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B.V USD XXXX N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 3585000.00000000 PA USD 3134171.48000000 0.045750238720 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Advanced Info Service PCL 529900DU2YW1NO5RMU78 N/A 363000.00000000 NS 2200912.70000000 0.032127240666 Long EC CORP TH N 2 N N N China Overseas Land & Investment Ltd. 529900I6W35GYKRIZ151 N/A 942000.00000000 NS 2888107.91000000 0.042158390878 Long EC CORP HK N 2 N N N iHeartMedia, Inc. N/A 45174J608 3761.00000000 NS USD 27492.91000000 0.000401320477 Long EC CORP US N 2 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 6828000.00000000 PA USD 6875012.42000000 0.100356174328 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Guotai Junan Securities Co. 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N/A 527298BF9 128000.00000000 PA USD 125758.72000000 0.001835729633 Long DBT CORP US N 2 2023-05-01 Fixed 5.12500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCR3 5650000.00000000 PA USD 6010986.98000000 0.087743791632 Long DBT CORP US N 2 2024-11-01 Fixed 3.50000000 N N N N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 448.00000000 NS USD 23466.24000000 0.000342542228 Long EC CORP US N 1 N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 55300RAB7 200000.00000000 PA USD 166437.50000000 0.002429527358 Long DBT CORP KY N 2 2026-05-15 Fixed 5.87500000 N N N N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 5300.00000000 NS 152249.97000000 0.002222428644 Long EC CORP JP N 2 N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 N/A 17000.00000000 NS 182464.88000000 0.002663482796 Long EC CORP TW N 2 N N N N/A N/A N/A -6952412.00000000 PA USD -166282.99000000 -0.00242727193 N/A DIR GB N 2 Morgan Stanley & Co. 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WP5O65E6BMU84LNO4227 82967NAU2 187000.00000000 PA USD 188868.13000000 0.002756952543 Long DBT CORP US N 2 2025-04-15 Fixed 5.37500000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369105 520.00000000 NS USD 109980.00000000 0.001605403943 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUH6 12255626.98770000 PA USD 13368095.74000000 0.195137239696 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779AZ6 114000.00000000 PA USD 107171.40000000 0.001564406148 Long DBT CORP US N 2 2025-02-01 Fixed 5.62500000 N N N N N N Chunghwa Telecom Co. Ltd. N/A N/A 561000.00000000 NS 1988904.92000000 0.029032513205 Long EC CORP TW N 2 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 585334.00000000 NS USD 27984818.54000000 0.408500982451 Long EC CORP US N 1 N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 464806.00000000 NS 2374728.30000000 0.034664467887 Long EC CORP CA N 1 N N N United States of America 254900HROIFWPRGM1V77 912796SR1 85000000.00000000 PA USD 84992326.20000000 1.240652988474 Long STIV UST US N 2 2020-05-21 None 0.00000000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 199118.00000000 NS USD 31082319.80000000 0.453715937340 Long EC CORP US N 1 N N N Quicken Loans, Inc. 549300FGXN1K3HLB1R50 74840LAB8 188000.00000000 PA USD 183826.40000000 0.002683357224 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N REI Agro Ltd. N/A 74948PAA2 5549000.00000000 PA USD 55.49000000 0.000000810000 Long DBT CORP IN N 2 2014-11-13 Fixed 5.50000000 Y N N N N REI Agro Ltd. USD XXXX N N N ComfortDelGro Corp. Ltd. 2549005O5PVA2JCH6Q33 N/A 1226900.00000000 NS 1306443.28000000 0.019070460029 Long EC CORP SG N 2 N N N Anhui Conch Cement Co. Ltd. 529900HS6X8TTV0FHV63 N/A 25000.00000000 NS 171740.52000000 0.002506936789 Long EC CORP CN N 2 N N N N/A N/A 00C6JC198 -60.00000000 NC USD -82350.00000000 -0.00120208233 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2100.00000000 USD 2020-04-17 XXXX 41718.43000000 N N N N/A N/A N/A -79489.00000000 NC USD -648700.99000000 -0.00946924102 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Put Written Agilent Technologies, Inc. Agilent Technologies, Inc. 1.00000000 77.50000000 USD 2020-05-15 XXXX -533441.94000000 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBT1 2584000.00000000 PA USD 2527132.93000000 0.036889154139 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Teleflex, Inc. 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N/A 57165PAB1 149000.00000000 PA USD 129630.00000000 0.001892239618 Long DBT CORP US N 2 2026-09-15 Fixed 6.50000000 N N N N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 40328.00000000 NS USD 544024.72000000 0.007941256873 Long EC CORP CW N 1 N N N LafargeHolcim Ltd. 529900EHPFPYHV6IQO98 N/A 4813.00000000 NS 175643.28000000 0.002563906295 Long EC CORP CH N 2 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAE8 164000.00000000 PA USD 163409.60000000 0.002385328389 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N N/A N/A N/A 267835.00000000 NC USD 563792.68000000 0.008229814438 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 155.00000000 USD 2020-05-01 XXXX -298301.76000000 N N N N/A N/A 00C6R5TS2 1950.00000000 NC USD 181350.00000000 0.002647208630 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Comcast Corp. Comcast Corp. 100.00000000 42.50000000 USD 2020-07-17 XXXX -188094.66000000 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 36456.00000000 NS USD 3688253.52000000 0.053838304661 Long EC CORP US N 1 N N N N/A N/A N/A 470668.00000000 NC USD 2671040.90000000 0.038989812646 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 151.00000000 USD 2020-06-19 XXXX 1179023.34000000 N N N N/A N/A N/A 23055391.00000000 PA USD 356173.28000000 0.005199145193 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 34-V1 Markit CDX North American High Yield Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 1085557.17000000 USD 0.00000000 USD 23055391.00000000 USD 356173.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 2536434.10000000 0.037024925507 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 239715654865.00000000 IDR 17196244.97000000 USD 2020-04-30 2536434.10000000 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 751076.00000000 NS USD 20970041.92000000 0.306104637203 Long EC CORP US N 1 N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 105832.00000000 NS 4802147.47000000 0.070098076804 Long EC CORP BE N 2 N N N N/A N/A 00P6H3Z73 -207.00000000 NC USD -339997.50000000 -0.00496302352 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 265.00000000 USD 2020-04-17 XXXX -239966.30000000 N N N Outfront Media Capital LLC N/A 69007TAB0 125000.00000000 PA USD 115000.00000000 0.001678682065 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Naturgy Energy Group SA TL2N6M87CW970S5SV098 N/A 1049.00000000 NS 18403.46000000 0.000268639636 Long EC CORP ES N 2 N N N Jiangxi Copper Co. Ltd. 3003002E74YFQ6MEZY56 N/A 10000.00000000 NS 9176.20000000 0.000133947151 Long EC CORP CN N 2 N N N N/A N/A N/A 119232.00000000 NC USD 103135.68000000 0.001505495793 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Purchased Agilent Technologies, Inc. Agilent Technologies, Inc. 1.00000000 87.50000000 USD 2020-05-15 XXXX -296291.52000000 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 N/A 5390000.00000000 NS 48522485.14000000 0.708294135349 Long EC CORP TW N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4062580.80000000 -0.05930244806 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 21595605.22000000 USD 313635155.75000000 ZAR 2020-04-03 -4062580.80000000 N N N Cia Cervecerias Unidas SA 529900BJW9B0O6LI2R39 204429104 60079.00000000 NS USD 803857.02000000 0.011734090108 Long EC CORP CL N 1 N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834107 18100.00000000 NS USD 768707.00000000 0.011220996994 Long EC CORP US N 1 N N N Housing Development Finance Corp. 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International 4PQUHN3JPFGFNF3BB653 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 175.00000000 USD 2020-06-30 XXXX 185443.27000000 N N N N/A N/A N/A 21748000.00000000 PA 474337.35000000 0.006924013933 N/A DFE US N 2 HSBC MP6I5ZYZBEU3UXPYFY54 Put Purchased N/A EUR Currency 1.00000000 116.50000000 EUR 2020-08-19 XXXX 261585.42000000 N N N United States Oil Fund LP ZR7XWIN3GSRDDWZ9V446 91232N108 564600.00000000 NS USD 2376966.00000000 0.034697132120 Long RF US N 1 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. 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International 4PQUHN3JPFGFNF3BB653 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 145.00000000 USD 2020-06-30 XXXX 6384.71000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746804 2677.00000000 NS USD 3410551.54000000 0.049784623502 Long EP CORP US N 1 N N N N/A N/A N/A -13506.00000000 NC -29442.38000000 -0.00042977735 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Written Roche Holding AG Roche Holding AG 1.00000000 360.00000000 CHF 2020-06-19 XXXX 31786.01000000 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 924731.00000000 NS 37967031.67000000 0.554213696823 Long EC CORP NL N 2 N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 N/A 100.00000000 NS 18637.36000000 0.000272053930 Long EC CORP JP N 2 N N N Venus MedTech Hangzhou, Inc. N/A N/A 275500.00000000 NS 1605171.33000000 0.023431063680 Long EC CORP CN N 2 N N N Newcrest Mining Ltd. 5299006MN50OZJUJI655 N/A 149096.00000000 NS 2047494.01000000 0.029887751941 Long EC CORP AU N 2 N N N Momo, Inc. 549300YMGLID32W48529 60879B107 6910.00000000 NS USD 149877.90000000 0.002187802980 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9515.87000000 -0.00013890539 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13083826.62000000 USD 213789727000.00000000 IDR 2020-04-30 -9515.87000000 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 165133.00000000 NS 14713165.26000000 0.214771536041 Long EC CORP GB N 2 N N N Zscaler, Inc. 529900MZ0RTK1BWRNF46 98980G102 36159.00000000 NS USD 2200636.74000000 0.032123212413 Long EC CORP US N 1 N N N BX Trust N/A 05606FAL7 2801000.00000000 PA USD 2197855.35000000 0.032082611808 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545600 N N N N N N Unilever plc 549300MKFYEKVRWML317 N/A 313924.00000000 NS 15831247.60000000 0.231092447099 Long EC CORP GB N 2 N N N Nissan Motor Co. 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Amazon.com, Inc. 100.00000000 1800.00000000 USD 2020-04-17 XXXX -456.68000000 N N N Inversiones Alsacia SA N/A 46132BAD1 99869.80000000 PA USD 2546.85000000 0.000037176968 Long DBT CORP CL N 2 2018-12-31 Fixed 8.00000000 N N N N N N Consumer Discretionary Select Sector SPDR Fund 549300CD2I087Y919K79 81369Y407 67509.00000000 NS USD 6621282.72000000 0.096652422181 Long RF US N 1 N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 638.00000000 NS USD 29111.94000000 0.000424953839 Long EC CORP US N 1 N N N Hysan Development Co. Ltd. 5299007BABFLKIH9HL03 N/A 319000.00000000 NS 1030178.73000000 0.015037761374 Long EC CORP HK N 2 N N N N/A N/A 00P6HJW06 -1008.00000000 NC USD -171864.00000000 -0.00250873925 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Merck & Co., Inc. Merck & Co., Inc. 100.00000000 75.00000000 USD 2020-04-17 XXXX -92240.90000000 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 22081.00000000 NS USD 1865844.50000000 0.027236171292 Long EC CORP US N 1 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 424604.00000000 NS USD 6008146.60000000 0.087702329936 Long EC CORP US N 1 N N N Nevro Corp. 254900SH91I4BOYKUE38 64157F103 8928.00000000 NS USD 892621.44000000 0.013029805238 Long EC CORP US N 1 N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 2143000.00000000 NS 1461909.53000000 0.021339837469 Long EC CORP CN N 2 N N N N/A N/A N/A 468.00000000 NC USD 484380.00000000 0.007070608858 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100.00000000 87.00000000 USD 2020-04-17 XXXX 418280.24000000 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 N/A 104716.00000000 NS 11086784.96000000 0.161836409334 Long EC CORP FR N 2 N N N Shionogi & Co. Ltd. 35380049VXDTHZI3DY35 N/A 600.00000000 NS 29555.68000000 0.000431431216 Long EC CORP JP N 2 N N N Han's Laser Technology Industry Group Co. Ltd. 300300MZXZR87BGKOZ23 N/A 334790.00000000 NS 1314929.70000000 0.019194338299 Long EC CORP CN N 2 N N N N/A N/A N/A -140525.00000000 NC USD -25294.50000000 -0.00036922976 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Written Hess Corp. Hess Corp. 1.00000000 70.00000000 USD 2020-04-17 XXXX 42157.50000000 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176E108 35977.00000000 NS USD 6785981.74000000 0.099056572538 Long EC CORP US N 1 N N N New Oriental Education & Technology Group, Inc. 529900NHZVBZQZ8EKN29 647581107 13830.00000000 NS USD 1496959.20000000 0.021851465751 Long EC CORP KY N 1 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAF1 1200000.00000000 PA USD 1252339.58000000 0.018280695587 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N Trip.com Group Ltd. 2549004RMYDSRQL4KW41 89677Q107 126691.00000000 NS USD 2970903.95000000 0.043366984160 Long EC CORP KY N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 306093.00000000 NS USD 14025181.26000000 0.204728871676 Long EC CORP US N 1 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 151220.00000000 NS 3616671.09000000 0.052793399083 Long EC CORP JP N 2 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 364054.00000000 NS USD 12239495.48000000 0.178662796085 Long EC CORP US N 1 N N N Sunoco LP N/A 86765LAJ6 184000.00000000 PA USD 175720.00000000 0.002565026195 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N SPDR Gold Shares N/A 78463V107 908694.00000000 NS USD 134532146.70000000 1.963797407504 Long RF US N 1 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 N/A 117615.00000000 NS 2822223.46000000 0.041196660055 Long EC CORP FR N 2 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCY4 389000.00000000 PA USD 370522.50000000 0.005408604134 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBC1 242000.00000000 PA USD 246840.00000000 0.003603181573 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co. 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Sumitomo Mitsui Financial Group, Inc. 1.00000000 3820.96000000 JPY 2020-09-11 XXXX -1527414.20000000 N N N United States of America 254900HROIFWPRGM1V77 912796XG9 20000000.00000000 PA USD 19992579.40000000 0.291836386752 Long STIV UST US N 2 2020-08-27 None 0.00000000 N N N N N N Yageo Corp. 5493001P0TOZH7GGNQ21 N/A 161000.00000000 NS 1445836.84000000 0.021105220631 Long EC CORP TW N 2 N N N N/A N/A N/A -16930000.00000000 PA USD -342128.21000000 -0.00499412600 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written N/A Swaption 1.00000000 0.66000000 USD 2020-09-23 XXXX 183548.29000000 N N N HKT Trust & HKT Ltd. N/A N/A 1159000.00000000 NS 1576295.46000000 0.023009555810 Long EC CORP HK N 2 N N N N/A N/A N/A -1.00000000 NC -9110.74000000 -0.00013299161 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2020-06-19 -56355.00000000 GBP -9110.74000000 N N N N/A N/A N/A -540.00000000 NC USD -56430.60000000 -0.00082373074 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-06-30 -67694062.50000000 USD -56430.60000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 512285.00000000 NS USD 46121018.55000000 0.673239362350 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1511402.71000000 -0.02206230106 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 8212993.29000000 USD 526535000.00000000 RUB 2020-05-15 -1511402.71000000 N N N Petrobras Distribuidora SA N/A N/A 45101.00000000 NS 136619.72000000 0.001994270206 Long EC CORP BR N 1 N N N Aier Eye Hospital Group Co. Ltd. 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RCGZFPDMRW58VJ54VR07 79466L302 338118.00000000 NS USD 48682229.64000000 0.710625963411 Long EC CORP US N 1 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. 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International 4PQUHN3JPFGFNF3BB653 Put Written N/A USD Currency 1.00000000 6.85000000 USD 2020-04-28 XXXX 86450.38000000 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 2446.00000000 NS 38779.57000000 0.000566074510 Long EC CORP FR N 2 N N N N/A N/A N/A 231568255.00000000 PA 1599758.52000000 0.023352051619 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Put Purchased N/A EUR Currency 1.00000000 1.08500000 EUR 2020-05-08 XXXX 495413.91000000 N N N GMAC Capital Trust I N/A 361860208 258151.00000000 NS USD 5294677.01000000 0.077287646416 Long EP CORP US N 1 N N N H&E Equipment Services, Inc. N/A 404030AH1 181000.00000000 PA USD 167877.50000000 0.002450547377 Long DBT CORP US N 2 2025-09-01 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 578936.46000000 0.008450871759 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 16673296.49000000 USD 28042000.00000000 AUD 2020-06-26 578936.46000000 N N N N/A N/A N/A -14312.00000000 NC USD -84.30000000 -0.00000123054 N/A DE GB N 2 Morgan Stanley & Co. 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(The) 21X2CX66SU2BR6QTAD08 427866108 146.00000000 NS USD 19345.00000000 0.000282383517 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967JZ5 4629000.00000000 PA USD 4073520.00000000 0.059462130142 Long DBT CORP US N 2 2020-08-15 Variable 5.95000100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1388891.13000000 -0.02027397069 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 8234737.45000000 USD 35677000.00000000 BRL 2020-05-15 -1388891.13000000 N N N Masonite International Corp. 549300H0H07ZFT4JYM32 575385AD1 97000.00000000 PA USD 95331.60000000 0.001391577801 Long DBT CORP CA N 2 2028-02-01 Fixed 5.37500000 N N N N N N Wuhan Raycus Fiber Laser Technologies Co. Ltd. N/A N/A 165691.00000000 NS 1799845.12000000 0.026272762809 Long EC CORP CN N 2 N N N PTC, Inc. 54930050SSMU8SKDJ030 69370C100 36268.00000000 NS USD 2219964.28000000 0.032405341063 Long EC CORP US N 1 N N N N/A N/A N/A 78028134.00000000 PA USD 1194154.27000000 0.017431350923 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2022-03-27 0.00000000 USD 0.00000000 USD 78028134.00000000 USD 1194154.27000000 N N N CrownRock LP N/A 228701AF5 217000.00000000 PA USD 112840.00000000 0.001647152036 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N N/A N/A N/A 1622000.00000000 PA USD 118893.02000000 0.001735509394 N/A DFE GB N 2 SCB RILFO74KP1CM8P6PCT96 Call Purchased N/A USD/CNH One-touch barrier option; Barrier price USD 6.70000 1.00000000 6.70000000 USD 2020-06-16 XXXX -75746.98000000 N N N N/A N/A N/A -4800556.00000000 NC -1232847.38000000 -0.01799616335 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Written TOPIX Bank Index TPNBNK Index 1.00000000 131.00000000 JPY 2021-03-12 XXXX 244131.43000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 3125.00000000 NS 24435.98000000 0.000356697751 Long EC CORP FR N 2 N N N N/A N/A 00P72SGH1 -711.00000000 NC USD -1514430.00000000 -0.02210649113 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written PPG Industries, Inc. PPG Industries, Inc. 100.00000000 105.00000000 USD 2020-04-17 XXXX -1424376.15000000 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 1640162.00000000 NS USD 56388769.56000000 0.823120140357 Long EC CORP US N 1 N N N Hon Hai Precision Industry Co. Ltd. 30030004CM3GSZXX7O56 N/A 783960.00000000 NS 1804885.59000000 0.026346339736 Long EC CORP TW N 2 N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824C109 26891.00000000 NS USD 261111.61000000 0.003811507623 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 8870000.00000000 PA USD 9277495.34000000 0.135425782935 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N N/A N/A 00C6WY9W6 876.00000000 NC USD 1992900.00000000 0.029090830328 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 185.00000000 USD 2020-08-21 XXXX 208312.39000000 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFP4 1680000.00000000 PA USD 1764872.66000000 0.025762261580 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 55300RAA9 200000.00000000 PA USD 182250.00000000 0.002660346142 Long DBT CORP KY N 2 2024-05-15 Fixed 5.37500000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 802.00000000 NS USD 192480.00000000 0.002809675860 Long EC CORP US N 1 N N N Targa Resources Partners LP N/A 87612BAY8 110000.00000000 PA USD 96800.00000000 0.001413012381 Long DBT CORP US N 2 2024-03-15 Fixed 6.75000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345AJ1 170000.00000000 PA USD 168300.00000000 0.002456714709 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -563729.73000000 -0.00822889554 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 12092680.81000000 USD 9281000.00000000 GBP 2020-04-09 -563729.73000000 N N N N/A N/A 00P6W7G45 -343.00000000 NC USD -1216964.00000000 -0.01776430992 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 290.00000000 USD 2020-05-15 XXXX -1108913.82000000 N N N N/A N/A N/A -387841589.00000000 PA USD 38.78000000 0.000000566080 N/A DIR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Written N/A Swaption 1.00000000 1.66500000 USD 2020-04-08 XXXX 441479.11000000 N N N Huazhu Group Ltd. 549300Y5ML31FVN83730 44332N106 80387.00000000 NS USD 2309518.51000000 0.033712585235 Long EC CORP KY N 1 N N Sunoco LP N/A 86765LAQ0 114000.00000000 PA USD 98040.00000000 0.001431112953 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N N/A N/A 00C6RNLG7 647.00000000 NC USD 375260.00000000 0.005477758537 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VMware, Inc. VMware, Inc. 100.00000000 140.00000000 USD 2020-07-17 XXXX -36888.39000000 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 981973.00000000 NS USD 32051598.72000000 0.467864729855 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1720202.15000000 -0.02511019563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8226169.02000000 USD 155162000.00000000 MXN 2020-05-07 -1720202.15000000 N N N N/A N/A N/A 1354.00000000 NC USD 9478.00000000 0.000138352596 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Exxon Mobil Corp. Exxon Mobil Corp. 100.00000000 62.50000000 USD 2020-06-19 XXXX -314451.34000000 N N N N/A N/A N/A 341.00000000 NC USD 233414.50000000 0.003407206390 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 294.00000000 USD 2020-09-30 XXXX -112244.88000000 N N N N/A N/A N/A 180117.00000000 NC USD 532245.74000000 0.007769316330 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 149.00000000 USD 2020-04-17 XXXX 89157.92000000 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 401886.00000000 NS USD 30044997.36000000 0.438573897550 Long EC CORP US N 1 N N N N/A N/A N/A 1085000.00000000 PA 21740.74000000 0.000317354698 N/A DFE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Purchased N/A CAD/JPY One-touch barrier option; Barrier price CAD 84.00000 1.00000000 84.00000000 CAD 2020-05-04 XXXX -21523.40000000 N N N Barrick Gold Corp. 0O4KBQCJZX82UKGCBV73 067901108 219269.00000000 NS 4029202.26000000 0.058815213661 Long EC CORP CA N 1 N N N Fieldwood Energy, Inc. N/A N/A 61550.00000000 NS USD 61550.00000000 0.000898459835 Long EC CORP US N 2 N N N Cedar Fair LP N/A 150190AB2 96000.00000000 PA USD 82560.00000000 0.001205147750 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 4246.00000000 NS USD 1143320.42000000 0.016689317251 Long EC CORP US N 1 N N N CK Infrastructure Holdings Ltd. 5299005U11RQ1C27MR12 N/A 272000.00000000 NS 1439938.02000000 0.021019114167 Long EC CORP BM N 2 N N N N/A N/A N/A -349.00000000 NC USD -841788.00000000 -0.01228777755 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 253.00000000 USD 2020-09-30 XXXX 53605.40000000 N N N China National Building Material Co. Ltd. 52990085PGF8YEPLBZ26 N/A 38000.00000000 NS 40823.76000000 0.000595914032 Long EC CORP CN N 2 N N N N/A N/A N/A 625.00000000 NC USD 18125.00000000 0.000264574890 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 230.00000000 USD 2020-05-15 XXXX -212967.89000000 N N N China United Network Communications Ltd. N/A N/A 80600.00000000 NS 58695.83000000 0.000856796844 Long EC CORP CN N 2 N N N N/A N/A 00C729YY0 -329.00000000 NC USD -13160.00000000 -0.00019209961 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Becton Dickinson and Co. Becton Dickinson and Co. 100.00000000 270.00000000 USD 2020-04-17 XXXX 37097.30000000 N N N N/A N/A N/A 84795.00000000 NC USD 8381.14000000 0.000122341473 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Purchased Lowe's Cos., Inc. 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Ltd. 177622.74000000 USD -47194.40000000 USD Sino Biopharmaceutical Ltd. 138338.06000000 USD -3305.30000000 USD Korea Shipbuilding & Offshore Engineering Co. Ltd. 139929.79000000 USD -20644.28000000 USD Svenska Handelsbanken AB, Class A 99979.65000000 USD -11257.14000000 USD T. Rowe Price Group, Inc. 32517.45000000 USD -4072.59000000 USD China International Capital Corp. Ltd., Class H 44493.57000000 USD -3200.84000000 USD China Vanke Co. Ltd., Class H 116269.87000000 USD -8328.67000000 USD China Communications Services Corp. Ltd., Class H 99229.31000000 USD -14889.37000000 USD China Molybdenum Co. Ltd., Class H 78345.93000000 USD -4852.12000000 USD Lotte Corp. 126499.50000000 USD -18895.92000000 USD Swedbank AB, Class A 141383.74000000 USD -2051.52000000 USD LINE Corp. 19312.12000000 USD -1108.68000000 USD Oriental Land Co. 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N/A N/A 8400.00000000 NS 327754.48000000 0.004784309281 Long EC CORP JP N 2 N N N N/A N/A N/A -33216.00000000 NC -12016.66000000 -0.00017541001 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written Sanofi Sanofi 1.00000000 96.00000000 EUR 2020-06-19 XXXX 34505.87000000 N N N N/A N/A N/A 1000.00000000 NC 2475802.31000000 0.036139868998 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2020-06-19 27470000.00000000 EUR 2475802.31000000 N N N Want Want China Holdings Ltd. 5299005HZCEKX4O1J230 N/A 2509000.00000000 NS 1809280.99000000 0.026410500425 Long EC CORP KY N 2 N N N N/A N/A N/A 61834000.00000000 PA USD 744023.79000000 0.010860690368 N/A DFE GB N 2 Morgan Stanley & Co. 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LCZ7XYGSLJUHFXXNXD88 Y 2030-03-27 0.00000000 USD 0.00000000 USD 121495904.00000000 USD -4539383.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -211969.20000000 -0.00309416429 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 16318032.64000000 USD 14560000.00000000 EUR 2020-06-18 -211969.20000000 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 1783.00000000 NS USD 870621.07000000 0.012708660659 Long EC CORP US N 1 N N N N/A N/A N/A 40400.00000000 NC USD 173720.00000000 0.002535831724 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased Apple, Inc. Apple, Inc. 1.00000000 270.00000000 USD 2020-04-17 XXXX -485713.04000000 N N N Discovery Ltd. 378900245A26169C8132 N/A 1439.00000000 NS 6274.62000000 0.000091592104 Long EC CORP ZA N 2 N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 11218.00000000 NS 100078.69000000 0.001460872191 Long EC CORP ES N 2 N N N Recruit Holdings Co. 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(The) 549300GZKULIZ0WOW665 254687106 133030.00000000 NS USD 12850698.00000000 0.187584663116 Long EC CORP US N 1 N N N Fieldwood Energy LLC N/A 31659HAN1 2669209.07000000 PA USD 170829.38000000 0.002493636664 Long LON CORP US N 2 2023-04-11 Variable 9.02713000 N N N N N N Centrais Eletricas Brasileiras SA 254900I8KYDELP4B4Z08 N/A 6922.00000000 NS 31785.17000000 0.000463975607 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A -28862.72000000 -0.00042131591 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 106219154.83000000 HKD 13670000.00000000 USD 2020-05-07 -28862.72000000 N N N N/A N/A 00P6WXTC6 -766.00000000 NC USD -440450.00000000 -0.00642935230 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 135.00000000 USD 2020-08-21 XXXX 680161.13000000 N N N Becton Dickinson and Co. 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HCA Healthcare, Inc. 1.00000000 135.00000000 USD 2020-06-19 XXXX -101619.35000000 N N N VICI Properties LP N/A 92564RAD7 1230000.00000000 PA USD 1159275.00000000 0.016922210010 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N iHeart Communications, Inc. N/A 45174UAF5 2972774.44000000 PA USD 2489698.59000000 0.036342716268 Long LON CORP US N 2 2026-05-01 Variable 3.98938000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 89476.00000000 NS USD 2567961.20000000 0.037485134005 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 25900.00000000 NS USD 4173008.00000000 0.060914379892 Long EC CORP US N 1 N N N Li Ning Co. 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(The) QEKMOTMBBKA8I816DO57 437076CA8 1215000.00000000 PA USD 1224533.07000000 0.017874797416 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 196188.00000000 NS USD 3325386.60000000 0.048541450829 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -670473.11000000 -0.00978705378 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2091308499.00000000 JPY 18832982.12000000 USD 2020-06-04 -670473.11000000 N N N N/A N/A N/A -416.00000000 NC USD -107328.00000000 -0.00156669207 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 90.00000000 USD 2020-06-19 XXXX 26991.75000000 N N N Thermo Fisher Scientific, Inc. 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Ltd. 3003002Q2A863JPQFH06 N/A 317395.00000000 NS 1326081.79000000 0.019357127981 Long EC CORP CN N 2 N N N United States of America 254900HROIFWPRGM1V77 9128283G3 20084500.00000000 PA USD 20296328.81000000 0.296270288378 Long DBT UST US N 2 2020-11-15 Fixed 1.75000000 N N N N N N Wipro Ltd. 335800IFS1IJHESG8362 N/A 54105.00000000 NS 140750.83000000 0.002054572991 Long EC CORP IN N 2 N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAM4 1770000.00000000 PA USD 1522200.00000000 0.022219911649 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 65793500.00000000 PA USD 81969449.12000000 1.196527340304 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N N/A N/A 00P6RJ141 -343.00000000 NC USD -1501482.50000000 -0.02191749342 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 300.00000000 USD 2020-04-17 XXXX -1386915.47000000 N N N Kweichow Moutai Co. Ltd. N/A N/A 18200.00000000 NS 2827978.04000000 0.041280661014 Long EC CORP CN N 2 N N N Ajinomoto Co., Inc. 353800UT0TLROREPIC92 N/A 1496500.00000000 NS 27886494.85000000 0.407065728408 Long EC CORP JP N 2 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 14017.00000000 NS 326548.01000000 0.004766698155 Long EC CORP NL N 2 N N N N/A N/A N/A 1655.00000000 NC USD 1882773.70000000 0.027483290809 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2020-06-19 229527812.50000000 USD 1882773.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -2167232.92000000 -0.03163560899 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46035590.33000000 USD 35301620.69000000 GBP 2020-04-23 -2167232.92000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 3640000.00000000 PA USD 3729902.39000000 0.054446263018 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Banco BTG Pactual SA ZXLTQRYIK6IJH3R0IK66 N/A 6218.00000000 NS 40255.87000000 0.000587624408 Long EC CORP BR N 1 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748102 378418.00000000 NS USD 32718020.28000000 0.477592642209 Long EC CORP US N 1 N N N Liberty Global plc 549300BSGXG3QLIQYT84 N/A 5007.00000000 NS USD 78659.97000000 0.001148218094 Long EC CORP GB N 1 N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001AAB8 187000.00000000 PA USD 158482.50000000 0.002313406351 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N Chubb Ltd. 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N/A N/A 3152.00000000 NS 59300.53000000 0.000865623792 Long EC CORP KR N 2 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 833.00000000 NS USD 29713.11000000 0.000433729259 Long EC CORP US N 1 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 N/A 376541.00000000 NS 17080837.42000000 0.249333003792 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 183088.42000000 0.002672584756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18898433.55000000 USD 18326000.00000000 CHF 2020-05-14 183088.42000000 N N N N/A N/A N/A 146936.00000000 PA USD -1082537.57000000 -0.01580205568 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y 2020-06-22 0.00000000 USD 0.00000000 USD 146936.00000000 USD -1082537.57000000 N N N Foshan Haitian Flavouring & Food Co. Ltd. N/A N/A 84398.00000000 NS 1481523.64000000 0.021626149249 Long EC CORP CN N 2 N N N N/A N/A N/A 1.00000000 NC N/A -71554.46000000 -0.00104449729 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 18738154.19000000 USD 2001025000.00000000 JPY 2020-06-11 -71554.46000000 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NAW8 190000.00000000 PA USD 193781.00000000 0.002828666863 Long DBT CORP US N 2 2026-07-15 Fixed 5.37500000 N N N N N N Aptiv plc N/A N/A 200595.00000000 NS USD 9877297.80000000 0.144181240607 Long EC CORP JE N 1 N N N Sanofi 549300E9PC51EN656011 N/A 404029.00000000 NS 34978777.85000000 0.510593452527 Long EC CORP FR N 2 N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 156775.00000000 NS 4314570.99000000 0.062980808174 Long EC CORP CA N 1 N N N Japan N/A N/A 6401300000.00000000 PA 59545868.35000000 0.869205054417 Long STIV NUSS JP N 2 2020-05-07 None 0.00000000 N N N N N N Barings CLO Ltd. 549300Z33CTC4YAKLT16 06761CAA7 400389.00000000 PA USD 375864.41000000 0.005486581252 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 2.89913000 N N N N N N Banco do Brasil SA QE0Q0253K88YAGNPE356 N/A 12741.00000000 NS 68043.87000000 0.000993252384 Long EC CORP BR N 1 N N N iShares Trust 5493001YVWPO25CNKN94 464287184 180812.00000000 NS USD 6787682.48000000 0.099081398640 Long RF US N 1 N N Lamar Media Corp. N/A 513075BL4 126000.00000000 PA USD 127890.00000000 0.001866840428 Long DBT CORP US N 2 2026-02-01 Fixed 5.75000000 N N N N N N Meituan Dianping 21380033K525E5JLIA77 N/A 264700.00000000 NS 3155553.99000000 0.046062364251 Long EC CORP KY N 2 N N N AngloGold Ashanti Ltd. 378900EF3BA9A5F42A59 N/A 564.00000000 NS 9555.28000000 0.000139480670 Long EC CORP ZA N 2 N N N MultiChoice Group 254900BVQQ7DFBMSVJ81 N/A 17049.00000000 NS 81020.43000000 0.001182674284 Long EC CORP ZA N 2 N N N N/A N/A 00C6P76H9 409.00000000 NC USD 64008.50000000 0.000934347138 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Facebook, Inc. Facebook, Inc. 100.00000000 205.00000000 USD 2020-06-19 XXXX -281114.92000000 N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 N/A 41418.00000000 NS 60741.16000000 0.000886653007 Long EC CORP MX N 1 N N N N/A N/A 00P6HURK3 -325.00000000 NC USD -604500.00000000 -0.00882402876 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written VMware, Inc. VMware, Inc. 100.00000000 140.00000000 USD 2020-04-17 XXXX -444173.19000000 N N N SGS SA 2138007JNS19JHNA2336 N/A 73.00000000 NS 168372.62000000 0.002457774760 Long EC CORP CH N 2 N N N N/A N/A 00P6S2M85 -61.00000000 NC USD -207247.50000000 -0.00302524053 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 1520.00000000 USD 2020-07-17 XXXX 100345.78000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 392486.00000000 NS USD 99805264.94000000 1.456880941486 Long EC CORP US N 1 N N N Raytheon Co. YR6K3WJN0KKLUPZSNL57 755111507 349974.00000000 NS USD 45899090.10000000 0.669999820534 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 1832.00000000 NS USD 147934.00000000 0.002159427414 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWJ9 5083000.00000000 PA USD 5097609.25000000 0.074411001943 Long DBT CORP US N 2 2023-06-05 Variable 2.90800100 N N N N N N N/A N/A N/A -436.00000000 NC USD -209280.00000000 -0.00305490941 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 180.00000000 USD 2020-04-17 XXXX -26702.36000000 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506101 212748.00000000 NS USD 21717315.84000000 0.317012770484 Long EC CORP US N 1 N N Endesa SA 549300LHK07F2CHV4X31 N/A 5373.00000000 NS 113694.83000000 0.001659630191 Long EC CORP ES N 2 N N N N/A N/A 00C6S60W1 1737.00000000 NC USD 7816.50000000 0.000114099290 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 323.00000000 USD 2020-04-17 XXXX -920923.57000000 N N N Hansoh Pharmaceutical Group Co. Ltd. 254900Q6MR00EBXTPF42 N/A 12000.00000000 NS 40097.66000000 0.000585314979 Long EC CORP KY N 2 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 1978.00000000 NS USD 184784.76000000 0.002697346630 Long EC CORP US N 1 N N N N/A N/A 00C6S63D0 15375.00000000 NC USD 23062.50000000 0.000336648740 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 346.00000000 USD 2020-04-17 XXXX -3545192.18000000 N N N Japan N/A N/A 5150300000.00000000 PA 47909983.56000000 0.699353305634 Long STIV NUSS JP N 2 2020-05-11 None 0.00000000 N N N N N N China CITIC Bank Corp. Ltd. 300300C1030211000384 N/A 372000.00000000 NS 182936.14000000 0.002670361889 Long EC CORP CN N 2 N N N FamilyMart Co. Ltd. 529900GD7JL8DBCSE791 N/A 6100.00000000 NS 109531.10000000 0.001598851244 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 497458.62000000 0.007261520552 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 22197027.49000000 USD 20510000.00000000 EUR 2020-06-26 497458.62000000 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 237508.00000000 NS USD 33498128.32000000 0.488980062867 Long EC CORP US N 1 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 1749.00000000 NS USD 297067.65000000 0.004336366401 Long EC CORP IE N 1 N N N Yihai International Holding Ltd. 3003004D79NRTSL70K40 N/A 233000.00000000 NS 1755072.16000000 0.025619201375 Long EC CORP KY N 2 N N N Republic of Italy 815600DE60799F5A9309 N/A 50519000.00000000 PA 54854142.32000000 0.800718825360 Long DBT NUSS IT N 2 2030-04-01 Fixed 1.35000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 7723.00000000 NS USD 61320.62000000 0.000895111521 Long EC CORP US N 1 N N N BHP Group plc 549300C116EOWV835768 N/A 2461.00000000 NS 38193.88000000 0.000557525055 Long EC CORP GB N 2 N N N China Telecom Corp. Ltd. 529900JXXCCUCX634T88 N/A 814000.00000000 NS 246629.58000000 0.003600110023 Long EC CORP CN N 2 N N N N/A N/A 00C6RJTE3 800.00000000 NC USD 25600.00000000 0.000373689224 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 290.00000000 USD 2020-04-17 XXXX -274261.93000000 N N N Kumba Iron Ore Ltd. 3789006C753402643048 N/A 8979.00000000 NS 140007.38000000 0.002043720676 Long EC CORP ZA N 2 N N N/A N/A N/A 1.00000000 NC N/A 37119.16000000 0.000541837114 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 21663000.00000000 EUR 2572044307.00000000 JPY 2020-06-25 37119.16000000 N N N USB Capital IX N/A 91731KAA8 1344000.00000000 PA USD 1001280.00000000 0.014615919811 Long DBT CORP US N 2 2020-04-30 Floating 3.49999900 N N N N N N N/A N/A 00C51QAG2 1541.00000000 NC USD 1702805.00000000 0.024856245339 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 290.00000000 USD 2020-12-18 XXXX -176792.89000000 N N N PICC Property & Casualty Co. Ltd. 300300F1000311000017 N/A 126000.00000000 NS 120655.12000000 0.001761231182 Long EC CORP CN N 2 N N N Unibail-Rodamco-Westfield N/A N/A 460.00000000 NS 26370.18000000 0.000384931723 Long EC CORP FR N 2 N N N N/A N/A 00P6QZ3F9 -350.00000000 NC USD -185500.00000000 -0.00270778715 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 140.00000000 USD 2020-05-15 XXXX -11824.61000000 N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 1500500.00000000 NS 1384975.00000000 0.020216806028 Long EC CORP KY N 2 N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 453511.00000000 NS 15078143.88000000 0.220099214855 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A 29.86000000 0.000000435873 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3093.82000000 USD 3000.00000000 CHF 2020-05-14 29.86000000 N N N N/A N/A 00P729H33 -329.00000000 NC USD -276360.00000000 -0.00403409196 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Becton Dickinson and Co. Becton Dickinson and Co. 100.00000000 230.00000000 USD 2020-04-17 XXXX -184978.61000000 N N N Formosa Plastics Corp. 254900KM6G17UTG1QN82 N/A 521000.00000000 NS 1288756.10000000 0.018812276100 Long EC CORP TW N 2 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 742588.00000000 NS USD 48817735.12000000 0.712603968794 Long EC CORP US N 1 N N N RAI Way SpA 815600303CCB3CFD2264 N/A 1430380.00000000 NS 7668378.50000000 0.111937125716 Long EC CORP IT N 2 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 6995000.00000000 PA USD 7061156.68000000 0.103073365900 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N Tupras Turkiye Petrol Rafinerileri A/S 789000RCNG97UV50EE03 N/A 56707.00000000 NS 645353.95000000 0.009420383492 Long EC CORP TR N 2 N N N N/A N/A N/A 14024527.00000000 PA USD 799757.34000000 0.011674246114 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-03-27 0.00000000 USD 0.00000000 USD 14024527.00000000 USD 799757.34000000 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 3802800.00000000 NS 34052708.30000000 0.497075397355 Long EC CORP HK N 2 N N N China Oilfield Services Ltd. 529900J4X53VL8QQW675 N/A 568000.00000000 NS 433620.19000000 0.006329655965 Long EC CORP CN N 2 N N N N/A N/A 00C6S60Q4 -135.00000000 NC USD -7020.00000000 -0.00010247259 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 286.00000000 USD 2020-04-17 XXXX 1351.32000000 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822V101 552.00000000 NS USD 79708.80000000 0.001163528113 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1743262.26000000 -0.02544680948 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8236772.21000000 USD 155049000.00000000 MXN 2020-05-15 -1743262.26000000 N N N China East Education Holdings Ltd. N/A N/A 72500.00000000 NS 116463.35000000 0.001700042929 Long EC CORP KY N 2 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 989.00000000 NS USD 98830.77000000 0.001442656009 Long EC CORP US N 1 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 397919.00000000 NS USD 33266028.40000000 0.485592045710 Long EC CORP US N 1 N N N VICI Properties LP N/A 92564RAC9 1283000.00000000 PA USD 1196397.50000000 0.017464095879 Long DBT CORP US N 2 2025-02-15 Fixed 3.50000000 N N N N N N N/A N/A 00C6QZW38 350.00000000 NC USD 194250.00000000 0.002835512966 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 170.00000000 USD 2020-05-15 XXXX -60705.17000000 N N N Simply Good Foods Co. (The) N/A 82900L102 114396.00000000 NS USD 2203266.96000000 0.032161606353 Long EC CORP US N 1 N N N Yifeng Pharmacy Chain Co. Ltd. 300300CZZIF44N1EZO06 N/A 137200.00000000 NS 1793022.17000000 0.026173166603 Long EC CORP CN N 2 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 3470.00000000 NS USD 234745.50000000 0.003426635310 Long EC CORP US N 1 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 22879.00000000 NS USD 3751240.84000000 0.054757745395 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4354208.69000000 0.063559409010 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 96937000.00000000 BRL 22963778.93000000 USD 2020-05-08 4354208.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 972752.70000000 0.014199500099 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 53868375.83000000 USD 5878637000.00000000 JPY 2020-06-12 972752.70000000 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 31.00000000 NS 27477.31000000 0.000401092760 Long EC CORP DK N 2 N N N Summit Materials LLC N/A 86614RAG2 118000.00000000 PA USD 116820.00000000 0.001705249033 Long DBT CORP US N 2 2023-07-15 Fixed 6.12500000 N N N N N N N/A N/A N/A -335.00000000 NC USD -239525.00000000 -0.00349640279 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 160.00000000 USD 2020-07-17 XXXX -148914.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 909421.07000000 0.013275033390 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1303909000.00000000 INR 17890195.38000000 USD 2020-06-05 909421.07000000 N N N Lloyds Bank plc H7FNTJ4851HG0EXQ1Z70 N/A 5252000.00000000 PA 11236744.70000000 0.164025406952 Long DBT CORP GB N 2 2029-01-22 Variable 13.00000200 N N N N N N N/A N/A N/A 14312.00000000 NC USD 770.84000000 0.000011252132 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased HCA Healthcare, Inc. HCA Healthcare, Inc. 1.00000000 135.00000000 USD 2020-04-17 XXXX -82238.76000000 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 3560.00000000 NS USD 57280.40000000 0.000836135479 Long EC CORP US N 1 N N N Thomson Reuters Corp. 549300561UZND4C7B569 884903709 2958.00000000 NS 201529.91000000 0.002941779526 Long EC CORP CA N 1 N N N N/A N/A N/A 137.00000000 NC USD 193170.00000000 0.002819747952 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Costco Wholesale Corp. Costco Wholesale Corp. 100.00000000 300.00000000 USD 2020-06-19 XXXX 43533.28000000 N N N Fosun International Ltd. 213800Z99WQEXDF82F09 N/A 180500.00000000 NS 207215.07000000 0.003024767144 Long EC CORP HK N 2 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 260000.00000000 PA USD 248300.00000000 0.003624493537 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -166544.77000000 -0.00243109320 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 19670000.00000000 USD 2091308499.00000000 JPY 2020-06-04 -166544.77000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 126993.00000000 NS 33477244.30000000 0.488675213912 Long EC CORP NL N 2 N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 1728.00000000 NS USD 40608.00000000 0.000592764533 Long EC CORP US N 1 N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 N/A 4996.00000000 NS 20075.92000000 0.000293052929 Long EC CORP BR N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 2124570.00000000 NS USD 45104621.10000000 0.658402769563 Long EC CORP US N 1 N N N Adyen NV 724500973ODKK3IFQ447 N/A 6070.00000000 NS 5158861.11000000 0.075305109760 Long EC CORP NL N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 988525.00000000 NS 14270111.88000000 0.208304181581 Long EC CORP DE N 2 N N N China Resources Pharmaceutical Group Ltd. 3003004H1KDKMJ8JD874 N/A 156500.00000000 NS 93442.94000000 0.001364008586 Long EC CORP HK N 2 N N N N/A N/A N/A 1090.00000000 NC USD 16350.00000000 0.000238664797 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 220.00000000 USD 2020-04-17 XXXX -268391.16000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBD8 1927499.00000000 PA USD 1678119.18000000 0.024495900615 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Liberty Global plc 549300BSGXG3QLIQYT84 N/A 1509.00000000 NS USD 24913.59000000 0.000363669536 Long EC CORP GB N 1 N N N Coca-Cola European Partners plc 549300LTH67W4GWMRF57 N/A 4632.00000000 NS USD 173838.96000000 0.002537568212 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 358362.67000000 0.005231104234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2131867225.00000000 JPY 20240847.14000000 USD 2020-06-05 358362.67000000 N N N N/A N/A 00C728RK0 -265.00000000 NC USD -15900.00000000 -0.00023209604 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Anthem, Inc. Anthem, Inc. 100.00000000 330.00000000 USD 2020-04-17 XXXX 25905.78000000 N N N Jardine Matheson Holdings Ltd. 2138009KENVUNWOLPK41 N/A 57900.00000000 NS USD 2914219.04000000 0.042539541187 Long EC CORP BM N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1564223.16000000 -0.02283333360 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 8108146.74000000 USD 34038000.00000000 BRL 2020-04-17 -1564223.16000000 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 N/A 1599083.00000000 NS 20906470.65000000 0.305176672413 Long EC CORP HK N 2 N N N Omron Corp. 549300ZHW0TR2QZ0NY83 N/A 1300.00000000 NS 67213.49000000 0.000981131132 Long EC CORP JP N 2 N N N China Milk Products Group Ltd. N/A N/A 4800000.00000000 PA USD 4800.00000000 0.000070066729 Long DBT CORP KY N 2 2012-01-05 None 0.00000000 Y N N N N China Milk Products Group Ltd. USD XXXX N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 724655.00000000 NS USD 34529810.75000000 0.504039774104 Long EC CORP US N 1 N N N/A N/A N/A 1880.00000000 NC USD 2133800.00000000 0.031147580789 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100.00000000 88.00000000 USD 2020-04-17 XXXX 1866625.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -396193.93000000 -0.00578333604 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17585742.08000000 USD 1842110000.00000000 JPY 2020-06-19 -396193.93000000 N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 816162.00000000 NS USD 27749508.00000000 0.405066099119 Long EC CORP US N 1 N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BH6 138000.00000000 PA USD 132480.00000000 0.001933841739 Long DBT CORP US N 2 2025-10-15 Fixed 4.62500000 N N N N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 22700.00000000 NS USD 1366313.00000000 0.019944392422 Long EC CORP US N 1 N N N/A N/A N/A -1541.00000000 NC USD -1624214.00000000 -0.02370903401 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 205.00000000 USD 2020-09-30 XXXX -81284.04000000 N N N Power Assets Holdings Ltd. 254900JOWYUW1ZX4DF47 N/A 2500.00000000 NS 14830.61000000 0.000216485904 Long EC CORP HK N 2 N N N Grand Rounds, Inc., Series D N/A N/A 1184166.00000000 NS USD 3505131.36000000 0.051165227394 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 3281827.46000000 0.047905607811 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1303238000.00000000 RUB 19905880.56000000 USD 2020-04-30 3281827.46000000 N N N N/A N/A 00P6R2A97 -456.00000000 NC USD -505020.00000000 -0.00737189579 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Autodesk, Inc. Autodesk, Inc. 100.00000000 140.00000000 USD 2020-07-17 XXXX -345237.28000000 N N N Polski Koncern Naftowy ORLEN SA 259400VVMM70CQREJT74 N/A 6700.00000000 NS 89658.34000000 0.001308763890 Long EC CORP PL N 2 N N N N/A N/A N/A 290.00000000 NC USD 2610.00000000 0.000038098784 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 225.00000000 USD 2020-04-17 XXXX -104421.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -840313.31000000 -0.01226625115 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11837405.34000000 USD 114297000.00000000 NOK 2020-06-19 -840313.31000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBE6 143000.00000000 PA USD 125125.00000000 0.001826479073 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -98199.51000000 -0.00143344135 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1842110000.00000000 JPY 17091348.64000000 USD 2020-06-19 -98199.51000000 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 16169.00000000 NS USD 2691976.81000000 0.039295419051 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 3289000.00000000 PA USD 3416369.81000000 0.049869554158 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAD5 186000.00000000 PA USD 178560.00000000 0.002606482344 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N N/A N/A 000000000 -2418267.00000000 NS USD 557438.99000000 0.008137068130 N/A DE N/A N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Custom Equity Basket N/A N/A Sony Financial Holdings, Inc. 156162.84000000 USD 20574.32000000 USD Fox Corp., Class A 148821.74000000 USD 7977.46000000 USD Autohome, Inc. 138844.10000000 USD -7129.46000000 USD Santander Bank Polska SA 34532.28000000 USD 15395.39000000 USD Shenzhou International Group Holdings Ltd. 40911.26000000 USD 7958.91000000 USD Heineken NV 56095.06000000 USD 3830.98000000 USD Insurance Australia Group Ltd. 81116.84000000 USD -88.10000000 USD Origin Energy Ltd. 40112.28000000 USD 15766.25000000 USD Roper Technologies, Inc. 129712.96000000 USD -19007.88000000 USD Xinjiang Goldwind Science & Technology Co. Ltd., Class H 7415.07000000 USD -513.61000000 USD DISH Network Corp., Class A 12693.65000000 USD 357.82000000 USD Aluminum Corp. of China Ltd., Class H 59708.64000000 USD 16204.72000000 USD Hilton Worldwide Holdings, Inc. 133136.24000000 USD 17728.19000000 USD Pepkor Holdings Ltd. 8790.39000000 USD 4880.45000000 USD Nippon Paint Holdings Co. Ltd. 52052.23000000 USD -2252.02000000 USD Hyundai Steel Co. 175649.33000000 USD 54255.52000000 USD Toyota Industries Corp. 23839.88000000 USD -1169.32000000 USD Lotte Corp. 24171.63000000 USD 5640.83000000 USD China State Construction International Holdings Ltd. 328548.42000000 USD 23215.36000000 USD Suzano SA 286567.89000000 USD 46391.44000000 USD Dongfeng Motor Group Co. Ltd., Class H 31253.28000000 USD 1545.79000000 USD British American Tobacco plc 40605.79000000 USD 5625.91000000 USD Nexon Co. Ltd. 29413.52000000 USD -1069.61000000 USD Lojas Americanas SA (Preference) 7777.78000000 USD 2516.30000000 USD China Jinmao Holdings Group Ltd. 182324.43000000 USD 25304.71000000 USD Tesco plc 49090.08000000 USD -8459.07000000 USD Kajima Corp. 66439.91000000 USD -7745.33000000 USD AMOREPACIFIC Group 9923.28000000 USD 2268.23000000 USD Transurban Group 158603.79000000 USD 45686.25000000 USD Fox Corp., Class B 123140.16000000 USD 13048.91000000 USD Samsung C&T Corp. 94199.95000000 USD 16731.88000000 USD Kintetsu Group Holdings Co. Ltd. 13884.66000000 USD 784.99000000 USD China Southern Airlines Co. Ltd., Class H 279698.10000000 USD 68616.24000000 USD Shimano, Inc. 14261.34000000 USD 801.17000000 USD WEG SA 56171.28000000 USD 980.57000000 USD TIM Participacoes SA 29431.04000000 USD 9421.37000000 USD Taisei Corp. 18298.85000000 USD -132.17000000 USD Magazine Luiza SA 206847.12000000 USD 8487.02000000 USD Atacadao SA 24566.08000000 USD 2050.53000000 USD Shoprite Holdings Ltd. 169753.44000000 USD 6868.91000000 USD Jardine Cycle & Carriage Ltd. 116868.32000000 USD 31029.84000000 USD Capitec Bank Holdings Ltd. 85984.25000000 USD 55591.25000000 USD Hormel Foods Corp. 43188.64000000 USD -2978.50000000 USD Makita Corp. 15251.88000000 USD -505.64000000 USD Toyota Motor Corp. 36158.95000000 USD 2349.87000000 USD SoftBank Group Corp. 77885.26000000 USD 13965.44000000 USD mBank SA 20041.84000000 USD 6101.00000000 USD iQIYI, Inc. 304771.60000000 USD 37890.99000000 USD China Gas Holdings Ltd. 92672.52000000 USD 986.14000000 USD Vodacom Group Ltd. 58192.61000000 USD -3803.07000000 USD China Everbright International Ltd. 119977.34000000 USD 12562.31000000 USD Geely Automobile Holdings Ltd. 149475.97000000 USD 16264.25000000 USD Conagra Brands, Inc. 205526.70000000 USD -12636.11000000 USD Sydney Airport 16304.62000000 USD -2728.63000000 USD Y 2023-02-08 0.00000000 USD 0.00000000 USD -2418267.00000000 USD 557438.99000000 N N N N/A N/A 00C6QZ181 -414.00000000 NC USD -1863.00000000 -0.00002719464 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. Apple, Inc. 100.00000000 325.00000000 USD 2020-04-17 XXXX 137885.54000000 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AH6 1900000.00000000 PA USD 1974358.44000000 0.028820174813 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Tempur Sealy International, Inc. 549300HFEKVR3US71V91 88023UAG6 112000.00000000 PA USD 98016.80000000 0.001430774297 Long DBT CORP US N 2 2026-06-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 827358.08000000 0.012077140612 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 13148757000.00000000 CLP 16219016.90000000 USD 2020-06-12 827358.08000000 N N N Infosys Ltd. 335800TYLGG93MM7PR89 N/A 8322.00000000 NS 68947.61000000 0.001006444489 Long EC CORP IN N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1872953.18000000 -0.02733993836 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 10553113.75000000 USD 156091000.00000000 ZAR 2020-05-07 -1872953.18000000 N N N Guardant Health, Inc. N/A 40131M109 45470.00000000 NS USD 3164712.00000000 0.046196045878 Long EC CORP US N 1 N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077M108 2214.00000000 NS 75687.87000000 0.001104833651 Long EC CORP CA N 1 N N N Shin-Etsu Chemical Co. Ltd. 353800PX8Q64N86H5W41 N/A 226234.00000000 NS 22235910.73000000 0.324582822144 Long EC CORP JP N 2 N N N Keyence Corp. 529900M7PQBS7A89DZ11 N/A 9900.00000000 NS 3182974.38000000 0.046462626137 Long EC CORP JP N 2 N N N N/A N/A 00P72YT68 -658.00000000 NC USD -345450.00000000 -0.00504261495 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 220.00000000 USD 2020-04-17 XXXX 146565.96000000 N N N ANTA Sports Products Ltd. 529900291XG0CTK4LF95 N/A 312000.00000000 NS 2264091.45000000 0.033049475749 Long EC CORP KY N 2 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 92103.00000000 NS USD 8817941.22000000 0.128717563289 Long EC CORP US N 1 N N N NEC Corp. 5493000QYMPFRTEY4K28 N/A 10100.00000000 NS 367773.64000000 0.005368478378 Long EC CORP JP N 2 N N N N/A N/A N/A 85362817.00000000 PA USD 62996.91000000 0.000919580721 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Purchased N/A Swaption 1.00000000 1.80000000 USD 2020-08-11 XXXX -670649.08000000 N N N N/A N/A N/A -17.00000000 NC 9332.06000000 0.000136222276 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2020-06-18 -2171325.00000000 AUD 9332.06000000 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAA9 8536000.00000000 PA USD 8443047.14000000 0.123245146172 Long DBT CORP US N 2 2021-04-15 Fixed 3.12500000 N N N N N N N/A N/A N/A 159.00000000 NC USD 74730.00000000 0.001090851397 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Charter Communications, Inc. Charter Communications, Inc. 100.00000000 540.00000000 USD 2020-06-19 XXXX -114402.85000000 N N N N/A N/A N/A 302895708.00000000 PA USD 7294766.16000000 0.106483418459 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 33-V1 Markit CDX North American Investment Grade Index Series 33-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2024-12-20 0.00000000 USD 6343774.61000000 USD 302895708.00000000 USD 7294766.16000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J6A0 13590000.00000000 PA USD 13526241.97000000 0.197445737435 Long DBT CORP US N 2 2022-09-09 Variable 2.08199900 N N N N N N N/A N/A N/A -6952412.00000000 PA USD -142430.38000000 -0.00207908977 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A Swaption 1.00000000 0.67500000 USD 2020-09-10 XXXX 36594.23000000 N N N Ziggo BV 213800TQASLF9JXH5J59 N9833RAH2 13706870.00000000 PA 13940273.51000000 0.203489453267 Long LON CORP NL N 2 2029-01-31 Variable 3.00000000 N N N N N N VICI Properties LP N/A 92564RAE5 1465000.00000000 PA USD 1371606.25000000 0.020021659238 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N Shenzhen Inovance Technology Co. Ltd. N/A N/A 575700.00000000 NS 2076408.02000000 0.030309816550 Long EC CORP CN N 2 N N N N/A N/A 00C70RJR4 4147.00000000 NC USD 10367.50000000 0.000151336837 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 45.00000000 USD 2020-04-17 XXXX -130937.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 677907.77000000 0.009895579264 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 12337000.00000000 CAD 9445778.50000000 USD 2020-04-16 677907.77000000 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 47916000.00000000 PA 52639398.29000000 0.768389685515 Long DBT NUSS ES N 2 2029-10-31 Fixed 0.60000000 N N N N N N N/A N/A 00P58C990 -409.00000000 NC USD -628837.50000000 -0.00917928898 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Facebook, Inc. Facebook, Inc. 100.00000000 170.00000000 USD 2020-06-19 XXXX -315249.83000000 N N N N/A N/A N/A 210.00000000 NC USD -316736.70000000 -0.00462348015 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index MXEF Index 2020-06-19 8850450.00000000 USD -316736.70000000 N N N Kingdee International Software Group Co. Ltd. 529900SWRZN94C5SZO63 N/A 3490000.00000000 NS 4590548.22000000 0.067009312752 Long EC CORP KY N 2 N N N Subaru Corp. 549300N244BVAEE6HH86 N/A 628764.00000000 NS 12018875.48000000 0.175442354022 Long EC CORP JP N 2 N N N Rolls-Royce Holdings plc 213800EC7997ZBLZJH69 N/A 20436.00000000 NS 86371.73000000 0.001260788470 Long EC CORP GB N 2 N N N N/A N/A 00C6WYA38 -876.00000000 NC USD -630720.00000000 -0.00920676827 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 220.00000000 USD 2020-08-21 XXXX 64025.63000000 N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAB7 280000.00000000 PA USD 257600.00000000 0.003760247826 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N N/A N/A N/A 6956340.35000000 PA USD -620403.65000000 -0.00905617809 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 N/A USGSCBBL8X.I Y 2021-01-22 0.00000000 USD 0.00000000 USD 6956340.35000000 USD -620403.65000000 N N N Crowdstrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 51626.00000000 NS USD 2874535.68000000 0.041960273842 Long EC CORP US N 1 N N N BIM Birlesik Magazalar A/S N/A N/A 5383.00000000 NS 40820.69000000 0.000595869219 Long EC CORP TR N 1 N N N SAP SE 529900D6BF99LW9R2E68 N/A 737.00000000 NS 82284.56000000 0.001201127087 Long EC CORP DE N 2 N N N Toagosei Co. Ltd. N/A N/A 96300.00000000 NS 833672.22000000 0.012169309599 Long EC CORP JP N 2 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 194059.00000000 NS USD 12877755.24000000 0.187979624016 Long EC CORP US N 1 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 N/A 17530.00000000 NS 120204.36000000 0.001754651333 Long EC CORP BR N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 6157618.00000000 NS 42474310.97000000 0.620007513552 Long EC CORP IT N 2 N N N N/A N/A 00C72Z938 658.00000000 NC USD 536270.00000000 0.007828059401 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 260.00000000 USD 2020-04-17 XXXX -333763.13000000 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 59020.00000000 NS USD 115072474.40000000 1.679739991109 Long EC CORP US N 1 N N N N/A N/A N/A 19767000.00000000 PA USD 32.81000000 0.000000478935 N/A DFE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Purchased N/A USD Currency 1.00000000 3.93000000 USD 2020-05-04 XXXX -304972.00000000 N N N United States of America 254900HROIFWPRGM1V77 912796TZ2 80000000.00000000 PA USD 79985563.20000000 1.167568090622 Long STIV UST US N 2 2020-06-11 None 0.00000000 N N N N N N Country Garden Services Holdings Co. Ltd. N/A N/A 29321.00000000 NS 117981.61000000 0.001722205328 Long EC CORP KY N 2 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 192448.00000000 NS 15392305.01000000 0.224685098808 Long EC CORP DE N 2 N N N JBS USA LUX SA N/A 466112AR0 196000.00000000 PA USD 197960.00000000 0.002889668709 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1435705.46000000 -0.02095733049 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 12199690.34000000 USD 17499000.00000000 AUD 2020-04-09 -1435705.46000000 N N N Weichai Power Co. Ltd. 529900OKTPKBG85F9502 N/A 29000.00000000 NS 46193.88000000 0.000674302938 Long EC CORP CN N 2 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 1066.00000000 NS 78306.11000000 0.001143052717 Long EC CORP DE N 2 N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639106 112952.00000000 NS USD 5114466.56000000 0.074657072065 Long EC CORP US N 1 N N N Centrais Eletricas Brasileiras SA 254900I8KYDELP4B4Z08 N/A 12366.00000000 NS 62828.35000000 0.000917120211 Long EC CORP BR N 1 N N N Alcon, Inc. 549300LDT5AP8S0NBM78 N/A 30531.00000000 NS USD 1551585.42000000 0.022648857541 Long EC CORP CH N 1 N N N United States of America 254900HROIFWPRGM1V77 9128284H0 33689549.08800000 PA USD 33934925.91000000 0.495356100088 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N JD.com, Inc. 549300HVTWB0GJZ16V92 47215P106 5488.00000000 NS USD 222264.00000000 0.003244439917 Long EC CORP KY N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TS8 50000000.00000000 PA USD 49997774.50000000 0.729829281346 Long STIV UST US N 2 2020-04-30 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2527535.73000000 -0.03689503390 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20047247.61000000 USD 286775877000.00000000 IDR 2020-05-04 -2527535.73000000 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 621862.00000000 NS USD 23755128.40000000 0.346759200021 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A -1522610.77000000 -0.02222590775 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8143226.72000000 USD 519375000.00000000 RUB 2020-05-07 -1522610.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -219193.95000000 -0.00319962567 N/A DFE N/A N 2 Morgan Stanley & Co. 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Ltd. N/A N/A 301295.00000000 NS 1058220.52000000 0.015447093982 Long EC CORP CN N 2 N N N Haitong Securities Co. Ltd. 300300E1003931000068 N/A 65200.00000000 NS 59223.99000000 0.000864506520 Long EC CORP CN N 2 N N N N/A N/A N/A -231315114.00000000 PA USD 23.13000000 0.000000337634 N/A DIR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Written N/A Swaption 1.00000000 1.88000000 USD 2020-08-13 XXXX 442421.81000000 N N N NCSoft Corp. 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HKUPACFHSSASQK8HLS17 681919106 23991.00000000 NS USD 1317105.90000000 0.019226104803 Long EC CORP US N 1 N N Huadian Power International Corp. Ltd. 529900207FCOKWBDRE79 N/A 106000.00000000 NS 31400.78000000 0.000458364575 Long EC CORP CN N 2 N N N WuXi AppTec Co. Ltd. 254900OEPQLZSPLN9175 N/A 125097.00000000 NS 1576671.19000000 0.023015040429 Long EC CORP CN N 2 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N105 939749.00000000 NS 27365106.25000000 0.399454896305 Long EC CORP CA N 1 N N N China Mengniu Dairy Co. 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Ltd. 529900PLNH7NQLN00B53 N/A 50200.00000000 NS 148708.88000000 0.002170738519 Long EC CORP CN N 2 N N N N/A N/A N/A -214810349.00000000 PA USD -2408322.60000000 -0.03515485179 N/A DIR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Written N/A Swaption 1.00000000 0.88000000 USD 2020-08-13 XXXX -1938990.35000000 N N N Great Wall Motor Co. Ltd. 254900CR8AHWTMFZHH60 N/A 830792.00000000 NS 1031956.74000000 0.015063715404 Long EC CORP CN N 2 N N N N/A N/A N/A 670.00000000 NC USD 94470.00000000 0.001379000823 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 228.00000000 USD 2020-07-17 XXXX -348015.81000000 N N N China International Travel Service Corp. Ltd. N/A N/A 168600.00000000 NS 1578871.20000000 0.023047154493 Long EC CORP CN N 2 N N N N/A N/A N/A 1.00000000 NC N/A -185078.04000000 -0.00270162770 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 29301106.68000000 USD 3119472000.00000000 JPY 2020-06-25 -185078.04000000 N N N Bank Central Asia Tbk. 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Mastercard, Inc. 100.00000000 345.00000000 USD 2020-04-17 XXXX 49641.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -713898.81000000 -0.01042094894 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24423085.45000000 USD 28868087000.00000000 KRW 2020-05-07 -713898.81000000 N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 N/A 58000.00000000 NS 62107.77000000 0.000906601735 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3664114.18000000 0.053485937034 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 81080000.00000000 BRL 19233780.10000000 USD 2020-05-04 3664114.18000000 N N N N/A N/A N/A -108.00000000 NC USD -1072757.73000000 -0.01565929705 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short NASDAQ 100 E-Mini Index US6311011026 2020-06-19 -16818300.00000000 USD -1072757.73000000 N N N N/A N/A N/A 102.00000000 NC USD 6987.00000000 0.000101990883 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 270.00000000 USD 2020-04-03 XXXX -52419.52000000 N N N N/A N/A N/A 1895012.50000000 PA USD -237987.50000000 -0.00347395954 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 S&P 500 Index Annual Dividend Future December 2020 S&P 500 Index Annual Dividend Future December 2020 Y 2020-12-18 0.00000000 USD 0.00000000 USD 1895012.50000000 USD -237987.50000000 N N N N/A N/A N/A -14312.00000000 NC USD -231393.27000000 -0.00337770202 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written HCA Healthcare, Inc. HCA Healthcare, Inc. 1.00000000 100.00000000 USD 2020-06-19 XXXX -169780.11000000 N N N Eiffage SA 969500OQXKE5WDM9M994 N/A 29820.00000000 NS 2116730.55000000 0.030898414010 Long EC CORP FR N 2 N N N Kakao Corp. 988400FTKUBQXKVZP434 N/A 17973.00000000 NS 2273281.69000000 0.033183627845 Long EC CORP KR N 2 N N N LG Chem Ltd. 988400IES4EIG7O06940 N/A 8379.00000000 NS 2075324.31000000 0.030293997380 Long EC CORP KR N 2 N N NextEra Energy, Inc. N/A 65339F101 207826.00000000 NS USD 50007092.12000000 0.729965292838 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 19762.00000000 NS USD 1441835.52000000 0.021046812421 Long EC CORP US N 1 N N N Navient Private Education Loan Trust 54930094LU45XF2CP718 63939CAD9 2066000.00000000 PA USD 1971874.28000000 0.028783912945 Long ABS-O CORP US N 2 2031-10-15 Floating 2.30463000 N N N N N N 2020-03-31 BlackRock Variable Series Funds, Inc. Ann Frechette Ann Frechette Assistant Treasurer XXXX