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LCZ7XYGSLJUHFXXNXD88 Y 2026-02-25 0.00000000 USD 0.00000000 USD 5365000.00000000 MXN 630.70000000 N N N J Front Retailing Co. Ltd. N/A N/A 1300.00000000 NS 16142.64000000 0.011328511276 Long EC CORP JP N 2 N N N Elmwood CLO II Ltd. N/A 29001LBA8 250000.00000000 PA USD 249153.30000000 0.174849712851 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.99316840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 22.61000000 0.000015867146 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 12851.86000000 SGD 9600.00000000 USD 2025-04-24 22.61000000 N N N N/A N/A N/A 965.00000000 NS USD 5616.30000000 0.003941382443 N/A DE US N 3 Davidson Homes, Inc. N/A Call Purchased Davidson Homes, Inc. Davidson Homes, Inc. 1.00000000 8.46500000 USD 2034-05-16 XXXX 5616.30000000 N N N N/A N/A N/A 973509.00000000 PA 15214.19000000 0.010676947697 N/A DFE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Purchased N/A EUR Currency 1.00000000 1.07000000 EUR 2025-04-16 XXXX 12709.72000000 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAD9 118000.00000000 PA USD 115640.00000000 0.081153333285 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 615.00000000 NS USD 139943.25000000 0.098208761746 Long EC CORP US N 1 N N N AccessLex Institute 635400C9RW3TYNTIJP57 00432CDJ7 9011.58640000 PA USD 8902.30000000 0.006247417147 Long ABS-O CORP US N 2 2036-05-25 Floating 4.88314080 N N N N N N Weichai Power Co. Ltd. 529900OKTPKBG85F9502 N/A 18000.00000000 NS 37910.67000000 0.026604784136 Long EC CORP CN N 2 N N N Eurobank SA 213800KGF4EFNUQKAT69 N/A 100000.00000000 PA 104350.10000000 0.073230356656 Long DBT CORP GR N 2 2036-02-07 Variable 4.00000000 N N N N N N BX Trust N/A 05606FAL7 64000.00000000 PA USD 58676.52000000 0.041177751501 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94399080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2614.25000000 -0.00183461692 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 276896.42000000 USD 367019.00000000 SGD 2025-06-18 -2614.25000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 4290.00000000 NS 84046.70000000 0.058981925429 Long EC CORP NL N 2 N N N Symrise AG 529900D82I6R9601CF26 N/A 559.00000000 NS 57953.79000000 0.040670557203 Long EC CORP DE N 2 N N N N/A N/A N/A 241195.00000000 PA USD 252.04000000 0.000176875528 N/A DFE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Purchased N/A USD/CAD Up-and-out barrier option; Barrier price USD 1.55000 1.00000000 1.47000000 USD 2025-04-22 XXXX -278.59000000 N N N N/A N/A N/A 476663.00000000 PA -279.38000000 -0.00019606207 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-09-19 0.00000000 USD 0.00000000 USD 476663.00000000 PLN -279.38000000 N N N N/A N/A 00PBJUJ45 1.00000000 NC USD 10.00000000 0.000007017756 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased CommScope Holding Co., Inc. CommScope Holding Co. Inc 100.00000000 4.00000000 USD 2025-05-16 XXXX -24.04000000 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 79.00000000 NS USD 40448.79000000 0.028385974886 Long EC CORP US N 1 N N N Emerald Technologies US AcquisitionCo, Inc. N/A 29102UAB5 30525.00000000 PA USD 22588.50000000 0.015852058707 Long LON CORP US N 3 2027-12-29 Variable 10.57492000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 4052.00000000 NS 144674.74000000 0.101529206098 Long EC CORP DE N 1 N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 15000.00000000 PA USD 12159.82000000 0.008533465281 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N N/A N/A N/A -524623.00000000 PA -25.69000000 -0.00001802861 N/A DFE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Written N/A EUR Currency 1.00000000 1.02500000 EUR 2025-04-15 XXXX 1574.47000000 N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 137000.00000000 PA 33516.87000000 0.023521322395 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.00000000 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 101000.00000000 PA 108302.12000000 0.076003787961 Long DBT CORP LU N 2 2026-09-15 Fixed 3.12500000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 100000.00000000 PA 112725.53000000 0.079108029279 Long DBT CORP FR N 2 2029-05-31 Fixed 6.37500000 N N N N N N GoTo Group, Inc. N/A 38349FAD8 5251.51170000 PA USD 2415.70000000 0.001695279377 Long LON CORP US N 2 2028-04-30 Variable 9.18894000 N N N N N N N/A N/A N/A 17677.00000000 PA 12.54000000 0.000008800266 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hannover Rueck SE Hannover Rueck SE Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 105.94000000 USD 0.00000000 USD 17677.00000000 EUR 12.54000000 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 N/A 4746.00000000 NS 65658.55000000 0.046077569968 Long EC CORP DK N 2 N N N N/A N/A 00CBE9VL9 -9.00000000 NC USD -3037.50000000 -0.00213164346 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written United States Steel Corp. United States Steel Corp. 100.00000000 45.00000000 USD 2025-05-16 XXXX -894.54000000 N N N Turkiye Is Bankasi A/S 789000FIRX9MDN0KTM91 N/A 29437.00000000 NS 9508.65000000 0.006672938797 Long EC CORP TR N 2 N N N N/A N/A 00PBTM8T9 12.00000000 NC USD 66.00000000 0.000046317191 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Ford Motor Co. Ford Motor Co. 100.00000000 8.85000000 USD 2025-04-17 XXXX -80.72000000 N N N N/A N/A 00PBBA377 -10.00000000 NC USD -340.00000000 -0.00023860371 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 73.00000000 USD 2025-05-16 XXXX -262.29000000 N N N Sampo OYJ 743700UF3RL386WIDA22 N/A 1395.00000000 NS 13368.53000000 0.009381708497 Long EC CORP FI N 2 N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 255.00000000 NS 40134.25000000 0.028165238381 Long EC CORP AU N 2 N N N Lookout, Inc., Series F 5493001FMB46AJ886C96 N/A 21278.00000000 NS USD 28725.30000000 0.020158715363 Long EP CORP US Y 3 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 N/A 21.00000000 NS 347.47000000 0.000243845976 Long EC CORP KY N 2 N N N Fressnapf Holding SE 529900NLSO3VLFW8JQ35 N/A 100000.00000000 PA 107994.84000000 0.075788146347 Long DBT CORP DE N 2 2031-10-31 Fixed 5.25000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 1649.00000000 NS USD 1361925.59000000 0.955766182252 Long EC CORP US N 1 N N N N/A N/A 00PBH2MC7 -12.00000000 NC USD -666.00000000 -0.00046738256 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Wells Fargo & Co. Wells Fargo & Co. 100.00000000 65.00000000 USD 2025-04-17 XXXX -78.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.95000000 0.000006280891 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 6308.12000000 USD 259408.78000000 TRY 2025-06-02 8.95000000 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 811.00000000 NS USD 166255.00000000 0.116673706549 Long EC CORP US N 1 N N N Snorkel AI, Inc., Series C N/A N/A 1894.00000000 NS USD 16970.24000000 0.011909300783 Long EC CORP US Y 3 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 2450.00000000 NS 39134.91000000 0.027463925928 Long EC CORP SE N 2 N N N N/A N/A 00CBR5X23 7.00000000 NC USD 392.00000000 0.000275096045 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chicago Board Options Exchange SPX Volatility Index US12497K1007 100.00000000 30.00000000 USD 2025-04-16 XXXX 12.40000000 N N N N/A N/A N/A -294576.00000000 PA USD -0.97000000 -0.00000068072 N/A DIR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Call Written N/A Swaption 1.00000000 2.70000000 USD 2025-04-25 XXXX 1756.99000000 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 1992.00000000 NS USD 741522.00000000 0.520382065070 Long EC CORP US N 1 N N N Parts Europe SA N/A N/A 112435.00000000 PA 121366.85000000 0.085172297024 Long LON CORP FR N 2 2031-02-03 Variable 5.95400000 N N N N N N N/A N/A N/A 1314471.00000000 PA -25678.99000000 -0.01802088925 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1314471.00000000 BRL -25678.99000000 N N N N/A N/A N/A 48607.00000000 PA USD -778.21000000 -0.00054612880 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 39-V1 2I65BYEB7 Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 37.87000000 USD 48607.00000000 USD -778.21000000 N N N Deckers Outdoor Corp. 5493008LG4W3I6K8J118 243537107 413.00000000 NS USD 46177.53000000 0.032406264981 Long EC CORP US N 1 N N N Ziggo BV 213800TQASLF9JXH5J59 N9833RAH2 311120.00000000 PA 323529.39000000 0.227045039903 Long LON CORP NL N 2 2029-01-31 Variable 5.36800000 N N N N N N N/A N/A N/A 15000.00000000 PA -270.63000000 -0.00018992153 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Telecom Italia SpA Telecom Italia SpA Y Receipt of notional amount upon default event with regard to the reference instrument 2029-12-20 699.39000000 USD 0.00000000 USD 15000.00000000 EUR -270.63000000 N N N Adyen NV 724500973ODKK3IFQ447 N/A 32.00000000 NS 49049.48000000 0.034421729487 Long EC CORP NL N 2 N N N N/A N/A N/A 90.00000000 NC USD 125550.00000000 0.088107929730 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 275.00000000 USD 2025-04-11 XXXX 94839.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -282.51000000 -0.00019825863 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 26000.00000000 USD 107867240.00000000 COP 2025-04-24 -282.51000000 N N N Allied Universal Holdco LLC 98450038B4549046D794 N/A 100000.00000000 PA 121424.50000000 0.085212754389 Long DBT CORP GB N 2 2028-06-01 Fixed 4.87500000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 689.00000000 NS USD 89383.97000000 0.062727491420 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 14087.00000000 NS USD 2200812.01000000 1.544476224030 Long EC CORP US N 1 N N N N/A N/A N/A 1369.00000000 NS USD 10623.44000000 0.007455271246 N/A DE US N 3 HawkEye 360, Inc. N/A Call Purchased HawkEye 360, Inc. HawkEye 360, Inc. 1.00000000 0.01000000 USD 2033-07-07 XXXX 10623.44000000 N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632QAE3 39000.00000000 PA USD 37910.56000000 0.026604706941 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N N/A N/A N/A 148992.97000000 PA USD 8742.92000000 0.006135568148 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 39-V4 2I65BRAB7 Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 4.32000000 USD 0.00000000 USD 148993.00000000 USD 8742.92000000 N N N N/A N/A 00CBLC277 49.00000000 NC USD 98.00000000 0.000068774011 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 110.00000000 USD 2025-04-17 XXXX -12310.11000000 N N N N/A N/A N/A 397575.00000000 PA -441.90000000 -0.00031011464 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-19 0.00000000 USD 0.00000000 USD 397575.00000000 PLN -441.90000000 N N N Grand Rounds, Inc. N/A N/A 67553.00000000 NS USD 50664.75000000 0.035555286601 Long EC CORP GB Y 3 N N N N/A N/A N/A -604315.00000000 PA 0.00000000 0.000000 N/A DFE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Put Written N/A EUR Currency 1.00000000 0.99900000 EUR 2025-04-03 XXXX 3725.99000000 N N N N/A N/A N/A 836.00000000 PA USD -441.10000000 -0.00030955322 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y 2025-06-17 0.00000000 USD 0.00000000 USD 836.00000000 USD -441.10000000 N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAD4 84000.00000000 PA USD 83962.94000000 0.058923144703 Long DBT CORP US N 2 2029-06-15 Fixed 8.37500000 N N N N N N Shell plc 21380068P1DRHMJ8KU70 N/A 25344.00000000 NS 927453.66000000 0.650864371991 Long EC CORP GB N 2 N N N N/A N/A N/A 767000.00000000 PA USD 9750.44000000 0.006842621125 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-10-23 0.00000000 USD 0.00000000 USD 767000.00000000 USD 9750.44000000 N N N Oceana Australian Fixed Income Trust N/A N/A 79000.00000000 PA 51772.07000000 0.036332376786 Long DBT CORP AU N 3 2027-08-31 Fixed 12.50000000 N N N N N N Avaya, Inc. N/A 05351X507 10.00000000 NS USD 58.33000000 0.000040934572 Long EC CORP US N 2 N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAG8 43000.00000000 PA USD 44558.75000000 0.031270244634 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N N/A N/A 00CBLC293 -49.00000000 NC USD -49.00000000 -0.00003438700 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walmart, Inc. Walmart, Inc. 100.00000000 120.00000000 USD 2025-04-17 XXXX 2885.19000000 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 6935.00000000 NS USD 699602.80000000 0.490964192287 Long EC CORP US N 1 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 1386.00000000 NS USD 850990.14000000 0.597204137446 Long EC CORP US N 1 N N N Solaris Energy Infrastructure, Inc. 529900MTK3C8Y8TIIC10 83418M103 5103.00000000 NS USD 111041.28000000 0.077926063683 Long EC CORP US N 1 N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 N/A 354.00000000 NS 7502.49000000 0.005265064609 Long EC CORP PT N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1410.95000000 0.000990170318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5811656.00000000 MXN 282473.00000000 USD 2025-06-18 1410.95000000 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AU6 15000.00000000 PA USD 14875.93000000 0.010439565074 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903202 155.00000000 NS USD 36921.00000000 0.025910257854 Long EC CORP US N 1 N N N N/A N/A N/A 261056578.00000000 PA 243.90000000 0.000171163074 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Y 2025-05-10 0.00000000 USD 0.00000000 USD 261056578.00000000 COP 243.90000000 N N N BX Trust N/A 05612TAL9 55000.00000000 PA USD 54037.12000000 0.037921933666 Long ABS-MBS CORP US N 2 2029-07-15 Floating 8.25705720 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 244000.00000000 PA 61743.74000000 0.043330251734 Long DBT NUSS PL N 2 2029-07-25 Fixed 4.75000000 N N N N N N N/A N/A N/A 1073983.00000000 PA USD -21812.12000000 -0.01530721414 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-02-19 0.00000000 USD 0.00000000 USD 1073983.00000000 USD -21812.12000000 N N N Mahle GmbH 52990098TR1QJBWIYG58 N/A 100000.00000000 PA 106729.72000000 0.074900315969 Long DBT CORP DE N 2 2031-05-02 Fixed 6.50000000 N N N N N N N/A N/A N/A 10332400.00000000 PA USD 177269.19000000 0.124403196622 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-04-26 3878.25000000 USD 0.00000000 USD 10332400.00000000 USD 177269.19000000 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 2254.00000000 NS 124075.94000000 0.087073470352 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 13323.49000000 0.009350100523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445576.00000000 EUR 2884569.91000000 BRL 2025-06-18 13323.49000000 N N N Health Care Select Sector SPDR Fund 549300EJNY3KKJHPOY44 81369Y209 480.00000000 NS USD 70084.80000000 0.049183804329 Long RF US N 1 N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445109 983.00000000 NS USD 143675.28000000 0.100827809432 Long EC CORP US N 1 N N N Steadfast Group Ltd. 9845003B6BEAA12DBD91 N/A 5241.00000000 NS 19057.40000000 0.013374018797 Long EC CORP AU N 2 N N N N/A N/A N/A 706800.00000000 PA -1448.21000000 -0.00101631847 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2025-07-01 0.00000000 USD 0.00000000 USD 706800.00000000 BRL -1448.21000000 N N N Sanofi SA 549300E9PC51EN656011 N/A 3794.00000000 NS 420078.87000000 0.294801111582 Long EC CORP FR N 2 N N N Japan Post Bank Co. Ltd. 5493006JVO6N2HC2XZ76 N/A 1700.00000000 NS 17261.08000000 0.012113405206 Long EC CORP JP N 2 N N N Fortescue Ltd. 529900VEJFORCO6I4826 N/A 3897.00000000 NS 37719.17000000 0.026470394104 Long EC CORP AU N 2 N N N GSK plc 5493000HZTVUYLO1D793 N/A 4104.00000000 NS 78428.29000000 0.055039062239 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1763.54000000 -0.00123760938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105608.08000000 USD 1733979076.00000000 IDR 2025-05-20 -1763.54000000 N N N Brambles Ltd. N/A N/A 1411.00000000 NS 17825.48000000 0.012509487369 Long EC CORP AU N 2 N N N CD&R Firefly Bidco plc N/A N/A 34200.00000000 PA 44042.67000000 0.030908072270 Long LON CORP GB N 2 2029-04-30 Variable 5.25000000 N N N N N N N/A N/A N/A 4.00000000 NC -6022.63000000 -0.00422653493 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Long Gilt 2025-06-26 366760.00000000 GBP -6022.63000000 N N N Hydrofarm Holdings Group, Inc. N/A 44888MAB2 20042.87620000 PA USD 16034.30000000 0.011252480905 Long LON CORP US N 3 2028-10-25 Variable 9.93832000 N N N N N N Citigroup Capital XIII N/A 173080201 3609.00000000 NS USD 107764.74000000 0.075626667776 Long EP CORP US N 1 N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 38.00000000 NS USD 44874.58000000 0.031491886430 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -80.36000000 -0.00005639468 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 274190.16000000 NOK 24000.00000000 EUR 2025-04-24 -80.36000000 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AN0 4000.00000000 PA USD 4099.69000000 0.002877062512 Long DBT CORP US N 2 2030-03-20 Variable 6.30000000 N N N N N N FNA 8 LLC N/A 30340WAA3 100000.00000000 PA USD 100000.00000000 0.070177562509 Long ABS-O CORP US N 2 2045-03-15 Variable 5.62299840 N N N N N N N/A N/A N/A 3.00000000 NC USD 150.00000000 0.000105266343 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Informatica, Inc. Informatica, Inc. 100.00000000 35.00000000 USD 2025-11-21 XXXX 29.32000000 N N N iShares Trust 549300GIWSEGOQLZR212 46429B747 1425.00000000 NS USD 147444.75000000 0.103473131597 Long RF US N 1 N N N N/A N/A N/A 8.00000000 NC USD 52.00000000 0.000036492332 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Warner Bros Discovery, Inc. Warner Bros Discovery, Inc. 100.00000000 12.00000000 USD 2025-04-17 XXXX -117.83000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 12191.00000000 NS USD 2707986.83000000 1.900399150367 Long EC CORP US N 1 N N N ResMed, Inc. 529900T3QE5253CCXF22 761152107 232.00000000 NS USD 51933.20000000 0.036445453893 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A 808.65000000 0.000567490859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 889580.43000000 MXN 43993.39000000 USD 2025-05-20 808.65000000 N N N N/A N/A N/A 761939.00000000 PA 122026.37000000 0.085635132084 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-08-26 0.00000000 USD 0.00000000 USD 761939.00000000 EUR 122026.37000000 N N N N/A N/A 00CAMTUW5 11.00000000 NC USD 60.50000000 0.000042457425 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 7.00000000 USD 2025-04-17 XXXX -82.08000000 N N N Logitech International SA 549300SN6PRK6IJJC215 N/A 909.00000000 NS 77024.31000000 0.054053783297 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -10058.82000000 -0.00705903469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622874.86000000 USD 899624391.00000000 KRW 2025-06-18 -10058.82000000 N N N N/A N/A N/A 1.00000000 NC USD 2.50000000 0.000001754439 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Wolfspeed, Inc. 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N/A 76243NAA4 100000.00000000 PA USD 99405.25000000 0.069760181456 Long ABS-CBDO CORP BM N 2 2037-01-19 Floating 6.56917920 N N N N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 8000.00000000 NS 61084.23000000 0.042867423691 Long EC CORP JP N 2 N N N N/A N/A N/A 10000.00000000 PA USD -431.75000000 -0.00030299162 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 DXC Technology Co. DXC Technology Co. Y Receipt of notional amount upon default event with regard to the reference instrument 2029-06-20 0.00000000 USD 1070.69000000 USD 10000.00000000 USD -431.75000000 N N N FDJ United 969500R4CLSQFTYYI535 N/A 236.00000000 NS 7425.99000000 0.005211378774 Long EC CORP FR N 2 N N N Teya Services Ltd. 724500PO8X1BOVZPJ332 N/A 38.00000000 NS USD 10591.36000000 0.007432758284 Long EC CORP NL Y 3 N N N N/A N/A N/A 543.00000000 NS USD 4213.68000000 0.002957057915 N/A DE US N 3 HawkEye 360, Inc. N/A Call Purchased HawkEye 360, Inc. HawkEye 360, Inc. 1.00000000 0.01000000 USD 2033-07-07 XXXX 4213.68000000 N N N MCR Mortgage Trust N/A 582923AE8 23000.00000000 PA USD 23383.17000000 0.016409738743 Long ABS-MBS CORP US N 2 2039-06-12 Fixed 8.72500000 N N N N N N JD.com, Inc. 549300HVTWB0GJZ16V92 N/A 1650.00000000 NS 33943.04000000 0.023820398113 Long EC CORP KY N 2 N N N N/A N/A 00CBT0SF9 -85.00000000 NC USD -1275.00000000 -0.00089476392 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 100.00000000 42.00000000 USD 2025-04-17 XXXX 3934.14000000 N N N 10x Future Technologies Services Ltd. N/A N/A 46922.47000000 PA 65158.01000000 0.045726303197 Long DBT CORP GB Y 3 2026-06-19 Fixed 15.00000000 N N Y N N N X Corp. N/A 90184NAK4 15000.00000000 PA USD 15377.70000000 0.010791695029 Long LON CORP US N 2 2030-02-14 Variable 9.50000000 N N N N N N Compass Group plc 2138008M6MH9OZ6U2T68 N/A 20518.00000000 NS 678659.59000000 0.476266757997 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3806.72000000 0.002671463307 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 4626646.10000000 MXN 228407.55000000 USD 2025-05-20 3806.72000000 N N N N/A N/A N/A 217.00000000 NS USD 974.33000000 0.000683761044 N/A DE US N 3 HawkEye 360, Inc. N/A Call Purchased HawkEye 360, Inc. HawkEye 360, Inc. 1.00000000 11.17470000 USD 2033-07-07 XXXX 974.33000000 N N N N/A N/A N/A 2120.00000000 NS USD 549.93000000 0.000385927469 N/A DE KY N 3 Crown PropTech Acquisitions N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2026-02-01 XXXX -2630.07000000 N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250104 41.00000000 NS USD 75610.56000000 0.053061648007 Long EC CORP US N 1 N N N N/A N/A N/A 45000.00000000 PA USD 124.56000000 0.000087413171 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Southwest Airlines Co. Southwest Airlines Co. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 287.91000000 USD 0.00000000 USD 45000.00000000 USD 124.56000000 N N N N/A N/A 00PBCEUE3 -4.00000000 NC USD -100.00000000 -0.00007017756 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Forward Air Corp. Forward Air Corp. 100.00000000 10.00000000 USD 2025-04-17 XXXX -64.92000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 742100000.00000000 PA 157432.29000000 0.110482143724 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N N/A N/A 00CBKYXY7 8.00000000 NC USD 40.00000000 0.000028071025 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 290.00000000 USD 2025-04-17 XXXX -3817.81000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A 100000.00000000 PA 107308.21000000 0.075306286150 Long DBT CORP US N 2 2026-10-23 Variable 1.34200000 N N N N N N N/A N/A 00PBU6C83 7.00000000 NC USD 91.00000000 0.000063861581 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Southwest Airlines Co. Southwest Airlines Co. 100.00000000 25.00000000 USD 2025-04-17 XXXX -50.60000000 N N N BlackRock Funds III 549300JDHS1T46VWOG19 066922519 4055662.40100000 NS USD 4057690.23000000 2.847588097593 Long STIV RF US N 1 N N N/A N/A N/A -26000.00000000 PA USD -436.69000000 -0.00030645839 N/A DFE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written N/A USD Currency 1.00000000 39.50000000 USD 2025-05-16 XXXX 0.11000000 N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAE1 20000.00000000 PA USD 19703.76000000 0.013827618490 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N Cheniere Energy, Inc. 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R4PP93JZOLY261QX3811 025816109 810.00000000 NS USD 217930.50000000 0.152938312864 Long EC CORP US N 1 N N N CVC Cordatus Opportunity Loan Fund-R DAC 635400C8SJP8XE4FXA57 N/A 100000.00000000 PA 108130.00000000 0.075882998341 Long ABS-CBDO CORP IE N 3 2033-08-15 Floating 5.21100000 N N N N N N Caresyntax, Inc. N/A N/A 73.00000000 NS USD 191.26000000 0.000134221606 Long EC CORP US N 3 N N N N/A N/A N/A 298294.00000000 PA -5448.31000000 -0.00382349115 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 298294.00000000 BRL -5448.31000000 N N N N/A N/A N/A 5000.00000000 PA USD -3.42000000 -0.00000240007 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Vistra Operations Co. LLC Vistra Operations Co. LLC Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 801.38000000 USD 0.00000000 USD 5000.00000000 USD -3.42000000 N N N BX Trust N/A 05593VAN3 43000.00000000 PA USD 42731.77000000 0.029988114603 Long ABS-MBS CORP US N 2 2030-03-15 Floating 7.26046920 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 N/A 1827.00000000 NS 526484.04000000 0.369473666272 Long EC CORP FR N 2 N N N Stem, Inc. 549300GVWIYFILN5V546 85859NAA0 6000.00000000 PA USD 1559.98000000 0.001094755939 Long DBT CORP US N 2 2028-12-01 Fixed 0.50000000 N N N N Y Stem, Inc. USD XXXX N N N N/A N/A N/A -74066.00000000 PA USD -73.47000000 -0.00005155945 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 4.15000000 USD 2025-04-23 XXXX 1465.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 113.94000000 0.000079960314 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 13000.00000000 USD 517270.00000000 TRY 2025-04-30 113.94000000 N N N N/A N/A 00CBMN1A6 10.00000000 NC USD 35.00000000 0.000024562146 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. 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Ltd. 254900JBP5GB5B1IHS51 N/A 1379.00000000 NS 7058.56000000 0.004953525356 Long EC CORP TW N 2 N N N Eiffage SA 969500OQXKE5WDM9M994 N/A 456.00000000 NS 53091.55000000 0.037258355688 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 197.24000000 0.000138418224 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 16559.00000000 USD 95618.62000000 BRL 2025-04-02 197.24000000 N N N Realtek Semiconductor Corp. 5299002E7F36O00MYY75 N/A 4796.00000000 NS 76460.31000000 0.053657981845 Long EC CORP TW N 2 N N N Adobe, Inc. 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Eli Lilly & Co. 100.00000000 930.00000000 USD 2025-04-17 XXXX -2148.91000000 N N N N/A N/A N/A 155236.00000000 PA 510.04000000 0.000357933639 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 155236.00000000 PLN 510.04000000 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 784.00000000 NS 76294.33000000 0.053541501126 Long EC CORP CA N 1 N N N BX Trust N/A 05608VAN6 28000.00000000 PA USD 27703.93000000 0.019441942793 Long ABS-MBS CORP US N 2 2034-01-15 Floating 7.43348160 N N N N N N SambaNova Systems, Inc., Series D N/A N/A 554.00000000 NS USD 29993.56000000 0.021048749317 Long EC CORP US Y 3 N N N Vita Global Finco Ltd. N/A N/A 36835.69120000 PA 41220.72000000 0.028927696544 Long LON CORP JE N 3 2027-07-06 Variable 8.18920000 N N N N N N GS Engineering & Construction Corp. 988400BQ69DJXXFA0D28 N/A 711.00000000 NS 8239.06000000 0.005781971481 Long EC CORP KR N 2 N N N BAMLL Trust N/A 05494CAJ4 71000.00000000 PA USD 70804.40000000 0.049688802069 Long ABS-MBS CORP US N 2 2042-02-15 Floating 9.56999880 N N N N N N N/A N/A N/A 1.00000000 NC N/A 175.08000000 0.000122866876 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 989943.00000000 THB 29455.75000000 USD 2025-05-20 175.08000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 221000.00000000 PA 49981.86000000 0.035076051044 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N Santen Pharmaceutical Co. Ltd. 529900TPT3I7C17MIM03 N/A 1763.00000000 NS 16790.86000000 0.011783416272 Long EC CORP JP N 2 N N N Vertiv Holdings Co. 549300KTTIRAOGXCRV69 92537N108 736.00000000 NS USD 53139.20000000 0.037291795296 Long EC CORP US N 1 N N N N/A N/A N/A 56065.00000000 PA USD 2305.64000000 0.001618041952 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A USD Currency 1.00000000 156.00000000 USD 2025-04-08 XXXX 1287.78000000 N N N Twitter, Inc. N/A 90184NAG3 15000.00000000 PA USD 14901.60000000 0.010457579654 Long LON CORP US N 2 2029-10-26 Variable 10.97878000 N N N N N N GoTo Group, Inc. 549300D12V5KRBV00592 38349YAB1 10750.00000000 PA USD 4515.00000000 0.003168516947 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 126.20000000 0.000088564083 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14472.00000000 EUR 15843.32000000 USD 2025-06-18 126.20000000 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 19446.00000000 NS 54597.67000000 0.038315313992 Long EC CORP ES N 2 N N N N/A N/A N/A 501828.00000000 PA 41.04000000 0.000028800871 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-06-18 59.66000000 USD 0.00000000 USD 501828.00000000 CZK 41.04000000 N N N CP ALL PCL 894500LSBZLM09TY1A91 N/A 7200.00000000 NS 10532.57000000 0.007391500895 Long EC CORP TH N 2 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WBF8 39000.00000000 PA USD 55692.00000000 0.039083288112 Long DBT CORP KY N 2 2031-06-01 Fixed 0.50000000 N N N N N Alibaba Group Holding Ltd. 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Ltd. 254900CR8AHWTMFZHH60 N/A 25157.00000000 NS 90513.33000000 0.063520048740 Long EC CORP CN N 2 N N N N/A N/A N/A 1098500.00000000 PA -1484.65000000 -0.00104189118 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-01-16 0.00000000 USD 0.00000000 USD 1098500.00000000 GBP -1484.65000000 N N N N/A N/A N/A 3714.00000000 PA 12.20000000 0.000008561662 N/A DFE GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Purchased N/A EUR/USD One-touch barrier option; Barrier price EUR 1.01000 1.00000000 1.01000000 EUR 2025-04-24 XXXX -598.34000000 N N N Intrum AB 549300UNCO2FCUWXX470 N/A 100000.00000000 PA 85422.70000000 0.059947568689 Long DBT CORP SE N 2 2027-09-15 Fixed 3.00000000 Y N N N N N N/A N/A N/A 13000.00000000 PA USD 278.95000000 0.000195760310 N/A DFE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Purchased N/A USD Currency 1.00000000 40.00000000 USD 2025-05-29 XXXX 63.80000000 N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 27000.00000000 PA USD 26929.52000000 0.018898480731 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N N/A N/A N/A 48000.00000000 PA USD 0.05000000 0.000000035088 N/A DFE GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Call Purchased N/A USD Currency 1.00000000 6.00000000 USD 2025-04-02 XXXX -791.47000000 N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 550241103 6190.00000000 NS USD 24264.80000000 0.017028445187 Long EC CORP US N 1 N N N Mazda Motor Corp. 52990044YZJLICDQKK92 N/A 3700.00000000 NS 23673.94000000 0.016613794041 Long EC CORP JP N 2 N N James Hardie Industries plc 635400NSGXKTVOO7JU45 N/A 1333.00000000 NS 31811.12000000 0.022324268622 Long EC CORP IE N 2 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 2830.00000000 NS 62054.95000000 0.043548651326 Long EC CORP NL N 2 N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 90384S303 413.00000000 NS USD 151381.02000000 0.106235509937 Long EC CORP US N 1 N N N N/A N/A N/A 546861.00000000 PA USD 3.91000000 0.000002743942 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Purchased N/A USD Currency 1.00000000 1.48000000 USD 2025-04-03 XXXX -3093.51000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 18060TAD7 125000.00000000 PA USD 126191.25000000 0.088557943350 Long DBT CORP CA N 2 2030-02-15 Fixed 6.75000000 N N N N N N N/A N/A N/A -26000.00000000 PA USD -231.90000000 -0.00016274176 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Put Written N/A USD Currency 1.00000000 20.10000000 USD 2025-05-28 XXXX 139.12000000 N N N Aroundtown Finance SARL 8945006LEXV2KWSWVP51 N/A 100000.00000000 PA 108053.66000000 0.075829424790 Long DBT CORP LU N 2 2030-01-16 Variable 7.12500000 N N N N N N HILT Commercial Mortgage Trust N/A 403956AG0 100000.00000000 PA USD 99500.00000000 0.069826674696 Long ABS-MBS CORP US N 2 2037-05-15 Floating 7.50804840 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AE8 100000.00000000 PA USD 97149.68000000 0.068177277409 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N REI Agro Ltd. 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INR XXXX N N N N/A N/A N/A 1.00000000 NC N/A 196.52000000 0.000137912945 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 529646.00000000 MXN 26000.00000000 USD 2025-04-24 196.52000000 N N N Iliad Holding SASU 9695009PXA7OI9NXN582 N/A 100000.00000000 PA 109988.97000000 0.077187578175 Long DBT CORP FR N 2 2028-10-15 Fixed 5.62500000 N N N N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 N/A 100000.00000000 PA 112763.37000000 0.079134584469 Long DBT CORP DE N 2 2030-02-21 Fixed 7.00000000 N N N N N N BX Trust N/A 05612HAA9 84528.30000000 PA USD 84689.91000000 0.059433314529 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.76105840 N N N N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 2812.00000000 NS 132798.39000000 0.093194673153 Long EC CORP CA N 1 N N N/A N/A 00PBK6DA8 -4.00000000 NC USD -1520.00000000 -0.00106669895 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Union Pacific Corp. Union Pacific Corp. 100.00000000 225.00000000 USD 2025-05-16 XXXX -248.94000000 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 804.00000000 NS USD 749754.12000000 0.526159166229 Long EC CORP US N 1 N N N BX Trust N/A 05606FAN3 89000.00000000 PA USD 80424.50000000 0.056439953760 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94399080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 158.88000000 0.000111498111 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 182670.76000000 USD 4218317.40000000 CZK 2025-04-24 158.88000000 N N N N/A N/A 00PBRMRW3 -22.00000000 NC USD -495.00000000 -0.00034737893 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Williams Cos., Inc. (The) Williams Cos., Inc. (The) 100.00000000 55.00000000 USD 2025-04-17 XXXX 1570.46000000 N N N N/A N/A N/A 1358333.00000000 PA 52799.93000000 0.037053703880 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-04-30 0.00000000 USD 0.00000000 USD 1358333.00000000 EUR 52799.93000000 N N N Ursa Major Technologies, Inc., Series D N/A N/A 1487.00000000 NS USD 3553.93000000 0.002494061447 Long EC CORP US Y 3 N N N N/A N/A 00PB9LVF7 -7.00000000 NC USD -245.00000000 -0.00017193502 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 76.00000000 USD 2025-04-17 XXXX -204.61000000 N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAG2 118000.00000000 PA USD 126039.46000000 0.088451420827 Long DBT CORP BM N 2 2031-07-15 Fixed 9.12500000 N N N N N N N/A N/A 00CBRGUR7 9.00000000 NC USD 37867.50000000 0.026574488483 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 490.00000000 USD 2025-04-17 XXXX 25058.46000000 N N N Dassault Systemes SE 96950065LBWY0APQIM86 N/A 2236.00000000 NS 85130.63000000 0.059742601082 Long EC CORP FR N 2 N N N PDD Holdings, Inc. 5493000573DS7005T657 722304102 3.00000000 NS USD 355.05000000 0.000249165435 Long EC CORP KY N 1 N N N Oceana Australian Fixed Income Trust N/A N/A 32000.00000000 PA 20095.18000000 0.014102307505 Long DBT CORP AU N 3 2025-08-31 Fixed 12.00000000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 620000.00000000 PA 658780.08000000 0.462315802441 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.15000000 N N N N N N Dexcom, Inc. 549300YSK3QDSFR5EU59 252131107 953.00000000 NS USD 65080.37000000 0.045671817338 Long EC CORP US N 1 N N N N/A N/A N/A 34274.00000000 PA -200.01000000 -0.00014036214 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Swedbank AB Swedbank AB Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 97.86000000 USD 34274.00000000 EUR -200.01000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 11852.00000000 NS USD 850855.08000000 0.597109355630 Long EC CORP US N 1 N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78573NAJ1 48000.00000000 PA USD 47499.98000000 0.033334328156 Long DBT CORP US N 2 2027-06-01 Fixed 8.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 440.87000000 0.000309391819 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 53437.35000000 USD 4613540.33000000 INR 2025-04-24 440.87000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 9000.00000000 PA 43494.50000000 0.030523379925 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.49999960 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 63.00000000 NS USD 16277.94000000 0.011423461518 Long EC CORP US N 1 N N N Quintis Australia Pty. Ltd. 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(The) 784F5XWPLTWKTBV3E584 N/A 32000.00000000 PA 32355.26000000 0.022706132811 Long DBT CORP US N 2 2028-01-26 Fixed 0.25000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 6207.00000000 NS USD 331640.01000000 0.232736875323 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -480.99000000 -0.00033754705 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 71222.16000000 BRL 12000.00000000 USD 2025-04-02 -480.99000000 N N N Deep Instinct Ltd., Series D-4 N/A N/A 11985.00000000 NS USD 1078.65000000 0.000756970278 Long EP CORP US Y 3 N N N MHC Commercial Mortgage Trust N/A 55316VAJ3 124790.40000000 PA USD 124478.42000000 0.087355921006 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.53444280 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637209 507.00000000 NS USD 17207.58000000 0.012075860210 Long EC CORP US N 1 N N Samsara, Inc. N/A 79589L106 769.00000000 NS USD 29475.77000000 0.020685376916 Long EC CORP US N 1 N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 1800.00000000 NS 28432.18000000 0.019953010892 Long EC CORP JP N 2 N N N GAIL India Ltd. 335800N82LJD42ZA5L32 N/A 1872.00000000 NS 3988.45000000 0.002798996991 Long EC CORP IN N 2 N N N BX Commercial Mortgage Trust N/A 05608WAS3 93575.98000000 PA USD 91704.46000000 0.064355954740 Long ABS-MBS CORP US N 2 2038-06-15 Floating 7.23448080 N N N N N N Chevron Corp. N/A 166764100 2709.00000000 NS USD 453188.61000000 0.318036720067 Long EC CORP US N 1 N N N BX Trust N/A 05608VAL0 14000.00000000 PA USD 13870.02000000 0.009733641955 Long ABS-MBS CORP US N 2 2034-01-15 Floating 6.68347920 N N N N N N N/A N/A N/A 1.00000000 NC N/A -867.39000000 -0.00060871315 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 31263.72000000 USD 1209460.33000000 TRY 2025-05-07 -867.39000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 290000.00000000 PA 5887.17000000 0.004131472406 Long DBT NUSS EG N 2 2027-10-01 Fixed 24.45800000 N N N N N N N/A N/A N/A -1049917.00000000 PA USD -5403.85000000 -0.00379229021 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 4.05000000 USD 2025-06-04 XXXX 2129.30000000 N N N Vivendi SE 969500FU4DRAEVJW7U54 N/A 6908.00000000 NS 20708.02000000 0.014532383679 Long EC CORP FR N 2 N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAN0 10000.00000000 PA USD 10794.35000000 0.007575211718 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N SailPoint, Inc. N/A 78781J109 2507.00000000 NS USD 47006.25000000 0.032987840477 Long EC CORP US N 1 N N N Freed Hotels & Resorts N/A 76125UAA1 446999.00000000 PA USD 448116.50000000 0.314477236902 Long DBT CORP CA N 3 2028-11-21 Variable 12.00000000 N N N N N N Northern Data AG 391200LB6JA3HAQWTS32 N/A 384.00000000 NS 10045.90000000 0.007049967752 Long EC CORP DE N 2 N N N Atlassian Corp. 549300V7ZY5P02D2MY38 049468101 209.00000000 NS USD 44351.89000000 0.031125075328 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -666.05000000 -0.00046741765 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 213737.00000000 USD 31681637.00000000 JPY 2025-06-18 -666.05000000 N N N N/A N/A 00CBK0DU1 27.00000000 NC USD 6952.50000000 0.004879095033 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Williams Cos., Inc. (The) Williams Cos., Inc. (The) 100.00000000 60.00000000 USD 2025-05-16 XXXX 2352.22000000 N N N Ebara Corp. 353800UV8U3SOMCDTI49 N/A 1600.00000000 NS 24352.93000000 0.017090292673 Long EC CORP JP N 2 N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 N/A 4879.00000000 NS 54230.98000000 0.038057979888 Long EC CORP ES N 2 N N N BX Commercial Mortgage Trust N/A 05608KAL4 70000.00000000 PA USD 69650.00000000 0.048878672287 Long ABS-MBS CORP US N 2 2038-05-15 Floating 7.23580920 N N N N N N Powszechna Kasa Oszczednosci Bank Polski SA P4GTT6GF1W40CVIMFR43 N/A 390.00000000 NS 7614.95000000 0.005343986296 Long EC CORP PL N 2 N N N N/A N/A 00PB9L418 173.00000000 NC USD 9255.50000000 0.006495284298 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 2025-04-17 XXXX -4623.73000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 463000.00000000 PA 9029.40000000 0.006336612829 Long DBT NUSS EG N 2 2028-02-04 Fixed 21.38300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -186.95000000 -0.00013119695 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 391765.00000000 UYU 9108.70000000 USD 2025-05-20 -186.95000000 N N N GM Cruise Holdings LLC, Class G N/A N/A 2891.00000000 NS USD 2891.00000000 0.002028833332 Long EC CORP US Y 3 N N N N/A N/A N/A -37.00000000 NC USD -7899.50000000 -0.00554367655 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Citigroup, Inc. Citigroup, Inc. 100.00000000 70.00000000 USD 2025-04-17 XXXX -5458.96000000 N N N iShares Trust 5493001YVWPO25CNKN94 464287184 4256.00000000 NS USD 152535.04000000 0.107045373044 Long RF US N 1 N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 4878.00000000 NS USD 212680.80000000 0.149254201365 Long EC CORP US N 1 N N N Erie Indemnity Co. 549300WA5KP94KRUFZ80 29530P102 39.00000000 NS USD 16342.95000000 0.011469083952 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 1149.00000000 NS USD 120667.98000000 0.084681847093 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 18.00000000 NS USD 33374.16000000 0.023421171995 Long EC CORP US N 1 N N N Extended Stay America Trust N/A 30227FAJ9 176694.66000000 PA USD 176473.79000000 0.123845004289 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.68347920 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5118.92000000 -0.00359233328 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 6155353.00000000 NOK 579938.80000000 USD 2025-06-18 -5118.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1499.12000000 -0.00105204587 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 215398.00000000 USD 31804742.00000000 JPY 2025-06-18 -1499.12000000 N N N N/A N/A N/A 4375.00000000 PA USD 88.45000000 0.000062072054 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Call Purchased N/A Dual Binary Option: Payout at expiration if the EURUSD on WM10AMNY is below or at 1.02 and USDJPY on WM10AMNY is below or at 148 1.00000000 148.00000000 USD 2025-07-15 XXXX -246.24000000 N N N Veritas, Inc. N/A N/A 202.79000000 NS USD 4664.17000000 0.003273200817 Long EC CORP US N 2 N N N N/A N/A N/A 384743.00000000 PA 82.06000000 0.000057587707 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-09-23 0.00000000 USD 0.00000000 USD 384743.00000000 ZAR 82.06000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746804 46.00000000 NS USD 55236.80000000 0.038763839848 Long EP CORP US N 1 N N N Sojitz Corp. 5493004SE33MRLPB1W98 N/A 1200.00000000 NS 26448.30000000 0.018560772265 Long EC CORP JP N 2 N N Redstone HoldCo 2 LP N/A 75774EAK1 50000.00000000 PA USD 18437.50000000 0.012938988087 Long LON CORP US N 2 2029-04-27 Variable 12.30236000 N N N N N N Chugai Pharmaceutical Co. Ltd. 529900T9LAII161DCN95 N/A 600.00000000 NS 27486.94000000 0.019289664500 Long EC CORP JP N 2 N N N Insightful Corp. N/A N/A 51259.00000000 NS USD 11030.94000000 0.007741244813 Long EC CORP US N 3 N N N Viper Energy, Inc. 5299009LINL232255G03 927959106 999.00000000 NS USD 45104.85000000 0.031653484303 Long EC CORP US N 1 N N N Accor SA 969500QZC2Q0TK11NV07 N/A 5365.00000000 NS 244672.33000000 0.171705077328 Long EC CORP FR N 2 N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 200000.00000000 PA 251396.25000000 0.176423760489 Long DBT CORP GB N 2 2032-02-28 Variable 7.50000000 N N N N N N Kuraray Co. Ltd. 549300W9JPTOE739QZ31 N/A 1800.00000000 NS 22180.46000000 0.015565706181 Long EC CORP JP N 2 N N N N/A N/A N/A 14.00000000 NS USD 31713.08000000 0.022255466540 N/A DE US Y 2 New York Community Bancorp, Inc. N/A Call Purchased New York Community Bancorp, Inc. New York Community Bancorp, Inc. 1.00000000 2485.52160000 USD 2031-03-11 XXXX 31713.08000000 N N N Nomura Research Institute Ltd. 5299005F1HCVF4M4QN79 N/A 416.00000000 NS 13541.78000000 0.009503291124 Long EC CORP JP N 2 N N N N/A N/A N/A -26.00000000 NC USD -3562.00000000 -0.00249972477 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Citigroup, Inc. Citigroup, Inc. 100.00000000 65.00000000 USD 2025-05-16 XXXX 698.19000000 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 197.00000000 NS USD 2356.12000000 0.001653467585 Long EC CORP US N 1 N N N Becton Dickinson Euro Finance SARL 549300W40NLZ25XUTH09 N/A 100000.00000000 PA 109899.76000000 0.077124972771 Long DBT CORP LU N 2 2029-09-13 Fixed 3.55300000 N N N N N N PAX HoldCo Spain SL N/A N/A 86988.00000000 PA 93681.06000000 0.065743084440 Long LON CORP ES N 2 2029-12-31 Variable 6.51700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 120.70000000 0.000084704317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25000.00000000 USD 143350.00000000 BRL 2025-04-02 120.70000000 N N N Palladyne AI Corp. N/A N/A 4595.83330000 NS USD 27023.50000000 0.018964433604 Long EC CORP US N 2 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 N/A 800.00000000 NS 26438.48000000 0.018553880828 Long EC CORP JP N 2 N N N Tata Consultancy Services Ltd. 335800ZJKU9GPQRE2U66 N/A 1376.00000000 NS 57883.61000000 0.040621306590 Long EC CORP IN N 2 N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 3482.00000000 NS USD 408926.08000000 0.286974355408 Long EC CORP US N 1 N N N N/A N/A N/A 37089.00000000 PA USD 114.53000000 0.000080374362 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Best Buy Co., Inc. Best Buy Co., Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 7157.88000000 USD 37089.00000000 USD 114.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 841.83000000 0.000590775774 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4759798.81000000 THB 141627.80000000 USD 2025-05-20 841.83000000 N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 88224QAA5 64000.00000000 PA USD 62274.80000000 0.043702936697 Long DBT CORP US N 2 2031-05-06 Variable 4.00000000 N N N N N N Masimo Corp. 549300Q4A8JK0PIYCU29 574795100 1202.00000000 NS USD 200253.20000000 0.140532814606 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2121.62000000 -0.00148890120 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 287689.00000000 USD 42461170.00000000 JPY 2025-06-18 -2121.62000000 N N N Nikon Corp. 549300X7LIS9RFELXJ98 654111103 2200.00000000 NS 21848.72000000 0.015332899135 Long EC CORP JP N 2 N N HD HYUNDAI MIPO 988400L1JDH871AJTA03 N/A 360.00000000 NS 25969.58000000 0.018224818237 Long EC CORP KR N 2 N N N Czech Republic 3157007EFDLQABN47912 N/A 1520000.00000000 PA 69510.05000000 0.048780458789 Long DBT NUSS CZ N 2 2030-09-30 Fixed 5.00000000 N N N N N N HD Hyundai Infracore Co. Ltd. 988400TP9XND969CO672 N/A 737.00000000 NS 4248.40000000 0.002981423565 Long EC CORP KR N 2 N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 271.00000000 NS USD 22628.50000000 0.015880129732 Long EC CORP US N 1 N N N N/A N/A N/A 1923000.00000000 PA USD 3326.69000000 0.002334589954 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-05-08 0.00000000 USD 0.00000000 USD 1923000.00000000 USD 3326.69000000 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 6188.00000000 NS USD 537675.32000000 0.377327433790 Long EC CORP US N 1 N N N N/A N/A 00PAGR1C8 -15.00000000 NC USD -5437.50000000 -0.00381590496 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 165.00000000 USD 2025-06-20 XXXX -1976.02000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 14514.00000000 NS 198081.03000000 0.139008438647 Long EC CORP ES N 2 N N N Centrica plc E26EDV109X6EEPBKVH76 N/A 100000.00000000 PA 130072.64000000 0.091281808243 Long DBT CORP GB N 2 2055-05-21 Variable 6.50000000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AA9 142127.53000000 PA USD 123937.57000000 0.086976365659 Long ABS-MBS CORP US N 2 2060-12-25 Variable 1.73999880 N N N N N N N/A N/A N/A -165000.00000000 PA USD -108.20000000 -0.00007593212 N/A DCR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A Credit Default Swap Index Option 1.00000000 99.00000000 USD 2025-04-16 XXXX 7.30000000 N N N N/A N/A N/A 35.00000000 NC 14677.03000000 0.010299981902 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10-Year Bond 2025-06-16 3943087.05000000 AUD 14677.03000000 N N N GoodLeap Home Improvement Solutions Trust N/A 381935AA3 105838.42740000 PA USD 107183.76000000 0.075218950173 Long ABS-O CORP US N 2 2046-10-20 Fixed 5.35000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAA5 17000.00000000 PA USD 15766.91000000 0.011064833121 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.27600080 N N N N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 3000.00000000 NS 116708.50000000 0.081903180541 Long EC CORP JP N 2 N N N N/A N/A N/A 8.00000000 NC USD 116.00000000 0.000081405972 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Warner Bros Discovery, Inc. Warner Bros Discovery, Inc. 100.00000000 14.00000000 USD 2025-06-20 XXXX -45.83000000 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 2678.00000000 NS USD 214320.34000000 0.150404790573 Long EC CORP US N 1 N N N TML Holdings Pte. Ltd. 254900EBGMM47QH02V57 N/A 200000.00000000 PA USD 196926.00000000 0.138197866747 Long DBT CORP SG N 2 2026-06-09 Fixed 4.35000000 N N N N N N N/A N/A N/A -52000.00000000 PA USD -1061.68000000 -0.00074506114 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Written N/A USD Currency 1.00000000 950.00000000 USD 2025-05-23 XXXX -312.88000000 N N N N/A N/A N/A 16.00000000 NC USD 24.00000000 0.000016842615 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 220.00000000 USD 2025-04-17 XXXX -10331.63000000 N N N Solaris Energy Infrastructure LLC N/A 83418UAB1 162000.00000000 PA USD 162000.00000000 0.113687651265 Long LON CORP US N 3 2029-09-11 Variable 10.32384000 N N N N N N IDEXX Laboratories, Inc. OGMTXK0LUU1HKV2P0J84 45168D104 170.00000000 NS USD 71391.50000000 0.050100814538 Long EC CORP US N 1 N N N Navient Private Education Refi Loan Trust N/A 63943CAA9 120314.84000000 PA USD 122422.40000000 0.085913056285 Long ABS-O CORP US N 2 2072-10-15 Fixed 5.66000000 N N N N N N Epic Games, Inc. N/A N/A 504.00000000 NS USD 324379.44000000 0.227641584273 Long EC CORP US Y 3 N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 1321.00000000 NS USD 121360.27000000 0.085167679340 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A -615.26000000 -0.00043177447 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 70989.65000000 USD 123715.00000000 NZD 2025-06-18 -615.26000000 N N N N/A N/A N/A 35.00000000 NC -86725.00000000 -0.06086149108 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Bund 2025-06-06 4509050.00000000 EUR -86725.00000000 N N N N/A N/A N/A 13423800.00000000 PA USD 359635.05000000 0.252383112019 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-04-26 12264.08000000 USD 0.00000000 USD 13423800.00000000 USD 359635.05000000 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 N/A 1900.00000000 NS 33586.87000000 0.023570446689 Long EC CORP JP N 2 N N N Fanatics Holdings, Inc. 254900SDMEGPMGGZLF87 N/A 4437.00000000 NS USD 266308.74000000 0.186888982481 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 138.22000000 0.000096999426 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 25000.00000000 USD 143450.00000000 BRL 2025-04-02 138.22000000 N N N Worldline SA 549300CJMQNCA0U4TS33 N/A 42800.00000000 PA 45026.25000000 0.031598324739 Long DBT CORP FR N 2 2026-07-30 None 0.00000000 N N N N N Worldline SA/France EUR XXXX N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAB6 10000.00000000 PA USD 9954.50000000 0.006985825459 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 444000.00000000 PA -21.26000000 -0.00001491974 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-03-19 0.00000000 USD 0.00000000 USD 444000.00000000 CNY -21.26000000 N N N N/A N/A N/A 646105.00000000 PA USD -7720.51000000 -0.00541806573 N/A DIR US N 2 CME Group Inc. 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Ltd. 30306.56000000 USD 693.94000000 USD International Business Machines Corp. 111151.02000000 USD -77.67000000 USD AppLovin Corp., Class A 72866.75000000 USD 20556.25000000 USD Charter Communications, Inc., Class A 91026.91000000 USD 100.31000000 USD Y 2028-02-24 0.00000000 USD 0.00000000 USD -658645.00000000 USD 182369.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3494.89000000 0.002452628614 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 301011.00000000 EUR 6096032.81000000 ZAR 2025-06-18 3494.89000000 N N N RCI Banque SA 96950001WI712W7PQG45 N/A 100000.00000000 PA 107953.96000000 0.075759457760 Long DBT CORP FR N 2 2037-03-24 Variable 4.75000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 44629.20000000 PA 10132.57000000 0.007110790645 Long DBT NUSS PL N 2 2036-08-25 Fixed 2.00000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 13057QAK3 19000.00000000 PA USD 19309.13000000 0.013550676775 Long DBT CORP US N 2 2029-06-15 Fixed 8.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7104.21000000 -0.00498556141 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1528951.40000000 USD 10998729.00000000 CNY 2025-06-18 -7104.21000000 N N N N/A N/A N/A 26000.00000000 PA USD 378.09000000 0.000265334346 N/A DFE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Purchased N/A USD Currency 1.00000000 20.40000000 USD 2025-04-15 XXXX 150.41000000 N N N N/A N/A N/A 576000.00000000 PA -7400.95000000 -0.00519380631 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-01-19 0.00000000 USD 0.00000000 USD 576000.00000000 EUR -7400.95000000 N N N Wildfire Intermediate Holdings LLC 5493003RHEMQJZEXIR02 96812HAA6 15000.00000000 PA USD 14582.59000000 0.010233706212 Long DBT CORP US N 2 2029-10-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 49000.00000000 PA -72.73000000 -0.00005104014 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-02-03 119.31000000 USD 0.00000000 USD 49000.00000000 EUR -72.73000000 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 5145.00000000 NS USD 233377.20000000 0.163778430412 Long EC CORP US N 1 N N N N/A N/A N/A 1268000.00000000 PA -258.61000000 -0.00018148619 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 1268000.00000000 CZK -258.61000000 N N N N/A N/A N/A 53113.00000000 NS USD 2735.32000000 0.001919580902 N/A DE US N 3 Insight M, Inc. N/A Call Purchased Insight M, Inc. Insight M, Inc. 1.00000000 0.34140000 USD 2024-01-31 XXXX 2735.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -3501.65000000 -0.00245737261 N/A DFE N/A N 2 Banco JP Morgan SA 549300OA79DKM2EKBT58 253618.26000000 BRL 40942.49000000 USD 2025-04-02 -3501.65000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 3228.00000000 PA 15575.50000000 0.010930506248 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.49999960 N N N N N N Stena International SA 213800A4LTGG4W55QP46 N/A 200000.00000000 PA USD 199907.56000000 0.140290252879 Long DBT CORP LU N 2 2031-01-15 Fixed 7.25000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 537000000.00000000 PA 31773.19000000 0.022297650273 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 750.00000000 NS USD 22230.00000000 0.015600472145 Long EC CORP US N 1 N N N OCP CLO Ltd. 254900XV0U0WEM36A370 67091YBE3 250000.00000000 PA USD 249945.00000000 0.175405308613 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.41802160 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WBN0 61000.00000000 PA USD 64858.87000000 0.045516374037 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 200000.00000000 PA 203524.45000000 0.142828498120 Long DBT CORP DE N 2 2027-10-30 Variable 4.62500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 362600000.00000000 PA 78522.15000000 0.055104930899 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 N/A 15606.00000000 NS 34567.87000000 0.024258888577 Long EP CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 64.03000000 0.000044934693 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 21392.00000000 USD 3210271.00000000 JPY 2025-04-24 64.03000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 960.00000000 PA 156503.12000000 0.109830074867 Long DBT NUSS BR N 2 2027-01-01 Fixed 9.99999990 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 5861.00000000 NS USD 578480.70000000 0.405963654846 Long EC CORP US N 1 N N N N/A N/A N/A 27.00000000 NC USD 7155.00000000 0.005021204597 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 505.00000000 USD 2025-05-16 XXXX -6513.16000000 N N N N/A N/A N/A 14.00000000 NC USD 4081.00000000 0.002863946326 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 72.50000000 USD 2025-04-17 XXXX 757.09000000 N N N Syensqo SA 549300060XNJ90PLNS10 N/A 9.00000000 NS 614.18000000 0.000431016553 Long EC CORP BE N 2 N N N N/A N/A N/A 2.00000000 NC USD 50.00000000 0.000035088781 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Informatica, Inc. Informatica, Inc. 100.00000000 25.00000000 USD 2025-07-18 XXXX -80.45000000 N N N N/A N/A 00PBPS8U7 -3.00000000 NC USD -18.00000000 -0.00001263196 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 150.00000000 USD 2025-04-17 XXXX 40.02000000 N N N N/A N/A N/A 490000.00000000 PA 15936.83000000 0.011184078835 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-06-20 0.00000000 USD 0.00000000 USD 490000.00000000 GBP 15936.83000000 N N N SK Hynix, Inc. 988400XAIK6XISWQV045 N/A 209.00000000 NS 27860.96000000 0.019552142619 Long EC CORP KR N 2 N N N Coreweave, Inc. N/A 21873S108 404.00000000 NS USD 14980.32000000 0.010512823432 Long EC CORP US N 1 N N N Lion/Polaris Lux 4 SA 984500BFD3F99A7UB874 N/A 100000.00000000 PA 107859.68000000 0.075693294354 Long DBT CORP LU N 2 2029-07-01 Floating 6.30299880 N N N N N N Xiaomi Corp. 2549001ACVFAZRNMKL32 N/A 3800.00000000 NS 24045.38000000 0.016874461580 Long EC CORP KY N 2 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 58.00000000 NS USD 18069.90000000 0.012681015367 Long EC CORP US N 1 N N N Sigma Holdco BV 254900RAPCKVT00GAO59 N/A 27324.01000000 PA 29349.39000000 0.020596686513 Long DBT CORP NL N 2 2026-05-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 90000.00000000 PA USD 795.24000000 0.000558080048 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Avis Budget Car Rental LLC Avis Budget Car Rental LLC Y Receipt of notional amount upon default event with regard to the reference instrument 2026-12-20 0.00000000 USD 4475.18000000 USD 90000.00000000 USD 795.24000000 N N N N/A N/A N/A 687000.00000000 PA -834.69000000 -0.00058576509 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-02-07 0.00000000 USD 0.00000000 USD 687000.00000000 MXN -834.69000000 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 7229.00000000 NS USD 2713694.31000000 1.904404520712 Long EC CORP US N 1 N N N iShares Trust 549300FCCXHK7O37PQ68 464288513 -6300.00000000 NS USD -497007.00000000 -0.34878739810 Short RF US N 1 N N N N/A N/A N/A -912800.00000000 PA -2197.50000000 -0.00154215193 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Written N/A Swaption 1.00000000 4.10000000 GBP 2025-04-22 XXXX 3906.17000000 N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871R209 821.00000000 NS USD 49974.27000000 0.035070724567 Long EC CORP US N 1 N N N N/A N/A 00PBHVGW6 18.00000000 NC USD 9315.00000000 0.006537039947 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 110.00000000 USD 2025-04-17 XXXX 4962.45000000 N N N N/A N/A N/A 370800.00000000 PA USD 118.90000000 0.000083441121 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Purchased N/A Swaption 1.00000000 3.30000000 USD 2025-04-22 XXXX -9263.24000000 N N N Nexon Co. Ltd. 5299005SFO0GAJFLKN43 N/A 3300.00000000 NS 45197.93000000 0.031718805578 Long EC CORP JP N 2 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769G100 683.00000000 NS USD 17075.00000000 0.011982818798 Long EC CORP US N 1 N N N Veritas Corp. N/A N/A 15584.73000000 PA USD 15584.73000000 0.010936983637 Long LON CORP US N 2 2031-06-30 Variable 16.92844000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 21613.00000000 NS USD 901910.49000000 0.632938797898 Long EC CORP US N 1 N N N GoTo Group, Inc. 549300D12V5KRBV00592 38349YAA3 5000.00000000 PA USD 4287.50000000 0.003008862992 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1825.00000000 NS USD 7920.50000000 0.005558413838 N/A DE US Y 3 Versa Networks, Inc. N/A Call Purchased Versa Networks, Inc. Versa Networks, Inc. 1.00000000 0.01000000 USD 2032-10-07 XXXX 7920.50000000 N N N Bubbles Bidco SpA 815600073942740CEB24 N/A 100000.00000000 PA 108095.23000000 0.075858597602 Long DBT CORP IT N 2 2031-09-30 Floating 6.60499985 N N N N N N N/A N/A N/A 6.00000000 NC USD 870.00000000 0.000610544793 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 500.00000000 USD 2025-04-25 XXXX -2677.47000000 N N N N/A N/A N/A 19.00000000 NC USD 18884.30000000 0.013252541436 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Ultra Bond 2025-06-18 2335218.75000000 USD 18884.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.76000000 -0.00005106119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 717639.00000000 ZAR 39000.00000000 USD 2025-04-24 -72.76000000 N N N Socionext, Inc. N/A N/A 6000.00000000 NS 72855.96000000 0.051128536870 Long EC CORP JP N 2 N N N/A N/A N/A 2196780.00000000 PA -959.14000000 -0.00067310107 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 2196780.00000000 ZAR -959.14000000 N N N N/A N/A 00CBTZH15 -45.00000000 NC USD -32400.00000000 -0.02273753025 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 288.00000000 USD 2025-05-16 XXXX -18053.47000000 N N N Nutanix, Inc. 549300X7J6E8TKVIXW09 67059N108 423.00000000 NS USD 29529.63000000 0.020723174552 Long EC CORP US N 1 N N N Banca Transilvania SA 549300RG3H390KEL8896 N/A 966.00000000 NS 6017.88000000 0.004223201498 Long EC CORP RO N 2 N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 243.00000000 NS USD 27164.97000000 0.019063713802 Long EC CORP US N 1 N N N Unicharm Corp. 353800UQ4BZIJTAQEG85 N/A 5600.00000000 NS 44602.79000000 0.031301150833 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 314.12000000 0.000220441759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213326.00000000 USD 31766267.00000000 JPY 2025-06-18 314.12000000 N N N N/A N/A N/A 415090332.00000000 PA 308.00000000 0.000216146892 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Y 2025-05-10 0.00000000 USD 0.00000000 USD 415090332.00000000 COP 308.00000000 N N N N/A N/A 00PBBA3B8 -102.00000000 NC USD -25755.00000000 -0.01807423122 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 77.00000000 USD 2025-05-16 XXXX -21800.37000000 N N N Asahi Intecc Co. Ltd. 353800J3AV2SCNIO8L39 N/A 1700.00000000 NS 27461.18000000 0.019271586760 Long EC CORP JP N 2 N N N Galaxy Universal LLC N/A N/A 194194.29770000 PA USD 194194.30000000 0.136280826272 Long LON CORP US N 3 2026-11-12 Variable 10.94343000 N N N N N N Snorkel AI, Inc. N/A N/A 529.00000000 NS USD 4739.84000000 0.003326304178 Long EC CORP US Y 3 N N N Trend Micro, Inc. 3538005O5UJ5RNAGVE16 N/A 500.00000000 NS 33754.00000000 0.023687734449 Long EC CORP JP N 2 N N N Equinor ASA OW6OFBNCKXC4US5C7523 N/A 2564.00000000 NS 67712.04000000 0.047518659197 Long EC CORP NO N 2 N N N N/A N/A N/A 2880.00000000 PA USD 1500.79000000 0.001053217840 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Purchased N/A USD/CLP One-touch barrier option; Barrier price USD 950.00000 1.00000000 950.00000000 USD 2025-04-08 XXXX 1037.40000000 N N N Ursa Major Technologies, Inc., Series C N/A N/A 12134.00000000 NS USD 27665.52000000 0.019414987591 Long EC CORP US Y 3 N N N SMB Private Education Loan Trust N/A 83207QAB5 128336.25750000 PA USD 128335.55000000 0.090062760822 Long ABS-O CORP US N 2 2053-07-15 Floating 5.44732920 N N N N N N N/A N/A N/A 2825887.00000000 PA -1098.70000000 -0.00077104087 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-07 0.00000000 USD 0.00000000 USD 2825887.00000000 ZAR -1098.70000000 N N N DIRECTV Financing LLC N/A 25460HAF9 64000.00000000 PA USD 60920.32000000 0.042752395648 Long LON CORP US N 2 2031-02-17 Variable 9.83000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15707.27000000 -0.01102297922 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 3271492.91000000 USD 2853949.00000000 CHF 2025-06-18 -15707.27000000 N N N N/A N/A 00PBL2XT3 -8.00000000 NC USD -5660.00000000 -0.00397205003 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 245.00000000 USD 2025-04-17 XXXX -3981.86000000 N N N Rational AG 529900K139N6UFJ1A758 N/A 31.00000000 NS 25827.83000000 0.018125341543 Long EC CORP DE N 2 N N N Santos Ltd. 5299000RK70B5O2M7077 N/A 6921.00000000 NS 29002.05000000 0.020352931767 Long EC CORP AU N 2 N N N Atos SE 5493001EZOOA66PTBR68 N/A 58027.00000000 PA 51112.18000000 0.035869282069 Long SN CORP FR N 2 2030-12-18 Variable 5.00000040 N N N N N N N/A N/A 00PBGGUB0 -8.00000000 NC USD -1436.00000000 -0.00100774979 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 210.00000000 USD 2025-04-17 XXXX -7.00000000 N N N Techtronic Industries Co. Ltd. 549300HZW2SBE758OK89 N/A 1000.00000000 NS 11984.28000000 0.008410275588 Long EC CORP HK N 2 N N N N/A N/A N/A 7123.74000000 PA USD 35.22000000 0.000024716537 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 J.P. Morgan EM FX Volatility Carry Index J.P. Morgan EM FX Volatility Carry Index Y 2025-12-19 0.00000000 USD 0.00000000 USD 7123.74000000 USD 35.22000000 N N N N/A N/A N/A 5000.00000000 PA USD -49.61000000 -0.00003481508 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Vistra Operations Co. LLC Vistra Operations Co. LLC Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 847.57000000 USD 0.00000000 USD 5000.00000000 USD -49.61000000 N N N First Horizon Corp. TF3RXI1ZB1TQ30H9JV10 320517105 557.00000000 NS USD 10816.94000000 0.007591064830 Long EC CORP US N 1 N N N Light & Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 531968AA3 109000.00000000 PA USD 111657.20000000 0.078358301326 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Samsung Life Insurance Co. Ltd. 988400VYE6E0WYSM4S92 N/A 245.00000000 NS 13849.90000000 0.009719522229 Long EC CORP KR N 2 N N N Volvo AB 549300HGV012CNC8JD22 928856301 3405.00000000 NS 99897.11000000 0.070105356815 Long EC CORP SE N 2 N N N LBA Trust N/A 50177BAQ0 10000.00000000 PA USD 9941.18000000 0.006976477808 Long ABS-MBS CORP US N 2 2039-06-15 Floating 8.75617920 N N N N N N N/A N/A N/A -1.00000000 NC USD -1020.00000000 -0.00071581113 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 480.00000000 USD 2025-06-20 XXXX 91.13000000 N N N Rakus Co. Ltd. N/A N/A 1373.00000000 NS 18510.41000000 0.012990154548 Long EC CORP JP N 2 N N N N/A N/A N/A 7225.37000000 PA USD 38.44000000 0.000026976255 N/A DE DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 N/A DB Variable Notional Long-Short Cross-Currency Carry Index v8TM Y 2025-12-19 0.00000000 USD 0.00000000 USD 7225.37000000 USD 38.44000000 N N N N/A N/A N/A 3140.00000000 PA USD 82.09000000 0.000057608761 N/A DFE GB N 2 Standard Chartered RILFO74KP1CM8P6PCT96 Call Purchased N/A USD/INR One-touch barrier option; Barrier price USD 88.00000 1.00000000 88.00000000 USD 2025-04-30 XXXX -202.87000000 N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CK7 49280.00000000 PA USD 49075.49000000 0.034439982671 Long DBT CORP US N 2 2032-10-15 Fixed 10.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 523.15000000 0.000367133918 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 43920.99000000 USD 253618.26000000 BRL 2025-04-02 523.15000000 N N N Databricks, Inc., Series F N/A N/A 6177.00000000 NS USD 571372.50000000 0.400975293348 Long EC CORP US Y 3 N N N AIA Group Ltd. 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Morgan 7H6GLXDRUGQFU57RNE97 Put Written N/A Swaption 1.00000000 4.25000000 USD 2025-06-09 XXXX 3656.36000000 N N N N/A N/A N/A 146.00000000 NC USD 106899.86000000 0.075019716073 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5-Year Note 2025-06-30 15807921.95000000 USD 106899.86000000 N N N N/A N/A N/A 48000.00000000 PA USD 404.84000000 0.000284106844 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Put Purchased N/A USD/JPY Down-and-out barrier option; Barrier price USD 142.00000 1.00000000 150.00000000 USD 2025-06-05 XXXX 77.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1270.67000000 -0.00089172523 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 126320.96000000 USD 200000.00000000 AUD 2025-06-18 -1270.67000000 N N N 2025-03-31 BlackRock Series Fund, Inc. Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX