL6 1750000.00000000 PA USD 1656344.55000000 0.088376491308 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 9.40000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 320.00000000 NC USD 10880.00000000 0.000580517033 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Pfizer, Inc. Pfizer, Inc. 100.00000000 40.00000000 USD 2023-09-15 XXXX -41033.30000000 N N N Apidos CLO Ltd 549300CXPXW83QGWOL98 03768RAN6 250000.00000000 PA USD 243247.58000000 0.012978801807 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 8.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -266.00000000 NC USD -798.00000000 -0.00004257836 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 32.50000000 USD 2023-07-21 XXXX 20686.89000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 652000.00000000 PA USD 475066.76000000 0.025347825961 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 67624L2A5 342000.00000000 PA USD 323596.98000000 0.017265952117 Long DBT CORP OM N 2 2028-05-06 Fixed 5.13000000 N N N N N N Maverick Gaming LLC N/A 57770JAC0 932387.02000000 PA USD 713276.07000000 0.038057804096 Long LON CORP US N 2 2026-09-03 Floating 12.98000000 N N N N N N RR Ltd 549300RJ4N2AJDFNE876 74983BAA9 250000.00000000 PA USD 236341.35000000 0.012610310616 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 11.76000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 210.00000000 NC USD 49140.00000000 0.002621930795 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 120.00000000 USD 2023-08-18 XXXX -44928.39000000 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 8277.00000000 NS USD 1592743.11000000 0.084982950930 Long EC CORP US N 1 N N N ACV Auctions Inc N/A 00091G104 203406.00000000 NS USD 3512821.62000000 0.187431322406 Long EC CORP US N 1 N N N Speed Midco 3 S.a r.l. N/A 000000000 1930642.00000000 PA 2090916.84000000 0.111563680356 Long LON CORP LU N 2 2029-04-26 Floating 10.00000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 45118.00000000 NS USD 6323738.88000000 0.337411593598 Long EC CORP CH N 1 N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 395000.00000000 PA USD 326420.10000000 0.017416583482 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 455000.00000000 PA USD 435639.75000000 0.023244144812 Long DBT CORP CO N 2 2025-01-16 Fixed 4.13000000 N N N N N N ARES CLO Ltd N/A 04018PAE6 625000.00000000 PA USD 567955.94000000 0.030304053099 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 11.76000000 N N N N N N Luxembourg Life Fund 213800KGUD27KPVIHO77 000000000 2857664.65000000 PA USD 2839947.13000000 0.151529198952 Long LON CORP LU N 3 2026-05-27 Floating 14.27000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -79.00000000 NC USD -1185.00000000 -0.00006322726 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Waste Management, Inc. 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Lennar Corp. 100.00000000 115.00000000 USD 2023-08-18 XXXX -507.16000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 414000.00000000 PA USD 403662.42000000 0.021537951359 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 225.00000000 NC USD 8437.50000000 0.000450194161 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Boston Scientific Corp. Boston Scientific Corp. 100.00000000 57.50000000 USD 2023-08-18 XXXX -15689.04000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -73000.00000000 NC -5360.96000000 -0.00028604123 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written ING Groep NV ING Groep NV 1.00000000 13.00000000 EUR 2023-07-21 XXXX 3149.77000000 N N N MAF SUKUK LTD 549300IS9H0W5N2N4K34 000000000 356000.00000000 PA USD 332222.76000000 0.017726192211 Long DBT CORP KY N 2 2030-02-28 Fixed 3.93000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -86.00000000 NC USD -74820.00000000 -0.00399212173 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Tesla, Inc. Tesla, Inc. 100.00000000 300.00000000 USD 2023-08-18 XXXX 29945.14000000 N N N Palmer Square Loan Funding Ltd N/A 69702CAA7 250000.00000000 PA USD 229405.20000000 0.012240223004 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 10.25000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 456440.00000000 NS 13749435.81000000 0.733619641128 Long EC CORP GB N 2 N N N New Residential Mortgage Loan Trust N/A 64828BAE1 1370000.00000000 PA USD 979715.77000000 0.052274052661 Long ABS-MBS CORP US N 2 2055-07-25 Variable 3.53000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 396.00000000 NC USD 334398.04000000 0.017842257201 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNU3 Comdty 2023-09-20 53608226.96000000 USD 334398.04000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -7890.00000000 -0.00042098156 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 430.00000000 USD 2023-09-15 XXXX 1478.44000000 N N N Relativity Space, Inc. SERIES E N/A 000000000 35677.00000000 NS USD 593665.28000000 0.031675809515 Long EC CORP US Y 3 N N N Stratus CLO N/A 86315VAA8 1000000.00000000 PA USD 934721.20000000 0.049873306859 Long ABS-CBDO CORP KY N 2 2029-12-28 Floating 11.00000000 N N N N N N CK HUTCHISON INTL 23 2549003AJI1YI8883K46 12570FAA9 308000.00000000 PA USD 304593.52000000 0.016251996948 Long DBT CORP KY N 2 2028-04-21 Fixed 4.75000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 300000.00000000 PA USD 131634.00000000 0.007023509122 Long DBT NUSS LK N 2 2023-04-18 Fixed 5.75000000 Y Y N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 171.00000000 NC USD 7353.00000000 0.000392329205 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Merck & Co., Inc. Merck & Co., Inc. 100.00000000 120.00000000 USD 2023-07-21 XXXX -15258.17000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 17348000.00000000 PA 17733607.03000000 0.946200455424 Long DBT NUSS ES N 2 2032-10-31 Fixed 2.55000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 705000.00000000 PA USD 706180.17000000 0.037679192808 Long DBT CORP US N 2 2030-09-30 Fixed 7.13000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 50000.00000000 PA USD 53528.75000000 0.002856098454 Long DBT CORP US N 2 2029-11-30 Fixed 9.38000000 N N N N N N Texas Capital Bancshares Inc 549300466Q2SXRX0YM48 88224Q107 2027.00000000 NS USD 104390.50000000 0.005569895536 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 4400.00000000 NS USD 375760.00000000 0.020049180210 Long EC CORP US N 1 N N N FREMF Mortgage Trust N/A 30307MAN8 437000.00000000 PA USD 359935.66000000 0.019204851265 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.79000000 N N N N N N OAFIT A NOTE UPSIZE (PT2) N/A 000000000 100000.00000000 PA 63870.48000000 0.003407895368 Long DBT CORP AU N 3 2026-03-28 Fixed 8.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12146000.00000000 OU Notional Amount USD -300378.88000000 -0.01602711916 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-12-15 76.86000000 USD 0.00000000 USD 12146000.00000000 USD -300455.74000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAU7 553000.00000000 PA USD 496638.24000000 0.026498801291 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 200000.00000000 PA 246179.21000000 0.013135222869 Long DBT CORP ES N 2 2026-02-02 Fixed 5.38000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 200000.00000000 PA USD 196050.00000000 0.010460511444 Long DBT CORP CA N 2 2026-03-01 Fixed 6.88000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 803054204 7100.00000000 NS USD 971351.00000000 0.051827739107 Long EC CORP DE N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1522676.73000000 0.081244464984 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5736945021.00000000 JPY 41757827.18000000 USD 2023-09-20 1522676.73000000 N N N Park Avenue Institutional Advisers CLO N/A 70018QAG0 1000000.00000000 PA USD 943602.70000000 0.050347191238 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.66000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -92.00000000 NC USD -2346.00000000 -0.00012517398 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 417.00000000 USD 2023-07-14 XXXX 6004.86000000 N N N SINIC HOLDINGS GROUP CO 300300N5XRCGHA7P7B13 000000000 1100000.00000000 PA USD 11000.00000000 0.000586919795 Long DBT CORP KY N 2 2022-01-24 None 0.00000000 Y N N N N N New Residential Mortgage Loan Trust N/A 64830HAG9 9329000.00000000 PA USD 5908393.60000000 0.315250287529 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.00000000 N N N N N N Cruise, Series G N/A 000000000 71581.00000000 NS USD 1217592.81000000 0.064966302083 Long EP CORP US Y 3 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 72325.00000000 NS USD 5020801.50000000 0.267891617191 Long EC CORP US N 1 N N N VOLOCOPTER GMBH N/A 000000000 780.00000000 NS 5024887.22000000 0.268109616277 Long EC CORP DE Y 3 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -35707349.00000000 OU Notional Amount USD -28299.50000000 -0.00150995788 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 35707349.00000000 OU Notional Amount N/A -28299.50000000 0.00000000 DIR US N/A N/A 2025-11-16 0.00000000 N/A 0.00000000 N/A 35707349.00000000 USD 1.00000000 2.75000000 USD 2023-11-14 XXXX 96425.91000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2343000.00000000 PA 2610741.79000000 0.139299639747 Long DBT NUSS ES N 2 2039-07-30 Fixed 3.90000000 N N N N N N CALUMET SPECIALTY PROD N/A 131477AW1 2075000.00000000 PA USD 2041281.25000000 0.108915306690 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N Sysmex Corp 5299001ZO4CKWACMZI55 000000000 74200.00000000 NS 5082474.14000000 0.271182243850 Long EC CORP JP N 2 N N N CXApp Inc N/A 23248B117 156413.00000000 NS USD 85166.88000000 0.004544193434 N/A DE US N 1 N/A N/A Call Purchased CXApp, Inc. CXApp, Inc. 1.00000000 11.50000000 USD 2025-12-15 XXXX 64542.20000000 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 42531.00000000 NS 7089955.04000000 0.378294087403 Long EC CORP DE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 19320.00000000 0.001030844586 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 480.00000000 USD 2023-09-15 XXXX 1634.33000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 214.00000000 NC USD 25680.00000000 0.001370190940 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 125.00000000 USD 2023-07-21 XXXX -48841.02000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -373.00000000 NC -209468.01000000 -0.01117644741 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-BTP Italian Bond Futures IKU3 Comdty 2023-09-07 -43117068.91000000 EUR -209468.01000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 85657000.00000000 OU Notional Amount -758331.84000000 -0.04046181530 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-02-10 432.57000000 GBP 0.00000000 GBP 85657000.00000000 GBP -758856.01000000 N N N Breeze Aviation Group, Inc. SERIES B N/A 000000000 5637.00000000 NS USD 1985576.88000000 0.105943125104 Long EC CORP US Y 3 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2570.68000000 -0.00013716208 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 381281.34000000 GBP 481759.50000000 USD 2023-09-20 -2570.68000000 N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012EAA9 1480000.00000000 PA USD 1458048.34000000 0.077796130308 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 12.57000000 N N N N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 29722.00000000 NS 2611505.15000000 0.139340369846 Long EC CORP KR N 2 N N N URSA MAJOR TECHNOLOGIES INC N/A 000000000 35579.00000000 NS USD 235888.77000000 0.012586162602 Long EC CORP US Y 3 N N N Ajax Mortgage Loan Trust N/A 009703AC3 1273751.42000000 PA USD 1309394.42000000 0.069864500461 Long ABS-MBS CORP US N 2 2061-06-25 None 0.00000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAE1 200000.00000000 PA USD 150938.00000000 0.008053500007 Long DBT CORP GB N 2 2025-03-11 Fixed 8.95000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -28565879.00000000 OU Notional Amount USD -131828.39000000 -0.00703388106 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 28565879.00000000 OU Notional Amount N/A -131828.39000000 -0.01000000 DIR US N/A N/A 2025-11-16 0.00000000 N/A 0.00000000 N/A 28565879.00000000 USD 1.00000000 4.75000000 USD 2023-11-14 XXXX -34505.34000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -358.45000000 -0.00001912558 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4178345.00000000 SEK 388471.24000000 USD 2023-09-20 -358.45000000 N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 200000.00000000 PA USD 134500.00000000 0.007176428407 Long DBT CORP VG N 2 2027-01-27 Fixed 5.05000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 943200.00000000 OU Notional Amount USD 104407.35000000 0.005570794590 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-22 48913.40000000 USD 0.00000000 USD 943200.00000000 USD 55493.95000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 86.00000000 NC USD 172215.00000000 0.009188762960 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 265.00000000 USD 2023-08-18 XXXX -30184.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8779200.00000000 OU Notional Amount USD -187202.61000000 -0.00998844705 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-07-13 47002.84000000 USD 0.00000000 USD 8779200.00000000 USD -234205.45000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 1002000.00000000 PA USD 828894.48000000 0.044226779873 Long DBT CORP US N 2 2029-02-01 Fixed 4.13000000 N N N N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 78464A870 45000.00000000 NS USD 3744000.00000000 0.199766155814 Long EC RF US N 1 N N N CROWN PROPTECH ACQUISITIONS N/A 000000000 62088.00000000 NS USD 42219.84000000 0.002252696350 Long EC CORP US N 3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -120008233.00000000 OU Notional Amount USD -175940.47000000 -0.00938754042 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written Constant Maturity Swap Constant Maturity Swap 1.00000000 0.68000000 USD 2023-09-27 XXXX -55932.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3570735.00000000 OU Notional Amount USD 63988.75000000 0.003414205823 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 3570735.00000000 OU Notional Amount N/A 63988.75000000 0.00000000 DIR US N/A N/A 2053-11-16 0.00000000 N/A 0.00000000 N/A 3570735.00000000 USD 1.00000000 2.85000000 USD 2023-11-14 XXXX -83255.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 184190629.00000000 OU Notional Amount USD -1563512.04000000 -0.08342328787 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-02-13 202.76000000 USD 0.00000000 USD 184190629.00000000 USD -1563714.80000000 N N N Home Partners of America Trust N/A 43732VAL0 2410980.83000000 PA USD 2074876.60000000 0.110707831776 Long ABS-O CORP US N 2 2026-12-17 Fixed 3.80000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5495.75000000 0.000293233133 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 822136.38000000 USD 651540.42000000 GBP 2023-09-20 5495.75000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -210.00000000 NC USD -15330.00000000 -0.00081795276 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 170.00000000 USD 2023-08-18 XXXX 22211.59000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 93574.48000000 0.004992792241 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 320637310.00000000 JPY 2342313.20000000 USD 2023-09-20 93574.48000000 N N N Republic Finance Issuance Trust N/A 76042EAD1 5110000.00000000 PA USD 4627913.40000000 0.246928544166 Long ABS-O CORP US N 2 2030-11-20 Fixed 7.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 5763.00000000 NS USD 2795170.26000000 0.149140068826 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 1068824.00000000 NS 6060101.31000000 0.323344856449 Long EC CORP JE N 2 N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467CAE7 1300000.00000000 PA USD 1201286.84000000 0.064096275122 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 11.67000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 58.00000000 NC 17531.22000000 0.000935401823 N/A DE FR N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Purchased LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 100.00000000 930.00000000 EUR 2023-07-21 XXXX -84856.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 76.00000000 NC USD 1786.00000000 0.000095294432 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased McDonald's Corp. McDonald's Corp. 100.00000000 310.00000000 USD 2023-07-21 XXXX -19719.41000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2479.34000000 -0.00013228852 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 504518.56000000 CHF 565752.18000000 USD 2023-09-20 -2479.34000000 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 26774.00000000 NS USD 12203589.20000000 0.651138916032 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45774100.00000000 OU Notional Amount USD -965803.41000000 -0.05153173998 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-02-09 321228.96000000 USD 0.00000000 USD 45774100.00000000 USD -1287032.37000000 N N N REGIONAL MGMT ISSUANCE N/A 75907WAA3 4780000.00000000 PA USD 4128964.00000000 0.220306427825 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N MCM TR 2021 VFN1 N/A 55293CAA1 3511490.95000000 PA USD 3366863.84000000 0.179643548736 Long DBT CORP US N 3 2059-01-01 Variable 1.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -30674.68000000 -0.00163668880 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 18217631.00000000 BRL 3721940.03000000 USD 2023-09-20 -30674.68000000 N N N CARESYNTAX INC C 2 N/A 000000000 7084.00000000 NS USD 638410.08000000 0.034063228502 Long EC CORP US N 3 N N N ATENTO LUXCO 1 SA 549300MLFF3HYCZQTC48 04684LAC2 202000.00000000 PA USD 31804.90000000 0.001696993218 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 3319.00000000 NS USD 1418241.89000000 0.075672203627 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -22.00000000 NC -21449.73000000 -0.00114447919 N/A DE FR N 1 Eurex Deutschland 529900LN3S50JPU47S06 Put Written LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 100.00000000 800.00000000 EUR 2023-07-21 XXXX 8921.59000000 N N N Regatta XVII Funding Ltd N/A 75888BAG9 750000.00000000 PA USD 747084.23000000 0.039861683946 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 9.41000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AV1 277000.00000000 PA USD 263404.84000000 0.014054319527 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N Bally's Corporation 549300NS4D5IK406VT62 05875CAB0 2467017.54000000 PA USD 2407858.46000000 0.128474526789 Long LON CORP US N 2 2028-10-02 Floating 8.40000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 000000000 294000.00000000 PA 314662.92000000 0.016789263329 Long DBT NUSS PL N 2 2043-02-14 Fixed 4.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 160.00000000 NC USD 10800.00000000 0.000576248526 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 100.00000000 82.50000000 USD 2023-09-15 XXXX -16756.65000000 N N N Mirion Technologies N/A 000000000 477390.00000000 NS USD 4033945.50000000 0.215236587954 Long EC CORP US N 2 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 19166.00000000 NS USD 8569693.58000000 0.457247527506 Long EC CORP US N 1 N N N Vita Global FinCo Limited N/A 000000000 2967000.96000000 PA 3523163.39000000 0.187983121454 Long LON CORP JE N 3 2027-07-06 Variable 10.93000000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 000000000 200000.00000000 PA 247157.11000000 0.013187400039 Long DBT CORP GB N 2 2025-12-01 Fixed 5.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 42700.00000000 0.002278315933 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 460.00000000 USD 2023-07-21 XXXX 17285.63000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 946000.00000000 PA USD 784943.50000000 0.041881716219 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 2355000.00000000 PA 2467449.92000000 0.131654109290 Long DBT CORP GB N 2 2028-11-30 Fixed 6.13000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAN8 0.16000000 PA USD 0.16000000 0.000000008537 Long LON CORP US N 2 2028-06-02 Floating 8.69000000 N N N N N N Axtel SAB de CV 549300BVRDR8XTSXAD13 05462GAJ3 620000.00000000 PA USD 626944.00000000 0.033451440382 Long DBT CORP MX N 2 2024-11-14 Fixed 6.38000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -6165000.00000000 OU Notional Amount USD -15516.94000000 -0.00082792720 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 6165000.00000000 OU Notional Amount N/A -15516.94000000 0.00000000 DIR US N/A N/A 2033-12-18 0.00000000 N/A 0.00000000 N/A 6165000.00000000 USD 1.00000000 2.40000000 USD 2023-12-14 XXXX 96686.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 29.00000000 NC USD 1725.50000000 0.000092066373 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 350.00000000 USD 2023-09-15 XXXX -2449.89000000 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 41761.00000000 NS USD 2291426.07000000 0.122262120015 Long EC CORP US N 1 N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AC3 208291.82000000 PA USD 206484.06000000 0.011017234749 Long ABS-O CORP IE N 2 2051-07-25 Floating 8.95000000 N N N N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 000000000 463859.00000000 OU Notional Amount USD 5267063.36000000 0.281031249962 N/A DE US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Blackrock Capital Allocation Trust - CFD CITI BCAT_CG LEONARDO SPA 463859.00000000 USD 5267063.36000000 USD Y Multi - See Part E Multi - See Part E 2023-02-24 0.00000000 USD 0.00000000 USD 463859.00000000 USD -147037.43000000 N N N Credit Suisse Mortgage Trust N/A 126395AN2 1000000.00000000 PA USD 892685.80000000 0.047630451553 Long ABS-MBS CORP US N 2 2037-10-15 Floating 10.06000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AG9 96000.00000000 PA USD 94560.00000000 0.005045375986 Long DBT CORP KY N 2 2024-11-15 Fixed 8.88000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 152788.00000000 NS USD 11423958.76000000 0.609540685275 Long EC CORP US N 1 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2252000.00000000 PA 2123592.42000000 0.113307129877 Long DBT NUSS ES N 2 2046-10-31 Fixed 2.90000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 27.00000000 NC -38774.77000000 -0.00206888000 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G U3 Comdty 2023-09-27 2603631.33000000 GBP -38774.77000000 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 108482.00000000 NS 6605074.13000000 0.352422614268 Long EC CORP FR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -127.00000000 NC USD -9207.50000000 -0.00049127854 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written DR Horton, Inc. DR Horton, Inc. 100.00000000 105.00000000 USD 2023-08-18 XXXX 3777.13000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 43.00000000 NC USD 3547.50000000 0.000189281634 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 520.00000000 USD 2023-07-21 XXXX -41354.35000000 N N N CIFC Funding Ltd 254900SVOWCOSOG16T40 12554VAU0 1000000.00000000 PA USD 957201.70000000 0.051072784174 Long ABS-CBDO CORP KY N 2 2034-10-16 Floating 8.31000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 246.00000000 NC USD 13899.00000000 0.000741599839 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 448.00000000 USD 2023-07-07 XXXX -54336.70000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 33300.00000000 0.001776766289 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased L3Harris Technologies, Inc. L3Harris Technologies, Inc. 100.00000000 180.00000000 USD 2023-08-18 XXXX 18859.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 578900.00000000 OU Notional Amount USD 61813.53000000 0.003298144034 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-30 30003.99000000 USD 0.00000000 USD 578900.00000000 USD 31809.54000000 N N N ZERO MASS WATER INC N/A 000000000 6628.00000000 NS USD 261342.04000000 0.013944256058 Long EP CORP US Y 3 N N N ARES CLO Ltd N/A 04018YAA5 1250000.00000000 PA USD 1158947.25000000 0.061837189349 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 11.96000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 70805.00000000 NS USD 13734045.85000000 0.732798489112 Long EC CORP US N 1 N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 359000.00000000 PA USD 19745.00000000 0.001053521032 Long DBT CORP KY N 2 2022-01-23 None 0.00000000 Y N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -74.00000000 NC USD -9287.00000000 -0.00049552037 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Activision Blizzard, Inc. Activision Blizzard, Inc. 100.00000000 75.00000000 USD 2023-08-18 XXXX 5717.92000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -160019.99000000 -0.00853808179 N/A DFE JP N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 4402692.63000000 USD 604943175.00000000 JPY 2023-09-20 -160019.99000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 518.08000000 0.000027642855 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 571515.97000000 GBP 726497.56000000 USD 2023-09-20 518.08000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DP4 850000.00000000 PA USD 652749.00000000 0.034828300865 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86000000 N N N N N N 522 Funding CLO LTD N/A 33834WAG7 1950000.00000000 PA USD 1863486.89000000 0.099428849472 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 8.90000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L4F1 1976881.54000000 PA USD 691908.54000000 0.036917710793 Long DBT MUN US N 2 2051-11-01 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 84.00000000 NC USD 7770.00000000 0.000414578800 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Toll Brothers, Inc. Toll Brothers, Inc. 100.00000000 85.00000000 USD 2023-08-18 XXXX -622.67000000 N N N iShares Russell Mid-Cap Growth ETF 5493004I787UFE6AN650 464287481 3986.00000000 NS USD 385167.18000000 0.020551112952 Long EC RF US N 1 N N N Elmwood CLO II Ltd. N/A 29001RAE8 3000000.00000000 PA USD 2933211.00000000 0.156505418179 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 12.05000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -154.00000000 NC USD -5159.00000000 -0.00027526538 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 35.00000000 USD 2023-08-18 XXXX 10116.69000000 N N N INFORMA PLC 5493006VM2LKUPSEDU20 000000000 100000.00000000 PA 114130.01000000 0.006089560192 Long DBT CORP GB N 2 2026-07-05 Fixed 3.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 92.00000000 NC USD 8740.00000000 0.000466334455 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 434.00000000 USD 2023-07-14 XXXX -23757.07000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 533096.00000000 PA USD 478000.53000000 0.025504361206 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 182074.00000000 0.009714803166 Long DBT CORP GB N 2 2024-01-21 Fixed 13.88000000 N N N N N N DEEP INSTINCT LTD N/A 000000000 310467.00000000 NS USD 2266409.10000000 0.120927305932 Long EP CORP US Y 3 N N N INDIA GREEN ENERGY HLDNG 2549005BFUXXT5HWAG36 45410FAA3 281000.00000000 PA USD 274677.50000000 0.014655787463 Long DBT CORP MU N 2 2024-04-29 Fixed 5.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 107.00000000 NC USD 23272.50000000 0.001241735539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 62.50000000 USD 2023-07-21 XXXX -16606.02000000 N N N 10X FUTURE TECHNOLOGIES HOLDINGS LIMITED N/A 000000000 114500.00000000 NS 1608289.03000000 0.085812424402 Long EP CORP GB Y 3 N N N PROOF ACQUISITION CORP N/A 000000000 29114.00000000 NS USD 32607.68000000 0.001739826624 Long EC CORP US N 3 N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 47815405.63000000 NS USD 47815405.63000000 2.551255280828 Long STIV RF US N 1 N N N CINEMARK HOLDINGS INC 549300LL2QMPTYIE0K55 17243VAB8 4035000.00000000 PA USD 5505354.00000000 0.293745567569 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 Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -17813.47000000 -0.00095046165 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 653568.30000000 GBP 812394.61000000 USD 2023-09-20 -17813.47000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 48742598.00000000 OU Notional Amount -17983.13000000 -0.00095951408 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 174.50000000 MXN 0.00000000 MXN 48742598.00000000 MXN -17991.71000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 200000.00000000 PA USD 203600.00000000 0.010863351849 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.34000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2297800.00000000 OU Notional Amount USD 119974.68000000 0.006401410421 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-11-28 42233.92000000 USD 0.00000000 USD 2297800.00000000 USD 77740.76000000 N N N LIGHTNING EMOTORS WARRANTS N/A 000000000 82174.00000000 NS USD 2498.09000000 0.000133288951 N/A DE US N 2 N/A N/A Call Purchased Lightning eMotors Inc Lightning eMotors Inc 1.00000000 230.00000000 USD 2025-05-18 XXXX 2498.09000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 200000.00000000 PA 240218.85000000 0.012817199844 Long DBT CORP GB N 2 2024-10-16 Fixed 2.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6480000.00000000 OU Notional Amount -85448.14000000 -0.00455920044 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-20 0.00000000 GBP -13.11000000 GBP 6480000.00000000 GBP -85431.39000000 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 115000.00000000 PA USD 116828.62000000 0.006233548158 Long DBT CORP US N 2 2025-05-01 Fixed 6.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 53.00000000 NC USD 45580.00000000 0.002431982206 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 465.00000000 USD 2023-08-18 XXXX -21380.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -127.00000000 NC USD -3175.00000000 -0.00016940639 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Toll Brothers, Inc. Toll Brothers, Inc. 100.00000000 65.00000000 USD 2023-08-18 XXXX 2219.30000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 544000.00000000 PA USD 542079.68000000 0.028923390443 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 69341.00000000 NS USD 6997893.72000000 0.373382031849 Long EC CORP TW N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 34.00000000 NC USD 510.00000000 0.000027211735 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Air Transport Services Group, Inc. Air Transport Services Group, Inc. 100.00000000 12.50000000 USD 2023-09-15 XXXX -2118.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2365500.00000000 OU Notional Amount USD 262715.26000000 0.014017526058 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-06 122135.51000000 USD 0.00000000 USD 2365500.00000000 USD 140579.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -718.90000000 -0.00003835787 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1881150.00000000 NOK 175008.22000000 USD 2023-09-20 -718.90000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 720000.00000000 PA USD 639079.20000000 0.034098930300 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 690000.00000000 PA 568633.99000000 0.030340231369 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 354000.00000000 PA USD 326572.08000000 0.017424692579 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAF2 354000.00000000 PA USD 358088.70000000 0.019106304230 Long DBT CORP NL N 2 2081-01-23 Fixed 8.50000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AJ4 1275000.00000000 PA USD 1183980.59000000 0.063172876875 Long DBT CORP US N 2 2028-02-15 Fixed 4.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 243.00000000 NC USD 40459.50000000 0.002158771041 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 42.50000000 USD 2023-07-21 XXXX 4536.21000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -20266.88000000 -0.00108136664 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 48976324.53000000 MXN 2799687.00000000 USD 2023-09-20 -20266.88000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 406000.00000000 PA USD 376703.04000000 0.020099497378 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 328803.00000000 NS USD 8663959.05000000 0.462277188449 Long EC CORP US N 1 N N N Canyon Capital CLO Ltd N/A 13876TAA8 250000.00000000 PA USD 233012.55000000 0.012432698015 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 12.51000000 N N N N N N Opendoor GP II LLC N/A 000000000 3553739.22000000 PA USD 3354729.82000000 0.178996121778 Long LON CORP US N 3 2026-01-23 Fixed 10.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 9175000.00000000 OU Notional Amount USD 434.34000000 0.000023174794 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 9175000.00000000 OU Notional Amount N/A 434.34000000 0.00000000 DCR US CDX.NA.IG.S40 2I65BYEC5 buy protection 2028-06-20 0.00000000 N/A 0.00000000 N/A 9175000.00000000 USD 1.00000000 1.10000000 USD 2023-07-19 XXXX -12410.66000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 176.00000000 NC USD 174680.00000000 0.009320286350 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 125.00000000 USD 2023-08-18 XXXX 61837.70000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 383.00000000 NC USD 334167.50000000 0.017829956429 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 190.00000000 USD 2023-08-18 XXXX 166708.77000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 132000.00000000 PA USD 115704.54000000 0.006173571358 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N CSMC 2022 LION N/A 12660TAA0 3400000.00000000 PA USD 3045877.76000000 0.162516904699 Long ABS-MBS CORP US N 3 2027-02-15 Variable 3.95000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11316932.00000000 OU Notional Amount USD 16150.96000000 0.000861756194 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 11316932.00000000 OU Notional Amount N/A 16150.96000000 0.00000000 DIR US N/A N/A 2033-10-24 0.00000000 N/A 0.00000000 N/A 11316932.00000000 USD 1.00000000 4.55000000 USD 2023-10-24 XXXX -272543.76000000 N N N Signal Parent, Inc N/A 82666KAB4 2835886.95000000 PA USD 2287624.93000000 0.122059305077 Long LON CORP US N 2 2028-04-03 Variable 8.70000000 N N N N N N Freddie Mac - SLST N/A 35564CHL4 7523672.58000000 PA USD 7269810.32000000 0.387890507779 Long ABS-MBS USGSE US N 2 2060-04-26 Variable 4.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1440000.00000000 OU Notional Amount -191394.09000000 -0.01021208910 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S35 2I667KJN9 Y sell protection 2026-06-23 0.00000000 EUR -106878.18000000 EUR 1440000.00000000 EUR -55115.62000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 47688203.00000000 OU Notional Amount USD -2209809.47000000 -0.11790735654 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-18 173.44000000 USD 0.00000000 USD 47688203.00000000 USD -2209982.91000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3371.79000000 0.000179906390 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3163951.00000000 EUR 3469077.37000000 USD 2023-09-20 3371.79000000 N N N Octagon Investment Partners 54 Ltd N/A 67577FAJ7 250000.00000000 PA USD 231768.93000000 0.012366342997 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.31000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 741000.00000000 PA USD 676503.36000000 0.036095746694 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -53.00000000 NC USD -48627.50000000 -0.00259458566 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NVIDIA Corp. NVIDIA Corp. 100.00000000 310.00000000 USD 2023-12-15 XXXX 10083.88000000 N N N Informatica Inc N/A 45674M101 41280.00000000 NS USD 763680.00000000 0.040747173577 Long EC CORP US N 1 N N N BCP V MODULAR SERVICES 213800K8U94KVZL98H64 000000000 3137000.00000000 PA 2584437.08000000 0.137896116564 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 680000.00000000 PA USD 602248.80000000 0.032133794770 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N TICP CLO Ltd N/A 87249QAG5 250000.00000000 PA USD 244218.25000000 0.013030593211 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 8.30000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAE2 200000.00000000 PA USD 153768.00000000 0.008204498463 Long DBT CORP PA N 2 2061-08-11 Fixed 5.13000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 3402000.00000000 PA USD 3440442.60000000 0.183569442442 Long DBT CORP US N 2 2028-07-01 Fixed 8.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 126395AQ5 1700000.00000000 PA USD 1420508.27000000 0.075793129380 Long ABS-MBS CORP US N 2 2037-10-15 Floating 11.35000000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 751000.00000000 PA 708860.11000000 0.037822184611 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -32.00000000 NC USD -11520.00000000 -0.00061466509 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Humana, Inc. Humana, Inc. 100.00000000 410.00000000 USD 2023-08-18 XXXX 14328.46000000 N N N AVIANCA MIDCO 2 PLC N/A 05368PAA7 417936.00000000 PA USD 348976.56000000 0.018620113744 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N Regatta XX Funding Ltd N/A 75884YAG3 1500000.00000000 PA USD 1453209.15000000 0.077537928816 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.36000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 508370.00000000 NS 5163258.09000000 0.275492580159 Long EC CORP HK N 2 N N N Benefit Street Partners CLO Ltd N/A 08182KAE8 250000.00000000 PA USD 233901.58000000 0.012480133406 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 12.01000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 9297.00000000 NS USD 3415438.89000000 0.182235335864 Long EC CORP US N 1 N N N Post CLO LTD N/A 73742GAA2 750000.00000000 PA USD 684063.15000000 0.036499109457 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 11.71000000 N N N N N N SCIH Salt Holdings Inc. N/A 78397GAF8 855479.83000000 PA USD 841843.48000000 0.044917691185 Long LON CORP US N 2 2027-03-16 Floating 9.19000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 000000000 193250.31000000 PA USD 128880.56000000 0.006876595627 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 100.00000000 NC 23174.43000000 0.001236502883 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX Banks Index Futures CAU3 Index 2023-09-15 520180.00000000 EUR 23174.43000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 14654.83000000 0.000781928165 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1704587.00000000 EUR 1881812.91000000 USD 2023-09-20 14654.83000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11670567.00000000 OU Notional Amount USD -730154.74000000 -0.03895838823 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-11-04 177.45000000 USD 0.00000000 USD 11670567.00000000 USD -730332.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 316.00000000 NC USD 30020.00000000 0.001601757477 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Shell PLC Shell PLC 100.00000000 62.50000000 USD 2023-08-18 XXXX -18072.27000000 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 104688.00000000 NS 4438893.75000000 0.236843146502 Long EC CORP KY N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -318.00000000 NC USD -8427.00000000 -0.00044963391 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 40.00000000 USD 2023-08-18 XXXX 1994.07000000 N N N FLYR WARRANTS N/A 000000000 5990.00000000 NS USD 99434.00000000 0.005305434812 N/A DE US N 3 N/A N/A Call Purchased FLYR WARRANTS FLYR WARRANTS 1.00000000 3.95000000 USD 2032-05-10 XXXX 99433.94000000 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 87933.00000000 NS USD 4180334.82000000 0.223047387021 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -107.00000000 NC USD -1230.50000000 -0.00006565498 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 72.50000000 USD 2023-07-21 XXXX 9898.64000000 N N N SALT PAY CO LTD N/A 000000000 1235.00000000 NS USD 819138.45000000 0.043706233770 Long EC CORP KY Y 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -269.00000000 NC USD -1210.50000000 -0.00006458785 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. Walt Disney Co. 100.00000000 105.00000000 USD 2023-07-21 XXXX 13914.05000000 N N N Social Professional Loan Program LLC N/A 83404F104 105000.00000000 PA USD 611475.79000000 0.032626113232 Long ABS-O CORP US N 2 2040-03-26 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 9964259.00000000 OU Notional Amount USD 2991.47000000 0.000159613905 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 9964259.00000000 OU Notional Amount N/A 2991.47000000 0.00000000 DIR US N/A N/A 2033-08-09 0.00000000 N/A 0.00000000 N/A 9964259.00000000 USD 1.00000000 2.85000000 USD 2023-08-07 XXXX -110109.19000000 N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 20332.00000000 NS USD 855977.20000000 0.045671814826 Long EC CORP CA N 1 N N N Kronos Acquisition Holdings Inc. N/A 50106JAF3 515475.00000000 PA USD 504521.16000000 0.026919405090 Long LON CORP US N 2 2026-12-22 Floating 11.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659RAL3 2410000.00000000 PA USD 1724113.28000000 0.091992383048 Long ABS-MBS CORP US N 2 2031-07-15 Variable 3.65000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 204119.46000000 0.010891068336 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 981279760.00000000 JPY 7086168.81000000 USD 2023-09-20 204119.46000000 N N N Palmer Square Loan Funding Ltd N/A 69702BAG6 250000.00000000 PA USD 239629.63000000 0.012785761219 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.75000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 527000.00000000 PA USD 505145.31000000 0.026952707453 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 257000.00000000 PA USD 232870.27000000 0.012425106474 Long DBT NUSS BH N 2 2047-09-20 Fixed 7.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 534.00000000 NC USD 5073.00000000 0.000270676738 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Pfizer, Inc. 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Spirit AeroSystems Holdings, Inc. 100.00000000 20.00000000 USD 2023-07-21 XXXX -1993.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2395700.00000000 OU Notional Amount USD -3875.95000000 -0.00020680652 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-06-22 125022.01000000 USD 0.00000000 USD 2395700.00000000 USD -128897.96000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 7176778.00000000 OU Notional Amount USD 14040.29000000 0.000749138557 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. 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FreeWire Technologies, Inc. 1.00000000 3.35440000 USD 2027-04-26 XXXX 4789.77000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -837868.65000000 -0.04470560878 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 48808040.00000000 GBP 61161511.11000000 USD 2023-09-20 -837868.65000000 N N N 2023-07-31 BlackRock Capital Allocation Term Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer