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McDonald's Corp. 100.00000000 220.00000000 USD 2020-10-16 XXXX -33656.85000000 N N N N/A N/A N/A 29026475.00000000 PA USD 120428.63000000 0.001525400830 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Purchased N/A Swaption 1.00000000 0.81000000 USD 2020-11-19 XXXX -88561.99000000 N N N N/A N/A 00P7UUEF1 -685.00000000 NC USD -112340.00000000 -0.00142294676 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Starbucks Corp. Starbucks Corp. 100.00000000 77.50000000 USD 2020-11-20 XXXX 521.02000000 N N N N/A N/A 00C6NZD32 1088.00000000 NC USD 557600.00000000 0.007062801453 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased DR Horton, Inc. DR Horton, Inc. 100.00000000 80.00000000 USD 2021-01-15 XXXX -38253.82000000 N N N Alcon, Inc. 549300LDT5AP8S0NBM78 N/A 5582.00000000 NS 316475.49000000 0.004008614689 Long EC CORP CH N 2 N N N N/A N/A 00C7EEFD3 -59.00000000 NC USD -635577.50000000 -0.00805049801 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 3500.00000000 USD 2020-11-20 XXXX 300075.79000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746804 2041.00000000 NS USD 2739124.05000000 0.034694923461 Long EP CORP US N 1 N N N N/A N/A N/A 977.00000000 NC USD 1445960.00000000 0.018315151345 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 170.00000000 USD 2021-01-15 XXXX 521484.69000000 N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 45824TAR6 7812000.00000000 PA USD 7929180.00000000 0.100434404646 Long DBT CORP LU N 2 2024-02-15 Fixed 8.00000000 N N N N N N Herschend Entertainment Co. LLC N/A 42778EAD3 3906000.00000000 PA USD 3730230.00000000 0.047248697752 Long LON CORP US N 3 2025-08-25 Variable 6.75000000 N N N N N N eBay, Inc. 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DR Horton, Inc. 1.00000000 60.00000000 USD 2020-11-20 XXXX 37237.06000000 N N N N/A N/A 00P7RKYX6 -361.00000000 NC USD -13357.00000000 -0.00016918550 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. 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(The) 100.00000000 295.00000000 USD 2020-10-16 XXXX 151744.69000000 N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 333.00000000 NS 68786.75000000 0.000871282564 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 727433.47000000 0.009213985239 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 30468382.84000000 USD 26603517.00000000 EUR 2020-10-09 727433.47000000 N N N Cablevision Lightpath LLC N/A N/A 826000.00000000 PA USD 820837.50000000 0.010397080861 Long LON CORP US N 2 2027-09-15 Variable 0.00000000 N N N N N N N/A N/A N/A 144078531.00000000 PA USD -8362070.27000000 -0.10591757901 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-01-24 1705.14000000 USD 0.00000000 USD 144078531.00000000 USD -8362070.27000000 N N N Anglo American Platinum Ltd. 529900RORCZ0E5S5FX81 N/A 3138.00000000 NS 217259.43000000 0.002751901395 Long EC CORP ZA N 2 N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AW6 1057000.00000000 PA USD 1045108.75000000 0.013237796984 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 2548.00000000 NS 316713.67000000 0.004011631579 Long EC CORP FR N 2 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVS0 525000.00000000 PA USD 690630.54000000 0.008747823496 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Goodman Group N/A N/A 8027.00000000 NS 103929.05000000 0.001316410052 Long EC CORP AU N 2 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AS3 765000.00000000 PA USD 826200.00000000 0.010465004593 Long DBT CORP US N 2 2025-07-01 Fixed 6.87500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 7703001.00000000 NS 14492579.97000000 0.183569251937 Long EC CORP IT N 2 N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 2093000.00000000 PA USD 2204449.11000000 0.027922500679 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N N/A N/A N/A -1.00000000 NC 2023.92000000 0.000025635841 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2020-12-18 -58415.00000000 GBP 2023.92000000 N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAC0 200000.00000000 PA USD 196750.00000000 0.002492120132 Long DBT CORP KY N 2 2024-10-01 Fixed 4.87500000 N N N N N N Shionogi & Co. Ltd. 35380049VXDTHZI3DY35 N/A 1700.00000000 NS 90991.23000000 0.001152534059 Long EC CORP JP N 2 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 44900.00000000 NS USD 7040769.00000000 0.089181408767 Long EC CORP US N 1 N N N NetEase, Inc. 5299004AF4DSJDB0PA32 64110W102 7641.00000000 NS USD 3474133.47000000 0.044004868942 Long EC CORP KY N 1 N N N N/A N/A N/A -8945.00000000 NC -15649.50000000 -0.00019822329 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written Roche Holding AG Roche Holding AG 1.00000000 350.00000000 CHF 2020-11-20 XXXX 5905.90000000 N N N BHP Group plc 549300C116EOWV835768 N/A 106483.00000000 NS 2271724.86000000 0.028774644267 Long EC CORP GB N 2 N N N N/A N/A 00P7MTPN4 -382.00000000 NC USD -126060.00000000 -0.00159673018 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 185.00000000 USD 2020-11-20 XXXX 73631.52000000 N N N N/A N/A 00C6BQDA9 -1022.00000000 NC USD -337260.00000000 -0.00427188023 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Starbucks Corp. Starbucks Corp. 100.00000000 92.50000000 USD 2021-01-15 XXXX -194424.10000000 N N N Meituan Dianping 21380033K525E5JLIA77 N/A 75600.00000000 NS 2381498.60000000 0.030165085678 Long EC CORP KY N 2 N N N VanEck Vectors Semiconductor ETF 549300MJTG2N9QRH7I02 92189F676 20201.00000000 NS USD 3519014.20000000 0.044573347574 Long RF US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAQ4 1526000.00000000 PA USD 1714222.61000000 0.021713080957 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 N/A 209364.00000000 NS USD 8311750.80000000 0.105280210963 Long EC CORP BM N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 50487.00000000 NS 197518.20000000 0.002501850484 Long EC CORP GB N 2 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 9467.00000000 NS USD 1105177.58000000 0.013998654624 Long EC CORP US N 1 N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAW5 342000.00000000 PA USD 360810.00000000 0.004570174663 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N N/A N/A 00C7AUXL3 386.00000000 NC USD 410125.00000000 0.005194819666 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased McDonald's Corp. McDonald's Corp. 100.00000000 220.00000000 USD 2020-12-18 XXXX 171872.02000000 N N N Invesco Euro CLO II DAC 54930095HYKYKI90UF13 N/A 207000.00000000 PA 242622.06000000 0.003073155376 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 1.80000000 N N N N N N PICC Property & Casualty Co. Ltd. 300300F1000311000017 N/A 314000.00000000 NS 220571.79000000 0.002793857171 Long EC CORP CN N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 267113.00000000 NS 31789663.20000000 0.402661548534 Long EC CORP CH N 2 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDB9 656000.00000000 PA USD 658460.00000000 0.008340337599 Long DBT CORP US N 2 2030-09-30 Variable 5.69999900 N N N N N N GRACE Mortgage Trust N/A 38406HAE2 1200000.00000000 PA USD 1205363.40000000 0.015267651315 Long ABS-MBS CORP US N 2 2028-06-10 Fixed 3.52000000 N N N N N N Lloyds Bank plc H7FNTJ4851HG0EXQ1Z70 N/A 4911000.00000000 PA 10944335.89000000 0.138625666129 Long DBT CORP GB N 2 2029-01-22 Variable 13.00000200 N N N N N N N/A N/A 00C52P2F4 1209.00000000 NC USD 600268.50000000 0.007603259028 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 360.00000000 USD 2020-12-18 XXXX -112117.46000000 N N N N/A N/A N/A 3558369.00000000 PA 62061.01000000 0.000786091448 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Purchased N/A NZD/USD One-touch barrier option; Barrier price NZD 0.62000 1.00000000 0.62000000 NZD 2020-10-27 XXXX -207959.03000000 N N N N/A N/A N/A -150806.00000000 NC USD -145527.79000000 -0.00184331758 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 198.00000000 USD 2020-11-20 XXXX 198279.73000000 N N N N/A N/A 00C5LQ998 -25.00000000 NC USD -1095875.00000000 -0.01388082414 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2900.00000000 USD 2021-01-15 XXXX -910089.71000000 N N N N/A N/A 00C7W0W77 696.00000000 NC USD 447180.00000000 0.005664174236 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 122.50000000 USD 2020-12-18 XXXX 7291.78000000 N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 2638.00000000 NS USD 76000.78000000 0.000962658571 Long EC CORP US N 1 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 10041.00000000 NS 134183.13000000 0.001699621243 Long EC CORP FR N 2 N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 1292.00000000 NS USD 324963.84000000 0.004116131781 Long EC CORP US N 1 N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 4122130.00000000 PA USD 4436431.28000000 0.056193746940 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N RELX plc 549300WSX3VBUFFJOO66 N/A 224241.00000000 NS 4991172.84000000 0.063220342163 Long EC CORP GB N 2 N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015103 293.00000000 NS USD 40870.57000000 0.000517684220 Long EC CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 759000.00000000 PA USD 714408.75000000 0.009049008533 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 7817000.00000000 PA USD 37044.76000000 0.000469224865 N/A DFE DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Call Purchased N/A USD Currency 1.00000000 6.00000000 USD 2020-10-22 XXXX -64443.35000000 N N N SambaNova Systems, Inc., Series C N/A N/A 75709.00000000 NS USD 4203363.68000000 0.053241612463 Long EC CORP US Y 3 N N N N/A N/A N/A 1453375.00000000 PA USD 35722.48000000 0.000452476297 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Purchased N/A USD/CAD One-touch barrier option; Barrier price USD 1.40000 1.00000000 1.40000000 USD 2020-11-03 XXXX -123131.41000000 N N N Zero Mass Water, Inc., Series C-1 N/A N/A 195578.00000000 NS USD 3047105.24000000 0.038595945693 Long EC CORP US Y 3 N N N Bank Central Asia Tbk. PT 254900BR956G2OHVOM21 N/A 1156200.00000000 NS 2110533.90000000 0.026732930231 Long EC CORP ID N 2 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 N/A 3000.00000000 NS 71241.86000000 0.000902380043 Long EC CORP JP N 2 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887406 176383.00000000 NS USD 9286564.95000000 0.117627626307 Long EP CORP US N 1 N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 468575.00000000 NS USD 41042484.25000000 0.519861760089 Long EC CORP US N 1 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBM1 624000.00000000 PA USD 619206.72000000 0.007843138669 Long DBT CORP US N 2 2030-08-10 Fixed 1.74900000 N N N N N N N/A N/A N/A 30884000.00000000 PA USD 86086.12000000 0.001090403826 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased N/A Swaption 1.00000000 0.93000000 USD 2020-10-21 XXXX -1685846.14000000 N N N N/A N/A N/A -44677.00000000 NC USD -155799.42000000 -0.00197342247 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Written Autodesk, Inc. Autodesk, Inc. 1.00000000 260.00000000 USD 2020-11-20 XXXX 610411.13000000 N N N United States of America 254900HROIFWPRGM1V77 912828YS3 177065900.00000000 PA USD 195042239.27000000 2.470488900746 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 22324.00000000 NS USD 2467694.96000000 0.031256885851 Long EC CORP US N 1 N N N Benefit Street Partners CLO XII Ltd. 549300CIOPBDYOSN3T91 08179HAA8 400387.00000000 PA USD 397154.00000000 0.005030523401 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.52500000 N N N N N N N/A N/A N/A -23766750.00000000 PA USD -300891.28000000 -0.00381121838 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 0.71000000 USD 2021-01-11 XXXX 99081.27000000 N N N N/A N/A 00P71AQG2 -314.00000000 NC USD -16171.00000000 -0.00020482884 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NXP Semiconductors NV NXP Semiconductors NV 100.00000000 110.00000000 USD 2020-10-16 XXXX 80464.83000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CT1 902000.00000000 PA USD 1040682.50000000 0.013181732198 Long DBT NUSS ID N 2 2050-10-15 Fixed 4.20000000 N N N N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 48858.00000000 NS USD 10403822.52000000 0.131779291281 Long EC CORP US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBM3 2554000.00000000 PA USD 2806218.41000000 0.035544769486 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N N/A N/A N/A 566591.00000000 PA USD 683.97000000 0.000008663458 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Purchased N/A USD/BRL One-touch barrier option; Barrier price USD 4.90000 1.00000000 4.90000000 USD 2020-10-13 XXXX -135864.46000000 N N N Marriott Ownership Resorts, Inc. N/A 57165PAB1 149000.00000000 PA USD 152981.28000000 0.001937726697 Long DBT CORP US N 2 2026-09-15 Fixed 6.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 1457439.00000000 NS USD 67421128.14000000 0.853985010472 Long EC CORP US N 1 N N N N/A N/A N/A 402099.00000000 NC USD 0.40000000 0.000000005066 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 188.00000000 USD 2020-09-30 XXXX -2136954.74000000 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15137TAA8 3071000.00000000 PA USD 3236066.25000000 0.040989407128 Long DBT CORP US N 2 2026-06-01 Fixed 5.37500000 N N N N N N Sofi Professional Loan Program Trust N/A 83404RAB4 616868.81000000 PA USD 635748.82000000 0.008052668023 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.34000000 N N N N N N Luxembourg Life Fund Long Term G N/A N/A 4035449.00000000 PA USD 4000340.59000000 0.050670034674 Long LON CORP US N 3 2028-01-01 Variable 0.00000000 N N N N N N N/A N/A 00C5K3511 829.00000000 NC USD 261135.00000000 0.003307648238 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 140.00000000 USD 2021-01-15 XXXX -211590.22000000 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 41130.00000000 NS USD 3307674.60000000 0.041896429292 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 1487.00000000 NS USD 251912.67000000 0.003190834239 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAL5 573000.00000000 PA USD 646200.23000000 0.008185050078 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 171000.00000000 NS 1596670.71000000 0.020224118026 Long EC CORP HK N 2 N N N RR 11 Ltd. N/A 749756AC6 300000.00000000 PA USD 299998.89000000 0.003799914986 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.28323900 N N N N N N USB Capital IX N/A 91731KAA8 1344000.00000000 PA USD 1258669.44000000 0.015942848548 Long DBT CORP US N 2 2020-10-30 Floating 3.49999900 N N N N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M200 43140.00000000 NS USD 4382592.60000000 0.055511803060 Long EC CORP US N 1 N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AH0 330000.00000000 PA USD 325708.35000000 0.004125562065 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 39116.00000000 NS 2353707.23000000 0.029813068231 Long EC CORP GB N 2 N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 N/A 77000.00000000 NS 1631550.82000000 0.020665924503 Long EC CORP TW N 2 N N N Baidu, Inc. 254900AL64IANZYI1E02 056752108 1877.00000000 NS USD 237609.43000000 0.003009663248 Long EC CORP KY N 1 N N N Whitebox CLO I Ltd. 549300E4AC0513DYO913 96467FAA8 252901.00000000 PA USD 249802.15000000 0.003164101485 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 1.67350000 N N N N N N Kraft Heinz Co. (The) N/A 500754106 1681.00000000 NS USD 50345.95000000 0.000637703459 Long EC CORP US N 1 N N N RR 10 Ltd. 549300NFQDCRHVS92J26 74988TAC1 650000.00000000 PA USD 649993.57000000 0.008233098154 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 2.75171000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABE4 2112000.00000000 PA USD 2396317.44000000 0.030352787479 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAA7 200000.00000000 PA USD 213500.00000000 0.002704282837 Long DBT CORP AT N 2 2026-01-15 Fixed 7.00000000 N N N N N N N/A N/A 00P7T0FY7 532.00000000 NC USD 1135820.00000000 0.014386784697 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Microsoft Corp. Microsoft Corp. 100.00000000 215.00000000 USD 2021-02-19 XXXX 160611.20000000 N N N N/A N/A N/A -35591001.00000000 PA USD -596812.05000000 -0.00755947814 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written N/A Swaption 1.00000000 0.50000000 USD 2021-06-04 XXXX 257371.97000000 N N N N/A N/A 00C5PG319 -398.00000000 NC USD -184075.00000000 -0.00233157313 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written McDonald's Corp. McDonald's Corp. 100.00000000 240.00000000 USD 2021-01-15 XXXX 28262.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -119030.95000000 -0.00150769721 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 11737042.74000000 USD 9900581.00000000 EUR 2020-11-12 -119030.95000000 N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 55300RAA9 200000.00000000 PA USD 205750.00000000 0.002606118004 Long DBT CORP KY N 2 2024-05-15 Fixed 5.37500000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAD9 2453000.00000000 PA USD 2451748.97000000 0.031054907083 Long DBT CORP US N 2 2028-08-01 Fixed 5.37500000 N N N N N N Epic Games, Inc. N/A N/A 14282.00000000 NS USD 8212150.00000000 0.104018624387 Long EC CORP US Y 3 N N N Hilton Worldwide Finance LLC N/A 432891AH2 167000.00000000 PA USD 168670.00000000 0.002136446774 Long DBT CORP US N 2 2025-04-01 Fixed 4.62500000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAH7 1700000.00000000 PA USD 1989474.49000000 0.025199539670 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N N/A N/A 00C5K35D5 420.00000000 NC USD 508200.00000000 0.006437079804 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Union Pacific Corp. Union Pacific Corp. 100.00000000 200.00000000 USD 2021-01-15 XXXX 72561.01000000 N N N Bio City Development Co. BV N/A N/A 21400000.00000000 PA USD 2086500.00000000 0.026428506515 Long DBT CORP NL N 3 2018-07-06 Fixed 8.00000000 Y Y N N N Bio City Development Co. B.V USD XXXX N N N Liberty Broadband Corp. 549300MIX43II8JLN536 530307305 6030.00000000 NS USD 861506.10000000 0.010912206842 Long EC CORP US N 1 N N N N/A N/A 00C7HC172 895.00000000 NC USD 4545257.50000000 0.057572186654 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 305.00000000 USD 2021-12-17 XXXX 3266983.77000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724AS1 930000.00000000 PA USD 930000.00000000 0.011779780042 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N BX Trust N/A 05606FAN3 3926000.00000000 PA USD 3606729.83000000 0.045684391475 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545600 N N N N N N N/A N/A N/A 1.00000000 NC N/A 100250.52000000 0.001269816209 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7774985.68000000 USD 6099000.00000000 GBP 2020-12-29 100250.52000000 N N N N/A N/A 00C7MS742 464.00000000 NC USD 89320.00000000 0.001131365541 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 110.00000000 USD 2020-12-18 XXXX -165531.44000000 N N N Silergy Corp. N/A N/A 47000.00000000 NS 2786484.76000000 0.035294814587 Long EC CORP KY N 2 N N N Otsuka Holdings Co. Ltd. N/A N/A 2600.00000000 NS 110149.84000000 0.001395205254 Long EC CORP JP N 2 N N N N/A N/A N/A -6688.00000000 NC -12148.33000000 -0.00015387597 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written Roche Holding AG Roche Holding AG 1.00000000 300.00000000 CHF 2020-10-16 XXXX 19486.78000000 N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAD5 186000.00000000 PA USD 190185.00000000 0.002408965018 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N N/A N/A 00P6MV1F4 -1630.00000000 NC USD -700900.00000000 -0.00887790089 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 2020-11-20 XXXX 174574.21000000 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AB0 158000.00000000 PA USD 164715.00000000 0.002086351042 Long DBT CORP US N 2 2026-11-01 Fixed 4.87500000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 772310.00000000 NS USD 162439962.30000000 2.057534436652 Long EC CORP US N 1 N N N Palantir Technologies, Inc., Series I N/A N/A 1493940.80000000 NS USD 13482815.72000000 0.170779143593 Long EC CORP US Y 2 N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAF0 93000.00000000 PA USD 95441.25000000 0.001208899926 Long DBT CORP US N 2 2021-08-27 Fixed 4.91199800 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645WAG8 438149.00000000 PA USD 415880.16000000 0.005267716998 Long ABS-MBS CORP US N 2 2033-07-05 Floating 2.40424900 N N N N N N N/A N/A N/A 31369071.00000000 PA USD 1284055.41000000 0.016264398164 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Purchased N/A Swaption 1.00000000 0.98000000 USD 2020-10-27 XXXX 703905.59000000 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 3300.00000000 NS 113926.42000000 0.001443041041 Long EC CORP JP N 2 N N N Bain Capital Credit CLO Ltd. N/A 05683EAC6 575000.00000000 PA USD 574992.70000000 0.007283104873 Long ABS-CBDO CORP KY N 2 2031-07-21 Floating 2.86117600 N N N N N N N/A N/A N/A -12758503.00000000 PA USD -273013.09000000 -0.00345810123 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 1.07000000 USD 2020-10-19 XXXX -6814.84000000 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 151656.00000000 NS USD 29880781.68000000 0.378482834089 Long EC CORP US N 1 N N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GAY3 95000.00000000 PA USD 99132.50000000 0.001255654887 Long DBT CORP AU N 2 2023-03-15 Fixed 5.12500000 N N N N N N Cook Park CLO Ltd. N/A 21623PAE7 401933.00000000 PA USD 388363.34000000 0.004919177120 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 1.67288000 N N N N N N Guardant Health, Inc. N/A 40131M109 43389.00000000 NS USD 4850022.42000000 0.061432470227 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 461.00000000 NS USD 117167.76000000 0.001484097248 Long EC CORP US N 1 N N N York CLO-3 Ltd. 549300TKWX739FHPEQ97 98625UAW2 725000.00000000 PA USD 712534.42000000 0.009025267463 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 2.02288000 N N N N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 N/A 3282.00000000 NS 149246.75000000 0.001890423534 Long EC CORP DE N 2 N N N American Water Works Co., Inc. 549300DXHIJQMD5WFW18 030420103 23473.00000000 NS USD 3400768.24000000 0.043075593381 Long EC CORP US N 1 N N N N/A N/A N/A -34210.00000000 NC USD -21104.15000000 -0.00026731424 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Written Lennar Corp. Lennar Corp. 1.00000000 62.00000000 USD 2020-11-20 XXXX 38079.15000000 N N N NBCUniversal Enterprise, Inc. N/A 63946CAE8 3676000.00000000 PA USD 3712760.00000000 0.047027415217 Long DBT CORP US N 2 2021-03-19 Fixed 5.25000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBG1 759000.00000000 PA USD 715317.65000000 0.009060521051 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N MPT Operating Partnership LP N/A 55342UAH7 267000.00000000 PA USD 278400.90000000 0.003526345554 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 910000.00000000 PA USD 1112475.00000000 0.014091086885 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N N/A N/A 00C7MVC31 438.00000000 NC USD 2064075.00000000 0.026144461819 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 165.00000000 USD 2020-12-18 XXXX 1480593.83000000 N N N Select Medical Corp. N/A 816196AT6 3482000.00000000 PA USD 3621280.00000000 0.045868690187 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -391516.40000000 -0.00495911513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103018000.00000000 CNY 14756066.12000000 USD 2020-11-05 -391516.40000000 N N N Farmer's Business Network, Inc., Series F N/A N/A 94319.00000000 NS USD 3118186.14000000 0.039496286948 Long EC CORP US Y 3 N N N N/A N/A N/A -1266.00000000 NC USD -300675.00000000 -0.00380847888 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Raytheon Technologies Corp. Raytheon Technologies Corp. 100.00000000 50.00000000 USD 2021-02-19 XXXX -52842.94000000 N N N N/A N/A 00P5JUQ81 -716.00000000 NC USD -98808.00000000 -0.00125154463 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Applied Materials, Inc. Applied Materials, Inc. 100.00000000 45.00000000 USD 2021-01-15 XXXX 69901.65000000 N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 67097LAC0 400841.00000000 PA USD 395289.27000000 0.005006903928 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 2.07500000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 N/A 753.00000000 NS 121166.17000000 0.001534742829 Long EC CORP DE N 2 N N N N/A N/A N/A 31369071.00000000 PA USD 3776.76000000 0.000047838066 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased N/A Swaption 1.00000000 0.58000000 USD 2020-10-27 XXXX -621651.18000000 N N N China Resources Power Holdings Co. Ltd. 529900K60FC0AI053735 N/A 146000.00000000 NS 161929.91000000 0.002051073894 Long EC CORP HK N 2 N N N N/A N/A N/A 10707103.00000000 PA USD 193988.95000000 0.002457147485 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Purchased N/A Swaption 1.00000000 1.22000000 USD 2020-11-24 XXXX -21223.82000000 N N N N/A N/A 00P7AUFA3 -386.00000000 NC USD -72761.00000000 -0.00092162212 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written McDonald's Corp. McDonald's Corp. 100.00000000 180.00000000 USD 2020-12-18 XXXX 74982.73000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BD8 6539000.00000000 PA USD 6588042.50000000 0.083446980176 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Boise Cascade Co. 549300Z8B8LSRHC7XA55 09739DAD2 262000.00000000 PA USD 281650.00000000 0.003567500052 Long DBT CORP US N 2 2030-07-01 Fixed 4.87500000 N N N N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 1030.00000000 NS 96334.01000000 0.001220208009 Long EC CORP DE N 2 N N N N/A N/A N/A -346.00000000 NC -66935.17000000 -0.00084782965 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Put Written UniCredit SpA UniCredit SpA 500.00000000 6.00000000 EUR 2020-12-18 XXXX -2821.37000000 N N N TransDigm Group, Inc. N/A 893641100 12249.00000000 NS USD 5819744.88000000 0.073715392035 Long EC CORP US N 1 N N N JBS USA LUX SA N/A 472141AA8 183000.00000000 PA USD 198555.00000000 0.002514983039 Long DBT CORP US N 2 2028-02-15 Fixed 6.75000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 10981000.00000000 PA USD 10580742.55000000 0.134020236484 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 68174.00000000 NS 2466164.00000000 0.031237494053 Long EC CORP FR N 2 N N N KE Holdings, Inc. 254900RHVY072XPAZE03 482497104 62779.00000000 NS USD 3848352.70000000 0.048744890681 Long EC CORP KY N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 2257000.00000000 PA USD 2705525.24000000 0.034269346481 Long DBT CORP US N 2 2031-03-31 Variable 4.41200200 N N N N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 46556KAB2 961000.00000000 PA USD 979018.75000000 0.012400672616 Long DBT CORP BR N 2 2025-01-24 Fixed 3.25000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAM3 142000.00000000 PA USD 150402.85000000 0.001905067194 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Glencore plc 2138002658CPO9NBH955 N/A 11629.00000000 NS 24108.96000000 0.000305374457 Long EC CORP JE N 2 N N N N/A N/A 00P77GTJ4 -602.00000000 NC USD -18060.00000000 -0.00022875572 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. 100.00000000 25.00000000 USD 2020-11-20 XXXX 40790.90000000 N N N N/A N/A 00P77GTK1 602.00000000 NC USD 18060.00000000 0.000228755728 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. 100.00000000 30.00000000 USD 2020-11-20 XXXX -130175.76000000 N N N N/A N/A N/A -242.00000000 NC USD -121605.00000000 -0.00154030123 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 150.00000000 USD 2021-01-15 XXXX 45072.26000000 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 1369.00000000 NS USD 112244.31000000 0.001421734712 Long EC CORP US N 1 N N N Brambles Ltd. N/A N/A 24758.00000000 NS 187988.52000000 0.002381143458 Long EC CORP AU N 2 N N N N/A N/A N/A 306.00000000 NC USD -359321.99000000 -0.00455132688 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2020-12-21 67874625.00000000 USD -359321.99000000 N N N Republic of Italy 815600DE60799F5A9309 N/A 25514000.00000000 PA 44283624.64000000 0.560915438457 Long DBT NUSS IT N 2 2049-09-01 Fixed 3.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 143308.48000000 0.001815206852 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 21930800.40000000 USD 30819000.00000000 AUD 2020-10-01 143308.48000000 N N N Dominican Republic N/A N/A 759000.00000000 PA USD 844861.88000000 0.010701383992 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.87500000 N N N N N N N/A N/A 00C7UU8E5 -220.00000000 NC USD -31790.00000000 -0.00040266581 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intel Corp. Intel Corp. 100.00000000 55.00000000 USD 2020-11-20 XXXX 12255.25000000 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BA9 1632761.00000000 PA USD 2189430.45000000 0.027732267871 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AN1 1829000.00000000 PA USD 1829000.00000000 0.023166900751 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N Aon plc 635400FALWQYX5E6QC64 N/A 1259.00000000 NS USD 259731.70000000 0.003289873436 Long EC CORP IE N 1 N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 N/A 106772.00000000 NS 198656.81000000 0.002516272608 Long EC CORP MX N 1 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 3390.00000000 NS USD 66613.50000000 0.000843755245 Long EC CORP US N 1 N N N N/A N/A 00C7APE01 -1128.00000000 NC USD -197400.00000000 -0.00250035331 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Fortive Corp. Fortive Corp. 100.00000000 85.00000000 USD 2020-12-18 XXXX -81484.49000000 N N N N/A N/A N/A 35591001.00000000 PA USD 1823027.68000000 0.023091252777 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Purchased N/A Swaption 1.00000000 1.00000000 USD 2021-06-04 XXXX -396071.23000000 N N N N/A N/A N/A 37915000.00000000 PA USD 48509.59000000 0.000614443333 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased N/A USD Currency 1.00000000 10.70000000 USD 2020-11-19 XXXX -353958.14000000 N N N CapitaLand Ltd. 2549006LYGY45GHGWZ89 N/A 5250000.00000000 PA 3787777.44000000 0.047977618381 Long DBT CORP SG N 2 2023-10-17 Fixed 1.95000000 N N N N N CapitaLand Ltd. SGD XXXX N N N N/A N/A 00P77F545 -592.00000000 NC USD -81400.00000000 -0.00103104741 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Agilent Technologies, Inc. Agilent Technologies, Inc. 100.00000000 90.00000000 USD 2020-11-20 XXXX 18210.22000000 N N N N/A N/A N/A 3460.00000000 NS USD 71864.20000000 0.000910262869 N/A DE US N 3 NEON PAYMENTS LIMITED SERIES N/A Call Purchased Neon Payments Ltd. Neon Payments Ltd. 1.00000000 1.00000000 USD 2021-04-08 XXXX 71863.85000000 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BH6 138000.00000000 PA USD 141105.00000000 0.001787296626 Long DBT CORP US N 2 2025-10-15 Fixed 4.62500000 N N N N N N FUJIFILM Holdings Corp. 529900UBKMFM0ST6H474 N/A 2600.00000000 NS 128158.84000000 0.001623314995 Long EC CORP JP N 2 N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 452308109 274.00000000 NS USD 52939.54000000 0.000670554985 Long EC CORP US N 1 N N N N/A N/A N/A -18938666.00000000 PA USD -243006.19000000 -0.00307802093 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A Swaption 1.00000000 0.55000000 USD 2021-09-20 XXXX 1101.23000000 N N N N/A N/A 00P5K07X1 -1843.00000000 NC USD -144675.50000000 -0.00183252211 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Comcast Corp. Comcast Corp. 100.00000000 37.50000000 USD 2021-01-15 XXXX 87102.88000000 N N N Barrick Gold Corp. 0O4KBQCJZX82UKGCBV73 067901108 223006.00000000 NS 6263695.99000000 0.079338667761 Long EC CORP CA N 1 N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 508.00000000 NS 34480.90000000 0.000436749911 Long EC CORP CA N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BY9 110000.00000000 PA USD 112612.50000000 0.001426398365 Long DBT CORP US N 2 2022-01-15 Fixed 4.12500000 N N N N N N Ares LV CLO Ltd. N/A 04018BAC1 950000.00000000 PA USD 949988.51000000 0.012032963108 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.81047000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348106 137.00000000 NS USD 95453.38000000 0.001209053570 Long EC CORP US N 1 N N N Caesars Entertainment, Inc. 5299000BKFWWVND5L441 28470RAK8 2790000.00000000 PA USD 2957400.00000000 0.037459700536 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N Wuxi Biologics Cayman, Inc. 5493001TD2TH6VDTJU11 N/A 97500.00000000 NS 2389536.70000000 0.030266899710 Long EC CORP KY N 2 N N N N/A N/A 00C68SUQ5 331.00000000 NC USD 333482.50000000 0.004224032793 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Autodesk, Inc. Autodesk, Inc. 100.00000000 260.00000000 USD 2021-01-15 XXXX -277952.52000000 N N N N/A N/A 00C7D6AJ3 671.00000000 NC USD 1766407.50000000 0.022374077221 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 335.00000000 USD 2021-01-15 XXXX 235027.35000000 N N N Hangzhou Tigermed Consulting Co. Ltd. 300300CP4N8WDF6DOO67 N/A 72438.00000000 NS 1103828.00000000 0.013981560263 Long EC CORP CN N 2 N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAU3 759000.00000000 PA USD 775617.94000000 0.009824310463 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AS8 2072000.00000000 PA USD 2110849.83000000 0.026736931936 Long DBT CORP IT N 2 2035-06-30 Variable 5.45900000 N N N N N N N/A N/A N/A -59930000.00000000 PA -1409674.16000000 -0.01785553928 N/A DIR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written N/A Swaption 1.00000000 -0.02100000 EUR 2022-04-08 XXXX -658404.11000000 N N N N/A N/A 00C72E5Y1 137.00000000 NC USD 569920.00000000 0.007218851873 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Costco Wholesale Corp. Costco Wholesale Corp. 100.00000000 315.00000000 USD 2020-10-16 XXXX 377813.28000000 N N N N/A N/A N/A 151410.00000000 NC USD 48451.20000000 0.000613703740 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 187.00000000 USD 2020-10-16 XXXX -723739.80000000 N N N Sunoco LP N/A 86765LAL1 150000.00000000 PA USD 149812.50000000 0.001897589567 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Banco Santander Brasil SA 549300D1H731B30TSI43 N/A 12923.00000000 NS 64201.94000000 0.000813209388 Long EC CORP BR N 1 N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 137298.00000000 NS USD 1452612.84000000 0.018399419078 Long EC CORP BR N 1 N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 219000.00000000 PA USD 220642.50000000 0.002794752815 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 1887.00000000 NS USD 315713.97000000 0.003998968949 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 31828.00000000 NS USD 15609406.04000000 0.197715451347 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 17415700.00000000 PA USD 17124531.27000000 0.216906679247 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N N/A N/A 00C7YVW02 711.00000000 NC USD 153220.50000000 0.001940756761 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Southwest Airlines Co. Southwest Airlines Co. 100.00000000 40.00000000 USD 2020-11-20 XXXX -101091.74000000 N N N N/A N/A N/A 242.00000000 NC USD 185130.00000000 0.002344936214 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 185.00000000 USD 2021-01-15 XXXX -8769.04000000 N N N N/A N/A N/A -150806.00000000 NC USD -523978.46000000 -0.00663693656 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 173.00000000 USD 2020-11-20 XXXX -135441.88000000 N N N Republic of Italy 815600DE60799F5A9309 N/A 50689000.00000000 PA 62493119.39000000 0.791564731843 Long DBT NUSS IT N 2 2030-04-01 Fixed 1.35000000 N N N N N N N/A N/A 00P7A7UY5 -36.00000000 NC USD -460170.00000000 -0.00582871116 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2740.00000000 USD 2021-01-15 XXXX -69832.76000000 N N N Targa Resources Partners LP N/A 87612BBB7 94000.00000000 PA USD 93765.00000000 0.001187667823 Long DBT CORP US N 2 2025-02-01 Fixed 5.12500000 N N N N N N Murata Manufacturing Co. Ltd. 529900QZG6DL8ZRI7140 N/A 236984.00000000 NS 15410399.01000000 0.195194742701 Long EC CORP JP N 2 N N CVS Health Corp. 549300EJG376EN5NQE29 126650DP2 1310000.00000000 PA USD 1248538.93000000 0.015814531151 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N N/A N/A 00C7AS5Q8 1939.00000000 NC USD 58170.00000000 0.000736806242 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares Latin America 40 ETF iShares Latin America 40 ETF 100.00000000 25.00000000 USD 2020-12-18 XXXX -159455.02000000 N N N MEGlobal Canada ULC 635400MHHHT7LMKMQL03 N/A 885000.00000000 PA USD 1029918.75000000 0.013045393910 Long DBT CORP CA N 2 2030-05-18 Fixed 5.87500000 N N N N N N N/A N/A 00C730793 655.00000000 NC USD 31112.50000000 0.000394084308 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VMware, Inc. VMware, Inc. 100.00000000 160.00000000 USD 2020-10-16 XXXX -690853.91000000 N N N N/A N/A 00C5K3545 -619.00000000 NC USD -65923.50000000 -0.00083501540 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 155.00000000 USD 2021-01-15 XXXX 94867.01000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 133140000.00000000 PA 18865696.50000000 0.238961027019 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N N/A N/A N/A 22321821.07999999 PA USD -1480976.39000000 -0.01875868400 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 34-V9 Markit CDX North American High Yield Index Series 34-V9 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 352878.68000000 USD 0.00000000 USD 22321821.00000000 USD -1480976.39000000 N N N Elmwood CLO V Ltd. 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Apple, Inc. 100.00000000 105.00000000 USD 2020-10-16 XXXX 162409.27000000 N N N N/A N/A N/A -151327.00000000 NC USD -179322.50000000 -0.00227137592 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 215.00000000 USD 2021-01-15 XXXX 217199.64000000 N N N Olympus Corp. 5299000Y52IFDI1I2A21 N/A 2900.00000000 NS 60307.66000000 0.000763882763 Long EC CORP JP N 2 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBE0 797000.00000000 PA USD 1027133.75000000 0.013010117902 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AA2 157000.00000000 PA USD 163672.50000000 0.002073146289 Long DBT CORP US N 2 2024-11-01 Fixed 4.62500000 N N N N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 750.00000000 NS 28180.78000000 0.000356949881 Long EC CORP JE N 2 N N N PepsiCo, Inc. 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Apple, Inc. 100.00000000 107.50000000 USD 2021-01-15 XXXX -119972.50000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBE6 902000.00000000 PA USD 879450.00000000 0.011139491998 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 253759.00000000 NS USD 31671660.79000000 0.401166879250 Long EC CORP NL N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 2800.00000000 NS USD 389172.00000000 0.004929419955 Long EC CORP US N 1 N N N N/A N/A N/A -41.00000000 NC -30962.98000000 -0.00039219042 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2020-12-08 -7155320.00000000 EUR -30962.98000000 N N N N/A N/A N/A -111096397.00000000 PA USD -475012.46000000 -0.00601671214 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 0.38500000 USD 2021-02-08 XXXX -56251.01000000 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 1714.00000000 NS USD 118985.88000000 0.001507126338 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -48283.71000000 -0.00061158224 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 4096717.14000000 USD 3448272.00000000 EUR 2020-12-04 -48283.71000000 N N N Rio Tinto Ltd. 529900X2VMAQT2PE0V24 N/A 2575.00000000 NS 175876.12000000 0.002227722589 Long EC CORP AU N 2 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 142000.00000000 PA USD 154425.00000000 0.001956013476 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N N/A N/A 00C7D9YZ5 -163.00000000 NC USD -68460.00000000 -0.00086714380 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written ResMed, Inc. ResMed, Inc. 100.00000000 195.00000000 USD 2021-01-15 XXXX 34139.64000000 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 6228.00000000 NS USD 292404.60000000 0.003703722442 Long EC CORP US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 558786.00000000 NS USD 31096440.90000000 0.393880896690 Long EC CORP US N 1 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 24233.00000000 NS 387221.38000000 0.004904712563 Long EC CORP FR N 2 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N105 1394212.00000000 NS 40730612.29000000 0.515911455691 Long EC CORP CA N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 3226.00000000 NS USD 191882.48000000 0.002430466030 Long EC CORP US N 1 N N N N/A N/A N/A -3427.00000000 NC USD -470351.43000000 -0.00595767353 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written Amazon.com, Inc. Amazon.com, Inc. 1.00000000 3397.23200000 USD 2020-11-20 XXXX 134128.07000000 N N N Seven & i Holdings Co. Ltd. 52990037G8JRM3TWGY86 N/A 9400.00000000 NS 292059.01000000 0.003699345050 Long EC CORP JP N 2 N N N BY Crown Parent LLC N/A 05608QAA5 388000.00000000 PA USD 395032.50000000 0.005003651569 Long DBT CORP US N 2 2026-01-31 Fixed 4.25000000 N N N N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 N/A 10698.00000000 NS 341953.74000000 0.004331333163 Long EC CORP AU N 2 N N N China Telecom Corp. 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International 4PQUHN3JPFGFNF3BB653 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 186.00000000 USD 2020-11-20 XXXX -403164.76000000 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 92930.00000000 NS USD 58019916.20000000 0.734905216074 Long EC CORP US N 1 N N MGM Growth Properties Operating Partnership LP N/A 55303XAC9 207000.00000000 PA USD 219477.96000000 0.002780002250 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 256711.00000000 NS USD 80034788.47000000 1.013755058026 Long EC CORP US N 1 N N N Constellation Software, Inc. 549300B6PYHMCTDWQV29 21037X100 139.00000000 NS 154458.02000000 0.001956431722 Long EC CORP CA N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AC1 77000.00000000 PA USD 81716.25000000 0.001035053173 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 N/A 70700.00000000 NS 2595476.17000000 0.032875417623 Long EC CORP KY N 2 N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAA4 1483000.00000000 PA USD 1465604.41000000 0.018563975892 Long DBT CORP US N 2 2025-08-15 Fixed 5.00000000 N N N N N N SLM Private Education Loan Trust 549300JEA36NHBYED811 78445QAE1 5643000.00000000 PA USD 6149933.26000000 0.077897700088 Long ABS-O CORP US N 2 2041-10-15 Floating 4.90237900 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBA5 288000.00000000 PA USD 300240.00000000 0.003802968989 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 234.00000000 NS USD 49179.78000000 0.000622932248 Long EC CORP US N 1 N N N Asustek Computer, Inc. 254900B3WB4OGRB7HM13 N/A 23000.00000000 NS 202359.30000000 0.002563169939 Long EC CORP TW N 2 N N N N/A N/A N/A -355.00000000 NC USD -105612.50000000 -0.00133773335 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written HCA Healthcare, Inc. HCA Healthcare, Inc. 100.00000000 145.00000000 USD 2020-12-18 XXXX 156288.02000000 N N N Quicken Loans, Inc. 549300FGXN1K3HLB1R50 74840LAA0 227000.00000000 PA USD 233696.50000000 0.002960100394 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 131502.00000000 NS 1745547.77000000 0.022109858908 Long EC CORP FR N 2 N N N Masonite International Corp. 549300H0H07ZFT4JYM32 575385AD1 249000.00000000 PA USD 265542.32000000 0.003363473249 Long DBT CORP CA N 2 2028-02-01 Fixed 5.37500000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 N/A 50000.00000000 NS 65875.27000000 0.000834404506 Long EC CORP KY N 2 N N N N/A N/A 00C5JUBE8 1843.00000000 NC USD 649657.50000000 0.008228841347 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Comcast Corp. Comcast Corp. 100.00000000 45.00000000 USD 2021-01-15 XXXX 219804.10000000 N N N BX Commercial Mortgage Trust N/A 056054AL3 1044227.59400000 PA USD 1018357.17000000 0.012898949965 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.80238000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 418098.00000000 NS USD 6539052.72000000 0.082826454549 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 2195.00000000 NS USD 345536.90000000 0.004376719009 Long EC CORP US N 1 N N N Hughes Satellite Systems Corp. N/A 444454AA0 857000.00000000 PA USD 889137.50000000 0.011262198040 Long DBT CORP US N 2 2021-06-15 Fixed 7.62500000 N N N N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 1663000.00000000 NS 1356520.73000000 0.017182275078 Long EC CORP KY N 2 N N N Country Garden Services Holdings Co. Ltd. N/A N/A 27321.00000000 NS 177435.65000000 0.002247476267 Long EC CORP KY N 2 N N N VICI Properties LP N/A 92564RAD7 1230000.00000000 PA USD 1209434.40000000 0.015319216353 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 248000.00000000 PA USD 259904.00000000 0.003292055862 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Hilton Worldwide Finance LLC N/A 432891AK5 114000.00000000 PA USD 115815.45000000 0.001466968308 Long DBT CORP US N 2 2027-04-01 Fixed 4.87500000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCH6 776000.00000000 PA USD 815925.20000000 0.010334859556 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765LAY6 226773.00000000 PA USD 223667.66000000 0.002833070793 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.48759400 N N N N N N N/A N/A 00C5K39K5 -1874.00000000 NC USD -73086.00000000 -0.00092573871 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walgreens Boots Alliance, Inc. Walgreens Boots Alliance, Inc. 100.00000000 47.50000000 USD 2021-01-15 XXXX 250667.05000000 N N N Parsley Energy LLC N/A 701885AH8 134000.00000000 PA USD 133330.00000000 0.001688815132 Long DBT CORP US N 2 2027-10-15 Fixed 5.62500000 N N N N N N Albertsons Cos., Inc. N/A 013092AA9 123000.00000000 PA USD 134935.92000000 0.001709156405 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 64907.00000000 NS 1570333.95000000 0.019890525295 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -18677.93000000 -0.00023658269 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 16568000.00000000 AUD 11848721.18000000 USD 2020-10-23 -18677.93000000 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 827000.00000000 PA USD 852843.75000000 0.010802485791 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N SoFi Professional Loan Program LLC N/A 78471HAB4 1333000.00000000 PA USD 1387818.29000000 0.017578703436 Long ABS-O CORP US N 3 2048-06-15 Fixed 3.69000000 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 2851000.00000000 NS 1485073.74000000 0.018810582800 Long EC CORP CN N 2 N N N Madison Square Garden Sports Corp. N/A 55825T103 824.00000000 NS USD 123995.52000000 0.001570580593 Long EC CORP US N 1 N N N Level 3 Financing, Inc. N/A 527298BM4 146000.00000000 PA USD 151248.70000000 0.001915781094 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N DSV Panalpina A/S 529900X41C0BSLK67H70 N/A 46542.00000000 NS 7549260.42000000 0.095622179822 Long EC CORP DK N 2 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAH6 94000.00000000 PA USD 97290.00000000 0.001232316989 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N N/A N/A 00P5JSYE4 -1088.00000000 NC USD -221952.00000000 -0.00281133950 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written DR Horton, Inc. DR Horton, Inc. 100.00000000 60.00000000 USD 2021-01-15 XXXX 66707.55000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFM6 2559000.00000000 PA USD 2850726.00000000 0.036108521766 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 44491.00000000 NS USD 2656112.70000000 0.033643465995 Long EC CORP US N 1 N N N Targa Resources Partners LP N/A 87612BBJ0 192000.00000000 PA USD 197126.40000000 0.002496887777 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N N/A N/A N/A 346.00000000 NC 52736.80000000 0.000667986993 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Call Purchased UniCredit SpA UniCredit SpA 500.00000000 7.60000000 EUR 2020-12-18 XXXX -20025.64000000 N N N Advanced Info Service PCL 529900DU2YW1NO5RMU78 N/A 303600.00000000 NS 1644754.53000000 0.020833168374 Long EC CORP TH N 2 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 1289000.00000000 PA USD 1309433.56000000 0.016585848728 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YL8 96261054.68400000 PA USD 102181485.93000000 1.294274654539 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N N/A N/A 00C80KBL8 70.00000000 NC USD 16590.00000000 0.000210136076 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Union Pacific Corp. Union Pacific Corp. 100.00000000 202.50000000 USD 2020-10-16 XXXX -14652.82000000 N N N VICI Properties LP N/A 92564RAE5 1465000.00000000 PA USD 1441193.75000000 0.018254779972 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BE3 195000.00000000 PA USD 205481.25000000 0.002602713901 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796UC1 50000000.00000000 PA USD 49983265.50000000 0.633109541312 Long STIV UST US N 2 2021-01-28 None 0.00000000 N N N N N N Trip.com Group Ltd. 2549004RMYDSRQL4KW41 89677Q107 118062.00000000 NS USD 3676450.68000000 0.046567505751 Long EC CORP KY N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 146.00000000 NS USD 62635.46000000 0.000793367679 Long EC CORP US N 1 N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 1056000.00000000 PA USD 1038048.00000000 0.013148362488 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AX1 1954000.00000000 PA USD 2001252.59000000 0.025348726151 Long DBT CORP US N 2 2024-09-01 Fixed 2.75000000 N N N N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919101 128440.00000000 NS USD 13388585.60000000 0.169585584360 Long EC CORP US N 1 N N N Boston Scientific Corp. 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(The) 549300VSGCJ7E698NM85 808513105 335103.00000000 NS USD 12140781.69000000 0.153780363288 Long EC CORP US N 1 N N N N/A N/A N/A 12064624.00000000 PA USD 4153.85000000 0.000052614450 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Purchased N/A USD Currency 1.00000000 5.20000000 USD 2020-10-13 XXXX -206023.96000000 N N N N/A N/A 00C6S66Z8 1695.00000000 NC USD 1190737.50000000 0.015082393375 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 333.00000000 USD 2020-10-16 XXXX -113925.32000000 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 311000.00000000 PA USD 326550.00000000 0.004136222766 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 8793.00000000 NS USD 301951.62000000 0.003824649104 Long EC CORP US N 1 N N N SGS SA 2138007JNS19JHNA2336 N/A 89.00000000 NS 238505.60000000 0.003021014523 Long EC CORP CH N 2 N N N N/A N/A N/A 151327.00000000 NC USD 578825.78000000 0.007331656313 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 190.00000000 USD 2021-01-15 XXXX -480115.17000000 N N N Seattle Genetics, Inc. N/A 812578102 19780.00000000 NS USD 3870748.20000000 0.049028561718 Long EC CORP US N 1 N N Tingyi Cayman Islands Holding Corp. 5299009MPI9B60VN4P25 N/A 160000.00000000 NS 283311.12000000 0.003588540513 Long EC CORP KY N 2 N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 46285.00000000 NS USD 4004578.20000000 0.050723710065 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 2470.00000000 NS USD 88327.20000000 0.001118790309 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BX1 93000.00000000 PA USD 93813.75000000 0.001188285311 Long DBT CORP US N 2 2021-04-01 Fixed 4.75000000 N N N N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 88.00000000 NS USD 95258.24000000 0.001206581843 Long EC CORP US N 1 N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 4850.00000000 NS 1760092.08000000 0.022294083395 Long EC CORP DK N 2 N N N NortonLifeLock, Inc. 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Q6JQDZPXKEDQKVK58165 74733VAC4 525000.00000000 PA USD 381937.50000000 0.004837784666 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 480000.00000000 PA USD 486004.80000000 0.006155945853 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 262.00000000 NS USD 308541.68000000 0.003908121639 Long EC CORP US N 1 N N N LafargeHolcim Ltd. 529900EHPFPYHV6IQO98 N/A 2964.00000000 NS 134919.98000000 0.001708954503 Long EC CORP CH N 2 N N N N/A N/A N/A 6952412.00000000 PA USD -28277.48000000 -0.00035817472 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-09-14 0.00000000 USD 0.00000000 USD 6952412.00000000 USD -28277.48000000 N N N Jaguar Holding Co. II N/A 47010LAA0 250000.00000000 PA USD 260937.50000000 0.003305146618 Long DBT CORP US N 2 2028-06-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 198200.00000000 NC USD 2596089.01000000 0.032883180118 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 1.00000000 360.00000000 USD 2021-06-18 XXXX 1773559.01000000 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 701000.00000000 PA USD 725464.90000000 0.009189050484 Long DBT CORP US N 2 2028-06-15 Fixed 4.75000000 N N N N N N Lamar Media Corp. N/A 513075BU4 380000.00000000 PA USD 395200.00000000 0.005005773196 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 75005.00000000 NS USD 40594206.10000000 0.514183676212 Long EC CORP US N 1 N N N N/A N/A N/A -15814390.00000000 PA -278796.59000000 -0.00353135753 N/A DIR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written N/A Swaption 1.00000000 -0.15000000 EUR 2022-04-19 XXXX -82845.86000000 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 109106.00000000 NS USD 3111703.12000000 0.039414170228 Long EC CORP US N 1 N N N Marriott Ownership Resorts, Inc. BW4532OH033VURR0IT68 57164PAG1 2611000.00000000 PA USD 2689330.00000000 0.034064210605 Long DBT CORP US N 2 2025-09-15 Fixed 6.12500000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 115000.00000000 PA USD 120037.00000000 0.001520440276 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAX3 997000.00000000 PA USD 1089957.39000000 0.013805869151 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69800000 N N N N N N Han's Laser Technology Industry Group Co. Ltd. 300300MZXZR87BGKOZ23 N/A 401790.00000000 NS 1960043.34000000 0.024826752064 Long EC CORP CN N 2 N N N United States of America 254900HROIFWPRGM1V77 912828ZJ2 266085917.15999999 PA USD 283197875.88000000 3.587106114526 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 1519000.00000000 PA USD 1859470.15000000 0.023552848777 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N William Carter Co. (The) TGI2A0HXEYNQPU7TYV27 96926JAC1 97000.00000000 PA USD 101243.75000000 0.001282396887 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N N/A N/A N/A 241.00000000 NC USD 6025.00000000 0.000076315241 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Chewy, Inc. Chewy, Inc. 100.00000000 45.00000000 USD 2020-10-16 XXXX -124953.00000000 N N N BANK N/A 06540RAE4 700000.00000000 PA USD 797928.04000000 0.010106899786 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.53800000 N N N N N N N/A N/A N/A 1732.00000000 NC USD 926620.00000000 0.011736967509 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 330.00000000 USD 2020-10-02 XXXX 525235.12000000 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 358197.00000000 NS USD 70518243.39000000 0.893214404465 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 565.00000000 NS USD 84145.45000000 0.001065822465 Long EC CORP US N 1 N N N N/A N/A N/A 54814.00000000 NC USD 967663.33000000 0.012256839981 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Purchased Capital One Financial Corp. Capital One Financial Corp. 1.00000000 55.00000000 USD 2020-11-20 XXXX 518188.53000000 N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAC8 993000.00000000 PA USD 990465.73000000 0.012545664988 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AN7 101000.00000000 PA USD 104787.50000000 0.001327283549 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N Yum China Holdings, Inc. 529900DO9BYZ7VA3K502 98850P109 55929.00000000 NS USD 2961440.55000000 0.037510879881 Long EC CORP US N 1 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 758818.00000000 NS 35830736.25000000 0.453847518068 Long EC CORP NL N 2 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 470000.00000000 PA USD 491822.10000000 0.006229630277 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Mariner Finance Issuance Trust N/A 56848MAA7 2050000.00000000 PA USD 2056811.54000000 0.026052459710 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N N/A N/A N/A -56900000.00000000 PA -31306.13000000 -0.00039653690 N/A DFE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Written N/A EUR Currency 1.00000000 1.33500000 EUR 2021-01-27 XXXX 65076.09000000 N N N N/A N/A 00C72QBE1 1498.00000000 NC USD 10486.00000000 0.000132820186 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Morgan Stanley Morgan Stanley 100.00000000 55.00000000 USD 2020-10-16 XXXX -408562.72000000 N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266AH4 96000.00000000 PA USD 100800.00000000 0.001276776159 Long DBT CORP US N 2 2027-04-15 Fixed 5.25000000 N N N N N N N/A N/A 00P5K1P19 -247.00000000 NC USD -174752.50000000 -0.00221349033 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard, Inc. Mastercard, Inc. 100.00000000 280.00000000 USD 2021-01-15 XXXX 13646.10000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DJ6 2235000.00000000 PA USD 2550434.02000000 0.032304894376 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N N/A N/A N/A -8945.00000000 NC -24791.94000000 -0.00031402537 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written Roche Holding AG Roche Holding AG 1.00000000 285.00000000 CHF 2020-11-20 XXXX 17318.49000000 N N N Targa Resources Partners LP N/A 87612BBL5 155000.00000000 PA USD 161587.50000000 0.002046736782 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 49665.00000000 NS USD 156381675.45000000 1.980797569415 Long EC CORP US N 1 N N N N/A N/A N/A -119080.00000000 NC USD -25602.20000000 -0.00032428847 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Written Boston Scientific Corp. Boston Scientific Corp. 1.00000000 45.00000000 USD 2020-11-20 XXXX 44655.00000000 N N N N/A N/A 00P7UAW65 -296.00000000 NC USD -139120.00000000 -0.00176215376 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 120.00000000 USD 2020-11-20 XXXX -37664.03000000 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 2648.00000000 NS USD 241762.40000000 0.003062266553 Long EC CORP US N 1 N N N N/A N/A 00C7AGZ65 -288.00000000 NC USD -269280.00000000 -0.00341081631 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Anthem, Inc. Anthem, Inc. 100.00000000 290.00000000 USD 2020-12-18 XXXX 190865.04000000 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 N/A 2941.00000000 NS 515617.15000000 0.006531028616 Long EC CORP DE N 2 N N N Aimbridge Acquisition Co., Inc. N/A 00900YAE6 3227000.00000000 PA USD 3162460.00000000 0.040057078704 Long LON CORP US N 3 2026-02-02 Variable 0.00000000 N N N N N N N/A N/A 00C7PBUF5 -677.00000000 NC USD -643150.00000000 -0.00814641455 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alibaba Group Holding Ltd. Alibaba Group Holding Ltd. 100.00000000 350.00000000 USD 2021-02-19 XXXX 213504.51000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HT0 15337317.00000000 PA USD 5728487.90000000 0.072559491872 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12499900 Y N N N N N Nutrition & Biosciences, Inc. N/A 67079BAF7 2599000.00000000 PA USD 2624151.33000000 0.033238629534 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N N/A N/A N/A 15703937.00000000 PA 184210.84000000 0.002333293738 N/A DFE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Purchased N/A EUR Currency 1.00000000 1.16500000 EUR 2020-10-22 XXXX -31427.89000000 N N N Quicken Loans LLC N/A 74841CAA9 5783000.00000000 PA USD 5732398.75000000 0.072609028380 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBD1 3346000.00000000 PA USD 3309315.02000000 0.041917207557 Long DBT CORP US N 2 2050-06-15 Fixed 3.10000000 N N N N N N N/A N/A 00P7AUFF2 -119.00000000 NC USD -92225.00000000 -0.00116816152 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written McDonald's Corp. McDonald's Corp. 100.00000000 210.00000000 USD 2020-12-18 XXXX -10738.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -391273.57000000 -0.00495603934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46843954.79000000 USD 39585000.00000000 EUR 2020-11-13 -391273.57000000 N N N Quintis Australia Pty. Ltd. N/A N/A 9827224.00000000 NS 11473161.25000000 0.145323995615 Long EC CORP AU N 3 N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 422027.00000000 NS 22223830.02000000 0.281496590697 Long EC CORP FI N 2 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 179575.00000000 NS USD 18453127.00000000 0.233735244263 Long EC CORP US N 1 N N N/A N/A N/A -74.00000000 NC USD -387760.00000000 -0.00491153495 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1320.00000000 USD 2021-01-15 XXXX -79849.36000000 N N N N/A N/A 00C7MU8E4 -696.00000000 NC USD -152076.00000000 -0.00192626003 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. Apple, Inc. 100.00000000 140.00000000 USD 2020-12-18 XXXX 22286.80000000 N N N N/A N/A N/A -25.00000000 NC USD -14250.00000000 -0.00018049662 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1350.00000000 USD 2020-10-16 XXXX 15862.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 1281.88000000 0.000016236843 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 298154000.00000000 HKD 38467016.73000000 USD 2020-11-06 1281.88000000 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 350542.00000000 NS USD 38149485.86000000 0.483217798047 Long EC CORP US N 1 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 6743000.00000000 PA USD 6870307.84000000 0.087022274390 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 7301.00000000 NS USD 209611.71000000 0.002655032084 Long EC CORP US N 1 N N N Crowdstrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 75900.00000000 NS USD 10422588.00000000 0.132016982923 Long EC CORP US N 1 N N N N/A N/A N/A -15295861.00000000 PA USD -471218.90000000 -0.00596866128 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 0.87000000 USD 2021-03-24 XXXX 2186.54000000 N N N Coca-Cola European Partners plc 549300LTH67W4GWMRF57 N/A 564.00000000 NS USD 21888.84000000 0.000277253463 Long EC CORP GB N 1 N N N Liberty Media Corp.-Liberty SiriusXM N/A 531229409 192630.00000000 NS USD 6389537.10000000 0.080932625392 Long EC CORP US N 1 N N N Brookfield Residential Properties, Inc. N/A 11283YAB6 117000.00000000 PA USD 117985.73000000 0.001494458008 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 102880.00000000 NS USD 4210878.40000000 0.053336797139 Long EC CORP US N 1 N N N Quicken Loans LLC N/A 74841CAB7 4647000.00000000 PA USD 4588912.50000000 0.058125139662 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 262839.00000000 NS USD 36773804.49000000 0.465792826060 Long EC CORP US N 1 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 N/A 43410.00000000 NS 20311571.22000000 0.257275098171 Long EC CORP FR N 2 N N N Graham Packaging Co., Inc. N/A 384701AA6 201000.00000000 PA USD 209291.25000000 0.002650972999 Long DBT CORP US N 2 2028-08-15 Fixed 7.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 1303252.00000000 NS USD 63012234.20000000 0.798140063326 Long EC CORP US N 1 N N N Octagon Investment Partners 46 Ltd. N/A 67577VAA1 1000000.00000000 PA USD 999984.00000000 0.012666227490 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 1.89850000 N N N N N N N/A N/A 00P7R31Z5 24153.00000000 NC USD 1847704.50000000 0.023403819994 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 134.00000000 USD 2020-10-16 XXXX -984004.82000000 N N N LG Electronics, Inc. 988400RMQFTGZIOG0609 N/A 2649.00000000 NS 207504.00000000 0.002628334922 Long EC CORP KR N 2 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 2005323.00000000 NS 33388722.19000000 0.422915917542 Long EC CORP DE N 2 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AL6 2817000.00000000 PA USD 2966890.49000000 0.037579911165 Long DBT CORP US N 2 2042-09-15 Variable 5.87499800 N N N N N N C3.ai, Inc., Series D N/A N/A 1572648.00000000 NS USD 8350760.88000000 0.105774329417 Long EC CORP US Y 3 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 375966.00000000 NS USD 55973818.08000000 0.708988457149 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -69622.05000000 -0.00088186283 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13747000.00000000 CAD 10254436.38000000 USD 2020-10-01 -69622.05000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBC0 5563532.00000000 PA USD 5795948.55000000 0.073413977483 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -177530.52000000 -0.00224867793 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11955325.92000000 USD 10031792.00000000 EUR 2020-12-04 -177530.52000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 796000.00000000 PA USD 818733.76000000 0.010370433985 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N DP World plc 549300M3U2DNF4QVSS04 N/A 770000.00000000 PA USD 961537.50000000 0.012179247583 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N Aqueduct European CLO DAC 549300HY2YH2ENUCCU61 N/A 207000.00000000 PA 242474.75000000 0.003071289484 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 1.80000000 N N N N N N Reliance Industries Ltd. 5493003UOETFYRONLG31 N/A 104108.00000000 NS 1909960.50000000 0.024192381269 Long EC CORP IN N 2 N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBD0 1462000.00000000 PA USD 1536681.15000000 0.019464264455 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N China Mobile Ltd. 529900U2JJ7GK68NI589 N/A 81500.00000000 NS 523171.79000000 0.006626718936 Long EC CORP HK N 2 N N N Mount Sinai Genomics, Inc., d/b/a Sema4, Series C N/A N/A 6008.00000000 NS USD 3686929.36000000 0.046700233220 Long EC CORP US Y 3 N N N iShares Trust 549300FYCXFXG8POR355 464287242 175440.00000000 NS USD 23633522.40000000 0.299352360766 Long RF US N 1 N N N N/A N/A N/A 71709476.00000000 PA USD -280994.29000000 -0.00355919454 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2024-06-06 0.00000000 USD 0.00000000 USD 71709476.00000000 USD -280994.29000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBN5 2914000.00000000 PA USD 3127077.16000000 0.039608904432 Long DBT CORP US N 2 2051-04-22 Variable 3.10900000 N N N N N N Level 3 Financing, Inc. N/A 527298BR3 6203000.00000000 PA USD 6298029.96000000 0.079773556594 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N N/A N/A 00C798B95 460.00000000 NC USD 333500.00000000 0.004224254456 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Global Payments, Inc. Global Payments, Inc. 100.00000000 185.00000000 USD 2020-11-20 XXXX -33525.76000000 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 4919.00000000 NS USD 2027759.37000000 0.025684472428 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 74432QCF0 2440000.00000000 PA USD 2690977.84000000 0.034085082855 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N N/A N/A 00C72Y931 -331.00000000 NC USD -4468.50000000 -0.00005659994 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 140.00000000 USD 2020-10-16 XXXX 46095.34000000 N N N N/A N/A 00C6HY3A7 -475.00000000 NC USD -237500.00000000 -0.00300827716 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Global Payments, Inc. Global Payments, Inc. 100.00000000 200.00000000 USD 2020-12-18 XXXX -105564.90000000 N N N N/A N/A 00C51PSY6 773.00000000 NC USD 650093.00000000 0.008234357577 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 350.00000000 USD 2020-12-18 XXXX -119224.20000000 N N N New Oriental Education & Technology Group, Inc. 529900NHZVBZQZ8EKN29 647581107 12241.00000000 NS USD 1830029.50000000 0.023179940841 Long EC CORP KY N 1 N N N HDFC Asset Management Co. Ltd. 3358002FLK8AK8WSEP31 N/A 1665.00000000 NS 51418.46000000 0.000651288332 Long EC CORP IN N 2 N N N N/A N/A N/A -37172.00000000 NC -435.82000000 -0.00000552028 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written Sanofi Sanofi 1.00000000 98.00000000 EUR 2020-10-16 XXXX 27866.10000000 N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 011659109 19401.00000000 NS USD 710658.63000000 0.009001507900 Long EC CORP US N 1 N N N Vivendi SA 969500FU4DRAEVJW7U54 N/A 12428.00000000 NS 347100.10000000 0.004396519173 Long EC CORP FR N 2 N N N AGL CLO 7 Ltd. N/A 008511AA5 530000.00000000 PA USD 530000.69000000 0.006713216721 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.04950200 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DW4 2020000.00000000 PA USD 2787828.14000000 0.035311830415 Long DBT CORP US N 2 2050-04-15 Fixed 5.12500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 10225.00000000 NS 189244.05000000 0.002397046541 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -71943.55000000 -0.00091126795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11538797.60000000 USD 9765000.00000000 EUR 2020-12-10 -71943.55000000 N N N SeaWorld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 81282UAE2 333000.00000000 PA USD 345973.68000000 0.004382251452 Long DBT CORP US N 2 2025-08-01 Fixed 9.50000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 1512000.00000000 PA USD 1457190.00000000 0.018457395355 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Elmwood CLO II Ltd. N/A 29001LAC5 275000.00000000 PA USD 274476.07000000 0.003476631969 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.37174800 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HU7 5205011.00000000 PA USD 2212129.68000000 0.028019786082 Long DBT NUSS AR N 2 2038-01-09 Variable 0.12499900 Y N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 151588.00000000 NS USD 40715020.92000000 0.515713968692 Long EC CORP US N 1 N N N HD Supply, Inc. 549300G8FYZDYZMZED76 40415RAS4 145000.00000000 PA USD 151675.80000000 0.001921190926 Long DBT CORP US N 2 2026-10-15 Fixed 5.37500000 N N N N N N Palmer Square Loan Funding Ltd. 549300EPS8RK4A7ELE62 69700HAC4 650000.00000000 PA USD 641650.56000000 0.008127422001 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 1.32500200 N N N N N N Fiat Chrysler Automobiles NV 549300LKT9PW7ZIBDF31 N/A 6520.00000000 NS 80032.46000000 0.001013725564 Long EC CORP NL N 2 N N N Whitebox CLO II Ltd. 549300C89ZJ5IWOT1F21 96466CAE8 300000.00000000 PA USD 295920.66000000 0.003748258370 Long ABS-CBDO CORP KY N 2 2031-10-24 Floating 2.49166100 N N N N N N N/A N/A N/A -430.00000000 NC USD -43000.00000000 -0.00054465649 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Guardant Health, Inc. Guardant Health, Inc. 100.00000000 85.00000000 USD 2020-10-16 XXXX 122983.54000000 N N N Poly Property Services Co. Ltd. N/A N/A 2600.00000000 NS 20331.40000000 0.000257526258 Long EC CORP CN N 2 N N N Siemens Energy AG N/A N/A 291578.00000000 NS 7862794.46000000 0.099593536840 Long EC CORP DE N 1 N N N N/A N/A N/A -57424213.00000000 PA USD -111051.55000000 -0.00140662670 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 1.07000000 USD 2020-12-15 XXXX 78448.35000000 N N N N/A N/A 00P73W8B3 -1198.00000000 NC USD -174309.00000000 -0.00220787277 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Exxon Mobil Corp. Exxon Mobil Corp. 100.00000000 35.00000000 USD 2020-10-16 XXXX -91575.47000000 N N N Zero Mass Water, Inc., Series C-1 N/A N/A 195578.00000000 NS USD 179931.76000000 0.002279093070 N/A DE US Y 3 Zero Mass Water, Inc N/A Call Purchased Zero Mass Water, Inc., Series C-1 Zero Mass Water, Inc., Series C-1 1.00000000 18.91630000 USD 2021-11-08 XXXX 179931.76000000 N N N Sekisui House Ltd. 529900GMNDOYQSAJAE76 N/A 4500.00000000 NS 79743.28000000 0.001010062686 Long EC CORP JP N 2 N N N People's Republic of China 300300CHN201808MOF68 N/A 720890000.00000000 PA 107105838.69000000 1.356648624826 Long DBT NUSS CN N 2 2029-05-23 Fixed 3.29000000 N N N N N N JD.com, Inc. 549300HVTWB0GJZ16V92 47215P106 7967.00000000 NS USD 618318.87000000 0.007831892779 Long EC CORP KY N 1 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBC1 242000.00000000 PA USD 259545.00000000 0.003287508614 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N N/A N/A 00P74J4L3 969.00000000 NC USD 93024.00000000 0.001178281998 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Carnival Corp. Carnival Corp. 100.00000000 15.00000000 USD 2020-10-16 XXXX -133268.32000000 N N N CNOOC Ltd. 549300XIVJCBIGMRUD48 N/A 101000.00000000 NS 97149.70000000 0.001230539889 Long EC CORP HK N 2 N N N Workday, Inc. 549300J0DYC0N31V7G13 98138H101 1409.00000000 NS USD 303118.17000000 0.003839425128 Long EC CORP US N 1 N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 200000.00000000 PA USD 209000.00000000 0.002647283902 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAJ7 363000.00000000 PA USD 351202.50000000 0.004448481936 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Thomson Reuters Corp. 549300561UZND4C7B569 884903709 2915.00000000 NS 232622.06000000 0.002946491075 Long EC CORP CA N 1 N N N N/A N/A 00C5TLGM4 685.00000000 NC USD 285987.50000000 0.003622440693 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Starbucks Corp. Starbucks Corp. 100.00000000 90.00000000 USD 2021-01-15 XXXX -3243.95000000 N N N Proofpoint, Inc. 529900C5FODDK0WSR085 743424103 17668.00000000 NS USD 1864857.40000000 0.023621086003 Long EC CORP US N 1 N N N N/A N/A 00P7MTW06 -386.00000000 NC USD -148610.00000000 -0.00188235818 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 180.00000000 USD 2020-12-18 XXXX 114931.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -323995.77000000 -0.00410386979 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 45655000.00000000 AUD 32377886.83000000 USD 2020-10-22 -323995.77000000 N N N Intouch Holdings PCL 529900UDPDZWDBCCDO79 N/A 975000.00000000 NS 1582626.80000000 0.020046231821 Long EC CORP TH N 2 N N N N/A N/A N/A -151142.00000000 NC USD -146607.74000000 -0.00185699669 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 210.00000000 USD 2020-12-18 XXXX 179858.98000000 N N N Madison Park Funding XIII Ltd. N/A 55818MBC0 250000.00000000 PA USD 245652.65000000 0.003111542133 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 1.77175100 N N N N N N N/A N/A N/A 1307.00000000 NC -1995429.08000000 -0.02527496306 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2020-12-18 41745580.00000000 EUR -1995429.08000000 N N N SLM Private Credit Student Loan Trust 549300I2YWZ9E1B0EY33 78443CCL6 2316303.65440000 PA USD 2203165.19000000 0.027906237996 Long ABS-O CORP US N 2 2039-06-15 Floating 0.54038200 N N N N N N Yageo Corp. 5493001P0TOZH7GGNQ21 N/A 173000.00000000 NS 2124327.25000000 0.026907642735 Long EC CORP TW N 2 N N N N/A N/A 00P5P8PH4 -1022.00000000 NC USD -120085.00000000 -0.00152104826 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Starbucks Corp. Starbucks Corp. 100.00000000 67.50000000 USD 2021-01-15 XXXX 130058.53000000 N N N Petronet LNG Ltd. 335800KIIKNA7GRD9351 N/A 255156.00000000 NS 764495.89000000 0.009683433793 Long EC CORP IN N 2 N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639106 105923.00000000 NS USD 6720814.35000000 0.085128725540 Long EC CORP US N 1 N N N N/A N/A N/A 839.00000000 NC USD 115782.00000000 0.001466544616 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Dow, Inc. Dow, Inc. 100.00000000 52.50000000 USD 2020-12-18 XXXX -116319.98000000 N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 67097LAA4 400747.00000000 PA USD 399354.20000000 0.005058392080 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.53500000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAG5 135000.00000000 PA USD 141075.00000000 0.001786916633 Long DBT CORP US N 2 2022-11-15 Fixed 5.37500200 N N N N N N N/A N/A 00P7U8S16 150.00000000 NC USD 254625.00000000 0.003225189777 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 470.00000000 USD 2020-11-20 XXXX -246777.86000000 N N N Formosa Plastics Corp. 254900KM6G17UTG1QN82 N/A 388000.00000000 NS 1060059.49000000 0.013427169488 Long EC CORP TW N 2 N N N N/A N/A 00C72PFW9 -353.00000000 NC USD -12355.00000000 -0.00015649374 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. 100.00000000 120.00000000 USD 2020-10-16 XXXX 44208.81000000 N N N N/A N/A 00P7T0FS0 -532.00000000 NC USD -432250.00000000 -0.00547506443 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 185.00000000 USD 2021-02-19 XXXX 15363.75000000 N N N DBWF Mortgage Trust N/A 23307GAJ5 575000.00000000 PA USD 534934.35000000 0.006775708581 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.90625000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 1043000.00000000 PA USD 1228877.75000000 0.015565494187 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Inversiones Alsacia SA N/A 46132BAD1 99869.80000000 PA USD 2933.68000000 0.000037159252 Long DBT CORP CL N 2 2018-12-31 Fixed 8.00000000 Y N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAG0 2875000.00000000 PA USD 2969300.00000000 0.037610431055 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N N/A N/A 00C7UWPG7 -75.00000000 NC USD -139312.50000000 -0.00176459205 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 620.00000000 USD 2020-11-20 XXXX 11210.30000000 N N N Wal-Mart de Mexico SAB de CV N/A N/A 15865.00000000 NS 37962.92000000 0.000480854674 Long EC CORP MX N 1 N N N Emergent BioSolutions, Inc. 549300YW6TUOX8BE5103 29089QAC9 134000.00000000 PA USD 134526.62000000 0.001703972036 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 N/A 11979.00000000 NS 224576.37000000 0.002844580904 Long EC CORP GB N 2 N N N N/A N/A 00C5K4ST3 -678.00000000 NC USD -161025.00000000 -0.00203961191 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written PPG Industries, Inc. PPG Industries, Inc. 100.00000000 140.00000000 USD 2021-01-15 XXXX -40503.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 733302.35000000 0.009288322997 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 30466539.21000000 USD 26603517.00000000 EUR 2020-10-15 733302.35000000 N N N iShares Trust 5493001YVWPO25CNKN94 464287184 180812.00000000 NS USD 7594104.00000000 0.096190187896 Long RF US N 1 N N N/A N/A N/A 53.00000000 NC USD 221010.00000000 0.002799407728 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 1620.00000000 USD 2020-12-18 XXXX -145473.67000000 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAN1 3487000.00000000 PA USD 3519777.80000000 0.044583019660 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N N/A N/A 00P7A7WS6 36.00000000 NC USD 1292850.00000000 0.016375794224 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 3250.00000000 USD 2021-01-15 XXXX 312276.78000000 N N N N/A N/A N/A -7817000.00000000 PA USD -153855.37000000 -0.00194879829 N/A DFE DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Call Written N/A USD Currency 1.00000000 5.65000000 USD 2020-10-22 XXXX 86149.98000000 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 254.00000000 NS USD 53040.28000000 0.000671831001 Long EC CORP IE N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 3076000.00000000 PA USD 3503817.71000000 0.044380862295 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 332061.00000000 NS USD 55075637.46000000 0.697611715060 Long EC CORP US N 1 N N N Reynolds Group Issuer, Inc. N/A 76174LAA1 258000.00000000 PA USD 259935.00000000 0.003292448522 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N Level 3 Financing, Inc. N/A 527298BS1 3341000.00000000 PA USD 3299237.50000000 0.041789561354 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N Cia Cervecerias Unidas SA 529900BJW9B0O6LI2R39 204429104 17340.00000000 NS USD 224899.80000000 0.002848677608 Long EC CORP CL N 1 N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAB5 200000.00000000 PA USD 208000.00000000 0.002634617471 Long DBT CORP AT N 2 2028-01-15 Fixed 5.75000000 N N N N N N NXP BV N/A 62954HAC2 325000.00000000 PA USD 351258.03000000 0.004449185302 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAM4 1626000.00000000 PA USD 1646487.60000000 0.020855120184 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N Albertsons Cos., Inc. N/A 013093AD1 554000.00000000 PA USD 571478.70000000 0.007238595037 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 20199345.00000000 PA USD 1783720.78000000 0.022593374673 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Purchased N/A Swaption 1.00000000 0.88750000 USD 2021-02-08 XXXX 831560.90000000 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBG2 3195000.00000000 PA USD 3254906.25000000 0.041228042672 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N Altair Engineering, Inc. 549300FJ89HZ6GU9S994 021369103 103864.00000000 NS USD 4360210.72000000 0.055228304540 Long EC CORP US N 1 N N N Suzuki Motor Corp. 353800D83H0V3ZV1SV24 N/A 405489.00000000 NS 17370282.24000000 0.220019466744 Long EC CORP JP N 2 N N N Benefit Street Partners CLO XIX Ltd. N/A 08182RAA1 400000.00000000 PA USD 399339.84000000 0.005058210190 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.62500000 N N N N N N Jardine Matheson Holdings Ltd. 2138009KENVUNWOLPK41 N/A 40200.00000000 NS USD 1598014.12000000 0.020241134235 Long EC CORP BM N 2 N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1079.00000000 NS USD 238113.72000000 0.003016050803 Long EC CORP US N 1 N N N N/A N/A N/A 3427.00000000 NC USD 403411.09000000 0.005109778394 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Purchased Amazon.com, Inc. Amazon.com, Inc. 1.00000000 2881.58100000 USD 2020-11-20 XXXX -468587.02000000 N N N N/A N/A 00P7EZV28 -514.00000000 NC USD -59110.00000000 -0.00074871268 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Edwards Lifesciences Corp. 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DR Horton, Inc. 100.00000000 95.00000000 USD 2021-01-15 XXXX -16419.63000000 N N N Formosa Petrochemical Corp. 529900UWWAOQ8470E792 N/A 234000.00000000 NS 649349.56000000 0.008224940847 Long EC CORP TW N 2 N N N N/A N/A N/A -23972631.00000000 PA USD -14852.96000000 -0.00018813398 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A USD Currency 1.00000000 4.85000000 USD 2020-11-13 XXXX 120424.60000000 N N N N/A N/A 00P7SY4Q3 539.00000000 NC USD 979632.50000000 0.012408446637 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Microsoft Corp. Microsoft Corp. 100.00000000 215.00000000 USD 2021-01-15 XXXX 52139.50000000 N N N SK Telecom Co. Ltd. 9884003WEA1PHW006037 N/A 132.00000000 NS 26833.15000000 0.000339880220 Long EC CORP KR N 2 N N N N/A N/A N/A -1266.00000000 NC USD -107610.00000000 -0.00136303454 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Raytheon Technologies Corp. 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KNX4USFCNGPY45LOCE31 458140100 36470.00000000 NS USD 1888416.60000000 0.023919496965 Long EC CORP US N 1 N N N N/A N/A N/A 567260.00000000 PA USD 50.38000000 0.000000638134 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Purchased N/A USD/BRL One-touch barrier option; Barrier price USD 4.90000 1.00000000 4.90000000 USD 2020-10-08 XXXX -105233.08000000 N N N N/A N/A 00C7QU9N9 -3077.00000000 NC USD -86156.00000000 -0.00109128895 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bank of America Corp. Bank of America Corp. 100.00000000 31.00000000 USD 2021-01-15 XXXX 106965.39000000 N N N Cedar Fair LP N/A 150190AB2 96000.00000000 PA USD 95520.00000000 0.001209897408 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 605300.00000000 NS 5395900.27000000 0.068346793886 Long EC CORP CA N 1 N N N Haidilao International Holding Ltd. 3003009Q8GV4VNKZWI24 N/A 195000.00000000 NS 1412915.90000000 0.017896600560 Long EC CORP KY N 2 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 188700.00000000 NS USD 15413016.00000000 0.195227890622 Long EC CORP US N 1 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 1422000.00000000 PA USD 1478880.00000000 0.018732130225 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 367330.00000000 NS USD 62387327.20000000 0.790224722458 Long EC CORP US N 1 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAD4 2324000.00000000 PA USD 2486703.24000000 0.031497652902 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 1945.00000000 NS USD 315479.00000000 0.003995992718 Long EC CORP US N 1 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AT8 2019000.00000000 PA USD 1918050.00000000 0.024294846356 Long DBT CORP US N 2 2025-03-01 Fixed 4.12500000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAA3 95000.00000000 PA USD 96662.50000000 0.001224368804 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90278MBA4 412462.00000000 PA USD 453997.79000000 0.005750531296 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92100000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 3092000.00000000 PA USD 2959694.31000000 0.037488761254 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDA1 2971000.00000000 PA USD 2949389.39000000 0.037358234704 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N N/A N/A 00P5JY636 -592.00000000 NC USD -110408.00000000 -0.00139847522 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 100.00000000 USD 2021-01-15 XXXX -29107.03000000 N N N SLM Private Credit Student Loan Trust 549300T563MF7L069881 78443DAD4 2456526.05220000 PA USD 2361486.74000000 0.029911606851 Long ABS-O CORP US N 2 2041-12-16 Floating 0.55338100 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AN4 304000.00000000 PA USD 294120.00000000 0.003725450436 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N N/A N/A N/A 36520000.00000000 PA USD 6594.42000000 0.000083527760 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased N/A USD/MXN Down-and-in barrier option; Barrier price USD 20.40000 1.00000000 21.40000000 USD 2020-11-02 XXXX -73749.58000000 N N N REI Agro Ltd. N/A 74948PAA2 5549000.00000000 PA USD 53348.14000000 0.000675730489 Long DBT CORP IN N 2 2017-11-13 Fixed 5.50000000 Y N N N N REI Agro Ltd. USD XXXX N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 9227.00000000 NS USD 575949.34000000 0.007295222087 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 212066.00000000 NS USD 71714359.22000000 0.908364922081 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609W102 86912.00000000 NS USD 25550389.76000000 0.323632227296 Long EC CORP KY N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AF7 101000.00000000 PA USD 103088.18000000 0.001305759231 Long DBT CORP US N 2 2023-09-01 Fixed 6.12500000 N N N N N N CIFC European Funding CLO II DAC 549300NYQTL91Z5R9B69 N/A 207000.00000000 PA 237392.01000000 0.003006909313 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 1.59999800 N N N N N N N/A N/A N/A -1220.00000000 NC -13588.70000000 -0.00017212031 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written Deutsche Telekom AG Deutsche Telekom AG 100.00000000 14.00000000 EUR 2020-10-16 XXXX 1281.90000000 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AC1 97000.00000000 PA USD 102092.50000000 0.001293147520 Long DBT CORP US N 2 2026-04-01 Fixed 5.50000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 118195.00000000 NS USD 6516090.35000000 0.082535603293 Long EC CORP US N 1 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AN8 94000.00000000 PA USD 95109.20000000 0.001204694038 Long DBT CORP US N 2 2026-06-01 Fixed 4.75000000 N N N N N N N/A N/A N/A 44726.00000000 NC USD 245791.29000000 0.003113298207 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased Union Pacific Corp. Union Pacific Corp. 1.00000000 207.50000000 USD 2020-11-20 XXXX -156742.71000000 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 38060.00000000 NS USD 4483848.60000000 0.056794355111 Long EC CORP US N 1 N N N CH Robinson Worldwide, Inc. 529900WNWN5L0OVDHA79 12541W209 44857.00000000 NS USD 4583936.83000000 0.058062115686 Long EC CORP US N 1 N N EPAM Systems, Inc. 549300XCR4R530HJP604 29414B104 7529.00000000 NS USD 2433975.12000000 0.030829775853 Long EC CORP US N 1 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 28400.00000000 NS 871028.47000000 0.011032821277 Long EC CORP NL N 2 N N N Wipro Ltd. 335800IFS1IJHESG8362 N/A 9299.00000000 NS 39572.59000000 0.000501243447 Long EC CORP IN N 2 N N N Romania 315700IASY927EDWBK92 77586RAC4 758000.00000000 PA USD 1025668.75000000 0.012991561582 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAV1 927000.00000000 PA USD 1004752.13000000 0.012726622676 Long DBT CORP NL N 2 2025-01-27 Fixed 5.29900000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824C109 44364.00000000 NS USD 415690.68000000 0.005265316963 Long EC CORP US N 1 N N N N/A N/A N/A 1661841.00000000 NC USD 5483.88000000 0.000069461182 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased EURO STOXX 50 INDEX One-touch barrier option; Barrier price USD 1.16390 N/A 1.00000000 3562.75000000 USD 2020-10-16 XXXX -152391.02000000 N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAR3 3036000.00000000 PA USD 2977344.48000000 0.037712325899 Long DBT CORP US N 2 2023-06-15 Fixed 4.50000000 N N N N N N N/A N/A 00P7K88D3 -291.00000000 NC USD -117855.00000000 -0.00149280212 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Vulcan Materials Co. Vulcan Materials Co. 100.00000000 110.00000000 USD 2021-02-19 XXXX -1253.65000000 N N N Shopify, Inc. 549300HGQ43STJLLP808 82509L107 197.00000000 NS 201459.15000000 0.002551768252 Long EC CORP CA N 1 N N N OHA Loan Funding Ltd. 25490072LQI0R2J4XC93 67109BCN2 950000.00000000 PA USD 947677.16000000 0.012003686555 Long ABS-CBDO CORP KY N 2 2032-11-15 Floating 1.62013000 N N N N N N Nanya Technology Corp. 254900STKVKJBRRO0835 N/A 87000.00000000 NS 174854.60000000 0.002214783577 Long EC CORP TW N 2 N N N Ukraine 6354001WLTJXOMEXPY07 903724BY7 1699000.00000000 PA USD 1558832.50000000 0.019744842982 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94990DAA4 759000.00000000 PA USD 836284.80000000 0.010592743007 Long ABS-MBS CORP US N 2 2036-06-15 Variable 3.87365800 N N N N N N N/A N/A N/A -1697000.00000000 PA USD -158686.06000000 -0.00200998589 N/A DFE US N 2 HSBC MP6I5ZYZBEU3UXPYFY54 Call Written N/A USD/JPY One-touch barrier option; Barrier price USD 100.00000 1.00000000 100.00000000 USD 2020-11-19 XXXX 183259.44000000 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 36263.00000000 NS USD 4147036.68000000 0.052528150452 Long EC CORP US N 1 N N N China Milk Products Group Ltd. N/A N/A 4800000.00000000 PA USD 4800.00000000 0.000060798864 Long DBT CORP KY N 2 2049-01-15 None 0.00000000 Y N N N N China Milk Products Group Ltd. USD XXXX N N N Ares European CLO XI BV 724500H0LMEQLZX03C95 N/A 207000.00000000 PA 241993.26000000 0.003065190725 Long ABS-CBDO CORP NL N 2 2032-04-15 Floating 1.85000000 N N N N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746108 1588.00000000 NS USD 145047.92000000 0.001837239347 Long EC CORP US N 1 N N N HKT Trust & HKT Ltd. N/A N/A 1091000.00000000 NS 1448092.41000000 0.018342161367 Long EC CORP HK N 2 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 562770.00000000 NS USD 33456676.50000000 0.423776656064 Long EC CORP US N 1 N N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GAW7 144000.00000000 PA USD 153720.00000000 0.001947083643 Long DBT CORP AU N 2 2024-05-15 Fixed 5.12500000 N N N N N N N/A N/A 00P7MSXY3 909.00000000 NC USD 1472580.00000000 0.018652331715 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Apple, Inc. Apple, Inc. 100.00000000 125.00000000 USD 2021-01-15 XXXX 365359.77000000 N N N N/A N/A 00C66N3U9 247.00000000 NC USD 468682.50000000 0.005936534150 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 350.00000000 USD 2021-01-15 XXXX 37115.28000000 N N N N/A N/A 00C6NJYG6 -93.00000000 NC USD -11485.50000000 -0.00014548028 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Johnson & Johnson Johnson & Johnson 100.00000000 165.00000000 USD 2020-12-18 XXXX 9506.36000000 N N N N/A N/A N/A -29817.00000000 NC -6767.35000000 -0.00008571816 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written Sanofi Sanofi 1.00000000 98.00000000 EUR 2020-11-20 XXXX 20297.97000000 N N N PBF Holding Co. LLC N/A 69318FAK4 2384000.00000000 PA USD 2443647.68000000 0.030952292659 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 69366J200 14930.00000000 NS USD 697977.50000000 0.008840883252 Long EC CORP US N 1 N N N CIFC Funding Ltd. 254900S2BZHNDNVF2L25 12548JAE2 275881.00000000 PA USD 271791.23000000 0.003442624631 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.07175000 N N N N N N Glodon Co. Ltd. N/A N/A 182490.00000000 NS 1970311.76000000 0.024956816289 Long EC CORP CN N 2 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1064000.00000000 PA USD 1088272.50000000 0.013784527609 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. N/A N/A 18500.00000000 NS 108774.53000000 0.001377784986 Long EC CORP CN N 2 N N N Hudbay Minerals, Inc. 549300WI524AL577IX21 443628AH5 326000.00000000 PA USD 322740.00000000 0.004087963667 Long DBT CORP CA N 2 2029-04-01 Fixed 6.12500000 N N N N N N Shin-Etsu Chemical Co. Ltd. 353800PX8Q64N86H5W41 N/A 210534.00000000 NS 27549285.75000000 0.348951103738 Long EC CORP JP N 2 N N N N/A N/A 00P7MSXT4 -1308.00000000 NC USD -568980.00000000 -0.00720694542 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 100.00000000 USD 2021-01-15 XXXX -61237.31000000 N N N OAK Hill European Credit Partners V Designated Activity Co. 635400RBBBEHFZ8TOH13 N/A 259000.00000000 PA 302225.73000000 0.003828121099 Long ABS-CBDO CORP IE N 2 2030-02-21 Floating 1.55000200 N N N N N N N/A N/A 00C7238L0 -407.00000000 NC USD -309320.00000000 -0.00391798017 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Facebook, Inc. Facebook, Inc. 100.00000000 290.00000000 USD 2020-11-20 XXXX 170021.25000000 N N N GMAC Capital Trust I N/A 361860208 241418.00000000 NS USD 6028207.46000000 0.076355868744 Long EP CORP US N 1 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 759509AG7 742000.00000000 PA USD 726008.73000000 0.009195938869 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 5840.00000000 NS USD 198034.40000000 0.002508388895 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 358947.61000000 0.004546584830 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 23922630.72000000 USD 28311955000.00000000 KRW 2020-11-16 358947.61000000 N N N Insulet Corp. 549300TZTYD2PYN92D43 45784P101 5860.00000000 NS USD 1386417.40000000 0.017560959161 Long EC CORP US N 1 N N N N/A N/A N/A -167.00000000 NC USD -67551.50000000 -0.00085563635 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 290.00000000 USD 2020-10-30 XXXX 65672.18000000 N N N MongoDB, Inc. 549300TPTG69WKWE1Z37 60937P106 7609.00000000 NS USD 1761559.59000000 0.022312671508 Long EC CORP US N 1 N N United Microelectronics Corp. 391200YJCAGH9LF96P73 N/A 542000.00000000 NS 534616.75000000 0.006771685722 Long EC CORP TW N 2 N N N BlueMountain CLO Ltd. 549300KGXMRFX2DKIX03 09626YAN0 254011.40000000 PA USD 251251.77000000 0.003182462995 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 1.43775000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 794348.72000000 0.010061562579 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 62616266.75000000 USD 49137000.00000000 GBP 2020-10-22 794348.72000000 N N N Radiate Holdco LLC N/A 75026JAC4 867000.00000000 PA USD 866817.93000000 0.010979488766 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369105 613.00000000 NS USD 177678.05000000 0.002250546610 Long EC CORP US N 1 N N N Catskill Park CLO Ltd. 549300QY7L9WFVGWC115 149420AC5 312591.00000000 PA USD 311604.78000000 0.003946920181 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.62175000 N N N N N N Lookout, Inc. N/A N/A 73943.00000000 NS USD 387461.32000000 0.004907751747 Long EP CORP US Y 3 N N N China Oilfield Services Ltd. 529900J4X53VL8QQW675 N/A 568000.00000000 NS 397540.20000000 0.005035415176 Long EC CORP CN N 2 N N N SLM Private Credit Student Loan Trust 549300FE2YWO5PJ3Q820 78443CCB8 1525610.83890000 PA USD 1446100.88000000 0.018316935791 Long ABS-O CORP US N 2 2039-06-15 Floating 0.58038100 N N N N N N N/A N/A N/A -2471.00000000 NC USD -126832.05000000 -0.00160650930 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-12-31 -311423218.75000000 USD -126832.05000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AJ9 902000.00000000 PA USD 1041810.00000000 0.013196013598 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N China CITIC Bank Corp. Ltd. 300300C1030211000384 N/A 157000.00000000 NS 60843.85000000 0.000770674376 Long EC CORP CN N 2 N N N Outfront Media Capital LLC N/A 69007TAB0 125000.00000000 PA USD 121875.00000000 0.001543721174 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 1828.00000000 NS USD 216362.08000000 0.002740535174 Long EC CORP US N 1 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBE7 267000.00000000 PA USD 276178.13000000 0.003498190993 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Cairn CLO XII DAC 549300EU8X0HFDSUD054 N/A 260000.00000000 PA 305599.09000000 0.003870849528 Long ABS-CBDO CORP IE N 3 2033-04-15 Floating 2.30000000 N N N N N N Joseph T Ryerson & Son, Inc. 54930086XMNNXPXPWJ34 48088LAB3 518000.00000000 PA USD 545195.00000000 0.006905674387 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 3467000.00000000 PA USD 3983513.04000000 0.050456889687 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4319.34000000 -0.00005471061 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1132000.00000000 CNY 162127.92000000 USD 2020-11-05 -4319.34000000 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 136.00000000 NS 214999.88000000 0.002723280963 Long EC CORP DK N 2 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 7261.00000000 NS USD 2645327.52000000 0.033506856265 Long EC CORP US N 1 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 N/A 144751.00000000 NS 19705883.35000000 0.249603195070 Long EC CORP FR N 2 N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAB7 736000.00000000 PA USD 752928.00000000 0.009536909922 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N N/A N/A 00C7EFQD8 -643.00000000 NC USD -430810.00000000 -0.00545682477 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lowe's Cos., Inc. Lowe's Cos., Inc. 100.00000000 180.00000000 USD 2021-01-15 XXXX -142903.96000000 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940X102 155891.00000000 NS USD 27683123.78000000 0.350646353797 Long EC CORP US N 1 N N N Industrial Select Sector SPDR Fund 549300HQI51T8KP6U325 81369Y704 187875.00000000 NS USD 14462617.50000000 0.183189734404 Long RF US N 1 N N N/A N/A 00C7AUXP4 -119.00000000 NC USD -23621.50000000 -0.00029920007 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written McDonald's Corp. McDonald's Corp. 100.00000000 250.00000000 USD 2020-12-18 XXXX 2030.42000000 N N N CIFC Funding Ltd. N/A 12555QAE6 875000.00000000 PA USD 874995.89000000 0.011083074325 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 2.54233100 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KL4 1055000.00000000 PA USD 1090056.90000000 0.013807129587 Long DBT CORP US N 2 2050-05-15 Fixed 2.95000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AP9 2153000.00000000 PA USD 2317081.66000000 0.029349153006 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N Arbour CLO II DAC 635400HO4JODKPRCB789 N/A 125000.00000000 PA 145686.18000000 0.001845323823 Long ABS-CBDO CORP IE N 2 2030-05-15 Floating 1.50000100 N N N N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 58.00000000 NS 84899.70000000 0.001075376120 Long EC CORP DK N 2 N N N N/A N/A N/A -14297457.00000000 PA USD -8034.88000000 -0.00010177324 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A USD Currency 1.00000000 20.10000000 USD 2020-10-30 XXXX 50170.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 5211.24000000 0.000066007807 N/A DFE N/A N 2 Barclays Capital AC28XWWI3WIBK2824319 11508713.83000000 USD 9802806.00000000 EUR 2020-12-17 5211.24000000 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 41226.00000000 NS USD 1545975.00000000 0.019581984356 Long EC CORP US N 1 N N N Quicken Loans, Inc. 549300FGXN1K3HLB1R50 74840LAB8 946000.00000000 PA USD 996762.36000000 0.012625420812 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2773.25000000 -0.00003512717 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 295795000.00000000 HKD 38158726.47000000 USD 2020-11-05 -2773.25000000 N N N N/A N/A 00P5JVLS0 -678.00000000 NC USD -149160.00000000 -0.00188932472 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written PPG Industries, Inc. PPG Industries, Inc. 100.00000000 100.00000000 USD 2021-01-15 XXXX 73059.25000000 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244BA6 2280000.00000000 PA USD 2427683.53000000 0.030750083868 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N Hoya Corp. 353800X4VR3BHEUCJB42 N/A 229574.00000000 NS 25922653.84000000 0.328347484264 Long EC CORP JP N 2 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 192347.00000000 NS USD 9032615.12000000 0.114410988523 Long EC CORP US N 1 N N N N/A N/A 00P7RKYW8 -290.00000000 NC USD -4495.00000000 -0.00005693560 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 125.00000000 USD 2020-10-16 XXXX 26197.50000000 N N N N/A N/A 00C7R3C12 627.00000000 NC USD 459277.50000000 0.005817406374 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 275.00000000 USD 2020-10-16 XXXX -65669.28000000 N N N NCSoft Corp. N/A N/A 4997.00000000 NS 3443599.83000000 0.043618116724 Long EC CORP KR N 2 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 -124045.00000000 NS USD -4258464.85000000 -0.05393954758 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 140146.13000000 0.001775151166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14957364.34000000 USD 335733000.00000000 MXN 2020-11-19 140146.13000000 N N N N/A N/A N/A -18096936.00000000 PA USD -480.65000000 -0.00000608811 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Written N/A USD Currency 1.00000000 5.00000000 USD 2020-10-13 XXXX 123085.23000000 N N N N/A N/A N/A -839.00000000 NC USD -31882.00000000 -0.00040383112 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Dow, Inc. Dow, Inc. 100.00000000 60.00000000 USD 2020-12-18 XXXX 33215.73000000 N N N Endeavor Energy Resources LP N/A 29260FAE0 190000.00000000 PA USD 190950.00000000 0.002418654837 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N BX Commercial Mortgage Trust N/A 056057AL6 460000.00000000 PA USD 453809.73000000 0.005748149248 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.47343000 N N N N N N Shearer's Foods LLC N/A N/A 672000.00000000 PA USD 666543.36000000 0.008442724913 Long LON CORP US N 2 2027-09-23 Variable 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 255173.68000000 0.003232139594 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19786289.00000000 EUR 23474225.73000000 USD 2020-11-13 255173.68000000 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354G100 155.00000000 NS USD 55300.90000000 0.000700464987 Long EC CORP US N 1 N N N N/A N/A 00P7ANXW1 -1128.00000000 NC USD -152280.00000000 -0.00192884398 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Fortive Corp. Fortive Corp. 100.00000000 65.00000000 USD 2020-12-18 XXXX 138471.64000000 N N N Kakao Corp. 988400FTKUBQXKVZP434 N/A 17037.00000000 NS 5297716.38000000 0.067103154501 Long EC CORP KR N 2 N N N SPDR Gold Shares N/A 78463V107 1036660.00000000 NS USD 183613219.20000000 2.325724016303 Long RF US N 1 N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445AE1 2193000.00000000 PA USD 2244135.43000000 0.028425184679 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 150491.00000000 NC USD 530638.79000000 0.006721299170 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 182.00000000 USD 2020-11-20 XXXX 49067.59000000 N N N MGM Growth Properties Operating Partnership LP N/A 55303XAK1 363000.00000000 PA USD 370260.00000000 0.004689872428 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BF0 196000.00000000 PA USD 208005.00000000 0.002634680804 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N BX Commercial Mortgage Trust N/A 056059AS7 890400.00000000 PA USD 875912.12000000 0.011094679688 Long ABS-MBS CORP US N 2 2035-11-15 Floating 2.20237900 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AV9 1067000.00000000 PA USD 1096342.50000000 0.013886745700 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N N/A N/A 00C7D6AM6 -671.00000000 NC USD -853847.50000000 -0.01081519972 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard, Inc. Mastercard, Inc. 100.00000000 365.00000000 USD 2021-01-15 XXXX -97134.41000000 N N N N/A N/A 00P7AGGW5 -288.00000000 NC USD -94320.00000000 -0.00119469769 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Anthem, Inc. Anthem, Inc. 100.00000000 210.00000000 USD 2020-12-18 XXXX 290946.70000000 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61691GAS9 1184000.00000000 PA USD 1347670.95000000 0.017070179958 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.72000000 N N N N N N KFC Holding Co. N/A 48250NAB1 456000.00000000 PA USD 473784.00000000 0.006001151943 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAA0 2271000.00000000 PA USD 2302226.25000000 0.029160987993 Long DBT CORP US N 2 2023-08-15 Fixed 9.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 260000.00000000 PA USD 262418.00000000 0.003323899268 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N CK Infrastructure Holdings Ltd. 5299005U11RQ1C27MR12 N/A 240500.00000000 NS 1128619.71000000 0.014295582726 Long EC CORP BM N 2 N N N iShares Trust 549300CBC7RH6BCDVO32 464287408 80267.00000000 NS USD 9026024.15000000 0.114327504462 Long RF US N 1 N N Ziggo BV 213800TQASLF9JXH5J59 N9833RAH2 13706870.00000000 PA 15661140.46000000 0.198370741764 Long LON CORP NL N 2 2029-01-31 Variable 3.00000000 N N N N N N N/A N/A 00C7MUFN6 -2620.00000000 NC USD -495180.00000000 -0.00627216288 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. Apple, Inc. 100.00000000 150.00000000 USD 2021-01-15 XXXX 574256.95000000 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 7558.00000000 NS 656218.22000000 0.008311942249 Long EC CORP CH N 2 N N N Kweichow Moutai Co. Ltd. N/A N/A 7600.00000000 NS 1876617.02000000 0.023770038409 Long EC CORP CN N 2 N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001AAB8 187000.00000000 PA USD 175905.29000000 0.002228092069 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N Unilever NV 549300TK7G7NZTVM1Z30 N/A 563754.00000000 NS 34235301.41000000 0.433639054102 Long EC CORP NL N 2 N N N N/A N/A N/A 15634000.00000000 PA USD 130837.82000000 0.001657248108 N/A DFE DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Put Purchased N/A USD Currency 1.00000000 5.45000000 USD 2020-10-22 XXXX -197210.40000000 N N N N/A N/A N/A 1603.00000000 NC USD 112210.00000000 0.001421300127 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Citigroup, Inc. Citigroup, Inc. 100.00000000 52.50000000 USD 2020-12-18 XXXX -452423.83000000 N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370RAD9 1931000.00000000 PA USD 2066773.44000000 0.026178641421 Long DBT NUSS ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N Aptiv plc N/A N/A 47115.00000000 NS USD 5343783.30000000 0.067686657926 Long EP CORP JE N 1 N N N Keyence Corp. 529900M7PQBS7A89DZ11 N/A 11000.00000000 NS 5142272.34000000 0.065134233426 Long EC CORP JP N 2 N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879Q109 780.00000000 NS USD 166896.60000000 0.002113984126 Long EC CORP US N 1 N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 46266C105 3109.00000000 NS USD 490071.67000000 0.006207458578 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 5723.00000000 NS USD 594734.16000000 0.007533158697 Long EC CORP IE N 1 N N N Republic of Panama 549300SHS4T08CL0LP14 698299AW4 736000.00000000 PA USD 1067430.00000000 0.013520527539 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N 1011778 BC ULC N/A 68245XAM1 1507000.00000000 PA USD 1518618.97000000 0.019235481113 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Ferguson Finance plc 2138003A7ZEU931DZL61 314890AB0 2240000.00000000 PA USD 2434665.81000000 0.030838524430 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N N/A N/A 00P7RCMJ8 -541.00000000 NC USD -28673.00000000 -0.00036318455 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written salesforce.com, Inc. salesforce.com, Inc. 100.00000000 210.00000000 USD 2020-10-16 XXXX 139497.39000000 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 34940.00000000 NS USD 6573262.20000000 0.083259766538 Long EC CORP US N 1 N N N N/A N/A 00C7FQS58 678.00000000 NC USD 5949450.00000000 0.075358292878 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alibaba Group Holding Ltd. Alibaba Group Holding Ltd. 100.00000000 210.00000000 USD 2021-02-19 XXXX 4672388.09000000 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 18589.00000000 NS USD 1001575.32000000 0.012686383834 Long EC CORP US N 1 N N N Reliance Industries Ltd. 5493003UOETFYRONLG31 N/A 1121737.00000000 NS 34019941.55000000 0.430911213478 Long EC CORP IN N 2 N N N N/A N/A N/A 105820.00000000 NC USD 78887.20000000 0.000999219208 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased SPDR Gold Shares Up-and-out barrier option; Barrier price USD 218.40000 N/A 1.00000000 191.10000000 USD 2021-03-19 XXXX -57853.40000000 N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAB1 463000.00000000 PA USD 449110.00000000 0.005688620446 Long DBT CORP US N 2 2028-08-15 Fixed 4.37500000 N N N N N N Hysan Development Co. Ltd. 5299007BABFLKIH9HL03 N/A 263000.00000000 NS 790948.90000000 0.010018498997 Long EC CORP HK N 2 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BE2 470000.00000000 PA USD 503345.22000000 0.006375587072 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Canon, Inc. 529900JH1GSC035SSP77 N/A 20200.00000000 NS 335048.48000000 0.004243868170 Long EC CORP JP N 2 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BB2 3365000.00000000 PA USD 3429776.25000000 0.043443021313 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N Engie Brasil Energia SA 52990057Q0EK2Q9YBC07 N/A 42666.00000000 NS 307465.06000000 0.003894484707 Long EC CORP BR N 1 N N N N/A N/A N/A 51.00000000 NC -234956.49000000 -0.00297605996 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2020-12-18 4836075.00000000 EUR -234956.49000000 N N N N/A N/A N/A -19141404.00000000 PA USD -243918.32000000 -0.00308957436 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 0.55000000 USD 2021-09-15 XXXX 24061.34000000 N N N N/A N/A N/A -533.00000000 NC USD -7462.00000000 -0.00009451690 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Dow, Inc. Dow, Inc. 100.00000000 60.00000000 USD 2020-11-20 XXXX 20404.09000000 N N N Caesars Resort Collection LLC N/A 12769LAD1 1537000.00000000 PA USD 1485341.43000000 0.018813973477 Long LON CORP US N 2 2025-07-21 Variable 4.68833666 N N N N N N N/A N/A N/A -158781720.00000000 PA USD -3532.44000000 -0.00004474340 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Written N/A Swaption 1.00000000 0.17000000 USD 2020-10-27 XXXX 305205.68000000 N N N N/A N/A N/A -1224.00000000 NC USD -207468.00000000 -0.00262787893 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 258.00000000 USD 2020-10-16 XXXX 570355.29000000 N N N N/A N/A 00P7AALW2 34.00000000 NC USD 1571055.00000000 0.019899658425 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 3350.00000000 USD 2021-02-19 XXXX 396387.58000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 2226000.00000000 PA USD 2841285.03000000 0.035988938379 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 18121.00000000 NS 622433.10000000 0.007884005386 Long EC CORP GB N 2 N N N N/A N/A 00C77F1G6 -413.00000000 NC USD -180687.50000000 -0.00228866559 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 110.00000000 USD 2020-11-20 XXXX -99012.67000000 N N N N/A N/A 00P7D6KX7 -1547.00000000 NC USD -370506.50000000 -0.00469299470 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Morgan Stanley Morgan Stanley 100.00000000 44.00000000 USD 2021-01-15 XXXX -53743.21000000 N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 163700.00000000 NS 4117309.67000000 0.052151615356 Long EC CORP JP N 2 N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 12010.00000000 NS USD 12856705.00000000 0.162848555889 Long EP CORP US N 2 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AN1 409000.00000000 PA USD 401331.25000000 0.005083434246 Long DBT CORP US N 2 2024-10-15 Fixed 4.35000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 244907.00000000 NS USD 15475673.33000000 0.196021535316 Long EC CORP US N 1 N N N N/A N/A 00C724SD4 -157.00000000 NC USD -66332.50000000 -0.00084019597 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Xilinx, Inc. Xilinx, Inc. 100.00000000 110.00000000 USD 2020-11-20 XXXX -14711.69000000 N N N N/A N/A 00C7MV9B7 -387.00000000 NC USD -89010.00000000 -0.00112743894 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 240.00000000 USD 2020-11-20 XXXX 115414.88000000 N N N N/A N/A N/A 51.00000000 NC USD 308550.00000000 0.003908227023 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 1415.00000000 USD 2020-11-20 XXXX -106348.68000000 N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBL3 1060000.00000000 PA USD 1058826.08000000 0.013411546587 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N N/A N/A N/A -59540.00000000 NC USD -55372.20000000 -0.00070136810 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Put Written Boston Scientific Corp. Boston Scientific Corp. 1.00000000 35.00000000 USD 2020-11-20 XXXX 1190.80000000 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05352TAA7 1226000.00000000 PA USD 1271975.00000000 0.016111382494 Long DBT CORP US N 2 2028-07-15 Fixed 4.62500000 N N N N N N N/A N/A 00P6HXAP4 -475.00000000 NC USD -182875.00000000 -0.00231637341 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Global Payments, Inc. Global Payments, Inc. 100.00000000 150.00000000 USD 2020-12-18 XXXX 120056.32000000 N N N N/A N/A N/A -34210.00000000 NC USD -126733.34000000 -0.00160525899 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written Lennar Corp. Lennar Corp. 1.00000000 86.00000000 USD 2020-11-20 XXXX -922.64000000 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645WBE2 756272.00000000 PA USD 752475.44000000 0.009531177603 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 5.35030000 N N N N N N Sarepta Therapeutics, Inc. 549300IKDPIED8J8IG21 803607100 13218.00000000 NS USD 1856203.74000000 0.023511475023 Long EC CORP US N 1 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAM2 2106000.00000000 PA USD 1933458.16000000 0.024490012738 Long DBT CORP US N 2 2021-07-01 Fixed 1.50000000 N N N N Y SM Energy Co. USD XXXX N N N N/A N/A N/A -151410.00000000 NC USD -82515.42000000 -0.00104517580 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 170.00000000 USD 2020-10-16 XXXX 174881.58000000 N N N Sensata Technologies, Inc. N/A 81728UAB0 174000.00000000 PA USD 172912.50000000 0.002190184103 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Kia Motors Corp. 988400V8MJK9N7OI5X76 N/A 6847.00000000 NS 274577.97000000 0.003477922678 Long EC CORP KR N 2 N N N N/A N/A N/A -238.00000000 NC USD -132090.00000000 -0.00167310875 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 165.00000000 USD 2020-11-20 XXXX 68485.83000000 N N N N/A N/A N/A -29667.00000000 NC -169703.15000000 -0.00214953309 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 1.00000000 450.00000000 EUR 2020-12-18 XXXX 43823.02000000 N N N Telefonica SA 549300EEJH4FEPDBBR25 879382109 75458.00000000 NS 258486.71000000 0.003274103857 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 326180.11000000 0.004131537580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56647021.87000000 USD 6006367000.00000000 JPY 2020-11-05 326180.11000000 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAJ8 1323000.00000000 PA USD 1357728.75000000 0.017197576379 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283G3 20084500.00000000 PA USD 20124754.96000000 0.254908803062 Long DBT UST US N 2 2020-11-15 Fixed 1.75000000 N N N N N N iHeart Communications, Inc. N/A 45174UAF5 2957873.32000000 PA USD 2800277.83000000 0.035469523544 Long LON CORP US N 2 2026-05-01 Variable 3.14663000 N N N N N N Cedar Fair LP 549300TUVLNQQ6BVKH61 150190AE6 94000.00000000 PA USD 90240.00000000 0.001143018657 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 968.00000000 NS 89349.03000000 0.001131733247 Long EC CORP NL N 2 N N N Ares European CLO X BV 549300D8OQR1J0RDAU93 N/A 102000.00000000 PA 118691.37000000 0.001503395947 Long ABS-CBDO CORP NL N 2 2031-10-15 Floating 1.69999900 N N N N N N Hilton Worldwide Finance LLC N/A 43289DAH6 6620698.25000000 PA USD 6379903.45000000 0.080810601437 Long LON CORP US N 2 2026-06-22 Variable 1.89813000 N N N N N N N/A N/A 00C7CA288 -95.00000000 NC USD -309700.00000000 -0.00392279341 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written ServiceNow, Inc. ServiceNow, Inc. 100.00000000 490.00000000 USD 2020-11-20 XXXX -105534.33000000 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 1477.00000000 NS USD 302563.45000000 0.003832398806 Long EC CORP US N 1 N N N Zhejiang Century Huatong Group Co. Ltd. N/A N/A 69700.00000000 NS 98290.76000000 0.001244993046 Long EC CORP CN N 2 N N N Mitsubishi Corp. KVIPTY4PULAPGC1VVD26 N/A 7900.00000000 NS 189089.39000000 0.002395087551 Long EC CORP JP N 2 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 169020.00000000 NS 3450826.99000000 0.043709659041 Long EC CORP JP N 2 N N N Hyundai Mobis Co. Ltd. 988400HJA9E0ZVDHRS65 N/A 484.00000000 NS 94953.02000000 0.001202715795 Long EC CORP KR N 2 N N N N/A N/A 00P7R31U6 -24153.00000000 NC USD -374371.50000000 -0.00474195045 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF 100.00000000 129.00000000 USD 2020-10-16 XXXX 839603.68000000 N N N United States of America 254900HROIFWPRGM1V77 912810SR0 12549800.00000000 PA USD 12375279.34000000 0.156750611393 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 178140.00000000 NS USD 3359720.40000000 0.042555663782 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 583156.00000000 NS 73646251.69000000 0.932835103117 Long EC CORP DE N 2 N N N N/A N/A 00P72XT86 -296.00000000 NC USD -40404.00000000 -0.00051177444 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 120.00000000 USD 2020-10-16 XXXX -10766.26000000 N N N Sunoco LP N/A 86765LAQ0 114000.00000000 PA USD 117135.00000000 0.001483682296 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 173306.58000000 0.002195175690 N/A DFE N/A N 2 Barclays Capital AC28XWWI3WIBK2824319 21692087.70000000 USD 91020000.00000000 MYR 2020-11-17 173306.58000000 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAC8 1517000.00000000 PA USD 1611555.70000000 0.020412657712 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N China Resources Cement Holdings Ltd. 529900E0EOYXYJ0GHY66 N/A 128000.00000000 NS 175968.11000000 0.002228887774 Long EC CORP KY N 2 N N N Alcon, Inc. 549300LDT5AP8S0NBM78 N/A 54104.00000000 NS USD 3081222.80000000 0.039028093384 Long EC CORP CH N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 500654.00000000 NS USD 41529249.30000000 0.526027335596 Long EC CORP US N 1 N N N N/A N/A 00C7MUE31 1308.00000000 NC USD 886170.00000000 0.011224610409 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 125.00000000 USD 2021-01-15 XXXX -568076.07000000 N N N Fubon Financial Holding Co. Ltd. 549300G7Y2TS2XNIB476 N/A 1015000.00000000 NS 1476941.00000000 0.018707570017 Long EC CORP TW N 2 N N N N/A N/A 00P7VZJA5 -696.00000000 NC USD -194184.00000000 -0.00245961807 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 97.50000000 USD 2020-12-18 XXXX 54271.23000000 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 66287.00000000 NS USD 3943413.63000000 0.049948973311 Long EC CORP US N 1 N N N Legal & General Group plc 213800JH9QQWHLO99821 N/A 66170.00000000 NS 161419.38000000 0.002044607302 Long EC CORP GB N 2 N N N Benefit Street Partners CLO XVIII Ltd. N/A 08186PAA1 871678.00000000 PA USD 869852.01000000 0.011017919728 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.61500000 N N N N N N N/A N/A N/A -15814390.00000000 PA -98801.53000000 -0.00125146267 N/A DIR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written N/A Swaption 1.00000000 -0.15000000 EUR 2022-04-19 XXXX 97149.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -663952.81000000 -0.00840991189 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174703000.00000000 CNY 25024063.94000000 USD 2020-11-05 -663952.81000000 N N N NextEra Energy, Inc. N/A 65339F101 234143.00000000 NS USD 64988731.08000000 0.823175223006 Long EC CORP US N 1 N N N Jawbone Health Hub, Inc. N/A N/A 301223.00000000 NS USD 3.01000000 0.000000038125 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 28696.98000000 0.000363488292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16063842.45000000 USD 12465000.00000000 GBP 2020-12-17 28696.98000000 N N N N/A N/A N/A 5643.00000000 NC USD 119053.98000000 0.001507988922 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Purchased S&P 500 Index Down-and-out barrier option; Barrier price USD 2,200.00000 N/A 1.00000000 2900.00000000 USD 2020-12-18 XXXX -86915.52000000 N N N Charter Communications Operating LLC N/A 161175BU7 5487000.00000000 PA USD 5706561.98000000 0.072281768737 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N N/A N/A N/A -60130917.00000000 PA -7607.01000000 -0.00009635366 N/A DFE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Written N/A EUR Currency 1.00000000 1.71000000 EUR 2020-10-13 XXXX 243126.59000000 N N N Grand Rounds, Inc., Series C N/A N/A 1929993.00000000 NS USD 6272477.25000000 0.079449894978 Long EP CORP US Y 3 N N N Hansoh Pharmaceutical Group Co. Ltd. 254900Q6MR00EBXTPF42 N/A 104000.00000000 NS 508314.35000000 0.006438528210 Long EC CORP KY N 2 N N N Haitong Securities Co. Ltd. 300300E1003931000068 N/A 149600.00000000 NS 127934.45000000 0.001620472775 Long EC CORP CN N 2 N N N SMB Private Education Loan Trust N/A 78449XAC6 1330000.00000000 PA USD 1323280.97000000 0.016761245980 Long ABS-O CORP US N 2 2053-07-15 Fixed 2.76000000 N N N N N N N/A N/A 00C52P2G2 717.00000000 NC USD 269233.50000000 0.003410227322 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 365.00000000 USD 2020-12-18 XXXX -175475.50000000 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 10513.00000000 NS 271960.18000000 0.003444764624 Long EC CORP DE N 2 N N N Outfront Media Capital LLC N/A 69007TAD6 360000.00000000 PA USD 370800.00000000 0.004696712301 Long DBT CORP US N 2 2025-06-15 Fixed 6.25000000 N N N N N N N/A N/A 00C7UCBR2 296.00000000 NC USD 45732.00000000 0.000579261183 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 140.00000000 USD 2020-11-20 XXXX -89533.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -2913.43000000 -0.00003690275 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1132710000.00000000 INR 15230943.00000000 USD 2021-01-08 -2913.43000000 N N N Contemporary Amperex Technology Co. Ltd. 300300KINDY1K0E9I032 N/A 107200.00000000 NS 3331361.07000000 0.042196452310 Long EC CORP CN N 2 N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 15027.00000000 NS USD 10662257.58000000 0.135052740918 Long EC CORP US N 1 N N N/A N/A N/A -18117882.00000000 PA USD -111.97000000 -0.00000141826 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Written N/A USD Currency 1.00000000 5.05000000 USD 2020-10-08 XXXX 126513.91000000 N N N Lenovo Group Ltd. 254900VUZRGD5U73RE46 N/A 194000.00000000 NS 128265.61000000 0.001624667390 Long EC CORP HK N 2 N N N N/A N/A N/A -29817.00000000 NC -25321.46000000 -0.00032073250 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written Sanofi Sanofi 1.00000000 76.00000000 EUR 2020-11-20 XXXX 15452.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -55455.01000000 -0.00070241701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3106666.19000000 USD 17157185.36000000 BRL 2020-11-16 -55455.01000000 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822V101 2386.00000000 NS USD 397269.00000000 0.005031980040 Long EC CORP US N 1 N N N Level 3 Financing, Inc. N/A 527298BN2 476000.00000000 PA USD 489090.00000000 0.006195024323 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N N/A N/A 00C6ETFS9 -716.00000000 NC USD -144274.00000000 -0.00182743654 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Applied Materials, Inc. Applied Materials, Inc. 100.00000000 70.00000000 USD 2021-01-15 XXXX -13109.82000000 N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 211000.00000000 PA USD 221248.27000000 0.002802425758 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 18564690.00000000 PA USD 203764.55000000 0.002580969440 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A USD Currency 1.00000000 21.70000000 USD 2020-10-30 XXXX 17263.67000000 N N N Battalion CLO 18 Ltd. 549300WYAEH0STKIKE49 07134QAE6 449026.00000000 PA USD 449026.00000000 0.005687556466 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 0.00000000 N N N N N N Zee Entertainment Enterprises Ltd. N/A N/A 522437.00000000 NS 1485048.55000000 0.018810263733 Long EC CORP IN N 2 N N N Ganfeng Lithium Co. Ltd. 3003006BE6UOHWEOOR42 N/A 73600.00000000 NS 363056.34000000 0.004598627772 Long EC CORP CN N 2 N N N Ajinomoto Co., Inc. 353800UT0TLROREPIC92 N/A 1038800.00000000 NS 21290247.67000000 0.269671435068 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -54540.69000000 -0.00069083584 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 16220248.16000000 AUD 9857385.00000000 EUR 2020-10-29 -54540.69000000 N N N N/A N/A N/A -1223.00000000 NC USD -78883.50000000 -0.00099917234 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 245.00000000 USD 2020-10-16 XXXX 219353.70000000 N N N N/A N/A 00P7B2R37 257.00000000 NC USD 231942.50000000 0.002937883475 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 280.00000000 USD 2020-12-18 XXXX -462532.87000000 N N N Cathay Financial Holding Co. Ltd. 5299009XR1QLFAMQ3X77 N/A 984000.00000000 NS 1317313.61000000 0.016685660831 Long EC CORP TW N 2 N N N Celltrion, Inc. N/A N/A 454.00000000 NS 99863.70000000 0.001264916580 Long EC CORP KR N 2 N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 1894000.00000000 PA USD 2132525.63000000 0.027011486943 Long DBT NUSS CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N N/A N/A 00C7YSTZ6 -295.00000000 NC USD -75225.00000000 -0.00095283220 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NextEra Energy, Inc. NextEra Energy, Inc. 100.00000000 310.00000000 USD 2020-11-20 XXXX 16300.75000000 N N N N/A N/A N/A -227602.00000000 NC USD -0.23000000 -0.00000000291 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 165.00000000 USD 2020-09-30 XXXX 218952.89000000 N N N Caesars Entertainment, Inc. 5299000BKFWWVND5L441 28470RAH5 7343000.00000000 PA USD 7675234.04000000 0.097217815881 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Xinjiang Goldwind Science & Technology Co. Ltd. 3003008X6GR2ZPYM2V54 N/A 23000.00000000 NS 20236.37000000 0.000256322567 Long EC CORP CN N 2 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 4020000.00000000 NS 39959192.14000000 0.506140316241 Long EC CORP HK N 2 N N N Spirit Loyalty Cayman Ltd. N/A 84859BAA9 672000.00000000 PA USD 711997.44000000 0.009018465843 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N Hexagon AB 549300WJFW6ILNI4TA80 N/A 82269.00000000 NS 6214026.31000000 0.078709530229 Long EC CORP SE N 2 N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HX1 1307547.00000000 PA USD 592972.56000000 0.007510845514 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 Y N N N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 79466L302 220390.00000000 NS USD 55388414.80000000 0.701573487391 Long EC CORP US N 1 N N N N/A N/A 00P7B2QZ7 -257.00000000 NC USD -72217.00000000 -0.00091473158 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 240.00000000 USD 2020-12-18 XXXX 274149.96000000 N N N N/A N/A 00C7MVC80 -438.00000000 NC USD -1147560.00000000 -0.01453548858 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 190.00000000 USD 2020-12-18 XXXX -924972.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -449848.85000000 -0.00569797903 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 73967064.92000000 USD 7742325000.00000000 JPY 2020-12-30 -449848.85000000 N N N LG Chem Ltd. 988400IES4EIG7O06940 N/A 12064.00000000 NS 6733761.03000000 0.085292713758 Long EC CORP KR N 2 N N N VICI Properties LP N/A 92564RAC9 1283000.00000000 PA USD 1270176.42000000 0.016088600906 Long DBT CORP US N 2 2025-02-15 Fixed 3.50000000 N N N N N N N/A N/A N/A -51.00000000 NC USD -56355.00000000 -0.00071381667 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1200.00000000 USD 2020-11-20 XXXX 89399.44000000 N N N N/A N/A N/A -667.00000000 NC USD -41687.50000000 -0.00052803180 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Health Care Select Sector SPDR Fund Health Care Select Sector SPDR Fund 100.00000000 100.00000000 USD 2020-10-23 XXXX 36859.52000000 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 3868.00000000 NS USD 1600926.52000000 0.020278023946 Long EC CORP US N 1 N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 8583232.00000000 PA 10348748.37000000 0.131081698407 Long DBT NUSS DE N 2 2050-08-15 Fixed 0.00000000 N N N N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 N/A 440842.00000000 NS 26760288.28000000 0.338957322393 Long EC CORP ES N 2 N N N Sun Art Retail Group Ltd. 3003009IMRZ363PQCP28 N/A 98000.00000000 NS 108805.02000000 0.001378171186 Long EC CORP HK N 2 N N N N/A N/A N/A 8465000.00000000 PA USD -22388.76000000 -0.00028358566 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-09-29 0.00000000 USD 0.00000000 USD 8465000.00000000 USD -22388.76000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 1823344.00000000 NS USD 43924356.96000000 0.556364799482 Long EC CORP US N 1 N N N N/A N/A 00P7UPTK5 -645.00000000 NC USD -172860.00000000 -0.00218951911 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 130.00000000 USD 2020-11-20 XXXX 88650.22000000 N N N N/A N/A N/A -41892739.00000000 PA USD -226345.37000000 -0.00286698781 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Written N/A Swaption 1.00000000 0.60000000 USD 2020-12-18 XXXX 1030395.29000000 N N N Dominican Republic N/A N/A 1092000.00000000 PA USD 1069818.75000000 0.013550784474 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N N/A N/A N/A -303.00000000 NC USD -9241.50000000 -0.00011705681 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Citigroup, Inc. Citigroup, Inc. 100.00000000 57.50000000 USD 2020-12-18 XXXX 72496.77000000 N N N N/A N/A N/A 18886560.00000000 PA USD -129581.64000000 -0.00164133679 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-08-21 0.00000000 USD 0.00000000 USD 18886560.00000000 USD -129581.64000000 N N N N/A N/A N/A -37934000.00000000 PA -69574.25000000 -0.00088125737 N/A DFE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Written N/A EUR Currency 1.00000000 1.10000000 EUR 2021-01-27 XXXX 72374.67000000 N N N N/A N/A 00P5K1P35 -336.00000000 NC USD -370440.00000000 -0.00469215238 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard, Inc. Mastercard, Inc. 100.00000000 300.00000000 USD 2021-01-15 XXXX 169756.84000000 N N N Parsley Energy LLC N/A 701885AD7 1173000.00000000 PA USD 1170067.50000000 0.014820578263 Long DBT CORP US N 2 2025-01-15 Fixed 5.37500000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAL5 210000.00000000 PA USD 218242.50000000 0.002764353382 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354PAF2 2378000.00000000 PA USD 2354715.31000000 0.029825837006 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Quintis Australia Pty. Ltd. N/A 74877UAA6 17756949.00000000 PA USD 17756949.00000000 0.224917154252 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 N N Y N N N SL Liquidity Series, LLC 549300I0RQO84VDWQP47 N/A 239645221.80430000 NS USD 239741079.89000000 3.036663643413 Long STIV RF US N N/A N N Rockford Tower Europe CLO DAC 635400J1BXSISHD5XN53 N/A 207000.00000000 PA 242887.09000000 0.003076512360 Long ABS-CBDO CORP IE N 2 2031-12-20 Floating 1.85000000 N N N N N N Octagon Investment Partners 46 Ltd. N/A 67577VAC7 300000.00000000 PA USD 299991.99000000 0.003799827588 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 2.44850000 N N N N N N Want Want China Holdings Ltd. 5299005HZCEKX4O1J230 N/A 1705000.00000000 NS 1191419.25000000 0.015091028713 Long EC CORP KY N 2 N N N Natwest Group plc 2138005O9XJIJN4JPN90 639057AB4 2157000.00000000 PA USD 2071971.06000000 0.026244476712 Long DBT CORP GB N 2 2035-11-28 Variable 3.03199900 N N N N N N N/A N/A N/A 7246016.00299999 PA -384130.98000000 -0.00486556822 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 ITRAXX.EUROPE.CROSSOVER.32-V3 ITRAXX.EUROPE.CROSSOVER.32-V3 Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 942706.68000000 USD 0.00000000 USD 7246016.00000000 EUR -384130.98000000 N N N CORE Mortgage Trust N/A 21871FAQ1 702000.00000000 PA USD 674146.04000000 0.008539023729 Long ABS-MBS CORP US N 2 2031-12-15 Floating 2.50238200 N N N N N N BlackRock Liquidity Funds 5493002L9DNZ83RX7V61 09248U718 15082849.55000000 NS USD 15082849.55000000 0.191045860344 Long STIV RF US N 1 N N N N/A N/A 00C70PNJ1 -331.00000000 NC USD -129917.50000000 -0.00164559093 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Autodesk, Inc. Autodesk, Inc. 100.00000000 290.00000000 USD 2021-01-15 XXXX 124206.84000000 N N N N/A N/A 00P5JXYL7 -420.00000000 NC USD -190050.00000000 -0.00240725505 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Union Pacific Corp. Union Pacific Corp. 100.00000000 165.00000000 USD 2021-01-15 XXXX 65205.34000000 N N N Huazhu Group Ltd. 549300Y5ML31FVN83730 44332N106 59347.00000000 NS USD 2566164.28000000 0.032504140615 Long EC CORP KY N 1 N N Service Properties Trust 529900IS770AG1K9QG27 44106MAQ5 3379000.00000000 PA USD 3360145.18000000 0.042561044228 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N N/A N/A N/A -10165.00000000 NC USD -10165.00000000 -0.00012875426 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 47.00000000 USD 2020-09-30 XXXX 383285.57000000 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BF9 3248000.00000000 PA USD 3223205.55000000 0.040826507970 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N N/A N/A 00C7MV2S7 -386.00000000 NC USD -93605.00000000 -0.00118564119 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 250.00000000 USD 2020-12-18 XXXX 63788.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -182803.07000000 -0.00231546231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13126619.36000000 USD 11032000.00000000 EUR 2020-11-05 -182803.07000000 N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAP7 2278000.00000000 PA USD 2535901.63000000 0.032120820873 Long DBT CORP US N 2 2025-11-01 Fixed 3.80000000 N N N N N N BX Commercial Mortgage Trust N/A 056057AQ5 1083303.00000000 PA USD 1044048.76000000 0.013224370695 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.62343200 N N N N N N Russian Federation 5493004EHVGF71PDBU58 N/A 800000.00000000 PA USD 1060000.00000000 0.013426415962 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N N/A N/A 00C7RMGJ7 -361.00000000 NC USD -2527.00000000 -0.00003200806 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walmart, Inc. Walmart, Inc. 100.00000000 160.00000000 USD 2020-10-16 XXXX 67203.49000000 N N N N/A N/A N/A -39510000.00000000 PA -732759.01000000 -0.00928144081 N/A DIR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written N/A Swaption 1.00000000 -0.12900000 EUR 2022-04-19 XXXX -244217.46000000 N N N PGE Corp. N/A 69338CAH4 2119687.50000000 PA USD 2073753.87000000 0.026267058550 Long LON CORP US N 2 2025-06-18 Variable 5.50000000 N N N N N N N/A N/A 00C6MVMB4 1050.00000000 NC USD 616875.00000000 0.007813604101 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 335.00000000 USD 2020-10-16 XXXX 140836.55000000 N N N N/A N/A 00C7BLQ48 -1821.00000000 NC USD -176637.00000000 -0.00223736022 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 210.00000000 USD 2020-12-18 XXXX 320268.74000000 N N N Sika AG 549300R3N69ECGYPU434 N/A 29975.00000000 NS 7360415.25000000 0.093230185666 Long EC CORP CH N 2 N N N ANTA Sports Products Ltd. 529900291XG0CTK4LF95 N/A 260000.00000000 NS 2713469.74000000 0.034369974936 Long EC CORP KY N 2 N N N N/A N/A 00P7822V6 -1671.00000000 NC USD -149554.50000000 -0.00189432162 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written T-Mobile US, Inc. T-Mobile US, Inc. 100.00000000 95.00000000 USD 2020-11-20 XXXX 118869.34000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 257000.00000000 PA USD 263746.25000000 0.003340723453 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N N/A N/A 00P7MR328 -147.00000000 NC USD -15435.00000000 -0.00019550634 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Facebook, Inc. Facebook, Inc. 100.00000000 235.00000000 USD 2020-10-16 XXXX 35518.34000000 N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 N/A 331083.00000000 NS 1333552.50000000 0.016891349597 Long EC CORP BR N 1 N N N N/A N/A N/A -41892739.00000000 PA USD -1213490.78000000 -0.01537059620 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 1.20000000 USD 2020-12-18 XXXX -47621.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1439922.95000000 -0.01823868347 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 25871861.00000000 USD 1905980000.00000000 RUB 2020-11-16 -1439922.95000000 N N N Knowlton Development Corp., Inc. N/A C4953EAF2 8251632.00000000 PA 9580878.89000000 0.121355533271 Long LON CORP CA N 2 2025-12-22 Variable 5.00000000 N N N N N N N/A N/A 00C780NF6 358.00000000 NC USD 25060.00000000 0.000317420739 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR EURO STOXX 50 ETF SPDR EURO STOXX 50 ETF 100.00000000 38.00000000 USD 2020-11-20 XXXX -29799.49000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 3697000.00000000 PA USD 3489043.75000000 0.044193728962 Long DBT CORP US N 2 2021-01-15 Floating 3.88500100 N N N N N N N/A N/A 00C7MVCC1 386.00000000 NC USD 363805.00000000 0.004608110622 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 220.00000000 USD 2020-12-18 XXXX -111837.98000000 N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AD3 284000.00000000 PA USD 292312.68000000 0.003702558144 Long DBT CORP US N 2 2026-05-01 Fixed 5.12500000 N N N N N N N/A N/A 00P7EP842 -26.00000000 NC USD -297050.00000000 -0.00376256307 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2695.00000000 USD 2021-01-15 XXXX 11162.67000000 N N N N/A N/A 00C7A1KA5 -58.00000000 NC USD -133980.00000000 -0.00169704831 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 760.00000000 USD 2020-11-20 XXXX -33992.09000000 N N N OHA Credit Funding 3 Ltd. N/A 67112RAG9 322253.00000000 PA USD 317884.41000000 0.004026460676 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.07175000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 918000.00000000 PA USD 915705.00000000 0.011598713423 Long DBT CORP US N 2 2025-08-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 1661841.00000000 NC USD 0.17000000 0.000000002153 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased EURO STOXX 50 INDEX One-touch barrier option; Barrier price USD 1.16390 N/A 1.00000000 3562.75000000 USD 2020-10-02 XXXX -141256.32000000 N N N N/A N/A N/A -284.00000000 NC -39624.12000000 -0.00050189614 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Call Written STMicroelectronics NV STMicroelectronics NV 100.00000000 28.00000000 EUR 2020-11-20 XXXX -15192.58000000 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDG2 287000.00000000 PA USD 291132.80000000 0.003687613276 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N N/A N/A 00P7UV7H3 -119.00000000 NC USD -52657.50000000 -0.00066698254 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NVIDIA Corp. NVIDIA Corp. 100.00000000 400.00000000 USD 2020-11-20 XXXX 106017.53000000 N N N N/A N/A N/A 17.00000000 NC -165906.81000000 -0.00210144702 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long DAX Index DE0008469008 2020-12-18 5431075.00000000 EUR -165906.81000000 N N N Casino, Guichard-Perrachon SA N/A N/A 8126000.00000000 PA 9031145.49000000 0.114392373557 Long LON CORP FR N 2 2024-01-31 Variable 5.50000000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 N/A 1045000.00000000 PA USD 1197371.45000000 0.015166421839 Long DBT NUSS SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N Sunoco LP N/A 86765LAJ6 184000.00000000 PA USD 184920.00000000 0.002342276264 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N N/A N/A N/A 36105021.00000000 PA USD 44154.27000000 0.000559276976 N/A DFE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Purchased N/A USD Currency 1.00000000 7.05000000 USD 2020-11-03 XXXX -328991.12000000 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 30131.00000000 NS USD 4982763.47000000 0.063113825465 Long EC CORP US N 1 N N N N/A N/A N/A -30884000.00000000 PA USD -251561.39000000 -0.00318638477 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A Swaption 1.00000000 1.19000000 USD 2020-10-21 XXXX 626350.28000000 N N N N/A N/A N/A 244.00000000 NC USD 183000.00000000 0.002317956718 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased L3Harris Technologies, Inc. L3Harris Technologies, Inc. 100.00000000 165.00000000 USD 2020-10-16 XXXX -42026.27000000 N N N Cerner Corp. 549300L4UJ40IEVVI304 156782104 3576.00000000 NS USD 258509.04000000 0.003274386699 Long EC CORP US N 1 N N N Guangdong Marubi Biotechnology Co. Ltd. N/A N/A 107000.00000000 NS 1021436.67000000 0.012937956237 Long EC CORP CN N 2 N N N N/A N/A N/A -75762.00000000 NC USD -5682.15000000 -0.00007197255 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 196.00000000 USD 2020-10-16 XXXX 111521.66000000 N N N Hang Lung Properties Ltd. 529900CIVTNMXQT59E61 N/A 1094000.00000000 NS 2788129.94000000 0.035315653144 Long EC CORP HK N 2 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 4822000.00000000 PA 7981393.48000000 0.101095763044 Long DBT NUSS ES N 2 2048-10-31 Fixed 2.70000000 N N N N N N N/A N/A N/A 445.00000000 NC USD 133500.00000000 0.001690968425 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased L3Harris Technologies, Inc. L3Harris Technologies, Inc. 100.00000000 190.00000000 USD 2020-12-18 XXXX -234619.89000000 N N N Ferguson plc 213800DU1LGY3R2S2X42 N/A 43522.00000000 NS 4379639.99000000 0.055474404031 Long EC CORP JE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -194000.89000000 -0.00245729872 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 56204574.43000000 USD 5905350000.00000000 JPY 2020-10-29 -194000.89000000 N N N N/A N/A 00C7VPPN6 -119.00000000 NC USD -152320.00000000 -0.00192935064 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 650.00000000 USD 2020-11-20 XXXX -29480.79000000 N N N N/A N/A 00C5JVKY2 678.00000000 NC USD 488160.00000000 0.006183244543 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased PPG Industries, Inc. PPG Industries, Inc. 100.00000000 125.00000000 USD 2021-01-15 XXXX -15075.80000000 N N N N/A N/A 00P7V6NT3 -622.00000000 NC USD -200595.00000000 -0.00254082255 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Visa, Inc. Visa, Inc. 100.00000000 180.00000000 USD 2020-11-20 XXXX 111530.54000000 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 73625.00000000 NS USD 5680168.75000000 0.071947460733 Long EC CORP US N 1 N N N Haier Smart Home Co. Ltd. 3003002BYTNGNJTWSH07 N/A 324699.00000000 NS 1049808.61000000 0.013297327433 Long EC CORP CN N 2 N N N N/A N/A 00C66EM95 1022.00000000 NC USD 817600.00000000 0.010356073293 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Starbucks Corp. Starbucks Corp. 100.00000000 82.50000000 USD 2021-01-15 XXXX 385053.11000000 N N N VNDO Trust N/A 91831UAF4 750000.00000000 PA USD 766795.58000000 0.009712562656 Long ABS-MBS CORP US N 2 2035-01-10 Variable 4.03271600 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A86 1457000.00000000 PA USD 1416932.50000000 0.017947476543 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N N/A N/A 00C6HY366 475.00000000 NC USD 541500.00000000 0.006858871928 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Global Payments, Inc. Global Payments, Inc. 100.00000000 180.00000000 USD 2020-12-18 XXXX 103438.04000000 N N N Guangzhou Automobile Group Co. Ltd. 5299005KY9BJO3ZE6A37 N/A 520694.00000000 NS 733694.85000000 0.009293294571 Long EC CORP CN N 2 N N N N/A N/A N/A -39510000.00000000 PA -233142.52000000 -0.00295308344 N/A DIR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written N/A Swaption 1.00000000 -0.12900000 EUR 2022-04-19 XXXX 255399.03000000 N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 157900.00000000 NS 2321343.77000000 0.029403138725 Long EC CORP SG N 2 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 44250.00000000 NS USD 4718377.50000000 0.059764999042 Long EC CORP US N 1 N N N Wuhan Raycus Fiber Laser Technologies Co. Ltd. N/A N/A 189886.00000000 NS 1749142.36000000 0.022155389531 Long EC CORP CN N 2 N N N Mitsubishi Heavy Industries Ltd. 353800TJ98PCAZROVE69 N/A 18200.00000000 NS 402960.98000000 0.005104077107 Long EC CORP JP N 2 N N N Picasso Finance Sub, Inc. N/A 71953LAA9 749000.00000000 PA USD 806777.86000000 0.010218995413 Long DBT CORP US N 2 2025-06-15 Fixed 6.12500000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AW4 669000.00000000 PA USD 680707.50000000 0.008622134003 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320102 3323.00000000 NS USD 211076.96000000 0.002673591570 Long EC CORP US N 1 N N N N/A N/A N/A 12758503.00000000 PA USD 1781.12000000 0.000022560432 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Purchased N/A Swaption 1.00000000 0.72000000 USD 2020-10-19 XXXX -315571.21000000 N N N N/A N/A N/A 1895012.50000000 PA USD 374262.50000000 0.004740569815 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 S&P 500 Annual Dividend Index Futures Dec20 S&P 500 Annual Dividend Index Futures Dec20 Y 2020-12-18 0.00000000 USD 0.00000000 USD 1895012.50000000 USD 374262.50000000 N N N N/A N/A 00C68YN98 -1843.00000000 NC USD -151126.00000000 -0.00191422692 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Comcast Corp. Comcast Corp. 100.00000000 52.50000000 USD 2021-01-15 XXXX -83370.95000000 N N N LG Uplus Corp. N/A N/A 6836.00000000 NS 67161.38000000 0.000850694928 Long EC CORP KR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -366643.91000000 -0.00464406947 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 19652073.49000000 USD 16427000.00000000 EUR 2020-12-03 -366643.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 729879.17000000 0.009244963527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18476256.50000000 USD 426432000.00000000 MXN 2020-11-05 729879.17000000 N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 N/A 200.00000000 NS 113338.25000000 0.001435591027 Long EC CORP JP N 2 N N N NTPC Ltd. 335800Q4TRGJXNLVMB81 N/A 88217.00000000 NS 102067.45000000 0.001292830226 Long EC CORP IN N 2 N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 015351109 15145.00000000 NS USD 1733042.35000000 0.021951459879 Long EC CORP US N 1 N N N N/A N/A N/A 10165.00000000 NC USD 20330.00000000 0.000257508525 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 45.00000000 USD 2020-09-30 XXXX -1070508.27000000 N N N N/A N/A N/A -445.00000000 NC USD -249200.00000000 -0.00315647439 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written L3Harris Technologies, Inc. L3Harris Technologies, Inc. 100.00000000 155.00000000 USD 2020-12-18 XXXX -27699.81000000 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAH1 2121000.00000000 PA USD 2057370.00000000 0.026059533405 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 3705.00000000 NS USD 378021.15000000 0.004788178493 Long EC CORP IE N 1 N N N N/A N/A 00C80HYX4 173.00000000 NC USD 150077.50000000 0.001900946171 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased PayPal Holdings, Inc. PayPal Holdings, Inc. 100.00000000 192.50000000 USD 2020-10-16 XXXX 83924.96000000 N N N N/A N/A N/A 151327.00000000 NC USD 59017.53000000 0.000747541421 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 186.00000000 USD 2020-10-16 XXXX -480296.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -262737.72000000 -0.00332794897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7930072.43000000 USD 71505000.00000000 NOK 2020-12-11 -262737.72000000 N N N Hellenic Republic 2138003EKTMKZ5598902 N/A 15199000.00000000 PA 19303445.76000000 0.244505747445 Long DBT NUSS GR N 2 2027-04-22 Fixed 2.00000000 N N N N N N OCP CLO Ltd. 254900ZMV4RGFPV8TK42 670881AC5 175000.00000000 PA USD 174966.14000000 0.002216196391 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 2.81968900 N N N N N N N/A N/A 00C71DCR1 3080.00000000 NC USD 154000.00000000 0.001950630243 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bank of America Corp. Bank of America Corp. 100.00000000 28.00000000 USD 2020-12-18 XXXX -302565.96000000 N N N N/A N/A 00P79A544 -58.00000000 NC USD -53070.00000000 -0.00067220744 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 600.00000000 USD 2020-11-20 XXXX 37881.20000000 N N N iShares, Inc. 5493006D2L7KY3ZDF809 464286400 115951.00000000 NS USD 3207204.66000000 0.040623833814 Long RF US N 1 N N N/A N/A 00P783B28 -291.00000000 NC USD -42195.00000000 -0.00053446002 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Vulcan Materials Co. Vulcan Materials Co. 100.00000000 110.00000000 USD 2020-11-20 XXXX -3105.26000000 N N N RAI Way SpA 815600303CCB3CFD2264 N/A 1325900.00000000 NS 8417683.22000000 0.106621996562 Long EC CORP IT N 2 N N N N/A N/A 00P72RQE9 -173.00000000 NC USD -5363.00000000 -0.00006793006 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written PayPal Holdings, Inc. PayPal Holdings, Inc. 100.00000000 165.00000000 USD 2020-10-16 XXXX 30362.93000000 N N N Madison Park Funding XI Ltd. N/A 55818KAR2 401344.00000000 PA USD 399010.47000000 0.005054038248 Long ABS-CBDO CORP KY N 2 2029-07-23 Floating 1.41549800 N N N N N N N/A N/A N/A 10346000.00000000 PA USD -431935.98000000 -0.00547108692 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-10-28 0.00000000 USD 0.00000000 USD 10346000.00000000 USD -431935.98000000 N N N N/A N/A N/A 302895708.00000000 PA USD 3154677.29000000 0.039958499551 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 5612608.65000000 USD 302895708.00000000 USD 3154677.29000000 N N N N/A N/A N/A -1603.00000000 NC USD -541012.50000000 -0.00685269704 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Citigroup, Inc. Citigroup, Inc. 100.00000000 42.50000000 USD 2020-12-18 XXXX -288122.00000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBD8 1927499.00000000 PA USD 1898586.52000000 0.024048313546 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N N/A N/A N/A -445.00000000 NC USD -23362.50000000 -0.00029591947 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written L3Harris Technologies, Inc. L3Harris Technologies, Inc. 100.00000000 210.00000000 USD 2020-12-18 XXXX 77990.34000000 N N N N/A N/A N/A -73.00000000 NC USD -140890.00000000 -0.00178457334 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Charter Communications, Inc. Charter Communications, Inc. 100.00000000 660.00000000 USD 2020-12-18 XXXX -33381.83000000 N N N TICP CLO XV Ltd. N/A 87250RAA2 582512.00000000 PA USD 581947.84000000 0.007371201668 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 2.91526900 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 9347.00000000 NS 113351.57000000 0.001435759744 Long EC CORP GB N 2 N N N Goldentree Loan Management US CLO 6 Ltd. 549300MI5PVR6JHGVV87 38137WAE5 325975.00000000 PA USD 322589.65000000 0.004086059270 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 2.17175000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 N/A 611900.00000000 NS 41329800.37000000 0.523501029655 Long EC CORP KY N 2 N N N AngloGold Ashanti Ltd. 378900EF3BA9A5F42A59 N/A 5412.00000000 NS 141576.20000000 0.001793265048 Long EC CORP ZA N 2 N N N Snam SpA 8156002278562044AF79 N/A 545645.00000000 NS 2806128.78000000 0.035543634194 Long EC CORP IT N 2 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 6199000.00000000 PA 7988801.45000000 0.101189595578 Long DBT NUSS ES N 2 2030-10-31 Fixed 1.25000000 N N N N N N N/A N/A 00P76V5K5 -3053.00000000 NC USD -225922.00000000 -0.00286162523 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Bank of America Corp. Bank of America Corp. 100.00000000 21.00000000 USD 2020-12-18 XXXX -3777.59000000 N N N CD Mortgage Trust N/A 125039AJ6 303116.00000000 PA USD 328519.67000000 0.004161171454 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91100000 N N N N N N N/A N/A N/A -19141404.00000000 PA USD -47973.88000000 -0.00060765780 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 0.47000000 USD 2020-12-15 XXXX 36248.30000000 N N N NMC Health plc 2138008YQEVWBE1V2M52 N/A 365939.00000000 NS 4.72000000 0.000000059785 Long EC CORP GB N 3 N N N Ellaktor Value plc 213800GIKEWMKWHBOI27 N/A 5554000.00000000 PA 5554554.61000000 0.070356378002 Long DBT CORP GB N 2 2024-12-15 Fixed 6.37500000 N N N N N N N/A N/A 00C7C5DV6 -365.00000000 NC USD -48362.50000000 -0.00061258022 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written LyondellBasell Industries NV LyondellBasell Industries NV 100.00000000 85.00000000 USD 2020-12-18 XXXX 29020.95000000 N N N Neon Parent, Inc. N/A N/A 6920.00000000 NS USD 2295364.00000000 0.029074067783 Long EC CORP US N 3 N N N N/A N/A 00P785Q01 -460.00000000 NC USD -120750.00000000 -0.00152947144 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Global Payments, Inc. Global Payments, Inc. 100.00000000 155.00000000 USD 2020-11-20 XXXX 146964.72000000 N N N N/A N/A N/A -22199.00000000 NC -161566.81000000 -0.00204647471 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written adidas AG adidas AG 1.00000000 245.00000000 EUR 2020-12-18 XXXX 47749.59000000 N N N N/A N/A N/A 22199.00000000 NC 386185.35000000 0.004891589762 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Purchased adidas AG adidas AG 1.00000000 285.00000000 EUR 2020-12-18 XXXX 6912.28000000 N N N N/A N/A N/A 202105215.00000000 PA USD -2673095.83000000 -0.03385858162 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2022-08-17 0.00000000 USD 0.00000000 USD 202105215.00000000 USD -2673095.83000000 N N N N/A N/A 00P7AGH12 288.00000000 NC USD 354240.00000000 0.004486956217 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Anthem, Inc. Anthem, Inc. 100.00000000 250.00000000 USD 2020-12-18 XXXX -424004.77000000 N N N N/A N/A 00C7AUXN9 -386.00000000 NC USD -140890.00000000 -0.00178457334 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written McDonald's Corp. McDonald's Corp. 100.00000000 240.00000000 USD 2020-12-18 XXXX -79994.35000000 N N N China Resources Pharmaceutical Group Ltd. 3003004H1KDKMJ8JD874 N/A 155000.00000000 NS 79929.94000000 0.001012427002 Long EC CORP HK N 2 N N N AGL Core CLO 5 Ltd. N/A 00119TAC8 725000.00000000 PA USD 724938.23000000 0.009182379456 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.07900100 N N N N N N Samsung Biologics Co. Ltd. N/A N/A 233.00000000 NS 137362.25000000 0.001739889345 Long EC CORP KR N 2 N N N Kingdee International Software Group Co. Ltd. 529900SWRZN94C5SZO63 N/A 2448000.00000000 NS 6385127.43000000 0.080876770614 Long EC CORP KY N 2 N N N Whitebox CLO II Ltd. 549300C89ZJ5IWOT1F21 96466CAA6 450000.00000000 PA USD 449090.96000000 0.005688379277 Long ABS-CBDO CORP KY N 2 2031-10-24 Floating 1.99166000 N N N N N N N/A N/A N/A -44726.00000000 NC USD -130904.06000000 -0.00165808713 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written Union Pacific Corp. Union Pacific Corp. 1.00000000 187.50000000 USD 2020-11-20 XXXX 70362.94000000 N N N Colfax Corp. 635400OP2DYYYMOIYL17 15723RAA2 117000.00000000 PA USD 121241.25000000 0.001535693824 Long DBT CORP US N 2 2024-02-15 Fixed 6.00000000 N N N N N N CRRC Corp. Ltd. 30030099HATQH2XC0B72 N/A 519000.00000000 NS 207879.92000000 0.002633096487 Long EC CORP CN N 2 N N N iShares Trust 549300O80OAR5VTWR172 464287655 204461.00000000 NS USD 30626213.19000000 0.387924790245 Long RF US N 1 N N N/A N/A 00C7RE3X8 -159.00000000 NC USD -12322.50000000 -0.00015608208 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written salesforce.com, Inc. salesforce.com, Inc. 100.00000000 290.00000000 USD 2020-10-16 XXXX 41754.19000000 N N N N/A N/A N/A 1697000.00000000 PA USD 433460.67000000 0.005490399300 N/A DFE US N 2 HSBC MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A USD/JPY One-touch barrier option; Barrier price USD 100.00000 1.00000000 100.00000000 USD 2021-02-18 XXXX -108730.83000000 N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 40236.00000000 NS USD 19514460.00000000 0.247178544578 Long EC CORP US N 1 N N N Globant SA 2221008DCMSPYS42DS88 N/A 9310.00000000 NS USD 1668538.20000000 0.021134422569 Long EC CORP LU N 1 N N N Madison Park Funding XXXVI Ltd. N/A 55819PAC3 517809.00000000 PA USD 515431.95000000 0.006528682793 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 2.12500100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -819477.34000000 -0.01037985248 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 30819000.00000000 AUD 21254631.54000000 USD 2020-10-01 -819477.34000000 N N N Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 98310WAS7 1442000.00000000 PA USD 1510653.62000000 0.019134588564 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N Leviathan Bond Ltd. 254900D9T8VKYVQNZ220 N/A 1052882.00000000 PA USD 1084467.30000000 0.013736329309 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N N/A N/A N/A 3748000.00000000 PA 65347.71000000 0.000827722204 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 ITRAXX.EUROPE.CROSSOVER.34-V1 ITRAXX.EUROPE.CROSSOVER.34-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2025-12-20 255197.13000000 USD 0.00000000 USD 3748000.00000000 EUR 65347.71000000 N N N N/A N/A N/A 4201183.00000000 PA 40275.45000000 0.000510146174 N/A DFE DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Put Purchased N/A AUD/JPY One-touch barrier option; Barrier price AUD 71.00000 1.00000000 71.00000000 AUD 2020-10-12 XXXX -507151.82000000 N N N Teleflex, Inc. UUL85LWXB4NGSWWXIQ25 879369AF3 95000.00000000 PA USD 99987.50000000 0.001266484684 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N Daimler AG 529900R27DL06UVNT076 N/A 2040.00000000 NS 110048.05000000 0.001393915938 Long EC CORP DE N 2 N N N N/A N/A 000000000 873097.00000000 NS USD 130775.98000000 0.001656464816 N/A DE N/A N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 Custom Equity Basket N/A N/A China Eastern Airlines Corp. Ltd., Class H 135932.77000000 USD 1471.93000000 USD Marriott International, Inc., Class A 82581.36000000 USD 2604.64000000 USD Orsted A/S 213545.82000000 USD -4022.31000000 USD COSCO SHIPPING Holdings Co. Ltd., Class H 84853.96000000 USD -5847.48000000 USD Boeing Co. (The) 375801.24000000 USD -17147.49000000 USD Korea Shipbuilding & Offshore Engineering Co. Ltd. 155299.27000000 USD 433.97000000 USD China Communications Services Corp. Ltd., Class H 90914.82000000 USD 4264.11000000 USD Ping An Healthcare and Technology Co. Ltd. 54192.01000000 USD 5744.12000000 USD Prudential plc 82258.91000000 USD -3914.16000000 USD E.Sun Financial Holding Co. Ltd. 90839.87000000 USD -815.59000000 USD China Resources Land Ltd. 109459.80000000 USD 317.30000000 USD Keurig Dr Pepper, Inc. 122847.60000000 USD 1112.75000000 USD Z Holdings Corp. 99523.45000000 USD -1595.18000000 USD Xiaomi Corp., Class B 343250.77000000 USD -8673.12000000 USD Kone OYJ, Class B 53911.36000000 USD -1171.86000000 USD Catcher Technology Co. Ltd. 12636.99000000 USD -225.55000000 USD China Evergrande Group 102655.68000000 USD -20077.68000000 USD China Resources Gas Group Ltd. 143677.92000000 USD 1452.90000000 USD Progressive Corp. (The) 252011.54000000 USD -716.61000000 USD GSX Techedu, Inc. 60373.70000000 USD 9243.21000000 USD China Conch Venture Holdings Ltd. 255865.17000000 USD 5580.15000000 USD CaixaBank SA 285048.66000000 USD 21351.89000000 USD China Literature Ltd. 238311.72000000 USD 3675.30000000 USD Eversource Energy 157825.95000000 USD -8632.73000000 USD Hotai Motor Co. Ltd. 44767.37000000 USD -844.67000000 USD Honeywell International, Inc. 129877.29000000 USD -1522.77000000 USD British American Tobacco plc 59259.42000000 USD 123.14000000 USD Semiconductor Manufacturing International Corp. 241138.14000000 USD 30466.29000000 USD Shimao Group Holdings Ltd. 93868.79000000 USD 47.54000000 USD Oriental Land Co. Ltd. 112196.18000000 USD 3096.48000000 USD L'Oreal SA 38075.21000000 USD -563.41000000 USD China Molybdenum Co. Ltd., Class H 107121.00000000 USD 11326.80000000 USD Leonardo SpA 17978735.24000000 USD 52828.22000000 USD Bouygues SA 211450.27000000 USD 2854.59000000 USD Hermes International 150719.28000000 USD -2820.29000000 USD Airbus SE 129965.93000000 USD 862.98000000 USD Swedbank AB, Class A 125119.69000000 USD -784.33000000 USD ANA Holdings, Inc. 74017.77000000 USD 10840.07000000 USD Simon Property Group, Inc. 105557.76000000 USD 909.59000000 USD Galaxy Entertainment Group Ltd. 47324.89000000 USD 725.18000000 USD Celltrion Healthcare Co. Ltd. 195556.66000000 USD 7391.50000000 USD Equinor ASA 209383.91000000 USD 14606.71000000 USD Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H 230247.11000000 USD -6705.93000000 USD Polskie Gornictwo Naftowe i Gazownictwo SA 71085.83000000 USD -5447.18000000 USD Investor AB, Class B 100004.56000000 USD -2776.37000000 USD Longfor Group Holdings Ltd. 379634.13000000 USD -1392.84000000 USD Wharf Real Estate Investment Co. Ltd. 151665.29000000 USD -2237.87000000 USD TravelSky Technology Ltd., Class H 60181.35000000 USD -150.45000000 USD Sino Biopharmaceutical Ltd. 171921.75000000 USD 3912.60000000 USD Industria de Diseno Textil SA 2445338.34000000 USD 32730.51000000 USD Atlantia SpA 140763.48000000 USD -1112.62000000 USD Y 2023-02-27 0.00000000 USD 0.00000000 USD 873097.00000000 USD 130775.98000000 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCC7 456000.00000000 PA USD 476314.80000000 0.006033208145 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N Williams Scotsman International, Inc. 549300V3TCHCBOBTGH07 96950GAE2 206000.00000000 PA USD 206832.24000000 0.002619826121 Long DBT CORP US N 2 2028-08-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 34210.00000000 NC USD 112861.53000000 0.001429552686 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Purchased Lennar Corp. Lennar Corp. 1.00000000 76.00000000 USD 2020-11-20 XXXX -87609.07000000 N N N Venustech Group, Inc. N/A N/A 361796.00000000 NS 1850435.09000000 0.023438406821 Long EC CORP CN N 2 N N N Boels Topholding BV N/A N/A 10935000.00000000 PA 12446118.80000000 0.157647894465 Long LON CORP NL N 2 2027-02-06 Variable 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -165862.74000000 -0.00210088881 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31354000.00000000 GBP 40291771.24000000 USD 2020-10-01 -165862.74000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967JZ5 4361000.00000000 PA USD 4266453.52000000 0.054040735515 Long DBT CORP US N 2 2020-11-15 Floating 4.37513000 N N N N N N BYD Co. Ltd. 5299005557VL7ULJ7A69 N/A 100300.00000000 NS 1730397.53000000 0.021917959451 Long EC CORP CN N 2 N N N N/A N/A N/A -58.00000000 NC USD -118030.00000000 -0.00149501875 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Charter Communications, Inc. Charter Communications, Inc. 100.00000000 590.00000000 USD 2020-12-18 XXXX -2162.24000000 N N N N/A N/A 00P7QSSP4 -3077.00000000 NC USD -386163.50000000 -0.00489131300 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Bank of America Corp. Bank of America Corp. 100.00000000 22.00000000 USD 2021-01-15 XXXX -51503.30000000 N N N N/A N/A N/A -37877333.00000000 PA USD -258789.84000000 -0.00327794343 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A Swaption 1.00000000 1.40000000 USD 2021-09-20 XXXX -6520.93000000 N N N N/A N/A N/A -430.00000000 NC USD -337550.00000000 -0.00427555349 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Guardant Health, Inc. Guardant Health, Inc. 100.00000000 105.00000000 USD 2020-10-16 XXXX -201303.34000000 N N N N/A N/A N/A -85362817.00000000 PA USD -321412.52000000 -0.00407114923 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Written N/A Swaption 1.00000000 2.00000000 USD 2022-02-11 XXXX 1330357.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 81799.15000000 0.001036103220 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11454128.52000000 USD 9815275.00000000 EUR 2021-01-08 81799.15000000 N N N N/A N/A N/A 373.00000000 NC 445092.06000000 0.005637727489 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long French Republic Euro-OAT 2020-12-08 62869150.00000000 EUR 445092.06000000 N N N N/A N/A 00C7APDY8 1128.00000000 NC USD 642960.00000000 0.008144007931 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Fortive Corp. Fortive Corp. 100.00000000 75.00000000 USD 2020-12-18 XXXX 166678.13000000 N N N N/A N/A N/A -22199.00000000 NC -54350.56000000 -0.00068842757 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Written adidas AG adidas AG 1.00000000 325.00000000 EUR 2020-12-18 XXXX 23078.44000000 N N N N/A N/A N/A 1220.00000000 NC 22171.03000000 0.000280827802 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Call Purchased Deutsche Telekom AG Deutsche Telekom AG 100.00000000 16.20000000 EUR 2020-10-16 XXXX -4766.58000000 N N N N/A N/A N/A 10581000.00000000 PA USD 9572.52000000 0.000121249655 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-09-25 0.00000000 USD 0.00000000 USD 10581000.00000000 USD 9572.52000000 N N N N/A N/A N/A 762.00000000 NC USD 278511.00000000 0.003527740128 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 275.00000000 USD 2020-10-02 XXXX -88169.15000000 N N N Newcrest Mining Ltd. 5299006MN50OZJUJI655 N/A 159339.00000000 NS 3613159.90000000 0.045765837507 Long EC CORP AU N 2 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 6485000.00000000 PA USD 6899527.49000000 0.087392383046 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 118512.00000000 NS 43775146.94000000 0.554474841186 Long EC CORP NL N 2 N N N/A N/A N/A 1.00000000 NC N/A -284481.68000000 -0.00360336732 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 229453000.00000000 CNY 33370127.98000000 USD 2020-12-11 -284481.68000000 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748102 358681.00000000 NS USD 41140710.70000000 0.521105938557 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -116422.59000000 -0.00147465860 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 19485000.00000000 EUR 2399181035.00000000 JPY 2021-01-08 -116422.59000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 4436305.00000000 NS 36653754.08000000 0.464272215927 Long EC CORP IT N 2 N N N N/A N/A 00P6MUTW9 -758.00000000 NC USD -46617.00000000 -0.00059047097 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 2020-10-16 XXXX 241076.30000000 N N N BX Commercial Mortgage Trust N/A 056054AA7 1969792.96220000 PA USD 1969201.43000000 0.024942752371 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.07237900 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 72108PAQ7 1188000.00000000 PA USD 1176120.00000000 0.014897241832 Long LON CORP US N 2 2026-07-24 Variable 3.15000000 N N N N N N Invesco QQQ Trust 549300VY6FEJBCIMET58 46090E103 200241.00000000 NS USD 55634959.44000000 0.704696327853 Long RF US N 1 N N N/A N/A N/A 1.00000000 NC N/A 35030.95000000 0.000443717081 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 33508000.00000000 EUR 4148196577.00000000 JPY 2020-10-30 35030.95000000 N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779AZ6 114000.00000000 PA USD 114285.00000000 0.001447582970 Long DBT CORP US N 2 2025-02-01 Fixed 5.62500000 N N N N N N N/A N/A 00C7W19D8 1008.00000000 NC USD 4097520.00000000 0.051900950883 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 75.00000000 USD 2020-10-16 XXXX 3594884.03000000 N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 487277.00000000 NS USD 31950752.89000000 0.404701979841 Long EC CORP US N 1 N N N N/A N/A 00C7RAT00 -47.00000000 NC USD -19740.00000000 -0.00025003533 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 600.00000000 USD 2020-10-16 XXXX 23393.96000000 N N N N/A N/A 00C730KH0 1043.00000000 NC USD 1564.50000000 0.000019816629 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 35.00000000 USD 2020-10-16 XXXX -186424.57000000 N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 262423.00000000 NS USD 26488977.62000000 0.335520784868 Long EC CORP US N 1 N N N N/A N/A N/A 244.00000000 NC 191371.82000000 0.002423997791 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2020-12-15 36451848.08000000 AUD 191371.82000000 N N N N/A N/A 00P7MTAF7 -539.00000000 NC USD -281627.50000000 -0.00356721505 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 180.00000000 USD 2021-01-15 XXXX 41753.93000000 N N N N/A N/A 00C7UWPD4 -165.00000000 NC USD -618750.00000000 -0.00783735365 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 560.00000000 USD 2020-11-20 XXXX -116977.24000000 N N N N/A N/A N/A -53.00000000 NC USD -62275.00000000 -0.00078880193 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1800.00000000 USD 2020-12-18 XXXX 50331.89000000 N N N Nevro Corp. 254900SH91I4BOYKUE38 64157F103 8928.00000000 NS USD 1243670.40000000 0.015752864255 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 30078.00000000 NS USD 654196.50000000 0.008286334274 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 442178.00000000 NS USD 26658911.62000000 0.337673242009 Long EC CORP US N 1 N N N Fortum OYJ 635400IUIZZIUJSAMF76 N/A 4955.00000000 NS 100181.08000000 0.001268936652 Long EC CORP FI N 2 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 58676.00000000 NS USD 15966913.12000000 0.202243789805 Long EC CORP US N 1 N N N Shenzhen Goodix Technology Co. Ltd. N/A N/A 1900.00000000 NS 44332.56000000 0.000561535274 Long EC CORP CN N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8650.93000000 -0.00010957640 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37937290.17000000 USD 50485470.00000000 CAD 2020-12-17 -8650.93000000 N N N N/A N/A N/A -44.00000000 NC USD -97680.00000000 -0.00123725689 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1280.00000000 USD 2020-11-20 XXXX 34008.75000000 N N N Uni-President Enterprises Corp. 254900DAXBDMVEXU5959 N/A 783000.00000000 NS 1695790.48000000 0.021479611670 Long EC CORP TW N 2 N N N iShares, Inc. 549300BPYHDEDI59G670 464287234 28334.00000000 NS USD 1249246.06000000 0.015823487963 Long RF US N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AG5 199000.00000000 PA USD 210780.80000000 0.002669840280 Long DBT CORP US N 2 2024-08-15 Fixed 6.75000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 80864.00000000 NS 5543469.19000000 0.070215965304 Long EC CORP DE N 2 N N N Amoy Diagnostics Co. Ltd. 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N/A N/A 7313543.00000000 PA 8317520.65000000 0.105353294365 Long LON CORP US N 3 2023-04-29 Variable 5.50000000 N N N N N N N/A N/A N/A -30299017.00000000 PA USD -1134873.37000000 -0.01437479427 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 1.23750000 USD 2021-02-08 XXXX -593705.98000000 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 4788.00000000 NS 59770.23000000 0.000757075443 Long EC CORP GB N 2 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 21505693.00000000 NS 28504306.77000000 0.361047810783 Long EC CORP GB N 2 N N N Hengan International Group Co. Ltd. N/A N/A 21000.00000000 NS 153721.47000000 0.001947102262 Long EC CORP KY N 2 N N N N/A N/A 00C7W1B03 -2016.00000000 NC USD -6688080.00000000 -0.08471409818 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. Apple, Inc. 100.00000000 82.50000000 USD 2020-10-16 XXXX -6208004.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1555.33000000 -0.00001970047 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 306000.00000000 CAD 228252.04000000 USD 2020-10-01 -1555.33000000 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 60379.00000000 NS 2878798.01000000 0.036464093920 Long EC CORP SE N 2 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 602145.00000000 NS USD 43270139.70000000 0.548078202253 Long EC CORP US N 1 N N N BIM Birlesik Magazalar A/S 7890001GCDJQD8DJKE29 N/A 5897.00000000 NS 52873.47000000 0.000669718114 Long EC CORP TR N 2 N N N Seagate Technology plc 396PBGKP6TE3O062MS44 N/A -85643.00000000 NS USD -4219630.61000000 -0.05344765639 Short EC CORP IE N 1 N N N Winnebago Industries, Inc. 549300B7OYKYJLTE3G11 974637100 1608.00000000 NS USD 83085.36000000 0.001052394909 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -50845.16000000 -0.00064402666 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 135026972.00000000 MXN 6030655.16000000 USD 2020-11-05 -50845.16000000 N N N N/A N/A 00C7A8D00 26.00000000 NC USD 631150.00000000 0.007994417391 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 3300.00000000 USD 2021-01-15 XXXX -22546.01000000 N N N N/A N/A 00C6GRPF8 -135.00000000 NC USD -64125.00000000 -0.00081223483 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Zoetis, Inc. Zoetis, Inc. 100.00000000 175.00000000 USD 2021-01-15 XXXX -21227.78000000 N N N N/A N/A 00C7BLND1 2459.00000000 NC USD 741388.50000000 0.009390745652 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 190.00000000 USD 2020-12-18 XXXX -877003.10000000 N N N N/A N/A N/A 359008616.00000000 PA USD -4573760.42000000 -0.05793321689 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2022-03-27 0.00000000 USD 0.00000000 USD 359008616.00000000 USD -4573760.42000000 N N N N/A N/A N/A -142.00000000 NC USD -709290.00000000 -0.00898417224 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Charter Communications, Inc. Charter Communications, Inc. 100.00000000 600.00000000 USD 2020-12-18 XXXX -499452.56000000 N N N N/A N/A N/A 37934000.00000000 PA 268055.16000000 0.003395301961 N/A DFE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Purchased N/A EUR Currency 1.00000000 1.21500000 EUR 2021-01-27 XXXX -252291.02000000 N N N N/A N/A 00P63UBT6 -135.00000000 NC USD -34087.50000000 -0.00043176693 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Zoetis, Inc. Zoetis, Inc. 100.00000000 140.00000000 USD 2021-01-15 XXXX 30409.24000000 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 23625.00000000 NS USD 5782218.75000000 0.073240069930 Long EC CORP US N 1 N N N N/A N/A 00P7UNB78 -70.00000000 NC USD -14840.00000000 -0.00018796982 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Union Pacific Corp. Union Pacific Corp. 100.00000000 190.00000000 USD 2020-10-16 XXXX 643.39000000 N N N N/A N/A N/A -4703.00000000 NC -762236.99000000 -0.00965482159 N/A DE GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Put Written EURO STOXX 50 INDEX Down-and-in barrier option; Barrier price EUR 2,200.00000 N/A 1.00000000 2600.00000000 EUR 2021-12-17 XXXX 88128.01000000 N N N Delta Air Lines, Inc. N/A 830867AA5 1951000.00000000 PA USD 2003389.01000000 0.025375786965 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N N/A N/A 00P7AUHN3 -365.00000000 NC USD -91250.00000000 -0.00115581175 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written LyondellBasell Industries NV LyondellBasell Industries NV 100.00000000 60.00000000 USD 2020-12-18 XXXX 17087.83000000 N N N N/A N/A N/A -2988.00000000 NC USD -4170712.17000000 -0.05282803439 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-12-18 -500788800.00000000 USD -4170712.17000000 N N N Credit Suisse Mortgage Capital Certificates N/A 126438AA8 1412000.00000000 PA USD 1456105.23000000 0.018443655192 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.25690000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CC2 1053000.00000000 PA USD 1053000.00000000 0.013337750951 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N N/A N/A N/A -244.00000000 NC USD -3660.00000000 -0.00004635913 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written L3Harris Technologies, Inc. L3Harris Technologies, Inc. 100.00000000 190.00000000 USD 2020-10-16 XXXX 33612.89000000 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A 464665.00000000 NS 46963929.15000000 0.594865328324 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 700394.15000000 0.008871493581 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25666028.20000000 USD 20433000.00000000 GBP 2020-10-08 700394.15000000 N N N N/A N/A 00P5K6W69 -331.00000000 NC USD -415405.00000000 -0.00526169841 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Autodesk, Inc. Autodesk, Inc. 100.00000000 210.00000000 USD 2021-01-15 XXXX 905.76000000 N N N Falabella SA 5493004CKJQ7H391LM41 N/A 924000.00000000 PA USD 994686.00000000 0.012599120743 Long DBT CORP CL N 2 2025-01-27 Fixed 4.37500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229AV8 262000.00000000 PA USD 273863.36000000 0.003468871121 Long DBT CORP US N 2 2023-04-01 Fixed 4.34999900 N N N N N N N/A N/A 00P72M4T1 3212.00000000 NC USD 85118.00000000 0.001078141201 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Silver Trust iShares Silver Trust 100.00000000 20.00000000 USD 2020-10-16 XXXX -290590.29000000 N N N N/A N/A 00P7A7RD5 -12.00000000 NC USD -19770.00000000 -0.00025041532 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2840.00000000 USD 2020-10-16 XXXX 28472.29000000 N N N Aptiv plc N/A N/A 325856.00000000 NS USD 29874478.08000000 0.378402989980 Long EC CORP JE N 1 N N N N/A N/A 00P7MTV15 -483.00000000 NC USD -49266.00000000 -0.00062402434 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 195.00000000 USD 2020-10-16 XXXX 180377.44000000 N N N Sanofi 549300E9PC51EN656011 N/A 389397.00000000 NS 39022191.47000000 0.494271862701 Long EC CORP FR N 2 N N N N/A N/A 00C7307S1 -655.00000000 NC USD -6550.00000000 -0.00008296511 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written VMware, Inc. VMware, Inc. 100.00000000 180.00000000 USD 2020-10-16 XXXX 296551.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 106235.14000000 0.001345619980 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 9831152.56000000 USD 166451244.00000000 ZAR 2020-10-01 106235.14000000 N N N N/A N/A 00C7TEMP2 -382.00000000 NC USD -233975.00000000 -0.00296362799 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 245.00000000 USD 2021-02-19 XXXX -26643.65000000 N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 63046.00000000 NS USD 4527333.26000000 0.057345150520 Long EC CORP US N 1 N N N Harvest CLO XVIII DAC 635400FOHHRBPKDLBO13 N/A 231000.00000000 PA 266311.07000000 0.003373210567 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 1.19999900 N N N N N N Palantir Technologies, Inc. 549300UVN46B3BBDHO85 69608A108 373485.20000000 NS USD 3548109.40000000 0.044941879892 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 163975.72000000 0.002076987004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40324796.41000000 USD 31354000.00000000 GBP 2021-01-14 163975.72000000 N N N N/A N/A 00C78MEB7 -514.00000000 NC USD -116935.00000000 -0.00148114901 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Edwards Lifesciences Corp. Edwards Lifesciences Corp. 100.00000000 85.00000000 USD 2020-11-20 XXXX -11752.73000000 N N N Voya Euro CLO II DAC 635400URG3IUW6R6W254 N/A 109000.00000000 PA 127407.86000000 0.001613802759 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 1.90000100 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCS7 800000.00000000 PA USD 804000.00000000 0.010183809843 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -2661.00000000 NC USD -357913.82000000 -0.00453349040 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2020-12-31 -587977054.69000000 USD -357913.82000000 N N N N/A N/A 00C7HCDQ7 433.00000000 NC USD 822267.00000000 0.010415187523 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 360.00000000 USD 2021-12-17 XXXX 260707.22000000 N N N Hindustan Unilever Ltd. 5493007IW5N37IKRPM32 N/A 4113.00000000 NS 115586.47000000 0.001464067948 Long EC CORP IN N 2 N N N FamilyMart Co. Ltd. 529900GD7JL8DBCSE791 N/A 4600.00000000 NS 103662.01000000 0.001313027609 Long EC CORP JP N 2 N N N N/A N/A N/A 8505669.00000000 PA USD 551601.49000000 0.006986821745 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-07-21 0.00000000 USD 0.00000000 USD 8505669.00000000 USD 551601.49000000 N N N Aqueduct European CLO DAC 549300HY2YH2ENUCCU61 N/A 250000.00000000 PA 292843.89000000 0.003709286678 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 1.80000000 N N N N N N AIMCO CLO N/A 00900GAE5 255948.00000000 PA USD 249990.35000000 0.003166485307 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.67288000 N N N N N N N/A N/A N/A -639.00000000 NC USD -4726826.61000000 -0.05987201910 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short NASDAQ 100 E-Mini Index US6311011026 2020-12-18 -145784655.00000000 USD -4726826.61000000 N N N N/A N/A N/A 41892739.00000000 PA USD 604710.11000000 0.007659518371 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased N/A Swaption 1.00000000 0.85000000 USD 2020-12-18 XXXX -1682580.11000000 N N N N/A N/A N/A -839.00000000 NC USD -124591.50000000 -0.00157812953 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Dow, Inc. Dow, Inc. 100.00000000 40.00000000 USD 2020-12-18 XXXX 6749.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 243819.86000000 0.003088327226 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44266000.54000000 USD 4689950000.00000000 JPY 2020-12-10 243819.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 18336.60000000 0.000232259263 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 566258000.00000000 INR 7660572.12000000 USD 2020-12-08 18336.60000000 N N N Restaurant Brands International, Inc. 5299009RXTX9DN9AKJ98 76131D103 2669.00000000 NS 153298.88000000 0.001941749556 Long EC CORP CA N 1 N N N N/A N/A N/A 16305533.78999999 PA 1016230.02000000 0.012872006568 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 ITRAXX.EUROPE.CROSSOVER.33-V3 ITRAXX.EUROPE.CROSSOVER.33-V3 Y Payout of notional amount upon default event with regard to the reference instrument 2025-06-20 222156.29000000 USD 0.00000000 USD 16305534.00000000 EUR 1016230.02000000 N N N Eisai Co. Ltd. 353800HDEE0ZYEX4QV91 N/A 700.00000000 NS 63932.63000000 0.000809798192 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4715.98000000 -0.00005973463 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 141002.71000000 USD 1271000.00000000 NOK 2020-12-11 -4715.98000000 N N N US Concrete, Inc. 549300J94Q38BL8BMH45 90333LAP7 112000.00000000 PA USD 115500.00000000 0.001462972682 Long DBT CORP US N 2 2024-06-01 Fixed 6.37500000 N N N N N N N/A N/A 00C7QU8W0 3077.00000000 NC USD 290776.50000000 0.003683100227 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bank of America Corp. Bank of America Corp. 100.00000000 27.00000000 USD 2021-01-15 XXXX -239192.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1735435.99000000 0.021981778753 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40539010.80000000 USD 32762000.00000000 GBP 2020-10-01 1735435.99000000 N N N N/A N/A N/A 10581000.00000000 PA USD -61157.98000000 -0.00077465328 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-09-25 0.00000000 USD 0.00000000 USD 10581000.00000000 USD -61157.98000000 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 50321.00000000 NS USD 10062690.37000000 0.127458364730 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1352772.24000000 0.017134795091 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1905980000.00000000 RUB 25784710.29000000 USD 2020-11-16 1352772.24000000 N N N N/A N/A N/A 11914547.00000000 PA USD 22510.99000000 0.000285133882 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A USD Currency 1.00000000 20.70000000 USD 2020-10-30 XXXX -126873.60000000 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CA8 196000.00000000 PA USD 208596.92000000 0.002642178317 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -547.30000000 -0.00000693233 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 123884.19000000 USD 12988989.00000000 JPY 2020-12-30 -547.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -818127.50000000 -0.01036275483 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 332902487.70000000 ZAR 19056647.89000000 USD 2020-10-01 -818127.50000000 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAB3 679000.00000000 PA USD 689931.90000000 0.008738974222 Long DBT CORP US N 2 2025-03-15 Fixed 5.37500000 N N N N N N N/A N/A N/A -59930000.00000000 PA -256249.95000000 -0.00324577209 N/A DIR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written N/A Swaption 1.00000000 -0.02100000 EUR 2022-04-08 XXXX 495020.10000000 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 93.00000000 NS USD 159093.24000000 0.002015143412 Long EC CORP US N 1 N N N OAK Hill European Credit Partners VI DAC 549300KDAJJQKITHIP59 N/A 160000.00000000 PA 183735.84000000 0.002327277184 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 1.19999900 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701KAC6 475000.00000000 PA USD 474994.73000000 0.006016487570 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 2.70513000 N N N N N N N/A N/A N/A -14834.00000000 NC -315551.38000000 -0.00399690951 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 1.00000000 375.00000000 EUR 2020-12-18 XXXX -67381.52000000 N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAE3 148000.00000000 PA USD 152986.86000000 0.001937797376 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 11406.00000000 NS 1246270.55000000 0.015785798874 Long EC CORP GB N 2 N N N Autobio Diagnostics Co. Ltd. 300300HTZSCUCA32U369 N/A 78200.00000000 NS 1864854.85000000 0.023621053704 Long EC CORP CN N 2 N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AP6 2866000.00000000 PA USD 2883912.50000000 0.036528876250 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N N/A N/A N/A 1624.00000000 NC USD 356468.00000000 0.004515177024 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 340.00000000 USD 2020-10-09 XXXX -28634.54000000 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 480601.00000000 NS USD 18363764.21000000 0.232603336726 Long EC CORP US N 1 N N N N/A N/A N/A 43636000.00000000 PA USD 292182.92000000 0.003700914548 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 34-V1 Markit CDX North American Investment Grade Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 0.00000000 USD 605174.25000000 USD 43636000.00000000 USD 292182.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 64797.96000000 0.000820758834 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16495229.22000000 USD 14090000.00000000 EUR 2021-01-08 64797.96000000 N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BS9 495000.00000000 PA USD 542658.60000000 0.006873547254 Long DBT CORP US N 2 2025-06-01 Fixed 8.62500000 N N N N N N N/A N/A 00C7UVZZ6 -445.00000000 NC USD -12682.50000000 -0.00016064200 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 160.00000000 USD 2020-11-20 XXXX 27261.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -1235203.99000000 -0.01564562506 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247261000.00000000 CNY 35181269.74000000 USD 2020-10-14 -1235203.99000000 N N N GoodRx Holdings, Inc. N/A 38246G108 39712.00000000 NS USD 2207987.20000000 0.027967315649 Long EC CORP US N 1 N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GAU1 140000.00000000 PA USD 143325.00000000 0.001815416101 Long DBT CORP AU N 2 2022-05-15 Fixed 4.75000000 N N N N N N Tupras Turkiye Petrol Rafinerileri A/S 789000RCNG97UV50EE03 N/A 23672.00000000 NS 242856.13000000 0.003076120208 Long EC CORP TR N 2 N N N N/A N/A N/A -181193000.00000000 PA USD -112511.41000000 -0.00142511791 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 0.48500000 USD 2020-11-25 XXXX 290643.02000000 N N N N/A N/A N/A 40837257.00000000 PA USD 1495312.94000000 0.018940276912 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-08-17 0.00000000 USD 0.00000000 USD 40837257.00000000 USD 1495312.94000000 N N N N/A N/A 00C7RMF33 361.00000000 NC USD 38085.50000000 0.000482407325 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 145.00000000 USD 2020-10-16 XXXX -164890.50000000 N N N N/A N/A N/A 58.00000000 NC USD 95410.00000000 0.001208504100 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Charter Communications, Inc. Charter Communications, Inc. 100.00000000 670.00000000 USD 2020-12-18 XXXX -14919.67000000 N N N N/A N/A N/A -399.00000000 NC USD -92368.50000000 -0.00116997915 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 40.00000000 USD 2020-12-18 XXXX -15856.26000000 N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CX9 1025000.00000000 PA USD 1135031.71000000 0.014376799877 Long DBT CORP US N 2 2026-05-15 Fixed 3.62500000 N N N N N N N/A N/A 00P8023X7 -677.00000000 NC USD -55175.50000000 -0.00069887661 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Merck & Co., Inc. Merck & Co., Inc. 100.00000000 70.00000000 USD 2020-12-18 XXXX -3097.51000000 N N N Inner Mongolia Yili Industrial Group Co. Ltd. 3003002Q2A863JPQFH06 N/A 242395.00000000 NS 1381591.65000000 0.017499834135 Long EC CORP CN N 2 N N N N/A N/A 00C6MVME8 5935.00000000 NC USD 575695.00000000 0.007292000507 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 350.00000000 USD 2020-10-16 XXXX -2176478.20000000 N N N AOA Mortgage Trust N/A 00183HAG6 1021816.00000000 PA USD 1014922.22000000 0.012855441411 Long ABS-MBS CORP US N 2 2029-12-13 Variable 3.11023100 N N N N N N Incyte Corp. 549300Z4WN6JVZ3T4680 45337C102 1127.00000000 NS USD 101136.98000000 0.001281044493 Long EC CORP US N 1 N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 140366.00000000 NS 6886794.17000000 0.087231097337 Long EC CORP CA N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 1284.00000000 NS USD 243330.84000000 0.003082133089 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 296384.85000000 0.003754138001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64491075.13000000 USD 6829650000.00000000 JPY 2020-11-12 296384.85000000 N N N Targa Resources Partners LP N/A 87612BBE1 96000.00000000 PA USD 96539.52000000 0.001222811087 Long DBT CORP US N 2 2027-02-01 Fixed 5.37500000 N N N N N N N/A N/A 00C7UWHK7 -489.00000000 NC USD -18826.50000000 -0.00023846454 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Merck & Co., Inc. Merck & Co., Inc. 100.00000000 95.00000000 USD 2020-11-20 XXXX 20709.24000000 N N N Avoca CLO XVII Designated Activity Co. 635400OUIIBSBWG9WH80 N/A 142000.00000000 PA 165973.92000000 0.002102297065 Long ABS-CBDO CORP IE N 2 2032-10-15 Floating 0.96000100 N N N N N N N/A N/A 00P75FD48 -716.00000000 NC USD -10024.00000000 -0.00012696829 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Applied Materials, Inc. Applied Materials, Inc. 100.00000000 47.50000000 USD 2020-10-16 XXXX 59973.65000000 N N N iShares Trust 549300S7IVD88MPK0066 464287556 10363.00000000 NS USD 1403253.83000000 0.017774216625 Long RF US N 1 N N N/A N/A N/A -38282809.00000000 PA USD -257067.51000000 -0.00325612766 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 1.40000000 USD 2021-09-15 XXXX 30819.21000000 N N N Guangzhou Baiyun International Airport Co. Ltd. 300300HCH80SKW83W383 N/A 1028700.00000000 NS 2071213.25000000 0.026234877964 Long EC CORP CN N 2 N N N Nexon Co. Ltd. 5299005SFO0GAJFLKN43 N/A 1200.00000000 NS 29932.53000000 0.000379138300 Long EC CORP JP N 2 N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 -17766.00000000 NS USD -2052328.32000000 -0.02599567331 Short EC CORP US N 1 N N N CrownRock LP N/A 228701AF5 217000.00000000 PA USD 204522.50000000 0.002590569961 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N Clear Creek CLO N/A 18452LAG3 250000.00000000 PA USD 247599.85000000 0.003136206206 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.47174800 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FK9 2278000.00000000 PA USD 2510466.48000000 0.031798648322 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N N/A N/A 00C71DCT7 -3080.00000000 NC USD -38500.00000000 -0.00048765756 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bank of America Corp. Bank of America Corp. 100.00000000 32.00000000 USD 2020-12-18 XXXX 117850.50000000 N N N C3.ai, Inc., Series E N/A N/A 180630.00000000 NS USD 959145.30000000 0.012148946949 Long EC CORP US Y 3 N N N N/A N/A 00C6BU8J7 -247.00000000 NC USD -118560.00000000 -0.00150173195 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard, Inc. Mastercard, Inc. 100.00000000 400.00000000 USD 2021-01-15 XXXX -17844.46000000 N N N N/A N/A N/A 142.00000000 NC USD 79520.00000000 0.001007234525 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Charter Communications, Inc. Charter Communications, Inc. 100.00000000 500.00000000 USD 2020-12-18 XXXX -281477.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 136188.54000000 0.001725022629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11561000.00000000 EUR 1444888115.00000000 JPY 2020-12-17 136188.54000000 N N N N/A N/A N/A -65200152.00000000 PA -2804.31000000 -0.00003552059 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A AUD Currency 1.00000000 69.50000000 AUD 2020-10-13 XXXX 266601.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -7464.53000000 -0.00009454894 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216221000.00000000 JPY 2043330.46000000 USD 2020-10-29 -7464.53000000 N N N Lamar Media Corp. N/A 513075BL4 126000.00000000 PA USD 130095.00000000 0.001647839230 Long DBT CORP US N 2 2026-02-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 123354.43000000 0.001562460271 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 6607274.00000000 EUR 7877902.34000000 USD 2020-11-19 123354.43000000 N N N Vertiv Holdings Co. N/A N/A 1714915.00000000 NS USD 29702327.80000000 0.376222460482 Long EC CORP US Y 2 N N N General Motors Co. 54930070NSV60J38I987 37045VAU4 1601000.00000000 PA USD 1949925.91000000 0.024698600344 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N Sandvik AB 5299008ZUAXN43LVZF54 N/A 6985.00000000 NS 136594.00000000 0.001730158360 Long EC CORP SE N 2 N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 33011.00000000 NS USD 3571460.09000000 0.045237649776 Long EC CORP US N 1 N N N N/A N/A N/A 61762000.00000000 PA USD 876663.79000000 0.011104200664 N/A DIR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Put Purchased N/A Swaption 1.00000000 1.14500000 USD 2020-10-26 XXXX -154761.61000000 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 N/A 8809.00000000 NS 1404471.42000000 0.017789639144 Long EC CORP FR N 2 N N N York CLO-6 Ltd. 254900V675MOVWK0HA08 98625NAA6 1093641.00000000 PA USD 1091030.59000000 0.013819462763 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 1.60774900 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 456000.00000000 PA USD 471960.00000000 0.005978048375 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N Financial Select Sector SPDR Fund 549300Y12KQ6ZG08NY28 81369Y605 279850.00000000 NS USD 6735989.50000000 0.085320940518 Long RF US N 1 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A 18796.00000000 NS USD 3416924.84000000 0.043280239826 Long EC CORP GB N 1 N N N N/A N/A N/A 14576102.98000000 PA USD 1767898.50000000 0.022392962869 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 N/A USGSCBBL8X.I Y 2021-01-25 0.00000000 USD 0.00000000 USD 14576102.98000000 USD 1767898.50000000 N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 1079.00000000 NS 49373.64000000 0.000625387762 Long EC CORP CA N 1 N N N N/A N/A N/A 12949000.00000000 PA USD 800672.38000000 0.010141660777 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-07-02 0.00000000 USD 0.00000000 USD 12949000.00000000 USD 800672.38000000 N N N Gulf Stream Meridian 1 Ltd. N/A 402563AA8 1742330.00000000 PA USD 1738907.19000000 0.022025746466 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 1.64499800 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7434.24000000 -0.00009416528 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1408000.00000000 GBP 1809378.56000000 USD 2020-10-01 -7434.24000000 N N N Hangzhou Robam Appliances Co. Ltd. N/A N/A 348500.00000000 NS 1688493.07000000 0.021387179536 Long EC CORP CN N 2 N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAN9 978000.00000000 PA USD 1005885.23000000 0.012740975008 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N N/A N/A 00C5JWED3 1547.00000000 NC USD 228956.00000000 0.002900055182 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Morgan Stanley Morgan Stanley 100.00000000 55.00000000 USD 2021-01-15 XXXX -254072.63000000 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 24130.00000000 NS USD 5832944.90000000 0.073882589166 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36258RBE2 1546717.00000000 PA USD 1641197.13000000 0.020788108815 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.73130000 N N N N N N N/A N/A 00C7EAWB6 -305.00000000 NC USD -31567.50000000 -0.00039984753 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lowe's Cos., Inc. Lowe's Cos., Inc. 100.00000000 175.00000000 USD 2020-10-16 XXXX 13499.59000000 N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 3403000.00000000 PA USD 3729096.32000000 0.047234338073 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BZ6 126000.00000000 PA USD 134820.00000000 0.001707688113 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N N/A N/A 00C7CMWL0 241.00000000 NC USD 43982.50000000 0.000557101264 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased PayPal Holdings, Inc. PayPal Holdings, Inc. 100.00000000 210.00000000 USD 2020-10-16 XXXX -112096.02000000 N N N N/A N/A N/A -602.00000000 NC USD -117992.00000000 -0.00149453742 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 250.00000000 USD 2020-12-31 XXXX 332752.26000000 N N N N/A N/A N/A -333818.00000000 NC USD -0.33000000 -0.00000000417 N/A DE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 203.00000000 USD 2020-09-30 XXXX 691002.93000000 N N N Singapore Telecommunications Ltd. 2549003XJKIQO8YDYD89 N/A 233800.00000000 NS 365913.92000000 0.004634823109 Long EC CORP SG N 2 N N N N/A N/A 00C7T1Y28 382.00000000 NC USD 601650.00000000 0.007620757702 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 215.00000000 USD 2021-02-19 XXXX 56445.96000000 N N N N/A N/A N/A 1267.00000000 NC USD 257834.50000000 0.003265842685 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Raytheon Technologies Corp. Raytheon Technologies Corp. 100.00000000 65.00000000 USD 2021-01-15 XXXX -403838.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 36314.28000000 0.000459972291 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1236739000.00000000 INR 16727382.16000000 USD 2020-12-08 36314.28000000 N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAA0 475000.00000000 PA USD 504782.50000000 0.006393792279 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N N/A N/A N/A -44726.00000000 NC USD -68097.12000000 -0.00086254741 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Written Union Pacific Corp. Union Pacific Corp. 1.00000000 227.50000000 USD 2020-11-20 XXXX -18460.21000000 N N N N/A N/A N/A 1666.00000000 NC USD 1093845.86000000 0.013855122184 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2020-12-21 266429843.75000000 USD 1093845.86000000 N N N N/A N/A 00P7UV7F7 -75.00000000 NC USD -21112.50000000 -0.00026742000 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NVIDIA Corp. NVIDIA Corp. 100.00000000 380.00000000 USD 2020-11-20 XXXX 55217.81000000 N N N Asymchem Laboratories Tianjin Co. Ltd. N/A N/A 50187.00000000 NS 1956253.42000000 0.024778747307 Long EC CORP CN N 2 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 108117.00000000 NS USD 25156663.56000000 0.318645121884 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 690613.00000000 NS USD 66485313.51000000 0.842131579825 Long EC CORP US N 1 N N N Simply Good Foods Co. (The) N/A 82900L102 105004.00000000 NS USD 2315338.20000000 0.029327069592 Long EC CORP US N 1 N N N Battalion CLO 18 Ltd. 549300WYAEH0STKIKE49 07134QAA4 449026.00000000 PA USD 449017.02000000 0.005687442721 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 0.00000000 N N N N N N N/A N/A N/A 44.00000000 NC USD 394900.00000000 0.005001973267 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 1480.00000000 USD 2020-11-20 XXXX 32971.83000000 N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 2860000.00000000 PA USD 2860000.00000000 0.036225990239 Long DBT CORP US N 2 2028-06-01 Fixed 7.62500000 N N N N N N N/A N/A 00C7RMGH1 -290.00000000 NC USD -4350.00000000 -0.00005509897 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walmart, Inc. Walmart, Inc. 100.00000000 155.00000000 USD 2020-10-16 XXXX 30381.84000000 N N N N/A N/A N/A 1266.00000000 NC USD 312069.00000000 0.003952800191 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Raytheon Technologies Corp. Raytheon Technologies Corp. 100.00000000 65.00000000 USD 2021-02-19 XXXX -336421.40000000 N N N Aier Eye Hospital Group Co. Ltd. N/A N/A 351063.00000000 NS 2670997.89000000 0.033832008214 Long EC CORP CN N 2 N N N N/A N/A N/A 240207999.00000000 PA 2505891.71000000 0.031740702317 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-07-09 0.00000000 USD 0.00000000 USD 240207999.00000000 CAD 2505891.71000000 N N N Lookout, Inc., Series F N/A N/A 863811.00000000 NS USD 9847445.40000000 0.124731979352 Long EP CORP US Y 3 N N N N/A N/A N/A 17492000.00000000 PA USD -9826.16000000 -0.00012446236 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-06-23 0.00000000 USD 0.00000000 USD 17492000.00000000 USD -9826.16000000 N N N N/A N/A N/A 4703.00000000 NC 835927.31000000 0.010588214885 N/A DE GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Call Purchased EURO STOXX 50 Price Index EU0009658145 1.00000000 3400.00000000 EUR 2021-12-17 XXXX -275664.47000000 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506101 256078.00000000 NS USD 31356751.10000000 0.397178097656 Long EC CORP US N 1 N N N/A N/A N/A -30150000.00000000 PA -122613.91000000 -0.00155308052 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Call Written N/A GBP Currency 1.00000000 1.36500000 GBP 2020-12-17 XXXX 33834.44000000 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 1491.00000000 NS USD 486379.11000000 0.006160687025 Long EC CORP US N 1 N N N Shinhan Financial Group Co. Ltd. 988400EB8A6G49E5KO54 N/A 4961.00000000 NS 116387.93000000 0.001474219586 Long EC CORP KR N 2 N N N N/A N/A 00C7UWHH4 1428.00000000 NC USD 219912.00000000 0.002785499987 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Merck & Co., Inc. Merck & Co., Inc. 100.00000000 87.50000000 USD 2020-11-20 XXXX -127803.08000000 N N N H&E Equipment Services, Inc. N/A 404030AH1 181000.00000000 PA USD 188692.50000000 0.002390060371 Long DBT CORP US N 2 2025-09-01 Fixed 5.62500000 N N N N N N N/A N/A N/A 65200152.00000000 PA 43720.17000000 0.000553778479 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A AUD Currency 1.00000000 73.00000000 AUD 2020-10-13 XXXX -638849.38000000 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 1904.00000000 NS USD 281830.08000000 0.003569781023 Long EC CORP US N 1 N N N Venus MedTech Hangzhou, Inc. N/A N/A 210000.00000000 NS 2241423.60000000 0.028390835474 Long EC CORP CN N 2 N N Mitsubishi Estate Co. Ltd. 353800KOFMRGOXSJ5Z65 N/A 257700.00000000 NS 3903538.88000000 0.049443902576 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 108557.23000000 0.001375032571 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 9828830.45000000 USD 166451243.70000000 ZAR 2020-10-01 108557.23000000 N N N WuXi AppTec Co. Ltd. 254900OEPQLZSPLN9175 N/A 78735.00000000 NS 1184260.15000000 0.015000348473 Long EC CORP CN N 2 N N N N/A N/A N/A 210.00000000 NC USD -121436.70000000 -0.00153816947 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index MXEF Index 2020-12-18 11429250.00000000 USD -121436.70000000 N N N Forestar Group, Inc. 549300BC2UB0GHV60V70 346232AD3 935000.00000000 PA USD 988762.50000000 0.012524091144 Long DBT CORP US N 2 2024-04-15 Fixed 8.00000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077M108 2266.00000000 NS 88849.73000000 0.001125408899 Long EC CORP CA N 1 N N N N/A N/A 00C5K6G20 -420.00000000 NC USD -107100.00000000 -0.00135657466 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Union Pacific Corp. Union Pacific Corp. 100.00000000 230.00000000 USD 2021-01-15 XXXX -45040.39000000 N N N N/A N/A N/A 1998497.00000000 PA 51714.39000000 0.000655036708 N/A DFE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased N/A EUR/AUD One-touch barrier option; Barrier price EUR 1.70000 1.00000000 1.70000000 EUR 2020-10-13 XXXX -269915.54000000 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 670695.00000000 NS USD 24466953.60000000 0.309908958849 Long EC CORP US N 1 N N N N/A N/A 00P6W8W78 -622.00000000 NC USD -216145.00000000 -0.00273778554 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Visa, Inc. Visa, Inc. 100.00000000 175.00000000 USD 2020-12-18 XXXX 109007.17000000 N N N China National Building Material Co. Ltd. 52990085PGF8YEPLBZ26 N/A 152000.00000000 NS 193715.83000000 0.002453688030 Long EC CORP CN N 2 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 4143.00000000 NS USD 1307075.07000000 0.016555975079 Long EC CORP US N 1 N N N Atrium XII 549300O252OCTN35RH57 04965CAL2 286579.00000000 PA USD 280931.12000000 0.003558394409 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 1.60774900 N N N N N N N/A N/A N/A 1.00000000 NC N/A 680871.21000000 0.008624207625 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 37181000.00000000 USD 3992849000.00000000 JPY 2020-10-08 680871.21000000 N N N N/A N/A N/A 29667.00000000 NC 522444.22000000 0.006617503221 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Call Purchased LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 1.00000000 415.00000000 EUR 2020-12-18 XXXX -63692.28000000 N N N N/A N/A N/A 564.00000000 NC 1637116.66000000 0.020736423827 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Republic of Italy Euro-BTP 2020-12-08 83235120.00000000 EUR 1637116.66000000 N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724AL0 1079000.00000000 PA USD 1138688.17000000 0.014423114172 Long DBT CORP US N 2 2027-07-01 Fixed 2.65000000 N N N N N N Madison Park Funding XVIII Ltd. N/A 55819BAL4 655558.00000000 PA USD 648596.56000000 0.008215403025 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 1.46138000 N N N N N N N/A N/A N/A -11914547.00000000 PA USD -190825.89000000 -0.00241708280 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A USD Currency 1.00000000 22.50000000 USD 2020-10-30 XXXX -146229.74000000 N N N Shea Homes LP N/A 82088KAG3 1967000.00000000 PA USD 1959623.75000000 0.024821437357 Long DBT CORP US N 2 2029-04-01 Fixed 4.75000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAW1 3269000.00000000 PA USD 3335033.80000000 0.042242972688 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N OCP Euro CLO DAC 635400KNK84TMOLEE581 N/A 268000.00000000 PA 311264.57000000 0.003942610935 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 1.35000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 3615.00000000 NS USD 196005.30000000 0.002482687442 Long EC CORP US N 1 N N N THG Holdings Ltd. 21380066N3SV9O8IDP37 N/A 3603079.00000000 NS 27811711.79000000 0.352275104844 Long EC CORP GB N 1 N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAK8 947000.00000000 PA USD 1059456.25000000 0.013419528591 Long DBT CORP NL N 2 2049-11-07 Fixed 3.70000000 N N N N N N RRE 2 Loan Management DAC N/A N/A 285000.00000000 PA 334384.56000000 0.004235458673 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 1.80000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 163860.00000000 NS USD 5874381.00000000 0.074407436633 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6087.48000000 -0.00007710664 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 202120000.00000000 JPY 1911264.27000000 USD 2020-11-12 -6087.48000000 N N N N/A N/A N/A -54814.00000000 NC USD -352433.19000000 -0.00446407038 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Written Capital One Financial Corp. Capital One Financial Corp. 1.00000000 70.00000000 USD 2020-11-20 XXXX -163324.89000000 N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 1788.00000000 NS 51414.18000000 0.000651234119 Long EC CORP ES N 2 N N N N/A N/A 00C7UQB67 -414.00000000 NC USD -16146.00000000 -0.00020451218 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written US Bancorp US Bancorp 100.00000000 42.50000000 USD 2020-11-20 XXXX 30537.36000000 N N N N/A N/A 00C7B3798 -257.00000000 NC USD -391282.50000000 -0.00495615245 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 320.00000000 USD 2020-12-18 XXXX -1226.51000000 N N N Nokia OYJ 549300A0JPRWG1KI7U06 N/A 315721.00000000 NS 1235687.33000000 0.015651747257 Long EC CORP FI N 2 N N N N/A N/A N/A 533.00000000 NC USD 53033.50000000 0.000671745123 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Dow, Inc. Dow, Inc. 100.00000000 52.50000000 USD 2020-11-20 XXXX -71057.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -590305.65000000 -0.00747706528 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 369282653.00000000 ZAR 21344584.30000000 USD 2020-11-13 -590305.65000000 N N N N/A N/A N/A 18355033.00000000 PA USD -239633.46000000 -0.00303530048 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-09-28 0.00000000 USD 0.00000000 USD 18355033.00000000 USD -239633.46000000 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 447.00000000 NS USD 94388.52000000 0.001195565595 Long EC CORP US N 1 N N N N/A N/A 00P73NNB6 1198.00000000 NC USD 401330.00000000 0.005083418413 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Exxon Mobil Corp. Exxon Mobil Corp. 100.00000000 37.50000000 USD 2020-10-16 XXXX 181809.92000000 N N N N/A N/A N/A -1267.00000000 NC USD -449151.50000000 -0.00568914610 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Raytheon Technologies Corp. Raytheon Technologies Corp. 100.00000000 55.00000000 USD 2021-01-15 XXXX -96281.75000000 N N N Dominican Republic N/A N/A 976000.00000000 PA USD 1037000.00000000 0.013135088069 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N Albertsons Cos., Inc. N/A 013092AD3 149000.00000000 PA USD 151495.75000000 0.001918910335 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N Commercial Mortgage Trust N/A 12592RBF5 1407139.32050000 PA USD 1522984.88000000 0.019290781607 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.52800000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887CJ6 632000.00000000 PA USD 681555.70000000 0.008632877669 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 1240000.00000000 PA USD 1325082.60000000 0.016784066200 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N N/A N/A N/A 2403225.00000000 PA USD 173250.00000000 0.002194459024 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 S&P 500 Annual Dividend Index Futures Dec21 S&P 500 Annual Dividend Index Futures Dec21 Y 2021-12-17 0.00000000 USD 0.00000000 USD 2403225.00000000 USD 173250.00000000 N N N N/A N/A N/A 311786.00000000 NS USD 3.12000000 0.000000039519 N/A DE US N 3 HCCO N/A Call Purchased HCCO HCCO 2.00000000 10.00000000 USD 2020-11-15 XXXX 3.12000000 N N N N/A N/A N/A 74370.00000000 NC USD 225712.95000000 0.002858977315 N/A DE GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Put Purchased DR Horton, Inc. DR Horton, Inc. 1.00000000 70.00000000 USD 2020-11-20 XXXX -40092.87000000 N N N ALM XVIII Ltd. 549300OB3NG2PMZ54Z49 00165KAL0 259100.00000000 PA USD 254083.12000000 0.003218326092 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 1.92499900 N N N N N N N/A N/A N/A 838.00000000 NC USD 137432.00000000 0.001740772828 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 290.00000000 USD 2020-10-16 XXXX -753434.10000000 N N N ResMed, Inc. 529900T3QE5253CCXF22 761152107 16491.00000000 NS USD 2827052.13000000 0.035808658345 Long EC CORP US N 1 N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 112472.00000000 NS USD 13060248.64000000 0.165426727189 Long EC CORP CH N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCX6 290000.00000000 PA USD 299340.90000000 0.003791580602 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BY8 890000.00000000 PA USD 907453.57000000 0.011494197262 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N N/A N/A 00C7A11D0 -429.00000000 NC USD -54697.50000000 -0.00069282206 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Agilent Technologies, Inc. Agilent Technologies, Inc. 100.00000000 110.00000000 USD 2020-11-20 XXXX 5702.38000000 N N N N/A N/A 00C71DCS9 -3053.00000000 NC USD -74798.50000000 -0.00094742997 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bank of America Corp. Bank of America Corp. 100.00000000 30.00000000 USD 2020-12-18 XXXX 119869.52000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HS2 12424048.00000000 PA USD 5155979.92000000 0.065307859530 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12499900 Y N N N N N ALM Ltd. N/A 00166FAG1 251866.00000000 PA USD 251669.17000000 0.003187749963 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.12500100 N N N N N N Sumitomo Electric Industries Ltd. 5493005SP87FL5TOS202 N/A 3000.00000000 NS 33771.97000000 0.000427770299 Long EC CORP JP N 2 N N N N/A N/A N/A 12078588.00000000 PA USD 1998.04000000 0.000025308034 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Purchased N/A USD Currency 1.00000000 5.25000000 USD 2020-10-08 XXXX -209123.60000000 N N N Ping An Insurance Group Co. of China Ltd. 529900M9MC28JLN35U89 N/A 156400.00000000 NS 1765638.18000000 0.022364332683 Long EC CORP CN N 2 N N N N/A N/A N/A 602.00000000 NC USD 539994.00000000 0.006839796284 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 350.00000000 USD 2020-12-31 XXXX 147948.24000000 N N N CIFC Funding Ltd. 254900JEH56UBUEZJW15 12551JAC0 492219.00000000 PA USD 489912.95000000 0.006205448162 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 1.51350100 N N N N N N Safran SA 969500UIC89GT3UL7L24 N/A 335621.00000000 NS 33020788.83000000 0.418255515337 Long EC CORP FR N 2 N N N Guangzhou Automobile Group Co. Ltd. 5299005KY9BJO3ZE6A37 N/A 1168000.00000000 NS 979822.25000000 0.012410850092 Long EC CORP CN N 2 N N N Citigroup Commercial Mortgage Trust N/A 17327GAY0 699000.00000000 PA USD 839999.27000000 0.010639792082 Long ABS-MBS CORP US N 2 2051-11-10 Fixed 4.41200000 N N N N N N N/A N/A N/A -150491.00000000 NC USD -121924.80000000 -0.00154435196 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 192.00000000 USD 2020-11-20 XXXX 85752.78000000 N N N Elmwood CLO V Ltd. N/A 29003BAA9 1000000.00000000 PA USD 999925.90000000 0.012665491571 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 2.02288000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 154483.00000000 NS USD 42901473.93000000 0.543408523027 Long EC CORP US N 1 N N N Hangzhou Hikvision Digital Technology Co. Ltd. 3003000T24CMHQ382Y71 N/A 778300.00000000 NS 4398211.37000000 0.055709637119 Long EC CORP CN N 2 N N N N/A N/A N/A 8465000.00000000 PA USD -36818.00000000 -0.00046635262 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-09-29 0.00000000 USD 0.00000000 USD 8465000.00000000 USD -36818.00000000 N N N N/A N/A N/A -75245.00000000 NC USD -99953.95000000 -0.00126605972 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 165.00000000 USD 2020-11-20 XXXX 39249.30000000 N N N Centrais Eletricas Brasileiras SA 254900I8KYDELP4B4Z08 N/A 7242.00000000 NS 39292.68000000 0.000497697986 Long EC CORP BR N 1 N N N N/A N/A N/A -53.00000000 NC USD -198220.00000000 -0.00251073978 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1300.00000000 USD 2020-12-18 XXXX 242.61000000 N N N N/A N/A N/A 74.00000000 NC USD 1189550.00000000 0.015067351989 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 1560.00000000 USD 2021-01-15 XXXX 342395.62000000 N N N N/A N/A N/A 4201183.00000000 PA 156165.20000000 0.001978055598 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Purchased N/A AUD/JPY One-touch barrier option; Barrier price AUD 70.00000 1.00000000 70.00000000 AUD 2020-11-12 XXXX -369364.98000000 N N N Apidos CLO XV 549300HXW2GBYSKFE344 03764QBC5 620000.00000000 PA USD 616020.72000000 0.007802783423 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.28175100 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 44756000.00000000 PA 54641565.82000000 0.692113576951 Long DBT NUSS ES N 2 2029-10-31 Fixed 0.60000000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 N/A 1012000.00000000 PA USD 1098657.56000000 0.013916069246 Long DBT NUSS CL N 2 2047-09-14 Fixed 4.50000000 N N N N N N OPENDOOR N/A BRTW6T2Q0 7953600.00000000 PA USD 7953600.00000000 0.100743718870 Long LON CORP US N 3 2100-12-31 Variable 9.99999736 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 42325000.00000000 PA 50229358.77000000 0.636226664528 Long DBT NUSS IT N 2 2030-08-01 Fixed 0.95000000 N N N N N N N/A N/A 00C6Z2J10 187.00000000 NC USD 605412.50000000 0.007668415145 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alibaba Group Holding Ltd. Alibaba Group Holding Ltd. 100.00000000 270.00000000 USD 2020-11-20 XXXX 236059.23000000 N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753U106 43236.00000000 NS USD 1304430.12000000 0.016522473005 Long EC CORP US N 1 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 194074.00000000 NS USD 24080701.92000000 0.305016528923 Long EC CORP US N 1 N N N N/A N/A 00C72CXF5 -2105.00000000 NC USD -1326150.00000000 -0.01679758634 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Comcast Corp. Comcast Corp. 100.00000000 40.00000000 USD 2020-10-16 XXXX -1103304.32000000 N N N Yonyou Network Technology Co. Ltd. 30030017NBX3U80ANB35 N/A 197414.00000000 NS 1117374.27000000 0.014153143146 Long EC CORP CN N 2 N N N Reynolds Group Issuer, Inc. N/A 761735AT6 456000.00000000 PA USD 461700.00000000 0.005848090801 Long DBT CORP US N 2 2023-07-15 Fixed 5.12500000 N N N N N N N/A N/A N/A -37172.00000000 NC -11563.70000000 -0.00014647079 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Put Written Sanofi Sanofi 1.00000000 80.00000000 EUR 2020-10-16 XXXX 29365.24000000 N N N N/A N/A 00C6Z2N07 -1547.00000000 NC USD -68068.00000000 -0.00086217856 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Morgan Stanley Morgan Stanley 100.00000000 62.50000000 USD 2021-01-15 XXXX 92451.74000000 N N N N/A N/A N/A -1603.00000000 NC USD -31258.50000000 -0.00039593360 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Citigroup, Inc. Citigroup, Inc. 100.00000000 60.00000000 USD 2020-12-18 XXXX 176748.99000000 N N N N/A N/A 00C6JWM26 -325.00000000 NC USD -126750.00000000 -0.00160547002 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 320.00000000 USD 2021-01-15 XXXX 50767.15000000 N N N Consumer Discretionary Select Sector SPDR Fund 549300CD2I087Y919K79 81369Y407 65637.00000000 NS USD 9647326.26000000 0.122197184242 Long RF US N 1 N N JBS SA 529900RM0MTMZL9O5050 N/A 278966.00000000 NS 1027761.63000000 0.013018070901 Long EC CORP BR N 1 N N N Twilio, Inc. 5493004W8TRGD63APX93 90138F102 10569.00000000 NS USD 2611494.21000000 0.033078309007 Long EC CORP US N 1 N N N N/A N/A N/A 4323000.00000000 PA USD -50682.80000000 -0.00064197014 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-09-28 0.00000000 USD 0.00000000 USD 4323000.00000000 USD -50682.80000000 N N N N/A N/A N/A 237.00000000 NC USD 178061.80000000 0.002255407352 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-Mini Index US1248351090 2020-12-18 17827140.00000000 USD 178061.80000000 N N N N/A N/A 00P76V5L3 -3080.00000000 NC USD -315700.00000000 -0.00399879199 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Bank of America Corp. Bank of America Corp. 100.00000000 22.00000000 USD 2020-12-18 XXXX -36152.23000000 N N N N/A N/A N/A -956.00000000 NC USD -162998.00000000 -0.00206460278 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 219.00000000 USD 2020-11-20 XXXX 294690.52000000 N N N N/A N/A N/A -533.00000000 NC USD -49569.00000000 -0.00062786227 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Dow, Inc. Dow, Inc. 100.00000000 40.00000000 USD 2020-11-20 XXXX 13267.29000000 N N N KB Financial Group, Inc. 529900TKE4MXG3Q6GW86 N/A 2256.00000000 NS 72643.19000000 0.000920129892 Long EC CORP KR N 2 N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336YAN3 1082000.00000000 PA USD 1102071.10000000 0.013959306612 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBS7 2198000.00000000 PA USD 2609415.02000000 0.033051973092 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Inspur Electronic Information Industry Co. Ltd. 3003002K6ZLEBRGRI729 N/A 179300.00000000 NS 808329.30000000 0.010238646619 Long EC CORP CN N 2 N N N Vedanta Ltd. 335800XDKX9KB5EMCO07 N/A 94708.00000000 NS 176662.19000000 0.002237679290 Long EC CORP IN N 2 N N N N/A N/A 00P7235F2 -128.00000000 NC USD -32960.00000000 -0.00041748553 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Netflix, Inc. Netflix, Inc. 100.00000000 350.00000000 USD 2020-11-20 XXXX 76830.99000000 N N N Brookfield Asset Management, Inc. C6J3FGIWG6MBDGTE8F80 112585104 3381.00000000 NS 111874.78000000 0.001417054086 Long EC CORP CA N 1 N N N China Galaxy Securities Co. Ltd. 3003008KFQXO06OK8582 N/A 130500.00000000 NS 73861.55000000 0.000935562164 Long EC CORP CN N 2 N N N N/A N/A 00C79M5N0 476.00000000 NC USD 87108.00000000 0.001103347397 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased T-Mobile US, Inc. T-Mobile US, Inc. 100.00000000 125.00000000 USD 2020-11-20 XXXX -12389.56000000 N N N Formosa Chemicals & Fibre Corp. 254900OJX8UZOAIVSU82 N/A 438000.00000000 NS 1031375.32000000 0.013063843453 Long EC CORP TW N 2 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 N/A 1924000.00000000 PA USD 2064091.25000000 0.026144667649 Long DBT NUSS MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N BlueMountain CLO Ltd. 549300NUS8PQQUZMPR50 09626QBC0 255965.00000000 PA USD 250910.89000000 0.003178145263 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.02174900 N N N N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 194365.00000000 NS USD 57893558.90000000 0.733304720159 Long EC CORP US N 1 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AN9 1880000.00000000 PA USD 2248478.87000000 0.028480200559 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N N/A N/A N/A -1267.00000000 NC USD -77920.50000000 -0.00098697457 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Raytheon Technologies Corp. Raytheon Technologies Corp. 100.00000000 75.00000000 USD 2021-01-15 XXXX 197980.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -135784.42000000 -0.00171990387 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18409257.93000000 USD 16814000.00000000 CHF 2020-11-06 -135784.42000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 348042.00000000 NS USD 15004090.62000000 0.190048265858 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 1452886.00000000 NS USD 168258727.66000000 2.131237421665 Long EC CORP US N 1 N N N N/A N/A 00C78KNK1 5069.00000000 NC USD 364968.00000000 0.004622841680 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bank of America Corp. Bank of America Corp. 100.00000000 27.00000000 USD 2020-12-18 XXXX -385338.95000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 933000.00000000 PA USD 998310.00000000 0.012645023886 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N GLP Capital LP N/A 361841AQ2 3024000.00000000 PA USD 3148074.72000000 0.039874868559 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 475000.00000000 PA USD 517417.50000000 0.006553832624 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N adidas AG 549300JSX0Z4CW0V5023 N/A 123908.00000000 NS 40015126.09000000 0.506848799712 Long EC CORP DE N 2 N N N N/A N/A 00C5K6LJ7 13.00000000 NC USD 1098207.50000000 0.013910368593 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2350.00000000 USD 2021-01-15 XXXX 792705.68000000 N N N Kunlun Energy Co. Ltd. 5299007GRIKP15GM4927 N/A 102000.00000000 NS 67352.86000000 0.000853120296 Long EC CORP BM N 2 N N N Palmer Square Loan Funding Ltd. N/A 69689PAC1 582512.00000000 PA USD 572419.11000000 0.007250506675 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 1.87175200 N N N N N N Gree Electric Appliances, Inc. of Zhuhai N/A N/A 158400.00000000 NS 1252134.29000000 0.015860071527 Long EC CORP CN N 2 N N N Sensata Technologies Holding plc 529900MS7KFYCY9MS037 N/A 9520.00000000 NS USD 410692.80000000 0.005202011665 Long EC CORP GB N 1 N N N Maeda Road Construction Co. Ltd. N/A N/A 27200.00000000 NS 498164.23000000 0.006309962424 Long EC CORP JP N 2 N N N N/A N/A 00C7AUZT4 365.00000000 NC USD 147825.00000000 0.001872415037 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased LyondellBasell Industries NV LyondellBasell Industries NV 100.00000000 75.00000000 USD 2020-12-18 XXXX -50738.28000000 N N N N/A N/A N/A -151410.00000000 NC USD -9841.65000000 -0.00012465857 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 197.00000000 USD 2020-10-16 XXXX 387003.96000000 N N N N/A N/A N/A 15075000.00000000 PA 239627.96000000 0.003035230818 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Call Purchased N/A GBP Currency 1.00000000 1.31500000 GBP 2020-12-17 XXXX -50583.73000000 N N N iShares Trust 549300FCCXHK7O37PQ68 464288513 1755582.00000000 NS USD 147293329.80000000 1.865680674026 Long RF US N 1 N N N N/A N/A N/A 103607.00000000 NC USD 53028.24000000 0.000671678498 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares Up-and-out barrier option; Barrier price USD 226.53000 N/A 1.00000000 198.21000000 USD 2020-12-18 XXXX -95616.72000000 N N N N/A N/A 00C795K26 358.00000000 NC USD 3580.00000000 0.000045345819 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR EURO STOXX 50 ETF SPDR EURO STOXX 50 ETF 100.00000000 41.00000000 USD 2020-11-20 XXXX -14763.49000000 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 12287.00000000 NS 317417.52000000 0.004020546846 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 133430.41000000 0.001690086968 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 20030076.22000000 USD 2125000000.00000000 JPY 2020-12-03 133430.41000000 N N N Nan Ya Plastics Corp. 254900L66RP14M9UOM28 N/A 531000.00000000 NS 1097631.03000000 0.013903066776 Long EC CORP TW N 2 N N N Orange SA 969500MCOONR8990S771 N/A 14031.00000000 NS 146140.71000000 0.001851081095 Long EC CORP FR N 2 N N N N/A N/A N/A -29026475.00000000 PA USD -41334.49000000 -0.00052356043 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 0.51000000 USD 2020-11-19 XXXX 153723.42000000 N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BM1 295000.00000000 PA USD 315654.06000000 0.003998210103 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N N/A N/A N/A -24.00000000 NC USD 14820.53000000 0.000187723208 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2020-12-21 -4230750.00000000 USD 14820.53000000 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 6570000.00000000 PA USD 7525754.46000000 0.095324443221 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N United Overseas Bank Ltd. IO66REGK3RCBAMA8HR66 N/A 279400.00000000 NS 3935961.97000000 0.049854587380 Long EC CORP SG N 2 N N N N/A N/A N/A -242.00000000 NC USD -44286.00000000 -0.00056094552 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 210.00000000 USD 2021-01-15 XXXX 4539.87000000 N N N Subaru Corp. 549300N244BVAEE6HH86 N/A 582864.00000000 NS 11315054.32000000 0.143321345230 Long EC CORP JP N 2 N N N/A N/A N/A 119080.00000000 NC USD 108115.11000000 0.001369432489 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Purchased Boston Scientific Corp. Boston Scientific Corp. 1.00000000 41.00000000 USD 2020-11-20 XXXX -133986.44000000 N N N N/A N/A 00C7A11E8 -1184.00000000 NC USD -74000.00000000 -0.00093731583 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Agilent Technologies, Inc. Agilent Technologies, Inc. 100.00000000 115.00000000 USD 2020-11-20 XXXX 19254.83000000 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 N/A 29332.00000000 NS 287893.27000000 0.003646579996 Long EC CORP BR N 1 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 465000.00000000 PA USD 491156.25000000 0.006221196335 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N Thai Beverage PCL 529900VZFHQZ684D8L07 N/A 1152100.00000000 NS 512601.58000000 0.006492832109 Long EC CORP TH N 2 N N N Japan 353800WZS8AXZXFUC241 N/A 5329400000.00000000 PA 50534131.82000000 0.640087051078 Long STIV NUSS JP N 2 2020-10-12 None 0.00000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBH1 1876000.00000000 PA USD 2003961.96000000 0.025383044197 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N N/A N/A 00C7UW0J8 645.00000000 NC USD 178020.00000000 0.002254877895 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 150.00000000 USD 2020-11-20 XXXX 4788.29000000 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AM4 1927000.00000000 PA USD 2046813.15000000 0.025925815802 Long DBT CORP US N 2 2043-06-15 Variable 5.62500000 N N N N N N MTN Group Ltd. 2549009JD6Q6XHZS5E05 N/A 72474.00000000 NS 243160.14000000 0.003079970929 Long EC CORP ZA N 2 N N N/A N/A 000000000 -1745880.00000000 NS USD 83233.47999999 0.001054271060 N/A DE N/A N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Custom Equity Basket N/A N/A Suzano SA 187768.57000000 USD 15127.79000000 USD Xcel Energy, Inc. 238291.53000000 USD 345.30000000 USD Magazine Luiza SA 174144.05000000 USD 5531.55000000 USD Vodacom Group Ltd. 150545.27000000 USD 4381.88000000 USD Hapvida Participacoes e Investimentos SA 200953.36000000 USD 26135.52000000 USD National Bank of Canada 158203.52000000 USD 14747.75000000 USD Roper Technologies, Inc. 392344.23000000 USD -1151.88000000 USD Knorr-Bremse AG 76662.78000000 USD 6478.20000000 USD Marathon Petroleum Corp. 155854.08000000 USD 15882.88000000 USD China Southern Airlines Co. Ltd., Class H 266004.34000000 USD 26719.70000000 USD Tsingtao Brewery Co. Ltd., Class H 130926.69000000 USD -351.11000000 USD Swisscom AG (Registered) 245807.73000000 USD 7177.39000000 USD Dominion Energy, Inc. 384468.03000000 USD -3555.83000000 USD Mega Financial Holding Co. Ltd. 41501.84000000 USD 798.77000000 USD Aluminum Corp. of China Ltd., Class H 68060.85000000 USD 12413.61000000 USD NIO, Inc. 53601.72000000 USD -6519.09000000 USD AMOREPACIFIC Group 10057.00000000 USD -15.83000000 USD Intact Financial Corp. 53110.80000000 USD -292.50000000 USD Hormel Foods Corp. 181577.46000000 USD 5051.04000000 USD Link REIT 172901.54000000 USD -2387.48000000 USD Fox Corp., Class A 189717.11000000 USD -954.38000000 USD Samsung C&T Corp. 115858.80000000 USD 4918.45000000 USD Nippon Paint Holdings Co. Ltd. 267660.50000000 USD -45886.95000000 USD Schindler Holding AG 31938.69000000 USD 387.70000000 USD Welltower, Inc. 112163.24000000 USD 10098.56000000 USD ORIX Corp. 78688.71000000 USD 3771.52000000 USD Sydney Airport 153633.07000000 USD -6634.97000000 USD Capitec Bank Holdings Ltd. 145416.77000000 USD -17668.38000000 USD Canadian National Railway Co. 75721.46000000 USD -3177.26000000 USD Aena SME SA 116951.97000000 USD 7067.34000000 USD iQIYI, Inc. 293585.16000000 USD -17422.68000000 USD Ross Stores, Inc. 272961.00000000 USD 789.75000000 USD Twitter, Inc. 50151.50000000 USD -598.44000000 USD Lojas Americanas SA (Preference) 53165.88000000 USD 7916.46000000 USD Fast Retailing Co. Ltd. 377052.89000000 USD 2548.16000000 USD Great Wall Motor Co. Ltd., Class H 60591.81000000 USD -2749.73000000 USD Fox Corp., Class B 202670.62000000 USD -941.98000000 USD Credicorp Ltd. 201235.77000000 USD 6001.22000000 USD Tesco plc 147485.67000000 USD 6849.50000000 USD Kintetsu Group Holdings Co. Ltd. 55479.27000000 USD 1949.22000000 USD Shoprite Holdings Ltd. 93974.41000000 USD -6062.10000000 USD China Jinmao Holdings Group Ltd. 124715.58000000 USD 14592.49000000 USD Shandong Weigao Group Medical Polymer Co. Ltd., Class H 24009.86000000 USD 2278.57000000 USD Scentre Group 268485.68000000 USD 5256.82000000 USD Ferrovial SA 89461.62000000 USD 8423.50000000 USD Trane Technologies plc 38072.50000000 USD -1588.84000000 USD Transurban Group 215797.16000000 USD -220.45000000 USD SoftBank Group Corp. 173248.84000000 USD -18044.69000000 USD China Gas Holdings Ltd. 52655.28000000 USD 524.60000000 USD Shenzhou International Group Holdings Ltd. 124310.90000000 USD -7018.42000000 USD AmerisourceBergen Corp. 62513.40000000 USD -1006.20000000 USD Ramsay Health Care Ltd. 360356.20000000 USD -2087.51000000 USD Geely Automobile Holdings Ltd. 134403.41000000 USD 6853.09000000 USD Electricite de France SA 32841.80000000 USD -1448.15000000 USD Y 2023-02-08 0.00000000 USD 0.00000000 USD -1745880.00000000 USD 83233.48000000 N N N Okta, Inc. 549300N8J06I8MRHU620 679295105 25491.00000000 NS USD 5451250.35000000 0.069047881808 Long EC CORP US N 1 N N N N/A N/A N/A 3460.00000000 NS USD 71864.20000000 0.000910262869 N/A DE GB N 3 Neon Payments Ltd. N/A Call Purchased Neon Payment Ltd. Neon Payment Ltd. 1.00000000 1.00000000 USD 2021-10-08 XXXX 71863.85000000 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 10868000.00000000 PA 12532226.04000000 0.158738565806 Long DBT NUSS ES N 2 2050-10-31 Fixed 1.00000000 N N N N N N Nuvia, Inc., Series B N/A N/A 571317.00000000 NS USD 1832385.01000000 0.023209776743 Long EC CORP US Y 3 N N N Orazul Energy Egenor SCA N/A N/A 1035000.00000000 PA USD 1069672.50000000 0.013548932008 Long DBT CORP PE N 2 2027-04-28 Fixed 5.62500000 N N N N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 539481101 5357.00000000 NS 280532.92000000 0.003553350637 Long EC CORP CA N 1 N N N N/A N/A N/A 60130917.00000000 PA 172307.44000000 0.002182520153 N/A DFE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased N/A EUR Currency 1.00000000 1.65000000 EUR 2020-10-13 XXXX -556186.20000000 N N N N/A N/A 00C7SXR92 -1144.00000000 NC USD -49764.00000000 -0.00063033223 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Pfizer, Inc. Pfizer, Inc. 100.00000000 41.00000000 USD 2020-11-20 XXXX 16378.24000000 N N N N/A N/A 00C7AUXM1 119.00000000 NC USD 75862.50000000 0.000960907057 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased McDonald's Corp. McDonald's Corp. 100.00000000 230.00000000 USD 2020-12-18 XXXX -10336.94000000 N N N N/A N/A 00C6MVF06 1241.00000000 NC USD 662073.50000000 0.008386107744 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 350.00000000 USD 2020-11-20 XXXX 107156.83000000 N N N Hundsun Technologies, Inc. 3003003LS77D1DRDDE25 N/A 69924.00000000 NS 1021718.08000000 0.012941520697 Long EC CORP CN N 2 N N N N/A N/A 00P7EC1A4 -48.00000000 NC USD -131880.00000000 -0.00167044880 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2460.00000000 USD 2020-11-20 XXXX 148184.19000000 N N N Tempur Sealy International, Inc. 549300HFEKVR3US71V91 88023UAG6 112000.00000000 PA USD 116250.40000000 0.001472477571 Long DBT CORP US N 2 2026-06-15 Fixed 5.50000000 N N N N N N Park Avenue Institutional Advisers CLO Ltd. 549300SPM0J0RQRUOB94 700162AL4 268673.00000000 PA USD 267159.32000000 0.003383954866 Long ABS-CBDO CORP KY N 2 2031-08-23 Floating 2.05612900 N N N N N N N/A N/A N/A 2294.00000000 NC USD 1096236.50000000 0.013885403059 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2020-12-21 320084687.50000000 USD 1096236.50000000 N N N N/A N/A N/A -399544.00000000 PA USD -255712.80000000 -0.00323896832 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A USD/BRL One-touch barrier option; Barrier price USD 5.50000 1.00000000 5.50000000 USD 2020-11-13 XXXX -136636.30000000 N N N N/A N/A N/A 758.00000000 NC USD 637099.00000000 0.008069769984 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 269.00000000 USD 2020-10-02 XXXX 207963.47000000 N N N N/A N/A 00P5LR3G2 1874.00000000 NC USD 1471090.00000000 0.018633458734 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Walgreens Boots Alliance, Inc. Walgreens Boots Alliance, Inc. 100.00000000 42.50000000 USD 2021-01-15 XXXX 642340.30000000 N N N China Merchants Bank Co. Ltd. 549300MKO5B60FFIHF58 N/A 408500.00000000 NS 1938502.32000000 0.024553904239 Long EC CORP CN N 2 N N N N/A N/A N/A 54783000.00000000 PA USD -6023.07000000 -0.00007629079 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-08-27 0.00000000 USD 0.00000000 USD 54783000.00000000 USD -6023.07000000 N N N N/A N/A 00C7TS0Q3 -142.00000000 NC USD -179985.00000000 -0.00227976743 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 700.00000000 USD 2020-12-18 XXXX 340096.75000000 N N N Rakuten, Inc. 529900IMXUCQKUL1H943 N/A 14100.00000000 NS 152039.92000000 0.001925803027 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -17602.14000000 -0.00022295627 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 221241000.00000000 JPY 2080995.74000000 USD 2020-11-06 -17602.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -114357.78000000 -0.00144850483 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11718638.43000000 USD 9884000.00000000 EUR 2020-12-04 -114357.78000000 N N N Citigroup Commercial Mortgage Trust N/A 17322VAV8 1940244.00000000 PA USD 2100119.14000000 0.026601012401 Long ABS-MBS CORP US N 2 2047-07-10 Fixed 3.86300000 N N N N N N Meritor, Inc. 5LTG829X630QFHTFBO82 59001KAG5 982000.00000000 PA USD 1026190.00000000 0.012998163959 Long DBT CORP US N 2 2025-06-01 Fixed 6.25000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AQ0 2460000.00000000 PA USD 2307285.34000000 0.029225068603 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N N/A N/A 00C7T1SF6 -266.00000000 NC USD -209475.00000000 -0.00265330045 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard, Inc. Mastercard, Inc. 100.00000000 360.00000000 USD 2020-11-20 XXXX -31750.21000000 N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345AJ1 170000.00000000 PA USD 176764.30000000 0.002238972659 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABJ3 4873000.00000000 PA USD 5041654.53000000 0.063859764963 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 943.00000000 NS USD 197671.66000000 0.002503794274 Long EC CORP US N 1 N N N Dali Foods Group Co. Ltd. 52990093PPQC644N7T38 N/A 208500.00000000 NS 127694.99000000 0.001617439671 Long EC CORP KY N 2 N N N N/A N/A N/A 1417.00000000 NC USD 7085.00000000 0.000089741657 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 315.00000000 USD 2020-10-16 XXXX -827433.90000000 N N N N/A N/A 00C7SXR84 -3007.00000000 NC USD -181923.50000000 -0.00230432130 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Pfizer, Inc. Pfizer, Inc. 100.00000000 40.00000000 USD 2020-11-20 XXXX 183493.59000000 N N N Clark Equipment Co. 549300X1FKNY520VPF71 181396AE2 364000.00000000 PA USD 377195.00000000 0.004777714121 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N N/A N/A 00P7YUDX9 -711.00000000 NC USD -151087.50000000 -0.00191373926 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Southwest Airlines Co. Southwest Airlines Co. 100.00000000 35.00000000 USD 2020-11-20 XXXX -43883.21000000 N N N N/A N/A N/A 216.00000000 NC USD 207900.00000000 0.002633350828 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 180.00000000 USD 2021-01-15 XXXX 23383.57000000 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 4900.00000000 NS 22392.66000000 0.000283635063 Long EC CORP JP N 2 N N N American Express Co. R4PP93JZOLY261QX3811 025816BL2 3158000.00000000 PA USD 2856126.78000000 0.036176930369 Long DBT CORP US N 2 2020-12-15 Floating 3.53538000 N N N N N N N/A N/A 00P7D9GX6 -163.00000000 NC USD -125510.00000000 -0.00158976364 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written ResMed, Inc. ResMed, Inc. 100.00000000 160.00000000 USD 2021-01-15 XXXX 7312.27000000 N N N N/A N/A N/A 2116.00000000 NC USD 343850.00000000 0.004355352008 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 340.00000000 USD 2020-10-07 XXXX 14514.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 258632.16000000 0.003275946190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16485000.00000000 EUR 15198203.98000000 GBP 2020-12-17 258632.16000000 N N N Madison Park Funding XII Ltd. N/A 55818PAN0 273182.00000000 PA USD 271591.45000000 0.003440094131 Long ABS-CBDO CORP KY N 2 2026-07-20 Floating 1.92174800 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 74214.00000000 PA 15024958.70000000 0.190312589936 Long DBT NUSS BR N 2 2027-01-01 Fixed 9.99999800 N N N N N N Yihai International Holding Ltd. 3003004D79NRTSL70K40 N/A 86000.00000000 NS 1350803.78000000 0.017109861730 Long EC CORP KY N 2 N N N N/A N/A N/A -241.00000000 NC USD -1325.50000000 -0.00001678935 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Chewy, Inc. Chewy, Inc. 100.00000000 35.00000000 USD 2020-10-16 XXXX 46777.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 232521.13000000 0.002945212652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10321344.67000000 USD 14053000.00000000 CAD 2020-10-01 232521.13000000 N N N Great Western Petroleum LLC N/A 39143GAA8 1212000.00000000 PA USD 705990.00000000 0.008942373024 Long DBT CORP US N 2 2021-09-30 Fixed 9.00000000 N N N N N N KraneShares CSI China Internet ETF 549300URDNVSGEWBN526 500767306 48809.00000000 NS USD 3327797.62000000 0.042151316119 Long RF US N 1 N N N/A N/A 00C7987G4 1184.00000000 NC USD 334480.00000000 0.004236667557 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Agilent Technologies, Inc. Agilent Technologies, Inc. 100.00000000 105.00000000 USD 2020-11-20 XXXX -64807.06000000 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 N/A 1049083.00000000 NS 13519036.46000000 0.171237931066 Long EC CORP HK N 2 N N N N/A N/A 00C7AQDY6 2089.00000000 NC USD 452268.50000000 0.005728627365 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Health Care Select Sector SPDR Fund Health Care Select Sector SPDR Fund 100.00000000 111.00000000 USD 2020-12-18 XXXX 84515.83000000 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 770226.00000000 NS USD 44318804.04000000 0.561361035870 Long EC CORP US N 1 N N N RR 10 Ltd. 549300NFQDCRHVS92J26 74988TAE7 650000.00000000 PA USD 651771.64000000 0.008255619954 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 3.25171100 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAA0 192000.00000000 PA USD 200400.00000000 0.002538352602 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N Shanghai International Airport Co. Ltd. 3003000CIJ7O6AOQF345 N/A 215990.00000000 NS 2201733.03000000 0.027888097641 Long EC CORP CN N 2 N N N Offcn Education Technology Co. Ltd. N/A N/A 13600.00000000 NS 65606.67000000 0.000831002303 Long EC CORP CN N 2 N N N N/A N/A 00P7HBBC8 -216.00000000 NC USD -353376.00000000 -0.00447601242 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 270.00000000 USD 2021-12-17 XXXX 55668.41000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148BAB4 5010000.00000000 PA USD 4923828.00000000 0.062367323451 Long DBT CORP US N 2 2020-10-30 Floating 4.16525000 N N N N N N JBS USA LUX SA N/A 466112AR0 652000.00000000 PA USD 670614.60000000 0.008494292990 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N 2020-09-30 BlackRock Variable Series Funds, Inc. Ann Frechette Ann Frechette Assistant Treasurer XXXX