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Micron Technology, Inc. 100.00000000 135.00000000 USD 2024-05-17 XXXX -396509.91000000 N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 9566000.00000000 PA 10937175.12000000 0.064543468937 Long DBT CORP GB N 2 2028-11-30 Fixed 6.13000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 362400000.00000000 PA 6866287.15000000 0.040519968503 Long DBT NUSS EG N 2 2024-09-17 None 0.00000000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAG1 5222000.00000000 PA USD 3362637.97000000 0.019843910057 Long ABS-MBS CORP US N 2 2034-04-15 Floating 8.54000000 N N N N N N FirstRand Ltd 529900XYOP8CUZU7R671 000000000 651274.00000000 NS 2248295.33000000 0.013267848251 Long EC CORP ZA N 2 N N N Scout24 SE 5493007EIKM2ENQS7U66 000000000 8079.00000000 NS 593464.39000000 0.003502206922 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16230200.00000000 OU Notional Amount USD 126301.93000000 0.000745344625 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2043-09-29 10884.41000000 USD 0.00000000 USD 16230200.00000000 USD 115417.52000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 5694000.00000000 PA USD 5557599.77000000 0.032797021551 Long DBT CORP US N 2 2025-11-03 Fixed 1.28000000 N N N N N N GREENKO WIND PROJECTS MU 254900MSUXE1FF83DP82 000000000 300000.00000000 PA USD 294375.00000000 0.001737192964 Long DBT CORP MU N 2 2025-04-06 Fixed 5.50000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 8071000.00000000 PA USD 7816665.03000000 0.046128426309 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 536540419.00000000 OU Notional Amount -59056.32000000 -0.00034850861 N/A DIR US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 536540419.00000000 BRL -59056.32000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 1610000.00000000 PA USD 1515915.63000000 0.008945861459 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 34318753.00000000 OU Notional Amount -101055.99000000 -0.00059636095 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A Y 2026-01-02 0.00000000 BRL 0.00000000 BRL 34318753.00000000 BRL -101055.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1437090963.00000000 OU Notional Amount -775704.28000000 -0.00457765780 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 2502.85000000 MXN 0.00000000 MXN 1437090963.00000000 MXN -775817.93000000 N N N HELIOS SOFT/ION CORP SOL N/A 000000000 5180000.00000000 PA 5503222.41000000 0.032476124847 Long DBT CORP US N 2 2029-05-01 Fixed 7.88000000 N N N N N N PALOMINO FUNDING TRUST I N/A 69754AAA8 665000.00000000 PA USD 686128.87000000 0.004049047118 Long DBT CORP US N 2 2028-05-17 Fixed 7.23000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881JAA4 8034500.00000000 PA USD 8029478.44000000 0.047384300478 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 7.17000000 N N N N N N Snorkel AI, Inc. 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DR Horton, Inc. 100.00000000 155.00000000 USD 2024-05-17 XXXX -242140.67000000 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 1745016.00000000 NS 66586053.45000000 0.392943774362 Long EC CORP CA N 1 N N N Wal-Mart de Mexico SAB de CV Y87794H0US1R65VBXU25 000000000 916372.00000000 NS 3419260.58000000 0.020178056638 Long EC CORP MX N 1 N N N Smith Douglas Homes Corp N/A 83207R107 85403.00000000 NS USD 2482665.21000000 0.014650933454 Long EC CORP US N 1 N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 51903.00000000 NS USD 8924201.82000000 0.052664324804 Long EC CORP US N 1 N N N Bic Camera Inc 353800MQU1LJXY6N8N97 000000000 28900.00000000 NS 280626.71000000 0.001656060284 Long EC CORP JP N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 227561662.00000000 OU Notional Amount 21961.28000000 0.000129599935 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 227561662.00000000 OU Notional Amount N/A 21961.28000000 0.00000000 DIR US N/A N/A 2026-06-05 0.00000000 N/A 0.00000000 N/A 227561662.00000000 EUR 1.00000000 2.85000000 EUR 2024-06-03 XXXX -532933.63000000 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 37712.00000000 NS USD 3124062.08000000 0.018436003959 Long EC CORP US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 33566109888.00000000 OU Notional Amount -108824.91000000 -0.00064220761 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-20 328773.00000000 KRW 0.00000000 KRW 33566109888.00000000 KRW -109079.30000000 N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AE5 1962000.00000000 PA USD 1907376.96000000 0.011255989249 Long DBT CORP US N 2 2027-05-15 Fixed 4.65000000 N N N N N N Dr Ing hc F Porsche AG 529900EWEX125AULXI58 000000000 69735.00000000 NS 6208258.12000000 0.036636746758 Long EP CORP DE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 970.00000000 NC USD 960300.00000000 0.005667011137 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Vistra Corp. Vistra Corp. 100.00000000 70.00000000 USD 2024-06-21 XXXX 456060.10000000 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 4956000.00000000 PA 4629607.69000000 0.027320668897 Long DBT CORP GB N 2 2028-01-20 Fixed 0.16000000 N N N N N N Signal Peak CLO, LLC N/A 82666VAA2 300000.00000000 PA USD 299810.73000000 0.001769270796 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 6.88000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 180481.00000000 NS USD 2055678.59000000 0.012131160538 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 852.00000000 NC USD 47712.00000000 0.000281562465 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 200.00000000 USD 2024-05-17 XXXX -978101.37000000 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 127493.00000000 NS 5804876.10000000 0.034256271490 Long EC CORP ES N 2 N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 6875.00000000 NS USD 1612875.00000000 0.009518047056 Long EC CORP US N 1 N N N Bluemountain CLO Ltd N/A 09629PAE6 1494767.00000000 PA USD 1498161.32000000 0.008841088083 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.09000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 352660900.00000000 PA 17539839.96000000 0.103507725093 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N PROGROUP AG 529900YI5W5TQ8F2FP82 000000000 1805000.00000000 PA 1914257.64000000 0.011296594154 Long DBT CORP DE N 2 2031-04-15 Fixed 5.38000000 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 37500.00000000 NS 1484432.94000000 0.008760072898 Long EC CORP NL N 2 N N N True Corp PCL 894500HQD71STX0DQK07 000000000 1974800.00000000 NS 407227.58000000 0.002403169042 Long EC CORP TH N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 900.00000000 NC USD 1008000.00000000 0.005948502787 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 950.00000000 USD 2024-05-17 XXXX -2123304.17000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A -188010.33000000 -0.00110950394 N/A DFE NO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5152400.00000000 EUR 59004642.30000000 NOK 2024-05-16 -188010.33000000 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBJ9 3134000.00000000 PA USD 3346187.47000000 0.019746830846 Long DBT CORP KY N 2 2031-07-15 Fixed 8.50000000 N N N N N N Orion Group Holdco LLC N/A 000000000 2405657.62000000 PA USD 2390742.54000000 0.014108470896 Long LON CORP US N 3 2027-03-19 Floating 11.81000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 265444.00000000 NS USD 45539572.64000000 0.268742336102 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -539.00000000 NC USD -440632.50000000 -0.00260030124 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 400.00000000 USD 2024-06-21 XXXX -153694.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 5012.00000000 NC USD 145348.00000000 0.000857741054 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Merck & Co., Inc. Merck & Co., Inc. 100.00000000 135.00000000 USD 2024-05-17 XXXX -671441.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5405.38000000 0.000031898728 N/A DFE CL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 180365.94000000 USD 178385520.00000000 CLP 2024-05-16 5405.38000000 N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 83131.00000000 NS 1884506.33000000 0.011121022973 Long EC CORP FI N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6585.00000000 NC USD -658500.00000000 -0.00388600107 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 82.50000000 USD 2024-07-19 XXXX 294746.94000000 N N N Mariner Finance Issuance Trust N/A 56848MAA7 1889282.01000000 PA USD 1865187.62000000 0.011007017615 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8769.31000000 0.000051750262 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8547833.30000000 USD 139167274038.00000000 IDR 2024-05-16 8769.31000000 N N N Anchorage Capital CLO LTD 549300PXQERPW8QV9145 03331JAG7 250000.00000000 PA USD 251366.95000000 0.001483389883 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 7.09000000 N N N N N N Canyon Capital CLO Ltd N/A 13887TAN7 300000.00000000 PA USD 300247.89000000 0.001771850605 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 7.29000000 N N N N N N Cedar Funding Ltd N/A 15033EAA6 867276.10000000 PA USD 868405.12000000 0.005124712576 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.57000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXH7 1373000.00000000 PA USD 1335471.89000000 0.007881010178 Long DBT CORP US N 2 2029-01-16 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 656477000.00000000 OU Notional Amount 31370.82000000 0.000185128383 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-09-25 2096.41000000 MXN 0.00000000 MXN 656477000.00000000 MXN 31253.63000000 N N N CK HUTCHISON INTL 24 254900GAYV1MAUETUO84 000000000 600000.00000000 PA USD 597243.60000000 0.003524509146 Long DBT CORP KY N 2 2029-04-26 Fixed 5.38000000 N N N N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 394144.00000000 NS USD 3976912.96000000 0.023468926416 Long EC CORP CA N 1 N N N Aier Eye Hospital Group Co Ltd N/A 000000000 694700.00000000 NS 1231736.42000000 0.007268836833 Long EC CORP CN N 2 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 -226792079.00000000 OU Notional Amount -117971.55000000 -0.00069618461 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 226792079.00000000 OU Notional Amount N/A -117971.55000000 0.00000000 DIR US N/A N/A 2026-05-30 0.00000000 N/A 0.00000000 N/A 226792079.00000000 EUR 1.00000000 3.50000000 EUR 2024-05-28 XXXX 80938.57000000 N N N UBS AG/London BFM8T61CT2L1QCEMIK50 90351WFJ9 10655000.00000000 PA USD 10576700.24000000 0.062416201250 Long STIV CORP CH N 2 2024-06-18 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 236849358.00000000 OU Notional Amount USD 819207.45000000 0.004834382737 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 236849358.00000000 OU Notional Amount N/A 819207.45000000 0.00000000 DIR US N/A N/A 2035-01-27 0.00000000 N/A 0.00000000 N/A 236849358.00000000 USD 1.00000000 3.00000000 USD 2025-01-23 XXXX -2456310.64000000 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 14124.00000000 NS USD 2443169.52000000 0.014417857837 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08162RAF4 54445017.43000000 PA USD 3125078.67000000 0.018442003154 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.37000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 191993.04000000 0.001133007077 N/A DFE CO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15146741.56000000 USD 62828684000.00000000 COP 2025-02-24 191993.04000000 N N N JUMPCLOUD INC N/A 000000000 6458349.00000000 NS USD 13239615.45000000 0.078130842668 Long EC CORP US Y 3 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2454277.45000000 -0.01448340898 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 120599704.19000000 USD 162514457.00000000 CAD 2024-06-20 -2454277.45000000 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 3470000.00000000 PA USD 3581946.29000000 0.021138112590 Long DBT CORP US N 2 2030-07-30 Fixed 7.88000000 N N N N N N Elmwood CLO II Ltd. 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Tesla, Inc. 100.00000000 150.00000000 USD 2024-05-17 XXXX -606620.79000000 N N N JP Morgan Mortgage Trust N/A 46654CAL9 10573941.00000000 PA USD 6747571.18000000 0.039819390846 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 314566.73000000 0.001856350268 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 582172535.18000000 CZK 25014567.53000000 USD 2024-05-16 314566.73000000 N N N Ajax Mortgage Loan Trust N/A 009740AC5 1331929.00000000 PA USD 871521.37000000 0.005143102478 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.94000000 N N N N N N FRONTIER FLORIDA LLC 549300ZCZ76HYCS0H445 362333AH9 8480000.00000000 PA USD 8038723.78000000 0.047438859933 Long DBT CORP US N 2 2028-02-01 Fixed 6.86000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 67193.00000000 NS USD 7129849.23000000 0.042075325415 Long EC CORP US N 1 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 2166795.00000000 NS 71622750.37000000 0.422666795859 Long EC CORP ES N 2 N N N Morinaga & Co Ltd/Japan N/A 000000000 34400.00000000 NS 555929.74000000 0.003280703976 Long EC CORP JP N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 741929.91000000 0.004378345374 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 22466839.61000000 USD 93447000000.00000000 COP 2024-10-23 741929.91000000 N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 598022.66000000 PA USD 516542.07000000 0.003048265816 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 3810000.00000000 PA 3898310.19000000 0.023005068483 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 3607.00000000 NC USD 1002746.00000000 0.005917497396 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 48.00000000 USD 2024-05-17 XXXX 356847.70000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 5941000.00000000 PA USD 5989388.73000000 0.035345134480 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N iShares MSCI Brazil ETF 5493006D2L7KY3ZDF809 464286400 436853.00000000 NS USD 13555548.59000000 0.079995256521 Long EC RF US N 1 N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 16969000.00000000 PA 4499689.01000000 0.026553980772 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N Kingspan Group PLC 635400HM7V74SUB9OG75 000000000 96492.00000000 NS 8582730.73000000 0.050649204039 Long EC CORP IE N 2 N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780DN3 3387000.00000000 PA USD 3186955.31000000 0.018807155302 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 1251000.00000000 PA USD 1186495.31000000 0.007001855812 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 230190500.00000000 OU Notional Amount USD 3762495.28000000 0.022203584981 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-05 995.58000000 USD 0.00000000 USD 230190500.00000000 USD 3761499.70000000 N N N SPDR Bloomberg High Yield Bond ETF 549300NCLW2248PN7J24 78468R622 95958.00000000 NS USD 8965355.94000000 0.052907187301 Long EC RF US N 1 N N SLM Student Loan Trust 549300JEA36NHBYED811 78445QAE1 10794027.28000000 PA USD 11584975.82000000 0.068366330316 Long ABS-O CORP US N 2 2041-10-15 Floating 10.19000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 271.00000000 NC USD 2710.00000000 0.000015992502 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Adobe, Inc. Adobe, Inc. 100.00000000 600.00000000 USD 2024-05-17 XXXX -770017.94000000 N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 745801.00000000 NS USD 17034094.84000000 0.100523175236 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 4908000.00000000 PA USD 4549178.62000000 0.026846033434 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 455251.00000000 NS 45707272.21000000 0.269731980308 Long EC CORP CH N 2 N N N LUXE Commercial Mortgage Trust N/A 55066WAJ3 1214518.00000000 PA USD 1214503.91000000 0.007167142752 Long ABS-MBS CORP US N 2 2038-10-15 Floating 8.19000000 N N N N N N Lendmark Funding Trust N/A 52604DAD4 2210000.00000000 PA USD 1773675.06000000 0.010466975236 Long ABS-O CORP US N 2 2032-04-20 Fixed 4.46000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -227561662.00000000 OU Notional Amount -745.56000000 -0.00000439976 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 227561662.00000000 OU Notional Amount N/A -745.56000000 0.00000000 DIR US N/A N/A 2026-06-05 0.00000000 N/A 0.00000000 N/A 227561662.00000000 EUR 1.00000000 2.30000000 EUR 2024-06-03 XXXX 122564.42000000 N N N Orion Corp/Republic of Korea N/A 000000000 15034.00000000 NS 1006132.81000000 0.005937483953 Long EC CORP KR N 2 N N N PROJECT MONTELENA N/A 000000000 10884463.08000000 PA 10889910.94000000 0.064264549188 Long DBT CORP DE N 3 2030-06-20 Fixed 10.25000000 N N Y N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -589.00000000 NC USD -206150.00000000 -0.00121655143 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Valero Energy Corp. 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Broadcom, Inc. 100.00000000 1160.00000000 USD 2024-06-21 XXXX 260107.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 191715.02000000 0.001131366399 N/A DFE CL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6958061.21000000 USD 6865519000.00000000 CLP 2024-05-16 191715.02000000 N N N Centuri Holdings Inc N/A 155923105 135599.00000000 NS USD 3356075.25000000 0.019805181527 Long EC CORP US N 1 N N N SONDER HOLDINGS INC N/A 000000000 41535.05000000 NS USD 166140.20000000 0.000980441907 Long EC CORP US N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1357.00000000 NC USD 181838.00000000 0.001073079216 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased ConocoPhillips ConocoPhillips 100.00000000 130.00000000 USD 2024-05-17 XXXX -51251.05000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10314772.36000000 -0.06087048823 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 206194412.56000000 USD 179091188.00000000 CHF 2024-06-20 -10314772.36000000 N N N Screaming Eagle Acquisition Corp N/A 000000000 249210.00000000 NS USD 2676515.40000000 0.015794900116 Long EC CORP KY N 1 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 3182729.00000000 OU Notional Amount 257184.52000000 0.001517721065 N/A DFE US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD 257184.52000000 0.00000000 DFE XX 3325951.80000000 USD 3182729.00000000 EUR 2024-05-24 1.00000000 1.04500000 EUR 2024-05-24 XXXX -16998.15000000 N N N Shanghai Fosun Pharmaceutical Group Co Ltd 300300DMUYLW3FP1OT73 000000000 336500.00000000 NS 528258.72000000 0.003117409194 Long EC CORP CN N 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -404726.09000000 -0.00238840701 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 85370108.56000000 USD 79457013.00000000 EUR 2024-06-20 -404726.09000000 N N N DISH DBS Corp N/A 25470XAW5 5832000.00000000 PA USD 5493624.91000000 0.032419487193 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N ARES CLO Ltd 635400YF4AHA6NB2CU53 04015NAJ3 250000.00000000 PA USD 250283.60000000 0.001476996718 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 7.09000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 2663.00000000 NC USD 505970.00000000 0.002985876939 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Boston Scientific Corp. Boston Scientific Corp. 100.00000000 72.50000000 USD 2024-06-21 XXXX 176064.81000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 17353.94000000 0.000102410675 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 557536.09000000 EUR 612661.91000000 USD 2024-05-16 17353.94000000 N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 04625HAJ8 2770000.00000000 PA USD 2712921.05000000 0.016009740504 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N BB Seguridade Participacoes SA N/A 000000000 179969.00000000 NS 1116011.59000000 0.006585910767 Long EC CORP BR N 1 N N N Marvell Technology Inc N/A 573874104 272577.00000000 NS USD 17965550.07000000 0.106019964951 Long EC CORP US N 1 N N N VOLATO GROUP INC N/A 000000000 72703.00000000 NS USD 163581.75000000 0.000965343745 Long STIV CORP US Y 2 N N N Symphony CLO Ltd 5493004PWOYFPAFQVT02 87165VAF6 233105.58000000 PA USD 233672.80000000 0.001378971529 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.74000000 N N N N N N FLYR CONVERTIBLE NOTES N/A 000000000 14583868.77000000 PA USD 16705821.68000000 0.098585939316 Long DBT CORP US N 3 2027-08-10 Fixed 8.00000000 N N N N N N CTS Eventim AG & Co KGaA 529900FDHSN08UBJII80 000000000 10813.00000000 NS 956179.84000000 0.005642696868 Long EC CORP DE N 2 N N N BROWN BROTHERS EUR EUR OVERNIGHT SWEEP N/A 000000000 4936558.88000000 NS 5268298.36000000 0.031089769325 Long STIV CORP US N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 4145000.00000000 PA USD 4032574.29000000 0.023797400203 Long DBT CORP US N 2 2035-01-18 Fixed 5.47000000 N N N N N N Maruti Suzuki India Ltd 335800D27PBEESKKD357 000000000 6482.00000000 NS 994463.19000000 0.005868618112 Long EC CORP IN N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 8632000.00000000 PA USD 8344706.67000000 0.049244554451 Long DBT CORP US N 2 2028-04-26 Fixed 4.32000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAH8 785000.00000000 PA USD 741692.99000000 0.004376947240 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Persol Holdings Co Ltd 3538000H6OI725NB2008 000000000 228900.00000000 NS 316639.55000000 0.001868582585 Long EC CORP JP N 2 N N N Zhongji Innolight Co Ltd 655600K7YZDKAI214O83 000000000 45100.00000000 NS 1134863.34000000 0.006697160457 Long EC CORP CN N 2 N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 000000000 145737.00000000 NS 5787441.63000000 0.034153385584 Long EC CORP NL N 2 N N N BSST Mortgage Trust N/A 05601PAN6 4448686.46000000 PA USD 4265631.91000000 0.025172741376 Long ABS-MBS CORP US N 2 2036-04-15 Floating 7.54000000 N N N N N N CARESYNTAX INC C3 N/A 000000000 9724.00000000 NS USD 1035606.00000000 0.006111413866 Long EC CORP US N 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 253.00000000 NC USD 3668.50000000 0.000021648891 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Costco Wholesale Corp. Costco Wholesale Corp. 100.00000000 825.00000000 USD 2024-05-17 XXXX -149963.45000000 N N N Redstone Holdco 2 LP N/A 75774EAK1 6772000.00000000 PA USD 3690740.00000000 0.021780136089 Long LON CORP US N 2 2029-04-27 Floating 13.18000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 2749.00000000 NC USD 1058365.00000000 0.006245721381 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. 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Danaher Corp. 100.00000000 230.00000000 USD 2024-05-17 XXXX 188144.19000000 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 467346.00000000 NS USD 7893473.94000000 0.046581698150 Long EC CORP US N 1 N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 000000000 3801000.00000000 PA 3941956.86000000 0.023262640248 Long DBT CORP DE N 2 2027-05-15 Fixed 3.88000000 N N Y N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AW2 1478000.00000000 PA USD 1458120.90000000 0.008604797855 Long DBT CORP TH N 2 2028-09-21 Fixed 5.30000000 N N N N N N CD R FIREFLY BIDCO LIMITED 213800OAU5VX61DYZ558 000000000 4014300.00000000 PA 5011053.15000000 0.029571690110 Long LON CORP GB N 2 2029-03-01 Floating 10.94000000 N N N N N N NETLINK NBN TRUST 25490032IBVZHHXJIM98 000000000 371400.00000000 NS 232626.64000000 0.001372797833 Long EC CORP SG N 1 N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742857AA3 286589.22000000 PA USD 291973.92000000 0.001723023489 Long ABS-O CORP IE N 2 2051-07-25 Floating 11.33000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 4585000.00000000 PA USD 4702339.32000000 0.027749879516 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 150864000.00000000 PA 32376030.29000000 0.191060423044 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N NEW YORK COMMUNITY BANCORP INC 529900HVXOTLY61GL030 000000000 1717.00000000 NS USD 3151879.73000000 0.018600164047 N/A DE US Y 3 N/A N/A Call Purchased New York Community Bancorp, Inc. New York Community Bancorp, Inc. 1.00000000 1.00000000 USD 2031-03-11 XXXX 3151879.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 399.00000000 NC USD 78802.50000000 0.000465036598 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Valero Energy Corp. Valero Energy Corp. 100.00000000 185.00000000 USD 2024-07-19 XXXX -85499.66000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 7944.00000000 NS USD 10329344.88000000 0.060956484932 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 39157.00000000 NS USD 10726668.58000000 0.063301208282 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 27762.00000000 NS USD 1027471.62000000 0.006063410511 Long EC CORP US N 1 N N N Arbor Multifamily Mortgage Securities Trust N/A 03881BAS2 1650416.00000000 PA USD 1056728.19000000 0.006236062087 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 1.75000000 N N N N N N BSST Mortgage Trust N/A 05601PAQ9 4251995.51000000 PA USD 4084224.52000000 0.024102203315 Long ABS-MBS CORP US N 2 2036-04-15 Floating 8.34000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 2110000.00000000 PA USD 31650.00000000 0.000186775905 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1634.00000000 NC USD 195263.00000000 0.001152304067 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Abbott Laboratories Abbott Laboratories 100.00000000 105.00000000 USD 2024-05-17 XXXX 8863.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2193.00000000 NC USD -85527.00000000 -0.00050471983 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 160.00000000 USD 2024-06-21 XXXX 102571.99000000 N N N Sheraton Austin N/A 000000000 18180000.00000000 PA USD 17867765.77000000 0.105442911200 Long LON CORP US N 3 2026-06-01 Floating 8.92000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880RAA7 656000.00000000 PA USD 651695.33000000 0.003845844729 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 6.79000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -73.00000000 NC -317905.68000000 -0.00187605438 N/A DE GB N 2 ICE Futures Europe - Financial Products Division N/A Short FTSE 100 Index Futures Z M4 Index 2024-06-21 -5679292.69000000 GBP -317905.68000000 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 16308NAA2 1950000.00000000 PA USD 1974705.54000000 0.011653314890 Long DBT CORP US N 2 2027-10-01 Fixed 7.13000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCH7 1460000.00000000 PA USD 1453498.50000000 0.008577519721 Long DBT CORP US N 2 2025-06-01 Fixed 0.82000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -120.00000000 NC USD -120000.00000000 -0.00070815509 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Deckers Outdoor Corp. Deckers Outdoor Corp. 100.00000000 700.00000000 USD 2024-06-21 XXXX 12526.45000000 N N N POSCO 9884000N94NH7G6LQ816 73730EAD5 441000.00000000 PA USD 440360.55000000 0.002598696388 Long DBT CORP KR N 2 2028-01-17 Fixed 5.75000000 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 000000000 3244000.00000000 PA 3487963.58000000 0.020583493133 Long DBT CORP DE N 2 2029-04-15 Fixed 6.25000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAB7 300000.00000000 PA USD 300157.17000000 0.001771315240 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.83000000 N N N N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 531.00000000 NC 247157.90000000 0.001458551048 N/A DE GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Call Purchased Shell PLC Shell PLC 1000.00000000 30.00000000 GBP 2024-06-21 XXXX -6633.31000000 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 2737000.00000000 NS 62427069.67000000 0.368400394790 Long EC CORP JP N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 65238.00000000 NS 7107633.83000000 0.041944225843 Long EC CORP DE N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 4721000.00000000 PA USD 3856878.45000000 0.022760567669 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 6720098.00000000 PA USD 6714128.54000000 0.039622036047 Long ABS-MBS CORP US N 2 2035-07-15 Floating 6.87000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05968AAG1 282000.00000000 PA USD 275655.00000000 0.001626720769 Long DBT CORP CL N 2 2025-01-09 Fixed 2.70000000 N N N N N N Hippo Holdings Inc N/A 433539111 123393.00000000 NS USD 1986.63000000 0.000011723684 N/A DE US N 1 N/A N/A Call Purchased Hippo Holdings Inc Hippo Holdings Inc 25.00000000 287.50000000 USD 2026-08-02 XXXX -196262.74000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1001.00000000 NC USD 41541.50000000 0.000245148540 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Valero Energy Corp. Valero Energy Corp. 100.00000000 200.00000000 USD 2024-06-21 XXXX -370822.72000000 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 000000000 5784000.00000000 PA 5833458.66000000 0.034424945535 Long DBT CORP US N 2 2025-11-15 Fixed 0.13000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 500000.00000000 PA USD 468593.75000000 0.002765308758 Long DBT CORP IN N 2 2029-06-18 Fixed 4.50000000 N N N N N N Nippon Paint Holdings Co Ltd 529900RYRJUN78A7PL87 000000000 1510800.00000000 NS 9670652.38000000 0.057069347856 Long EC CORP JP N 2 N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 1808000.00000000 PA USD 1843101.65000000 0.010876681847 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AX0 1478000.00000000 PA USD 1439468.54000000 0.008494724824 Long DBT CORP TH N 2 2033-09-21 Fixed 5.50000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HS2 4346940.00000000 PA USD 2508184.38000000 0.014801529539 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N TDK Corp 3538005O8WNU39U8NX03 000000000 52800.00000000 NS 2355460.08000000 0.013900258781 Long EC CORP JP N 2 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17195.94000000 0.000101478270 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 718484.43000000 EUR 784356.16000000 USD 2024-05-16 17195.94000000 N N N Palladyne AI Corp N/A 80359A205 27356.00000000 NS USD 36930.60000000 0.000217938270 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2699.00000000 NC USD -114707.50000000 -0.00067692250 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 55.00000000 USD 2024-06-21 XXXX -15457.60000000 N N N Cameco Corp N4BHALMXL3GMZKCUON55 13321L108 1106150.00000000 NS USD 50473624.50000000 0.297859619081 Long EC CORP CA N 1 N N Bluemountain CLO Ltd N/A 09630KAN4 625000.00000000 PA USD 625483.19000000 0.003691159225 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 7.34000000 N N N N N N Opendoor Technologies Inc 254900KX11YZ4HV5BQ47 683712103 744088.00000000 NS USD 1480735.12000000 0.008738250981 Long EC CORP US N 1 N N Bunge Global SA 254900IVXSV9K0B7PO26 000000000 425258.00000000 NS USD 43274254.08000000 0.255374028792 Long EC CORP CH N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GQ0 3168000.00000000 PA USD 2990446.05000000 0.017647496690 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N BX Trust N/A 12433YAS6 1050000.00000000 PA USD 1020826.38000000 0.006024195006 Long ABS-MBS CORP US N 2 2037-10-15 Floating 8.69000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 591234000.00000000 PA 112060112.21000000 0.661299493899 Long DBT NUSS BR N 2 2024-07-01 None 0.00000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 35612.00000000 NS 2730613.37000000 0.016114148058 Long EC CORP CH N 2 N N N SCOR SE 96950056ULJ4JI7V3752 000000000 41985.00000000 NS 1369875.67000000 0.008084036945 Long EC CORP FR N 2 N N N Elmwood CLO II Ltd. N/A 29001LAN1 975000.00000000 PA USD 979280.35000000 0.005779019733 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.24000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -7151000.00000000 OU Notional Amount USD 0.00000000 0.000000 N/A DFE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 0.00000000 0.00000000 DFE ZA -7151000.00000000 USD -141232250.00000000 ZAR 2024-04-30 1.00000000 19.75000000 USD 2024-04-30 XXXX 25715.07000000 N N N Novonesis (Novozymes) B 529900T6WNZXD2R3JW38 000000000 23808.00000000 NS 1318408.70000000 0.007780315304 Long EC CORP DK N 2 N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 187300.00000000 NS 2805716.02000000 0.016557350759 Long EC CORP JP N 2 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 12393.00000000 NS USD 566484.03000000 0.003342987928 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 5618.00000000 NC USD 1676973.00000000 0.009896308100 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Tesla, Inc. Tesla, Inc. 100.00000000 155.00000000 USD 2024-06-21 XXXX -3177017.48000000 N N N HYUNDAI CARD CO LTD 988400S1WSELQL3GVR75 000000000 515000.00000000 PA USD 508681.83000000 0.003001880241 Long DBT CORP KR N 2 2029-04-24 Fixed 5.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 752000.00000000 PA 715010.37000000 0.004219485296 Long DBT CORP FR N 2 2025-02-15 Fixed 2.13000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 968000.00000000 PA USD 971872.00000000 0.005735300893 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 543.00000000 NC USD 5430.00000000 0.000032044017 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Danaher Corp. Danaher Corp. 100.00000000 270.00000000 USD 2024-05-17 XXXX -205789.01000000 N N N GOTO GROUP INC 549300D12V5KRBV00592 38349YAA3 3518675.00000000 PA USD 3002133.51000000 0.017716467810 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 675000.00000000 OU Notional Amount USD 100835.23000000 0.000595058181 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Pitney Bowes, Inc. Pitney Bowes, Inc. 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DR Horton, Inc. 100.00000000 165.00000000 USD 2024-05-17 XXXX -795512.41000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 20135000.00000000 OU Notional Amount 7022.31000000 0.000041440704 N/A DCR US N 2 MORGAN STANLEY & CO. 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Lavoro Ltd. 1.00000000 11.50000000 USD 2027-12-27 XXXX -19001.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 15077.97000000 0.000088979510 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5473333891.00000000 IDR 351213.83000000 USD 2024-06-20 15077.97000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -238166000.00000000 OU Notional Amount USD -2091018.89000000 -0.01233971398 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 238166000.00000000 OU Notional Amount N/A -2091018.89000000 -0.01000000 DIR US N/A N/A 2026-05-08 0.00000000 N/A 0.00000000 N/A 238166000.00000000 USD 1.00000000 4.50000000 USD 2024-05-06 XXXX -1381284.21000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 8688.00000000 NC USD 1277136.00000000 0.007536753031 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 50.00000000 USD 2024-05-17 XXXX -323433.53000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 31964823.00000000 OU Notional Amount USD 2149245.88000000 0.012683328480 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S41 2I65BRZP8 Y sell protection 2028-12-20 1131603.86000000 USD 0.00000000 USD 31964823.00000000 USD 1017642.02000000 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 24424.00000000 NS USD 751770.72000000 0.004436418872 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1729.04000000 -0.00001020357 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 73969400000.00000000 IDR 4546227.84000000 USD 2024-05-16 -1729.04000000 N N N Abu Dhabi Commercial Bank PJSC 213800RWVKKIRX1AUH58 000000000 175230.00000000 NS 397891.99000000 0.002348076995 Long EC CORP AE N 2 N N N UBS Commercial Mortgage Trust N/A 90278MBA4 1175348.00000000 PA USD 1010180.22000000 0.005961368903 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 000000000 6616000.00000000 PA 7045785.71000000 0.041579242000 Long DBT CORP US N 2 2027-05-15 Fixed 3.63000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 14645000.00000000 OU Notional Amount USD 10395.02000000 0.000061344053 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 14645000.00000000 OU Notional Amount N/A 10395.02000000 0.00000000 DCR US CDX.NA.HY.S41 2I65BRAB1 buy protection 2028-12-20 0.00000000 N/A 0.00000000 N/A 14645000.00000000 USD 1.00000000 1.04500000 USD 2024-05-15 XXXX -29403.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 19368.16000000 0.000114297176 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11473930.68000000 USD 45184339000.00000000 COP 2024-05-16 19368.16000000 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 389758.00000000 NS 6243361.79000000 0.036843903781 Long EC CORP NL N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6585.00000000 NC USD -1531012.50000000 -0.00903495250 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Uber Technologies, Inc. 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CF Industries Holdings, Inc. 100.00000000 92.50000000 USD 2024-05-17 XXXX -278976.67000000 N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340EAY2 500000.00000000 PA USD 499573.90000000 0.002948131683 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.24000000 N N N N N N F5 Inc 54930015FPK9KT966303 315616102 192443.00000000 NS USD 31812752.33000000 0.187736355073 Long EC CORP US N 1 N N N Nelnet Student Loan Trust N/A 64035DAG1 6030000.00000000 PA USD 4865729.41000000 0.028714092220 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 1405000.00000000 PA USD 1442306.97000000 0.008511475229 Long DBT CORP KY N 2 2028-02-01 Fixed 8.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 271.00000000 NC USD 5149.00000000 0.000030385754 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Adobe, Inc. 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Bank of America Corp. 100.00000000 34.00000000 USD 2024-05-17 XXXX 101460.59000000 N N N CML Lake Tahoe Resort Hotel N/A 000000000 11574000.00000000 PA USD 11207136.61000000 0.066136590639 Long LON CORP US N 3 2026-10-25 Floating 8.45000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 790000.00000000 OU Notional Amount USD -5963.34000000 -0.00003519141 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Staples, Inc. Staples, Inc. 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Meta Platforms, Inc. 100.00000000 500.00000000 USD 2024-06-21 XXXX -1243457.16000000 N N N 2024-06-21 BlackRock Global Allocation Fund, Inc. Chuck Pulsfort Chuck Pulsfort Assistant Treasurer