0001752724-21-183162.txt : 20210824 0001752724-21-183162.hdr.sgml : 20210824 20210824155051 ACCESSION NUMBER: 0001752724-21-183162 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210824 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlackRock Variable Series Funds, Inc. CENTRAL INDEX KEY: 0000355916 IRS NUMBER: 133093080 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03290 FILM NUMBER: 211201875 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: FAM Variable Series Funds, Inc. DATE OF NAME CHANGE: 20050720 FORMER COMPANY: FORMER CONFORMED NAME: MERRILL LYNCH VARIABLE SERIES FUNDS INC DATE OF NAME CHANGE: 19920703 0000355916 S000002887 BlackRock Global Allocation V.I. Fund C000007938 Class I C000007939 Class II C000007940 Class III NPORT-P 1 primary_doc.xml NPORT-P false 0000355916 XXXXXXXX S000002887 C000007940 C000007938 C000007939 BlackRock Variable Series Funds, Inc. 811-03290 0000355916 5493007IJN5JRPJ1DF61 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Global Allocation V.I. Fund S000002887 3CU9FRQHZNVN4LV55I64 2021-12-31 2021-06-30 N 7914944392.22 155174208.52 7759770183.70 0.00000000 44268167.93 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 137178780.37000000 AUD BRL CAD CHF CNY CNY DKK EUR GBP HKD IDR INR JPY KRW MXN NOK NZD PLN RUB SAR SEK SGD THB TWD USD ZAR N Green Plains, Inc. 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N/A 68621XAE3 1710740.00000000 PA USD 1711817.77000000 0.022060160668 Long LON CORP US N 2 2028-06-02 Variable 3.50000000 N N N N N N N/A N/A 00P89R0F5 -305.00000000 NC USD -61762.50000000 -0.00079593207 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Illinois Tool Works, Inc. Illinois Tool Works, Inc. 100.00000000 200.00000000 USD 2021-09-17 XXXX 5769.18000000 N N N N/A N/A N/A -7217.00000000 NC -38136.07000000 -0.00049145875 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Call Written LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 1.00000000 715.00000000 EUR 2021-08-20 XXXX 18766.37000000 N N N Wuhan Raycus Fiber Laser Technologies Co. Ltd. N/A N/A 150486.00000000 NS 2651123.60000000 0.034164975730 Long EC CORP CN N 2 N N N N/A N/A N/A -51380281.00000000 PA USD -345685.02000000 -0.00445483579 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 1.85000000 USD 2021-11-26 XXXX 355076.01000000 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 24435.00000000 NS USD 3343196.70000000 0.043083707646 Long EC CORP US N 1 N N N Avoca CLO XVII DAC 635400OUIIBSBWG9WH80 N/A 250000.00000000 PA 297130.73000000 0.003829117653 Long ABS-CBDO CORP IE N 2 2032-10-15 Floating 1.69999920 N N N N N N Federal Home Loan Mortgage Corp. N/A 35564KCN7 1359059.00000000 PA USD 1359057.78000000 0.017514149875 Long ABS-MBS CORP US N 2 2033-08-25 Floating 3.01799880 N N N N N N SK, Inc. 988400GMME8AOAFMDK34 N/A 1542.00000000 NS 386497.05000000 0.004980779595 Long EC CORP KR N 2 N N N Western Digital Corp. 549300QQXOOYEF89IC56 95810DAR2 634704.44000000 PA USD 633796.81000000 0.008167726556 Long LON CORP US N 2 2023-04-29 Variable 1.84250000 N N N N N N N/A N/A N/A 3220.00000000 NC USD -460003.24000000 -0.00592805236 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2021-09-30 397292656.25000000 USD -460003.24000000 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FV5 1277000.00000000 PA USD 1370002.84000000 0.017655198640 Long DBT CORP US N 2 2061-05-20 Fixed 3.55000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35564KDX4 798000.00000000 PA USD 821768.51000000 0.010590114018 Long ABS-MBS CORP US N 2 2033-08-25 Floating 3.41799840 N N N N N N Thungela Resources Ltd. 213800EGYK3BN3SRIF27 N/A 540.00000000 NS 1486.49000000 0.000019156366 Long EC CORP ZA N 1 N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMUR1 19598466.30000000 PA USD 1030052.27000000 0.013274262582 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.93915360 N N N N N N Herens Midco SARL 222100BJH5XPZD1JHF79 N/A 3427000.00000000 PA 3976751.25000000 0.051248312203 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N Trestles CLO III Ltd. N/A 89532TAA4 870282.00000000 PA USD 871272.03000000 0.011228064870 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 1.51824960 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 24491.00000000 NS USD 1544892.28000000 0.019908995285 Long EC CORP US N 1 N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 06326BAA7 735000.00000000 PA USD 753999.75000000 0.009716779391 Long DBT CORP IL N 2 2031-01-29 Variable 3.27499920 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 199818.00000000 NS USD 34782319.26000000 0.448239038484 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 1193.00000000 NS USD 2913055.47000000 0.037540486393 Long EC CORP US N 1 N N N N/A N/A N/A 12016.00000000 NC 167581.66000000 0.002159621432 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Call Purchased adidas AG adidas AG 1.00000000 305.00000000 EUR 2021-07-16 XXXX 50215.99000000 N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 3329.00000000 NS 128529.93000000 0.001656362584 Long EC CORP JE N 2 N N N Neon Payments Ltd. N/A N/A 10380.00000000 NS USD 3876203.40000000 0.049952554112 Long EC CORP US N 3 N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 153974.00000000 NS USD 21713413.48000000 0.279820316400 Long EC CORP US N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 851.00000000 NS USD 180990.68000000 0.002332423199 Long EC CORP US N 1 N N N Atento Luxco 1 SA 549300MLFF3HYCZQTC48 04684LAC2 185000.00000000 PA USD 200933.13000000 0.002589421145 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N OHA Credit Funding 7 Ltd. N/A 67098WAA9 150000.00000000 PA USD 150053.33000000 0.001933734201 Long ABS-CBDO CORP KY N 2 2032-10-19 Floating 1.43975160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -524624.55000000 -0.00676082586 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18890327.88000000 USD 24483665.29000000 AUD 2021-08-20 -524624.55000000 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAK6 370000.00000000 PA USD 385262.50000000 0.004964869975 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N Signal Parent, Inc. N/A 82666KAB4 1740028.00000000 PA USD 1707402.48000000 0.022003260915 Long LON CORP US N 3 2028-04-03 Variable 4.25000000 N N N N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 2955.00000000 NS 99209.41000000 0.001278509642 Long EC CORP DE N 2 N N N COSCO SHIPPING Holdings Co. Ltd. 3003009XI0QGYYA29S17 N/A 22000.00000000 NS 55283.24000000 0.000712433985 Long EC CORP CN N 2 N N N Frontier Communications Holdings, LLC 549300ZCZ76HYCS0H445 35906EAQ3 1843396.00000000 PA USD 1843396.00000000 0.023755806632 Long LON CORP US N 2 2028-05-01 Variable 4.50000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 378949.00000000 NS USD 29588337.92000000 0.381304306951 Long EC CORP US N 1 N N Nevro Corp. 254900SH91I4BOYKUE38 64157F103 6996.00000000 NS USD 1159866.84000000 0.014947180297 Long EC CORP US N 1 N N N Knowlton Development Corp., Inc. N/A C4953EAF2 8189744.76000000 PA 9730411.85000000 0.125395618937 Long LON CORP CA N 2 2025-12-22 Variable 5.00000000 N N N N N N iShares Trust 549300S7IVD88MPK0066 464287556 5951.00000000 NS USD 973881.15000000 0.012550386505 Long RF US N 1 N N N/A N/A 00C8DXR47 183.00000000 NC USD 50325.00000000 0.000648537247 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased TE Connectivity Ltd. TE Connectivity Ltd. 100.00000000 145.00000000 USD 2021-10-15 XXXX -37948.45000000 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 132352.00000000 NS USD 38577960.96000000 0.497153395612 Long EC CORP US N 1 N N N Texas Capital Bank NA 38PG5GG0OEQK4QMSKE59 88225GAA6 3692000.00000000 PA USD 3692465.19000000 0.047584723549 Long ABS-MBS CORP US N 2 2024-09-30 Floating 4.64725080 N N N N N N N/A N/A N/A 79373.00000000 NC USD 369084.45000000 0.004756383775 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased DR Horton, Inc. DR Horton, Inc. 1.00000000 90.00000000 USD 2021-08-20 XXXX 67467.05000000 N N N GoerTek, Inc. 300300FEEFS8BQPXIV57 N/A 41500.00000000 NS 273895.32000000 0.003529683399 Long EC CORP CN N 2 N N N Crowdstrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 55626.00000000 NS USD 13979370.06000000 0.180151856679 Long EC CORP US N 1 N N N Republic of Peru 254900STKLK2DBJJZ530 715638DF6 456000.00000000 PA USD 463923.00000000 0.005978566233 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Luxembourg Life Fund N/A N/A 5581000.00000000 PA USD 5553095.00000000 0.071562621940 Long LON CORP US N 3 2038-01-01 Variable 9.45000000 N N N N N N Puma SE 529900GRZ2BQY5ZM9N49 N/A 156971.00000000 NS 18734638.97000000 0.241432910079 Long EC CORP DE N 2 N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385101 3756.00000000 NS 136350.44000000 0.001757145337 Long EC CORP CA N 1 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAM2 1814000.00000000 PA USD 1814000.00000000 0.023376980980 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 Madison Park Funding XXV Ltd. 254900B0583OW8RQ8N33 55820RAL6 288000.00000000 PA USD 288518.40000000 0.003718130732 Long ABS-CBDO CORP KY N 3 2029-04-25 Floating 1.74305160 N N N N N N N/A N/A 00P844FZ1 -60.00000000 NC USD -8850.00000000 -0.00011404976 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written RingCentral, Inc. RingCentral, Inc. 100.00000000 260.00000000 USD 2021-07-16 XXXX 18615.77000000 N N N United Mexican States 254900EGTWEU67VP6075 91087BAM2 3353000.00000000 PA USD 3273994.94000000 0.042191905977 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Joseph T Ryerson & Son, Inc. 54930086XMNNXPXPWJ34 48088LAB3 306000.00000000 PA USD 339660.00000000 0.004377191488 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N Oportun Issuance Trust N/A 68377GAC0 210000.00000000 PA USD 210521.93000000 0.002712991815 Long ABS-O CORP US N 2 2031-05-08 Fixed 3.65000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 2464000.00000000 PA USD 2305589.44000000 0.029712084062 Long DBT CORP US N 2 2028-06-01 Fixed 7.62500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAB8 3196000.00000000 PA USD 3315850.00000000 0.042731291281 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 1805000.00000000 NS 1057764.39000000 0.013631388107 Long EC CORP CN N 2 N N N Benefit Street Partners CLO II Ltd. 549300PVYNJC7QL0GC48 08179XBA2 610412.00000000 PA USD 609764.11000000 0.007858017641 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 1.63374840 N N N N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 90396.00000000 NS USD 14367540.24000000 0.185154197867 Long EC CORP CH N 1 N N N Sprott Private Resource Streaming & Royalty US LP N/A N/A 7219518.00000000 NS USD 8612884.97000000 0.110994072841 Long EC CORP CA N 3 N N N N/A N/A N/A 1.00000000 NC N/A 29268.54000000 0.000377183077 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 430137754.00000000 JPY 3902642.24000000 USD 2021-08-19 29268.54000000 N N N SambaNova Systems, Inc., Series C N/A N/A 75709.00000000 NS USD 7193869.18000000 0.092707245313 Long EC CORP US Y 3 N N N N/A N/A 00C8711V2 212.00000000 NC USD 217830.00000000 0.002807170764 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Zscaler, Inc. Zscaler, Inc. 100.00000000 220.00000000 USD 2021-08-20 XXXX 7741.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -58042.46000000 -0.00074799199 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18055115.19000000 USD 20340892778.00000000 KRW 2021-08-19 -58042.46000000 N N N BX Commercial Mortgage Trust N/A 12434AAA6 7459000.00000000 PA USD 7459000.00000000 0.096123980780 Long ABS-MBS CORP US N 3 2033-02-15 Floating 0.98287920 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAT7 1694000.00000000 PA USD 1911407.96000000 0.024632275373 Long DBT CORP US N 2 2025-01-15 Fixed 10.00000000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36264YAA8 490000.00000000 PA USD 490167.09000000 0.006316773285 Long ABS-MBS CORP US N 2 2026-05-15 Floating 1.22299920 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 67916.00000000 NS USD 5467238.00000000 0.070456184533 Long EC CORP US N 1 N N N Catskill Park CLO Ltd. 549300QY7L9WFVGWC115 149420AC5 312591.00000000 PA USD 312699.25000000 0.004029748853 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.53825120 N N N N N N Financial Select Sector SPDR Fund 549300Y12KQ6ZG08NY28 81369Y605 71435.00000000 NS USD 2620950.15000000 0.033776131096 Long RF US N 1 N N N N/A N/A N/A 8912044.00000000 PA USD -1751439.59000000 -0.02257076625 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-10-28 0.00000000 USD 0.00000000 USD 8912044.00000000 USD -1751439.59000000 N N N N/A N/A 00C8GME18 -300.00000000 NC USD -7950.00000000 -0.00010245148 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 41.00000000 USD 2021-07-16 XXXX 2254.53000000 N N N Avaya, Inc. N/A 05349UBD3 908777.00000000 PA USD 910621.82000000 0.011735164810 Long LON CORP US N 2 2027-12-15 Variable 4.07288000 N N N N N N N/A N/A N/A 40592.00000000 NC USD 464254.76000000 0.005982841617 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Purchased Autodesk, Inc. Autodesk, Inc. 1.00000000 295.00000000 USD 2021-09-17 XXXX -18790.04000000 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 49172.00000000 NS USD 39342517.20000000 0.507006216274 Long EC CORP US N 1 N N N Telenor ASA 549300IM1QSBY4SLPM26 N/A 24568.00000000 NS 414340.63000000 0.005339599243 Long EC CORP NO N 2 N N N Albertsons Cos., Inc. N/A 013092AG6 3960000.00000000 PA USD 3915450.00000000 0.050458324245 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 29450.00000000 NS USD 101312712.00000000 1.305614852007 Long EC CORP US N 1 N N N Liquid Telecommunications Financing plc 635400MXAVJRJJCWVI87 536333AB3 590000.00000000 PA USD 601615.63000000 0.007753008346 Long DBT CORP GB N 2 2026-09-04 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 704649.23000000 0.009080800246 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 184335000.00000000 NOK 22115919.86000000 USD 2021-07-22 704649.23000000 N N N Ovintiv, Inc. N/A 69047Q102 25402.00000000 NS USD 799400.94000000 0.010301863600 Long EC CORP US N 1 N N N Appian Corp. 529900NIARIFW7HGU386 03782L101 -56114.00000000 NS USD -7729703.50000000 -0.09961253126 Short EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. STACR REMIC Trust N/A 35566CBD6 743354.00000000 PA USD 748932.57000000 0.009651478745 Long ABS-MBS CORP US N 2 2050-12-25 Floating 3.01799880 N N N N N N N/A N/A N/A -1432.00000000 NC USD -180790.00000000 -0.00232983704 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Amazon.com, Inc. Amazon.com, Inc. 1.00000000 2800.00000000 USD 2022-06-17 XXXX 27408.48000000 N N N Benchmark Mortgage Trust N/A 08162RAF4 18312139.04000000 PA USD 1738629.56000000 0.022405683658 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.38578040 N N N N N N NBK Tier 1 Financing Ltd. 5493005X9UY5UCTPFR46 62879NAA5 978000.00000000 PA USD 981973.13000000 0.012654667686 Long DBT CORP AE N 2 2026-08-24 Variable 3.62499840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 29714.12000000 0.000382925258 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 436797068.00000000 JPY 3962355.81000000 USD 2021-07-29 29714.12000000 N N N Exo Imaging, Inc., Series C N/A N/A 465871.00000000 NS USD 2729072.32000000 0.035169499294 Long EC CORP US Y 3 N N N EQT AB 213800U7P9GOIRKCTB34 N/A 3197.00000000 NS 116133.56000000 0.001496610817 Long EC CORP SE N 2 N N N Sea Ltd. 529900OM6JLLW44YKI15 81141R100 14104.00000000 NS USD 3872958.40000000 0.049910735863 Long EC CORP KY N 1 N N N Azul Investments LLP 549300C6XNC8IDH04C74 05502FAC2 620000.00000000 PA USD 607600.00000000 0.007830128800 Long DBT CORP US N 2 2026-06-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 5271.00000000 NC 41875.59000000 0.000539649873 N/A DE GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased EURO STOXX 50 Price Index EU0009658145 1.00000000 4175.00000000 EUR 2021-07-16 XXXX -130801.42000000 N N N Beast Mortgage Trust N/A 05601PAL0 1773000.00000000 PA USD 1775832.01000000 0.022885110872 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.67288040 N N N N N N N/A N/A N/A 1.00000000 NC N/A 15678.06000000 0.000202042839 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4888258.81000000 EUR 5817053.89000000 USD 2021-08-13 15678.06000000 N N N Quicken Loans, Inc. 549300FGXN1K3HLB1R50 74840LAB8 140000.00000000 PA USD 147000.00000000 0.001894386000 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Sociedad Quimica y Minera de Chile SA TJ88LXZZW5PWIN93ZC81 833635105 4180.00000000 NS USD 197839.40000000 0.002549552310 Long EC CORP CL N 1 N N Dominican Republic N/A 25714PEF1 850000.00000000 PA USD 875500.00000000 0.011282550633 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAF8 600000.00000000 PA USD 648000.00000000 0.008350762775 Long DBT CORP ES N 2 2027-11-16 Variable 6.12500040 N N N N N N N/A N/A N/A -1105.00000000 NC USD -11781306.72000000 -0.15182545927 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short NASDAQ 100 E-Mini Index US6311011026 2021-09-17 -321532900.00000000 USD -11781306.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 934619.10000000 0.012044417268 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 25553650.00000000 EUR 31247192.32000000 USD 2021-07-21 934619.10000000 N N N CrownRock LP N/A 228701AF5 163000.00000000 PA USD 168705.00000000 0.002174097892 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N N/A N/A N/A 26037390.00000000 PA 1046303.91000000 0.013483697135 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased N/A Swaption 1.00000000 0.52000000 EUR 2021-12-09 XXXX -258307.73000000 N N N Vale SA 254900SMTWBX7RU2SR20 N/A 8832.00000000 NS 200725.66000000 0.002586747484 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 93375.36000000 0.001203326358 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4434000.00000000 USD 22717155.60000000 BRL 2021-09-10 93375.36000000 N N N N/A N/A N/A -36387998.00000000 PA USD -37113.70000000 -0.00047828349 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written N/A USD Currency 1.00000000 13.25000000 USD 2021-08-26 XXXX 198644.14000000 N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAA0 333000.00000000 PA USD 377022.07000000 0.004858675722 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AP6 2469000.00000000 PA USD 2447396.25000000 0.031539545528 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N N/A N/A N/A -5244.00000000 NC -2651.94000000 -0.00003417549 N/A DE GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Call Written Kose Corp. Kose Corp. 1.00000000 19925.42790000 JPY 2021-08-13 XXXX 2667.56000000 N N N Hellenic Republic 2138003EKTMKZ5598902 N/A 12617000.00000000 PA 16509748.80000000 0.212760795863 Long DBT NUSS GR N 2 2027-04-22 Fixed 2.00000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAE3 148000.00000000 PA USD 151951.60000000 0.001958197168 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 143992.00000000 NS 5730043.07000000 0.073842948107 Long EC CORP GB N 2 N N N Highland Transcend Partners I Corp. N/A N/A 272414.00000000 NS USD 2729588.28000000 0.035176148460 Long EC CORP KY N 1 N N N N/A N/A N/A 277054030.00000000 PA -326975.21000000 -0.00421372285 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2023-03-03 0.00000000 USD 0.00000000 USD 277054030.00000000 MXN -326975.21000000 N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 413000.00000000 PA USD 422705.50000000 0.005447397152 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N N/A N/A 00C8KZPE4 655.00000000 NC USD 383175.00000000 0.004937968405 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Diamondback Energy, Inc. Diamondback Energy, Inc. 100.00000000 115.00000000 USD 2021-12-17 XXXX 21461.27000000 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAN1 3004000.00000000 PA USD 3041550.00000000 0.039196392779 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 966.00000000 NS 89438.38000000 0.001152590577 Long EC CORP CA N 1 N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680R206 8906.00000000 NS USD 2587905.48000000 0.033350285108 Long EC CORP US N 1 N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 93802.00000000 NS USD 11314397.24000000 0.145808406333 Long EC CORP US N 1 N N N AccessLex Institute 635400C9RW3TYNTIJP57 00432CDJ7 965865.06690000 PA USD 953159.69000000 0.012283349473 Long ABS-O CORP US N 2 2036-05-25 Floating 0.44700120 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4122.84000000 -0.00005313095 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2134045.76000000 USD 13812044.40000000 CNY 2021-08-06 -4122.84000000 N N N N/A N/A N/A 145.00000000 NC USD 8700.00000000 0.000112116722 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lions Gate Entertainment Corp. Lions Gate Entertainment Corp. 100.00000000 21.00000000 USD 2021-07-16 XXXX 265.97000000 N N N SMB Private Education Loan Trust N/A 83208AAG8 190000.00000000 PA USD 190000.00000000 0.002448526122 Long ABS-O CORP US N 3 2053-01-15 Fixed 3.93000000 N N N N N N BX Trust N/A 05606FAL7 2801000.00000000 PA USD 2996845.36000000 0.038620284996 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545560 N N N N N N N/A N/A N/A 1.00000000 NC N/A 730473.39000000 0.009413595669 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 20247000.00000000 CHF 22620450.80000000 USD 2021-07-14 730473.39000000 N N N N/A N/A N/A 553.00000000 NC USD 121520.42000000 0.001566031172 N/A DO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 4567.729 and 10 year swap is above or at 1.7 US78378X1072 1.00000000 4567.73000000 USD 2021-10-15 XXXX -139284.33000000 N N N TICP CLO XII Ltd. N/A 87250FAC4 380000.00000000 PA USD 379260.03000000 0.004887516266 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 1.83375000 N N N N N N N/A N/A N/A 12682263.00000000 PA USD 94001.89000000 0.001211400438 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-02-22 0.00000000 USD 0.00000000 USD 12682263.00000000 USD 94001.89000000 N N N Flatiron CLO 19 Ltd. N/A 33883JAB7 250000.00000000 PA USD 250247.40000000 0.003224933136 Long ABS-CBDO CORP KY N 2 2032-11-16 Floating 1.47588120 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 3943564.00000000 NS 52348254.92000000 0.674610892858 Long EC CORP NL N 2 N N N Lendmark Funding Trust N/A 52607MAD1 640000.00000000 PA USD 652050.18000000 0.008402957362 Long ABS-O CORP US N 2 2031-11-20 Fixed 5.05000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 2930.00000000 NS USD 1064849.90000000 0.013722698930 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTZS9 4476040.85660000 PA USD 571728.73000000 0.007367856475 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.81451160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -505301.27000000 -0.00651180715 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 28877341.39000000 USD 3151494000.00000000 JPY 2021-07-21 -505301.27000000 N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 522000.00000000 PA USD 548752.50000000 0.007071762268 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 1433.00000000 NS USD 464592.93000000 0.005987199607 Long EC CORP US N 1 N N N N/A N/A N/A 9223099.00000000 PA USD 1164985.43000000 0.015013143461 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-12-30 0.00000000 USD 0.00000000 USD 9223099.00000000 USD 1164985.43000000 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 50900.00000000 NS 213311.85000000 0.002748945457 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 34867.57000000 0.000449337663 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 511186183.00000000 JPY 4636693.90000000 USD 2021-07-15 34867.57000000 N N N N/A N/A 00C8721P3 -369.00000000 NC USD -35055.00000000 -0.00045175306 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Global Payments, Inc. Global Payments, Inc. 100.00000000 230.00000000 USD 2021-08-20 XXXX 41610.00000000 N N N WIN Waste Innovations Holdings, Inc. 549300DJBUN7Z75R2S83 38723BAJ0 591782.00000000 PA USD 590302.55000000 0.007607216915 Long LON CORP US N 2 2028-03-24 Variable 3.25000000 N N N N N N N/A N/A N/A 5271.00000000 NC 278753.94000000 0.003592296336 N/A DE GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased EURO STOXX 50 Price Index EU0009658145 1.00000000 4300.00000000 EUR 2021-11-19 XXXX -157943.72000000 N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 N/A 565200.00000000 PA USD 591799.73000000 0.007626511043 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N Benchmark Mortgage Trust N/A 08163DAE7 1670000.00000000 PA USD 1746699.26000000 0.022509677717 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.57700000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 1756352.41000000 PA USD 1760005.62000000 0.022681156507 Long LON CORP US N 2 2028-02-01 Variable 4.50000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 891160509 2719.00000000 NS 190544.96000000 0.002455549010 Long EC CORP CA N 1 N N N BANK N/A 06650AAJ6 542340.00000000 PA USD 594549.44000000 0.007661946500 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.06199880 N N N N N N Summit Materials LLC N/A 86614RAN7 163000.00000000 PA USD 173176.09000000 0.002231716737 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N Sony Group Corp. 529900R5WX9N2OI2N910 N/A 72300.00000000 NS 7010733.17000000 0.090347175290 Long EC CORP JP N 2 N N N N/A N/A 00C8Q7551 1794.00000000 NC USD 391092.00000000 0.005039994622 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 45.00000000 USD 2021-08-20 XXXX 144383.88000000 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 517844.00000000 NS USD 34602336.08000000 0.445919598916 Long EC CORP US N 1 N N N Novatek Microelectronics Corp. N/A N/A 24000.00000000 NS 428953.74000000 0.005527918093 Long EC CORP TW N 2 N N N N/A N/A N/A 32.00000000 NC USD 29600.00000000 0.000381454595 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 2600.00000000 USD 2021-07-16 XXXX -80071.51000000 N N N SPDR Bloomberg Barclays High Yield Bond ETF 549300NCLW2248PN7J24 78468R622 48027.00000000 NS USD 5281048.92000000 0.068056769659 Long RF US N 1 N N Flatiron CLO 21 Ltd. N/A 33883PAC1 1000000.00000000 PA USD 1000000.00000000 0.012886979592 Long ABS-CBDO CORP KY N 3 2034-07-19 Floating 1.25724960 N N N N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 1651.00000000 NS 353096.94000000 0.004550353059 Long EC CORP AU N 2 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 N/A 394600.00000000 NS 11188424.66000000 0.144185000265 Long EC CORP KY N 2 N N N N/A N/A 00C8Q3JQ9 249.00000000 NC USD 35856.00000000 0.000462075540 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P Oil & Gas Exploration & Production ETF SPDR S&P Oil & Gas Exploration & Production ETF 100.00000000 102.00000000 USD 2021-07-16 XXXX -7777.44000000 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 391.00000000 NS USD 89742.32000000 0.001156507446 Long EC CORP US N 1 N N N N/A N/A N/A 45.00000000 NC 177256.01000000 0.002284294583 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany EUR Currency 2021-09-08 9145800.00000000 EUR 177256.01000000 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 676.00000000 NS USD 181411.36000000 0.002337844494 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 13224.00000000 NS USD 3434669.52000000 0.044262516011 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6876.95000000 0.000088623114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2596948.20000000 GBP 3599593.80000000 USD 2021-08-05 6876.95000000 N N N Continuum Energy Levanter Pte. Ltd. 254900MFSMO37F3WJ232 21218MAB1 500000.00000000 PA USD 511968.75000000 0.006597730833 Long DBT CORP SG N 2 2027-02-09 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -173388.08000000 -0.00223444864 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 33807008.63000000 USD 3736332000.00000000 JPY 2021-07-09 -173388.08000000 N N N Romark WM-R Ltd. N/A 77587AAC0 247404.46150000 PA USD 247357.73000000 0.003187694018 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.21825080 N N N N N N N/A N/A N/A 1105.00000000 NC USD 635375.00000000 0.008188064658 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 260.00000000 USD 2021-07-16 XXXX 163778.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 29776.12000000 0.000383724250 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 436797068.00000000 JPY 3962140.88000000 USD 2021-07-21 29776.12000000 N N N Adyen NV 724500973ODKK3IFQ447 N/A 9133.00000000 NS 22397140.15000000 0.288631488043 Long EC CORP NL N 2 N N N N/A N/A N/A -5098.00000000 NC USD -3543.16000000 -0.00004566063 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Intuitive Surgical, Inc. Intuitive Surgical, Inc. 1.00000000 760.00000000 USD 2021-08-20 XXXX 75601.76000000 N N N Redstone HoldCo 2 LP N/A 75774EAG0 2981207.74000000 PA USD 2971280.32000000 0.038290828847 Long LON CORP US N 2 2028-04-27 Variable 5.50000000 N N N N N N Anadolu Efes Biracilik ve Malt Sanayii A/S 7890006LGARYVIPOJX03 032523AB8 281000.00000000 PA USD 281351.25000000 0.003625767817 Long DBT CORP TR N 2 2028-06-29 Fixed 3.37500000 N N N N N N VICI Properties LP N/A 92564RAC9 1105000.00000000 PA USD 1126812.70000000 0.014521212269 Long DBT CORP US N 2 2025-02-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1638.00000000 NC USD 74529.00000000 0.000960453702 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust 1 Invesco QQQ Trust 1 100.00000000 325.00000000 USD 2021-07-16 XXXX -1085488.24000000 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BC5 1240000.00000000 PA USD 1395496.00000000 0.017983728473 Long DBT CORP PA N 2 2023-04-01 Fixed 11.50000000 N N N N N N Gracie Point International Funding N/A 38411EAC6 550000.00000000 PA USD 549999.84000000 0.007087836713 Long ABS-O CORP KY N 2 2023-11-01 Floating 2.51038080 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAK8 490000.00000000 PA USD 485296.00000000 0.006253999648 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N Meituan 21380033K525E5JLIA77 N/A 34100.00000000 NS 1406664.72000000 0.018127659540 Long EC CORP KY N 2 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 52785.00000000 NS USD 132296101.20000000 1.704897156334 Long EC CORP US N 1 N N N Goodman Group N/A N/A 8673.00000000 NS 137256.12000000 0.001768816817 Long EC CORP AU N 2 N N N BANK N/A 06540RAE4 700000.00000000 PA USD 777483.07000000 0.010019408456 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.53800000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 164000.00000000 PA USD 171740.80000000 0.002213220184 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N PetroChina Co. 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LCZ7XYGSLJUHFXXNXD88 Y 2051-01-07 0.00000000 USD 0.00000000 USD 21903731.00000000 USD 1705046.06000000 N N N Madison Park Funding XII Ltd. 254900PB1ZVJO7PYBX29 55818PAN0 68538.44000000 PA USD 68554.87000000 0.000883465210 Long ABS-CBDO CORP KY N 2 2026-07-20 Floating 1.83825000 N N N N N N N/A N/A N/A 263.00000000 NC USD 428032.50000000 0.005516046092 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Caesars Entertainment, Inc. Caesars Entertainment, Inc. 100.00000000 100.00000000 USD 2022-01-21 XXXX 10918.52000000 N N N Muthoot Finance Ltd. 335800HAMJMBFL4RRF02 62828L2A0 997000.00000000 PA USD 1032393.50000000 0.013304433965 Long DBT CORP IN N 2 2022-10-31 Fixed 6.12500000 N N N N N N China Steel Corp. 529900D3N7UIJMVJ9120 N/A 73000.00000000 NS 103671.24000000 0.001336009154 Long EC CORP TW N 2 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 405000.00000000 PA USD 426768.75000000 0.005499760171 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N N/A N/A 00P7V0RM7 -23.00000000 NC USD -26565.00000000 -0.00034234261 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 2800.00000000 USD 2021-08-20 XXXX 68759.37000000 N N N TPGI Trust N/A 87267HAS6 1181423.00000000 PA USD 1181420.99000000 0.015224948188 Long ABS-MBS CORP US N 2 2026-06-15 Floating 3.09999960 N N N N N N N/A N/A N/A 90780.00000000 NS USD 52652.40000000 0.000678530404 N/A DE KY N 3 Crown PropTech Acquisitions N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 1.00000000 USD 2026-02-01 XXXX -83517.60000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 8144491.00000000 NS 13650411.38000000 0.175912572883 Long EC CORP GB N 2 N N N Voya Euro CLO II DAC 635400URG3IUW6R6W254 N/A 109000.00000000 PA 129190.40000000 0.001664874048 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 1.90000080 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAD9 1984000.00000000 PA USD 2106273.92000000 0.027143509023 Long DBT CORP US N 2 2028-08-01 Fixed 5.37500000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626P403 3169.00000000 NS 116447.20000000 0.001500652690 Long EC CORP CA N 1 N N N BBK BSC 549300MCPF5HTBF8ZR90 N/A 585000.00000000 PA USD 614176.88000000 0.007914884918 Long DBT CORP BH N 2 2024-07-09 Fixed 5.50000000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAC9 410000.00000000 PA USD 422812.50000000 0.005448776058 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N Dryden Senior Loan Fund N/A 26246GAA1 160000.00000000 PA USD 160000.00000000 0.002061916734 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 0.00000000 N N N N N N Party City Holdings, Inc. 5493005PYM1JS6EZN307 702150AG8 525000.00000000 PA USD 560437.50000000 0.007222346625 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 986000.00000000 PA USD 1006952.50000000 0.012976576318 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N Corp. 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International 4PQUHN3JPFGFNF3BB653 13448356.49000000 USD 11108732.00000000 EUR 2021-07-23 -270255.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 33265.92000000 0.000428697232 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 487499166.00000000 JPY 4422918.52000000 USD 2021-08-12 33265.92000000 N N N Lotte Chemical Corp. 988400TPNFJZDPI94Y56 N/A 455.00000000 NS 106035.06000000 0.001366471654 Long EC CORP KR N 2 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 10148.00000000 NS USD 388769.88000000 0.005010069509 Long EC CORP US N 1 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 16605.00000000 NS 187436.39000000 0.002415488932 Long EC CORP SE N 2 N N N JPMCC Commercial Mortgage Securities Trust N/A 48128YAW1 1512000.00000000 PA USD 1727298.67000000 0.022259662710 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.02910000 N N N N N N Federal Home Loan Mortgage Corp. 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LCZ7XYGSLJUHFXXNXD88 Y 2023-02-28 0.00000000 USD 0.00000000 USD 277141154.00000000 MXN -342912.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -44021.77000000 -0.00056730765 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2982426.25000000 USD 43000621620.00000000 IDR 2021-08-11 -44021.77000000 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A 194945.00000000 NS 24138261.52000000 0.311069283607 Long EC CORP NL N 2 N N N Leviathan Bond Ltd. 254900D9T8VKYVQNZ220 N/A 781393.00000000 PA USD 814524.06000000 0.010496754938 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N N/A N/A N/A -757.00000000 NC -83029.18000000 -0.00106999534 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written Daimler AG Daimler AG 100.00000000 70.00000000 EUR 2021-08-20 XXXX -4379.21000000 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 14618.00000000 NS USD 572440.88000000 0.007377033938 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 154155.00000000 NS 9674712.89000000 0.124677827576 Long EC CORP FR N 2 N N N Dominican Republic N/A 25714PED6 1436000.00000000 PA USD 1465438.00000000 0.018885069600 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N N/A N/A N/A 4718027.00000000 PA USD -43541.09000000 -0.00056111313 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2031-05-28 0.00000000 USD 0.00000000 USD 4718027.00000000 USD -43541.09000000 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CE0 136000.00000000 PA USD 144840.00000000 0.001866550124 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N N/A N/A 00P8TND43 -638.00000000 NC USD -68904.00000000 -0.00088796444 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 32.00000000 USD 2021-09-17 XXXX 9863.39000000 N N N Zscaler, Inc. 529900MZ0RTK1BWRNF46 98980G102 33955.00000000 NS USD 7336317.30000000 0.094542971329 Long EC CORP US N 1 N N N N/A N/A N/A 27639619.00000000 PA 1175352.52000000 0.015146743939 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased N/A Swaption 1.00000000 0.49000000 EUR 2021-11-24 XXXX -285839.53000000 N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAM4 1288000.00000000 PA USD 1315692.00000000 0.016955295954 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 1302000.00000000 PA USD 1412279.40000000 0.018200015806 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N N/A N/A 00C83YS11 53.00000000 NC USD 84137.50000000 0.001084278245 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Twilio, Inc. Twilio, Inc. 100.00000000 390.00000000 USD 2021-07-16 XXXX -32315.94000000 N N N Pitney Bowes, Inc. 549300N2O26NW4ST6W55 724479AP5 1634000.00000000 PA USD 1725912.50000000 0.022241799165 Long DBT CORP US N 2 2027-03-15 Fixed 6.87500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BD8 4803000.00000000 PA USD 4712271.33000000 0.060726944464 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Jawbone Health Hub, Inc. N/A N/A 301223.00000000 NS USD 3.01000000 0.000000038789 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -333.73000000 -0.00000430077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 712838.78000000 AUD 534392.78000000 USD 2021-08-26 -333.73000000 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 N/A 3135000.00000000 NS 67521732.28000000 0.870151185944 Long EC CORP TW N 2 N N N N/A N/A N/A 1.00000000 NC N/A -132754.82000000 -0.00171080865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3990810.41000000 USD 5143136.93000000 AUD 2021-08-26 -132754.82000000 N N N Shopify, Inc. 549300HGQ43STJLLP808 82509L107 243.00000000 NS 355378.68000000 0.004579757796 Long EC CORP CA N 1 N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAD7 670000.00000000 PA USD 705175.00000000 0.009087575834 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N China Resources Power Holdings Co. Ltd. 529900K60FC0AI053735 N/A 134000.00000000 NS 183055.70000000 0.002359035070 Long EC CORP HK N 2 N N N Bright Horizons Family Solutions, Inc. 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N/A 98082EAB0 535988.00000000 PA USD 535543.13000000 0.006901533387 Long LON CORP US N 2 2027-12-21 Variable 4.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 4202902.00000000 PA 22263478.63000000 0.286908994763 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N N/A N/A N/A 69777394.00000000 PA USD -119970.54000000 -0.00154605790 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2031-04-07 0.00000000 USD 0.00000000 USD 69777394.00000000 USD -119970.54000000 N N N N/A N/A 00C7HTGM6 1767.00000000 NC USD 472672.50000000 0.006091320861 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 45.00000000 USD 2021-09-17 XXXX 100552.35000000 N N N N/A N/A N/A -32.00000000 NC USD -3360.00000000 -0.00004330025 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. 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N/A 69338CAH4 1812170.31000000 PA USD 1786129.42000000 0.023017813385 Long LON CORP US N 2 2025-06-23 Variable 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -125.44000000 -0.00000161654 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3393436.01000000 AUD 2545361.04000000 USD 2021-08-20 -125.44000000 N N N Nidec Corp. 353800IF171MZTNL6Y31 N/A 1400.00000000 NS 160986.33000000 0.002074627549 Long EC CORP JP N 2 N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABH8 1064642.00000000 PA USD 1147633.40000000 0.014789528205 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.18799880 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 3732.00000000 NS 393762.73000000 0.005074412265 Long EC CORP CA N 1 N N N BX Trust N/A 05608VAN6 1650000.00000000 PA USD 1660262.67000000 0.021395771146 Long ABS-MBS CORP US N 2 2034-01-15 Floating 3.07288080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 22902.52000000 0.000295144307 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 124636841.90000000 CNY 19166141.30000000 USD 2021-09-30 22902.52000000 N N N SambaNova Systems, Inc. N/A N/A 24092.00000000 NS USD 2289221.84000000 0.029501155134 Long EC CORP US Y 3 N N N N/A N/A 00P8Q2S46 -173.00000000 NC USD -1730.00000000 -0.00002229447 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR Bloomberg Barclays High Yield Bond ETF SPDR Bloomberg Barclays High Yield Bond ETF 100.00000000 105.00000000 USD 2021-07-16 XXXX 3289.62000000 N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AY7 1176000.00000000 PA USD 1193985.83000000 0.015386871024 Long DBT CORP AU N 2 2031-05-21 Fixed 2.99000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEF5 631000.00000000 PA USD 673130.15000000 0.008674614506 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N Liberty Media Corp.-Liberty SiriusXM N/A 531229409 267645.00000000 NS USD 12466904.10000000 0.160660738718 Long EC CORP US N 1 N N N/A N/A N/A 2001.00000000 NC USD 7003.50000000 0.000090253961 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 410.00000000 USD 2021-07-02 XXXX -1159191.58000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 1624000.00000000 PA USD 1780614.50000000 0.022946742723 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N Great Western Petroleum LLC N/A 39143GAD2 401000.00000000 PA USD 398995.00000000 0.005141840422 Long DBT CORP US N 2 2025-09-01 Fixed 12.00000000 N N N N N N N/A N/A N/A -14593853.00000000 PA USD -152509.73000000 -0.00196538977 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.60000000 USD 2022-04-20 XXXX 293815.60000000 N N N Rockford Tower Europe CLO DAC 635400J1BXSISHD5XN53 N/A 207000.00000000 PA 245157.45000000 0.003159339055 Long ABS-CBDO CORP IE N 2 2031-12-20 Floating 1.85000040 N N N N N N N/A N/A N/A -8959.00000000 NC -2535.75000000 -0.00003267815 N/A DE GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Call Written Sony Group Corp. Sony Group Corp. 1.00000000 11765.39730000 JPY 2021-07-08 XXXX 3486.23000000 N N N Whitebox CLO II Ltd. 549300C89ZJ5IWOT1F21 96466CAE8 300000.00000000 PA USD 301140.12000000 0.003880786580 Long ABS-CBDO CORP KY N 2 2031-10-24 Floating 2.42574840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 239.97000000 0.000003092488 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 4990537.84000000 USD 38747154.60000000 HKD 2021-08-05 239.97000000 N N N XP, Inc. 5493008KDA8NBZRJST80 98379XAA2 246000.00000000 PA USD 243540.00000000 0.003138495009 Long DBT CORP KY N 2 2026-07-01 Fixed 3.25000000 N N N N N N Trinitas CLO XIV Ltd. 549300095MXHZZMH2053 89641QAG5 343138.00000000 PA USD 344780.57000000 0.004443180169 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 3.17575080 N N N N N N N/A N/A 00C8JU6W8 426.00000000 NC USD 59427.00000000 0.000765834536 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 410.00000000 USD 2021-08-20 XXXX -497454.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 26879.68000000 0.000346397887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 393770777.00000000 JPY 3572382.70000000 USD 2021-08-06 26879.68000000 N N N N/A N/A 00C8603A9 4702.00000000 NC USD 47020.00000000 0.000605945780 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 57.00000000 USD 2021-07-16 XXXX -320839.56000000 N N N Quintis Australia Pty. Ltd. N/A N/A 9827224.00000000 NS 9580904.69000000 0.123468923217 Long EC CORP AU N 3 N N N UBS Commercial Mortgage Trust N/A 90278MBA4 412462.00000000 PA USD 438318.21000000 0.005648597827 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92100000 N N N N N N BX Commercial Mortgage Trust N/A 056054AL3 4788295.70430000 PA USD 4792846.02000000 0.061765308849 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.72300040 N N N N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 10265.00000000 NS USD 1209319.65000000 0.015584477650 Long EC CORP US N 1 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 612000.00000000 PA USD 608289.75000000 0.007839017594 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N N/A N/A N/A -30351.00000000 NC -31358.04000000 -0.00040411042 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Put Written Safran SA Safran SA 1.00000000 110.00000000 EUR 2021-07-16 XXXX 56773.09000000 N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 83416.00000000 NS USD 24349130.40000000 0.313786746560 Long EC CORP US N 1 N N N N/A N/A N/A 9114473.00000000 PA USD 551790.92000000 0.007110918325 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-09-25 0.00000000 USD 0.00000000 USD 9114473.00000000 USD 551790.92000000 N N N BlueMountain CLO Ltd. 549300NUS8PQQUZMPR50 09626QBC0 255965.00000000 PA USD 256145.43000000 0.003300940929 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.93825080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -159.34000000 -0.00000205341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19062.93000000 USD 2100000.00000000 JPY 2021-07-08 -159.34000000 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 27245.00000000 NS USD 9609583.95000000 0.123838512256 Long EC CORP US N 1 N N N N/A N/A N/A -333.00000000 NC USD -60772.50000000 -0.00078317396 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Ralph Lauren Corp. Ralph Lauren Corp. 100.00000000 115.00000000 USD 2021-07-16 XXXX 614.63000000 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 3205.00000000 NS USD 249188.75000000 0.003211290335 Long EC CORP US N 1 N N N N/A N/A N/A 35177213.00000000 PA USD -845199.25000000 -0.01089206548 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-08-17 0.00000000 USD 28637.74000000 USD 35177213.00000000 USD -845199.25000000 N N N TransDigm Group, Inc. 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N/A 29002HAA7 250000.00000000 PA USD 250236.73000000 0.003224795632 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.55374920 N N N N N N N/A N/A N/A -12016.00000000 NC -21644.24000000 -0.00027892887 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Call Written adidas AG adidas AG 1.00000000 330.00000000 EUR 2021-07-16 XXXX 10385.55000000 N N N TRESTLES CLO Ltd. 254900QSBDX181YYBH38 89531FAL1 300000.00000000 PA USD 299990.52000000 0.003865971709 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 1.92499920 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX47 979000.00000000 PA USD 1041900.75000000 0.013426953702 Long DBT NUSS EG N 2 2024-05-29 Fixed 5.75000000 N N N N N N Sunoco LP N/A 86765LAR8 355000.00000000 PA USD 361212.50000000 0.004654938116 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N FANUC Corp. 529900QTSW745LOKW705 N/A 26900.00000000 NS 6450561.47000000 0.083128254024 Long EC CORP JP N 2 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 21012.00000000 NS 256234.15000000 0.003302084261 Long EC CORP ES N 2 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 N/A 32164.00000000 NS 3899197.31000000 0.050248876161 Long EC CORP CH N 2 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 106000.00000000 PA USD 112757.50000000 0.001453103601 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Canyon CLO Ltd. N/A 13876RAE4 250000.00000000 PA USD 249998.23000000 0.003221722088 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 1.92507120 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAD1 1314042.07000000 PA USD 1317327.18000000 0.016976368485 Long LON CORP US N 2 2025-07-21 Variable 4.60425000 N N N N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 2840.00000000 NS USD 203684.80000000 0.002624881860 Long EC CORP US N 1 N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAP4 200000.00000000 PA USD 208584.00000000 0.002688017751 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N N/A N/A 00C84FB19 452.00000000 NC USD 6780.00000000 0.000087373721 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased PulteGroup, Inc. PulteGroup, Inc. 100.00000000 60.00000000 USD 2021-07-16 XXXX -85841.21000000 N N N USB Capital IX N/A 91731KAA8 1158000.00000000 PA USD 1146420.00000000 0.014773891144 Long DBT CORP US N 2 2164-12-31 Floating 3.49999920 N N N N N N Mexico City Airport Trust N/A N/A 696000.00000000 PA USD 702090.00000000 0.009047819502 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Allegro CLO VIII Ltd. 635400EGZEWLZ9KRXG08 01750LAA1 250000.00000000 PA USD 250056.38000000 0.003222471466 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 1.28374920 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 1164452.00000000 NS USD 43212813.72000000 0.556882648545 Long EC CORP US N 1 N N N N/A N/A 18716C118 48920.00000000 NS USD 199588.71000000 0.002572095632 N/A DE US N 1 Climate Change Crisis Real Impact I Acquisition Corp. N/A Call Purchased Climate Change Crisis Real Impact I Acquisition Corp. 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(The) Z15BMIOX8DDH0X2OBP21 824348106 1396.00000000 NS USD 380340.20000000 0.004901436395 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 26857.50000000 0.000346112054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 568586124.00000000 JPY 4337348.40000000 EUR 2021-07-30 26857.50000000 N N N CSAIL Commercial Mortgage Trust 549300FU8TZDHFLQZL50 12636LBE9 419095.00000000 PA USD 452129.74000000 0.005826586732 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.78325880 N N N N N N Lendmark Funding Trust N/A 52607MAC3 740000.00000000 PA USD 748966.73000000 0.009651918964 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.41000000 N N N N N N Snam SpA 8156002278562044AF79 N/A 231533.00000000 NS 1339361.84000000 0.017260328699 Long EC CORP IT N 2 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278X109 9090.00000000 NS USD 853460.10000000 0.010998522891 Long EC CORP US N 1 N N Morgan Stanley Capital I Trust N/A 61770KAX3 997000.00000000 PA USD 1052278.47000000 0.013560691168 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69800000 N N N N N N N/A N/A 00C8AMF47 -579.00000000 NC USD -35608.50000000 -0.00045888601 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Applied Materials, Inc. Applied Materials, Inc. 100.00000000 155.00000000 USD 2021-07-16 XXXX 100319.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -226397.06000000 -0.00291757429 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17815782.85000000 USD 14822974.00000000 EUR 2021-08-06 -226397.06000000 N N N Oportun Issuance Trust N/A 68377GAA4 2350000.00000000 PA USD 2355865.13000000 0.030359985853 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 26724.00000000 NS USD 1890723.00000000 0.024365708716 Long EC CORP US N 1 N N N OCP CLO Ltd. 254900NXH68CRC058O44 67102SAN4 300000.00000000 PA USD 297029.73000000 0.003827816068 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 1.57574880 N N N N N N Navient Private Education Refi Loan Trust N/A 63942CAD4 790000.00000000 PA USD 767904.49000000 0.009895969491 Long ABS-O CORP US N 3 2060-04-15 Fixed 4.00000000 N N N N N N Palmer Square Loan Funding Ltd. 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Freeport-McMoRan, Inc. 100.00000000 41.00000000 USD 2021-08-20 XXXX 7509.18000000 N N N Herschend Entertainment Co. LLC N/A 42778EAD3 3339393.43000000 PA USD 3356090.40000000 0.043249868495 Long LON CORP US N 3 2025-08-25 Variable 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8598.98000000 -0.00011081487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4946713.44000000 USD 31954784.40000000 CNY 2021-07-08 -8598.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -571545.62000000 -0.00736549674 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38738874.56000000 USD 4237676092.00000000 JPY 2021-09-09 -571545.62000000 N N N MGM Growth Properties Operating Partnership LP N/A 55303XAL9 968000.00000000 PA USD 983071.76000000 0.012668825709 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 28846.00000000 NS USD 4170554.68000000 0.053745853050 Long EC CORP US N 1 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 791000.00000000 PA USD 896203.00000000 0.011549349771 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Madison Park Funding XXVI Ltd. 549300FNRP3W5DX0O430 55819YAA8 258581.00000000 PA USD 258676.86000000 0.003333563415 Long ABS-CBDO CORP KY N 2 2030-07-29 Floating 1.37712960 N N N N N N N/A N/A N/A 302895708.00000000 PA USD -1516495.94000000 -0.01954305223 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 4618291.84000000 USD 302895708.00000000 USD -1516495.94000000 N N N Cablevision Lightpath LLC N/A 12687HAB3 707959.00000000 PA USD 707959.00000000 0.009123453185 Long LON CORP US N 2 2027-11-30 Variable 3.75000000 N N N N N N Navient Private Education Refi Loan Trust N/A 63942CAA0 6450000.00000000 PA USD 6378949.38000000 0.082205390481 Long ABS-O CORP US N 2 2060-04-15 Floating 0.09924840 N N N N N N iShares, Inc. 5493006D2L7KY3ZDF809 464286400 158502.00000000 NS USD 6425671.08000000 0.082807492076 Long RF US N 1 N N N/A N/A 00C83FY49 -583.00000000 NC USD -2915.00000000 -0.00003756554 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. 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LCZ7XYGSLJUHFXXNXD88 Y 2051-02-04 0.00000000 USD 0.00000000 USD 9098726.00000000 USD 237579.62000000 N N N Vita Global Finco Ltd. - N/A N/A 2895130.00000000 PA 3347077.90000000 0.043133724591 Long LON CORP JE N 3 2028-01-01 Variable 0.00000000 N N N N N N Boels Topholding BV N/A N/A 9419409.00000000 PA 11113218.93000000 0.143215825558 Long LON CORP NL N 2 2027-02-06 Variable 4.00000000 N N N N N N N/A N/A N/A -97509053.00000000 PA -48286.04000000 -0.00062226121 N/A DFE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written N/A EUR Currency 1.00000000 1.15000000 EUR 2021-08-02 XXXX 374269.44000000 N N N Pharmaron Beijing Co. Ltd. 300300JYXHGVS5SNGG54 N/A 5300.00000000 NS 141118.22000000 0.001818587621 Long EC CORP CN N 2 N N N Fresenius Medical Care AG & Co. 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Mastercard, Inc. 100.00000000 390.00000000 USD 2021-07-16 XXXX -266992.64000000 N N N N/A N/A 00C7V28X4 -48.00000000 NC USD -91560.00000000 -0.00117993185 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 3900.00000000 USD 2021-08-20 XXXX 74279.88000000 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919101 23390.00000000 NS USD 3383129.60000000 0.043598322114 Long EC CORP US N 1 N N N Credit Suisse Mortgage Capital Certificates N/A 12653VAC0 585000.00000000 PA USD 585732.89000000 0.007548327800 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.30287960 N N N N N N N/A N/A N/A -14594700.00000000 PA USD -152518.58000000 -0.00196550382 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.60000000 USD 2022-04-20 XXXX 295269.23000000 N N N Anhui Gujing Distillery Co. Ltd. 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N/A 74345HAB7 721853.00000000 PA USD 717435.26000000 0.009245573554 Long LON CORP US N 2 2028-06-09 Variable 0.00000000 N N N N N N N/A N/A N/A -1638.00000000 NC USD -21294.00000000 -0.00027441534 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust 1 Invesco QQQ Trust 1 100.00000000 295.00000000 USD 2021-07-16 XXXX 325004.13000000 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 11671.00000000 NS USD 954337.67000000 0.012298530077 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 49057.66000000 0.000632205063 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 721251392.00000000 JPY 6542801.29000000 USD 2021-07-30 49057.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -19987.72000000 -0.00025758133 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 848863.60000000 USD 92052000.00000000 JPY 2021-08-12 -19987.72000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 640000.00000000 PA USD 678428.56000000 0.008742895007 Long DBT CORP US N 2 2042-04-22 Variable 3.21699960 N N N N N N iHeartMedia, Inc. N/A 45174J509 3240.00000000 NS USD 87253.20000000 0.001124430207 Long EC CORP US N 1 N N N Asymchem Laboratories Tianjin Co. Ltd. N/A N/A 39787.00000000 NS 2288595.11000000 0.029493078478 Long EC CORP CN N 2 N N N N/A N/A N/A -1828.00000000 NC -3313.61000000 -0.00004270242 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Disco Corp. Disco Corp. 1.00000000 38689.38500000 JPY 2021-08-13 XXXX 2115.79000000 N N N BlueMountain CLO XXII Ltd. 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LCZ7XYGSLJUHFXXNXD88 Y 2030-09-29 0.00000000 USD 0.00000000 USD 7291751.00000000 USD 406777.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -244678.37000000 -0.00315316516 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 31893894.93000000 USD 22878000.00000000 GBP 2021-07-23 -244678.37000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 17353294.00000000 NS 48005095.57000000 0.618640686947 Long EC CORP IT N 2 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 1088740.00000000 NS USD 62079954.80000000 0.800023110612 Long EC CORP US N 1 N N N N/A N/A 00C8EWMN1 3445.00000000 NC USD 1572642.50000000 0.020266611803 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 427.00000000 USD 2021-07-16 XXXX 240491.57000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 61605.00000000 PA 13129056.25000000 0.169193879962 Long DBT NUSS BR N 2 2027-01-01 Fixed 9.99999990 N N N N N N N/A N/A N/A 1.00000000 NC N/A -715.77000000 -0.00000922411 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 157753.97000000 USD 113513.00000000 GBP 2021-08-05 -715.77000000 N N N ASE Technology Holding Co. Ltd. 300300GO8QHPMV87NZ73 N/A 31000.00000000 NS 124379.41000000 0.001602874918 Long EC CORP TW N 2 N N N Energuate Trust 549300RVM37LH8GY7E41 29277RAA3 709000.00000000 PA USD 737936.06000000 0.009509766945 Long DBT CORP KY N 2 2027-05-03 Fixed 5.87500000 N N N N N N New Home Co., Inc. (The) 549300PLCE8TB3TVRQ85 645370AC1 768000.00000000 PA USD 813849.60000000 0.010488063186 Long DBT CORP US N 2 2025-10-15 Fixed 7.25000000 N N N N N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445109 -20817.00000000 NS USD -5033550.60000000 -0.06486726386 Short EC CORP US N 1 N N N KGHM Polska Miedz SA G30CO71KTT9JDYJESN22 N/A 1891.00000000 NS 93042.86000000 0.001199041438 Long EC CORP PL N 2 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 31200.00000000 NS USD 7431528.00000000 0.095769949677 Long EC CORP US N 1 N N N N/A N/A N/A 125.00000000 NC 12598.59000000 0.000162357772 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Call Purchased FTSE MIB Index IT0003465736 2.00000000 26000.00000000 EUR 2021-07-16 XXXX -109434.07000000 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 4567.00000000 NS 166148.87000000 0.002141157097 Long EC CORP AU N 2 N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 02932JAP2 701000.00000000 PA USD 701294.42000000 0.009037566878 Long LON CORP US N 2 2028-06-09 Variable 4.75000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 13100.00000000 NS 451582.88000000 0.005819539358 Long EC CORP JP N 2 N N N N/A N/A N/A 893.00000000 NC 1101972.40000000 0.014201095830 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Republic of Italy EUR Currency 2021-09-08 135209130.00000000 EUR 1101972.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -497552.29000000 -0.00641194620 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24237114.25000000 USD 2636586000.00000000 JPY 2021-08-05 -497552.29000000 N N N Formosa Plastics Corp. 254900KM6G17UTG1QN82 N/A 308000.00000000 NS 1138183.34000000 0.014667745475 Long EC CORP TW N 2 N N N Foundation Building Materials, Inc. 549300ZVE6MONHB01I28 35039KAB2 715875.43000000 PA USD 710807.03000000 0.009160155689 Long LON CORP US N 2 2028-01-31 Variable 3.75000000 N N N N N N Kenbourne Invest SA 222100QGH6Y9KFYZ4B27 48855KAC4 260000.00000000 PA USD 261625.00000000 0.003371556035 Long DBT CORP LU N 2 2028-01-22 Fixed 4.70000000 N N N N N N N/A N/A N/A 15067609.00000000 PA USD 916217.34000000 0.011807274162 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-06-23 0.00000000 USD 0.00000000 USD 15067609.00000000 USD 916217.34000000 N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 N/A 15000.00000000 NS 517293.63000000 0.006666352453 Long EC CORP TW N 2 N N N Hedosophia European Growth 549300Q5OZTF68OGPY72 N/A 1.00000000 NS 11.74000000 0.000000151293 Long EC CORP KY N 1 N N N N/A N/A N/A -30502174.00000000 PA USD -1593.11000000 -0.00002053037 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Written N/A Credit Default Swap Index Option 1.00000000 80.00000000 USD 2021-07-21 XXXX 19758.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -56791.58000000 -0.00073187193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22533588.00000000 BRL 4434000.00000000 USD 2021-09-10 -56791.58000000 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAE8 199480.41000000 PA USD 197942.42000000 0.002550879927 Long LON CORP US N 2 2027-12-17 Variable 4.49996000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBE0 315000.00000000 PA USD 383512.50000000 0.004942317760 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAC3 607000.00000000 PA USD 611934.91000000 0.007885992697 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 134819.00000000 NS USD 203576.69000000 0.002623488649 N/A DE KY N 3 Israel Amplify Program Corp. N/A Call Purchased Israel Amplify Program Corp. Israel Amplify Program Corp. 1.00000000 1.00000000 USD 2049-12-31 XXXX 0.00000000 N N N N/A N/A N/A 3459.00000000 NS USD 62019.87000000 0.000799248799 N/A DE GB N 3 Neon Payments Ltd. N/A Call Purchased Neon Payments Ltd. Neon Payments Ltd. 1.00000000 1.00000000 USD 2021-10-08 XXXX 62019.52000000 N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 N/A 800.00000000 NS 462938.41000000 0.005965877842 Long EC CORP JP N 2 N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 90384S303 6294.00000000 NS USD 2176276.38000000 0.028045629296 Long EC CORP US N 1 N N N BBCMS Mortgage Trust N/A 05548WAE7 1701000.00000000 PA USD 1662568.12000000 0.021425481433 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.19387880 N N N N N N DBWF Mortgage Trust N/A 23307GAG1 723485.00000000 PA USD 723480.73000000 0.009323481403 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.44338040 N N N N N N N/A N/A N/A 1.00000000 NC N/A 23741.58000000 0.000305957256 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 349000759.00000000 JPY 3165921.40000000 USD 2021-07-29 23741.58000000 N N N N/A N/A N/A 134.00000000 NC USD 1273.00000000 0.000016405125 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 420.00000000 USD 2021-07-02 XXXX -8272.45000000 N N N N/A N/A 00C8721M0 369.00000000 NC USD 54427.50000000 0.000701406081 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Global Payments, Inc. Global Payments, Inc. 100.00000000 210.00000000 USD 2021-08-20 XXXX -185641.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 24896.75000000 0.000320843909 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 365430819.00000000 JPY 3315200.03000000 USD 2021-08-05 24896.75000000 N N N SMB Private Education Loan Trust N/A 83208AAE3 500000.00000000 PA USD 498434.90000000 0.006423320384 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N REI Agro Ltd. N/A N/A 2291000.00000000 PA USD 0.23000000 0.000000002964 Long DBT CORP IN N 3 2017-11-13 Fixed 5.50000000 Y N N N N REI Agro Ltd. USD XXXX N N N SAP SE 529900D6BF99LW9R2E68 N/A 881.00000000 NS 123745.05000000 0.001594699934 Long EC CORP DE N 2 N N N Madison Park Funding XIII Ltd. N/A 55818MBC0 250000.00000000 PA USD 248254.25000000 0.003199247453 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 1.68975000 N N N N N N Bayview Commercial Asset Trust N/A 07324SCJ9 143933.35950000 PA USD 136494.49000000 0.001759001707 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.14149880 N N N N N N PICC Property & Casualty Co. Ltd. 300300F1000311000017 N/A 366000.00000000 NS 320149.92000000 0.004125765485 Long EC CORP CN N 2 N N N Expedia Group, Inc. N/A 30212P303 18590.00000000 NS USD 3043368.90000000 0.039219832906 Long EC CORP US N 1 N N N N/A N/A 00P8FJQ27 -413.00000000 NC USD -30149.00000000 -0.00038852954 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Comcast Corp. Comcast Corp. 100.00000000 52.50000000 USD 2021-08-20 XXXX 1177.86000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DT9 285000.00000000 PA USD 270001.88000000 0.003479508717 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N Hysan Development Co. Ltd. 5299007BABFLKIH9HL03 N/A 227000.00000000 NS 904865.86000000 0.011660987871 Long EC CORP HK N 1 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 28979.00000000 NS 1388920.83000000 0.017898994391 Long EC CORP GB N 2 N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 18644.00000000 NS 922574.19000000 0.011889194759 Long EC CORP CA N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 2159.00000000 NS USD 1140405.39000000 0.014696380988 Long EC CORP US N 1 N N N BX Trust N/A 05606FAN3 3926000.00000000 PA USD 4105977.66000000 0.052913650311 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545560 N N N N N N Fubon Financial Holding Co. Ltd. 549300G7Y2TS2XNIB476 N/A 832000.00000000 NS 2205692.64000000 0.028424716039 Long EC CORP TW N 2 N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001AAB8 161000.00000000 PA USD 162610.00000000 0.002095551751 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N N/A N/A 00C7THB44 314.00000000 NC USD 235500.00000000 0.003034883694 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 265.00000000 USD 2021-07-16 XXXX 79368.30000000 N N N Kingdee International Software Group Co. Ltd. 529900SWRZN94C5SZO63 N/A 1407000.00000000 NS 4765315.25000000 0.061410520378 Long EC CORP KY N 2 N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 2931000.00000000 PA USD 3279326.96000000 0.042260619610 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 N/A 420000.00000000 PA USD 461685.00000000 0.005949725173 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 -15304.00000000 NS USD -1982939.28000000 -0.02555409803 Short EC CORP US N 1 N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 82087UAL1 1107835.13000000 PA USD 1108178.56000000 0.014281074487 Long LON CORP US N 2 2027-09-23 Variable 4.25000000 N N N N N N N/A N/A N/A 40110636.00000000 PA USD -352609.27000000 -0.00454406846 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2031-06-17 0.00000000 USD 0.00000000 USD 40110636.00000000 USD -352609.27000000 N N N Puma International Financing SA 222100YFBPO7IDRUBR17 N/A 269000.00000000 PA USD 270731.69000000 0.003488913764 Long DBT CORP LU N 2 2026-01-24 Fixed 5.00000000 N N N N N N N/A N/A N/A 47190076.00000000 PA USD 869147.36000000 0.011200684291 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-08-27 0.00000000 USD 0.00000000 USD 47190076.00000000 USD 869147.36000000 N N N N/A N/A 00P83F638 -270.00000000 NC USD -7290.00000000 -0.00009394608 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Autodesk, Inc. Autodesk, Inc. 100.00000000 240.00000000 USD 2021-07-16 XXXX 71907.54000000 N N N NEC Corp. 5493000QYMPFRTEY4K28 N/A 19500.00000000 NS 1003360.40000000 0.012930284998 Long EC CORP JP N 2 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 103976.00000000 NS USD 5923512.72000000 0.076336187538 Long EC CORP US N 1 N N N N/A N/A N/A 741.00000000 NC USD -849256.84000000 -0.01094435556 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 Emini Index US1248351090 2021-09-17 85503990.00000000 USD -849256.84000000 N N N Quicken Loans LLC N/A 74841CAA9 3277000.00000000 PA USD 3236037.50000000 0.041702749223 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 19565.00000000 NS 392236.70000000 0.005054746348 Long EC CORP GB N 2 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 667.00000000 NS USD 284809.00000000 0.003670327770 Long EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 1275.00000000 NS USD 121686.00000000 0.001568164998 Long EC CORP US N 1 N N N Nelnet Student Loan Trust N/A 64035DAJ5 8090000.00000000 PA USD 8249597.09000000 0.106312389345 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N AGL CLO 5 Ltd. 549300N06ILVP775P131 00119TAK0 573568.00000000 PA USD 573568.00000000 0.007391559110 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.85064840 N N N N N N N/A N/A 00C7HCDE4 6126.00000000 NC USD 1209885.00000000 0.015591763304 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 450.00000000 USD 2021-09-17 XXXX 75704.90000000 N N N Invesco Euro CLO II DAC 54930095HYKYKI90UF13 N/A 207000.00000000 PA 245874.37000000 0.003168577988 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 1.80000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 94681.00000000 NS USD 4288102.49000000 0.055260689279 Long EC CORP US N 1 N N N Ganfeng Lithium Co. Ltd. 3003006BE6UOHWEOOR42 N/A 152000.00000000 NS 2270005.26000000 0.029253511460 Long EC CORP CN N 2 N N N N/A N/A 00C8JMJT9 478.00000000 NC USD 852035.00000000 0.010980157657 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Facebook, Inc. Facebook, Inc. 100.00000000 345.00000000 USD 2021-08-20 XXXX 177699.03000000 N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1011.00000000 NS USD 289166.22000000 0.003726479175 Long EC CORP US N 1 N N N Reliance Industries Ltd. 5493003UOETFYRONLG31 N/A 89679.00000000 NS 1798314.88000000 0.023174847159 Long EC CORP IN N 2 N N N Quintis Australia Pty. Ltd. N/A 74877UAA6 19205915.00000000 PA USD 19205915.00000000 0.247506234660 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 N N Y N N N Extended Stay America Trust N/A 30227FAL4 2830000.00000000 PA USD 2846084.02000000 0.036677426684 Long ABS-MBS CORP US N 2 2038-07-15 Floating 0.00000000 N N N N N N Z Holdings Corp. 52990078MD2OL792YM35 N/A 342800.00000000 NS 1715529.56000000 0.022107994430 Long EC CORP JP N 2 N N N Park Intermediate Holdings LLC N/A 70052LAB9 296000.00000000 PA USD 315204.48000000 0.004062033701 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N Sofi Professional Loan Program Trust N/A 83404RAB4 387702.81000000 PA USD 397500.99000000 0.005122587146 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.34000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -511569.20000000 -0.00659258184 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 28885607.37000000 USD 3151494000.00000000 JPY 2021-07-29 -511569.20000000 N N N ACProducts, Inc. N/A 00488YAB2 2339563.00000000 PA USD 2326204.10000000 0.029977744764 Long LON CORP US N 2 2028-05-17 Variable 4.41663000 N N N N N N Unilever plc 549300MKFYEKVRWML317 N/A 544635.00000000 NS 31879964.04000000 0.410836445993 Long EC CORP GB N 1 N N N N/A N/A N/A -20.00000000 NC 21507.18000000 0.000277162589 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2021-09-16 -3611500.00000000 AUD 21507.18000000 N N N POSCO 988400E5HRVX81AYLM04 N/A 5691.00000000 NS 1758801.73000000 0.022665642001 Long EC CORP KR N 2 N N N CFCRE Commercial Mortgage Trust N/A 12528DAL3 395878.00000000 PA USD 408800.33000000 0.005268201510 Long ABS-MBS CORP US N 2 2033-02-15 Variable 6.66113400 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAA4 712000.00000000 PA USD 751601.44000000 0.009685872418 Long DBT CORP US N 2 2025-08-15 Fixed 5.00000000 N N N N N N N/A N/A 00C8RA1G3 242.00000000 NC USD 14157.00000000 0.000182440970 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Western Digital Corp. Western Digital Corp. 100.00000000 95.00000000 USD 2021-08-20 XXXX -12638.31000000 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 21600.00000000 NS 116343.17000000 0.001499312057 Long EC CORP JP N 2 N N N N/A N/A N/A -17826410.00000000 PA USD -17273.75000000 -0.00022260646 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written N/A USD Currency 1.00000000 70.00000000 USD 2021-07-27 XXXX 730.92000000 N N N ZTO Express Cayman, Inc. 549300SCJPK3YZJTJR78 98980A105 3331.00000000 NS USD 101095.85000000 0.001302820155 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -726844.32000000 -0.00936682791 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31569343.64000000 USD 3425258000.00000000 JPY 2021-08-12 -726844.32000000 N N N N/A N/A 00C8KZPR5 392.00000000 NC USD 556640.00000000 0.007173408320 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Diamondback Energy, Inc. Diamondback Energy, Inc. 100.00000000 90.00000000 USD 2021-12-17 XXXX 34504.30000000 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 1811.00000000 NS USD 202487.91000000 0.002609457563 Long EC CORP US N 1 N N N N/A N/A 00C891652 579.00000000 NC USD 295290.00000000 0.003805396203 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Applied Materials, Inc. Applied Materials, Inc. 100.00000000 140.00000000 USD 2021-07-16 XXXX -70773.89000000 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAY7 2566000.00000000 PA USD 2600641.00000000 0.033514407494 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 4387.00000000 NS 86307.16000000 0.001112238609 Long EC CORP NL N 2 N N N Jazz Pharmaceuticals plc 635400WUEO2NSG5OIU34 G5080AAF9 4749471.00000000 PA USD 4762817.01000000 0.061378325610 Long LON CORP LU N 2 2028-05-05 Variable 4.00000000 N N N N N N N/A N/A N/A -58500.00000000 NC USD -270216.18000000 -0.00348227039 N/A DE GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Call Written Autodesk, Inc. Autodesk, Inc. 1.00000000 325.00000000 USD 2021-09-17 XXXX -47916.18000000 N N N Mount Sinai Genomics, Inc., d/b/a Sema4, Series C N/A N/A 6008.00000000 NS USD 8440038.40000000 0.108766602620 Long EP CORP US Y 3 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 327117.00000000 NS 6567431.47000000 0.084634355329 Long EC CORP IT N 2 N N N BYD Co. Ltd. 5299005557VL7ULJ7A69 N/A 221800.00000000 NS 8574457.36000000 0.110498857015 Long EC CORP CN N 2 N N N N/A N/A N/A 1.00000000 NC N/A -94.75000000 -0.00000122104 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2661556.11000000 AUD 1996487.53000000 USD 2021-09-02 -94.75000000 N N N N/A N/A N/A 391952534.00000000 PA USD 944654.53000000 0.012173743650 N/A DIR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Call Purchased N/A Swaption 1.00000000 0.80000000 USD 2023-03-16 XXXX -301754.53000000 N N N N/A N/A N/A 15926240.00000000 PA USD 545626.56000000 0.007031478343 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2051-01-25 0.00000000 USD 0.00000000 USD 15926240.00000000 USD 545626.56000000 N N N Rotor Acquisition Corp. N/A N/A 31440.00000000 NS USD 160658.40000000 0.002070401522 Long EC CORP US N 3 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 32614.00000000 NS USD 4832416.38000000 0.062275251271 Long EC CORP US N 1 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 283000.00000000 PA USD 292197.50000000 0.003765543219 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N Hundsun Technologies, Inc. 3003003LS77D1DRDDE25 N/A 104524.00000000 NS 1504345.70000000 0.019386472335 Long EC CORP CN N 2 N N N Upstart Pass-Through Trust N/A 91679XAA4 300000.00000000 PA USD 299740.86000000 0.003862754345 Long ABS-O CORP US N 2 2027-07-20 Fixed 2.00000000 N N N N N N N/A N/A 00C6KFJ66 1134.00000000 NC USD 233037.00000000 0.003003143063 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp. Devon Energy Corp. 100.00000000 35.00000000 USD 2022-01-21 XXXX 3364.06000000 N N N BBCMS Mortgage Trust N/A 05552EAN0 559000.00000000 PA USD 557586.51000000 0.007185605975 Long ABS-MBS CORP US N 2 2036-08-15 Floating 2.57288040 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAL8 4090000.00000000 PA USD 4096395.53000000 0.052790165598 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.67384240 N N N N N N N/A N/A N/A 1.00000000 NC N/A 131532.54000000 0.001695057158 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16302000.00000000 EUR 19478322.44000000 USD 2021-08-12 131532.54000000 N N N N/A N/A 00P8Q2S79 173.00000000 NC USD 2162.50000000 0.000027868093 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR Bloomberg Barclays High Yield Bond ETF SPDR Bloomberg Barclays High Yield Bond ETF 100.00000000 108.00000000 USD 2021-07-16 XXXX -7522.85000000 N N N N/A N/A 00P86ZLE0 -212.00000000 NC USD -59148.00000000 -0.00076223906 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Zscaler, Inc. 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LCZ7XYGSLJUHFXXNXD88 Y 2050-09-28 0.00000000 USD 0.00000000 USD 15811025.00000000 USD -2680922.55000000 N N N Targa Resources Partners LP N/A 87612BBL5 134000.00000000 PA USD 145218.48000000 0.001871427588 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Petronet LNG Ltd. 335800KIIKNA7GRD9351 N/A 193251.00000000 NS 587460.34000000 0.007570589412 Long EC CORP IN N 2 N N N DBGS Mortgage Trust N/A 23306GAG2 627527.73130000 PA USD 628426.23000000 0.008098516001 Long ABS-MBS CORP US N 2 2035-05-15 Floating 1.37288160 N N N N N N Banca Mediolanum SpA 7LVZJ6XRIE7VNZ4UBX81 N/A 139181.00000000 NS 1355513.45000000 0.017468474167 Long EC CORP IT N 2 N N N Ping An Insurance Group Co. of China Ltd. 529900M9MC28JLN35U89 N/A 50000.00000000 NS 488769.91000000 0.006298767855 Long EC CORP CN N 2 N N N N/A N/A 00P86UZZ9 -162.00000000 NC USD -20655.00000000 -0.00026618056 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written ServiceNow, Inc. ServiceNow, Inc. 100.00000000 410.00000000 USD 2021-08-20 XXXX 120256.14000000 N N N Elmwood CLO IV Ltd. N/A 29002GAB7 300000.00000000 PA USD 301440.00000000 0.003884651128 Long ABS-CBDO CORP KY N 3 2033-04-15 Floating 1.42374960 N N N N N N N/A N/A N/A 30351.00000000 NC 19062.13000000 0.000245653280 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Call Purchased Safran SA Safran SA 1.00000000 125.00000000 EUR 2021-07-16 XXXX -157299.67000000 N N N Ono Pharmaceutical Co. Ltd. N/A N/A 21500.00000000 NS 479453.92000000 0.006178712882 Long EC CORP JP N 2 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 8277.00000000 NS USD 573265.02000000 0.007387654613 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. 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N/A 29003BAC5 250000.00000000 PA USD 250128.40000000 0.003223399586 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 2.37575160 N N N N N N N/A N/A 00C7HCDQ7 373.00000000 NC USD 2734649.50000000 0.035241372299 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 2250984.05000000 N N N AIMCO CLO N/A 00900GAE5 255948.00000000 PA USD 254666.67000000 0.003281884179 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.58974920 N N N N N N Mitsubishi Corp. 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Ltd. 30030017NBX3U80ANB35 N/A 170014.00000000 NS 873302.15000000 0.011254226985 Long EC CORP CN N 2 N N N N/A N/A N/A 61.00000000 NC -10543.64000000 -0.00013587567 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2021-09-13 9253090000.00000000 JPY -10543.64000000 N N N Samsung Fire & Marine Insurance Co. Ltd. 988400JMBDK47EW0Z936 N/A 1096.00000000 NS 214663.85000000 0.002766368654 Long EC CORP KR N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 383034.00000000 NS USD 35120387.46000000 0.452595716478 Long EC CORP US N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 124100.00000000 NS 631605.19000000 0.008139483194 Long EC CORP JP N 2 N N N Unilever plc 549300MKFYEKVRWML317 N/A 200830.00000000 NS 11735218.34000000 0.151231519261 Long EC CORP GB N 2 N N N Charter Communications Operating LLC N/A 161175BU7 4544000.00000000 PA USD 4645383.50000000 0.059864962363 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8488.87000000 0.000109395894 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3176712.00000000 GBP 4403123.28000000 USD 2021-07-23 8488.87000000 N N N Nan Ya Plastics Corp. 254900L66RP14M9UOM28 N/A 417000.00000000 NS 1244008.51000000 0.016031512281 Long EC CORP TW N 2 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 177807.00000000 NS USD 30186294.39000000 0.389010159777 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 1283.00000000 NS USD 185816.89000000 0.002394618469 Long EC CORP US N 1 N N N Targa Resources Partners LP N/A 87612BBJ0 165000.00000000 PA USD 173301.15000000 0.002233328383 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N Databricks, Inc., Series G N/A N/A 24790.00000000 NS USD 4397002.30000000 0.056664078908 Long EC CORP US Y 3 N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAX9 489275.00000000 PA USD 487993.10000000 0.006288757120 Long LON CORP US N 2 2024-09-19 Variable 3.77362500 N N N N N N Ocean Trails CLO VI 549300PZUK1YI58H0Z29 67515UAV2 200000.00000000 PA USD 199626.58000000 0.002572583662 Long ABS-CBDO CORP KY N 2 2028-07-15 Floating 1.63374840 N N N N N N Nelnet Student Loan Trust N/A 64035DAC0 4220000.00000000 PA USD 4229398.36000000 0.054504170353 Long ABS-O CORP US N 2 2062-04-20 Floating 1.13087880 N N N N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 3624.00000000 NS USD 340402.32000000 0.004386757751 Long EC CORP US N 1 N N N VEON Holdings BV 5493000XDKGUH5NQGE22 92334VAA3 593000.00000000 PA USD 624132.50000000 0.008043182790 Long DBT CORP NL N 2 2025-04-09 Fixed 4.00000000 N N N N N N Mariner Finance Issuance Trust N/A 56848MAA7 2050000.00000000 PA USD 2085095.59000000 0.026870584316 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 2203.00000000 NS 116024.20000000 0.001495201497 Long EC CORP SE N 2 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645WAG8 438149.00000000 PA USD 438915.63000000 0.005656296766 Long ABS-MBS CORP US N 2 2033-07-05 Floating 2.32999920 N N N N N N N/A N/A N/A 2264653.00000000 PA USD -102779.00000000 -0.00132451087 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2051-05-28 0.00000000 USD 0.00000000 USD 2264653.00000000 USD -102779.00000000 N N N George Weston Ltd. 549300GEHU6LUSPS7Q65 961148509 1629.00000000 NS 155264.88000000 0.002000895339 Long EC CORP CA N 1 N N N N/A N/A 00P86NXS3 -1088.00000000 NC USD -75072.00000000 -0.00096745133 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written L Brands, Inc. L Brands, Inc. 100.00000000 55.00000000 USD 2021-08-20 XXXX 116454.97000000 N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 00900YAE6 3210865.00000000 PA USD 3208199.98000000 0.041344007670 Long LON CORP US N 2 2026-02-02 Variable 5.50000000 N N N N N N N/A N/A N/A 32962710.00000000 PA USD 292374.73000000 0.003767827178 N/A DFE GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Purchased N/A USD Currency 1.00000000 19.75000000 USD 2021-08-25 XXXX -200846.30000000 N N N N/A N/A N/A 33789551.00000000 PA USD 16899.20000000 0.000217779645 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-06-28 0.00000000 USD 0.00000000 USD 33789551.00000000 USD 16899.20000000 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAG9 534648.43000000 PA USD 534423.88000000 0.006887109635 Long LON CORP US N 2 2027-11-08 Variable 3.25000000 N N N N N N HP, Inc. 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LCZ7XYGSLJUHFXXNXD88 Y 2024-03-08 0.00000000 USD 0.00000000 USD 248690487.00000000 USD 309959.83000000 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 179832.00000000 NS USD 34882013.04000000 0.449523790192 Long EC CORP US N 1 N N N N/A N/A N/A 2962475.00000000 PA USD -464143.14000000 -0.00598140317 N/A DCR GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Bombardier, Inc. Bombardier, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2023-06-20 327869.24000000 USD 0.00000000 USD 2962475.00000000 USD -464143.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -10333.48000000 -0.00013316734 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 38696590.12000000 CNY 5936232.51000000 USD 2021-09-23 -10333.48000000 N N N China Milk Products Group Ltd. N/A N/A 4800000.00000000 PA USD 4800.00000000 0.000061857502 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 Progress Residential N/A 74333VAN4 899980.00000000 PA USD 909503.41000000 0.011720751883 Long ABS-O CORP US N 2 2026-05-17 Fixed 3.43600000 N N N N N N JBS USA LUX SA N/A 472141AA8 158000.00000000 PA USD 172812.50000000 0.002227031160 Long DBT CORP US N 2 2028-02-15 Fixed 6.75000000 N N N N N N ANTA Sports Products Ltd. 529900291XG0CTK4LF95 N/A 333000.00000000 NS 7815751.79000000 0.100721433817 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A 27317.93000000 0.000352045606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3086509.18000000 USD 15510171.60000000 BRL 2021-07-15 27317.93000000 N N N N/A N/A 00C8806B2 121.00000000 NC USD 5142.50000000 0.000066271292 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CommScope Holding Co., Inc. CommScope Holding Co., Inc. 100.00000000 25.00000000 USD 2021-08-20 XXXX 758.10000000 N N N Contemporary Amperex Technology Co. Ltd. 300300KINDY1K0E9I032 N/A 227800.00000000 NS 18773830.67000000 0.241937972717 Long EC CORP CN N 2 N N N Venus MedTech Hangzhou, Inc. N/A N/A 352500.00000000 NS 2936633.07000000 0.037844330443 Long EC CORP CN N 2 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 9493.00000000 NS USD 303870.93000000 0.003915978473 Long EC CORP CW N 1 N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAD3 181000.00000000 PA USD 187787.50000000 0.002420013680 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 37001.00000000 NS USD 3010031.35000000 0.038790212580 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 225160.00000000 NS USD 32062784.00000000 0.413192443087 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AM4 1491000.00000000 PA USD 1600070.54000000 0.020620076395 Long DBT CORP US N 2 2043-06-15 Variable 5.62500000 N N N N N N Ares LV CLO Ltd. 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N/A 70082HAC0 1725384.00000000 PA USD 1714876.41000000 0.022099577299 Long LON CORP US N 2 2027-12-28 Variable 4.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 746000.00000000 PA USD 814212.38000000 0.010492738325 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Endeavor Energy Resources LP N/A 29260FAD2 80000.00000000 PA USD 83100.00000000 0.001070908004 Long DBT CORP US N 2 2026-01-30 Fixed 5.50000000 N N N N N N N/A N/A N/A -190.00000000 NC USD -2280.00000000 -0.00002938231 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. 100.00000000 170.00000000 USD 2021-07-16 XXXX 74625.01000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609W102 75207.00000000 NS USD 17055443.46000000 0.219793151810 Long EC CORP KY N 1 N N N Battalion CLO XI Ltd. 549300O0R7FIDPTPCK50 07132LAN9 288000.00000000 PA USD 287393.47000000 0.003703633782 Long ABS-CBDO CORP KY N 2 2034-04-24 Floating 1.89574920 N N N N N N AMMC CLO 22 Ltd. 549300ZW9D4NPX7LOC22 00177HAC3 125371.00000000 PA USD 125614.21000000 0.001618787760 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 1.62574920 N N N N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 N/A 105815.00000000 NS 233032.93000000 0.003003090613 Long EC CORP MX N 1 N N N Galaxy XV CLO Ltd. 549300MJK1HWQWCLYA68 36318WAK6 274791.00000000 PA USD 274324.68000000 0.003535216552 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.05778080 N Y N N N N CIFC Funding Ltd. N/A 12547DAA4 602832.00000000 PA USD 602832.00000000 0.007768683681 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 1.00000080 N N N N N N N/A N/A N/A 23435248.00000000 PA USD 2901560.96000000 0.037392356877 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2050-10-23 0.00000000 USD 0.00000000 USD 23435248.00000000 USD 2901560.96000000 N N N York CLO 1 Ltd. 549300EJZ6JIZVXIHF06 986255AW7 255948.00000000 PA USD 256313.06000000 0.003303101173 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 1.83375000 N N N N N N Reliance Industries Ltd. 5493003UOETFYRONLG31 N/A 468019.00000000 NS 13308764.26000000 0.171509773420 Long EC CORP IN N 2 N N N N/A N/A N/A -30938420.00000000 PA USD -185025.96000000 -0.00238442577 N/A DIR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Written N/A Swaption 1.00000000 2.30000000 USD 2022-04-21 XXXX 253577.32000000 N N N N/A N/A 00P8KPZM3 93.00000000 NC USD 6789.00000000 0.000087489704 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 218.00000000 USD 2021-07-16 XXXX -13091.80000000 N N N Brookfield Residential Properties, Inc. N/A 11283YAG5 556000.00000000 PA USD 560170.00000000 0.007218899358 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05607QAR9 713905.59630000 PA USD 713905.38000000 0.009200084063 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.32288120 N N N N N N N/A N/A N/A 966.00000000 NC USD 318780.00000000 0.004108111354 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Carrier Global Corp. 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N/A 402562AA0 1512771.00000000 PA USD 1507321.70000000 0.019424823987 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.30575960 N N N N N N N/A N/A N/A -7760896.00000000 PA USD 0.00000000 0.000000 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.53000000 USD 2021-07-08 XXXX 70238.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -440425.46000000 -0.00567575391 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25715480.29000000 USD 2807099000.00000000 JPY 2021-08-06 -440425.46000000 N N N N/A N/A 13781Y111 88134.00000000 NS USD 325082.26000000 0.004189328450 N/A DE US N 1 Cano Health, Inc. N/A Call Purchased Cano Health, Inc. Cano Health, Inc. 1.00000000 11.50000000 USD 2025-07-06 XXXX -42564.47000000 N N N N/A N/A 00C8D2MB4 2491.00000000 NC USD 1703844.00000000 0.021957402856 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 424.00000000 USD 2021-07-16 XXXX 481708.10000000 N N N Nexon Co. Ltd. 5299005SFO0GAJFLKN43 N/A 9600.00000000 NS 213643.38000000 0.002753217878 Long EC CORP JP N 2 N N N SimilarWeb Ltd. 254900GWO7PNBAYCPJ12 N/A 63066.00000000 NS USD 1242400.20000000 0.016010786023 Long EC CORP IL N 1 N N Foshan Haitian Flavouring & Food Co. Ltd. N/A N/A 76800.00000000 NS 1529355.27000000 0.019708770154 Long EC CORP CN N 2 N N N Octagon Investment Partners 46 Ltd. N/A 67577VAA1 1000000.00000000 PA USD 1000321.80000000 0.012891126622 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 1.83375000 N N N N N N Lookout, Inc. N/A N/A 73943.00000000 NS USD 861435.95000000 0.011101307507 Long EC CORP US Y 3 N N N N/A N/A 00C8M1QJ5 -71.00000000 NC USD -1009975.00000000 -0.01301552721 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 660.00000000 USD 2021-07-16 XXXX -858570.03000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 2170982.00000000 NS USD 89509587.86000000 1.153508232086 Long EC CORP US N 1 N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 N/A 557.00000000 NS 78181.27000000 0.001007520431 Long EC CORP DK N 2 N N N City Brewing Co. LLC N/A 17776EAB1 1217158.00000000 PA USD 1221722.34000000 0.015744310863 Long LON CORP US N 3 2028-04-05 Variable 4.25000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1744000.00000000 PA USD 1914367.00000000 0.024670408461 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N Dryden 77 CLO Ltd. 254900XGNUOV0Y3IBA68 26252VAS0 308000.00000000 PA USD 308022.64000000 0.003969481475 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 1.25849880 N N N N N N N/A N/A N/A 21860.00000000 NS USD 72356.60000000 0.000932458027 N/A DE KY N 1 TPG Pace Beneficial Finance Corp. N/A Call Purchased TPG Pace Beneficial Finance Corp. TPG Pace Beneficial Finance Corp. 1.00000000 11.50000000 USD 2027-10-09 XXXX -84612.88000000 N N N SLM Private Credit Student Loan Trust 549300T563MF7L069881 78443DAD4 2082113.51220000 PA USD 2030057.13000000 0.026161304805 Long ABS-O CORP US N 2 2041-12-16 Floating 0.35888040 N N N N N N N/A N/A 00C8FP5B0 1088.00000000 NC USD 256768.00000000 0.003308963976 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased L Brands, Inc. L Brands, Inc. 100.00000000 80.00000000 USD 2021-08-20 XXXX -131721.98000000 N N N Midwest Gaming Borrower LLC N/A 59833DAB6 1342000.00000000 PA USD 1343677.50000000 0.017315944521 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N N/A N/A N/A 7217.00000000 NC 105204.57000000 0.001355769146 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Call Purchased LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 1.00000000 675.00000000 EUR 2021-08-20 XXXX -41866.35000000 N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 7043.00000000 NS USD 841849.79000000 0.010848901063 Long EC CORP US N 1 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 80641.00000000 NS 6659940.85000000 0.085826521821 Long EC CORP GB N 2 N N N N/A N/A N/A 25003406.00000000 PA USD 1368670.10000000 0.017638023647 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-11-23 0.00000000 USD 0.00000000 USD 25003406.00000000 USD 1368670.10000000 N N N N/A N/A 00C8JMJX0 -478.00000000 NC USD -439760.00000000 -0.00566717814 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Facebook, Inc. Facebook, Inc. 100.00000000 365.00000000 USD 2021-08-20 XXXX -105632.40000000 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 20980.00000000 NS USD 3241200.20000000 0.041769280832 Long EC CORP US N 1 N N N MetroNet Systems Holdings, LLC N/A 59170BAG0 77025.67000000 PA USD 76967.90000000 0.000991883756 Long LON CORP US N 2 2028-06-02 Variable 0.00000000 N N N N N N Safran SA 969500UIC89GT3UL7L24 N/A 334259.00000000 NS 46389444.49000000 0.597819824451 Long EC CORP FR N 2 N N N N/A N/A 00C854SG2 135.00000000 NC USD 405.00000000 0.000005219226 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 20.00000000 USD 2021-07-16 XXXX -5500.05000000 N N N N/A N/A N/A -2580.00000000 NC USD -7420120.00000000 -0.09562293501 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2021-09-17 -553229400.00000000 USD -7420120.00000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 1010000.00000000 PA USD 1028131.33000000 0.013249507468 Long DBT CORP US N 2 2032-05-01 Variable 2.56100040 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AN7 87000.00000000 PA USD 91132.50000000 0.001174422667 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N N/A N/A N/A -60771770.00000000 PA USD -796043.49000000 -0.01025859621 N/A DIR GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Put Written N/A Swaption 1.00000000 3.04000000 USD 2026-06-15 XXXX 221883.66000000 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAS3 1307000.00000000 PA USD 1386029.40000000 0.017861732592 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N VICI Properties LP N/A 92564RAD7 1060000.00000000 PA USD 1078147.20000000 0.013894060964 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2475.55000000 -0.00003190236 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 739857.30000000 USD 55356122.88000000 INR 2021-09-17 -2475.55000000 N N N N/A N/A 00P8NHSN4 -398.00000000 NC USD -75819.00000000 -0.00097707790 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Las Vegas Sands Corp. Las Vegas Sands Corp. 100.00000000 50.00000000 USD 2021-08-20 XXXX -33757.63000000 N N N Enterprise Development Authority (The) N/A 29372LAC6 3978408.40000000 PA USD 3988354.42000000 0.051397842018 Long LON CORP US N 3 2028-02-28 Variable 5.00000000 N N N N N N Tory Burch LLC, Term Loan N/A 89148GAF7 963907.00000000 PA USD 960292.35000000 0.012375267917 Long LON CORP US N 2 2028-04-16 Variable 4.00000000 N N N N N N Huaneng Power International, Inc. 529900WU0SMVKMPG4V21 N/A 294000.00000000 NS 114993.10000000 0.001481913732 Long EC CORP CN N 2 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBS4 613000.00000000 PA USD 623438.31000000 0.008034236778 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370RAD9 971000.00000000 PA USD 1038848.63000000 0.013387621094 Long DBT NUSS ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 16228.00000000 NS USD 831360.44000000 0.010713725024 Long EC CORP US N 1 N N N Rational AG 529900K139N6UFJ1A758 N/A 324.00000000 NS 293536.54000000 0.003782799400 Long EC CORP DE N 2 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 77192.00000000 NS USD 10437130.32000000 0.134503085438 Long EC CORP CH N 1 N N N BX Commercial Mortgage Trust N/A 056057AQ5 2663303.00000000 PA USD 2662439.29000000 0.034310800796 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.54392920 N N N N N N FS RIALTO N/A 30319YAA6 390000.00000000 PA USD 390298.58000000 0.005029769835 Long ABS-CBDO CORP KY N 2 2028-04-16 Floating 1.29462840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 20714.43000000 0.000266946436 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 616000.00000000 EUR 752310.94000000 USD 2021-09-16 20714.43000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBC0 121351.00000000 PA USD 129087.13000000 0.001663543209 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N Alfa SAB de CV 549300ZCGJ6T8YDJ4M34 015398AC4 720000.00000000 PA USD 948060.00000000 0.012217629872 Long DBT CORP MX N 2 2044-03-25 Fixed 6.87500000 N N N N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 56418H100 21170.00000000 NS USD 2517324.70000000 0.032440712036 Long EC CORP US N 1 N N N Garfunkelux Holdco 3 SA 2221007QVSNJV7EWBX69 N/A 2503000.00000000 PA 3604358.32000000 0.046449292113 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 9075.00000000 NS USD 873378.00000000 0.011255204462 Long EC CORP US N 1 N N N N/A N/A 00C8JUAC7 396.00000000 NC USD 128700.00000000 0.001658554273 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Nucor Corp. Nucor Corp. 100.00000000 110.00000000 USD 2021-10-15 XXXX -104568.18000000 N N N Oportun Issuance Trust N/A 68377GAB2 440000.00000000 PA USD 441373.77000000 0.005687974766 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.96000000 N N N N N N Lookout, Inc., Series F N/A N/A 863811.00000000 NS USD 10063398.15000000 0.129686806590 Long EP CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -47061.69000000 -0.00060648303 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3074508.73000000 USD 44303670760.00000000 IDR 2021-08-11 -47061.69000000 N N N N/A N/A N/A 146.00000000 NC USD -47749.09000000 -0.00061534154 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index MXEF Index 2021-09-17 9963040.00000000 USD -47749.09000000 N N N BAMLL Commercial Mortgage Securities Trust 549300UQK6PJ8BF5JQ90 05526QAJ5 255000.00000000 PA USD 268222.13000000 0.003456573115 Long ABS-MBS CORP US N 2 2033-04-14 Variable 3.71566080 N N N N N N SoftBank Corp. 353800M1YCTS9JRBJ535 N/A 13500.00000000 NS 176512.36000000 0.002274711181 Long EC CORP JP N 2 N N N Bayview Commercial Asset Trust N/A 07324NAC7 189554.12160000 PA USD 179781.64000000 0.002316842325 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.43149960 N N N N N N Navient Private Education Refi Loan Trust N/A 63942CAB8 960000.00000000 PA USD 960000.00000000 0.012371500408 Long ABS-O CORP US N 3 2060-04-15 Fixed 2.61000000 N N N N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 151420.00000000 NS 3958904.53000000 0.051018321886 Long EC CORP JP N 2 N N N Volvo AB 549300HGV012CNC8JD22 928856301 2209494.00000000 NS 53247536.28000000 0.686199913392 Long EC CORP SE N 2 N N N N/A N/A N/A -7217.00000000 NC -62445.53000000 -0.00080473427 N/A DE GB N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 Put Written LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE 1.00000000 605.00000000 EUR 2021-08-20 XXXX 25096.68000000 N N N Bristow Group, Inc. 5493005Q24EN3UC1PV68 11040GAA1 1265000.00000000 PA USD 1290300.00000000 0.016628069768 Long DBT CORP US N 2 2028-03-01 Fixed 6.87500000 N N N N N N Sixth Street CLO XVI Ltd. 549300YD05LZSDNMVF16 83012DAC7 289788.00000000 PA USD 289946.95000000 0.003736540427 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 2.03825160 N N N N N N BX Commercial Mortgage Trust N/A 05607QAX6 756430.44640000 PA USD 756429.92000000 0.009748096942 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.07288000 N N N N N N BX Commercial Mortgage Trust N/A 056057AG7 215000.00000000 PA USD 215274.79000000 0.002774241825 Long ABS-MBS CORP US N 2 2037-03-15 Floating 0.94393080 N N N N N N N/A N/A N/A 39441.00000000 NC USD 110632.00000000 0.001425712326 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased NXP Semiconductors NV NXP Semiconductors NV 1.00000000 210.00000000 USD 2021-07-16 XXXX -112998.47000000 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 N/A 5587.00000000 NS 291585.00000000 0.003757649944 Long EC CORP DE N 2 N N N Databricks, Inc., Series F N/A N/A 90717.00000000 NS USD 16090474.29000000 0.207357613809 Long EC CORP US Y 3 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 2631400.00000000 NS 32644040.04000000 0.420683077812 Long EC CORP HK N 2 N N N GoldenTree Loan Opportunities XI Ltd. 549300ZH5R2TCUAYC824 38137HBU1 250000.00000000 PA USD 250038.30000000 0.003222238469 Long ABS-CBDO CORP KY N 2 2031-01-18 Floating 1.25975160 N N N N N N N/A N/A 00P7T0KH8 -314.00000000 NC USD -3140.00000000 -0.00004046511 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 215.00000000 USD 2021-07-16 XXXX 46084.05000000 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 703.00000000 NS USD 139636.89000000 0.001799497751 Long EC CORP US N 1 N N N N/A N/A 00C6KRT36 -1134.00000000 NC USD -135513.00000000 -0.00174635326 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Devon Energy Corp. Devon Energy Corp. 100.00000000 40.00000000 USD 2022-01-21 XXXX -19404.09000000 N N N Carlsberg A/S 5299001O0WJQYB5GYZ19 N/A 898.00000000 NS 167581.24000000 0.002159616019 Long EC CORP DK N 2 N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 1293.00000000 NS USD 283619.55000000 0.003654999352 Long EC CORP US N 1 N N N N/A N/A N/A -28308162.00000000 PA USD -103807.89000000 -0.00133777015 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.19000000 USD 2021-08-31 XXXX 357334.01000000 N N N Auto1 Group SE 391200S2LPXG5ZD5G304 N/A 257524.00000000 NS 11313554.05000000 0.145797540161 Long EC CORP DE N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 4869.00000000 NS 220574.46000000 0.002842538564 Long EC CORP FR N 2 N N N N/A N/A N/A 68.00000000 NC -471436.26000000 -0.00607538946 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long DAX Index DE0008469008 2021-09-17 26397600.00000000 EUR -471436.26000000 N N N N/A N/A N/A -56616325.00000000 PA USD -169846.94000000 -0.00218881404 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 1.75000000 USD 2021-08-31 XXXX 282695.93000000 N N N Credit Suisse Mortgage Capital Certificates N/A 126438AA8 1412000.00000000 PA USD 1457702.06000000 0.018785376699 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.25690000 N N N N N N N/A N/A 00C83FXR9 583.00000000 NC USD 51595.50000000 0.000664910155 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 140.00000000 USD 2021-07-16 XXXX -139182.33000000 N N N N/A N/A 00C8PJZS3 -249.00000000 NC USD -9088.50000000 -0.00011712331 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR S&P Oil & Gas Exploration & Production ETF SPDR S&P Oil & Gas Exploration & Production ETF 100.00000000 110.00000000 USD 2021-07-16 XXXX 7037.97000000 N N N Genneia SA 529900YZ70LX0XWS9P67 372319AA1 884000.00000000 PA USD 855712.00000000 0.011027543081 Long DBT CORP AR N 2 2022-01-20 Fixed 8.75000000 N N N N N N Quintis Australia Pty. Ltd. N/A 74877UAB4 18591047.00000000 PA USD 18591047.00000000 0.239582443292 Long DBT CORP AU N 3 2028-10-01 Fixed 0.00000000 N N Y N N N Aqueduct European CLO DAC 549300HY2YH2ENUCCU61 N/A 207000.00000000 PA 245662.96000000 0.003165853552 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 1.80000000 N N N N N N Sound Point CLO XXVIII Ltd. N/A 83615CAA4 399913.00000000 PA USD 401186.04000000 0.005170076310 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 1.53478080 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 214000.00000000 PA USD 219698.82000000 0.002831254209 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4241.81000000 -0.00005466411 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 4313000.00000000 CNY 660855.79000000 USD 2021-08-06 -4241.81000000 N N N BB Seguridade Participacoes SA N/A N/A 52736.00000000 NS 245877.97000000 0.003168624381 Long EC CORP BR N 1 N N N Haitong Securities Co. Ltd. 300300E1003931000068 N/A 98800.00000000 NS 86516.16000000 0.001114931988 Long EC CORP CN N 2 N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 6048.00000000 NS 4287770.51000000 0.055256411059 Long EC CORP CH N 2 N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JBB1 1140000.00000000 PA USD 1234009.19000000 0.015902651248 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.87200160 N N N N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 20816.00000000 NS USD 32426956.64000000 0.417885528467 Long EC CORP US N 1 N N N N/A N/A 00C8PRS95 1399.00000000 NC USD 626052.50000000 0.008067925791 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp. 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N/A 69701KAC6 475000.00000000 PA USD 475274.60000000 0.006124854071 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 2.58824880 N N N N N N Asustek Computer, Inc. 254900B3WB4OGRB7HM13 N/A 4000.00000000 NS 53336.07000000 0.000687340845 Long EC CORP TW N 2 N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746108 3560.00000000 NS USD 354220.00000000 0.004564825911 Long EC CORP US N 1 N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939U106 2162.00000000 NS USD 192309.90000000 0.002478293756 Long EC CORP US N 1 N N N Astra Space N/A N/A 249521.00000000 NS USD 24.95000000 0.000000321530 Long EC CORP US N 3 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 140000.00000000 NS 1383598.76000000 0.017830408984 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -281287.44000000 -0.00362494549 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 33727952.67000000 USD 3715591000.00000000 JPY 2021-07-08 -281287.44000000 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 1863.00000000 NS USD 112562.46000000 0.001450590124 Long EC CORP US N 1 N N N ALM Ltd. 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Ltd. 52990085PGF8YEPLBZ26 N/A 826000.00000000 NS 969918.67000000 0.012499322106 Long EC CORP CN N 2 N N N Daikin Industries Ltd. 549300Y7FWSTSHMW5Y57 N/A 1800.00000000 NS 335429.62000000 0.004322674667 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -247533.96000000 -0.00318996509 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 31913251.73000000 USD 22890000.00000000 GBP 2021-07-22 -247533.96000000 N N N Anhui Conch Cement Co. Ltd. 300300JVKW56SSAEQZ33 N/A 16500.00000000 NS 87461.12000000 0.001127109668 Long EC CORP CN N 2 N N N JP Morgan Chase Commercial Mortgage Securities Corp. N/A 466330AQ0 2670000.00000000 PA USD 2676659.78000000 0.034494059960 Long ABS-MBS CORP US N 2 2038-04-15 Floating 3.02299920 N N N N N N Gol Finance SA 5299007RH8MA67ZC6J07 36254VAC2 1014000.00000000 PA USD 1029400.13000000 0.013265858467 Long DBT CORP LU N 2 2026-06-30 Fixed 8.00000000 N N N N N N Credit Suisse Mortgage Capital Certificates N/A 12653VAL0 2679000.00000000 PA USD 2684102.69000000 0.034589976590 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.72288160 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 47213.00000000 NS USD 3360149.21000000 0.043302174297 Long EC CORP US N 1 N N N Grupo Aval Ltd. 549300J4FW1ELLQ80113 40053FAC2 834000.00000000 PA USD 824367.30000000 0.010623604571 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N N/A N/A N/A 333.00000000 NC USD 4995.00000000 0.000064370463 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Ralph Lauren Corp. 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LCZ7XYGSLJUHFXXNXD88 Y 2051-01-28 0.00000000 USD 0.00000000 USD 28611924.00000000 USD 2004509.31000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 471250000.00000000 PA 70035565.49000000 0.902546903220 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 39948.70000000 0.000514818081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 587341906.00000000 JPY 5329940.49000000 USD 2021-09-09 39948.70000000 N N N BHG Securitization Trust N/A 08861YAA4 1543467.97000000 PA USD 1542825.73000000 0.019882363697 Long ABS-O CORP US N 2 2033-11-17 Fixed 1.42000000 N N N N N N Credit Suisse Mortgage Capital Certificates N/A 12653VAA4 366000.00000000 PA USD 366978.28000000 0.004729241605 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.05288120 N N N N N N N/A N/A N/A 1.00000000 NC N/A 35347.37000000 0.000455520835 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 517855615.00000000 JPY 4696967.18000000 USD 2021-07-09 35347.37000000 N N N Engie Brasil Energia SA 52990057Q0EK2Q9YBC07 N/A 44036.00000000 NS 346529.62000000 0.004465720141 Long EC CORP BR N 1 N N N Aptiv plc N/A N/A 40585.00000000 NS USD 7257409.70000000 0.093526090698 Long EP CORP JE N 1 N N N China Resources Cement Holdings Ltd. 529900E0EOYXYJ0GHY66 N/A 258000.00000000 NS 245135.29000000 0.003159053479 Long EC CORP KY N 2 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 50425.00000000 NS USD 36379116.25000000 0.468816928707 Long EC CORP US N 1 N N Modulaire Global Finance plc 5493000PLZTCKZAJDO03 N/A 8613000.00000000 PA 10422105.94000000 0.134309466559 Long DBT CORP GB N 2 2023-02-15 Fixed 6.50000000 N N N N N N Accenture plc N/A N/A 1958.00000000 NS USD 577198.82000000 0.007438349414 Long EC CORP IE N 1 N N N N/A N/A 00C8A8143 151.00000000 NC USD 123065.00000000 0.001585936143 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advance Auto Parts, Inc. Advance Auto Parts, Inc. 100.00000000 210.00000000 USD 2021-09-17 XXXX 4203.60000000 N N N Ares LIX CLO Ltd. N/A 04018EAA9 250000.00000000 PA USD 249698.03000000 0.003217853416 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 1.21492080 N N N N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 N/A 257086.00000000 NS 865774.76000000 0.011157221663 Long EC CORP BR N 1 N N N N/A N/A N/A 222920768.00000000 PA USD -525946.57000000 -0.00677786271 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-04-08 0.00000000 USD 0.00000000 USD 222920768.00000000 USD -525946.57000000 N N N PubMatic, Inc. N/A 74467Q103 58006.00000000 NS USD 2266294.42000000 0.029205689941 Long EC CORP US N 1 N N N/A N/A N/A 30697694.00000000 PA USD 296377.45000000 0.003819410149 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased N/A USD Currency 1.00000000 72.50000000 USD 2021-08-26 XXXX -46362.30000000 N N N Madison Park Funding XI Ltd. N/A 55818KAV3 826000.00000000 PA USD 824975.76000000 0.010631445783 Long ABS-CBDO CORP KY N 2 2029-07-23 Floating 1.07287920 N N N N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 72815LAA5 605000.00000000 PA USD 604582.55000000 0.007791242983 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Hilton Worldwide Finance LLC N/A 432891AK5 98000.00000000 PA USD 102165.00000000 0.001316598270 Long DBT CORP US N 2 2027-04-01 Fixed 4.87500000 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HX1 1126321.00000000 PA USD 426312.50000000 0.005493880487 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -327621.05000000 -0.00422204578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14732976.65000000 USD 19203146.55000000 AUD 2021-09-02 -327621.05000000 N N N N/A N/A N/A -77.00000000 NC USD -12512.50000000 -0.00016124833 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Trane Technologies plc Trane Technologies plc 100.00000000 170.00000000 USD 2021-08-20 XXXX 16872.64000000 N N N N/A N/A N/A -25989.00000000 NC -11880.24000000 -0.00015310041 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Hoya Corp. Hoya Corp. 1.00000000 16625.69060000 JPY 2021-08-13 XXXX 13957.93000000 N N N N/A N/A N/A -24350.00000000 NC USD -365.25000000 -0.00000470696 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 192.00000000 USD 2021-07-16 XXXX 14001.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -81268.41000000 -0.00104730434 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 55004241.60000000 MXN 2668650.39000000 USD 2021-07-29 -81268.41000000 N N N Kumba Iron Ore Ltd. 3789006C753402643048 N/A 7466.00000000 NS 333631.15000000 0.004299497821 Long EC CORP ZA N 2 N N N/A N/A N/A 1.00000000 NC N/A -160961.47000000 -0.00207430717 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 164123000.00000000 CNY 25149866.68000000 USD 2021-08-05 -160961.47000000 N N N N/A N/A N/A -3357.00000000 NC USD -6030953.98000000 -0.07772078086 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2021-09-21 -493688812.50000000 USD -6030953.98000000 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 1737.00000000 NS USD 127791.09000000 0.001646841168 Long EC CORP US N 1 N N N Disco Corp. N/A N/A 14900.00000000 NS 4530332.56000000 0.058382303248 Long EC CORP JP N 2 N N N ION Acquisition Corp. 2 Ltd. N/A N/A 130872.00000000 NS USD 1320498.48000000 0.017017236963 Long EC CORP KY N 1 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137206 26805.00000000 NS USD 3110988.30000000 0.040091242734 Long EP CORP US N 1 N N Targa Resources Partners LP N/A 87612BBT8 3056000.00000000 PA USD 3143554.40000000 0.040510921400 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N Brookfield Residential Properties, Inc. N/A 11283YAB6 101000.00000000 PA USD 106681.25000000 0.001374799091 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 108279624.00000000 PA USD 466700.69000000 0.006014362267 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-05-27 0.00000000 USD 0.00000000 USD 108279624.00000000 USD 466700.69000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HU7 4483596.00000000 PA USD 1683590.30000000 0.021696393838 Long DBT NUSS AR N 2 2038-01-09 Variable 0.12499920 N N N N N N RR 11 Ltd. N/A 749756AC6 300000.00000000 PA USD 300447.84000000 0.003871865182 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.28375000 N N N N N N N/A N/A 51818V114 37211.00000000 NS USD 130238.50000000 0.001678380891 N/A DE US N 1 Latch, Inc. N/A Call Purchased Latch, Inc. Latch, Inc. 1.00000000 11.50000000 USD 2026-12-31 XXXX 47559.08000000 N N N Hana Financial Group, Inc. N/A N/A 6187.00000000 NS 253551.98000000 0.003267519191 Long EC CORP KR N 2 N N N Chunghwa Telecom Co. Ltd. N/A N/A 394000.00000000 NS 1607783.72000000 0.020719475988 Long EC CORP TW N 2 N N N 10x Future Technologies Holdings Ltd. N/A N/A 210424.00000000 NS 7844593.10000000 0.101093111191 Long EC CORP US Y 3 N N N Israel Amplify Program Corp. N/A N/A 116847.00000000 NS USD 508.05000000 0.000006547229 Long EC CORP KY N 3 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A 79727.00000000 NS 1391341.63000000 0.017930191192 Long EC CORP IT N 2 N N N Palmer Square Loan Funding Ltd. 549300KJI7MJ3X7YQQ90 69700KAC7 250000.00000000 PA USD 250020.28000000 0.003222006246 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 1.60588080 N N N N N N N/A N/A 00C8L30D3 -7790.00000000 NC USD -186960.00000000 -0.00240934970 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Energy Select Sector SPDR Fund Energy Select Sector SPDR Fund 100.00000000 65.00000000 USD 2021-08-20 XXXX 126043.86000000 N N N Rattler Midstream LP 549300I45NRVEEN9M219 75419TAA1 550000.00000000 PA USD 578187.50000000 0.007451090513 Long DBT CORP US N 2 2025-07-15 Fixed 5.62500000 N N N N N N N/A N/A 00C8F0FQ1 -1282.00000000 NC USD -35255.00000000 -0.00045433046 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written ConocoPhillips ConocoPhillips 100.00000000 75.00000000 USD 2021-08-20 XXXX 31045.74000000 N N N Dell Technologies, Inc. 549300TJB5YBRUPOG437 24703L202 214206.00000000 NS USD 21349912.02000000 0.275135880503 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -818916.22000000 -0.01055335661 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 229454000.00000000 CNY 34639627.34000000 USD 2021-07-08 -818916.22000000 N N N N/A N/A 00C89SG60 305.00000000 NC USD 26687.50000000 0.000343921267 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Illinois Tool Works, Inc. Illinois Tool Works, Inc. 100.00000000 250.00000000 USD 2021-09-17 XXXX -93916.83000000 N N N N/A N/A N/A 252.00000000 NC USD 15750.00000000 0.000202969928 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lions Gate Entertainment Corp. Lions Gate Entertainment Corp. 100.00000000 25.00000000 USD 2021-09-17 XXXX -5595.15000000 N N N Radiate Holdco LLC N/A 75026JAC4 723000.00000000 PA USD 748305.00000000 0.009643391263 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N N/A N/A N/A -132351.00000000 NC USD -38179.29000000 -0.00049201573 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 157.00000000 USD 2021-07-16 XXXX 57113.43000000 N N N Battalion CLO 18 Ltd. 549300WYAEH0STKIKE49 07134QAA4 449026.00000000 PA USD 450281.25000000 0.005802765279 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.98375120 N N N N N N N/A N/A N/A -2135.00000000 NC USD -3202.50000000 -0.00004127055 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 390.00000000 USD 2021-07-02 XXXX 577877.84000000 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 6589.00000000 NS USD 947695.87000000 0.012212937336 Long EC CORP US N 1 N N N Quicken Loans LLC N/A 74841CAB7 2344000.00000000 PA USD 2361556.56000000 0.030433331195 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Suzuki Motor Corp. 353800D83H0V3ZV1SV24 N/A 5400.00000000 NS 228849.81000000 0.002949182831 Long EC CORP JP N 2 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AN1 352000.00000000 PA USD 368280.00000000 0.004746016844 Long DBT CORP US N 2 2024-10-15 Fixed 4.35000000 N N N N N N Informatica LLC N/A 45673YAB2 2986502.30300000 PA USD 2965805.84000000 0.038220279335 Long LON CORP US N 2 2027-02-25 Variable 3.35425000 N N N N N N Bausch Health Cos., Inc. KOO0397YRO83WY5MGD97 C9413PAZ6 3540354.00000000 PA USD 3523997.56000000 0.045413684639 Long LON CORP US N 2 2025-06-02 Variable 3.09250000 N N N N N N N/A N/A 00P8JL539 -191.00000000 NC USD -58732.50000000 -0.00075688452 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard, Inc. Mastercard, Inc. 100.00000000 330.00000000 USD 2021-08-20 XXXX 28700.22000000 N N N Cedar Fair LP 549300TUVLNQQ6BVKH61 150190AE6 81000.00000000 PA USD 83430.00000000 0.001075160707 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Cedar Funding II CLO Ltd. 254900Q56WTD2BRLBE32 15032TBE5 250000.00000000 PA USD 248797.03000000 0.003206242248 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.26375120 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 31729.00000000 NS USD 4535025.97000000 0.058442787126 Long EC CORP US N 1 N N N N/A N/A N/A 324838869.00000000 PA USD 4768156.87000000 0.061447140277 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-05-27 0.00000000 USD 0.00000000 USD 324838869.00000000 USD 4768156.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 208155.77000000 0.002682499160 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 110158107.00000000 CNY 17153827.60000000 USD 2021-09-09 208155.77000000 N N N Nine Dragons Paper Holdings Ltd. 529900TBMYEYJ2LEV906 N/A 141000.00000000 NS 180799.16000000 0.002329955085 Long EC CORP BM N 2 N N N LG Electronics, Inc. 988400RMQFTGZIOG0609 N/A 649.00000000 NS 93965.09000000 0.001210926197 Long EC CORP KR N 2 N N N N/A N/A N/A 420845584.00000000 PA USD 677696.15000000 0.008733456454 N/A DIR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Purchased N/A Swaption 1.00000000 0.50000000 USD 2022-07-05 XXXX 303143.58000000 N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664100 -22836.00000000 NS USD -835112.52000000 -0.01076207800 Short EC CORP US N 1 N N N Rockford Tower CLO Ltd. 5493007GXSFXDXOXG741 77340EAY2 250000.00000000 PA USD 250003.93000000 0.003221795543 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.83375000 N N N N N N N/A N/A 00P89XWL4 152.00000000 NC USD 2128.00000000 0.000027423492 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased PG&E Corp. PG&E Corp. 100.00000000 8.00000000 USD 2021-09-17 XXXX -1707.67000000 N N N HCL Technologies Ltd. 549300C1F8OLYSOQYB65 N/A 62174.00000000 NS 823674.59000000 0.010614677632 Long EC CORP IN N 2 N N N N/A N/A N/A 19401312.00000000 PA USD 8.02000000 0.000000103353 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased N/A Swaption 1.00000000 1.37000000 USD 2021-07-08 XXXX -47877.18000000 N N N HPS Loan Management 10-2016 Ltd. 2549009NI8GVCM3ROT27 40436TAS5 607051.00000000 PA USD 607051.00000000 0.007823053848 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 1.27450080 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 1072.00000000 NS USD 697550.40000000 0.008989317769 Long EC CORP US N 1 N N N Altair Engineering, Inc. 549300FJ89HZ6GU9S994 021369103 91007.00000000 NS USD 6276752.79000000 0.080888385112 Long EC CORP US N 1 N N Spirax-Sarco Engineering plc 213800WFVZQMHOZP2W17 N/A 17200.00000000 NS 3239566.02000000 0.041748221188 Long EC CORP GB N 2 N N N Shin-Etsu Chemical Co. Ltd. 353800PX8Q64N86H5W41 N/A 159434.00000000 NS 26667040.93000000 0.343657612257 Long EC CORP JP N 2 N N N Straumann Holding AG 50670046ML5FVIM60Z37 N/A 3664.00000000 NS 5844241.35000000 0.075314619011 Long EC CORP CH N 2 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 N/A 36318.00000000 NS 3898766.15000000 0.050243319811 Long EP CORP DE N 2 N N N Elmwood CLO V Ltd. N/A 29003BAA9 1000000.00000000 PA USD 1000561.10000000 0.012894210476 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 1.92575160 N N N N N N N/A N/A N/A 107.00000000 NC USD 1658.50000000 0.000021373055 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 25.00000000 USD 2021-12-17 XXXX -5150.19000000 N N N BHMS N/A 05549GAJ0 840078.00000000 PA USD 840062.88000000 0.010825873190 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.97287920 N N N N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 38480.00000000 NS USD 3832992.80000000 0.049395699991 Long EC CORP US N 1 N N N N/A N/A N/A -572.00000000 NC USD -4290.00000000 -0.00005528514 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UWM Holdings Corp. UWM Holdings Corp. 100.00000000 11.00000000 USD 2021-07-16 XXXX 48167.90000000 N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 356969.00000000 NS 3126336.50000000 0.040289034674 Long EC CORP GB N 2 N N N N/A N/A N/A 1325.00000000 NC USD 49025.00000000 0.000631784174 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust 1 Invesco QQQ Trust 1 100.00000000 320.00000000 USD 2021-07-16 XXXX -943366.35000000 N N N Continental AG 529900A7YD9C0LLXM621 N/A 2509.00000000 NS 369126.99000000 0.004756931987 Long EC CORP DE N 2 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 197350.00000000 NS USD 53312129.00000000 0.687032318456 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 194453.34000000 0.002505916224 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19646230.62000000 USD 396856000.00000000 MXN 2021-07-29 194453.34000000 N N N Woodside Petroleum Ltd. 2549005ZC5RXAOO7FH41 980228100 9621.00000000 NS 160205.95000000 0.002064570808 Long EC CORP AU N 2 N N N Arabian Centres Sukuk II Ltd. 549300X92PKHJD8UYG94 03847QAA1 910000.00000000 PA USD 964315.63000000 0.012427115844 Long DBT CORP KY N 2 2026-10-07 Fixed 5.62500000 N N N N N N NCSoft Corp. N/A N/A 4056.00000000 NS 2951237.38000000 0.038032535888 Long EC CORP KR N 2 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AB0 136000.00000000 PA USD 140590.00000000 0.001811780460 Long DBT CORP US N 2 2026-11-01 Fixed 4.87500000 N N N N N N N/A N/A 00P7GMJ11 -6642.00000000 NC USD -159408.00000000 -0.00205428764 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100.00000000 81.00000000 USD 2021-09-17 XXXX 111353.69000000 N N N AmerisourceBergen Corp. 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(The) 549300BVHY25JZC1KI49 44267DAE7 1047000.00000000 PA USD 1047020.94000000 0.013492937486 Long DBT CORP US N 2 2029-02-01 Fixed 4.12500000 N N N N N N N/A N/A N/A -7760353.00000000 PA USD 0.00000000 0.000000 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.53000000 USD 2021-07-08 XXXX 72078.16000000 N N N N/A N/A N/A 226.00000000 NC 32224.68000000 0.000415278793 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany EUR Currency 2021-09-08 39009860.00000000 EUR 32224.68000000 N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879Q109 1972.00000000 NS USD 624177.44000000 0.008043761931 Long EC CORP US N 1 N N N Khosla Ventures Acquisition Co. 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Ltd. 549300J6TFLDXGH6S048 N/A 84000.00000000 NS 166540.00000000 0.002146197581 Long EC CORP CN N 2 N N N N/A N/A N/A 824.00000000 NC USD 233635.76000000 0.003010859271 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2021-09-21 109115625.00000000 USD 233635.76000000 N N N Battalion CLO X Ltd. 549300RRK5G3IT4Y7N27 07132JBE3 484687.00000000 PA USD 481146.02000000 0.006200518940 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 1.72575000 N N N N N N Epic Games, Inc. N/A N/A 14282.00000000 NS USD 12766679.80000000 0.164523942046 Long EC CORP US Y 3 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 3216000.00000000 PA USD 3418608.00000000 0.044055531530 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Brookfield Asset Management Reinsurance Partners Ltd. N/A N/A 117.00000000 NS 6182.24000000 0.000079670400 Long EC CORP BM N 1 N N N salesforce.com, Inc. 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Rotor Acquisition Corp. 1.00000000 11.50000000 USD 2026-01-31 XXXX 3003.30000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2G8 420000.00000000 PA USD 408975.00000000 0.005270452478 Long DBT NUSS BH N 2 2033-01-25 Fixed 5.25000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 876.00000000 NS USD 124102.92000000 0.001599311797 Long EC CORP US N 1 N N N N/A N/A 00C8DJB45 -600.00000000 NC USD -27000.00000000 -0.00034794844 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Freeport-McMoRan, Inc. 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N/A 77879W204 58607.00000000 NS USD 616545.64000000 0.007945411080 Long EC CORP US N 1 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 N/A 4060.00000000 NS 902385.02000000 0.011629017337 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 350932.98000000 0.004522466151 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 14914831.56000000 EUR 68779000.00000000 PLN 2021-07-09 350932.98000000 N N N N/A N/A 00C8L3084 5193.00000000 NC USD 301194.00000000 0.003881480931 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Energy Select Sector SPDR Fund Energy Select Sector SPDR Fund 100.00000000 60.00000000 USD 2021-08-20 XXXX -335300.62000000 N N N Crown PropTech Acquisitions N/A N/A 62472.00000000 NS USD 34359.60000000 0.000442791464 Long EC CORP KY N 3 N N N GMO Payment Gateway, Inc. 353800Q6U21E2PM83F86 N/A 20800.00000000 NS 2701373.59000000 0.034812546326 Long EC CORP JP N 2 N N N Vertiv Holdings Co. N/A N/A 1714915.00000000 NS USD 46817179.50000000 0.603332036795 Long EC CORP US Y 2 N N N Galaxy XXII CLO Ltd. 54930022KENWLYJ8SJ86 36320TAV5 334389.00000000 PA USD 335807.11000000 0.004327539373 Long ABS-CBDO CORP KY N 3 2034-04-16 Floating 1.32233040 N N N N N N Meritor, Inc. 5LTG829X630QFHTFBO82 59001KAH3 22000.00000000 PA USD 22302.50000000 0.000287411862 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 7390.00000000 NS 529021.69000000 0.006817491723 Long EC CORP KR N 2 N N N Flatiron CLO 18 Ltd. 5493008L4GGS612L9S27 33883GAA5 250000.00000000 PA USD 248733.70000000 0.003205426115 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.13974920 N N N N N N United Overseas Bank Ltd. IO66REGK3RCBAMA8HR66 N/A 124800.00000000 NS 2403323.25000000 0.030971577676 Long EC CORP SG N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F84J9 2839871.00000000 PA USD 259602.55000000 0.003345492764 Long ABS-MBS USGSE US N 2 2029-12-25 Fixed 1.36401000 N N N N N N N/A N/A 00C8FL6K8 413.00000000 NC USD 67525.50000000 0.000870199740 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Comcast Corp. Comcast Corp. 100.00000000 57.50000000 USD 2021-08-20 XXXX 3100.45000000 N N N MPT Operating Partnership LP N/A 55342UAH7 230000.00000000 PA USD 243820.70000000 0.003142112385 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 2930.00000000 NS USD 199650.20000000 0.002572888053 Long EC CORP US N 1 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BB2 2726000.00000000 PA USD 2708962.50000000 0.034910344454 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BA9 415102.00000000 PA USD 543472.29000000 0.007003716310 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 711.00000000 NS USD 173341.80000000 0.002233852239 Long EC CORP US N 1 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 26281.00000000 NS USD 4897727.16000000 0.063116909960 Long EC CORP US N 1 N N N Arbor Multifamily Mortgage Securities Trust N/A 03881BAS2 550424.00000000 PA USD 457608.75000000 0.005897194622 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 1.75000000 N N N N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 19568.00000000 NS USD 7260706.40000000 0.093568575204 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 9736.00000000 NS 126934.94000000 0.001635807981 Long EC CORP DE N 2 N N N HTA Group Ltd. 213800WEFU8O8X6EPU13 40435WAB6 941000.00000000 PA USD 998812.69000000 0.012871678752 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 122.00000000 NS USD 97917.20000000 0.001261856958 Long EC CORP US N 1 N N N BWAY Mortgage Trust N/A 05604FAN5 1286731.00000000 PA USD 1344813.65000000 0.017330586063 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.63320000 N N N N N N N/A N/A 00C8RA1E8 492.00000000 NC USD 60762.00000000 0.000783038654 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Western Digital Corp. Western Digital Corp. 100.00000000 85.00000000 USD 2021-08-20 XXXX -5068.27000000 N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 160000.00000000 NS USD 7406400.00000000 0.095446125654 Long RF US N 1 N N N Liberty Media Corp.-Liberty SiriusXM N/A 531229607 336863.00000000 NS USD 15627074.57000000 0.201385791074 Long EC CORP US N 1 N N N AngloGold Ashanti Holdings plc 213800745ZIXC4L6A131 03512TAE1 295000.00000000 PA USD 305472.50000000 0.003936617873 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Beast Mortgage Trust N/A 05601PAJ5 1930000.00000000 PA USD 1933083.95000000 0.024911613414 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.42287840 N N N N N N Logan CLO I Ltd. N/A 540543AA3 611134.00000000 PA USD 611195.17000000 0.007876459682 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.31244840 N N N N N N 2021-06-30 BlackRock Variable Series Funds, Inc. Ann Frechette Ann Frechette Assistant Treasurer