NPORT-P/A false 0001752724-24-040741 0001864843 XXXXXXXX BlackRock ESG Capital Allocation Term Trust 811-23701 0001864843 549300EWOI5G0PSVIX17 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock ESG Capital Allocation Term Trust 549300EWOI5G0PSVIX17 2023-12-31 2023-12-31 N 1976448184.14 137781566.81 1838666617.33 0.00000000 106207.33000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10179754.81000000 0.00000000 0.00000000 7592916.15000000 USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 177.00000000 NC USD 20620.50000000 0.001121492053 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intel Corp. Intel Corp. 100.00000000 55.00000000 USD 2024-02-16 XXXX -5260.31000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -94102.69000000 -0.00511798545 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 8467854.00000000 AUD 5689661.18000000 USD 2024-03-20 -94102.69000000 N N N Mill City Solar Loan Ltd. N/A 59982WAD9 1899937.26000000 PA USD 1272447.83000000 0.069204923720 Long ABS-O CORP KY N 2 2043-03-20 Fixed 7.14000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 224000.00000000 PA USD 222320.00000000 0.012091370882 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 865000.00000000 PA USD 798002.20000000 0.043401136044 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 2661000.00000000 PA USD 2366302.31000000 0.128696648304 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N DBUBS Mortgage Trust N/A 23305JAN2 1470000.00000000 PA USD 1031976.75000000 0.056126365719 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N Progress Residential Trust N/A 74333QAN5 2400000.00000000 PA USD 1989949.44000000 0.108227854970 Long ABS-O CORP US N 2 2040-11-17 Fixed 4.05000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -86.00000000 NC USD -9116.00000000 -0.00049579406 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 130.00000000 USD 2024-02-16 XXXX 11308.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 122.00000000 NC USD 35380.00000000 0.001924220501 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 38.00000000 USD 2024-01-19 XXXX 13759.25000000 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 3500000.00000000 PA USD 3070196.26000000 0.166979496503 Long DBT US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9918800.00000000 OU Notional Amount USD 136821.23000000 0.007441328879 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-10 45.13000000 USD 0.00000000 USD 9918800.00000000 USD 136776.10000000 N N N GS Mortgage Securities Trust N/A 36265AAL5 2150000.00000000 PA USD 2083073.51000000 0.113292615984 Long ABS-MBS CORP US N 2 2036-11-15 Floating 8.41000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 13860.00000000 NS 11261760.63000000 0.612496062301 Long EC CORP FR N 2 N N N OCEANA A NOTE 2 YEAR N/A 000000000 1682000.00000000 PA 1144823.54000000 0.062263791010 Long DBT CORP AU N 3 2025-08-31 Fixed 12.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 932.00000000 NC USD 37746.00000000 0.002052900707 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 26.00000000 USD 2024-02-16 XXXX -9058.34000000 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 12755.00000000 NS USD 1842842.40000000 0.100227109288 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 100000.00000000 PA 117913.30000000 0.006412978779 Long DBT CORP US N 2 2026-10-23 Fixed 1.75000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 87645.00000000 NS USD 23062905.30000000 1.254327733077 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 6589.00000000 NS USD 4118322.67000000 0.223984197634 Long EC CORP US N 1 N N N iShares J.P. Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 464288281 66207.00000000 NS USD 5896395.42000000 0.320688664515 Long EC RF US N 1 N N N Hudson Yards N/A 44421MAN0 2000000.00000000 PA USD 1427795.40000000 0.077653849074 Long ABS-MBS CORP US N 2 2041-12-10 Variable 2.94000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3560.02000000 0.000193619657 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3416899.74000000 USD 3088885.44000000 EUR 2024-03-20 3560.02000000 N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 635000.00000000 PA USD 621310.22000000 0.033791347172 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAP4 2176000.00000000 PA USD 2088957.65000000 0.113612638110 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 22163.00000000 NS USD 3484688.49000000 0.189522584309 Long EC CORP US N 1 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 7712963.00000000 OU Notional Amount 260143.98000000 0.014148512707 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 7712963.00000000 OU Notional Amount N/A 260143.98000000 0.01000000 DIR US N/A N/A 2029-03-05 0.00000000 N/A 0.00000000 N/A 7712963.00000000 EUR 1.00000000 3.00000000 EUR 2024-03-01 XXXX 144065.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9763.66000000 0.000531018505 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 412163.83000000 USD 381026.46000000 EUR 2024-03-20 9763.66000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 61.00000000 NC USD 2074.00000000 0.000112799132 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 610.00000000 USD 2024-02-16 XXXX -14182.94000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 14577981.00000000 OU Notional Amount 248.79000000 0.000013531001 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14577981.00000000 BRL 248.79000000 N N N EIS Group Inc N/A 000000000 340631.00000000 PA USD 330003.31000000 0.017947968755 Long LON CORP US N 3 2028-07-10 Variable 12.36000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 4230.00000000 0.000230058019 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Applied Materials, Inc. Applied Materials, Inc. 100.00000000 170.00000000 USD 2024-02-16 XXXX -694.97000000 N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 38178QAA6 250000.00000000 PA USD 249402.53000000 0.013564314903 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 12.24000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4824462.00000000 OU Notional Amount USD -23538.44000000 -0.00128019075 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-12-15 79.89000000 USD 0.00000000 USD 4824462.00000000 USD -23618.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14190595.00000000 OU Notional Amount -1202.92000000 -0.00006542349 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14190595.00000000 BRL -1202.92000000 N N N General Motors Co 54930070NSV60J38I987 37045V100 9924.00000000 NS USD 356470.08000000 0.019387423290 Long EC CORP US N 1 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 2654000.00000000 PA USD 2603863.02000000 0.141616919318 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 80.00000000 NC USD 800.00000000 0.000043509790 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Frontier Communications Parent, Inc. Frontier Communications Parent, Inc. 100.00000000 20.00000000 USD 2024-01-19 XXXX -1870.87000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3004061.00000000 OU Notional Amount 118195.63000000 0.006428333928 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-17 114.53000000 GBP 0.00000000 GBP 3004061.00000000 GBP 118053.67000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 132.00000000 NC USD 28644.00000000 0.001557868062 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.Com, Inc. Amazon.Com, Inc. 100.00000000 155.00000000 USD 2024-01-19 XXXX 114.89000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -24.00000000 NC -48065.11000000 -0.00261412860 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATH4 Comdty 2024-03-07 -3112700.80000000 EUR -48065.11000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 5391.00000000 0.000293201603 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 280.00000000 USD 2024-02-16 XXXX -2298.95000000 N N N EIS Group Inc N/A 000000000 3406310.00000000 PA USD 3300033.13000000 0.179479689188 Long LON CORP US N 3 2028-05-01 Variable 12.36000000 N N N N N N STEM INC 549300GVWIYFILN5V546 85859NAA0 275000.00000000 PA USD 139675.27000000 0.007596552234 Long DBT CORP US N 2 2028-12-01 Fixed 0.50000000 N N N N Y Stem Inc USD XXXX N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 4817000.00000000 OU Notional Amount USD 203220.51000000 0.011052602363 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 4817000.00000000 OU Notional Amount N/A 203220.51000000 0.01000000 DIR US N/A N/A 2034-01-12 0.00000000 N/A 0.00000000 N/A 4817000.00000000 USD 1.00000000 4.00000000 USD 2024-01-10 XXXX 157779.27000000 N N N Stratus CLO N/A 863171AE4 1250000.00000000 PA USD 803325.00000000 0.043690628438 Long ABS-CBDO CORP KY N 2 2029-12-29 Variable 0.00000000 N N N N N N Galaxy Universal LLC N/A 000000000 6177993.36000000 PA USD 6062464.88000000 0.329720723858 Long LON CORP US N 3 2026-11-12 Variable 11.28000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 93.00000000 NC -5198.98000000 -0.00028275816 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX Banks Index Futures CAH4 Index 2024-03-15 559989.24000000 EUR -5198.98000000 N N N Volvo AB 549300HGV012CNC8JD22 000000000 125246.00000000 NS 3258901.16000000 0.177242634922 Long EC CORP SE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 20.00000000 NC USD 29200.00000000 0.001588107366 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Norfolk Southern Corp. Norfolk Southern Corp. 100.00000000 230.00000000 USD 2024-03-15 XXXX 10066.20000000 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 68699.00000000 NS USD 10942376.72000000 0.595125653387 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 269.00000000 NC USD 38332.50000000 0.002084798823 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 62.50000000 USD 2024-01-19 XXXX -8622.03000000 N N N Redstone Holdco 2 LP N/A 75774EAG0 672709.36000000 PA USD 505480.54000000 0.027491690730 Long LON CORP US N 2 2028-04-27 Variable 10.22000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 101.00000000 NC USD 10352.50000000 0.000563043887 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 555.00000000 USD 2024-02-16 XXXX -44885.00000000 N N N RRX Ltd N/A 40256JAA3 250000.00000000 PA USD 247970.43000000 0.013486426939 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 12.24000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 938000.00000000 PA USD 911923.51000000 0.049597001512 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3954.78000000 -0.00021508956 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 90638505.00000000 HKD 11624033.39000000 USD 2024-03-20 -3954.78000000 N N N FREED CORP 4A2 N/A 000000000 4337000.00000000 PA USD 4206890.00000000 0.228801130142 Long DBT CORP US N 3 2028-11-30 Fixed 12.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 3598.00000000 NS USD 1066842.98000000 0.058022643688 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 40.00000000 NC USD 2700.00000000 0.000146845544 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 505.00000000 USD 2024-01-19 XXXX -23358.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1009.77000000 -0.00005491860 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8622498.51000000 HKD 1105168.13000000 USD 2024-03-20 -1009.77000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BL8 2427000.00000000 PA USD 2407888.27000000 0.130958393833 Long DBT CORP US N 2 2027-01-26 Fixed 4.76000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -129.00000000 NC USD -19027.50000000 -0.00103485318 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Oracle Corp. Oracle Corp. 100.00000000 95.00000000 USD 2024-03-15 XXXX 1802.47000000 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 22700.00000000 NS USD 11950869.00000000 0.649974763633 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 131.00000000 NC USD 144755.00000000 0.007872824721 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 505.00000000 USD 2024-01-19 XXXX -24525.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -11825105.00000000 OU Notional Amount USD -79197.46000000 -0.00430733115 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 11825105.00000000 OU Notional Amount N/A -79197.46000000 0.00000000 DIR US N/A N/A 2028-01-26 0.00000000 N/A 0.00000000 N/A 11825105.00000000 USD 1.00000000 3.45000000 USD 2024-01-23 XXXX -61478.07000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 31186.00000000 NS 23541921.15000000 1.280380082398 Long EC CORP NL N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -1978.00000000 -0.00010757795 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walmart, Inc. Walmart, Inc. 100.00000000 170.00000000 USD 2024-02-16 XXXX 411.92000000 N N N Madison Park Funding Ltd N/A 55819GAU3 250000.00000000 PA USD 249430.30000000 0.013565825237 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 8.99000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 2500000.00000000 PA USD 2185441.28000000 0.118860116314 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 46651251.00000000 OU Notional Amount -28933.18000000 -0.00157359576 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 115.73000000 MXN 0.00000000 MXN 46651251.00000000 MXN -28938.14000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 2750000.00000000 PA USD 2667298.62000000 0.145067006430 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBH3 383000.00000000 PA USD 413075.84000000 0.022466054264 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 552.00000000 NC USD 120888.00000000 0.006574764498 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 476.00000000 USD 2024-01-05 XXXX -59185.03000000 N N N OHA Loan Funding Ltd N/A 67104LAE7 494177.85000000 PA USD 494233.40000000 0.026879989843 Long ABS-CBDO CORP KY N 2 2031-05-23 Floating 6.68000000 N N N N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 378536662.10000000 NS USD 378536662.10000000 20.58756375583 Long STIV RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -220.00000000 NC USD -244200.00000000 -0.01328136366 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 145.00000000 USD 2024-02-16 XXXX -197767.14000000 N N N GoldenTree Loan Management US CLO 9 Ltd N/A 38138HAA5 750000.00000000 PA USD 717102.98000000 0.039001250865 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 10.43000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 211600.00000000 NS 1815978.40000000 0.098766050510 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -207.00000000 NC USD -102982.50000000 -0.00560093379 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 160.00000000 USD 2024-02-16 XXXX -41756.38000000 N N N Progress Residential Trust N/A 74333YAQ1 2000000.00000000 PA USD 1661132.80000000 0.090344425919 Long ABS-O CORP US N 2 2041-02-17 Fixed 5.52000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 1987000.00000000 PA USD 1783244.28000000 0.096985732116 Long DBT CORP US N 2 2032-03-15 Fixed 4.38000000 N N N N N N NextEra Energy Inc N/A 65339F101 206914.00000000 NS USD 12567956.36000000 0.683536441111 Long EC CORP US N 1 N N N RXO Inc 549300KL8CA6GP8XPM30 74982T103 5166.00000000 NS USD 120161.16000000 0.006535233677 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 15713.00000000 NS USD 2861180.17000000 0.155611688548 Long EC CORP US N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5238.95000000 -0.00028493202 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 609404.00000000 CAD 455156.07000000 USD 2024-03-20 -5238.95000000 N N N CRH PLC 549300MIDJNNTH068E74 000000000 115333.00000000 NS 7937133.59000000 0.431678778261 Long EC CORP IE N 2 N N N Ariston Holding NV 815600CC86D25A205563 000000000 450912.00000000 NS 3130815.81000000 0.170276426432 Long EC CORP NL N 2 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -24755352.00000000 OU Notional Amount USD -22216.69000000 -0.00120830441 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 24755352.00000000 OU Notional Amount N/A -22216.69000000 0.00000000 DIR US N/A N/A 2026-11-25 0.00000000 N/A 0.00000000 N/A 24755352.00000000 USD 1.00000000 5.00000000 USD 2024-11-21 XXXX 42353.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 21905.00000000 0.001191352461 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 275.00000000 USD 2024-02-16 XXXX -11432.70000000 N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAA4 425000.00000000 PA USD 416279.68000000 0.022640302275 Long DBT CORP US N 2 2025-08-15 Fixed 5.00000000 N N N N N N LESSEN SERIES C CONV PREF N/A 000000000 24168.00000000 NS USD 185126.88000000 0.010068539791 Long EC CORP US N 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 355.00000000 NC USD 68160.00000000 0.003707034182 N/A DE CH N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UBS Group AG UBS Group AG 100.00000000 30.00000000 USD 2024-02-16 XXXX 5811.21000000 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 32609.00000000 NS USD 1696972.36000000 0.092293640620 Long EC CORP CW N 1 N N N FREEWIRE TECH NOTES + WTS N/A 000000000 3491428.13000000 PA USD 3674728.11000000 0.199858314463 Long DBT CORP US N 3 2025-03-31 Floating 16.65000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -28338.08000000 -0.00154122991 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 806147.01000000 CHF 937698.63000000 USD 2024-03-20 -28338.08000000 N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAF3 1294000.00000000 PA USD 1188629.58000000 0.064646280559 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BW8 2605000.00000000 PA USD 2689012.81000000 0.146247981262 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -770.57000000 -0.00004190917 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8411670.36000000 HKD 1078360.24000000 USD 2024-03-20 -770.57000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 948021.00000000 NC 121.90000000 0.000006629804 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased Tokyo Stock Exchange TOPIX Banks Index TPNBNK INDEX 1.00000000 286.49000000 JPY 2024-01-12 XXXX -73353.80000000 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 261155.00000000 NS 12642770.90000000 0.687605397348 Long EC CORP GB N 2 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 41236.00000000 NS USD 11290416.80000000 0.614054592256 Long EC CORP US N 1 N N N Altar Bidco, Inc. N/A 02090CAB6 1636718.83000000 PA USD 1603984.45000000 0.087236284973 Long LON CORP US N 2 2030-02-01 Variable 10.81000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 41442.00000000 NS 6378816.15000000 0.346926195857 Long EC CORP DE N 2 N N N UMBS, TBA 254900HROIFWPRGM1V77 01F042616 76345026.00000000 PA USD 74000995.51000000 4.024709798531 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N SUMIT 2022-BVUE Mortgage Trust N/A 865592AJ8 650000.00000000 PA USD 448898.78000000 0.024414365049 Long ABS-MBS CORP US N 2 2041-02-12 Variable 2.89000000 N N N N N N Home Partners of America Trust N/A 43730XAG9 3674482.64000000 PA USD 3111055.11000000 0.169201696527 Long ABS-O CORP US N 2 2041-01-17 Fixed 4.24000000 N N N N N N VanEck J. P. Morgan EM Local Currency Bond ETF 549300CNWPR88MZBEA63 92189H300 84550.00000000 NS USD 2143342.50000000 0.116570479922 Long EC RF US N 1 N N N Progress Residential Trust N/A 74333WAN2 2978602.85000000 PA USD 2579052.17000000 0.140267525699 Long ABS-O CORP US N 2 2040-12-17 Fixed 4.61000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -33415.45000000 -0.00181737405 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1303699.14000000 CHF 1528856.96000000 USD 2024-03-20 -33415.45000000 N N N FREEWIRE WARRANTS TRANCHE A N/A 000000000 354944.00000000 NS USD 21296.64000000 0.001158265440 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 21296.29000000 N N N Tricon Residential N/A 89614YAG1 1375000.00000000 PA USD 1232511.64000000 0.067032904626 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.69000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 225.76000000 0.000012278462 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 297541.04000000 USD 233518.34000000 GBP 2024-03-20 225.76000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 41334.00000000 NS USD 21939673.86000000 1.193238276760 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 10670.00000000 NS USD 7043053.60000000 0.383052236529 Long EC CORP US N 1 N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAL4 3000000.00000000 PA USD 2570003.58000000 0.139775397876 Long DBT CORP US N 2 2031-01-30 Fixed 2.25000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 12876.00000000 0.000700290084 N/A DFE XX N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 492261.03000000 USD 456169.79000000 EUR 2024-03-20 12876.00000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -7712963.00000000 OU Notional Amount -1982.83000000 -0.00010784064 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A 7712963.00000000 OU Notional Amount N/A -1982.83000000 0.00000000 DIR US N/A N/A 2029-03-05 0.00000000 N/A 0.00000000 N/A 7712963.00000000 EUR 1.00000000 3.45000000 EUR 2024-03-01 XXXX 51799.19000000 N N N Velocity Commercial Capital Loan Trust N/A 92258DAN7 2787330.58000000 PA USD 2022752.98000000 0.110011948927 Long ABS-MBS CORP US N 2 2051-12-26 Variable 4.48000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAN6 3000000.00000000 PA USD 2586738.90000000 0.140685585718 Long ABS-O CORP US N 2 2039-02-17 Fixed 4.44000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 5672.00000000 NS USD 349225.04000000 0.018993385571 Long EC CORP US N 1 N N N Sigma Holdco BV 254900RAPCKVT00GAO59 000000000 757000.00000000 PA 746343.28000000 0.040591550037 Long DBT CORP NL N 2 2026-05-15 Fixed 5.75000000 N N N N N N Carval CLO LTD N/A 14687LAA2 250000.00000000 PA USD 241596.75000000 0.013139780084 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.41000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 136372.00000000 NS USD 9134196.56000000 0.496783727615 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -4450.50000000 -0.00024205040 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 90.00000000 USD 2024-02-16 XXXX -3098.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 133966.00000000 NS 9303357.18000000 0.505983906615 Long EC CORP FR N 2 N N N AT&T Inc 549300Z40J86GGSTL398 000000000 50000.00000000 PA 65286.94000000 0.003550776382 Long DBT CORP US N 2 2027-03-15 Fixed 5.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAH5 900000.00000000 PA USD 884276.19000000 0.048093340122 Long DBT CORP US N 2 2027-12-15 Fixed 11.25000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 64966.00000000 NS USD 7053358.62000000 0.383612698110 Long EC CORP US N 1 N N N DEUCE FINCO 9845007DA2BC863E8437 000000000 337000.00000000 PA 399616.97000000 0.021734063491 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N Progress Residential Trust N/A 74331UAJ7 2700000.00000000 PA USD 2551517.82000000 0.138770008437 Long ABS-O CORP US N 2 2039-04-17 Fixed 5.20000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 1394000.00000000 PA USD 1418156.63000000 0.077129622990 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 242.00000000 NC USD 92323.00000000 0.005021193028 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 476.00000000 USD 2024-01-12 XXXX -7192.06000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 15598.40000000 0.000848353902 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2924038.97000000 USD 2654673.26000000 EUR 2024-03-20 15598.40000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -58.00000000 NC USD -2784.00000000 -0.00015141407 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 145.00000000 USD 2024-02-16 XXXX 3468.91000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 24.00000000 NC USD 24000.00000000 0.001305293726 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 355.00000000 USD 2024-02-16 XXXX 138.74000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -22829.68000000 -0.00124164325 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 633426.68000000 CHF 736229.67000000 USD 2024-03-20 -22829.68000000 N N N FREEWIRE WRNTS TRNCH B UNVEST N/A 000000000 337197.00000000 NS USD 3.37000000 0.000000183284 N/A DE US N 3 N/A N/A Call Purchased FreeWire Technologies, Inc. FreeWire Technologies, Inc. 1.00000000 3.35440000 USD 2029-04-26 XXXX 3.03000000 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 73991.00000000 NS USD 6314391.94000000 0.343422340977 Long EC CORP US N 1 N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 100000.00000000 PA 115050.06000000 0.006257255062 Long DBT CORP SE N 2 2027-12-08 Fixed 1.38000000 N N N N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AP5 1290000.00000000 PA USD 1204789.05000000 0.065525149510 Long DBT CORP US N 2 2027-03-15 Fixed 6.88000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAE3 3000000.00000000 PA USD 3032670.39000000 0.164938568058 Long DBT US N 2 2032-12-15 Fixed 5.25000000 N N N N N N GoldenTree Loan Management US CLO1, LTD N/A 38138RAA3 1500000.00000000 PA USD 1402014.15000000 0.076251678079 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 11.03000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 506.01000000 0.000027520486 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 8334712.37000000 HKD 1069763.90000000 USD 2024-03-20 506.01000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -7712963.00000000 OU Notional Amount -99836.70000000 -0.00542984242 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 7712963.00000000 OU Notional Amount N/A -99836.70000000 -0.01000000 DIR US N/A N/A 2029-03-05 0.00000000 N/A 0.00000000 N/A 7712963.00000000 EUR 1.00000000 2.50000000 EUR 2024-03-01 XXXX -54162.93000000 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBF2 3000000.00000000 PA USD 2938667.34000000 0.159826001750 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N Generate CLO Ltd. 254900V675MOVWK0HA08 37148JAJ2 750000.00000000 PA USD 758729.93000000 0.041265225726 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 9.17000000 N N N N N N Stratus CLO N/A 86315XAC0 250000.00000000 PA USD 247527.28000000 0.013462325234 Long ABS-CBDO CORP KY N 2 2029-12-29 Floating 11.43000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -40.00000000 NC USD -17600.00000000 -0.00095721539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Humana, Inc. Humana, Inc. 100.00000000 445.00000000 USD 2024-01-19 XXXX 1965.16000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 11932500.00000000 OU Notional Amount USD 166507.30000000 0.009055872251 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 11932500.00000000 OU Notional Amount N/A 166507.30000000 0.01000000 DIR US N/A N/A 2028-02-05 0.00000000 N/A 0.00000000 N/A 11932500.00000000 USD 1.00000000 3.87000000 USD 2024-02-01 XXXX 127130.05000000 N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCL8 2650000.00000000 PA USD 2650271.97000000 0.144140973954 Long DBT CORP US N 2 2033-03-15 Fixed 4.65000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 1643000.00000000 PA USD 1651215.00000000 0.089805024164 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 201.00000000 NC USD 43918.50000000 0.002388605937 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. Walt Disney Co. 100.00000000 90.00000000 USD 2024-01-19 XXXX -15953.94000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -133.00000000 NC USD -3857.00000000 -0.00020977157 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. 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Delta Air Lines, Inc. 100.00000000 35.00000000 USD 2024-01-19 XXXX 83997.81000000 N N N KB HOME 549300LGUCWQURMWLG09 48666KAY5 2081000.00000000 PA USD 1988395.71000000 0.108143351886 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Apidos CLO Ltd 549300NWD6NYUKJT1J26 03769LAE8 250000.00000000 PA USD 248805.13000000 0.013531823967 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.28000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CR8 100000.00000000 PA 117036.08000000 0.006365269206 Long DBT CORP GB N 2 2027-07-24 Fixed 1.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 50000.00000000 PA 69696.47000000 0.003790598542 Long DBT CORP US N 2 2028-04-10 Fixed 7.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -62.00000000 NC USD -3689.00000000 -0.00020063452 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Micron Technology, Inc. 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E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 6302705.00000000 OU Notional Amount N/A 226823.76000000 0.01000000 DIR US N/A N/A 2034-05-30 0.00000000 N/A 0.00000000 N/A 6302705.00000000 USD 1.00000000 3.67000000 USD 2024-05-28 XXXX 84471.33000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 860000.00000000 PA USD 817988.74000000 0.044488148764 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Cedar Funding Ltd N/A 15033GAA1 250000.00000000 PA USD 235572.38000000 0.012812131235 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 12.00000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 38467.00000000 NS 2615716.63000000 0.142261604433 Long EC CORP FR N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 000000000 100000.00000000 PA 131225.23000000 0.007136977892 Long DBT CORP US N 2 2026-12-07 Fixed 5.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 24.00000000 NC USD 139680.00000000 0.007596809485 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Costco Wholesale Corp. 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International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8598.11000000 0.000467627459 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1599819.80000000 USD 1452500.25000000 EUR 2024-03-20 8598.11000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 2538.00000000 0.000138034811 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 560.00000000 USD 2024-01-19 XXXX -18471.95000000 N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446M102 24000.00000000 NS USD 759360.00000000 0.041299493493 Long EC CORP NO N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -71.00000000 NC USD -1100.50000000 -0.00005985315 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Chevron Corp. 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Advanced Micro Devices, Inc. 100.00000000 120.00000000 USD 2024-02-16 XXXX 12027.88000000 N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1250000.00000000 PA USD 1242512.25000000 0.067576810188 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Battalion CLO LTD 549300JMWGEYZEC6GK98 07132EAQ8 250000.00000000 PA USD 249320.20000000 0.013559837202 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 8.91000000 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 4982679.17000000 OU Notional Amount USD 20627.72000000 0.001121884729 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2024-03-15 0.00000000 USD 0.00000000 USD 4982679.17000000 USD 20627.72000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 146073.00000000 NS USD 54929290.92000000 2.987452450720 Long EC CORP US N 1 N N N ALM Loan Funding N/A 00166DAA9 325000.00000000 PA USD 317242.80000000 0.017253959853 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 11.66000000 N N N N N N Cedar Funding Ltd S6XOOCT0IEG5ABCC6L87 15034AAC9 500000.00000000 PA USD 495373.15000000 0.026941977698 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 7.26000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -12411529.00000000 OU Notional Amount -17717.68000000 -0.00096361568 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12411529.00000000 OU Notional Amount N/A -17717.68000000 0.00000000 DIR US N/A N/A 2029-06-03 0.00000000 N/A 0.00000000 N/A 12411529.00000000 EUR 1.00000000 3.40000000 EUR 2024-05-30 XXXX 35399.52000000 N N N Orion Group Holdco LLC N/A 000000000 607343.67000000 PA USD 603578.14000000 0.032826948306 Long LON CORP US N 3 2027-03-19 Variable 11.86000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 83710.00000000 NS USD 18071314.80000000 0.982848909621 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 288.00000000 NC USD 31680.00000000 0.001722987718 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco S&P 500 Equal Weight ETF Invesco S&P 500 Equal Weight ETF 100.00000000 160.00000000 USD 2024-01-19 XXXX -10719.09000000 N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 281730.00000000 NS 10015447.10000000 0.544712510990 Long EC CORP FI N 2 N N N Kering SA 549300VGEJKB7SVUZR78 000000000 10105.00000000 NS 4475487.22000000 0.243409391230 Long EC CORP FR N 2 N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L4G9 4125413.78000000 PA USD 1683470.02000000 0.091559285633 Long DBT MUN US N 2 2051-11-01 Variable 0.00000000 N N N N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 15000.00000000 NS USD 163500.00000000 0.008892313509 Long EC CORP CA N 1 N N N Morgan Stanley & Co. 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Advanced Micro Devices, Inc. 100.00000000 140.00000000 USD 2024-02-16 XXXX 97865.62000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 14.00000000 NC USD 30170.00000000 0.001640862988 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 320.00000000 USD 2024-01-19 XXXX 16278.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 19920.00000000 0.001083393792 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased KLA Corp. KLA Corp. 100.00000000 610.00000000 USD 2024-02-16 XXXX -1526.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -208.00000000 NC USD -6552.00000000 -0.00035634518 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walt Disney Co. 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Amazon.com, Inc. 100.00000000 165.00000000 USD 2024-02-16 XXXX -42748.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 168.00000000 NC USD 95760.00000000 0.005208121967 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Applied Materials, Inc. Applied Materials, Inc. 100.00000000 160.00000000 USD 2024-01-19 XXXX 13067.17000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -224483.15000000 -0.01220901863 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 64630631.00000000 EUR 71343879.27000000 USD 2024-03-20 -224483.15000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -948021.00000000 NC -0.13000000 -0.00000000707 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written Tokyo Stock Exchange TOPIX Banks Index TPNBNK INDEX 1.00000000 313.77000000 JPY 2024-01-12 XXXX 30264.97000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 191.00000000 NC USD 89770.00000000 0.004882342408 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 150.00000000 USD 2024-01-19 XXXX 16190.13000000 N N N Invesco S&P 500 Equal Weight ETF N/A 46137V357 12975.00000000 NS USD 2047455.00000000 0.111355423582 Long EC RF US N 1 N N N Orion Group Holdco, LLC N/A 000000000 115704.31000000 PA USD 115704.31000000 0.006292837913 Long LON CORP US N 3 2027-03-19 Variable 12.11000000 N N N N N N Trimaran CAVU Ltd N/A 89624UAJ1 550000.00000000 PA USD 539900.52000000 0.029363698394 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 8.89000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 122000.00000000 PA USD 117120.00000000 0.006369833383 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 78.00000000 NC USD 79365.00000000 0.004316443190 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 250.00000000 USD 2024-01-19 XXXX 25371.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11825105.00000000 OU Notional Amount USD 188047.90000000 0.010227406003 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 11825105.00000000 OU Notional Amount N/A 188047.90000000 0.01000000 DIR US N/A N/A 2028-01-26 0.00000000 N/A 0.00000000 N/A 11825105.00000000 USD 1.00000000 4.00000000 USD 2024-01-23 XXXX 142165.86000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466317AQ7 1952559.14000000 PA USD 1328766.09000000 0.072267918364 Long ABS-MBS CORP US N 2 2037-04-15 Floating 8.90000000 N N N N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 35863.00000000 NS USD 3968599.58000000 0.215841172216 Long EC RF US N 1 N N N Progress Residential Trust N/A 74333XAQ3 3000000.00000000 PA USD 2538237.60000000 0.138047733943 Long ABS-O CORP US N 2 2039-01-17 Fixed 4.69000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAC5 500000.00000000 PA USD 499708.15000000 0.027177746378 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.36000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -47.00000000 NC USD -8930.00000000 -0.00048567804 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 420.00000000 USD 2024-02-16 XXXX 6710.57000000 N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 399000.00000000 PA USD 380077.23000000 0.020671350989 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 101801.00000000 NS USD 9191612.29000000 0.499906410622 Long EC CORP US N 1 N N N Linde PLC 5299003QR1WT0EF88V51 000000000 16438.00000000 NS USD 6751250.98000000 0.367181897814 Long EC CORP IE N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2363950.00000000 OU Notional Amount USD 36387.72000000 0.001979027609 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 10.76000000 USD 0.00000000 USD 2363950.00000000 USD 36376.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -161.54000000 -0.00000878571 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 353233.00000000 DKK 52354.07000000 USD 2024-03-20 -161.54000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 165.00000000 NC USD 346912.50000000 0.018867612906 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 130.00000000 USD 2024-02-16 XXXX 248371.32000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 124.00000000 NC -58693.78000000 -0.00319219261 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGH4 Index 2024-03-15 5696648.44000000 EUR -58693.78000000 N N N VERGE GENOMICS N/A 000000000 48019.00000000 NS USD 345736.80000000 0.018803669830 Long STIV CORP US Y 3 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 171217.00000000 NS USD 32440484.99000000 1.764348397052 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 52576.00000000 NS USD 8288606.40000000 0.450794413836 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9541016.00000000 OU Notional Amount USD 167437.57000000 0.009106467068 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 43.41000000 USD 0.00000000 USD 9541016.00000000 USD 167394.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 72.00000000 NC USD 14760.00000000 0.000802755641 N/A DE IL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Nice Ltd. Nice Ltd. 100.00000000 210.00000000 USD 2024-01-19 XXXX -6855.79000000 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 88911.00000000 NS 2432900.02000000 0.132318713847 Long EC CORP GB N 2 N N N Golub Capital Partners CLO, LTD 254900DPK2EA9C8DGV68 38178CAA7 250000.00000000 PA USD 245763.43000000 0.013366394303 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 12.38000000 N N N N N N COTY/HFC PRESTIGE/INT US N/A 22207AAA0 245000.00000000 PA USD 251690.98000000 0.013688777379 Long DBT CORP US N 2 2030-07-15 Fixed 6.63000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -9608050.00000000 OU Notional Amount USD -7592.95000000 -0.00041295958 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A 9608050.00000000 OU Notional Amount N/A -7592.95000000 0.00000000 DIR US N/A N/A 2026-10-28 0.00000000 N/A 0.00000000 N/A 9608050.00000000 USD 1.00000000 5.00000000 USD 2024-10-24 XXXX 42059.87000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46654EAJ0 2000000.00000000 PA USD 1622003.60000000 0.088216296783 Long ABS-MBS CORP US N 2 2038-06-15 Floating 7.32000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 29050000.00000000 OU Notional Amount 73169.36000000 0.003979479439 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 29050000.00000000 BRL 73169.36000000 N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CG4 2500000.00000000 PA USD 2386260.08000000 0.129782096303 Long DBT CORP CA N 2 2027-03-15 Fixed 3.20000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467JAA0 1250000.00000000 PA USD 1231161.50000000 0.066959474240 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.51000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 300000.00000000 PA 367204.02000000 0.019971212646 Long DBT CORP ES N 2 2026-10-06 Fixed 3.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2600.00000000 NC USD 5669636.66000000 0.308355881733 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 277141302.14000000 USD 5669636.66000000 N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 3498000.00000000 PA USD 3056167.62000000 0.166216517512 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 1589.98000000 0.000086474621 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXH4 Comdty 2024-03-07 -275880.26000000 EUR 1589.98000000 N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 290200.00000000 NS 5700999.68000000 0.310061629784 Long EC CORP JP N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 100000.00000000 PA 110211.35000000 0.005994090987 Long DBT CORP US N 2 2028-11-03 Fixed 1.13000000 N N N N N N RMF Buyout Issuance Trust N/A 74969TAE0 3500000.00000000 PA USD 3034932.60000000 0.165061603413 Long ABS-O CORP US N 2 2031-11-25 Variable 4.70000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 128.00000000 NC USD 20992.00000000 0.001141696912 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 205.00000000 USD 2024-02-16 XXXX -20252.06000000 N N N Nice Ltd 254900YTY4EF5Z4W0A51 653656108 19560.00000000 NS USD 3902415.60000000 0.212241608305 Long EC CORP IL N 1 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 -11932500.00000000 OU Notional Amount USD -57557.25000000 -0.00313037988 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 11932500.00000000 OU Notional Amount N/A -57557.25000000 0.00000000 DIR US N/A N/A 2028-02-05 0.00000000 N/A 0.00000000 N/A 11932500.00000000 USD 1.00000000 3.27000000 USD 2024-02-01 XXXX -45028.12000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 82.00000000 NC USD 50840.00000000 0.002765047209 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 520.00000000 USD 2024-01-19 XXXX -173651.43000000 N N N FRONTIER FLORIDA LLC 549300ZCZ76HYCS0H445 362333AH9 500000.00000000 PA USD 483691.25000000 0.026306631416 Long DBT CORP US N 2 2028-02-01 Fixed 6.86000000 N N N N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 167039.00000000 NS 6576826.99000000 0.357695458655 Long EC CORP ES N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3402580.00000000 OU Notional Amount USD 12580.40000000 0.000684213216 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-25 15.49000000 USD 0.00000000 USD 3402580.00000000 USD 12564.91000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 5085380.72000000 OU Notional Amount USD 20823.36000000 0.001132525048 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2024-03-15 0.00000000 USD 0.00000000 USD 5085380.72000000 USD 20823.36000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 145.00000000 NC USD 9932.50000000 0.000540201247 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 200.00000000 USD 2024-01-19 XXXX -29829.29000000 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 125168.00000000 NS 14509457.00000000 0.789129299637 Long EC CORP CH N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23325626.00000000 OU Notional Amount -14087.95000000 -0.00076620469 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 57.85000000 MXN 0.00000000 MXN 23325626.00000000 MXN -14090.11000000 N N N PROJECT MONTELENA N/A 000000000 2777975.78000000 PA 2760072.11000000 0.150112700365 Long DBT CORP DE N 3 2030-06-20 Fixed 10.25000000 N N Y N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -932.00000000 NC USD -13048.00000000 -0.00070964468 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 28.00000000 USD 2024-02-16 XXXX 727.54000000 N N N Cedar Funding Ltd N/A 15033EAJ7 250000.00000000 PA USD 240836.60000000 0.013098437624 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 8.28000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 135611000.00000000 OU Notional Amount USD 4794132.55000000 0.260739630817 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-02 30746.14000000 USD 0.00000000 USD 135611000.00000000 USD 4763386.41000000 N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RBA4 500000.00000000 PA USD 500050.00000000 0.027196338655 Long ABS-CBDO CORP JE N 3 2036-11-15 Floating 7.67000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 16700.00000000 NS 7337249.48000000 0.399052738046 Long EC CORP JP N 2 N N N VERGE GENOMICS N/A 000000000 269847.00000000 NS USD 1745910.09000000 0.094955228617 Long EP CORP US Y 3 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 1335000.00000000 PA USD 1181744.54000000 0.064271822246 Long DBT CORP US N 2 2031-07-01 Fixed 4.88000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1710000.00000000 OU Notional Amount 2498.64000000 0.000135894129 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 1710000.00000000 OU Notional Amount N/A 2498.64000000 0.00000000 DCR US iTraxx Europe Crossover S40 2I667KKS6 buy protection 2028-12-20 0.00000000 N/A 0.00000000 N/A 1710000.00000000 EUR 1.00000000 4.00000000 EUR 2024-02-21 XXXX -3555.98000000 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 383000.00000000 PA USD 339463.29000000 0.018462470945 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 464287655 100.00000000 NS USD 20071.00000000 0.001091606265 Long EC RF US N 1 N N N MFRA Trust N/A 552758AB0 4000000.00000000 PA USD 3407981.60000000 0.185350708381 Long ABS-MBS CORP US N 2 2056-09-25 Variable 4.57000000 N N N N N N Barclays Mortgage Loan Trust N/A 06744UAF8 2047000.00000000 PA USD 1563913.73000000 0.085056949164 Long ABS-MBS CORP US N 2 2051-09-25 Variable 4.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 86.00000000 NC USD 40420.00000000 0.002198332183 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Dynatrace, Inc. Dynatrace, Inc. 100.00000000 50.00000000 USD 2024-01-19 XXXX 14492.75000000 N N N Madison Park Funding Ltd N/A 55821QAA1 500000.00000000 PA USD 492702.05000000 0.026796703946 Long ABS-CBDO CORP KY N 2 2034-10-19 Floating 11.91000000 N N N N N N VOLATO GROUP INC N/A 000000000 24722.00000000 NS USD 99629.66000000 0.005418582088 Long STIV CORP US Y 3 N N N FLYR CONVERTIBLE NOTES N/A 000000000 2205920.65000000 PA USD 2521146.71000000 0.137118207631 Long DBT CORP US N 3 2027-08-10 Fixed 8.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946LAC6 353235.01000000 PA USD 300389.32000000 0.016337345616 Long ABS-O CORP US N 2 2044-02-22 Fixed 5.97000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -352.00000000 NC USD -4224.00000000 -0.00022973169 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Wells Fargo & Co. Wells Fargo & Co. 100.00000000 40.00000000 USD 2024-02-16 XXXX 10216.33000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 875000.00000000 PA USD 921238.90000000 0.050103639850 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBX6 2040000.00000000 PA USD 1858673.07000000 0.101088095714 Long DBT CORP JP N 2 2030-05-22 Fixed 3.26000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5135.00000000 0.000279278470 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 932033.31000000 USD 734957.65000000 GBP 2024-03-20 5135.00000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 410000.00000000 PA 460111.98000000 0.025024220033 Long DBT NUSS ES N 2 2033-04-30 Fixed 3.15000000 N N N N N N VERSA NETWORKS INC N/A 000000000 1584337.00000000 NS USD 5164938.62000000 0.280906749016 Long EP CORP US Y 3 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -56198.86000000 -0.00305650080 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 242719641.00000000 JPY 1685241.53000000 USD 2024-03-19 -56198.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4959121.00000000 OU Notional Amount USD 134247.08000000 0.007301327969 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 4959121.00000000 OU Notional Amount N/A 134247.08000000 0.01000000 DIR US N/A N/A 2034-03-20 0.00000000 N/A 0.00000000 N/A 4959121.00000000 USD 1.00000000 3.65000000 USD 2024-03-18 XXXX 64669.94000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PER9 2325000.00000000 PA USD 2459620.52000000 0.133771968056 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 33.00000000 NC USD 11220.00000000 0.000610224816 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Visa, Inc. Visa, Inc. 100.00000000 270.00000000 USD 2024-02-16 XXXX -155.74000000 N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCB5 119000.00000000 PA USD 99231.55000000 0.005396929985 Long DBT US N 2 2032-01-15 Fixed 2.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1011.00000000 NC USD -7077.00000000 -0.00038489848 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100.00000000 75.00000000 USD 2024-01-19 XXXX -221.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 298.00000000 NC USD 126650.00000000 0.006888143767 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.Com, Inc. Amazon.Com, Inc. 100.00000000 160.00000000 USD 2024-02-16 XXXX -60261.34000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 19216100.00000000 OU Notional Amount USD 309338.28000000 0.016824054838 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 19216100.00000000 OU Notional Amount N/A 309338.28000000 0.02000000 DIR US N/A N/A 2026-10-28 0.00000000 N/A 0.00000000 N/A 19216100.00000000 USD 1.00000000 4.00000000 USD 2024-10-24 XXXX 152928.92000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 2922891.00000000 NS 8553527.82000000 0.465202758313 Long EC CORP IT N 2 N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 3060000.00000000 PA USD 2824458.55000000 0.153614501039 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACT0 1360000.00000000 PA USD 990554.07000000 0.053873500539 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 119000.00000000 PA USD 95024.20000000 0.005168103837 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBU7 2025000.00000000 PA USD 1811372.48000000 0.098515547240 Long DBT CORP US N 2 2030-05-15 Fixed 2.75000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 17272.00000000 NS USD 4704374.64000000 0.255857945951 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 178.00000000 NC USD 13172.00000000 0.000716388706 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 44.00000000 USD 2024-02-16 XXXX -8761.03000000 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 4000.00000000 NS 539559.38000000 0.029345144732 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -30.00000000 NC USD -16650.00000000 -0.00090554752 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 500.00000000 USD 2024-02-16 XXXX -5683.60000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 352.00000000 NC USD 97504.00000000 0.005302973311 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 47.50000000 USD 2024-02-16 XXXX 62204.71000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -12690.00000000 -0.00069017405 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 180.00000000 USD 2024-01-19 XXXX -8969.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 84697900.00000000 OU Notional Amount USD 1025673.47000000 0.055783547725 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-02 12451.28000000 USD 0.00000000 USD 84697900.00000000 USD 1013222.19000000 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 47944.00000000 NS USD 16174387.84000000 0.879680290464 Long EC CORP US N 1 N N N GoldenTree Loan Management US CLO1, LTD 549300O473GD3F35WC55 38138DAQ9 250000.00000000 PA USD 249952.83000000 0.013594244200 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 7.23000000 N N N N N N Orion Group Holdco, LLC N/A 000000000 19526.29000000 PA USD 19282.21000000 0.001048706155 Long LON CORP US N 3 2027-03-19 Variable 11.61000000 N N N N N N FANUC Corp 529900QTSW745LOKW705 000000000 201100.00000000 NS 5902106.65000000 0.320999282543 Long EC CORP JP N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 412.00000000 NC 257467.48000000 0.014002945263 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX Euro-Bobl Futures OEH4 Comdty 2024-03-07 48910136.17000000 EUR 257467.48000000 N N N CIFC Funding Ltd 549300PC4RPZFE70AI24 12549AAS9 500000.00000000 PA USD 497735.20000000 0.027070443075 Long ABS-CBDO CORP KY N 2 2030-07-16 Floating 9.21000000 N N N N N N Carlyle Global Market Strategies N/A 14315RAE1 500000.00000000 PA USD 499457.70000000 0.027164125094 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.48000000 N N N N N N Promontoria Beech Designated Activity Co 54930082UZ8R6QVSNJ70 000000000 3433519.72000000 PA 3771482.45000000 0.205120515837 Long LON CORP IE N 3 2027-05-17 Floating 7.68000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 71396.00000000 NS USD 30451107.96000000 1.656151673880 Long EC CORP US N 1 N N N Birch Grove CLO Ltd. N/A 09075JAS8 500000.00000000 PA USD 498154.55000000 0.027093250364 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 9.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1385.00000000 NC USD -29777.50000000 -0.00161951599 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 28.85000000 USD 2024-03-15 XXXX -17616.28000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 14173155.00000000 OU Notional Amount 2648.47000000 0.000144042969 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14173155.00000000 BRL 2648.47000000 N N N Firstkey Homes Trust N/A 33768NAJ1 3000000.00000000 PA USD 2795931.30000000 0.152062982687 Long ABS-O CORP US N 2 2039-05-19 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4700000.00000000 OU Notional Amount USD 27178.27000000 0.001478151054 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-10 20.80000000 USD 0.00000000 USD 4700000.00000000 USD 27157.47000000 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 5762.00000000 NS USD 1659571.24000000 0.090259496983 Long EC CORP US N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -26995.26000000 -0.00146819764 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 943357.07000000 CHF 1103465.50000000 USD 2024-03-20 -26995.26000000 N N N Myers Park CLO LTD N/A 62848GAA8 250000.00000000 PA USD 235965.73000000 0.012833524456 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 11.18000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 16308NAA2 705000.00000000 PA USD 705789.60000000 0.038385947367 Long DBT CORP US N 2 2027-10-01 Fixed 7.13000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 320000.00000000 NS 5863586.83000000 0.318904295903 Long EC CORP JP N 2 N N N Palmer Square Loan Funding Ltd N/A 69702JAC8 500000.00000000 PA USD 504626.30000000 0.027445230975 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 13.17000000 N N N N N N Cameco Corp N4BHALMXL3GMZKCUON55 13321L108 112872.00000000 NS USD 4864783.20000000 0.264582124575 Long EC CORP CA N 1 N N N Bunge Global SA 254900IVXSV9K0B7PO26 000000000 47047.00000000 NS USD 4749394.65000000 0.258306459976 Long EC CORP CH N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 26849.00000000 NS USD 6671439.52000000 0.362841172897 Long EC CORP US N 1 N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 107035.00000000 NS 8373986.47000000 0.455438000074 Long EC CORP CH N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 44.00000000 NC USD 22000.00000000 0.001196519248 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 445.00000000 USD 2024-02-16 XXXX -1637.65000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 849311.00000000 NS 12735022.96000000 0.692622732145 Long EC CORP NL N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -9240.00000000 -0.00050253808 N/A DE IL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Nice Ltd. Nice Ltd. 100.00000000 220.00000000 USD 2024-02-16 XXXX -4822.18000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1538.00000000 NC USD -13842.00000000 -0.00075282815 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 30.00000000 USD 2024-02-16 XXXX -1875.31000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 2250000.00000000 PA USD 2268070.00000000 0.123354064223 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 172537.00000000 NC USD 3818.24000000 0.000207663529 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased Dual Binary Option: Payout at expiration if the SPX Index cash is below or at 4663.22 and USOSFR2 is above or at 4.416 SPX Index 1.00000000 4663.22000000 USD 2024-03-01 XXXX -9984.72000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 46.00000000 NC USD 67160.00000000 0.003652646943 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 365.00000000 USD 2024-01-19 XXXX 30342.00000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -19216100.00000000 OU Notional Amount USD -163982.13000000 -0.00891853522 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 19216100.00000000 OU Notional Amount N/A -163982.13000000 -0.01000000 DIR US N/A N/A 2026-10-28 0.00000000 N/A 0.00000000 N/A 19216100.00000000 USD 1.00000000 3.30000000 USD 2024-10-24 XXXX -76132.65000000 N N N Oak Hill Credit Partners 549300EX32IF3NZCVL73 67110NAP0 250000.00000000 PA USD 250376.78000000 0.013617301670 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 7.37000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 2671.00000000 NS USD 134217.75000000 0.007299732791 Long EC CORP US N 1 N N N Rad CLO Ltd N/A 750100AA7 250000.00000000 PA USD 238559.45000000 0.012974589724 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 11.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -2124.00000000 -0.00011551849 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 590.00000000 USD 2024-02-16 XXXX 8815.96000000 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 4119000.00000000 PA USD 3341345.36000000 0.181726547298 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Apollo Finco N/A 000000000 0.00000000 PA 0.00000000 0.000000 Long LON CORP BE N 2 2028-10-02 Floating 8.74000000 N N N N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 462000.00000000 NS 4765628.26000000 0.259189361196 Long EC CORP JP N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -12488000.00000000 OU Notional Amount USD -11308.13000000 -0.00061501796 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 12488000.00000000 OU Notional Amount N/A -11308.13000000 0.00000000 DIR US N/A N/A 2026-05-08 0.00000000 N/A 0.00000000 N/A 12488000.00000000 USD 1.00000000 4.50000000 USD 2024-05-06 XXXX 25906.11000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 2513062.20000000 OU Notional Amount USD 41880.96000000 0.002277789763 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2024-03-15 0.00000000 USD 0.00000000 USD 2513062.20000000 USD 41880.96000000 N N N American Auto Auction Group, LLC 5493002VI1KML1L8HW19 02403MAM2 426172.21000000 PA USD 418002.49000000 0.022734001153 Long LON CORP US N 2 2027-12-30 Floating 10.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -700440.23000000 -0.03809500990 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 21888653.00000000 CHF 25529567.60000000 USD 2024-03-20 -700440.23000000 N N N Neuberger Berman CLO Ltd 549300Z5ZNFT7IECFZ07 64129JBE9 207950.74000000 PA USD 208014.25000000 0.011313320644 Long ABS-CBDO CORP KY N 2 2030-01-28 Floating 6.68000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGE6 100000.00000000 PA 121400.23000000 0.006602623273 Long DBT CORP US N 2 2026-12-04 Fixed 2.90000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -19.00000000 NC -117281.74000000 -0.00637862997 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBH4 Comdty 2024-03-13 -2770953274.00000000 JPY -117281.74000000 N N N SONDER SECURED NOTES N/A 000000000 5281626.89000000 PA USD 4601881.51000000 0.250283627636 Long LON CORP US N 3 2027-01-19 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 91.00000000 NC USD 46182.50000000 0.002511738646 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 380.00000000 USD 2024-01-19 XXXX -35919.45000000 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 129288.00000000 NS USD 14230730.16000000 0.773970116489 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 100000.00000000 PA 120311.86000000 0.006543429834 Long DBT CORP US N 2 2026-04-28 Fixed 0.99000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 122850.78000000 0.006681514682 Long DBT CORP NL N 2 2026-02-18 Fixed 3.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 2518000.00000000 PA USD 2094229.77000000 0.113899374158 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Veralto Corp 635400FJE6GSOJUSNY27 92338C103 62255.00000000 NS USD 5121096.30000000 0.278522286298 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 100000.00000000 PA 114675.06000000 0.006236859848 Long DBT CORP FR N 2 2027-12-14 Fixed 1.88000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 28873.00000000 NS USD 351961.87000000 0.019142234197 Long EC CORP US N 1 N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAD0 555000.00000000 PA USD 566099.45000000 0.030788585851 Long DBT CORP JP N 2 2024-11-30 Fixed 10.25000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 500000.00000000 PA USD 483750.00000000 0.026309826666 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -379740.00000000 NC -0.05000000 -0.00000000271 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written Tokyo Stock Exchange TOPIX Banks Index TPNBNK INDEX 1.00000000 313.84710000 JPY 2024-01-12 XXXX 10513.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 16250.00000000 0.000883792627 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 260.00000000 USD 2024-01-19 XXXX -1111.14000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -8878.00000000 -0.00048284990 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 390.00000000 USD 2024-01-19 XXXX 733.31000000 N N N SONDER WARRANTS N/A 000000000 75255.00000000 NS USD 0.75000000 0.000000040790 N/A DE US N 3 N/A N/A Call Purchased Sonder Holdings Inc. Sonder Holdings Inc. 1.00000000 12.50000000 USD 2026-11-19 XXXX 0.75000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 35.00000000 NC 291728.60000000 0.015866312971 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G H4 Comdty 2024-03-26 3363880.45000000 GBP 291728.60000000 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 000000000 112661.00000000 NS 1339065.70000000 0.072828085710 Long EC CORP DE N 2 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 7909076.00000000 OU Notional Amount USD 87238.14000000 0.004744641534 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7909076.00000000 OU Notional Amount N/A 87238.14000000 0.00000000 DIR US N/A N/A 2034-02-08 0.00000000 N/A 0.00000000 N/A 7909076.00000000 USD 1.00000000 3.45000000 USD 2024-02-06 XXXX 21160.59000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 830525.00000000 OU Notional Amount -92693.62000000 -0.00504135002 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S38 2I667KJQ2 Y buy protection 2027-12-21 0.00000000 EUR -10902.75000000 EUR 830525.00000000 EUR -81559.38000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 79.00000000 NC USD 129560.00000000 0.007046410631 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 340.00000000 USD 2024-02-16 XXXX 14834.68000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46655AAJ7 860000.00000000 PA USD 503099.48000000 0.027362191452 Long ABS-MBS CORP US N 2 2039-01-05 Variable 3.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 5310000.00000000 PA USD 4963732.30000000 0.269963692885 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Republic Finance Issuance Trust N/A 76042UAD5 800000.00000000 PA USD 676709.52000000 0.036804362118 Long ABS-O CORP US N 2 2031-12-22 Fixed 5.23000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 2513393.52000000 OU Notional Amount USD 41984.79000000 0.002283436790 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2024-03-15 0.00000000 USD 0.00000000 USD 2513393.52000000 USD 41984.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 734.00000000 NC USD 421316.00000000 0.022914213812 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust Invesco QQQ Trust 100.00000000 409.78000000 USD 2024-01-19 XXXX 156891.26000000 N N N Elmwood CLO VII Ltd. N/A 29002RAC1 1000000.00000000 PA USD 648300.00000000 0.035259246776 Long ABS-CBDO CORP KY N 2 2034-01-17 Variable 0.00000000 N N N N N N LESSEN SERIES B PREFERRED N/A 000000000 456729.00000000 NS USD 2776912.32000000 0.151028592885 Long EP CORP US N 3 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -67.00000000 NC USD -475048.91000000 -0.02583659840 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-mini Russell 2000 Index Futures RTYH4 Index 2024-03-15 -6384746.09000000 USD -475048.91000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 100000.00000000 PA 122051.57000000 0.006638047857 Long DBT CORP GB N 2 2026-09-19 Fixed 2.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 27.00000000 NC USD 36720.00000000 0.001997099400 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 170.00000000 USD 2024-01-19 XXXX 21810.08000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 510185000.00000000 OU Notional Amount -254455.71000000 -0.01383914340 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-07 1273.96000000 MXN 0.00000000 MXN 510185000.00000000 MXN -254518.65000000 N N N Orion Group Holdco, LLC N/A 000000000 195968.47000000 PA USD 193518.86000000 0.010524956410 Long LON CORP US N 3 2027-03-19 Variable 11.61000000 N N N N N N Stratus CLO N/A 863171AA2 1250000.00000000 PA USD 1204030.00000000 0.065483866876 Long ABS-CBDO CORP KY N 2 2029-12-29 Floating 10.68000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 3930000.00000000 PA USD 3651375.58000000 0.198588234842 Long DBT CORP US N 2 2029-04-15 Fixed 3.38000000 N N N N N N CHNGE Mortgage Trust 2022-1 N/A 17030JAB2 2000000.00000000 PA USD 1621646.80000000 0.088196891416 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.99000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 33998.00000000 NS USD 24019247.02000000 1.306340518374 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 2014000.00000000 PA USD 1672695.64000000 0.090973296857 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 27.00000000 NC USD 28080.00000000 0.001527193659 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 420.00000000 USD 2024-01-19 XXXX 8372.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26166300.00000000 OU Notional Amount USD 1715663.09000000 0.093310177811 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-09-29 2221.77000000 USD 0.00000000 USD 26166300.00000000 USD 1713441.32000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -14.00000000 NC USD -16660.00000000 -0.00090609139 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 350.00000000 USD 2024-02-16 XXXX -9831.13000000 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 100000.00000000 PA 116010.75000000 0.006309504338 Long DBT CORP NL N 2 2028-07-12 Fixed 1.88000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 000000000 100000.00000000 PA 123290.53000000 0.006705431470 Long DBT CORP GB N 2 2026-01-14 Fixed 3.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50.00000000 NC USD -20500.00000000 -0.00111493839 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Tesla, Inc. Tesla, Inc. 100.00000000 210.00000000 USD 2024-02-16 XXXX -611.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 30639.95000000 0.001666422270 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1878509.09000000 USD 32826195.00000000 MXN 2024-03-20 30639.95000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 2715000.00000000 OU Notional Amount USD 848.30000000 0.000046136694 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 2715000.00000000 OU Notional Amount N/A 848.30000000 0.00000000 DCR US CDX.NA.HY.S41 2I65BRAB1 buy protection 2028-12-20 0.00000000 N/A 0.00000000 N/A 2715000.00000000 USD 1.00000000 1.01000000 USD 2024-01-17 XXXX -6543.29000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 1216.54000000 0.000066164251 N/A DFE JP N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 481385.50000000 USD 67243345.00000000 JPY 2024-03-21 1216.54000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 58.00000000 NC USD 35235.00000000 0.001916334351 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 80.00000000 USD 2024-01-19 XXXX 24955.82000000 N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L3T2 360421.91000000 PA USD 194627.83000000 0.010585270226 Long DBT MUN US N 2 2043-11-01 Variable 0.00000000 N N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 33634.00000000 NS USD 4173643.06000000 0.226992920884 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 170.00000000 NC USD 39100.00000000 0.002126541028 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Boston Scientific Corp. Boston Scientific Corp. 100.00000000 57.50000000 USD 2024-02-16 XXXX 16622.73000000 N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 178000.00000000 NS 4632154.31000000 0.251930081633 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -130.00000000 NC USD -34775.00000000 -0.00189131622 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 150.00000000 USD 2024-02-16 XXXX -17906.73000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 175605.00000000 NS 4781670.31000000 0.260061843997 Long EC CORP IT N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -152.00000000 NC USD -392941.75000000 -0.02137101670 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 -16766433.25000000 USD -392941.75000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 3833678.41000000 OU Notional Amount USD 54414.24000000 0.002959440253 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2024-03-15 0.00000000 USD 0.00000000 USD 3833678.41000000 USD 54414.24000000 N N N GoTo Group, Inc. 549300D12V5KRBV00592 54142KAD3 248081.83000000 PA USD 162937.67000000 0.008861729933 Long LON CORP US N 2 2027-08-31 Variable 10.28000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 70093.23000000 0.003812177223 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5023206.82000000 USD 24921636.00000000 BRL 2024-03-20 70093.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 108.50000000 0.000005901015 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. Walt Disney Co. 100.00000000 100.00000000 USD 2024-01-19 XXXX -982.90000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEC1 2331000.00000000 PA USD 2345042.06000000 0.127540362015 Long DBT CORP US N 2 2033-02-15 Fixed 4.65000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 10655.00000000 NS USD 733064.00000000 0.039869326668 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -101.00000000 NC USD -8130.50000000 -0.00044219544 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 155.00000000 USD 2024-02-16 XXXX 2250.27000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -355.00000000 NC USD -9585.00000000 -0.00052130168 N/A DE CH N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UBS Group AG UBS Group AG 100.00000000 27.50000000 USD 2024-02-16 XXXX 1542.18000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 1294000.00000000 PA USD 1143033.29000000 0.062166424256 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3639.67000000 0.000197951600 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 350770.48000000 USD 320054.15000000 EUR 2024-03-20 3639.67000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3004000.00000000 OU Notional Amount 119268.06000000 0.006486660435 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-21 114.76000000 GBP 0.00000000 GBP 3004000.00000000 GBP 119124.68000000 N N N OCEANA A NOTE 4 YEAR N/A 000000000 4206000.00000000 PA 2869904.92000000 0.156086203608 Long DBT CORP AU N 3 2027-08-31 Fixed 12.50000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AY5 792000.00000000 PA USD 660404.26000000 0.035917564052 Long DBT US N 2 2034-03-15 Fixed 2.95000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DC1 2590000.00000000 PA USD 1808546.96000000 0.098361875010 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 215169.00000000 NS 6683484.80000000 0.363496282414 Long EC CORP CH N 2 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 139935.00000000 NS USD 10670043.75000000 0.580314215172 Long EC CORP US N 1 N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 888000.00000000 PA USD 782514.63000000 0.042558809880 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N AIVEN SERIES D PREFERRED N/A 000000000 35053.00000000 NS USD 2822467.56000000 0.153506216591 Long EP CORP FI N 3 N N N FLYR SECURED NOTES WTS N/A 000000000 1061795.05000000 PA USD 988849.73000000 0.053780806192 Long DBT CORP US N 3 2027-01-20 Fixed 10.00000000 N N Y N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 201.00000000 NC USD 47034.00000000 0.002558049379 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 142.50000000 USD 2024-01-19 XXXX -7883.07000000 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 10061.00000000 NS USD 2449652.28000000 0.133229823009 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 32.00000000 NC USD 19840.00000000 0.001079042813 N/A DE IL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Nice Ltd. Nice Ltd. 100.00000000 210.00000000 USD 2024-02-16 XXXX -4231.02000000 N N N Regatta XXIV Funding Ltd. N/A 75889TAA2 250000.00000000 PA USD 245541.75000000 0.013354337740 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 12.48000000 N N N N N N Samsung SDI Co Ltd 9884002AESDO4YW87G32 000000000 11213.00000000 NS 4082546.96000000 0.222038455559 Long EC CORP KR N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJA0 11036000.00000000 PA USD 11391221.25000000 0.619537067929 Long DBT UST US N 2 2028-09-30 Fixed 4.63000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466EAE4 250000.00000000 PA USD 249386.50000000 0.013563443076 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 12.76000000 N N N N N N Money Market Series a series of SL Liquidity Series, LLC 549300I0RQO84VDWQP47 590204509 928299.47000000 NS USD 928670.79000000 0.050507839825 Long STIV US N N/A N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -19.00000000 NC USD -14915.00000000 -0.00081118566 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 550.00000000 USD 2024-02-16 XXXX -1133.98000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 7068130.00000000 OU Notional Amount 46884.05000000 0.002549894013 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 7068130.00000000 BRL 46884.05000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 7064570.00000000 OU Notional Amount 47688.40000000 0.002593640388 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 7064570.00000000 BRL 47688.40000000 N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 9469.00000000 NS USD 1944743.22000000 0.105769213497 Long EC CORP US N 1 N N N Speed Midco 3 S.a r.l. 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Apple, Inc. 100.00000000 195.00000000 USD 2024-01-19 XXXX -14291.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2363950.00000000 OU Notional Amount USD 35115.39000000 0.001909829094 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 10.76000000 USD 0.00000000 USD 2363950.00000000 USD 35104.63000000 N N N Tricon Residential N/A 89614YAH9 887000.00000000 PA USD 791741.97000000 0.043060659422 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.13000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 470000.00000000 PA USD 385871.93000000 0.020986508721 Long ABS-O CORP US N 2 2036-11-20 Fixed 4.68000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -105048.11000000 -0.00571327662 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5805653958.00000000 JPY 41548772.03000000 USD 2024-03-19 -105048.11000000 N N N Upfield B.V. 2549002VGA888UKFKS25 000000000 1358000.00000000 PA 1641293.08000000 0.089265398334 Long LON CORP NL N 2 2028-01-02 Variable 8.97000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -734.00000000 NC USD -74868.00000000 -0.00407186377 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Invesco QQQ Trust Invesco QQQ Trust 100.00000000 423.78000000 USD 2024-01-19 XXXX -13070.02000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 65.00000000 NC USD 17257.50000000 0.000938587769 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 540.00000000 USD 2024-01-19 XXXX -126504.18000000 N N N OCEANA A NOTE 3 YEAR N/A 000000000 2524000.00000000 PA 1721011.90000000 0.093601084817 Long DBT CORP AU N 3 2026-08-31 Fixed 12.50000000 N N N N N N Trimaran Advisors CAVU 2019-1 549300IGMQ24BLOIU872 896218AA2 500000.00000000 PA USD 481150.90000000 0.026168468794 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 12.72000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 2500000.00000000 PA USD 2164488.28000000 0.117720540504 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N Stratus CLO N/A 86315VAA8 300000.00000000 PA USD 298702.83000000 0.016245622082 Long ABS-CBDO CORP KY N 2 2029-12-28 Floating 11.43000000 N N N N N N RRX Ltd N/A 402563AA8 500000.00000000 PA USD 500929.15000000 0.027244153196 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.03000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 1839000.00000000 PA 1980384.70000000 0.107707655174 Long DBT NUSS ES N 2 2032-10-31 Fixed 2.55000000 N N N N N N Orion Group Holdco, LLC N/A 000000000 1158598.92000000 PA USD 1158598.92000000 0.063012995889 Long LON CORP US N 3 2027-03-19 Variable 11.35000000 N N N N N N FREMF Mortgage Trust N/A 30307MAN8 1923000.00000000 PA USD 1647965.62000000 0.089628299359 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.66000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 133000.00000000 PA 171375.65000000 0.009320648364 Long DBT CORP ES N 2 2026-02-02 Fixed 5.38000000 N N N N N N Madison Park Funding Ltd N/A 55821KAE6 500000.00000000 PA USD 498809.05000000 0.027128846812 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 7.31000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -31.00000000 NC USD -8075.50000000 -0.00043920414 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.Com, Inc. Amazon.Com, Inc. 100.00000000 140.00000000 USD 2024-02-16 XXXX -25.97000000 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 125308.00000000 NS USD 9691320.72000000 0.527084172228 Long EC CORP US N 1 N N N SAP SE 529900D6BF99LW9R2E68 803054204 6500.00000000 NS USD 1004835.00000000 0.054650200886 Long EC CORP DE N 1 N N N Park Avenue Institutional Advisers CLO N/A 70018QAG0 1650000.00000000 PA USD 1620768.77000000 0.088149137789 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 9.06000000 N N N N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 58830.00000000 NS USD 4676985.00000000 0.254368299066 Long EC CORP US N 1 N N N UMBS, TBA B1V7KEBTPIMZEU4LTD58 01F052615 32500000.00000000 PA USD 32637109.38000000 1.775042254663 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.50000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2222000.00000000 PA 2598001.11000000 0.141298106220 Long DBT NUSS ES N 2 2039-07-30 Fixed 3.90000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -6316976.00000000 OU Notional Amount -1767.89000000 -0.00009615065 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A 6316976.00000000 OU Notional Amount N/A -1767.89000000 0.00000000 DIR US N/A N/A 2029-03-20 0.00000000 N/A 0.00000000 N/A 6316976.00000000 EUR 1.00000000 3.58000000 EUR 2024-03-18 XXXX 37389.44000000 N N N Sysmex Corp 5299001ZO4CKWACMZI55 000000000 77500.00000000 NS 4308263.86000000 0.234314574452 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23325625.00000000 OU Notional Amount -14315.10000000 -0.00077855875 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 57.90000000 MXN 0.00000000 MXN 23325625.00000000 MXN -14317.35000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 122.00000000 NC USD 31354.00000000 0.001705257478 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 481.00000000 USD 2024-01-19 XXXX -14189.87000000 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 48708.00000000 NS 9138072.98000000 0.496994555395 Long EC CORP DE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 251.00000000 NC USD 62248.00000000 0.003385496827 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 175.00000000 USD 2024-02-16 XXXX 3691.97000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 89151E109 44000.00000000 NS USD 2964720.00000000 0.161242933985 Long EC CORP FR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -67.00000000 NC USD -1340.00000000 -0.00007287889 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Applied Materials, Inc. Applied Materials, Inc. 100.00000000 140.00000000 USD 2024-01-19 XXXX 5144.25000000 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 36765.00000000 NS 4012456.05000000 0.218226404514 Long EC CORP KR N 2 N N N RAPIDSOS SERIES C 1 EQUITY N/A 000000000 1707127.00000000 NS USD 2487113.33000000 0.135267226073 Long EC CORP US N 2 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 15113.00000000 NS 3034670.93000000 0.165047371905 Long EC CORP FR N 2 N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 78464A870 40000.00000000 NS USD 3571600.00000000 0.194249461339 Long EC RF US N 1 N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 119000.00000000 PA USD 90116.98000000 0.004901213692 Long DBT US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Home Partners of America Trust N/A 43732VAL0 2405597.95000000 PA USD 2099701.15000000 0.114196947407 Long ABS-O CORP US N 2 2026-12-17 Fixed 3.80000000 N N N N N N Republic Finance Issuance Trust N/A 76042EAD1 600000.00000000 PA USD 560365.92000000 0.030476754987 Long ABS-O CORP US N 2 2030-11-20 Fixed 7.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 3241.00000000 NS USD 1883993.30000000 0.102465193104 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -11880.00000000 -0.00064612039 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard, Inc. Mastercard, Inc. 100.00000000 430.00000000 USD 2024-01-19 XXXX -2501.48000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3316401.00000000 OU Notional Amount USD 199245.45000000 0.010836409826 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S41 2I65BRAB1 Y sell protection 2028-12-21 100321.01000000 USD 0.00000000 USD 3316401.00000000 USD 98924.44000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -7332.00000000 -0.00039876723 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Tesla, Inc. Tesla, Inc. 100.00000000 310.00000000 USD 2024-02-16 XXXX 943.67000000 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 4870.00000000 NS USD 2254712.60000000 0.122627592122 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1085.64000000 0.000059044961 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 11629415.84000000 HKD 1493020.11000000 USD 2024-03-20 1085.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 206.00000000 NC USD 90640.00000000 0.004929659305 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 145.00000000 USD 2024-02-16 XXXX 11696.83000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6370000.00000000 OU Notional Amount 453012.49000000 0.024638098376 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-20 0.00000000 GBP -11.67000000 GBP 6370000.00000000 GBP 453027.74000000 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 27404.00000000 NS USD 12545825.24000000 0.682332790607 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 100490.00000000 0.005465373605 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Costco Wholesale Corp. Costco Wholesale Corp. 100.00000000 625.00000000 USD 2024-01-19 XXXX 75472.30000000 N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 000000000 133000.00000000 PA 171539.08000000 0.009329536871 Long DBT CORP GB N 2 2025-12-01 Fixed 5.13000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3716359.00000000 OU Notional Amount 25693.34000000 0.001397389812 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 3716359.00000000 BRL 25693.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 15820.00000000 0.000860406114 N/A DE IL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Nice Ltd. Nice Ltd. 100.00000000 200.00000000 USD 2024-01-19 XXXX 5957.86000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 16.00000000 NC 72711.71000000 0.003954589119 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long OSE Nikkei 225 Index Futures NKH4 Index 2024-03-07 523158368.00000000 JPY 72711.71000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 81.00000000 NC USD 20493.00000000 0.001114557680 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 270.00000000 USD 2024-01-19 XXXX -827.76000000 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 54170.00000000 NS USD 3988537.10000000 0.216925518873 Long EC CORP US N 1 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC 889.35000000 0.000048369290 N/A DFE AU N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 187121.83000000 USD 275262.14000000 AUD 2024-03-20 889.35000000 N N N Cie de Saint-Gobain SA NFONVGN05Z0FMN5PEC35 000000000 228168.00000000 NS 16826777.04000000 0.915161937536 Long EC CORP FR N 2 N N N Voya CLO Ltd N/A 92918FAG9 250000.00000000 PA USD 248757.45000000 0.013529230783 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 7.31000000 N N N N N N ZERO MASS WATER INC N/A 000000000 6084.00000000 NS USD 177409.44000000 0.009648809540 Long EP CORP US Y 3 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 7508.54000000 0.000408368756 N/A DFE ZA N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1823158.22000000 USD 33712048.00000000 ZAR 2024-03-20 7508.54000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 220.00000000 NC USD 144100.00000000 0.007837201080 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased T-Mobile U.S., Inc. T-Mobile U.S., Inc. 100.00000000 155.00000000 USD 2024-01-19 XXXX 69251.76000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 88803.00000000 NS USD 17097241.59000000 0.929871757547 Long EC CORP US N 1 N N N ARDAGH METAL PACKAGING N/A 03969YAA6 753000.00000000 PA USD 658742.02000000 0.035827159409 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L4F1 1766710.81000000 PA USD 618348.78000000 0.033630282628 Long DBT MUN US N 2 2051-11-01 Variable 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 98.00000000 NC USD 31605.00000000 0.001718908675 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 385.00000000 USD 2024-01-19 XXXX -51177.48000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CY4 2025000.00000000 PA USD 1299318.10000000 0.070666323506 Long DBT CORP US N 2 2053-09-01 Fixed 2.77000000 N N N N N N iShares Russell Mid-Cap Growth ETF 5493004I787UFE6AN650 464287481 3916.00000000 NS USD 409065.36000000 0.022247935332 Long EC RF US N 1 N N N Elmwood CLO II Ltd. N/A 29001RAE8 750000.00000000 PA USD 746319.00000000 0.040590229515 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 12.48000000 N N N N N N INFORMA PLC 5493006VM2LKUPSEDU20 000000000 100000.00000000 PA 121951.39000000 0.006632599344 Long DBT CORP GB N 2 2026-07-05 Fixed 3.13000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 59821.74000000 0.003253539246 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3667619.86000000 USD 64090190.00000000 MXN 2024-03-20 59821.74000000 N N N Regatta XXIV Funding Ltd. N/A 75889HAJ9 250000.00000000 PA USD 248764.63000000 0.013529621283 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 8.78000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AN7 2270000.00000000 PA USD 2195767.14000000 0.119421711326 Long ABS-MBS CORP US N 2 2038-04-15 Floating 7.93000000 N N N N N N DEEP INSTINCT LTD N/A 000000000 523592.00000000 NS USD 3052541.36000000 0.166019295245 Long EP CORP US Y 3 N N N Orion Group Holdco, LLC N/A 000000000 518000.07000000 PA USD 518000.07000000 0.028172593395 Long LON CORP US N 3 2027-03-19 Variable 12.11000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 126.00000000 NC USD 39375.00000000 0.002141497519 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Applied Materials, Inc. Applied Materials, Inc. 100.00000000 165.00000000 USD 2024-01-19 XXXX 4544.07000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 100000.00000000 PA 124151.94000000 0.006752281181 Long DBT CORP GB N 2 2024-10-16 Fixed 2.25000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 114856.00000000 NS USD 11945024.00000000 0.649656870224 Long EC CORP TW N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 27.00000000 NC USD 19440.00000000 0.001057287918 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 260.00000000 USD 2024-01-19 XXXX -1906.93000000 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 1500000.00000000 PA USD 1265508.59000000 0.068827517619 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5131.34000000 0.000279079412 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2100000.00000000 GBP 2682909.39000000 USD 2024-03-20 5131.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -20.00000000 NC USD -2550.00000000 -0.00013868745 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Norfolk Southern Corp. Norfolk Southern Corp. 100.00000000 200.00000000 USD 2024-03-15 XXXX 1622.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 130.00000000 NC USD 67925.00000000 0.003694253181 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 137.50000000 USD 2024-01-19 XXXX 36054.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 129.00000000 NC USD 45472.50000000 0.002473123706 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Oracle Corp. Oracle Corp. 100.00000000 110.00000000 USD 2024-03-15 XXXX -3913.80000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 1264000.00000000 PA USD 945585.76000000 0.051427798334 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Progress Residential Trust N/A 74333YAN8 2000000.00000000 PA USD 1706125.40000000 0.092791449190 Long ABS-O CORP US N 2 2041-02-17 Fixed 4.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 66.00000000 NC USD 57090.00000000 0.003104967450 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 150.00000000 USD 2024-02-16 XXXX 17013.53000000 N N N Tricon Residential N/A 89616QAF8 1200000.00000000 PA USD 1129197.72000000 0.061413945810 Long ABS-O CORP US N 2 2039-04-17 Fixed 5.74000000 N N N N N N Signal Parent, Inc N/A 82666KAB4 979899.52000000 PA USD 869660.82000000 0.047298450507 Long LON CORP US N 2 2028-04-03 Variable 8.86000000 N N N N N N Elmwood CLO I Ltd. N/A 290015AJ5 250000.00000000 PA USD 250462.35000000 0.013621955586 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 7.13000000 N N N N N N Bluemountain CLO Ltd 549300KGXMRFX2DKIX03 09626YAN0 172646.45000000 PA USD 172727.23000000 0.009394157068 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.85000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -4248.96000000 -0.00023108920 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1223310.00000000 EUR 1350376.43000000 USD 2024-03-20 -4248.96000000 N N N Pikes Peak CLO 5493008O059R6VFBVX94 72132KAA3 1500000.00000000 PA USD 1514452.20000000 0.082366873131 Long ABS-CBDO CORP JE N 2 2034-07-25 Floating 7.33000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3779.23000000 -0.00020554188 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 511355.69000000 GBP 648266.98000000 USD 2024-03-20 -3779.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 62.00000000 NC USD 25420.00000000 0.001382523604 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 85.00000000 USD 2024-02-16 XXXX 8046.41000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 14157917.00000000 OU Notional Amount 6013.40000000 0.000327052220 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14157917.00000000 BRL 6013.40000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50.00000000 NC USD -75000.00000000 -0.00407904289 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Humana, Inc. Humana, Inc. 100.00000000 455.00000000 USD 2024-02-16 XXXX -39005.75000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 2080000.00000000 PA USD 1844518.31000000 0.100318257405 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Octagon Investment Partners 54 Ltd N/A 67577FAJ7 1500000.00000000 PA USD 1455499.20000000 0.079160582254 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.71000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 1346000.00000000 PA USD 1319228.06000000 0.071749171250 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N NCR ATLEOS LLC N/A 638962AA8 295000.00000000 PA USD 313436.27000000 0.017046933198 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Informatica Inc N/A 45674M101 30389.00000000 NS USD 862743.71000000 0.046922247995 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -168.00000000 NC USD -12348.00000000 -0.00067157362 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Applied Materials, Inc. Applied Materials, Inc. 100.00000000 175.00000000 USD 2024-01-19 XXXX 5591.02000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 34960.00000000 0.001901377861 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 490.00000000 USD 2024-01-19 XXXX 6559.52000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 2500000.00000000 PA USD 2305219.10000000 0.125374501188 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 220.00000000 NC USD 22220.00000000 0.001208484441 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 70.00000000 USD 2024-02-16 XXXX -12588.24000000 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 393600.00000000 NS 3425453.19000000 0.186300939915 Long EC CORP HK N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9509300.00000000 OU Notional Amount USD 94727.65000000 0.005151975301 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-23 17.31000000 USD 0.00000000 USD 9509300.00000000 USD 94710.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 71.00000000 NC USD 19028.00000000 0.001034880375 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chevron Corp. Chevron Corp. 100.00000000 150.00000000 USD 2024-01-19 XXXX 4525.96000000 N N N FLYR WARRANTS N/A 000000000 5576.00000000 NS USD 32006.24000000 0.001740731011 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 32006.18000000 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 104097.00000000 NS USD 4187822.31000000 0.227764091136 Long EC CORP US N 1 N N N SALT PAY CO LTD N/A 000000000 566.00000000 NS USD 244393.14000000 0.013291868014 Long EC CORP KY Y 3 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 -8855573.00000000 OU Notional Amount -340.60000000 -0.00001852429 N/A DIR US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 Put Written BNP Paribas Securities Services 549300WCGB70D06XZS54 BNP Paribas Securities Services 549300WCGB70D06XZS54 N/A 8855573.00000000 OU Notional Amount N/A -340.60000000 0.00000000 DIR US N/A N/A 2026-03-20 0.00000000 N/A 0.00000000 N/A 8855573.00000000 EUR 1.00000000 4.05000000 EUR 2024-03-18 XXXX 15985.47000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18989400.00000000 OU Notional Amount USD 196518.45000000 0.010688095827 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-27 34.56000000 USD 0.00000000 USD 18989400.00000000 USD 196483.89000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 58.00000000 NC USD 33350.00000000 0.001813814406 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 155.00000000 USD 2024-02-16 XXXX 12750.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 209.00000000 NC USD 1476667.62000000 0.080311874163 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESH4 Index 2024-03-15 48892332.38000000 USD 1476667.62000000 N N N Sixth Street CLO LTD. N/A 83012GAA4 750000.00000000 PA USD 723520.73000000 0.039350294565 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 11.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 44660.00000000 0.002428934075 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 520.00000000 USD 2024-02-16 XXXX -11962.14000000 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 1309000.00000000 PA USD 1290568.36000000 0.070190449309 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 2124000.00000000 PA USD 1905307.54000000 0.103624415760 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 119000.00000000 PA USD 96610.24000000 0.005254364172 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50.00000000 NC USD 33625.00000000 0.001828770897 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Applied Materials, Inc. Applied Materials, Inc. 100.00000000 165.00000000 USD 2024-02-16 XXXX -507.46000000 N N N VERSA NETWORKS INC N/A 000000000 195273.00000000 NS USD 550669.86000000 0.029949413058 N/A DE US Y 3 N/A N/A Call Purchased PROJECT SASE - SERIES E CONV PREF PROJECT SASE - SERIES E CONV PREF 1.00000000 1.00000000 USD 2032-10-07 XXXX 550669.86000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 168506.00000000 NS USD 18370524.12000000 0.999122078295 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 2010000.00000000 PA USD 1718676.67000000 0.093474078106 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Volta Trucks N/A 000000000 2492.00000000 NS 0.02000000 0.000000001087 Long EC CORP SE Y 3 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 175.00000000 NC USD 2011080.37000000 0.109377107902 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini NASDAQ 100 Index Futures NQH4 Index 2024-03-15 57571169.63000000 USD 2011080.37000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1782.00000000 NC USD 25839.00000000 0.001405311857 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF 100.00000000 108.00000000 USD 2024-01-19 XXXX -36756.75000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -36764044.00000000 OU Notional Amount USD -184254.04000000 -0.01002106843 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 36764044.00000000 OU Notional Amount N/A -184254.04000000 -0.01000000 DIR US N/A N/A 2026-04-01 0.00000000 N/A 0.00000000 N/A 36764044.00000000 USD 1.00000000 3.80000000 USD 2024-03-28 XXXX -97585.27000000 N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 961000.00000000 PA USD 868871.10000000 0.047255499817 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 48401.00000000 NS USD 28213910.92000000 1.534476704698 Long EC CORP US N 1 N N N TICP CLO Ltd 549300T5OQR4UD880D68 87249AAG0 250000.00000000 PA USD 249972.93000000 0.013595337384 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.58000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 69489.00000000 NS USD 11820078.90000000 0.642861451259 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 104768.00000000 NS USD 15918449.92000000 0.865760533745 Long EC CORP US N 1 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 112362.00000000 NS 22619165.18000000 1.230193933299 Long EC CORP FR N 2 N N N CLARIFY HEALTH N/A 000000000 318926.00000000 NS USD 2309024.24000000 0.125581452245 Long EP CORP US N 3 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 187577100.00000000 OU Notional Amount USD 620960.21000000 0.033772311094 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-10-02 5887.57000000 USD 0.00000000 USD 187577100.00000000 USD 615072.64000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 100000.00000000 PA 123551.84000000 0.006719643400 Long DBT CORP FR N 2 2026-01-23 Fixed 3.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2025.49000000 0.000110160807 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 212806.55000000 USD 194006.54000000 EUR 2024-03-20 2025.49000000 N N N DEEP INSTINCT LTD N/A 000000000 36915.00000000 NS USD 104838.60000000 0.005701881951 N/A DE IL Y 3 N/A N/A Call Purchased DEEP INSTINCT LTD, Series D-2 DEEP INSTINCT LTD, Series D-2 1.00000000 1.00000000 USD 2032-09-20 XXXX 104838.60000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 6316976.00000000 OU Notional Amount 274662.70000000 0.014938145796 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 6316976.00000000 OU Notional Amount N/A 274662.70000000 0.01000000 DIR US N/A N/A 2029-03-20 0.00000000 N/A 0.00000000 N/A 6316976.00000000 EUR 1.00000000 3.18000000 EUR 2024-03-18 XXXX 192567.32000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -72.00000000 NC USD -16920.00000000 -0.00092023207 N/A DE IL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Nice Ltd. Nice Ltd. 100.00000000 230.00000000 USD 2024-01-19 XXXX -12975.83000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 98.00000000 NC USD 28126.00000000 0.001529695472 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 87.50000000 USD 2024-02-16 XXXX 4290.51000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 1245000.00000000 PA USD 1173519.94000000 0.063824508964 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 136.00000000 NC USD 116280.00000000 0.006324148102 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 390.00000000 USD 2024-02-16 XXXX 5818.18000000 N N N Birch Grove CLO Ltd. N/A 09076VAJ0 500000.00000000 PA USD 493200.05000000 0.026823788790 Long ABS-CBDO CORP KY N 2 2035-01-19 Floating 8.86000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 2073000.00000000 PA USD 1974409.57000000 0.107382684353 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 71145.70000000 0.003869418160 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 29116353.00000000 GBP 37198350.89000000 USD 2024-03-20 71145.70000000 N N N M/I Homes Inc 5299005M71FH9CCSFB69 55305B101 4220.00000000 NS USD 581262.80000000 0.031613278585 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 104580000.00000000 OU Notional Amount 112396.42000000 0.006112930910 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-08-15 909.04000000 MXN 0.00000000 MXN 104580000.00000000 MXN 112343.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -177.00000000 NC USD -14514.00000000 -0.00078937638 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Intel Corp. Intel Corp. 100.00000000 45.00000000 USD 2024-02-16 XXXX -392.93000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 36764044.00000000 OU Notional Amount USD 344377.62000000 0.018729747783 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 36764044.00000000 OU Notional Amount N/A 344377.62000000 0.02000000 DIR US N/A N/A 2026-04-01 0.00000000 N/A 0.00000000 N/A 36764044.00000000 USD 1.00000000 4.20000000 USD 2024-03-28 XXXX 196916.45000000 N N N LANDSEA HOMES CORP 549300RP8AZAKHNILS36 000000000 9092000.00000000 PA USD 8831059.60000000 0.480296945447 Long DBT CORP US N 3 2028-07-17 Fixed 11.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -139.00000000 NC USD -23213.00000000 -0.00126249096 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.Com, Inc. Amazon.Com, Inc. 100.00000000 135.00000000 USD 2024-02-16 XXXX -1698.66000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 4.00000000 NC USD 9047.32000000 0.000492058751 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets EM Index Futures MESH4 Index 2024-03-15 197692.68000000 USD 9047.32000000 N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 100000.00000000 PA 126510.30000000 0.006880545869 Long DBT CORP BE N 2 2025-09-24 Fixed 4.00000000 N N N N N N Regatta XVII Funding Ltd N/A 75888DAA8 250000.00000000 PA USD 252017.13000000 0.013706515777 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 13.27000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 86269.00000000 NC USD 2352.38000000 0.000127939452 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased Dual Binary Option: Payout at expiration if the SPX Index cash is below or at 4666.868 and USOSFR2 is above or at 4.369 SPX Index 1.00000000 4666.86800000 USD 2024-03-15 XXXX -4376.60000000 N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 169046.00000000 NS 11663803.19000000 0.634362046934 Long EC CORP DE N 2 N N N BYD Co Ltd 5299005557VL7ULJ7A69 000000000 448376.00000000 NS 12368287.07000000 0.672676979797 Long EC CORP CN N 2 N N N Gracechurch Mortgage Finance Plc N/A 38406JAJ7 2000000.00000000 PA USD 1484749.40000000 0.080751419860 Long ABS-MBS CORP US N 2 2040-12-10 Variable 2.68000000 N N N N N N ADLER PELZER HLDG GMBH 984500950ABB2CB7E742 000000000 1668000.00000000 PA 1832218.74000000 0.099649317757 Long DBT CORP DE N 2 2027-04-01 Fixed 9.50000000 N N N N N N Mill City Solar Loan Ltd. N/A 59982WAC1 1241773.55000000 PA USD 1026817.83000000 0.055845786306 Long ABS-O CORP KY N 2 2043-03-20 Fixed 5.92000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -318.00000000 NC USD -1596707.57000000 -0.08684051556 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYH4 Comdty 2024-03-19 -35932261.18000000 USD -1596707.57000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 36.00000000 NC USD 326291.08000000 0.017746070817 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 4171458.92000000 USD 326291.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -34.00000000 NC USD -2533.00000000 -0.00013776287 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 42.00000000 USD 2024-01-19 XXXX -976.47000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -28959.74000000 -0.00157504028 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 20635404.00000000 SEK 2023158.00000000 USD 2024-03-20 -28959.74000000 N N N Symphony CLO Ltd 54930001DQI1CFLYVB48 87167PAE0 500000.00000000 PA USD 495904.50000000 0.026970876358 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 11.81000000 N N N N N N FREEWIRE WARRANTS TRANCHE B N/A 000000000 17747.00000000 NS USD 1064.82000000 0.000057912619 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 1064.64000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -457877.88000000 -0.02490271350 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 131826987.00000000 EUR 145519987.97000000 USD 2024-03-20 -457877.88000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 46.00000000 NC USD 6118.00000000 0.000332741125 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 160.00000000 USD 2024-01-19 XXXX -386.02000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 569040.00000000 NC 12.47000000 0.000000678208 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 Call Purchased Tokyo Stock Exchange TOPIX Banks Index TPNBNK INDEX 1.00000000 286.63000000 JPY 2024-01-12 XXXX -40119.94000000 N N N 2024-04-15 BlackRock ESG Capital Allocation Term Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer