NPORT-P false 0000914036 XXXXXXXX S000065355 C000211425 C000211424 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP BlackRock Global Allocation Fund S000065355 5493001AWC45RK50G262 2021-12-31 2021-06-30 N 1631566650.92 674973522.67 956593128.25 0.00000000 7942057.02000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2770085.96000000 0.00000000 0.00000000 21578649.24000000 AUD CAD CNY EUR JPY MXN USD N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 7283.26000000 OU Notional Amount USD -29.95000000 -0.00000313090 N/A DE ES N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Grifols SA Grifols SA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 7283.26000000 USD -29.95000000 N N N HCL Technologies Ltd 549300C1F8OLYSOQYB65 000000000 7746.00000000 NS 102491.47000000 0.010714217672 Long EC CORP IN N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 159.00000000 NS USD 34876.65000000 0.003645923117 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72R5 1727586.38000000 PA USD 141741.55000000 0.014817328895 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.13000000 N N N N N N FRESH MARKET INC 529900QM5ZSBEBR6CS58 35804HAA4 124000.00000000 PA USD 127143.40000000 0.013291272563 Long DBT CORP US N 2 2023-05-01 Fixed 9.75000000 N N N N N N China Steel Corp 529900D3N7UIJMVJ9120 000000000 9000.00000000 NS 12791.39000000 0.001337181882 Long EC CORP TW N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 3.00000000 NC USD 1011.00000000 0.000105687566 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com Inc Amazon.com Inc 100.00000000 3750.00000000 USD 2021-07-16 XXXX -20897.83000000 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 308000.00000000 PA USD 311424.96000000 0.032555634240 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 23404.03000000 OU Notional Amount USD -953.07000000 -0.00009963170 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Paychex Inc Paychex Inc Y equity-performance leg 2121-06-24 0.00000000 USD 0.00000000 USD 23404.03000000 USD -953.07000000 N N N Dongfeng Motor Group Co Ltd 3003002JNYOYPX54GE50 000000000 28000.00000000 NS 25171.62000000 0.002631382063 Long EC CORP CN N 1 N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 54000.00000000 PA USD 55269.00000000 0.005777691514 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13999255.00000000 OU Notional Amount USD 53986.31000000 0.005643602113 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-27 127.70000000 USD 0.00000000 USD 13999255.00000000 USD 53858.61000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 327000.00000000 PA USD 348719.34000000 0.036454301175 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.88000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 110.00000000 NC 131384.54000000 0.013734631382 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Long-Term Euro-BTP (FBTP) IKU1 Comdty 2021-09-08 16544297.11000000 EUR 131384.54000000 N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 000000000 6000.00000000 NS 58768.98000000 0.006143571207 Long EC CORP CN N 1 N N N Banco do Brasil SA QE0Q0253K88YAGNPE356 000000000 7819.00000000 NS 50493.84000000 0.005278507497 Long EC CORP BR N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -6379389.00000000 NC USD -3905.91000000 -0.00040831466 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 6379389.00000000 OU Notional Amount N/A -3905.91000000 0.00000000 DIR US N/A N/A 2031-07-28 0.00000000 N/A 0.00000000 N/A 6379389.00000000 USD 1.00000000 0.01730000 USD 2021-07-26 XXXX 35606.05000000 N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 8000.00000000 PA USD 8101.76000000 0.000846938971 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N Access Group Inc 635400C9RW3TYNTIJP57 00432CDJ7 103508.65000000 PA USD 102147.06000000 0.010678213859 Long ABS-O CORP US N 2 2036-05-25 Floating 0.45000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 198872.00000000 NS USD 4426890.72000000 0.462776763627 Long EC CORP US N 1 N N N NetEase Inc 5299004AF4DSJDB0PA32 64110W102 3568.00000000 NS USD 411212.00000000 0.042987137149 Long EC CORP KY N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 532.00000000 NS USD 271830.72000000 0.028416545339 Long EC CORP US N 1 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 4502.00000000 NS 3530182.80000000 0.369037022716 Long EC CORP FR N 1 N N N Nelnet Student Loan Trust N/A 64034QAC2 810000.00000000 PA USD 809544.38000000 0.084627869058 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 227.00000000 NC USD 51756.00000000 0.005410450741 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 2021-07-02 XXXX -26309.47000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5050000.00000000 OU Notional Amount USD -55640.80000000 -0.00581655861 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-18 46.81000000 USD 0.00000000 USD 5050000.00000000 USD -55687.61000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 43607.92000000 OU Notional Amount USD -2683.14000000 -0.00028048915 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Moderna Inc Moderna Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 43607.92000000 USD -2683.14000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12840.84000000 -0.00134235126 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2778337.34000000 USD 1999000.00000000 GBP 2021-08-05 -12840.84000000 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 9685.00000000 NS USD 1631535.10000000 0.170556849282 Long EC CORP US N 1 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -1917947.00000000 OU Notional Amount USD -1829.72000000 -0.00019127463 N/A DFE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Put Written J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 N/A 1.00000000 NC USD -1829.72000000 0.00000000 DFE RU -1917947.00000000 USD -134256290.00000000 RUB 2021-07-27 1.00000000 70.00000000 USD 2021-07-27 XXXX 107.41000000 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 274.00000000 NS 14407.40000000 0.001506115774 Long EC CORP SE N 1 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 28427.00000000 NS USD 6943863.29000000 0.725895167436 Long EC CORP US N 1 N N N Penn National Gaming Inc N/A 707569109 5293.00000000 NS USD 404861.57000000 0.042323278104 Long EC CORP US N 1 N N N Toshiba Corp 549300LBHTST91VKHO68 000000000 300.00000000 NS 12975.38000000 0.001356415765 Long EC CORP JP N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 117.00000000 NS USD 57349.89000000 0.005995222870 Long EC CORP US N 1 N N N Dynatrace Inc N/A 268150109 9830.00000000 NS USD 574268.60000000 0.060032691333 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 639.00000000 NS USD 40435.92000000 0.004227076152 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -55589.72000000 -0.00581121883 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3141924.15000000 USD 342792000.00000000 JPY 2021-07-29 -55589.72000000 N N N Citigroup Capital XIII N/A 173080201 24284.00000000 NS USD 677523.60000000 0.070826726639 Long EP CORP US N 1 N N N Sonos Inc 549300WEPU6075I77M08 83570H108 37110.00000000 NS USD 1307385.30000000 0.136670990140 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 17.00000000 NC USD 153.00000000 0.000015994260 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 -1057.99000000 N N N PROOFPOINT INC N/A 000000000 90000.00000000 PA USD 89449.20000000 0.009350809383 Long LON CORP US N 2 2028-06-09 None 0.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 17111.00000000 NS USD 3698542.65000000 0.386636966205 Long EC CORP US N 1 N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414HAF0 11000.00000000 PA USD 11042.63000000 0.001154370617 Long DBT CORP US N 2 2021-08-27 Fixed 4.91000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -3616298.00000000 NC -43485.56000000 -0.00454587835 N/A DIR DE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N/A 3616298.00000000 OU Notional Amount N/A -43485.56000000 0.00000000 DIR US N/A N/A 2051-11-18 0.00000000 N/A 0.00000000 N/A 3616298.00000000 EUR 1.00000000 0.78000000 EUR 2021-11-16 XXXX 2751.43000000 N N N Progress Residential Trust N/A 74333VAN4 100000.00000000 PA USD 101058.18000000 0.010564384900 Long ABS-O CORP US N 2 2026-05-17 Fixed 3.44000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAP4 26000.00000000 PA USD 27115.92000000 0.002834634621 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 26623112.00000000 OU Notional Amount 7788.27000000 0.000814167462 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2021-07-09 4.70000000 CAD 0.00000000 CAD 26623112.00000000 CAD 7785.40000000 N N N iShares Biotechnology ETF 549300S7IVD88MPK0066 464287556 781.00000000 NS USD 127810.65000000 0.013361025312 Long EC RF US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 31947.00000000 NS USD 6644017.59000000 0.694550001854 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -652.00000000 NC -460.11000000 -0.00004809881 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Kose Corp Kose Corp 1.00000000 19925.42790000 JPY 2021-08-13 XXXX 201.28000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -115.00000000 NC -1832.21000000 -0.00019153493 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Put Written Sandvik AB Sandvik AB 101.00000000 208.10000000 SEK 2021-07-16 XXXX 2982.95000000 N N N SMB Private Education Loan Trust N/A 83208AAD5 500000.00000000 PA USD 499999.85000000 0.052268810556 Long ABS-O CORP US N 2 2053-01-15 Variable 0.89000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 6527.67000000 OU Notional Amount USD 362.77000000 0.000037923124 N/A DE KR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Samsung Life Insurance Co Ltd Samsung Life Insurance Co Ltd Y equity-performance leg 2121-05-27 0.00000000 USD 0.00000000 USD 6527.67000000 USD 362.77000000 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 400.00000000 NS 11521.67000000 0.001204448334 Long EC CORP JP N 1 N N N SoftBank Corp 353800M1YCTS9JRBJ535 000000000 1700.00000000 NS 22241.78000000 0.002325103468 Long EC CORP JP N 1 N N N Accenture PLC N/A 000000000 241.00000000 NS USD 71044.39000000 0.007426813752 Long EC CORP IE N 1 N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 000000000 28764.00000000 NS 2380732.99000000 0.248876237941 Long EC CORP CN N 1 N N N TORY BURCH LLC 549300GGL74W33KY2650 89148GAF7 125000.00000000 PA USD 124531.25000000 0.013018204534 Long LON CORP US N 2 2028-04-14 None 0.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HU7 572678.00000000 PA USD 215802.25000000 0.022559460613 Long DBT NUSS AR N 2 2038-01-09 Variable 0.13000000 N N N N N N AAC Technologies Holdings Inc 549300SKEDE1VKS0A552 000000000 25500.00000000 NS 190815.66000000 0.019947421151 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 138.00000000 NC USD 80040.00000000 0.008367193704 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 21254.25000000 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 276.00000000 NS USD 23346.84000000 0.002440623846 Long EC CORP US N 1 N N N Goldman Sachs Japan Co., Ltd. 5NGPZ37H6T4XS5MO5N09 000000000 -400.00000000 NC -266.77000000 -0.00002788750 N/A DE US N 2 Goldman Sachs Japan Co., Ltd. 5NGPZ37H6T4XS5MO5N09 Call Written FANUC Corp FANUC Corp 1.00000000 28144.32000000 JPY 2021-07-08 XXXX 609.43000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -288.00000000 -0.00003010684 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 9480.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52180000.00000000 NC USD 84779.98000000 0.008862700085 N/A DIR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 52180000.00000000 OU Notional Amount N/A 84779.98000000 0.01000000 DIR US N/A N/A 2023-07-07 0.00000000 N/A 0.00000000 N/A 52180000.00000000 USD 1.00000000 0.00500000 USD 2022-07-05 XXXX 38339.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27742000.00000000 OU Notional Amount USD 402229.04000000 0.042048079598 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-26 252.91000000 USD 0.00000000 USD 27742000.00000000 USD 401976.13000000 N N N COMM Mortgage Trust N/A 12631DBG7 70358.00000000 PA USD 73977.67000000 0.007733451957 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -3456.00000000 -0.00036128212 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 8980.63000000 N N N Luzhou Laojiao Co Ltd N/A 000000000 200.00000000 NS 7303.00000000 0.000763438476 Long EC CORP CN N 1 N N N Informatica LLC, 5493007SV33RZV7RPS40 45673YAB2 372180.69000000 PA USD 369601.48000000 0.038637271070 Long LON CORP US N 2 2027-02-25 None 0.00000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 5865.00000000 NS USD 417412.05000000 0.043635275821 Long EC CORP US N 1 N N N BX Trust N/A 05608MAA4 100708.00000000 PA USD 105907.44000000 0.011071315157 Long ABS-MBS CORP US N 2 2044-03-09 Fixed 2.84000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -49025906.00000000 NC USD -75797.97000000 -0.00792374184 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 49025906.00000000 OU Notional Amount N/A -75797.97000000 -0.01000000 DIR US N/A N/A 2024-03-20 0.00000000 N/A 0.00000000 N/A 49025906.00000000 USD 1.00000000 0.60000000 USD 2023-03-16 XXXX 17351.25000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 24.00000000 NC USD 20400.00000000 0.002132568110 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard Inc Mastercard Inc 100.00000000 375.00000000 USD 2021-08-20 XXXX -4133.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1279.41000000 -0.00013374651 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4793533.84000000 CNY 735349.84000000 USD 2021-09-23 -1279.41000000 N N N Alkami Technology Inc N/A 01644J108 101.00000000 NS USD 3602.67000000 0.000376614664 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 3034.00000000 NS USD 514323.68000000 0.053766190118 Long EC CORP US N 1 N N N JAWBONE HEALTH HUB INC N/A 000000000 32637.00000000 NS USD 0.33000000 0.000000034497 Long EC CORP US Y 3 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -973000.00000000 NC USD -0.01000000 -0.00000000104 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 973000.00000000 OU Notional Amount N/A -0.01000000 0.00000000 DIR US N/A N/A 2051-07-12 0.00000000 N/A 0.00000000 N/A 973000.00000000 USD 1.00000000 2.53000000 USD 2021-07-08 XXXX 9037.21000000 N N N iShares MSCI Emerging Markets ETF 549300BPYHDEDI59G670 464287234 1999.00000000 NS USD 110244.85000000 0.011524737816 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -7272.00000000 -0.00076019780 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 3714.31000000 N N N Alphawave IP Group PLC 213800ZXTO21EU4VMH37 000000000 93371.00000000 NS 464976.37000000 0.048607538175 Long EC CORP GB N 1 N N N GS Mortgage Securities Trust N/A 36258RBE2 170624.00000000 PA USD 178144.42000000 0.018622799468 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.73000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DF1 180000.00000000 PA USD 189900.00000000 0.019851700204 Long DBT CORP US N 2 2026-02-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 -2153575.00000000 NC USD -278.84000000 -0.00002914927 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 2153575.00000000 OU Notional Amount N/A -278.84000000 0.00000000 DIR GB N/A N/A 2031-09-22 0.00000000 N/A 0.00000000 N/A 2153575.00000000 USD 1.00000000 0.55000000 USD 2021-09-20 XXXX 27479.38000000 N N N Credit Suisse Mortgage Trust N/A 126438AA8 146000.00000000 PA USD 150197.03000000 0.015701244924 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.26000000 N N N N N N Khosla Ventures Acquisition Co N/A 482504107 28257.00000000 NS USD 279461.73000000 0.029214273210 Long EC CORP US N 1 N N N Flutter Entertainment PLC 635400EG4YIJLJMZJ782 000000000 705.00000000 NS 128193.52000000 0.013401049643 Long EC CORP IE N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 121000.00000000 PA USD 130356.69000000 0.013627182356 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N Goldman Sachs Japan Co., Ltd. 5NGPZ37H6T4XS5MO5N09 000000000 -200.00000000 NC -202.45000000 -0.00002116364 N/A DE US N 2 Goldman Sachs Japan Co., Ltd. 5NGPZ37H6T4XS5MO5N09 Call Written Disco Corp Disco Corp 1.00000000 35593.19000000 JPY 2021-07-08 XXXX 350.18000000 N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797104 6802.00000000 NS USD 490152.12000000 0.051239351979 Long EC CORP US N 1 N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 160.00000000 NS 12199.00000000 0.001275254822 Long EC CORP BE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -28520.00000000 -0.00298141384 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Global Payments Inc Global Payments Inc 100.00000000 185.00000000 USD 2021-08-20 XXXX -1380.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 45556.00000000 0.004762317296 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 1148.43000000 N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 70000.00000000 PA USD 70525.00000000 0.007372517940 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Volvo AB 549300HGV012CNC8JD22 000000000 272759.00000000 NS 6562330.20000000 0.686010593867 Long EC CORP SE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -110.00000000 NC USD -7150.00000000 -0.00074744421 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Carrier Global Corp Carrier Global Corp 100.00000000 43.00000000 USD 2021-09-17 XXXX 17901.69000000 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 218.00000000 NS USD 21409.78000000 0.002238128141 Long EC CORP US N 1 N N N LOOKOUT INC SERIES F PFD N/A 000000000 93593.00000000 NS USD 1090358.45000000 0.113983512718 Long EP CORP US Y 3 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 22000.00000000 PA USD 23320.00000000 0.002437818055 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 9135.00000000 NS 580644.66000000 0.060699229677 Long EC CORP GB N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 3516.00000000 NS USD 541921.08000000 0.056651157529 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 135.00000000 NS USD 27220.05000000 0.002845520127 Long EC CORP US N 1 N N N REDSTONE BUYER LLC N/A 75774EAG0 321981.94000000 PA USD 320909.74000000 0.033547150875 Long LON CORP US N 2 2028-04-27 None 0.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 216.00000000 NS USD 15891.12000000 0.001661220379 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -221.00000000 NC USD -11050.00000000 -0.00115514105 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Wells Fargo & Co Wells Fargo & Co 100.00000000 40.00000000 USD 2021-08-20 XXXX 10840.57000000 N N N Okta Inc 549300N8J06I8MRHU620 679295105 3059.00000000 NS USD 748476.12000000 0.078243936517 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 12516.00000000 NS USD 2752643.88000000 0.287754929312 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 308000.00000000 PA USD 342557.60000000 0.035810167341 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N Shenzhen Inovance Technology Co Ltd N/A 000000000 21999.00000000 NS 252829.59000000 0.026430211814 Long EC CORP CN N 1 N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 1700.00000000 NS 14783.47000000 0.001545429249 Long EC CORP JP N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 58259.00000000 NS USD 9597587.66000000 1.003309283389 Long EC CORP US N 1 N N N Tokyo Stock Exchange N/A 000000000 8.00000000 NC -1465.20000000 -0.00015316856 N/A DIR JP N 1 Tokyo Stock Exchange N/A Long Japan Government Ten Year Bond JBU1 Comdty 2021-09-13 1213682776.00000000 JPY -1465.20000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 200000.00000000 PA USD 206000.00000000 0.021534756409 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N Jafron Biomedical Co Ltd N/A 000000000 200.00000000 NS 2673.08000000 0.000279437508 Long EC CORP CN N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29410228.00000000 OU Notional Amount USD -81609.27000000 -0.00853124150 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 261.08000000 USD 0.00000000 USD 29410228.00000000 USD -81870.35000000 N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 9000.00000000 PA USD 9537.12000000 0.000996988136 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 19822.00000000 NS USD 4578683.78000000 0.478644853781 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 19590.78000000 OU Notional Amount USD -610.49000000 -0.00006381919 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Shenzhou International Group Holdings Ltd Shenzhou International Group Holdings Ltd Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 19590.78000000 USD -610.49000000 N N N Tingyi Cayman Islands Holding Corp 5299009MPI9B60VN4P25 000000000 26000.00000000 NS 51904.23000000 0.005425946357 Long EC CORP KY N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 174000.00000000 PA USD 189919.04000000 0.019853690601 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 138.00000000 NC USD 26220.00000000 0.002740977247 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Johnson Controls International Johnson Controls International 100.00000000 67.50000000 USD 2021-07-16 XXXX 3194.08000000 N N N Sensata Technologies Holding PLC 529900MS7KFYCY9MS037 000000000 2923.00000000 NS USD 169446.31000000 0.017713519467 Long EC CORP GB N 1 N N N BABILOU GROUP N/A 000000000 1018000.00000000 PA 1207854.10000000 0.126266232145 Long LON CORP FR N 2 2027-11-30 None 0.00000000 N N N N N N MetroNet Systems Holdings, LLC N/A 000000000 9602.11000000 PA USD 9594.91000000 0.001003029367 Long LON CORP US N 2 2028-05-26 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12110094.00000000 OU Notional Amount USD 164947.96000000 0.017243272518 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 107.50000000 USD 0.00000000 USD 12110094.00000000 USD 164840.46000000 N N N Huazhu Group Ltd 549300Y5ML31FVN83730 44332N106 2425.00000000 NS USD 128064.25000000 0.013387536060 Long EC CORP KY N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 226000.00000000 PA USD 263892.83000000 0.027586736952 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 749.00000000 NC USD 44940.00000000 0.004697922102 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 -46264.09000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -21.00000000 NC USD -21.00000000 -0.00000219529 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 200.00000000 USD 2021-06-30 XXXX 714.36000000 N N N Heineken Holding NV 724500M1WJLFM9TYBS04 000000000 570.00000000 NS 57415.80000000 0.006002112946 Long EC CORP NL N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 23640.00000000 NS USD 9466401.60000000 0.989595400639 Long EC CORP US N 1 N N N Snam SpA 8156002278562044AF79 000000000 28822.00000000 NS 166606.49000000 0.017416651351 Long EC CORP IT N 1 N N N Aisin Corp 3538004IOK08PDY6I723 000000000 1400.00000000 NS 59858.68000000 0.006257485887 Long EC CORP JP N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 10001.25000000 0.001045507196 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 475000.00000000 USD 2433615.00000000 BRL 2021-09-10 10001.25000000 N N N Navient Student Loan Trust N/A 63942CAB8 110000.00000000 PA USD 110119.01000000 0.011511582798 Long ABS-O CORP US N 2 2060-04-15 Fixed 2.61000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 4603.00000000 NS 20057.09000000 0.002096721104 Long EC CORP GB N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8223.84000000 0.000859700927 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4764217.64000000 USD 4414000.00000000 CHF 2021-07-14 8223.84000000 N N N KIRK BEAUTY SUN GMBH 9845005056B369360745 000000000 294000.00000000 PA 345978.53000000 0.036167783332 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N Y N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 179.00000000 NS USD 32203.89000000 0.003366519061 Long EC CORP US N 1 N N N China Tower Corp Ltd 300300T6BNNP0L7O7H91 000000000 68000.00000000 NS 9371.10000000 0.000979632795 Long EC CORP CN N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 24036.96000000 OU Notional Amount USD 1189.85000000 0.000124384125 N/A DE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 BT Group PLC BT Group PLC Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 24036.96000000 USD 1189.85000000 N N N Frontier Communications Corp. N/A 35906EAQ3 230000.00000000 PA USD 230000.00000000 0.024043660069 Long LON CORP US N 2 2028-05-01 None 0.00000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 7446.00000000 NS 5115577.91000000 0.534770505759 Long EC CORP NL N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 22850.85000000 OU Notional Amount USD 1497.55000000 0.000156550361 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Westpac Banking Corp Westpac Banking Corp Y equity-performance leg 2121-02-25 0.00000000 USD 0.00000000 USD 22850.85000000 USD 1497.55000000 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 193.00000000 NS USD 19128.23000000 0.001999620260 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 55.28000000 0.000005778841 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 131019.00000000 EUR 155688.83000000 USD 2021-09-24 55.28000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 74404.43000000 OU Notional Amount USD -2708.37000000 -0.00028312664 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Roper Technologies Inc Roper Technologies Inc Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 74404.43000000 USD -2708.37000000 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 936.00000000 NS USD 298593.36000000 0.031214248898 Long EC CORP US N 1 N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 78000.00000000 PA USD 82350.06000000 0.008608681953 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5266.45000000 -0.00055054231 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 254674.35000000 USD 210000.00000000 EUR 2021-09-16 -5266.45000000 N N N TPG Pace Beneficial Finance Corp N/A 000000000 2340.00000000 NS USD 7745.40000000 0.000809685933 N/A DE KY N 1 N/A N/A Call Purchased TPG Pace Beneficial Finance Corp TPG Pace Beneficial Finance Corp 1.00000000 11.50000000 USD 2027-10-09 XXXX -9058.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 281178.00000000 OU Notional Amount USD -15480.51000000 -0.00161829617 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-28 8.85000000 USD 0.00000000 USD 281178.00000000 USD -15489.36000000 N N N ION Acquisition Corp 2 Ltd N/A 000000000 14180.00000000 NS USD 143076.20000000 0.014956850072 Long EC CORP KY N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 53000.00000000 PA USD 55848.75000000 0.005838297218 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1236000.00000000 OU Notional Amount USD 72587.93000000 0.007588171800 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-25 20.54000000 USD 0.00000000 USD 1236000.00000000 USD 72567.39000000 N N N Inkia Energy Ltd N/A 000000000 200000.00000000 PA USD 206252.00000000 0.021561099898 Long DBT CORP BM N 2 2027-11-09 Fixed 5.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 356.00000000 NC USD 55611.90000000 0.005813537475 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Amazon.com Inc Amazon.com Inc 1.00000000 4150.00000000 USD 2022-06-17 XXXX 6483.90000000 N N N LINK Mobility Group Holding ASA 2549006RH08XJGKC2Y14 000000000 26224.00000000 NS 95757.05000000 0.010010217214 Long EC CORP NO N 1 N N N SMB Private Education Loan Trust N/A 78448YAD3 210000.00000000 PA USD 212949.32000000 0.022261222008 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.31000000 N N N N N N LOOKOUT INC COMMON STOCK 5493001FMB46AJ886C96 000000000 8011.00000000 NS USD 93328.15000000 0.009756305710 Long EC CORP US Y 3 N N N Reliance Industries Ltd 5493003UOETFYRONLG31 000000000 10727.00000000 NS 214590.51000000 0.022432788158 Long EC CORP IN N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 25.00000000 NC USD 94062.51000000 0.009833073981 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU1 Comdty 2021-09-21 3924687.49000000 USD 94062.51000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 187.00000000 NC USD 44880.00000000 0.004691649843 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 440.00000000 USD 2021-08-20 XXXX 2150.56000000 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 673.00000000 NS 26066.90000000 0.002724972533 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34633271.00000000 OU Notional Amount -40640.86000000 -0.00424850009 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-03-03 128.94000000 MXN 0.00000000 MXN 34633271.00000000 MXN -40646.98000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 57019.47000000 OU Notional Amount USD 1076.97000000 0.000112583915 N/A DE BR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Hapvida Participacoes e Investimentos SA Hapvida Participacoes e Investimentos SA Y equity-performance leg 2120-11-25 0.00000000 USD 0.00000000 USD 57019.47000000 USD 1076.97000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -57.00000000 NC USD -969.00000000 -0.00010129698 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written PulteGroup Inc PulteGroup Inc 100.00000000 50.00000000 USD 2021-07-16 XXXX 5502.66000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 652.00000000 NC 35217.88000000 0.003681594500 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased EURO STOXX 50 Index SX5E Index 1.00000000 4300.00000000 EUR 2021-11-19 XXXX -18799.77000000 N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 11000.00000000 PA USD 11522.50000000 0.001204535100 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 46843.00000000 NS USD 3657501.44000000 0.382346614457 Long EC CORP US N 1 N N N Energuate Trust 549300RVM37LH8GY7E41 29277RAA3 200000.00000000 PA USD 208250.00000000 0.021769966127 Long DBT CORP KY N 2 2027-05-03 Fixed 5.88000000 N N N N N N MHP SE 213800D7DXFXGA292757 55302TAD7 200000.00000000 PA USD 216912.00000000 0.022675471273 Long DBT CORP CY N 2 2024-05-10 Fixed 7.75000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 90000.00000000 PA USD 95823.00000000 0.010017111473 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -42.00000000 NC USD -8988.00000000 -0.00093958442 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 -1064.02000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 11662.00000000 NS USD 528171.98000000 0.055213858891 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 761.00000000 NS USD 87986.82000000 0.009197935611 Long EC CORP US N 1 N N N Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 000000000 -3523607.00000000 NC -43442.43000000 -0.00454136964 N/A DIR DE N 2 Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 3523607.00000000 OU Notional Amount N/A -43442.43000000 0.00000000 DIR US N/A N/A 2051-11-26 0.00000000 N/A 0.00000000 N/A 3523607.00000000 EUR 1.00000000 0.79000000 EUR 2021-11-24 XXXX 37813.24000000 N N N Diversey Holdings Ltd N/A 000000000 121815.00000000 NS USD 2181706.65000000 0.228070491577 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 4.00000000 NC USD 3320.00000000 0.000347065006 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 -10380.00000000 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 230.00000000 NS USD 13896.60000000 0.001452717941 Long EC CORP US N 1 N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 20380.50000000 PA USD 21611.06000000 0.002259169479 Long DBT CORP US N 2 2026-01-15 Fixed 4.88000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 2700.00000000 NS 14584.54000000 0.001524633574 Long EC CORP JP N 1 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAA6 200000.00000000 PA USD 215000.00000000 0.022475595281 Long DBT CORP MX N 2 2024-09-27 Fixed 6.75000000 N N N N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 56418H100 2636.00000000 NS USD 313446.76000000 0.032766988465 Long EC CORP US N 1 N N N Partners Group Holding AG 549300I3IVVWZWDHI788 000000000 15.00000000 NS 22720.89000000 0.002375188502 Long EC CORP CH N 1 N N N NextEra Energy Inc N/A 65339F101 97085.00000000 NS USD 7114388.80000000 0.743721503939 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -36916.52000000 -0.00385916633 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9822000.00000000 BRL 1920797.89000000 USD 2021-09-09 -36916.52000000 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 11553.00000000 NS USD 1393522.86000000 0.145675608453 Long EC CORP US N 1 N N N USB Capital IX N/A 91731KAA8 153000.00000000 PA USD 151470.00000000 0.015834318220 Long DBT CORP US N 2 2021-08-02 Variable 3.50000000 N N N N N N Huaneng Power International Inc 529900WU0SMVKMPG4V21 000000000 38000.00000000 NS 14878.35000000 0.001555347781 Long EC CORP CN N 1 N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909108 15573.00000000 NS USD 373752.00000000 0.039071156687 Long EC CORP US N 1 N N N DBWF Mortgage Trust N/A 23307GAG1 100000.00000000 PA USD 100000.28000000 0.010453794517 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.44000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -44.00000000 NC -48996.49000000 -0.00512197804 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short United Kingdom Gilt G U1 Comdty 2021-09-28 -5600980.00000000 GBP -48996.49000000 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 40299.00000000 NS USD 3641820.63000000 0.380707379391 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 97708.00000000 OU Notional Amount USD 4677.18000000 0.000488941417 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 4677.18000000 0.00000000 DFE US 623377.04000000 CNY 97708.00000000 USD 2021-07-22 1.00000000 6.38000000 USD 2021-07-22 XXXX -628.36000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 173000.00000000 PA USD 177981.45000000 0.018605762966 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Hang Lung Properties Ltd 529900CIVTNMXQT59E61 000000000 115000.00000000 NS 279342.63000000 0.029201822776 Long EC CORP HK N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 23901.12000000 OU Notional Amount USD 480.42000000 0.000050221979 N/A DE MX N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Wal-Mart de Mexico SAB de CV Wal-Mart de Mexico SAB de CV Y equity-performance leg 2121-01-27 0.00000000 USD 0.00000000 USD 23901.12000000 USD 480.42000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14200.52000000 -0.00148448902 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 426935.22000000 USD 550210.62000000 AUD 2021-08-26 -14200.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 15.00000000 NC USD 150.00000000 0.000015680647 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Pitney Bowes Inc Pitney Bowes Inc 100.00000000 7.00000000 USD 2021-07-16 XXXX -812.39000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -175.00000000 NC -214.98000000 -0.00002247350 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Call Written Keyence Corp Keyence Corp 1.00000000 63543.85000000 JPY 2021-08-13 XXXX 297.22000000 N N N HILTON WORLDWIDE FIN LLC N/A 432891AK5 13000.00000000 PA USD 13552.50000000 0.001416746535 Long DBT CORP US N 2 2027-04-01 Fixed 4.88000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAA4 76000.00000000 PA USD 80227.12000000 0.008386754789 Long DBT CORP US N 2 2025-08-15 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAE7 180000.00000000 PA USD 188450.84000000 0.019700208420 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.58000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 32.00000000 NC USD 1600.00000000 0.000167260243 N/A DE CA 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 -1143.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -11508.00000000 -0.00120301930 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 9221.98000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 51.00000000 NC USD 8466.00000000 0.000885015765 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 510.36000000 N N N Continental AG 529900A7YD9C0LLXM621 000000000 309.00000000 NS 45425.87000000 0.004748713811 Long EC CORP DE N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 15960.64000000 OU Notional Amount USD -156.11000000 -0.00001631937 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Kingsoft Cloud Holdings Ltd Kingsoft Cloud Holdings Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 15960.64000000 USD -156.11000000 N N N Schlumberger NV 213800ZUA17OK3QLGM62 000000000 1169.00000000 NS USD 37419.69000000 0.003911766548 Long EC CORP CW N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 9734696.00000000 NC USD 3.02000000 0.000000315703 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 9734696.00000000 OU Notional Amount N/A 3.02000000 0.00000000 DIR US N/A N/A 2026-07-12 0.00000000 N/A 0.00000000 N/A 9734696.00000000 USD 1.00000000 1.37000000 USD 2021-07-08 XXXX -25174.80000000 N N N InterGlobe Aviation Ltd 33580079R8SLLO23XD19 000000000 5484.00000000 NS 126675.01000000 0.013242308172 Long EC CORP IN N 1 N N N iShares Latin America 40 ETF 549300LU9LZBB8WGN795 464287390 14673.00000000 NS USD 462492.96000000 0.048347928324 Long EC RF US N 1 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 200000.00000000 PA USD 208660.00000000 0.021812826565 Long DBT CORP MX N 2 2033-01-18 Fixed 5.13000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 2434.00000000 NS 48713.06000000 0.005092348937 Long EC CORP GB N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 4218.00000000 NS USD 911341.08000000 0.095269457106 Long EC CORP US N 1 N N N Buckeye Tobacco Settlement Financing Authority N/A 118217CZ9 280000.00000000 PA USD 327084.21000000 0.034192615474 Long DBT MUN US N 2 2055-06-01 Fixed 5.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1495.00000000 NC -2329.61000000 -0.00024353196 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written adidas AG adidas AG 1.00000000 330.00000000 EUR 2021-07-16 XXXX 1655.45000000 N N N BX Trust 2019-OC11 N/A 05606FAL7 317000.00000000 PA USD 340082.01000000 0.035551374974 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.08000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546LAA7 570000.00000000 PA USD 578550.00000000 0.060480258838 Long ABS-O CORP US N 3 2029-01-25 Fixed 3.00000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 000000000 200000.00000000 PA USD 201520.00000000 0.021066427726 Long DBT CORP LU N 2 2024-10-06 Fixed 5.13000000 N N N N N N Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 000000000 -3264832.00000000 NC -40012.72000000 -0.00418283581 N/A DIR DE N 2 Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 3264832.00000000 OU Notional Amount N/A -40012.72000000 0.00000000 DIR DE N/A N/A 2051-12-13 0.00000000 N/A 0.00000000 N/A 3264832.00000000 EUR 1.00000000 0.82000000 EUR 2021-12-09 XXXX 29928.82000000 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 51680.00000000 NS USD 5821235.20000000 0.608538262306 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 22680.00000000 0.002370913958 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Parker-Hannifin Corp Parker-Hannifin Corp 100.00000000 340.00000000 USD 2021-11-19 XXXX 3783.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1972000.00000000 OU Notional Amount USD 113228.32000000 0.011836622766 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-06-23 31.44000000 USD 0.00000000 USD 1972000.00000000 USD 113196.88000000 N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 000000000 13327.00000000 NS 29349.62000000 0.003068140375 Long EC CORP MX N 1 N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 13000.00000000 PA USD 13731.25000000 0.001435432640 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 000000000 3264832.00000000 NC 131246.48000000 0.013720198914 N/A DIR DE N 2 Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 3264832.00000000 OU Notional Amount N/A 131246.48000000 0.01000000 DIR DE N/A N/A 2051-12-13 0.00000000 N/A 0.00000000 N/A 3264832.00000000 EUR 1.00000000 0.52000000 EUR 2021-12-09 XXXX -32339.00000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 17337.60000000 OU Notional Amount USD 735.84000000 0.000076922986 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Xcel Energy Inc Xcel Energy Inc Y equity-performance leg 2121-04-28 0.00000000 USD 0.00000000 USD 17337.60000000 USD 735.84000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5117.39000000 -0.00053495993 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 21467682.09000000 CNY 3293852.26000000 USD 2021-09-23 -5117.39000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBJ0 22000.00000000 PA USD 23106.82000000 0.002415532718 Long DBT CORP US N 2 2026-04-15 Fixed 5.88000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAV1 102000.00000000 PA USD 114877.50000000 0.012009024172 Long DBT CORP NL N 2 2025-01-27 Fixed 5.30000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10954.01000000 0.001145106490 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 42760620.00000000 INR 580552.85000000 USD 2021-09-17 10954.01000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 227.00000000 NC USD 39725.00000000 0.004152758244 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 436.00000000 USD 2021-07-30 XXXX -2096.28000000 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 92739.00000000 NS 5427133.15000000 0.567339759164 Long EC CORP GB N 1 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 16064.00000000 NS USD 4621291.52000000 0.483098966898 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -7029445.00000000 NC USD -19329.71000000 -0.00202068250 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 7029445.00000000 OU Notional Amount N/A -19329.71000000 0.00000000 DIR US N/A N/A 2031-09-02 0.00000000 N/A 0.00000000 N/A 7029445.00000000 USD 1.00000000 0.01750000 USD 2021-08-31 XXXX 36857.71000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 237.00000000 NS 17750.71000000 0.001855617553 Long EC CORP AU N 1 N N N Disco Corp N/A 000000000 1800.00000000 NS 550069.76000000 0.057503001407 Long EC CORP JP N 1 N N N China National Building Material Co Ltd 52990085PGF8YEPLBZ26 000000000 102000.00000000 NS 119809.90000000 0.012524645689 Long EC CORP CN N 1 N N N Social Professional Loan Program LLC N/A 83404RAB4 63465.13000000 PA USD 65069.05000000 0.006802165735 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.34000000 N N N N N N PICC Property & Casualty Co Ltd 300300F1000311000017 000000000 46000.00000000 NS 40286.95000000 0.004211503178 Long EC CORP CN N 1 N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 12000.00000000 PA USD 12424.68000000 0.001298846879 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 203.00000000 NC USD 9338.00000000 0.000976172598 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 325.00000000 USD 2021-07-16 XXXX -134174.18000000 N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAD2 11000.00000000 PA USD 11426.25000000 0.001194473351 Long DBT CORP US N 2 2026-01-30 Fixed 5.50000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AE1 457000.00000000 PA USD 472995.00000000 0.049445786931 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N AVAYA, INC. N/A 05349UBD3 110000.00000000 PA USD 110223.30000000 0.011522485029 Long LON CORP US N 2 2027-12-15 None 0.00000000 N N N N N N Intouch Holdings PCL 529900UDPDZWDBCCDO79 000000000 98500.00000000 NS 198997.66000000 0.020802748224 Long EC CORP TH N 1 N N N SAP SE 529900D6BF99LW9R2E68 000000000 109.00000000 NS 15359.69000000 0.001605665935 Long EC CORP DE N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1827000.00000000 NC USD -19274.85000000 -0.00201494757 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1827000.00000000 OU Notional Amount N/A -19274.85000000 0.00000000 DIR US N/A N/A 2052-04-22 0.00000000 N/A 0.00000000 N/A 1827000.00000000 USD 1.00000000 0.02600000 USD 2022-04-20 XXXX 36780.32000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 22273.79000000 OU Notional Amount USD 560.14000000 0.000058555720 N/A DE FR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Air Liquide SA Air Liquide SA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 22273.79000000 USD 560.14000000 N N N White Cap Buyer LLC N/A 96350TAC4 634810.00000000 PA USD 635603.51000000 0.066444498839 Long LON CORP US N 2 2027-10-19 None 0.00000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAJ3 570000.00000000 PA USD 570712.84000000 0.059660980530 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.17000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -53145.68000000 -0.00555572462 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2589899.16000000 USD 281737000.00000000 JPY 2021-08-05 -53145.68000000 N N N NCSoft Corp N/A 000000000 509.00000000 NS 370625.58000000 0.038744328080 Long EC CORP KR N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -2551000.00000000 NC USD -0.03000000 -0.00000000313 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 2551000.00000000 OU Notional Amount N/A -0.03000000 0.00000000 DIR US N/A N/A 2031-07-12 0.00000000 N/A 0.00000000 N/A 2551000.00000000 USD 1.00000000 2.15000000 USD 2021-07-08 XXXX 11271.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -1957.16000000 -0.00020459691 N/A DFE JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3344000.00000000 EUR 440460845.00000000 JPY 2021-07-30 -1957.16000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AQ0 280000.00000000 PA USD 280700.11000000 0.029343730548 Long ABS-MBS CORP US N 2 2038-04-15 Floating 3.02000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -80201.46000000 -0.00838407235 N/A DFE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2378853.04000000 USD 3064375.23000000 AUD 2021-08-19 -80201.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -897.00000000 NC -4683.54000000 -0.00048960627 N/A DE US 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 2388.86000000 N N N VanEck Vectors Semiconductor ETF 549300MJTG2N9QRH7I02 92189F676 1049.00000000 NS USD 275089.76000000 0.028757237730 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1189341.00000000 OU Notional Amount USD 22945.66000000 0.002398685430 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-06-22 37.52000000 USD 0.00000000 USD 1189341.00000000 USD 22908.14000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 249.00000000 NC USD 747.00000000 0.000078089626 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 -144064.29000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8141276.00000000 OU Notional Amount USD 29390.25000000 0.003072387740 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-06 82.47000000 USD 0.00000000 USD 8141276.00000000 USD 29307.78000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 9716.00000000 NS USD 4901430.52000000 0.512384040325 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 988000.00000000 OU Notional Amount USD 53389.96000000 0.005581261084 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-29 16.45000000 USD 0.00000000 USD 988000.00000000 USD 53373.51000000 N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 221149.13000000 PA USD 221609.12000000 0.023166497171 Long LON CORP US N 2 2028-02-01 None 0.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 11696.00000000 NS USD 4627756.32000000 0.483774781914 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 2312.00000000 NS USD 378497.52000000 0.039567242208 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -2137919.00000000 NC USD -3445.53000000 -0.00036018761 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 2137919.00000000 OU Notional Amount N/A -3445.53000000 0.00000000 DIR US N/A N/A 2051-08-25 0.00000000 N/A 0.00000000 N/A 2137919.00000000 USD 1.00000000 2.27000000 USD 2021-08-23 XXXX 60661.67000000 N N N Wells Fargo Commercial Mortgage Trust N/A 95002UBE0 1176022.20000000 PA USD 164883.02000000 0.017236483843 Long ABS-MBS CORP US N 2 2053-07-15 Variable 2.01000000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 200000.00000000 PA USD 199980.00000000 0.020905439741 Long DBT CORP CL N 2 2029-04-15 Fixed 4.38000000 N N N N N N Endesa SA 549300LHK07F2CHV4X31 000000000 1756.00000000 NS 42601.35000000 0.004453445121 Long EC CORP ES N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -173.00000000 NC USD -24566.00000000 -0.00256807197 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Devon Energy Corp Devon Energy Corp 100.00000000 38.00000000 USD 2022-01-21 XXXX -2561.20000000 N N N Ferguson PLC 213800DU1LGY3R2S2X42 000000000 4409.00000000 NS 612946.44000000 0.064075981929 Long EC CORP JE N 1 N N N NEW HOME CO INC/THE 549300PLCE8TB3TVRQ85 645370AC1 99000.00000000 PA USD 104910.30000000 0.010967076482 Long DBT CORP US N 2 2025-10-15 Fixed 7.25000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAF0 100000.00000000 PA USD 100222.38000000 0.010477012330 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 455585.00000000 PA USD 473388.99000000 0.049486973721 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 1997.00000000 NS USD 100089.64000000 0.010463136002 Long EC CORP US N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 1533.00000000 NS USD 114883.02000000 0.012009601219 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 238000.00000000 PA USD 254139.34000000 0.026567130004 Long DBT CORP US N 2 2052-04-22 Fixed 3.33000000 N N N N N N CLP Holdings Ltd 25490002BUTSMP94GO68 000000000 18000.00000000 NS 178045.67000000 0.018612476374 Long EC CORP HK N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -51.00000000 NC USD -3723.00000000 -0.00038919368 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 145.44000000 N N N Green Plains Inc VJ5WLTHARBSDR14KIZ98 393222104 10410.00000000 NS USD 349984.20000000 0.036586526670 Long EC CORP US N 1 N N N Oportun Funding LLC N/A 68377GAA4 260000.00000000 PA USD 260648.91000000 0.027247625171 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 1020.00000000 NS USD 70645.20000000 0.007385083366 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 12247.00000000 NS USD 721470.77000000 0.075420860624 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 30048.17000000 0.003141165152 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4024738.94000000 EUR 4807373.17000000 USD 2021-08-20 30048.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 19009.00000000 NS 1191685.79000000 0.124576034973 Long EC CORP FR N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 41000.00000000 PA USD 41389.50000000 0.004326761167 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N CENTENNIAL RESOURCE PROD 5493004CTVUMQLRPOE23 15138AAA8 10000.00000000 PA USD 9800.00000000 0.001024468994 Long DBT CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N Quintis PTY N/A 000000000 1064776.00000000 NS 1038087.57000000 0.108519237630 Long STIV CORP AU Y 3 N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 -2586.00000000 NS USD -625294.80000000 -0.06536685049 Short EC CORP US N 1 N N N Thai Beverage PCL 529900VZFHQZ684D8L07 000000000 127600.00000000 NS 64051.46000000 0.006695789265 Long EC CORP TH N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 128000.00000000 PA USD 130297.83000000 0.013621029270 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -199.00000000 NC USD -995.00000000 -0.00010401496 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Johnson Controls International Johnson Controls International 100.00000000 60.00000000 USD 2021-07-16 XXXX 13902.94000000 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 266.00000000 NS USD 23660.70000000 0.002473434033 Long EC CORP US N 1 N N N MEXICO CITY ARPT TRUST N/A 000000000 200000.00000000 PA USD 202760.00000000 0.021196054415 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 440000.00000000 NC USD 360.92000000 0.000037729729 N/A DCR US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 440000.00000000 OU Notional Amount N/A 360.92000000 0.00000000 DCR US Markit CDX.NA.HY.S36.V1 2I65BRYP9 buy protection 2026-06-20 0.00000000 N/A 0.00000000 N/A 440000.00000000 USD 1.00000000 1.08000000 USD 2021-07-21 XXXX -646.68000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1826476.00000000 NC USD 70178.07000000 0.007336250692 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1826476.00000000 OU Notional Amount N/A 70178.07000000 0.01000000 DIR US N/A N/A 2052-04-22 0.00000000 N/A 0.00000000 N/A 1826476.00000000 USD 1.00000000 0.01600000 USD 2022-04-20 XXXX 13770.82000000 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 151.00000000 NS USD 12599.44000000 0.001317115880 Long EC CORP US N 1 N N N Marqeta Inc N/A 57142B104 14120.00000000 NS USD 396348.40000000 0.041433331297 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -1002.00000000 -0.00010474672 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com Inc Amazon.com Inc 100.00000000 3000.00000000 USD 2021-07-16 XXXX 6753.72000000 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 87.00000000 NS USD 17280.81000000 0.001806495310 Long EC CORP US N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 9000.00000000 NS 876142.04000000 0.091589832095 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -48.00000000 NC USD -15840.00000000 -0.00165587641 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Diamondback Energy Inc Diamondback Energy Inc 100.00000000 130.00000000 USD 2021-12-17 XXXX -1433.00000000 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 2585.00000000 NS USD 399356.65000000 0.041747806690 Long EC CORP US N 1 N N N Engie Brasil Energia SA 52990057Q0EK2Q9YBC07 000000000 5460.00000000 NS 42966.02000000 0.004491566866 Long EC CORP BR N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 415.00000000 NS USD 61341.15000000 0.006412459821 Long EC CORP US N 1 N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 20000.00000000 PA USD 20700.00000000 0.002163929406 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N DEUCE FINCO 9845007DA2BC863E8437 000000000 511000.00000000 PA 706866.29000000 0.073894142569 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N J&J Ventures Gaming, LLC 549300BYPH8FLKS5ZS70 46604BAB4 263000.00000000 PA USD 263657.50000000 0.027562136107 Long LON CORP US N 2 2028-04-07 None 0.00000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAG2 391717.25000000 PA USD 391474.39000000 0.040923813734 Long LON CORP US N 2 2027-12-15 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 10622.87000000 OU Notional Amount USD 27.14000000 0.000002837151 N/A DE ES N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Ferrovial SA Ferrovial SA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 10622.87000000 USD 27.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3539123.00000000 OU Notional Amount USD 653970.58000000 0.068364549220 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-29 89.36000000 USD 0.00000000 USD 3539123.00000000 USD 653881.22000000 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 250000.00000000 PA USD 257562.91000000 0.026925021975 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09000000 N N N N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 3579.00000000 NS USD 517451.82000000 0.054093198531 Long EC CORP US N 1 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 2479.00000000 NS USD 92342.75000000 0.009653294307 Long EC CORP US N 1 N N N Ramsay Health Care Ltd 549300QBX122KF2JPI10 000000000 231.00000000 NS 10905.36000000 0.001140020733 Long EC CORP AU N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 7911.92000000 OU Notional Amount USD -154.16000000 -0.00001611552 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Zijin Mining Group Co Ltd Zijin Mining Group Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 7911.92000000 USD -154.16000000 N N N REI Agro Ltd N/A 74948PAA2 599000.00000000 PA USD 5756.39000000 0.000601759497 Long DBT CORP IN N 2 2014-11-13 None 0.00000000 Y N N N N REI Agro Ltd USD XXXX N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 204000.00000000 PA USD 215950.32000000 0.022574939503 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 44198.00000000 NS USD 3755946.04000000 0.392637781840 Long EC CORP US N 1 N N N Ming Yuan Cloud Group Holdings Ltd N/A 000000000 37000.00000000 NS 183706.19000000 0.019204213847 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -5503.00000000 NC USD -2854.11000000 -0.00029836195 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Edwards Lifesciences Corp Edwards Lifesciences Corp 1.00000000 87.50000000 USD 2021-08-20 XXXX 7037.53000000 N N N Yonyou Network Technology Co Ltd 30030017NBX3U80ANB35 000000000 20130.00000000 NS 103618.20000000 0.010832003381 Long EC CORP CN N 1 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 000000000 9539.00000000 NS 173961.19000000 0.018185494424 Long EC CORP PT N 1 N N N Daifuku Co Ltd N/A 000000000 4000.00000000 NS 363292.68000000 0.037977763928 Long EC CORP JP N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 38614.47000000 OU Notional Amount USD -5463.13000000 -0.00057110278 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Geely Automobile Holdings Ltd Geely Automobile Holdings Ltd Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 38614.47000000 USD -5463.13000000 N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 445000.00000000 PA USD 442944.10000000 0.046304336391 Long LON CORP CA N 2 2025-06-02 None 0.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946RAB5 140000.00000000 PA USD 139281.80000000 0.014560192404 Long ABS-O CORP US N 3 2047-04-22 Fixed 2.09000000 N N N N N N Formosa Plastics Corp 254900KM6G17UTG1QN82 000000000 39000.00000000 NS 144172.27000000 0.015071430657 Long EC CORP TW N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -1104.00000000 NC -624.40000000 -0.00006527331 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Sony Group Corp Sony Group Corp 1.00000000 11899.94000000 JPY 2021-08-13 XXXX 256.75000000 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AP5 205000.00000000 PA USD 216531.25000000 0.022635668562 Long DBT CORP US N 2 2027-03-15 Fixed 6.88000000 N N N N N N Alimentation Couche-Tard Inc 549300OSW32RVX8CCZ87 01626P403 390.00000000 NS 14330.83000000 0.001498111326 Long EC CORP CA N 1 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 593.00000000 NS 103503.65000000 0.010820028593 Long EC CORP DE N 1 N N N PENINSULA PACIFIC ENTERT N/A 70715XAA4 91000.00000000 PA USD 97734.00000000 0.010216882926 Long DBT CORP US N 2 2027-11-15 Fixed 8.50000000 N N N N N N Lendmark Funding Trust N/A 52607MAC3 100000.00000000 PA USD 101211.72000000 0.010580435611 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.41000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 3260.00000000 NS USD 230645.00000000 0.024111086854 Long EC CORP US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAQ5 457000.00000000 PA USD 461798.50000000 0.048275331106 Long DBT US N 2 2022-08-15 Fixed 5.00000000 N N N N N N BX Trust N/A 056057AQ5 294390.00000000 PA USD 294298.03000000 0.030765225183 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.54000000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 208.00000000 NS USD 60132.80000000 0.006286141748 Long EC CORP IE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -39.00000000 NC USD -663.00000000 -0.00006930846 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp Microsoft Corp 100.00000000 290.00000000 USD 2021-07-16 XXXX 3354.00000000 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 11377.00000000 NS USD 1808260.38000000 0.189031295186 Long EC CORP CH N 1 N N N iShares S&P 500 Value ETF 549300CBC7RH6BCDVO32 464287408 8834.00000000 NS USD 1304251.76000000 0.136343417225 Long EC RF US N 1 N N N Morgan Stanley MUFG Securities Co., Ltd. 549300OB5SQ53A8BTO30 000000000 -1100.00000000 NC -21.20000000 -0.00000221619 N/A DE US N 2 Morgan Stanley MUFG Securities Co., Ltd. 549300OB5SQ53A8BTO30 Call Written Sony Group Corp Sony Group Corp 1.00000000 11765.39730000 JPY 2021-07-08 XXXX 718.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -45.00000000 NC USD -225.00000000 -0.00002352097 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written salesforce.com Inc salesforce.com Inc 100.00000000 185.00000000 USD 2021-07-16 XXXX 8786.84000000 N N N Rational AG 529900K139N6UFJ1A758 000000000 40.00000000 NS 36236.52000000 0.003788080734 Long EC CORP DE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 59456.73000000 OU Notional Amount USD 1889.20000000 0.000197492533 N/A DE ES N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Aena SME SA Aena SME SA Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 59456.73000000 USD 1889.20000000 N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 1746.00000000 NS USD 479451.60000000 0.050120744738 Long EC CORP KY N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -52712.77000000 -0.00551046923 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3049282.75000000 USD 332766000.00000000 JPY 2021-08-19 -52712.77000000 N N N Thungela Resources Ltd 213800EGYK3BN3SRIF27 000000000 67.00000000 NS 184.44000000 0.000019280924 Long EC CORP ZA N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -93.00000000 NC -10200.42000000 -0.00106632796 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Put Written Daimler AG Daimler AG 100.00000000 70.00000000 EUR 2021-08-20 XXXX -538.01000000 N N N ITT HOLDINGS LLC N/A 000000000 115000.00000000 PA USD 114712.50000000 0.011991775459 Long LON CORP US N 2 2028-07-30 None 0.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -973970.00000000 NC USD -0.01000000 -0.00000000104 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 973970.00000000 OU Notional Amount N/A -0.01000000 0.00000000 DIR US N/A N/A 2051-07-12 0.00000000 N/A 0.00000000 N/A 973970.00000000 USD 1.00000000 2.53000000 USD 2021-07-08 XXXX 8814.77000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -49.00000000 NC USD -9506.00000000 -0.00099373492 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 -4327.59000000 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 920.00000000 NS 65927.27000000 0.006891882039 Long EC CORP KR N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 160.00000000 NS USD 30521.60000000 0.003190656413 Long EC CORP US N 1 N N N Capri Holdings Ltd 549300LPG8W0H1OX3A26 000000000 19389.00000000 NS USD 1108856.91000000 0.115917298300 Long EC CORP VG N 1 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -227.00000000 NC -294.16000000 -0.00003075079 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Call Written Disco Corp Disco Corp 1.00000000 38689.38500000 JPY 2021-08-13 XXXX 380.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 37500.72000000 0.003920237234 N/A DFE PL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1596460.98000000 EUR 7362000.00000000 PLN 2021-07-09 37500.72000000 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 000000000 4549.00000000 NS 487399.79000000 0.050951629862 Long EP CORP DE N 1 N N N Morgan Stanley BAML Trust N/A 61691GAS9 131000.00000000 PA USD 145855.96000000 0.015247439657 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.72000000 N N N N N N BYD Co Ltd 5299005557VL7ULJ7A69 000000000 28000.00000000 NS 1087681.56000000 0.113703676921 Long EC CORP CN N 1 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 2613.00000000 NS 31851.19000000 0.003329648631 Long EC CORP ES N 1 N N N Novatek Microelectronics Corp N/A 000000000 3000.00000000 NS 53728.13000000 0.005616612582 Long EC CORP TW N 1 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 14100.00000000 NS 312576.04000000 0.032675965441 Long EC CORP SG N 1 N N N Hilton Worldwide Finance, LLC 549300406TN7EY0NPH20 43289DAH6 752715.00000000 PA USD 745993.26000000 0.077984384161 Long LON CORP US N 2 2026-06-22 None 0.00000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAT7 218000.00000000 PA USD 245978.12000000 0.025713975224 Long DBT CORP US N 2 2025-01-15 Fixed 10.00000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10347.90000000 OU Notional Amount USD 504.67000000 0.000052757017 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Eisai Co Ltd Eisai Co Ltd Y equity-performance leg 2121-07-01 0.00000000 USD 0.00000000 USD 10347.90000000 USD 504.67000000 N N N BSST Mortgage Trust N/A 05601PAU0 132000.00000000 PA USD 132242.37000000 0.013824306917 Long ABS-MBS CORP US N 2 2036-04-15 Floating 4.98000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -3120.00000000 -0.00032615747 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard Inc Mastercard Inc 100.00000000 345.00000000 USD 2021-07-16 XXXX 15990.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -53.00000000 NC USD -1325.00000000 -0.00013851238 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard Inc Mastercard Inc 100.00000000 450.00000000 USD 2021-08-20 XXXX 20988.00000000 N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 382371AA0 550000.00000000 PA USD 549741.50000000 0.057468685877 Long ABS-O CORP US N 3 2048-05-20 Fixed 2.10000000 N N N N N N Industrial Select Sector SPDR Fund 549300HQI51T8KP6U325 81369Y704 18581.00000000 NS USD 1902694.40000000 0.198903205951 Long EC RF US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 24125.46000000 OU Notional Amount USD 977.63000000 0.000102199145 N/A DE FR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Airbus SE Airbus SE Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 24125.46000000 USD 977.63000000 N N N Vale SA 254900SMTWBX7RU2SR20 000000000 1098.00000000 NS 24954.34000000 0.002608668122 Long EC CORP BR N 1 N N N MGM GROWTH/MGM FINANCE N/A 55303XAC9 24000.00000000 PA USD 25990.86000000 0.002717023490 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N Rumo Luxembourg Sarl 222100HOIQFT7YOSPB46 781467AB1 200000.00000000 PA USD 209502.00000000 0.021900847268 Long DBT CORP LU N 2 2025-01-18 Fixed 5.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 37.00000000 NC USD 3404.00000000 0.000355846169 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 38.00000000 USD 2021-07-16 XXXX 296.57000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 571000.00000000 PA USD 583739.87000000 0.061022795665 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 34831.64000000 OU Notional Amount USD -2337.50000000 -0.00024435676 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Great Wall Motor Co Ltd Great Wall Motor Co Ltd Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 34831.64000000 USD -2337.50000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 134481.00000000 NS USD 7668106.62000000 0.801605864975 Long EC CORP US N 1 N N N Western Digital Corporation 549300QQXOOYEF89IC56 95810DAR2 80038.98000000 PA USD 79924.52000000 0.008355121695 Long LON CORP US N 2 2023-04-29 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -7540000.00000000 NC USD -97284.40000000 -0.01016988279 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 7540000.00000000 OU Notional Amount N/A -97284.40000000 -0.01000000 DIR US N/A N/A 2031-06-17 0.00000000 N/A 0.00000000 N/A 7540000.00000000 USD 1.00000000 0.03040000 USD 2026-06-15 XXXX 29010.60000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 20.00000000 NC USD 44412.84000000 0.004642814033 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU1 Comdty 2021-09-21 3809337.16000000 USD 44412.84000000 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 22115.00000000 NS USD 3754463.55000000 0.392482805816 Long EC CORP US N 1 N N N Tata Consultancy Services Ltd 335800ZJKU9GPQRE2U66 000000000 555.00000000 NS 24981.72000000 0.002611530363 Long EC CORP IN N 1 N N N BSST Mortgage Trust N/A 05601PAL0 199000.00000000 PA USD 199243.14000000 0.020828410127 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.67000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 740000.00000000 PA USD 742234.73000000 0.077591476258 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 000000000 335.00000000 NS 23476.48000000 0.002454176107 Long EC CORP CA N 1 N N N BX Trust N/A 05608VAN6 180000.00000000 PA USD 181125.23000000 0.018934406348 Long ABS-MBS CORP US N 2 2034-01-15 Floating 3.07000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3076000.00000000 OU Notional Amount USD 354022.38000000 0.037008668528 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-23 77.62000000 USD 0.00000000 USD 3076000.00000000 USD 353944.76000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 226830.00000000 0.023712275710 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Atlantia SpA 8156008DEC771409C487 000000000 8779.00000000 NS 158956.12000000 0.016616899631 Long EC CORP IT N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 78407.18000000 0.008196502534 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2443000.00000000 GBP 3458151.03000000 USD 2021-08-05 78407.18000000 N N N Brookfield Asset Management Reinsurance Partners Ltd N/A 000000000 14.00000000 NS 739.75000000 0.000077331728 Long EC CORP BM N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 459000.00000000 PA USD 484474.50000000 0.050645826913 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAY6 24948.00000000 PA USD 26381.49000000 0.002757859033 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.49000000 N N N N N N Herschend Entertainment Company, LLC 54930087KQ7RPDXK0716 42778EAD3 426775.00000000 PA USD 428908.88000000 0.044837127440 Long LON CORP US N 2 2025-08-25 None 0.00000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AK5 339474.61000000 PA USD 339580.46000000 0.035498944114 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.37000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 77.00000000 NS USD 10512.04000000 0.001098903984 Long EC CORP US N 1 N N N Xero Ltd 254900UG5D8YST164N14 000000000 155.00000000 NS 15936.82000000 0.001665997750 Long EC CORP NZ N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -1001.00000000 -0.00010464219 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Twilio Inc Twilio Inc 100.00000000 450.00000000 USD 2021-07-16 XXXX 4879.00000000 N N N SK Holdings Co Ltd 988400GMME8AOAFMDK34 000000000 191.00000000 NS 47913.24000000 0.005008737632 Long EC CORP KR N 1 N N N SMB Private Education Loan Trust N/A 78448YAF8 280000.00000000 PA USD 278620.36000000 0.029126318365 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2K0 276000.00000000 PA USD 270858.12000000 0.028314872018 Long DBT CORP SA N 2 2030-11-24 Fixed 2.25000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -49025906.00000000 NC USD -40577.76000000 -0.00424190377 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 49025906.00000000 OU Notional Amount N/A -40577.76000000 0.00000000 DIR US N/A N/A 2024-03-20 0.00000000 N/A 0.00000000 N/A 49025906.00000000 USD 1.00000000 0.40000000 USD 2023-03-16 XXXX 13350.74000000 N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JBB1 130000.00000000 PA USD 140238.10000000 0.014660161761 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.87000000 N N N N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 000000000 6012.00000000 NS 159469.69000000 0.016670587033 Long EC CORP IT N 1 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 24011.00000000 NS 2966683.03000000 0.310130079590 Long EC CORP NL N 1 N N N Orange SA 969500MCOONR8990S771 000000000 3791.00000000 NS 43221.15000000 0.004518237558 Long EC CORP FR N 1 N N N Amorepacific Corp N/A 000000000 5582.00000000 NS 1249091.15000000 0.130577056547 Long EC CORP KR N 1 N N N SLM Student Loan Trust 549300FE2YWO5PJ3Q820 78443CCB8 564466.70000000 PA USD 549354.97000000 0.057428278938 Long ABS-O CORP US N 2 2039-06-15 Floating 0.45000000 N N N N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 22394.00000000 NS 759738.08000000 0.079421235378 Long EC CORP CH N 1 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 200000.00000000 PA USD 204416.00000000 0.021369168768 Long DBT CORP US N 2 2028-03-20 Fixed 3.38000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 14000.00000000 PA USD 14635.60000000 0.001529971266 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Guangdong Marubi Biotechnology Co Ltd N/A 000000000 11800.00000000 NS 95164.09000000 0.009948230568 Long EC CORP CN N 1 N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 000000000 260.00000000 NS 16909.65000000 0.001767695115 Long EC CORP CA N 1 N N N iShares China Large-Cap ETF 5493001YVWPO25CNKN94 464287184 17947.00000000 NS USD 831484.51000000 0.086921438743 Long EC RF US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23895.00000000 NS 704370.79000000 0.073633268857 Long EC CORP FR N 1 N N N Dali Foods Group Co Ltd 52990093PPQC644N7T38 000000000 23500.00000000 NS 14013.50000000 0.001464938392 Long EC CORP KY N 1 N N N Reliance Industries Ltd 5493003UOETFYRONLG31 000000000 58529.00000000 NS 1661970.05000000 0.173738447509 Long EC CORP IN N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUL3 1289930.72000000 PA USD 146850.61000000 0.015351418033 Long ABS-MBS USGSE US N 2 2053-03-25 Variable 1.64000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 5696.00000000 NS USD 400200.96000000 0.041836068876 Long EC CORP CH N 1 N N N CONTINUUM ENERGY LEVANTE 254900MFSMO37F3WJ232 21218MAB1 200000.00000000 PA USD 204800.00000000 0.021409311226 Long DBT CORP SG N 2 2027-02-09 Fixed 4.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -1978.00000000 -0.00020677547 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 7682.00000000 N N N Seagen Inc N/A 81181C104 1974.00000000 NS USD 311655.12000000 0.032579694626 Long EC CORP US N 1 N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 354000.00000000 PA USD 396070.20000000 0.041404248922 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -321.00000000 -0.00003355658 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com Inc Amazon.com Inc 100.00000000 4100.00000000 USD 2021-07-16 XXXX 5726.70000000 N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 16270.00000000 NS USD 490377.80000000 0.051262944037 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 895.00000000 NS USD 111096.35000000 0.011613751627 Long EC CORP IE N 1 N N N Conair Holdings, LLC N/A 20600RAB8 87000.00000000 PA USD 87174.00000000 0.009112965316 Long LON CORP US N 2 2028-05-17 None 0.00000000 N N N N N N Hedosophia European Growth 549300Q5OZTF68OGPY72 000000000 9210.00000000 NS 10811.55000000 0.001130214056 N/A DE KY N 1 N/A N/A Call Purchased Hedosophia European Growth Hedosophia European Growth 1.00000000 11.50000000 EUR 2027-05-13 XXXX 10811.55000000 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 554.00000000 NS USD 30747.00000000 0.003214219200 Long EC CORP US N 1 N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879Q109 245.00000000 NS USD 77547.40000000 0.008106623151 Long EC CORP US N 1 N N N BSST Mortgage Trust N/A 05601PAJ5 207000.00000000 PA USD 207253.51000000 0.021665795402 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.42000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5999681.00000000 OU Notional Amount USD 56596.37000000 0.005916451658 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-19 51.27000000 USD 0.00000000 USD 5999681.00000000 USD 56545.10000000 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 2552.00000000 NS USD 113181.20000000 0.011831696952 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 12486.55000000 OU Notional Amount USD -421.25000000 -0.00004403648 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Kunlun Energy Co Ltd Kunlun Energy Co Ltd Y equity-performance leg 2121-04-01 0.00000000 USD 0.00000000 USD 12486.55000000 USD -421.25000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 115.00000000 NC 271.44000000 0.000028375700 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Call Purchased Sandvik AB Sandvik AB 101.00000000 237.83000000 SEK 2021-07-16 XXXX -11854.96000000 N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 252.00000000 NS 22299.40000000 0.002331126927 Long EC CORP GB N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 447.00000000 NS USD 41986.71000000 0.004389192098 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A 87612BBT8 386000.00000000 PA USD 397058.90000000 0.041507605299 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 4024.00000000 NS USD 596236.08000000 0.062329120123 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 19680.16000000 OU Notional Amount USD -3474.76000000 -0.00036324325 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Afterpay Ltd Afterpay Ltd Y equity-performance leg 2120-12-31 0.00000000 USD 0.00000000 USD 19680.16000000 USD -3474.76000000 N N N Jardine Matheson Holdings Ltd 2138009KENVUNWOLPK41 000000000 4100.00000000 NS USD 262072.00000000 0.027396391659 Long EC CORP BM N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7061.74000000 0.000738217721 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 210000.00000000 EUR 256469.64000000 USD 2021-09-16 7061.74000000 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 105.00000000 NS USD 22331.40000000 0.002334472132 Long EC CORP US N 1 N N N SMB Private Education Loan Trust N/A 78448YAL5 150000.00000000 PA USD 149855.81000000 0.015665574586 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 24820.00000000 NS USD 4320417.40000000 0.451646292703 Long EC CORP US N 1 N N N GRAND ROUNDS, INC OPERATING SERIES D PREFERRED N/A 000000000 128303.00000000 NS USD 468305.95000000 0.048955604652 Long EP CORP US Y 3 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 35618.52000000 OU Notional Amount USD 277.27000000 0.000028985154 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 35618.52000000 USD 277.27000000 N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 100.00000000 NS 43278.28000000 0.004524209794 Long EC CORP JP N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 16376.00000000 NS USD 4773276.48000000 0.498987117828 Long EC CORP US N 1 N N N VICI PROPERTIES / NOTE N/A 92564RAD7 140000.00000000 PA USD 142396.80000000 0.014885827191 Long DBT US N 2 2027-02-15 Fixed 3.75000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 64560.01000000 OU Notional Amount USD 241.76000000 0.000025273022 N/A DE KR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 POSCO Chemical Co Ltd POSCO Chemical Co Ltd Y equity-performance leg 2121-07-01 0.00000000 USD 0.00000000 USD 64560.01000000 USD 241.76000000 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 125000.00000000 PA USD 127656.25000000 0.013344884698 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10651.41000000 OU Notional Amount USD -498.96000000 -0.00005216010 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Zai Lab Ltd Zai Lab Ltd Y equity-performance leg 2121-04-28 0.00000000 USD 0.00000000 USD 10651.41000000 USD -498.96000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -34937.02000000 -0.00365223405 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1571114.31000000 USD 2047810.10000000 AUD 2021-09-02 -34937.02000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 44000.00000000 PA USD 45636.80000000 0.004770763938 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 26458.00000000 NS USD 2637068.86000000 0.275672988036 Long EC CORP US N 1 N N N Cia Siderurgica Nacional SA 529900K40TEND42S0T46 000000000 715.00000000 NS 6290.64000000 0.000657608738 Long EC CORP BR N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 147.00000000 NS USD 358943.13000000 0.037523072181 Long EC CORP US N 1 N N N ZTO Express Cayman Inc 549300SCJPK3YZJTJR78 98980A105 414.00000000 NS USD 12564.90000000 0.001313505149 Long EC CORP KY N 1 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 174.00000000 NS 116.60000000 0.000012189090 N/A DE CH N 1 N/A N/A Call Purchased Cie Financiere Richemont SA Cie Financiere Richemont SA 0.01492500 67.00000000 CHF 2023-11-29 XXXX 116.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 39683220.00000000 OU Notional Amount USD -263096.18000000 -0.02750345703 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-03-27 202.62000000 USD 0.00000000 USD 39683220.00000000 USD -263298.80000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 544000.00000000 PA USD 522240.00000000 0.054593743628 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N MARCOLIN SPA 815600C8D55034EB5379 000000000 366000.00000000 PA 441579.28000000 0.046161661312 Long DBT CORP IT N 2 2026-11-15 Fixed 6.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7437.81000000 0.000777531196 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2193592.36000000 USD 1591000.00000000 GBP 2021-07-29 7437.81000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24581627.00000000 OU Notional Amount -47670.53000000 -0.00498336529 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-02-27 96.81000000 MXN 0.00000000 MXN 24581627.00000000 MXN -47675.26000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 51.00000000 NC USD 71341.83000000 0.007457907431 N/A DE US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 Call Purchased Autodesk Inc Autodesk Inc 100.00000000 295.00000000 USD 2021-09-17 XXXX 18697.86000000 N N N Chunghwa Telecom Co Ltd N/A 000000000 49000.00000000 NS 200484.52000000 0.020958181078 Long EC CORP TW N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 710.00000000 NS USD 225836.80000000 0.023608448914 Long EC CORP US N 1 N N N Nexon Co Ltd 5299005SFO0GAJFLKN43 000000000 1200.00000000 NS 26744.68000000 0.002795826063 Long EC CORP JP N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828RR3 5300000.00000000 PA USD 5338093.75000000 0.558031789311 Long DBT UST US N 2 2021-11-15 Fixed 2.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 72.00000000 NC USD 6336.00000000 0.000662350566 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 -17064.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 19587.44000000 OU Notional Amount USD 21.66000000 0.000002264285 N/A DE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hyundai Motor Co Hyundai Motor Co Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 19587.44000000 USD 21.66000000 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 867.00000000 NS USD 103632.51000000 0.010833499315 Long EC US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 28000.00000000 PA USD 28817.60000000 0.003012524253 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 18152.71000000 OU Notional Amount USD -937.30000000 -0.00009798314 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Seven & i Holdings Co Ltd Seven & i Holdings Co Ltd Y equity-performance leg 2121-04-01 0.00000000 USD 0.00000000 USD 18152.71000000 USD -937.30000000 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 6837878.00000000 NS 4416330.74000000 0.461672848108 Long EC CORP GB N 1 N N N Genmab A/S 529900MTJPDPE4MHJ122 000000000 1105.00000000 NS 452131.55000000 0.047264770846 Long EC CORP DK N 1 N N N Kubota Corp 549300CSY4INHEHQQT13 000000000 700.00000000 NS 14158.15000000 0.001480059764 Long EC CORP JP N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -215908.32000000 -0.02257054892 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8138611.00000000 BRL 1418000.00000000 USD 2021-07-13 -215908.32000000 N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 182000.00000000 PA USD 194794.60000000 0.020363370198 Long DBT CORP US N 2 2028-09-15 Fixed 6.13000000 N N N N N N BX Trust N/A 05608KAL4 445000.00000000 PA USD 444999.96000000 0.046519251169 Long ABS-MBS CORP US N 2 2038-05-15 Floating 2.88000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 288.00000000 NS USD 67340.16000000 0.007039582243 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1826476.00000000 NC USD -18429.42000000 -0.00192656830 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1826476.00000000 OU Notional Amount N/A -18429.42000000 0.00000000 DIR US N/A N/A 2052-04-22 0.00000000 N/A 0.00000000 N/A 1826476.00000000 USD 1.00000000 0.02600000 USD 2022-04-20 XXXX 37429.89000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50.00000000 NC USD 16000.00000000 0.001672602439 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 -13341.32000000 N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 18000.00000000 PA USD 19192.50000000 0.002006338895 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 72.00000000 NC USD 37368.00000000 0.003906362997 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 -7992.00000000 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 533.00000000 NS USD 32251.83000000 0.003371530596 Long EC CORP US N 1 N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 190000.00000000 PA 234643.97000000 0.024529129790 Long DBT CORP LU N 2 2025-11-01 Fixed 6.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 000000000 197948.00000000 NS 7925265.60000000 0.828488661056 Long EC CORP CA N 1 N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 79000.00000000 PA USD 79642.27000000 0.008325615943 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 -1967.00000000 NS USD -254864.19000000 -0.02664290412 Short EC CORP US N 1 N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 4486.00000000 NS 603021.41000000 0.063038442592 Long EC CORP DK N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 160.00000000 NC USD 23520.00000000 0.002458725586 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased ConocoPhillips ConocoPhillips 100.00000000 65.00000000 USD 2021-08-20 XXXX -5138.09000000 N N N Legal & General Group PLC 213800JH9QQWHLO99821 000000000 20104.00000000 NS 71638.20000000 0.007488889255 Long EC CORP GB N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 43.00000000 NS 16198.49000000 0.001693352118 Long EC CORP CH N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 126.00000000 NC -125044.11000000 -0.01307181771 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGU1 Index 2021-09-17 5215385.70000000 EUR -125044.11000000 N N N ASE Technology Holding Co Ltd 300300GO8QHPMV87NZ73 000000000 4000.00000000 NS 16078.96000000 0.001680856732 Long EC CORP TW N 1 N N N HILTON GRAND VACATIONS BWR LLC N/A 000000000 408000.00000000 PA USD 408126.48000000 0.042664584131 Long LON CORP US N 2 2028-05-20 None 0.00000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 3238.00000000 NS USD 603433.68000000 0.063081540330 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 9356.00000000 NS USD 2121753.68000000 0.221803148835 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 25291.35000000 OU Notional Amount USD 1288.83000000 0.000134731262 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 China Resources Gas Group Ltd China Resources Gas Group Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 25291.35000000 USD 1288.83000000 N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 00900YAE6 356210.00000000 PA USD 355914.35000000 0.037206450630 Long LON CORP US N 2 2026-02-24 None 0.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 158592.00000000 NS USD 6781393.92000000 0.708911000898 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 2400.00000000 NS USD 385968.00000000 0.040348188650 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61770KAX3 110000.00000000 PA USD 116287.89000000 0.012156463031 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.70000000 N N N N N N Highland Transcend Partners I Corp N/A 000000000 29088.00000000 NS USD 291461.76000000 0.030468728176 Long EC CORP KY N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15946713.00000000 OU Notional Amount USD -517945.89000000 -0.05414484744 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-01-24 330.80000000 USD 0.00000000 USD 15946713.00000000 USD -518276.69000000 N N N Otsuka Holdings Co Ltd N/A 000000000 200.00000000 NS 8293.80000000 0.000867014382 Long EC CORP JP N 1 N N N Daikin Industries Ltd 549300Y7FWSTSHMW5Y57 000000000 200.00000000 NS 37247.40000000 0.003893755756 Long EC CORP JP N 1 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 59.00000000 NS USD 14544.68000000 0.001520466703 Long EC CORP US N 1 N N N MetroNet Systems Holdings, LLC N/A 000000000 86419.02000000 PA USD 86354.21000000 0.009027266394 Long LON CORP US N 2 2028-05-26 None 0.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 000000000 19706.00000000 NS 366668.24000000 0.038330637046 Long EC CORP SE N 1 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 9231.00000000 NS USD 3524395.80000000 0.368432063321 Long EC CORP US N 1 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 200000.00000000 PA USD 203752.00000000 0.021299755766 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N BX Trust N/A 056057AL6 100697.00000000 PA USD 100823.08000000 0.010539808098 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.39000000 N N N N N N HERTZ CORPORATION N/A 000000000 221850.99000000 PA USD 221573.68000000 0.023162792357 Long LON CORP US N 2 2028-06-14 None 0.00000000 N N N N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 000000000 18600.00000000 NS 484609.57000000 0.050659946814 Long EC CORP JP N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 -27931.00000000 NS USD -1469449.91000000 -0.15361284401 Short EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 17439.00000000 NS USD 3587551.08000000 0.375034168033 Long EC CORP NL N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 58412.21000000 OU Notional Amount USD -6178.27000000 -0.00064586184 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Shanghai Fosun Pharmaceutical Group Co Ltd Shanghai Fosun Pharmaceutical Group Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 58412.21000000 USD -6178.27000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 42000.00000000 PA USD 47552.33000000 0.004971008947 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 86964WAK8 60000.00000000 PA USD 59422.20000000 0.006211857292 Long DBT CORP AT N 2 2032-01-15 Fixed 3.13000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -26255.51000000 -0.00274468937 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3422490.70000000 USD 2455000.00000000 GBP 2021-07-22 -26255.51000000 N N N Asymchem Laboratories Tianjin Co Ltd N/A 000000000 5096.00000000 NS 293861.22000000 0.030719562091 Long EC CORP CN N 1 N N N Frontier Communications Parent Inc N/A 35909D109 14357.00000000 NS USD 379024.80000000 0.039622362821 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3283547.00000000 OU Notional Amount USD 169486.32000000 0.017717702019 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-11-23 56.53000000 USD 0.00000000 USD 3283547.00000000 USD 169429.79000000 N N N Apellis Pharmaceuticals Inc 254900HS0ZFRXXSB9D42 03753U106 4552.00000000 NS USD 287686.40000000 0.030074060904 Long EC CORP US N 1 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 168000.00000000 PA USD 178158.33000000 0.018624253586 Long DBT CORP US N 2 2050-04-05 Fixed 3.58000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 68.00000000 NS USD 23546.36000000 0.002461481198 Long EC CORP US N 1 N N N Bayview Commercial Asset Trust N/A 07324NAC7 20679.14000000 PA USD 19361.51000000 0.002024006803 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.43000000 N N N N N N Square Inc 549300OHIIUWSTIZME52 852234103 88.00000000 NS USD 21454.40000000 0.002242792611 Long EC CORP US N 1 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 556.00000000 NS USD 59430.84000000 0.006212760498 Long EC CORP US N 1 N N N Jazz Financing Lux S.a.r.l. N/A 000000000 591400.00000000 PA USD 593061.83000000 0.061997291480 Long LON CORP LU N 2 2028-04-21 None 0.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 546.00000000 NS USD 31569.72000000 0.003300224418 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 289.00000000 NS USD 38994.77000000 0.004076421714 Long EC CORP US N 1 N N N Appian Corp 529900NIARIFW7HGU386 03782L101 -6915.00000000 NS USD -952541.25000000 -0.09957642615 Short EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -312.00000000 -0.00003261574 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard Inc Mastercard Inc 100.00000000 440.00000000 USD 2021-07-16 XXXX 6188.00000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 606.00000000 NS 27416.83000000 0.002866091046 Long EC CORP FR N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 11275.84000000 OU Notional Amount USD -1190.04000000 -0.00012440398 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Gaotu Techedu Inc Gaotu Techedu Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 11275.84000000 USD -1190.04000000 N N N Nelnet Student Loan Trust N/A 64034QAE8 100000.00000000 PA USD 99970.20000000 0.010450650025 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.75000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -4893.00000000 NC USD -614.36000000 -0.00006422375 N/A DE US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Put Written NXP Semiconductors NV NXP Semiconductors NV 1.00000000 170.00000000 USD 2021-07-16 XXXX 17636.53000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -1988424.00000000 NC USD -17281.67000000 -0.00180658521 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1988424.00000000 OU Notional Amount N/A -17281.67000000 0.00000000 DIR US N/A N/A 2051-12-07 0.00000000 N/A 0.00000000 N/A 1988424.00000000 USD 1.00000000 0.02320000 USD 2021-12-03 XXXX 29934.12000000 N N N MediaTek Inc 254900UEGBK1I4DM4E14 000000000 2000.00000000 NS 69053.39000000 0.007218679285 Long EC CORP TW N 1 N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAC7 32000.00000000 PA USD 32226.08000000 0.003368838751 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 14522.00000000 NS USD 839516.82000000 0.087761117575 Long EC CORP US N 1 N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 000000000 34859.00000000 NS 208994.21000000 0.021847764094 Long EP CORP BR N 1 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAG9 67360.50000000 PA USD 67332.21000000 0.007038751169 Long LON CORP US N 2 2027-11-08 None 0.00000000 N N N N N N Goodman Group N/A 000000000 1080.00000000 NS 17146.56000000 0.001792461130 Long EC AU N 1 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 81369Y506 3354.00000000 NS USD 180679.98000000 0.018887860958 Long EC RF US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 466.00000000 NS USD 38342.48000000 0.004008232849 Long EC CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2944.92000000 0.000307855023 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15455579.19000000 CNY 2376800.34000000 USD 2021-09-30 2944.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 902.69000000 0.000094365093 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1591000.00000000 GBP 2201932.86000000 USD 2021-07-29 902.69000000 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 60.00000000 NS USD 22701.00000000 0.002373109248 Long EC CORP US N 1 N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAD1 167732.50000000 PA USD 168151.83000000 0.017578197567 Long LON CORP US N 2 2025-07-21 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 6061.00000000 NC USD 7471.21000000 0.000781022754 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 164.00000000 USD 2021-07-16 XXXX -2033.04000000 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 000000000 1628.00000000 NS 38616.52000000 0.004036880347 Long EC CORP SE N 1 N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 1288000.00000000 PA USD 1358840.00000000 0.142049943687 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 243000.00000000 PA USD 245157.84000000 0.025628225079 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N Organon & Co N/A 68621XAE3 217000.00000000 PA USD 217136.71000000 0.022698961929 Long LON CORP US N 2 2028-06-02 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -9.00000000 NC USD -130770.00000000 -0.01367038881 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 -111557.61000000 N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 000000000 146840.00000000 PA USD 147237.94000000 0.015391908602 Long LON CORP US N 2 2027-12-15 None 0.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 22150.00000000 NS USD 4296435.50000000 0.449139281175 Long EC CORP US N 1 N N N ECL Entertainment, LLC N/A 000000000 233000.00000000 PA USD 237660.00000000 0.024844418486 Long LON CORP US N 2 2028-03-31 None 0.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -55980.41000000 -0.00585206064 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2015967.41000000 USD 2612885.89000000 AUD 2021-08-20 -55980.41000000 N N N Daiichi Sankyo Co Ltd 353800XGIU2IHQGC9504 000000000 900.00000000 NS 19398.26000000 0.002027848562 Long EC CORP JP N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 42342.00000000 NS USD 1964245.38000000 0.205337600908 Long EC CORP US N 1 N N N WOOF Holdings, Inc N/A 98082EAB0 67699.00000000 PA USD 67642.81000000 0.007071220564 Long LON CORP US N 2 2027-12-21 None 0.00000000 N N N N N N GS Mortgage Securities Trust N/A 36264YAA8 100000.00000000 PA USD 100004.32000000 0.010454216850 Long ABS-MBS CORP US N 2 2026-05-15 Floating 1.22000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 1432.00000000 NS 38013.19000000 0.003973809645 Long EC CORP GB N 1 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAE8 25325.81000000 PA USD 25130.55000000 0.002627088702 Long LON CORP US N 2 2027-12-17 None 0.00000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 3645.18000000 OU Notional Amount USD -12.60000000 -0.00000131717 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Hershey Co/The Hershey Co/The Y equity-performance leg 2121-04-14 0.00000000 USD 0.00000000 USD 3645.18000000 USD -12.60000000 N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 200000.00000000 PA USD 223646.00000000 0.023379427825 Long DBT CORP BH N 2 2024-11-07 Fixed 7.63000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 586.00000000 NS 29037.76000000 0.003035539263 Long EC CORP NL N 1 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 000000000 37.00000000 NS 102776.96000000 0.010744062126 Long EC CORP DK N 1 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 5200.00000000 NS 740951.44000000 0.077457324134 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 122.00000000 NC USD 40016.00000000 0.004183178701 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Carrier Global Corp Carrier Global Corp 100.00000000 47.00000000 USD 2021-09-17 XXXX 11960.04000000 N N N Z Holdings Corp 52990078MD2OL792YM35 000000000 42600.00000000 NS 213508.08000000 0.022319633467 Long EC CORP JP N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 587594.80000000 OU Notional Amount USD -58186.29000000 -0.00608265816 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S34.V9 2I65BRYM6 Y buy protection 2025-06-20 0.00000000 USD -53828.39000000 USD 587594.80000000 USD -4357.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1169000.00000000 OU Notional Amount USD -218890.97000000 -0.02288234815 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-28 28.55000000 USD 0.00000000 USD 1169000.00000000 USD -218919.52000000 N N N Genius Sports Ltd N/A 000000000 15651.00000000 NS USD 293769.27000000 0.030709949854 Long EC CORP GG N 1 N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 21000.00000000 PA USD 23073.75000000 0.002412075658 Long DBT CORP XX N 2 2028-02-15 Fixed 6.75000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 378000.00000000 PA USD 391430.34000000 0.040919208850 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 161.00000000 NS USD 39253.41000000 0.004103459332 Long EC CORP US N 1 N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 2187.00000000 NS USD 522124.38000000 0.054581656984 Long EC CORP US N 1 N N N Sartorius AG 529900EQV2DY4FOAMU38 000000000 28.00000000 NS 14575.24000000 0.001523661373 Long EP CORP DE N 1 N N N CAESARS RESORT / FINCO N/A 12770RAA1 98000.00000000 PA USD 103267.50000000 0.010795342026 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -12812.38000000 -0.00133937612 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1741489.30000000 USD 2142937.06000000 CAD 2021-09-23 -12812.38000000 N N N Kao Corp 353800HM38HFCB8RGL63 000000000 2300.00000000 NS 141505.02000000 0.014792602604 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -12880.00000000 -0.00134644496 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Parker-Hannifin Corp Parker-Hannifin Corp 100.00000000 250.00000000 USD 2021-11-19 XXXX 305.52000000 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 1274.00000000 NS USD 150089.94000000 0.015690049987 Long EC CORP US N 1 N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAG1 185000.00000000 PA USD 185057.83000000 0.019345511120 Long ABS-MBS CORP US N 2 2034-04-15 Floating 3.17000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 4.00000000 NC 5217.23000000 0.000545396976 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTU1 Index 2021-09-16 955692.72000000 CAD 5217.23000000 N N N SPDR EURO STOXX 50 ETF 549300FS6B2JRJXYB418 78463X202 3115.00000000 NS USD 145875.45000000 0.015249477096 Long EC RF US N 1 N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAX9 61000.00000000 PA USD 60840.18000000 0.006360089593 Long LON CORP US N 2 2024-09-19 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 28742.51000000 OU Notional Amount USD -2857.38000000 -0.00029870379 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sunny Optical Technology Group Co Ltd Sunny Optical Technology Group Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 28742.51000000 USD -2857.38000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -72.00000000 NC USD -360.00000000 -0.00003763355 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple Inc Apple Inc 100.00000000 155.00000000 USD 2021-07-16 XXXX 5688.00000000 N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 000000000 10100.00000000 NS 192262.02000000 0.020098620230 Long EC CORP KY N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 31150000.00000000 OU Notional Amount USD 65513.43000000 0.006848620177 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-03-08 123.04000000 USD 0.00000000 USD 31150000.00000000 USD 65390.39000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 38.00000000 NC USD 3610.00000000 0.000377380925 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 -11396.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC N/A -4303.51000000 -0.00044987883 N/A DFE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1668000.00000000 EUR 1428958.25000000 GBP 2021-09-24 -4303.51000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 83019.00000000 NS USD 22489847.10000000 2.351035820332 Long EC CORP US N 1 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 15103.00000000 PA USD 16065.82000000 0.001679483107 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1163054.00000000 OU Notional Amount USD 25036.68000000 0.002617275752 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-04 35.82000000 USD 0.00000000 USD 1163054.00000000 USD 25000.86000000 N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 000000000 15300.00000000 NS 78197.40000000 0.008174572625 Long EC CORP JP N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 567.00000000 NS USD 155647.17000000 0.016270989766 Long EC CORP US N 1 N N N Health Care Select Sector SPDR Fund 549300EJNY3KKJHPOY44 81369Y209 7867.00000000 NS USD 990848.65000000 0.103580991828 Long EC RF US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 765123.00000000 NS 7105540.46000000 0.742796519247 Long EC CORP IT N 1 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 51569.00000000 PA USD 67474.43000000 0.007053618514 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 609000.00000000 PA USD 597495.99000000 0.062460828157 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 23943.46000000 OU Notional Amount USD 1119.78000000 0.000117059172 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Secom Co Ltd Secom Co Ltd Y equity-performance leg 2121-02-19 0.00000000 USD 0.00000000 USD 23943.46000000 USD 1119.78000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 17304.20000000 OU Notional Amount USD 622.62000000 0.000065087233 N/A DE CA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Fairfax Financial Holdings Ltd Fairfax Financial Holdings Ltd Y equity-performance leg 2121-06-30 0.00000000 USD 0.00000000 USD 17304.20000000 USD 622.62000000 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 80.00000000 NS USD 48880.00000000 0.005109800452 Long EC CORP US N 1 N N N Park River Holdings Inc N/A 70082HAC0 219000.00000000 PA USD 217666.29000000 0.022754322979 Long LON CORP US N 2 2027-12-28 None 0.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 353.00000000 NS USD 85846.07000000 0.008974146631 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 35000.00000000 PA USD 37117.50000000 0.003880176315 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N Japan Post Bank Co Ltd 5493006JVO6N2HC2XZ76 000000000 2900.00000000 NS 24354.83000000 0.002545996754 Long EC CORP JP N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 468774.00000000 OU Notional Amount USD -14467.84000000 -0.00151243402 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-22 14.46000000 USD 0.00000000 USD 468774.00000000 USD -14482.30000000 N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 166878.00000000 NS USD 4555769.40000000 0.476249438288 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 24553.00000000 NS USD 6632747.42000000 0.693371844739 Long EC US N 1 N N N Sovos Brands Intermediate, Inc. N/A 84611UAH1 63814.50000000 PA USD 64053.80000000 0.006696033884 Long LON CORP US N 2 2028-06-08 None 0.00000000 N N N N N N DBWF Mortgage Trust N/A 23307GAJ5 100000.00000000 PA USD 99968.73000000 0.010450496355 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.84000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7157771.00000000 OU Notional Amount 69596.09000000 0.007275411869 N/A DFE DE N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 69596.09000000 0.01000000 DFE XX 8517747.49000000 USD 7157771.00000000 EUR 2021-08-02 1.00000000 1.19000000 EUR 2021-08-02 XXXX -25216.24000000 N N N RENEWABLE ENERGY GROUP I 549300HPU3BD8ZI0X358 75972AAD5 36000.00000000 PA USD 37755.00000000 0.003946819069 Long DBT CORP US N 2 2028-06-01 Fixed 5.88000000 N N N N N N Guangzhou Baiyun International Airport Co Ltd 300300HCH80SKW83W383 000000000 183200.00000000 NS 316983.96000000 0.033136759050 Long EC CORP CN N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 31121.00000000 NS 1905605.33000000 0.199207507740 Long EC CORP FI N 1 N N N Kering SA 549300VGEJKB7SVUZR78 000000000 931.00000000 NS 813598.89000000 0.085051718016 Long EC CORP FR N 1 N N N Mariner Finance Issuance Trust N/A 56848MAA7 220000.00000000 PA USD 223766.36000000 0.023392009977 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 438.00000000 NS USD 43581.00000000 0.004555855432 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4190071.00000000 OU Notional Amount USD 6643.19000000 0.000694463487 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-06-28 38.86000000 USD 0.00000000 USD 4190071.00000000 USD 6604.33000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 5204.00000000 NS USD 107722.80000000 0.011261088629 Long EC CORP CA N 1 N N N Aier Eye Hospital Group Co Ltd N/A 000000000 33447.00000000 NS 367420.33000000 0.038409258769 Long EC CORP CN N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 -4924717.00000000 OU Notional Amount USD -7795.83000000 -0.00081495776 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -7795.83000000 0.00000000 DFE RU -4924717.00000000 USD -344730190.00000000 RUB 2021-08-26 1.00000000 70.00000000 USD 2021-08-26 XXXX 7017.72000000 N N N BENCHMARK Mortgage Trust N/A 08162RAF4 2148950.69000000 PA USD 207757.54000000 0.021718485515 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.39000000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 292.00000000 NS USD 70757.44000000 0.007396816672 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -30020.86000000 -0.00313831022 N/A DFE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3606646.66000000 USD 397321000.00000000 JPY 2021-07-08 -30020.86000000 N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 31000.00000000 PA USD 32184.51000000 0.003364493121 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 27745.00000000 NS USD 3950888.00000000 0.413016556707 Long EC CORP US N 1 N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 600.00000000 NS 10985.19000000 0.001148365974 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -6682.00000000 -0.00069852059 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Zscaler Inc Zscaler Inc 100.00000000 250.00000000 USD 2021-08-20 XXXX 260.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -35104.29000000 -0.00366972006 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1047656.70000000 USD 1350000.00000000 AUD 2021-07-22 -35104.29000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 9967.16000000 OU Notional Amount USD -718.08000000 -0.00007506639 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 China Molybdenum Co Ltd China Molybdenum Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 9967.16000000 USD -718.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -7537540.00000000 NC USD -97252.66000000 -0.01016656477 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 7537540.00000000 OU Notional Amount N/A -97252.66000000 -0.01000000 DIR US N/A N/A 2031-06-17 0.00000000 N/A 0.00000000 N/A 7537540.00000000 USD 1.00000000 0.03040000 USD 2026-06-15 XXXX 28812.70000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 25163.99000000 OU Notional Amount USD 125.70000000 0.000013140382 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Sumitomo Realty & Development Co Ltd Sumitomo Realty & Development Co Ltd Y equity-performance leg 2121-05-27 0.00000000 USD 0.00000000 USD 25163.99000000 USD 125.70000000 N N N 2020 CASH EXCH TRUST N/A 901375105 1323.00000000 NS USD 1670393.34000000 0.174618998471 Long EP CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 126.00000000 NS USD 36038.52000000 0.003767382279 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2601053.81000000 OU Notional Amount 394590.66000000 0.041249581284 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S34.V1 2I667KIK6 Y sell protection 2025-12-20 164600.14000000 EUR 0.00000000 EUR 2601053.81000000 EUR 206065.13000000 N N N SMB Private Education Loan Trust N/A 83208AAE3 100000.00000000 PA USD 99686.98000000 0.010421042871 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 -73.00000000 NC USD -32828.04000000 -0.00343176623 N/A DE US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 Call Written Autodesk Inc Autodesk Inc 100.00000000 325.00000000 USD 2021-09-17 XXXX -10361.29000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 200000.00000000 PA USD 208240.40000000 0.021768962566 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25000000 N N N N N N Tortoise Acquisition Corp II N/A 000000000 5390.00000000 NS USD 11696.30000000 0.001222703744 N/A DE KY N 1 N/A N/A Call Purchased Tortoise Acquisition Corp II Tortoise Acquisition Corp II 1.00000000 11.50000000 USD 2027-06-14 XXXX -7118.19000000 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 318000.00000000 PA USD 345825.00000000 0.036151733666 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 1629.00000000 NS USD 423100.17000000 0.044229898533 Long EC CORP US N 1 N N N 1211 Avenue of the Americas Trust N/A 90117PAN5 170000.00000000 PA USD 180058.48000000 0.018822890807 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.28000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -178.00000000 NC USD -22703.88000000 -0.00237341031 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Amazon.com Inc Amazon.com Inc 1.00000000 2800.00000000 USD 2022-06-17 XXXX 3175.54000000 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 4479.00000000 NS USD 824763.06000000 0.086218794139 Long EC CORP IE N 1 N N N Social Professional Loan Program LLC N/A 78471HAB4 106488.55000000 PA USD 110515.50000000 0.011553030931 Long ABS-O CORP US N 2 2048-06-15 Fixed 3.69000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 240000.00000000 PA USD 248268.00000000 0.025953353904 Long DBT US N 2 2029-05-15 Fixed 4.88000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 289.00000000 NS USD 18316.82000000 0.001914797363 Long EC CORP US N 1 N N N TPGI Trust N/A 87267HAS6 126691.00000000 PA USD 126749.73000000 0.013250119225 Long ABS-MBS CORP US N 2 2026-06-15 Floating 3.10000000 N N N N N N Guangzhou Automobile Group Co Ltd 5299005KY9BJO3ZE6A37 000000000 18000.00000000 NS 16158.57000000 0.001689178975 Long EC CORP CN N 1 N N N POSCO 988400E5HRVX81AYLM04 000000000 731.00000000 NS 225891.76000000 0.023614194303 Long EC CORP KR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 17.00000000 NC USD 34.00000000 0.000003554280 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 -688.61000000 N N N Adyen NV 724500973ODKK3IFQ447 000000000 1125.00000000 NS 2748642.91000000 0.287336677300 Long EC CORP NL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 57.00000000 NC USD 684.00000000 0.000071503754 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 -10868.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -34.00000000 NC USD -918.00000000 -0.00009596556 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 9131.06000000 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 544.00000000 NS USD 127236.16000000 0.013300969476 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 196000.00000000 PA USD 199568.47000000 0.020862419361 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -2464.00000000 NC -2422.31000000 -0.00025322260 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Call Written Shin-Etsu Chemical Co Ltd Shin-Etsu Chemical Co Ltd 1.00000000 20481.08940000 JPY 2021-08-13 XXXX -97.82000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 308000.00000000 PA USD 327635.00000000 0.034250193768 Long DBT US N 2 2025-08-15 Fixed 6.38000000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 97.00000000 NS USD 22311.94000000 0.002332437829 Long EC CORP IE N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 81000.00000000 PA USD 85863.61000000 0.008975980222 Long DBT CORP US N 2 2042-04-22 Fixed 3.22000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 6123.00000000 NS USD 4899012.30000000 0.512131245283 Long EC CORP US N 1 N N N Nevro Corp 254900SH91I4BOYKUE38 64157F103 864.00000000 NS USD 143242.56000000 0.014974240956 Long EC CORP US N 1 N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 151240.00000000 PA USD 150459.60000000 0.015728693376 Long LON CORP US N 2 2026-02-06 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -29016.55000000 -0.00303332201 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1446911.73000000 USD 1195191.00000000 EUR 2021-07-23 -29016.55000000 N N N BX Trust N/A 056059AS7 169705.90000000 PA USD 169864.81000000 0.017757268475 Long ABS-MBS CORP US N 2 2035-11-15 Floating 2.12000000 N N N N N N Spirax-Sarco Engineering PLC 213800WFVZQMHOZP2W17 000000000 2122.00000000 NS 399649.61000000 0.041778432041 Long EC CORP GB N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FV5 162000.00000000 PA USD 173798.32000000 0.018168468376 Long DBT CORP US N 2 2061-05-20 Fixed 3.55000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 4710.00000000 NS USD 323247.30000000 0.033791513910 Long EC CORP IE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10833.07000000 OU Notional Amount USD -1059.89000000 -0.00011079841 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Sysmex Corp Sysmex Corp Y equity-performance leg 2120-12-17 0.00000000 USD 0.00000000 USD 10833.07000000 USD -1059.89000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -4749066.00000000 NC USD -56078.44000000 -0.00586230847 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 4749066.00000000 OU Notional Amount N/A -56078.44000000 -0.01000000 DIR US N/A N/A 2032-01-28 0.00000000 N/A 0.00000000 N/A 4749066.00000000 USD 1.00000000 1.76000000 USD 2022-01-26 XXXX -17492.28000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 99225.17000000 OU Notional Amount USD 1318.64000000 0.000137847530 N/A DE FI N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sampo Oyj Sampo Oyj Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 99225.17000000 USD 1318.64000000 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 228.00000000 NS USD 133525.92000000 0.013958486221 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 3420.00000000 0.000357518771 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Trane Technologies PLC Trane Technologies PLC 100.00000000 190.00000000 USD 2021-08-20 XXXX -2138.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 25.00000000 NC USD 1100.00000000 0.000114991417 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Las Vegas Sands Corp Las Vegas Sands Corp 100.00000000 65.00000000 USD 2021-08-20 XXXX -4417.08000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 9786.00000000 NC USD 45562.00000000 0.004762944522 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased DR Horton Inc DR Horton Inc 1.00000000 90.00000000 USD 2021-08-20 XXXX 8375.20000000 N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAE7 188000.00000000 PA USD 183770.56000000 0.019210942936 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.19000000 N N N N N N Hengan International Group Co Ltd N/A 000000000 3500.00000000 NS 23440.62000000 0.002450427387 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 67580.97000000 OU Notional Amount USD 209.08000000 0.000021856732 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 China Conch Venture Holdings Ltd China Conch Venture Holdings Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 67580.97000000 USD 209.08000000 N N N Sumitomo Mitsui Trust Holdings Inc 353800P843RLCDBLNT17 000000000 600.00000000 NS 19053.96000000 0.001991856248 Long EC CORP JP N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 1987.00000000 NS 50384.89000000 0.005267118120 Long EC CORP FR N 1 N N N Bank of China Ltd 54930053HGCFWVHYZX42 000000000 84000.00000000 NS 30184.31000000 0.003155396908 Long EC CORP CN N 1 N N N MHC Commercial Mortgage Trust N/A 55316VAL8 494029.00000000 PA USD 494801.76000000 0.051725414430 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.67000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -59.00000000 NC USD -53690.00000000 -0.00561262656 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 -12448.32000000 N N N BX Trust N/A 05607QAR9 97048.81000000 PA USD 97048.78000000 0.010145251636 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.32000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AH8 15000.00000000 PA USD 16200.00000000 0.001693509970 Long DBT CORP US N 2 2027-10-15 Fixed 5.63000000 N N N N N N Extended Stay America Trust N/A 30227FAL4 340000.00000000 PA USD 342548.88000000 0.035809255772 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.93000000 N N N N N N Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 000000000 3523607.00000000 NC 149890.67000000 0.015669218769 N/A DIR DE N 2 Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 3523607.00000000 OU Notional Amount N/A 149890.67000000 0.02000000 DIR US N/A N/A 2051-11-26 0.00000000 N/A 0.00000000 N/A 3523607.00000000 EUR 1.00000000 0.49000000 EUR 2021-11-24 XXXX -36387.73000000 N N N BHP Group PLC 549300C116EOWV835768 000000000 27757.00000000 NS 817840.28000000 0.085495102969 Long EC CORP GB N 1 N N N Nan Ya Plastics Corp 254900L66RP14M9UOM28 000000000 53000.00000000 NS 158262.90000000 0.016544432039 Long EC CORP TW N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 41733.54000000 OU Notional Amount USD -543.84000000 -0.00005685175 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Amphenol Corp Amphenol Corp Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 41733.54000000 USD -543.84000000 N N N Credit Suisse Mortgage Trust N/A 12653VAE6 101000.00000000 PA USD 101126.15000000 0.010571490324 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.50000000 N N N N N N MODULAIRE GLOBAL FINANCE 5493000PLZTCKZAJDO03 000000000 1103000.00000000 PA 1334678.28000000 0.139524134199 Long DBT CORP GB N 2 2023-02-15 Fixed 6.50000000 N N N N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 000000000 367.00000000 NS 12306.62000000 0.001286505164 Long EC CORP DE N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -410.00000000 NC -694.26000000 -0.00007257631 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written FANUC Corp FANUC Corp 1.00000000 29683.18000000 JPY 2021-08-13 XXXX 121.99000000 N N N TAL Education Group 5493003PJZS0EC085V72 874080104 12672.00000000 NS USD 319714.56000000 0.033422209564 Long EC CORP KY N 1 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 -1600.00000000 NC USD -12659.34000000 -0.00132337768 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Put Written United Rentals Inc United Rentals Inc 1.00000000 280.00000000 USD 2021-09-17 XXXX 140.66000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -78.00000000 NC USD -8502.00000000 -0.00088877912 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 1127.86000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 3820000.00000000 NC USD 329.59000000 0.000034454564 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 3820000.00000000 OU Notional Amount N/A 329.59000000 0.00000000 DCR US Markit CDX.NA.IG.S36.V1 2I65BYDY8 buy protection 2026-06-20 0.00000000 N/A 0.00000000 N/A 3820000.00000000 USD 1.00000000 0.65000000 USD 2021-07-21 XXXX -4560.01000000 N N N Latch Inc N/A 51818V114 11942.00000000 NS USD 41797.00000000 0.004369360260 N/A DE US N 1 N/A N/A Call Purchased Latch Inc Latch Inc 1.00000000 11.50000000 USD 2026-06-04 XXXX 15262.75000000 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 6502.00000000 NS USD 16296092.64000000 1.703555269084 Long EC CORP US N 1 N N N Shearer's Foods, Inc. 549300AQWIJSYS2CIH04 82087UAL1 141798.94000000 PA USD 141842.90000000 0.014827923786 Long LON CORP US N 2 2027-09-23 None 0.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 18000.00000000 PA USD 19506.96000000 0.002039211805 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 732.00000000 NS USD 173535.24000000 0.018140966611 Long EC CORP US N 1 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1600.00000000 NC USD 12309.72000000 0.001286829231 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased United Rentals Inc United Rentals Inc 1.00000000 360.00000000 USD 2021-09-17 XXXX -13255.88000000 N N N Knowlton Development Corporation Inc. N/A 000000000 903779.44000000 PA 1073799.90000000 0.112252520772 Long LON CORP CA N 2 2025-12-22 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 69.00000000 NC USD 14662.50000000 0.001532783329 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Put Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 69.00000000 NC N/A 14662.50000000 0.00000000 DIR US Long Eurodollar Time Deposit EDZ2 Comdty 2022-12-19 69.00000000 USD 2500.00000000 99.37500000 USD 2021-12-10 XXXX 1578.03000000 N N N Columbus McKinnon Corporation 549300W3HQB0HO1F3G69 19933MAP8 38000.00000000 PA USD 37952.50000000 0.003967465255 Long LON CORP US N 2 2028-05-14 None 0.00000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAE1 520000.00000000 PA USD 524231.76000000 0.054801957542 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.99000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 3962.00000000 NS 479379.52000000 0.050113209664 Long EC CORP CH N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -6379389.00000000 NC USD -40760.34000000 -0.00426099025 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 6379389.00000000 OU Notional Amount N/A -40760.34000000 0.00000000 DIR US N/A N/A 2031-11-30 0.00000000 N/A 0.00000000 N/A 6379389.00000000 USD 1.00000000 0.01850000 USD 2021-11-26 XXXX 46246.33000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 80000.00000000 PA USD 85700.00000000 0.008958876817 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 000000000 100000.00000000 PA USD 135300.00000000 0.014143944379 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 21.00000000 NC USD 315.00000000 0.000032929360 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 -860.68000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 50214.26000000 OU Notional Amount USD -5101.10000000 -0.00053325701 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Bilibili Inc Bilibili Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 50214.26000000 USD -5101.10000000 N N N Credit Suisse Mortgage Trust N/A 12653VAJ5 224000.00000000 PA USD 224419.71000000 0.023460309652 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.22000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4734881.00000000 OU Notional Amount USD -626842.80000000 -0.06552867478 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-12-22 120.14000000 USD 0.00000000 USD 4734881.00000000 USD -626962.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4779.79000000 0.000499668025 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 30780953.41000000 CNY 4734584.38000000 USD 2021-09-24 4779.79000000 N N N JAGUAR HL / PPDI N/A 47010LAA0 26000.00000000 PA USD 28181.92000000 0.002946071759 Long DBT CORP US N 2 2028-06-15 Fixed 5.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -31612.74000000 -0.00330472162 N/A DFE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2624033.09000000 USD 287972150.00000000 JPY 2021-07-14 -31612.74000000 N N N Nanya Technology Corp 254900STKVKJBRRO0835 000000000 7000.00000000 NS 20023.33000000 0.002093191912 Long EC CORP TW N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10988.78000000 OU Notional Amount USD 753.00000000 0.000078716852 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Kraft Heinz Co/The Kraft Heinz Co/The Y equity-performance leg 2121-05-26 0.00000000 USD 0.00000000 USD 10988.78000000 USD 753.00000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 80000.00000000 PA USD 95106.40000000 0.009942199791 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N COSCO Shipping Holdings Co Ltd 3003009XI0QGYYA29S17 000000000 2500.00000000 NS 6298.06000000 0.000658384407 Long EC CORP CN N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 36719.00000000 NS USD 4864533.12000000 0.508526872746 Long EC CORP US N 1 N N N Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd N/A 000000000 7800.00000000 NS 28995.97000000 0.003031170635 Long EC CORP CN N 1 N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 81946119.58000000 NS USD 81946119.58000000 8.566454970245 Long STIV RF US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 716.00000000 NS USD 405406.36000000 0.042380229172 Long EC CORP US N 1 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 399.00000000 NS USD 53609.64000000 0.005604225915 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 6.00000000 NC USD 4416.00000000 0.000461638273 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Deere & Co Deere & Co 100.00000000 380.00000000 USD 2021-09-17 XXXX -5694.00000000 N N N Wuxi Biologics Cayman Inc 5493001TD2TH6VDTJU11 000000000 40984.00000000 NS 751133.16000000 0.078521697241 Long EC CORP KY N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 94990DAA4 100000.00000000 PA USD 111362.58000000 0.011641582686 Long ABS-MBS CORP US N 2 2036-06-15 Variable 3.87000000 N N N N N N Bank Central Asia Tbk PT 254900BR956G2OHVOM21 000000000 119500.00000000 NS 248271.55000000 0.025953725013 Long EC CORP ID N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 10.00000000 NC -69394.01000000 -0.00725428690 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXU1 Index 2021-09-17 3940523.30000000 EUR -69394.01000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 78.00000000 NC USD 15600.00000000 0.001630787378 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 40.00000000 USD 2021-09-17 XXXX -1362.02000000 N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822V101 398.00000000 NS USD 77649.80000000 0.008117327807 Long EC US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 38389.68000000 OU Notional Amount USD -1169.28000000 -0.00012223378 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 GDS Holdings Ltd GDS Holdings Ltd Y equity-performance leg 2121-03-31 0.00000000 USD 0.00000000 USD 38389.68000000 USD -1169.28000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 146136.00000000 PA USD 55338.78000000 0.005784986151 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N adidas AG 549300JSX0Z4CW0V5023 000000000 13097.00000000 NS 4874794.63000000 0.509599586912 Long EC CORP DE N 1 N N N Altair Engineering Inc 549300FJ89HZ6GU9S994 021369103 11322.00000000 NS USD 780878.34000000 0.081631188531 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 11000.00000000 PA USD 11453.75000000 0.001197348137 Long DBT CORP US N 2 2027-02-01 Fixed 5.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -37.00000000 NC USD -999.00000000 -0.00010443311 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 259.56000000 N N N Worldline SA/France 549300CJMQNCA0U4TS33 000000000 118.00000000 NS 11045.17000000 0.001154636142 Long EC CORP FR N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 10546.65000000 OU Notional Amount USD -244.18000000 -0.00002552600 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 TravelSky Technology Ltd TravelSky Technology Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 10546.65000000 USD -244.18000000 N N N Kakao Corp 988400FTKUBQXKVZP434 000000000 13613.00000000 NS 1970358.30000000 0.205976631214 Long EC CORP KR N 1 N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664100 -2876.00000000 NS USD -105175.32000000 -0.01099478105 Short EC CORP US N 1 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 506.00000000 NS USD 239444.26000000 0.025030940838 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4569797.00000000 NC USD 42893.26000000 0.004483960707 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 4569797.00000000 OU Notional Amount N/A 42893.26000000 0.00000000 DIR US N/A N/A 2031-12-31 0.00000000 N/A 0.00000000 N/A 4569797.00000000 USD 1.00000000 0.01790000 USD 2021-12-29 XXXX -11487.32000000 N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAN0 101000.00000000 PA USD 100747.54000000 0.010531911324 Long ABS-MBS CORP US N 2 2036-08-15 Floating 2.57000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 68000.00000000 PA USD 68615.40000000 0.007172892839 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 42623.00000000 NS USD 7491844.71000000 0.783179858683 Long EC CORP US N 1 N N N Telstra Corp Ltd PCTXNQGRJVR3OG33JG65 000000000 9486.00000000 NS 26748.74000000 0.002796250486 Long EC CORP AU N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -46877.60000000 -0.00490047425 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2776681.28000000 USD 303175000.00000000 JPY 2021-08-06 -46877.60000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -320.00000000 -0.00003345204 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet Inc Alphabet Inc 100.00000000 2100.00000000 USD 2021-07-16 XXXX 7280.00000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 19682.44000000 OU Notional Amount USD 977.15000000 0.000102148967 N/A DE CA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Canadian Pacific Railway Ltd Canadian Pacific Railway Ltd Y equity-performance leg 2121-04-28 0.00000000 USD 0.00000000 USD 19682.44000000 USD 977.15000000 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 128.00000000 NS USD 30942.72000000 0.003234679309 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5089.90000000 -0.00053208619 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 329770.86000000 USD 4751998100.00000000 IDR 2021-08-11 -5089.90000000 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 32592.00000000 NS USD 4585042.56000000 0.479309585715 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 19007.00000000 NS USD 2680367.14000000 0.280199288584 Long EC CORP US N 1 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3DE7 83000.00000000 PA USD 97713.74000000 0.010214764994 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 3.82000000 N N N N N N China Petroleum & Chemical Corp 529900A2OB24EZ5B3J19 000000000 142000.00000000 NS 71875.12000000 0.007513656316 Long EC CORP CN N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 11165.76000000 OU Notional Amount USD 620.54000000 0.000064869794 N/A DE KR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Samsung C&T Corp Samsung C&T Corp Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 11165.76000000 USD 620.54000000 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 114737.00000000 NS 2415652.79000000 0.252526671858 Long EC CORP GB N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 3655837.00000000 NC 31827.73000000 0.003327196177 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 3655837.00000000 OU Notional Amount N/A 31827.73000000 0.00000000 DIR US N/A N/A 2031-12-28 0.00000000 N/A 0.00000000 N/A 3655837.00000000 EUR 1.00000000 0.00070000 EUR 2021-12-24 XXXX -2292.17000000 N N N Vantage Towers AG 213800BBQO965UPQ7J59 000000000 88109.00000000 NS 2837548.01000000 0.296630607747 Long EC CORP DE N 1 N N N REDSTONE BUYER LLC N/A 75774EAH8 126018.06000000 PA USD 125598.42000000 0.013129763981 Long LON CORP US N 2 2028-04-27 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4762.60000000 -0.00049787102 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 319894.12000000 USD 4612233450.00000000 IDR 2021-08-11 -4762.60000000 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 3500.00000000 NS 60945.59000000 0.006371108907 Long EC CORP JP N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 3922.00000000 NS USD 934181.18000000 0.097657107542 Long EC CORP US N 1 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 000000000 719.00000000 NS 35625.98000000 0.003724256316 Long EC CORP KR N 1 N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 184000.00000000 PA USD 206908.00000000 0.021629676598 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 3499.00000000 NS USD 311306.03000000 0.032543201577 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -49878.84000000 -0.00521421684 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2476033.57000000 USD 269465000.00000000 JPY 2021-07-30 -49878.84000000 N N N JBS USA/FOOD/FINANCE N/A 46590XAA4 33000.00000000 PA USD 37084.08000000 0.003876682667 Long DBT CORP XX N 2 2029-04-15 Fixed 6.50000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 53697.42000000 OU Notional Amount USD 1651.86000000 0.000172681566 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Allstate Corp/The Allstate Corp/The Y equity-performance leg 2121-04-14 0.00000000 USD 0.00000000 USD 53697.42000000 USD 1651.86000000 N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 30000.00000000 PA USD 31802.70000000 0.003324579600 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Shopify Inc 549300HGQ43STJLLP808 000000000 30.00000000 NS 43873.91000000 0.004586475556 Long EC CORP CA N 1 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 1602.00000000 NS USD 579155.04000000 0.060543508300 Long EC CORP US N 1 N N N Proofpoint Inc 529900C5FODDK0WSR085 743424103 1788.00000000 NS USD 310682.88000000 0.032478058939 Long EC CORP US N 1 N N N Li Auto Inc 2549003R73Q70J5H4I65 50202M102 36307.00000000 NS USD 1268566.58000000 0.132612972280 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -3930.00000000 -0.00041083297 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Deere & Co Deere & Co 100.00000000 320.00000000 USD 2021-09-17 XXXX 3750.00000000 N N N Nine Dragons Paper Holdings Ltd 529900TBMYEYJ2LEV906 000000000 18000.00000000 NS 23090.30000000 0.002413805756 Long EC CORP BM N 1 N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 180000.00000000 PA USD 187200.00000000 0.019569448543 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1495.00000000 NC 21423.40000000 0.002239551944 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Purchased adidas AG adidas AG 1.00000000 305.00000000 EUR 2021-07-16 XXXX 6821.07000000 N N N Lendmark Funding Trust N/A 52607MAA7 400000.00000000 PA USD 403586.16000000 0.042189949737 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -840.00000000 -0.00008781162 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 2380.00000000 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 482000.00000000 PA USD 510920.00000000 0.053410377402 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Hedosophia European Growth 549300Q5OZTF68OGPY72 000000000 27630.00000000 NS 321397.93000000 0.033598185112 Long EC CORP KY N 1 N N N Industrial & Commercial Bank of China Ltd 5493002ERZU2K9PZDL40 000000000 222000.00000000 NS 130381.36000000 0.013629761300 Long EC CORP CN N 1 N N N Cano Health Inc N/A 13781Y111 9494.00000000 NS USD 35018.62000000 0.003660764327 N/A DE US N 1 N/A N/A Call Purchased Cano Health Inc Cano Health Inc 1.00000000 11.50000000 USD 2026-06-03 XXXX -4646.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 17914078.00000000 OU Notional Amount USD -355841.48000000 -0.03719883297 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-29 241.26000000 USD 0.00000000 USD 17914078.00000000 USD -356082.74000000 N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 000000000 119.00000000 NS 11017.77000000 0.001151771811 Long EC CORP CA N 1 N N N Navient Student Loan Trust N/A 63942CAA0 670000.00000000 PA USD 670000.80000000 0.070040310787 Long ABS-O CORP US N 2 2060-04-15 Variable 1.00000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 200000.00000000 PA USD 195000.00000000 0.020384842232 Long DBT CORP IE N 2 2024-12-03 Fixed 7.88000000 N N N N N N BSST Mortgage Trust N/A 05601PAG1 170000.00000000 PA USD 170207.89000000 0.017793133253 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.17000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -140348.96000000 -0.01467175080 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4917673.96000000 USD 4024738.94000000 EUR 2021-08-20 -140348.96000000 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 182.00000000 NS USD 37308.18000000 0.003900109555 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 48000.00000000 PA USD 49980.00000000 0.005224791870 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AM1 200000.00000000 PA USD 208250.00000000 0.021769966127 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 46100.55000000 OU Notional Amount USD 1511.64000000 0.000158023296 N/A DE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Celltrion Healthcare Co Ltd Celltrion Healthcare Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 46100.55000000 USD 1511.64000000 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AM4 189000.00000000 PA USD 202825.84000000 0.021202937174 Long DBT CORP US N 2 2043-06-15 Fixed 5.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 -10736657.00000000 OU Notional Amount -3819.30000000 -0.00039926065 N/A DFE DE N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -3819.30000000 0.00000000 DFE US -10736657.00000000 EUR -12347155.55000000 USD 2021-08-02 1.00000000 1.15000000 EUR 2021-08-02 XXXX 42708.02000000 N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 5580.00000000 NS USD 854521.20000000 0.089329640237 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 3017.00000000 NS USD 190312.36000000 0.019894807351 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 -1841.00000000 NS USD -320665.38000000 -0.03352160605 Short EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -749.00000000 NC USD -100366.00000000 -0.01049202602 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 454.00000000 USD 2021-09-17 XXXX -674.19000000 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 62656.00000000 NS 3991093.02000000 0.417219495116 Long EC CORP ES N 1 N N N AVIANCA HOLDINGS SA 529900VB3L5MRBU13P27 000000000 30000.00000000 PA USD 30000.00000000 0.003136129574 Long DBT CORP PA N 2 2021-11-10 Fixed 11.00000000 N N Y N N N iShares MSCI Brazil ETF F6BK0XM2JFWYXJ2MDK09 464286400 20144.00000000 NS USD 816637.76000000 0.085369394352 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 166.00000000 NC USD 6308.00000000 0.000659423511 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 320.00000000 USD 2021-07-16 XXXX -117816.82000000 N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 200000.00000000 PA USD 225000.00000000 0.023520971806 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 1106.00000000 NS USD 321381.48000000 0.033596465467 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 524000.00000000 PA USD 517450.00000000 0.054093008272 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 31762.79000000 OU Notional Amount USD 3011.91000000 0.000314858000 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Shandong Gold Mining Co Ltd Shandong Gold Mining Co Ltd Y equity-performance leg 2121-02-25 0.00000000 USD 0.00000000 USD 31762.79000000 USD 3011.91000000 N N N SLM Student Loan Trust 549300JEA36NHBYED811 78445QAE1 621000.00000000 PA USD 692494.98000000 0.072391799559 Long ABS-O CORP US N 2 2041-10-15 Floating 4.82000000 N N N N N N Brex Inc N/A 05601DAA1 200000.00000000 PA USD 201274.90000000 0.021040805547 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.09000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 6178.00000000 NS 769337.11000000 0.080424695440 Long EC CORP CH N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 7378.00000000 NC USD 15542.52000000 0.001624778554 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased SPDR Gold Shares SPDR Gold Shares 1.00000000 166.00000000 USD 2021-07-16 XXXX -2090.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 535345.00000000 OU Notional Amount USD -37561.71000000 -0.00392661298 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-06-07 16.86000000 USD 0.00000000 USD 535345.00000000 USD -37578.57000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 4215.08000000 OU Notional Amount USD -4.77000000 -0.00000049864 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Transurban Group Transurban Group Y equity-performance leg 2121-07-01 0.00000000 USD 0.00000000 USD 4215.08000000 USD -4.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2803064.00000000 OU Notional Amount USD 205762.28000000 0.021509905718 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-07 86.11000000 USD 0.00000000 USD 2803064.00000000 USD 205676.17000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 380000.00000000 PA USD 377625.00000000 0.039476031015 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N Navient Student Loan Trust N/A 63942CAC6 260000.00000000 PA USD 262476.79000000 0.027438707455 Long ABS-O CORP US N 2 2060-04-15 Fixed 3.48000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -9786.00000000 NC USD -16236.84000000 -0.00169736113 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written DR Horton Inc DR Horton Inc 1.00000000 82.50000000 USD 2021-08-20 XXXX 11653.26000000 N N N BX Trust N/A 05608WAS3 590000.00000000 PA USD 589724.12000000 0.061648375112 Long ABS-MBS CORP US N 2 2038-06-15 Floating 2.90000000 N N N N N N Acres PLC N/A 00103CAA7 222500.00000000 PA USD 222639.80000000 0.023274242039 Long ABS-CBDO CORP KY N 2 2036-06-15 Floating 1.27000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAC0 101000.00000000 PA USD 101126.25000000 0.010571500778 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.30000000 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 50000.00000000 PA USD 52562.50000000 0.005494760358 Long DBT CORP US N 2 2025-07-15 Fixed 5.63000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 2500.00000000 NS 1261757.95000000 0.131901214083 Long EC CORP JP N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1199.00000000 NS 15618.95000000 0.001632768367 Long EC CORP DE N 1 N N N GREAT WST PTRLM/GRT FNCE N/A 39143GAD2 44000.00000000 PA USD 43780.00000000 0.004576658425 Long DBT CORP US N 2 2025-09-01 Fixed 12.00000000 N N N N N N Want Want China Holdings Ltd 5299005HZCEKX4O1J230 000000000 218000.00000000 NS 154424.74000000 0.016143199803 Long EC CORP KY N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -3891727.00000000 OU Notional Amount USD -3708.82000000 -0.00038771133 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -3708.82000000 0.00000000 DFE ZA -3891727.00000000 USD -51565382.75000000 ZAR 2021-08-26 1.00000000 13.25000000 USD 2021-08-26 XXXX 21505.68000000 N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAB3 33000.00000000 PA USD 36630.00000000 0.003829214210 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 14540.79000000 OU Notional Amount USD -180.69000000 -0.00001888890 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Tencent Music Entertainment Group Tencent Music Entertainment Group Y equity-performance leg 2121-02-24 0.00000000 USD 0.00000000 USD 14540.79000000 USD -180.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1464000.00000000 OU Notional Amount USD 301536.51000000 0.031521918890 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-07-02 34.82000000 USD 0.00000000 USD 1464000.00000000 USD 301501.69000000 N N N Voya CLO Ltd N/A 92915QAU7 150000.00000000 PA USD 149820.60000000 0.015661893816 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.23000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 15.00000000 NC USD 540.00000000 0.000056450332 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 15.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8919367.00000000 OU Notional Amount USD -3844.69000000 -0.00040191486 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-04-07 142.13000000 USD 0.00000000 USD 8919367.00000000 USD -3986.82000000 N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 011659109 3409.00000000 NS USD 205596.79000000 0.021492605782 Long EC CORP US N 1 N N N BX Trust N/A 056057AN2 318858.00000000 PA USD 319256.60000000 0.033374335500 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.02000000 N N N N N N Ganfeng Lithium Co Ltd 3003006BE6UOHWEOOR42 000000000 19200.00000000 NS 286851.36000000 0.029986767783 Long EC CORP CN N 1 N N N Yifeng Pharmacy Chain Co Ltd 300300CZZIF44N1EZO06 000000000 19760.00000000 NS 171530.91000000 0.017931438658 Long EC CORP CN N 1 N N N Life Financial Services Trust N/A 53218CAL4 542000.00000000 PA USD 543694.08000000 0.056836502787 Long ABS-MBS CORP US N 2 2038-03-15 Floating 2.42000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 200000.00000000 PA USD 219440.00000000 0.022939742458 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -3232.00000000 NC -1792.61000000 -0.00018739524 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Call Written Hoya Corp Hoya Corp 1.00000000 16625.69060000 JPY 2021-08-13 XXXX 1420.63000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 76546.92000000 OU Notional Amount USD 1325.08000000 0.000138520752 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Boeing Co/The Boeing Co/The Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 76546.92000000 USD 1325.08000000 N N N Samsung Fire & Marine Insurance Co Ltd 988400JMBDK47EW0Z936 000000000 138.00000000 NS 27020.38000000 0.002824647094 Long EC CORP KR N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 86455.50000000 OU Notional Amount USD -7242.62000000 -0.00075712649 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 iQIYI Inc iQIYI Inc Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 86455.50000000 USD -7242.62000000 N N N Fifth Wall Acquisition Corp I N/A 316790104 35563.00000000 NS USD 437780.53000000 0.045764548905 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 266.00000000 0.000027807015 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 -213.46000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 26789.10000000 OU Notional Amount USD -1850.39000000 -0.00019343542 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Ping An Healthcare and Technology Co Ltd Ping An Healthcare and Technology Co Ltd Y equity-performance leg 2121-04-29 0.00000000 USD 0.00000000 USD 26789.10000000 USD -1850.39000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 145000.00000000 PA USD 144475.10000000 0.015103087794 Long DBT CORP US N 2 2031-02-01 Fixed 4.38000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 157.00000000 NS USD 14984.08000000 0.001566400547 Long EC CORP US N 1 N N N BB Seguridade Participacoes SA N/A 000000000 6498.00000000 NS 30296.48000000 0.003167122897 Long EC CORP BR N 1 N N N THG PLC 21380066N3SV9O8IDP37 000000000 419931.00000000 NS 3543432.30000000 0.370422094342 Long EC CORP GB N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 397.00000000 NC USD -87654.17000000 -0.00916316116 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU1 Comdty 2021-09-30 49089240.31000000 USD -87654.17000000 N N N Topsports International Holdings Ltd N/A 000000000 6000.00000000 NS 9829.60000000 0.001027563308 Long EC CORP KY N 1 N N N Nelnet Student Loan Trust N/A 64035DAF3 500000.00000000 PA USD 503890.60000000 0.052675540427 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -7820.00000000 -0.00081748444 N/A DE CH N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written TE Connectivity Ltd TE Connectivity Ltd 100.00000000 125.00000000 USD 2021-10-15 XXXX -41.12000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 1917947.00000000 OU Notional Amount USD 10038.53000000 0.001049404360 N/A DFE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Put Purchased J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 N/A 1.00000000 NC USD 10038.53000000 0.00000000 DFE US 138571670.75000000 RUB 1917947.00000000 USD 2021-07-27 1.00000000 72.25000000 USD 2021-07-27 XXXX -7539.45000000 N N N Athenahealth, Inc. 5493004JZ4RQIZBHP241 04685YAM1 95760.00000000 PA USD 95969.71000000 0.010032448192 Long LON CORP US N 2 2026-02-11 None 0.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGC2 115000.00000000 PA USD 123171.73000000 0.012876083505 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 350.00000000 NS USD 25102.00000000 0.002624104152 Long EC CORP US N 1 N N N MERITOR INC 5LTG829X630QFHTFBO82 59001KAH3 3000.00000000 PA USD 3041.25000000 0.000317925135 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 247000.00000000 PA USD 262222.61000000 0.027412136075 Long DBT CORP US N 2 2028-08-01 Fixed 5.38000000 N N N N N N BSST Mortgage Trust N/A 05601PAN6 170000.00000000 PA USD 170208.25000000 0.017793170886 Long ABS-MBS CORP US N 2 2036-04-15 Floating 2.17000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10847.25000000 OU Notional Amount USD 221.24000000 0.000023127910 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CanSino Biologics Inc CanSino Biologics Inc Y equity-performance leg 2121-07-02 0.00000000 USD 0.00000000 USD 10847.25000000 USD 221.24000000 N N N Boels Topholding BV 724500V913SEHSEW2O75 000000000 1210000.00000000 PA 1427583.87000000 0.149236266479 Long LON CORP NL N 2 2027-02-06 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -3030.00000000 NC USD -6.61000000 -0.00000069099 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written SPDR Gold Shares SPDR Gold Shares 1.00000000 192.00000000 USD 2021-07-16 XXXX 1781.09000000 N N N REDSTONE BUYER LLC N/A 75774EAK1 153804.44000000 PA USD 150856.01000000 0.015770133146 Long LON CORP US N 2 2029-04-27 None 0.00000000 N N N N N N Hana Financial Group Inc N/A 000000000 780.00000000 NS 31895.40000000 0.003334270240 Long EC CORP KR N 1 N N N SLM Student Loan Trust 549300I2YWZ9E1B0EY33 78443CCL6 275591.53000000 PA USD 267665.08000000 0.027981079112 Long ABS-O CORP US N 2 2039-06-15 Floating 0.41000000 N N N N N N Samsung Biologics Co Ltd N/A 000000000 53.00000000 NS 39579.98000000 0.004137598194 Long EC CORP KR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -176.00000000 -0.00001839862 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 200.00000000 USD 2021-07-16 XXXX 464.22000000 N N N Sandvik AB 5299008ZUAXN43LVZF54 000000000 106870.00000000 NS 2729786.05000000 0.285365425423 Long EC CORP SE N 1 N N N Asahi Kasei Corp 353800GPI4Z3MGDGN142 000000000 1700.00000000 NS 18676.36000000 0.001952382831 Long EC CORP JP N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 150000.00000000 PA USD 153376.50000000 0.016033619254 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08861YAA4 166069.45000000 PA USD 166000.35000000 0.017353286898 Long ABS-O CORP US N 2 2033-11-17 Fixed 1.42000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 13000.00000000 PA USD 13546.73000000 0.001416143352 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -9498131.00000000 NC USD -112156.88000000 -0.01172461694 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 9498131.00000000 OU Notional Amount N/A -112156.88000000 -0.01000000 DIR US N/A N/A 2032-01-28 0.00000000 N/A 0.00000000 N/A 9498131.00000000 USD 1.00000000 1.76000000 USD 2022-01-26 XXXX -33084.94000000 N N N Bank N/A 06540RAE4 84029.00000000 PA USD 93457.66000000 0.009769844382 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.54000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 38000.00000000 PA USD 38855.00000000 0.004061810486 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 59408UAB3 103000.00000000 PA USD 103374.92000000 0.010806571461 Long LON CORP US N 2 2028-04-15 None 0.00000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 57993.00000000 PA USD 60615.91000000 0.006336644933 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -4569797.00000000 NC USD -12181.02000000 -0.00127337523 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 4569797.00000000 OU Notional Amount N/A -12181.02000000 0.00000000 DIR US N/A N/A 2031-08-26 0.00000000 N/A 0.00000000 N/A 4569797.00000000 USD 1.00000000 0.01720000 USD 2021-08-24 XXXX 7469.11000000 N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 135.00000000 NS 14883.62000000 0.001555898695 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1708765.00000000 OU Notional Amount USD -109391.19000000 -0.01143549820 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-27 53.77000000 USD 0.00000000 USD 1708765.00000000 USD -109444.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1204516.00000000 OU Notional Amount USD 20097.96000000 0.002100993557 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-05 37.11000000 USD 0.00000000 USD 1204516.00000000 USD 20060.85000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -94.00000000 NC USD -940.00000000 -0.00009826539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written DR Horton Inc DR Horton Inc 100.00000000 80.00000000 USD 2021-07-16 XXXX 11126.27000000 N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 015398AC4 200000.00000000 PA USD 263752.00000000 0.027572014915 Long DBT CORP MX N 2 2044-03-25 Fixed 6.88000000 N N N N N N ANTA Sports Products Ltd 529900291XG0CTK4LF95 000000000 42000.00000000 NS 988833.51000000 0.103370333823 Long EC CORP KY N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887406 19490.00000000 NS USD 1042909.90000000 0.109023352687 Long EP CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 57886.00000000 NS USD 3902674.12000000 0.407976390875 Long EC CORP US N 1 N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 000000000 20000.00000000 NS 23002.72000000 0.002404650349 Long EC CORP HK N 1 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 200000.00000000 PA USD 209752.00000000 0.021926981681 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -43323.09000000 -0.00452889412 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3603965.04000000 USD 395521000.00000000 JPY 2021-07-15 -43323.09000000 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AL6 285000.00000000 PA USD 301277.90000000 0.031494884408 Long DBT CORP US N 2 2042-09-15 Fixed 5.88000000 N N N N N N Pacific Gas & Electric Company 8YQ2GSDWYZXO2EDN3511 69338CAH4 231660.00000000 PA USD 228331.05000000 0.023869191953 Long LON CORP US N 2 2025-06-23 None 0.00000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAJ5 934000.00000000 PA USD 952425.67000000 0.099564343697 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 530000.00000000 PA USD 533807.79000000 0.055803013238 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.33000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 46.00000000 NC USD 7360.00000000 0.000769397122 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 -22464.56000000 N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAG1 257000.00000000 PA USD 273306.65000000 0.028570835596 Long DBT CORP US N 2 2025-09-15 Fixed 6.13000000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 7007.00000000 NS USD 640089.45000000 0.066913448476 Long EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 18000.00000000 PA USD 19170.00000000 0.002003986797 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 390.00000000 NC 6085.13000000 0.000636125205 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased EURO STOXX 50 Index VGU1 Index 1.00000000 4250.00000000 EUR 2021-08-20 XXXX -7767.79000000 N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 000000000 10000.00000000 NS 19834.37000000 0.002073438478 Long EC CORP CN N 1 N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 321000.00000000 PA USD 318191.25000000 0.033262966312 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 48854.00000000 OU Notional Amount USD 4607.71000000 0.000481679186 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 4607.71000000 0.00000000 DFE US 320482.24000000 CNY 48854.00000000 USD 2021-07-22 1.00000000 6.56000000 USD 2021-07-22 XXXX -3536.25000000 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 000000000 352.00000000 NS 56138.15000000 0.005868550415 Long EC CORP FR N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -26234.78000000 -0.00274252231 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3422480.64000000 USD 2455000.00000000 GBP 2021-07-23 -26234.78000000 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 3330.00000000 NS USD 925473.60000000 0.096746837570 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -6.00000000 NC 6399.79000000 0.000669019022 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short S&P ASX Share Price Index 200 XPU1 Index 2021-09-16 -1091983.62000000 AUD 6399.79000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 16153.81000000 0.001688681375 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 955091.01000000 USD 72415000.00000000 INR 2021-07-23 16153.81000000 N N N GREAT CANADIAN GAMING CORP N/A 000000000 56000.00000000 PA USD 56070.00000000 0.005861426174 Long LON CORP CA N 2 2026-11-01 None 0.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 000000000 840.00000000 NS 50897.39000000 0.005320693667 Long EC CORP CA N 1 N N N American Rock Salt Company LLC N/A 02932JAP2 76000.00000000 PA USD 76031.92000000 0.007948198429 Long LON CORP US N 2 2028-06-04 None 0.00000000 N N N N N N HERENS MIDCO SARL 222100BJH5XPZD1JHF79 000000000 426000.00000000 PA 494337.97000000 0.051676930912 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 218.00000000 NC USD 58424.00000000 0.006107507808 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 12514.44000000 N N N DSV PANALPINA A/S 529900X41C0BSLK67H70 000000000 5215.00000000 NS 1216175.00000000 0.127136079497 Long EC CORP DK N 1 N N N Cerner Corp 549300L4UJ40IEVVI304 156782104 1174.00000000 NS USD 91759.84000000 0.009592358264 Long EC CORP US N 1 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 2137376.00000000 NS 5903870.51000000 0.617176763625 Long EC CORP IT N 1 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 000000000 24600.00000000 NS 1211233.63000000 0.126619520277 Long EC CORP JP N 1 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1713837.00000000 PA USD 542446.55000000 0.056706088929 Long DBT NUSS AR N 2 2035-07-09 Variable 0.13000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AL3 526398.38000000 PA USD 526892.19000000 0.055080072649 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.72000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 14999.73000000 OU Notional Amount USD 201.45000000 0.000021059110 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Mondelez International Inc Mondelez International Inc Y equity-performance leg 2121-04-14 0.00000000 USD 0.00000000 USD 14999.73000000 USD 201.45000000 N N N Straumann Holding AG 50670046ML5FVIM60Z37 000000000 461.00000000 NS 734909.48000000 0.076825711820 Long EC CORP CH N 1 N N N Gentiva Health Services, Inc. 549300STP29LPEN7S547 37249UAU0 278014.73000000 PA USD 277233.51000000 0.028981340322 Long LON CORP US N 2 2025-07-02 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1216016.00000000 OU Notional Amount USD 154914.55000000 0.016194403391 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-11-27 30.78000000 USD 0.00000000 USD 1216016.00000000 USD 154883.77000000 N N N CITY BREWING COMPANY, LLC N/A 17776EAB1 154000.00000000 PA USD 154577.50000000 0.016159168975 Long LON CORP US N 2 2028-04-05 None 0.00000000 N N N N N N TransDigm Group Inc N/A 893641100 1561.00000000 NS USD 1010419.69000000 0.105626902406 Long EC CORP US N 1 N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 293000.00000000 PA USD 274163.03000000 0.028660359551 Long DBT CORP US N 2 2028-06-01 Fixed 7.63000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 266.00000000 NS USD 140503.86000000 0.014687943687 Long EC CORP US N 1 N N N Fresenius Medical Care AG & Co KGaA 549300CP8NY40UP89Q40 000000000 619.00000000 NS 51407.91000000 0.005374062229 Long EC CORP DE N 1 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 3032.00000000 NS USD 414838.24000000 0.043366215766 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -15324.28000000 -0.00160196425 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3395068.13000000 USD 2443000.00000000 GBP 2021-08-05 -15324.28000000 N N N Maeda Road Construction Co Ltd N/A 000000000 2700.00000000 NS 53030.29000000 0.005543662026 Long EC CORP JP N 1 N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 187000.00000000 PA USD 189690.00000000 0.019829747297 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571B105 18034.00000000 NS USD 471949.78000000 0.049336522086 Long EC US N 1 N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 91431.84000000 PA USD 91546.26000000 0.009570031113 Long ABS-MBS CORP US N 2 2036-10-15 Floating 0.99000000 N N N N N N ACProducts, Inc. N/A 00488YAB2 286000.00000000 PA USD 284366.94000000 0.029727052348 Long LON CORP US N 2 2028-05-05 None 0.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 46831.00000000 NS 5624962.10000000 0.588020333189 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 40043.78000000 OU Notional Amount USD 416.44000000 0.000043533659 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 China Longyuan Power Group Corp Ltd China Longyuan Power Group Corp Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 40043.78000000 USD 416.44000000 N N N Brilliance China Automotive Holdings Ltd 5299005WPCSQN14NBM26 000000000 8000.00000000 NS 5641.20000000 0.000589717805 Long EC CORP BM N 3 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1216016.00000000 OU Notional Amount USD 169235.05000000 0.017691434843 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-28 30.69000000 USD 0.00000000 USD 1216016.00000000 USD 169204.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -22260.36000000 -0.00232704577 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2002000.00000000 EUR 261305104.00000000 JPY 2021-07-15 -22260.36000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6209000.00000000 OU Notional Amount USD 115157.39000000 0.012038283215 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-08-27 79.32000000 USD 0.00000000 USD 6209000.00000000 USD 115078.07000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 28384.65000000 OU Notional Amount USD 65.15000000 0.000006810628 N/A DE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Korea Shipbuilding & Offshore Engineering Co Ltd Korea Shipbuilding & Offshore Engineering Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 28384.65000000 USD 65.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -240.00000000 -0.00002508903 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet Inc Alphabet Inc 100.00000000 2800.00000000 USD 2021-07-16 XXXX 2960.00000000 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 2480.00000000 NS USD 2280707.20000000 0.238419776668 Long EC CORP US N 1 N N N Thomson Reuters Corp 549300561UZND4C7B569 000000000 331.00000000 NS 32878.37000000 0.003437027616 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 988000.00000000 OU Notional Amount USD -59618.35000000 -0.00623236235 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-29 16.45000000 USD 0.00000000 USD 988000.00000000 USD -59634.80000000 N N N AFFINITY GAMING N/A 00842XAA7 98000.00000000 PA USD 104002.50000000 0.010872177201 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N SIMPAR EUROPE SA 54930068BSUST41D5C30 82883PAA2 200000.00000000 PA USD 205302.00000000 0.021461789128 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N FANUC Corp 529900QTSW745LOKW705 000000000 3300.00000000 NS 795926.91000000 0.083204330712 Long EC CORP JP N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 93.00000000 NC 5513.74000000 0.000576393435 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Purchased Daimler AG Daimler AG 100.00000000 85.00000000 EUR 2021-08-20 XXXX -12054.38000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 11865.00000000 0.001240339246 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 -3500.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 13.00000000 NC USD 208.00000000 0.000021743831 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 -603.17000000 N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AB0 18000.00000000 PA USD 18607.50000000 0.001945184368 Long DBT CORP US N 2 2026-11-01 Fixed 4.88000000 N N N N N N KGHM Polska Miedz SA G30CO71KTT9JDYJESN22 000000000 235.00000000 NS 11565.11000000 0.001208989450 Long EC CORP PL N 1 N N N BRISTOW GROUP INC 5493005Q24EN3UC1PV68 11040GAA1 160000.00000000 PA USD 163200.00000000 0.017060544883 Long DBT CORP US N 2 2028-03-01 Fixed 6.88000000 N N N N N N CONTROLADORA MABE SA CV 549300TVP7EHIDGWNR87 21240BAD3 200000.00000000 PA USD 233319.00000000 0.024390620537 Long DBT CORP MX N 2 2028-10-23 Fixed 5.60000000 N N N N N N Sika AG 549300R3N69ECGYPU434 000000000 3466.00000000 NS 1133169.41000000 0.118458869976 Long EC CORP CH N 1 N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 11020.00000000 NS USD 510115.80000000 0.053326308221 Long EC RF US N 1 N N N Morgan Stanley MUFG Securities Co., Ltd. 549300OB5SQ53A8BTO30 000000000 -700.00000000 NC -25.21000000 -0.00000263539 N/A DE US N 2 Morgan Stanley MUFG Securities Co., Ltd. 549300OB5SQ53A8BTO30 Call Written Kose Corp Kose Corp 1.00000000 18949.54280000 JPY 2021-07-08 XXXX 853.42000000 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 688.00000000 NS 35890.95000000 0.003751955658 Long EC CORP DE N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 427.00000000 NS USD 87949.19000000 0.009194001859 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 25941.00000000 NS USD 9470799.69000000 0.990055166643 Long EC CORP US N 1 N N N Arkema SA 9695000EHMS84KKP2785 000000000 21546.00000000 NS 2702996.63000000 0.282564922345 Long EC CORP FR N 1 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 200000.00000000 PA USD 230152.00000000 0.024059549792 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -140120.71000000 -0.01464789008 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5822490.74000000 USD 4787984.06000000 EUR 2021-08-12 -140120.71000000 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 505.00000000 NS 112096.07000000 0.011718260009 Long EC CORP FR N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 23941.44000000 OU Notional Amount USD -768.24000000 -0.00008031000 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 BeiGene Ltd BeiGene Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 23941.44000000 USD -768.24000000 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 17445.00000000 NS USD 926155.05000000 0.096818074753 Long EC CORP US N 1 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AQ3 200000.00000000 PA USD 212500.00000000 0.022214251150 Long DBT CORP US N 2 2029-03-15 Fixed 7.25000000 N N N N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 19800.00000000 NS 3311436.16000000 0.346169762483 Long EC CORP JP N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 566.00000000 NS USD 269891.44000000 0.028213817560 Long EC CORP US N 1 N N N GRAND ROUNDS INC SERIES C CONV PFD N/A 000000000 209114.00000000 NS USD 769539.52000000 0.080445854906 Long EP CORP US Y 3 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 2480.00000000 NS USD 604500.00000000 0.063193010920 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 267410.00000000 NS USD 11025314.30000000 1.152560474709 Long EC CORP US N 1 N N N Arbor Multifamily Mortgage Securities Trust N/A 03881BAS2 101848.00000000 PA USD 84486.27000000 0.008831996332 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 161000.00000000 PA USD 161295.66000000 0.016861469650 Long ABS-MBS CORP US N 2 2036-04-15 Floating 2.97000000 N N N N N N Ultimate Software Group Inc(The) 529900FKHWSTQ1GXK240 90385KAG6 162185.01000000 PA USD 162279.08000000 0.016964274068 Long LON CORP US N 2 2026-05-04 None 0.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 1754.00000000 NS 24570.83000000 0.002568576887 Long EC CORP FR N 1 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 300.00000000 NS 26220.80000000 0.002741060877 Long EC CORP JP N 1 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 194.00000000 NS 20544.47000000 0.002147670665 Long EC CORP DE N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1289.68000000 -0.00013482011 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 29832000.00000000 HKD 3841191.60000000 USD 2021-08-05 -1289.68000000 N N N BHMS Mortgage Trust N/A 05549GAA9 204134.00000000 PA USD 204262.09000000 0.021353079378 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.32000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -58.00000000 NC USD -652838.61000000 -0.06824621573 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini NASDAQ 100 Index NQU1 Index 2021-09-17 -16224001.39000000 USD -652838.61000000 N N N Gracie Point International Funding N/A 38411EAC6 100000.00000000 PA USD 99999.97000000 0.010453762111 Long ABS-O CORP US N 2 2023-11-01 Floating 2.51000000 N N N N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 361.00000000 NS USD 24598.54000000 0.002571473625 Long EC CORP US N 1 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 1429149.00000000 PA USD 511935.46000000 0.053516531206 Long DBT NUSS AR N 2 2030-07-09 Variable 0.13000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 8699.00000000 NS 2178494.29000000 0.227734679004 Long EP CORP DE N 1 N N N Uni-President Enterprises Corp 254900DAXBDMVEXU5959 000000000 74000.00000000 NS 194411.84000000 0.020323357366 Long EC CORP TW N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 -48854.00000000 OU Notional Amount USD -15079.67000000 -0.00157639330 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -15079.67000000 0.00000000 DFE CN -48854.00000000 USD -315108.30000000 CNY 2021-07-22 1.00000000 6.45000000 USD 2021-07-22 XXXX -3012.73000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 545.00000000 NS 10697.75000000 0.001118317671 Long EC CORP NL N 1 N N N Autohome Inc 529900NYB6ZGZN3MVT56 05278C107 1187.00000000 NS USD 75920.52000000 0.007936552935 Long EC CORP KY N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -4893.00000000 NC USD -1175.94000000 -0.00012293000 N/A DE US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Written NXP Semiconductors NV NXP Semiconductors NV 1.00000000 230.00000000 USD 2021-07-16 XXXX 8756.85000000 N N N BX Trust N/A 12433YAS6 100000.00000000 PA USD 100117.00000000 0.010465996152 Long ABS-MBS CORP US N 2 2037-10-15 Floating 3.32000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 42565000.00000000 PA 6773682.75000000 0.708104893288 Long DBT NUSS BR N 2 2024-07-01 None 0.00000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAN9 30000.00000000 PA USD 32025.00000000 0.003347818320 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 1001.00000000 NS 70083.52000000 0.007326366657 Long EC CORP CH N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 12807.00000000 NS USD 729614.79000000 0.076272217356 Long EC CORP US N 1 N N N Formosa Chemicals & Fibre Corp 254900OJX8UZOAIVSU82 000000000 44000.00000000 NS 133756.84000000 0.013982626055 Long EC CORP TW N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 228189.00000000 NS 4819484.33000000 0.503817577993 Long EC CORP DE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 18118.94000000 OU Notional Amount USD 956.30000000 0.000099969357 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Trip.com Group Ltd Trip.com Group Ltd Y equity-performance leg 2121-05-26 0.00000000 USD 0.00000000 USD 18118.94000000 USD 956.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -21.00000000 NC USD -210.00000000 -0.00002195290 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 399.31000000 N N N Hangzhou Tigermed Consulting Co Ltd 300300CP4N8WDF6DOO67 000000000 6300.00000000 NS 147675.90000000 0.015437691912 Long EC CORP CN N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -18467.98000000 -0.00193059927 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3613210.16000000 USD 399330000.00000000 JPY 2021-07-09 -18467.98000000 N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 200000.00000000 PA USD 209250.00000000 0.021874503780 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N CEDAR FAIR LP 549300TUVLNQQ6BVKH61 150190AE6 11000.00000000 PA USD 11330.00000000 0.001184411602 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 485981.00000000 NS 6419447.65000000 0.671073987510 Long EC CORP NL N 1 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 -51.00000000 NC USD -17383.20000000 -0.00181719892 N/A DE US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 Put Written Autodesk Inc Autodesk Inc 100.00000000 250.00000000 USD 2021-09-17 XXXX 23557.62000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -6890.00000000 -0.00072026442 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Zscaler Inc Zscaler Inc 100.00000000 190.00000000 USD 2021-08-20 XXXX 6604.33000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 31.00000000 NC -50445.02000000 -0.00527340396 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z U1 Index 2021-09-17 2200422.16000000 GBP -50445.02000000 N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 95000.00000000 PA USD 99631.25000000 0.010415216988 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 15837.00000000 NS USD 5050260.93000000 0.527942422003 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 3283144.00000000 OU Notional Amount USD 30946.92000000 0.003235118368 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 30946.92000000 0.00000000 DFE US 238027940.00000000 RUB 3283144.00000000 USD 2021-08-26 1.00000000 72.50000000 USD 2021-08-26 XXXX -5709.38000000 N N N Mosaic Solar Loans LLC N/A 61946GAA1 77526.12000000 PA USD 82297.20000000 0.008603156093 Long ABS-O CORP US N 2 2043-06-22 Fixed 3.82000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 191000.00000000 PA USD 197461.53000000 0.020642164800 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABH8 115506.00000000 PA USD 122923.08000000 0.012850090218 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.19000000 N N N N N N Italian Derivatives Market N/A 000000000 10.00000000 NC -31104.02000000 -0.00325154123 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STU1 Index 2021-09-17 1276431.51000000 EUR -31104.02000000 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 2736.00000000 NS USD 153599.04000000 0.016056883063 Long EC CORP US N 1 N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 000000000 18000.00000000 NS 10733.74000000 0.001122079981 Long EC CORP CN N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 388000.00000000 PA USD 392850.00000000 0.041067616774 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Kingdee International Software Group Co Ltd 529900SWRZN94C5SZO63 000000000 175000.00000000 NS 593904.15000000 0.062085345635 Long EC CORP KY N 1 N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 18000.00000000 PA USD 20279.34000000 0.002119954597 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 44380.00000000 NS 388849.66000000 0.040649430621 Long EC CORP GB N 1 N N N PARK INTERMED HOLDINGS N/A 70052LAB9 37000.00000000 PA USD 39400.56000000 0.004118842048 Long DBT US N 2 2028-10-01 Fixed 5.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 146000.00000000 PA USD 148882.04000000 0.015563778957 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N Pharmaron Beijing Co Ltd 300300JYXHGVS5SNGG54 000000000 700.00000000 NS 18662.34000000 0.001950917213 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 140.00000000 NC USD 28000.00000000 0.002927054269 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 -354.69000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 652.00000000 NC 21491.97000000 0.002246720090 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased EURO STOXX 50 Index SX5E Index 1.00000000 4250.00000000 EUR 2021-09-17 XXXX -18827.79000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 000000000 815.00000000 NS 11132.77000000 0.001163793641 Long EC CORP FR N 1 N N N Bright Horizons Family Solutions Inc N/A 109194100 1059.00000000 NS USD 155789.49000000 0.016285867564 Long EC CORP US N 1 N N N BX Trust N/A 05607QBA5 109760.26000000 PA USD 109691.78000000 0.011466921176 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.57000000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 10023.00000000 NS 824817.88000000 0.086224524893 Long EC CORP GB N 1 N N N Ono Pharmaceutical Co Ltd N/A 000000000 2600.00000000 NS 58017.01000000 0.006064962028 Long EC CORP JP N 1 N N N OP SERVICIOS MEGA 4469000001BP4DCM0P31 68373NAA3 200000.00000000 PA USD 201000.00000000 0.021012068147 Long DBT CORP MX N 2 2025-02-11 Fixed 8.25000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2434000.00000000 NC USD 0.75000000 0.000000078403 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 2434000.00000000 OU Notional Amount N/A 0.75000000 0.00000000 DIR US N/A N/A 2026-07-12 0.00000000 N/A 0.00000000 N/A 2434000.00000000 USD 1.00000000 1.37000000 USD 2021-07-08 XXXX -6006.71000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBH1 248000.00000000 PA USD 277760.00000000 0.029036378351 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -14420.00000000 -0.00150743294 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Caesars Entertainment Inc Caesars Entertainment Inc 100.00000000 130.00000000 USD 2022-01-21 XXXX 952.35000000 N N N LG Electronics Inc 988400RMQFTGZIOG0609 000000000 81.00000000 NS 11759.98000000 0.001229360702 Long EC CORP KR N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -351.00000000 NC USD -985024.57000000 -0.10297215617 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P 500 Index ESU1 Index 2021-09-17 -74279905.43000000 USD -985024.57000000 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 900.00000000 NS 28759.17000000 0.003006416118 Long EC CORP JP N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 13000.00000000 PA USD 13342.68000000 0.001394812444 Long DBT CORP US N 2 2024-09-01 Fixed 4.63000000 N N N N N N Auto1 Group SE 391200S2LPXG5ZD5G304 000000000 33328.00000000 NS 1464167.11000000 0.153060592509 Long EC CORP DE N 1 N N N Yum China Holdings Inc 529900DO9BYZ7VA3K502 98850P109 5763.00000000 NS USD 381798.75000000 0.039912345042 Long EC CORP US N 1 N N N UBS Commercial Mortgage Trust N/A 90278MBA4 45785.00000000 PA USD 48741.58000000 0.005095330351 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 000000000 257.00000000 NS 18531.10000000 0.001937197691 Long EC CORP BE N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 45581.54000000 OU Notional Amount USD 737.54000000 0.000077100700 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Archer-Daniels-Midland Co Archer-Daniels-Midland Co Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 45581.54000000 USD 737.54000000 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 4892.00000000 NS USD 487292.12000000 0.050940374293 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 958135.00000000 OU Notional Amount USD 199876.29000000 0.020894598141 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-07-21 23.32000000 USD 0.00000000 USD 958135.00000000 USD 199852.97000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 2911.00000000 NS 86534.59000000 0.009046122896 Long EC CORP NL N 1 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 7765000.00000000 PA 1654250.96000000 0.172931511961 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 480000.00000000 OU Notional Amount USD 7583.33000000 0.000792743516 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BOMBARDIER INC BOMBARDIER INC Y sell protection 2021-12-20 0.00000000 USD -10557.55000000 USD 480000.00000000 USD 18140.88000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 52306600.00000000 PA 2769725.52000000 0.289540603858 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 251213.60000000 0.026261280013 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 241.00000000 NS USD 7292.66000000 0.000762357556 Long EC CORP US N 1 N N N Nelnet Student Loan Trust N/A 64034QAD0 220000.00000000 PA USD 219920.60000000 0.022989983254 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.57000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 53.00000000 NC USD 7420.00000000 0.000775669381 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 -61745.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 324.00000000 NC USD 2592.00000000 0.000270961595 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased BP PLC BP PLC 100.00000000 29.00000000 USD 2021-07-16 XXXX -18539.09000000 N N N Yageo Corp 5493001P0TOZH7GGNQ21 000000000 17000.00000000 NS 338627.19000000 0.035399291506 Long EC CORP TW N 3 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 56049.00000000 NS USD 6497760.57000000 0.679260636325 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 11000.00000000 PA USD 11717.09000000 0.001224877082 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N WEG SA N/A 000000000 2176.00000000 NS 14717.25000000 0.001538506765 Long EC CORP BR N 1 N N N Nelnet Student Loan Trust N/A 64035DAC0 450000.00000000 PA USD 451002.20000000 0.047146711248 Long ABS-O CORP US N 2 2062-04-20 Floating 1.13000000 N N N N N N Medallia Inc 5493009P6W6C5BK60J60 584021109 36685.00000000 NS USD 1238118.75000000 0.129430027609 Long EC CORP US N 1 N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 45000.00000000 PA USD 47278.13000000 0.004942344723 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 474.00000000 NS USD 141408.42000000 0.014782504266 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 49.00000000 NC USD 355054.00000000 0.037116511661 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 291614.18000000 N N N VS Buyer, LLC N/A 91834WAC4 176296.75000000 PA USD 175526.33000000 0.018349110485 Long LON CORP US N 2 2027-02-28 None 0.00000000 N N N N N N Consumer Discretionary Select Sector SPDR Fund 549300CD2I087Y919K79 81369Y407 4462.00000000 NS USD 796690.10000000 0.083284112803 Long EC RF US N 1 N N N Wuhan Raycus Fiber Laser Technologies Co Ltd N/A 000000000 19317.00000000 NS 340991.11000000 0.035646410153 Long EC CORP CN N 1 N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 75000.00000000 PA USD 74948.25000000 0.007834914112 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 2545.00000000 NS USD 37818.70000000 0.003953478117 Long EC CORP US N 1 N N N QUINTIS AUS PTY LTD N/A 74877UAB4 2006979.00000000 PA USD 2006979.00000000 0.209804873224 Long DBT CORP AU N 3 2028-10-01 None 0.00000000 N N Y N N N Borsa Italiana S.P.A. 8156005391EE905D3124 000000000 16.00000000 NC 1612.62000000 0.000168579509 N/A DE IT N 1 Borsa Italiana S.P.A. 8156005391EE905D3124 Call Purchased FTSE MIB Index FTSEMIB Index 2.50000000 26000.00000000 EUR 2021-07-16 XXXX -14007.56000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 65.00000000 NC 6165.90000000 0.000644568711 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Call Purchased Vinci SA Vinci SA 100.00000000 100.00000000 EUR 2021-09-17 XXXX -9757.03000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -3820000.00000000 NC USD -58441.15000000 -0.00610930062 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 3820000.00000000 OU Notional Amount N/A -58441.15000000 -0.01000000 DCR US Markit CDX.NA.IG.S36.V1 2I65BYDY8 sell protection 2026-06-20 0.00000000 N/A 0.00000000 N/A 3820000.00000000 USD 1.00000000 0.80000000 USD 2021-07-21 XXXX -55767.15000000 N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AT8 222000.00000000 PA USD 230047.50000000 0.024048625607 Long DBT CORP US N 2 2025-03-01 Fixed 4.13000000 N N N N N N KraneShares Bosera MSCI China A ETF 549300COS8LSFBN8GG59 500767405 6295.00000000 NS USD 301152.80000000 0.031481806747 Long EC RF US N 1 N N N ELLAKTOR VALUE PLC 213800GIKEWMKWHBOI27 000000000 545000.00000000 PA 621670.47000000 0.064987971546 Long DBT CORP GB N 2 2024-12-15 Fixed 6.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 203192.83000000 OU Notional Amount USD 28089.44000000 0.002936404116 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GSCBBL8X Index-Expensive Software GSCBBL8X Index GSCBSF8X Index consists of the software stocks with the highest EV/S multiple in the group Y equity-performance leg 2022-02-22 0.00000000 USD 0.00000000 USD 203192.83000000 USD 28089.44000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 16161.35000000 0.001689469589 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2009000.00000000 EUR 2400438.58000000 USD 2021-08-12 16161.35000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 200000.00000000 PA USD 217980.00000000 0.022787117486 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N China CITIC Bank Corp Ltd 300300C1030211000384 000000000 19000.00000000 NS 9005.32000000 0.000941395012 Long EC CORP CN N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6082.16000000 -0.00063581472 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2413950.00000000 BRL 475000.00000000 USD 2021-09-10 -6082.16000000 N N N GMAC Capital Trust I N/A 361860208 12482.00000000 NS USD 315919.42000000 0.033025474537 Long EP CORP US N 1 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAL5 235000.00000000 PA USD 239993.75000000 0.025088383233 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 1590000.00000000 PA 2080566.17000000 0.217497503228 Long DBT NUSS GR N 2 2027-04-22 Fixed 2.00000000 N N N N N N Gulf Stream Meridian 1 Ltd. N/A 402562AA0 253087.00000000 PA USD 252175.33000000 0.026361817010 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.31000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 226.00000000 NS USD 72026.20000000 0.007529449864 Long EC US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5051.29000000 -0.00052804999 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 320182.81000000 USD 4612233450.00000000 IDR 2021-08-11 -5051.29000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -36959.79000000 -0.00386368968 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3317478.62000000 USD 2765376.00000000 EUR 2021-07-21 -36959.79000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAC4 84000.00000000 PA USD 114743.66000000 0.011995032852 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.13000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAM2 233000.00000000 PA USD 233000.00000000 0.024357273026 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 Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -218.00000000 NC USD -11772.00000000 -0.00123061724 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Wells Fargo & Co Wells Fargo & Co 100.00000000 52.50000000 USD 2021-09-17 XXXX -3554.64000000 N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72814CAF5 571567.50000000 PA USD 568646.79000000 0.059445000513 Long LON CORP US N 2 2028-03-13 None 0.00000000 N N N N N N Sun Art Retail Group Ltd 3003009IMRZ363PQCP28 000000000 28500.00000000 NS 21216.34000000 0.002217906377 Long EC CORP HK N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -259.40000000 -0.00002711706 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 269000.00000000 CNY 41219.47000000 USD 2021-08-06 -259.40000000 N N N Project Ruby Ultimate Parent Corp. 549300UGGIEE7YT1C741 74339UAS9 405982.50000000 PA USD 404585.92000000 0.042294462300 Long LON CORP US N 2 2028-03-03 None 0.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAD3 24000.00000000 PA USD 24900.00000000 0.002602987546 Long DBT CORP US N 2 2026-10-01 Fixed 5.63000000 N N N N N N BASF SE 529900PM64WH8AF1E917 000000000 431.00000000 NS 33954.71000000 0.003549545673 Long EC CORP DE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -80.00000000 NC USD -21600.00000000 -0.00225801329 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Diamondback Energy Inc Diamondback Energy Inc 100.00000000 135.00000000 USD 2021-12-17 XXXX -1778.89000000 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 4035.00000000 NS USD 1239188.85000000 0.129541893350 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2084599.00000000 OU Notional Amount USD -336926.94000000 -0.03522155136 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-28 51.05000000 USD 0.00000000 USD 2084599.00000000 USD -336977.99000000 N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 745.00000000 NS 528042.15000000 0.055200286768 Long EC CORP CH N 1 N N N VICI PROPERTIES / NOTE N/A 92564RAE5 140000.00000000 PA USD 143754.80000000 0.015027789323 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 3525416.00000000 OU Notional Amount USD 31214.03000000 0.003263041420 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 31214.03000000 0.00000000 DFE US 69626966.00000000 MXN 3525416.00000000 USD 2021-08-25 1.00000000 19.75000000 USD 2021-08-25 XXXX -21536.77000000 N N N Lendmark Funding Trust N/A 52607MAB5 110000.00000000 PA USD 111089.19000000 0.011613003137 Long ABS-O CORP US N 2 2031-11-20 Fixed 2.47000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 21000.00000000 PA USD 21210.00000000 0.002217243608 Long DBT CORP US N 2 2024-07-31 Fixed 4.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -140.00000000 NC USD -15960.00000000 -0.00166842093 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 -1625.57000000 N N N VNO Mortgage Trust N/A 91831UAF4 100000.00000000 PA USD 102523.48000000 0.010717563922 Long ABS-MBS CORP US N 2 2035-01-10 Variable 4.03000000 N N N N N N Nidec Corp 353800IF171MZTNL6Y31 000000000 200.00000000 NS 23178.36000000 0.002423011342 Long EC CORP JP N 1 N N N China Resources Power Holdings Co Ltd 529900K60FC0AI053735 000000000 16000.00000000 NS 21843.57000000 0.002283475529 Long EC CORP HK N 1 N N N Foshan Haitian Flavouring & Food Co Ltd N/A 000000000 9500.00000000 NS 189589.80000000 0.019819272625 Long EC CORP CN N 1 N N N Intco Medical Technology Co Ltd 549300U6H4L6SSU31U28 000000000 800.00000000 NS 15451.64000000 0.001615278172 Long EC CORP CN N 1 N N N Magazine Luiza SA N/A 000000000 44319.00000000 NS 188456.88000000 0.019700839827 Long EC CORP BR N 1 N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 12238.00000000 NS USD 1496707.40000000 0.156462278036 Long EC CORP US N 1 N N N AGL CLO 1 Ltd. 54930005OE1IFBESDA27 00120BAA8 103000.00000000 PA USD 103046.14000000 0.010772201572 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.29000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDA1 327000.00000000 PA USD 339793.52000000 0.035521216906 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N Hangzhou Robam Appliances Co Ltd N/A 000000000 23100.00000000 NS 166239.78000000 0.017378316348 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -48.00000000 NC USD -9600.00000000 -0.00100356146 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Global Payments Inc Global Payments Inc 100.00000000 170.00000000 USD 2021-08-20 XXXX 1056.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -9961.63000000 -0.00104136541 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10365000.00000000 CNY 1588285.46000000 USD 2021-08-06 -9961.63000000 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 200000.00000000 PA USD 198000.00000000 0.020698455189 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 000000000 9925.00000000 NS 172997.98000000 0.018084802711 Long EC CORP IT N 1 N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 000000000 82000.00000000 NS 39921.18000000 0.004173266441 Long EC CORP CN N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -9786.00000000 NC USD -18143.27000000 -0.00189665485 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written DR Horton Inc DR Horton Inc 1.00000000 97.50000000 USD 2021-08-20 XXXX -3464.27000000 N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 424000.00000000 PA USD 419230.00000000 0.043825320046 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 142726.00000000 NS USD 5296561.86000000 0.553690143027 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 8055.00000000 NS USD 4426625.25000000 0.462749012017 Long EC CORP US N 1 N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 76000.00000000 PA USD 80940.00000000 0.008461277591 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 236.04000000 OU Notional Amount USD 2.52000000 0.000000263434 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Oracle Corp Oracle Corp Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 236.04000000 USD 2.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 749.00000000 NC USD 145306.00000000 0.015189948130 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 3135.77000000 N N N Mitsubishi Estate Co Ltd 353800KOFMRGOXSJ5Z65 000000000 20600.00000000 NS 333119.40000000 0.034823520069 Long EC CORP JP N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84J9 307423.00000000 PA USD 28275.69000000 0.002955874254 Long ABS-MBS USGSE US N 2 2029-12-25 Fixed 1.36000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 101003.41000000 0.010558659373 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2765376.00000000 EUR 3381522.24000000 USD 2021-07-21 101003.41000000 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 398.00000000 NS USD 30944.50000000 0.003234865386 Long EC CORP US N 1 N N N CSL Ltd 529900ECSECK5ZDQTE14 000000000 203.00000000 NS 43417.29000000 0.004538741573 Long EC CORP AU N 1 N N N ORYX FUNDING LTD 549300S728CF0BBRC295 67114NAA9 200000.00000000 PA USD 211024.00000000 0.022059953575 Long DBT CORP KY N 2 2031-02-03 Fixed 5.80000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 000000000 463.00000000 NS 16807.84000000 0.001757052136 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3421860.00000000 OU Notional Amount USD -423702.88000000 -0.04429290442 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-10 105.47000000 USD 0.00000000 USD 3421860.00000000 USD -423808.35000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10010.52000000 OU Notional Amount USD 499.75000000 0.000052242691 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Nippon Paint Holdings Co Ltd Nippon Paint Holdings Co Ltd Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 10010.52000000 USD 499.75000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 31367.25000000 OU Notional Amount USD 2239.72000000 0.000234135070 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Country Garden Holdings Co Ltd Country Garden Holdings Co Ltd Y equity-performance leg 2121-05-27 0.00000000 USD 0.00000000 USD 31367.25000000 USD 2239.72000000 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 28000.00000000 PA USD 28745.64000000 0.003005001724 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1827000.00000000 OU Notional Amount 269446.22000000 0.028167275306 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S35.V1 2I667KJN9 Y sell protection 2026-06-20 224372.53000000 EUR 0.00000000 EUR 1827000.00000000 EUR 808.37000000 N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 763223.30000000 PA USD 846858.76000000 0.088528626747 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 000000000 1600.00000000 NS 55160.00000000 0.005766296910 Long EC CORP JP N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3303612.00000000 OU Notional Amount USD -49309.32000000 -0.00515468055 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-05-27 53.39000000 USD 0.00000000 USD 3303612.00000000 USD -49362.71000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 24.00000000 NC USD 79920.00000000 0.008354649185 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Crowdstrike Holdings Inc Crowdstrike Holdings Inc 100.00000000 220.00000000 USD 2021-07-16 XXXX 53592.00000000 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 108.00000000 NS USD 15300.36000000 0.001599463716 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4985000.00000000 OU Notional Amount USD -84919.62000000 -0.00887729772 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-11-23 68.09000000 USD 0.00000000 USD 4985000.00000000 USD -84987.71000000 N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 12687HAB3 91540.00000000 PA USD 91540.00000000 0.009569376707 Long LON CORP US N 2 2027-11-30 None 0.00000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 37446.00000000 NS USD 854143.26000000 0.089290131276 Long EC CORP BR N 1 N N N Kose Corp 353800NX4GGAVDHHY664 000000000 7400.00000000 NS 1164336.83000000 0.121717038897 Long EC CORP JP N 1 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 19000.00000000 PA USD 20235.00000000 0.002115319397 Long DBT CORP US N 2 2027-09-30 Fixed 5.88000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 34734.98000000 OU Notional Amount USD 3701.67000000 0.000386963892 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 China Southern Airlines Co Ltd China Southern Airlines Co Ltd Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 34734.98000000 USD 3701.67000000 N N N Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAB8 17000.00000000 PA USD 17850.00000000 0.001865997096 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Leslie's Poolmart, Inc. 549300MZRH1GJYUMRM83 52706YAJ2 283290.00000000 PA USD 282052.02000000 0.029485056046 Long LON CORP US N 2 2028-03-04 None 0.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 172.00000000 NS USD 46861.40000000 0.004898780747 Long EC CORP US N 1 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 82.00000000 NS USD 35014.00000000 0.003660281363 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 -4307151.00000000 NC USD -67645.06000000 -0.00707145577 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 4307151.00000000 OU Notional Amount N/A -67645.06000000 -0.01000000 DIR GB N/A N/A 2031-09-22 0.00000000 N/A 0.00000000 N/A 4307151.00000000 USD 1.00000000 1.40000000 USD 2021-09-20 XXXX -38958.77000000 N N N Prosus NV 635400Z5LQ5F9OLVT688 000000000 292.00000000 NS 28554.33000000 0.002985002626 Long EC CORP NL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 31.00000000 NC USD 4371.00000000 0.000456934078 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 -1061.28000000 N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 500.00000000 NS 12424.05000000 0.001298781021 Long EC CORP JP N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 1262.00000000 NS USD 77373.22000000 0.008088414783 Long EC CORP US N 1 N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 116000.00000000 PA USD 120060.00000000 0.012550790556 Long DBT CORP US N 2 2028-09-15 Fixed 4.88000000 N N N N N N Glodon Co Ltd N/A 000000000 18664.00000000 NS 196996.77000000 0.020593579880 Long EC CORP CN N 1 N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 312000.00000000 PA USD 314336.88000000 0.032860039521 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 61000.00000000 PA USD 62433.50000000 0.006526651525 Long DBT CORP CA N 2 2028-06-01 Fixed 4.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAL0 287000.00000000 PA USD 287537.69000000 0.030058515110 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.72000000 N N N N N N FRONTIER NORTH INC N/A 362337AK3 70000.00000000 PA USD 75628.70000000 0.007906046757 Long DBT CORP US N 2 2028-02-15 Fixed 6.73000000 Y N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 200000.00000000 PA USD 217940.00000000 0.022782935980 Long DBT CORP CA N 2 2027-10-15 Fixed 6.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 7504.48000000 0.000784500722 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1172000.00000000 EUR 155382939.00000000 JPY 2021-09-24 7504.48000000 N N N LogMeIn, Inc. 549300D12V5KRBV00592 54142KAD3 346132.50000000 PA USD 345485.23000000 0.036116214908 Long LON CORP US N 2 2027-08-31 None 0.00000000 N N N N N N Carlsberg AS 5299001O0WJQYB5GYZ19 000000000 112.00000000 NS 20877.50000000 0.002182484839 Long EC CORP DK N 1 N N N INSPIRED ENTERTAINMENT 894500C0TCVBHY3RSJ33 000000000 263000.00000000 PA 372903.09000000 0.038982413628 Long DBT CORP GB N 2 2026-06-01 Fixed 7.88000000 N N N N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 700.00000000 NS 29620.59000000 0.003096466943 Long EC CORP JP N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 3356.00000000 NS USD 1183694.76000000 0.123740671456 Long EC CORP US N 1 N N N Venustech Group Inc N/A 000000000 37000.00000000 NS 166119.06000000 0.017365696563 Long EC CORP CN N 1 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 000000000 99.00000000 NS 39717.70000000 0.004151995119 Long EC CORP CH N 1 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 33000.00000000 PA USD 34443.75000000 0.003600668767 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 000000000 53523.00000000 NS 3767911.36000000 0.393888608304 Long EC CORP FR N 1 N N N NMC Health PLC 2138008YQEVWBE1V2M52 000000000 41894.00000000 NS 0.06000000 0.000000006272 Long EC CORP GB N 3 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 79423.00000000 NS USD 5782788.63000000 0.604519148133 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 571.00000000 NS USD 127652.76000000 0.013344519862 Long EC CORP US N 1 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 1501.00000000 NS 29047.90000000 0.003036599275 Long EC CORP GB N 1 N N N Citigroup Commercial Mortgage Trust N/A 17322AAM4 44179.00000000 PA USD 47257.75000000 0.004940214246 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.26000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 371611.50000000 OU Notional Amount USD 3610.80000000 0.000377464555 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Financial Select Sector SPDR Fund Financial Select Sector SPDR Fund Y equity-performance leg 2021-09-16 0.00000000 USD 0.00000000 USD 371611.50000000 USD 3610.80000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1684509.00000000 OU Notional Amount USD -42723.48000000 -0.00446621230 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S36.V1 2I65BYDY8 Y buy protection 2026-06-20 0.00000000 USD -40211.72000000 USD 1684509.00000000 USD -2511.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -11558.76000000 -0.00120832563 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1925760.57000000 USD 2163592000.00000000 KRW 2021-08-25 -11558.76000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 80.00000000 NC USD 44960.00000000 0.004700012855 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 781.22000000 N N N Hundsun Technologies Inc 3003003LS77D1DRDDE25 000000000 12990.00000000 NS 187468.37000000 0.019597503312 Long EC CORP CN N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 285.00000000 NS USD 22868.40000000 0.002390608851 Long EC CORP US N 1 N N N DOUGLAS GMBH 5299009RL189JFHRYU70 000000000 590000.00000000 PA 698718.09000000 0.073042348869 Long DBT CORP DE N 2 2026-04-08 Fixed 6.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 431.00000000 NC USD 195674.00000000 0.020455300610 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 29010.12000000 N N N Nelnet Student Loan Trust N/A 64035DAG1 210000.00000000 PA USD 211505.22000000 0.022110259184 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N Allianz SE 529900K9B0N5BT694847 000000000 25643.00000000 NS 6394421.88000000 0.668457852263 Long EC CORP DE N 1 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 33000.00000000 PA USD 35721.02000000 0.003734191574 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 312.00000000 NC USD 214344.00000000 0.022407018581 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 60835.69000000 N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72815L107 76333.00000000 NS USD 1819778.72000000 0.190235395410 Long EC CORP US N 1 N N N American Express Co R4PP93JZOLY261QX3811 025816BL2 348000.00000000 PA USD 348435.00000000 0.036424576939 Long DBT CORP US N 2 2021-09-15 Variable 3.40000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 12866.00000000 NS USD 4473636.86000000 0.467663495365 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 1801.00000000 NS USD 70527.16000000 0.007372743742 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 25900.00000000 NS 3434060.94000000 0.358988669120 Long EC CORP JP N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 2603.00000000 NS USD 592677.07000000 0.061957069572 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 500.00000000 NS USD 62000.00000000 0.006481334453 Long EC CORP US N 1 N N N Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 127.00000000 NC USD 24.37000000 0.000002547582 N/A DE US N 2 Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Purchased iShares National Muni Bond ETF iShares National Muni Bond ETF 1.00000000 114.00000000 USD 2021-08-20 XXXX -191.53000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 226.00000000 NS USD 344923.46000000 0.036057488791 Long EP CORP US N 1 N N N Oracle Corp Japan 529900MIMKY9RU60Z323 000000000 800.00000000 NS 61208.88000000 0.006398632625 Long EC CORP JP N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 47564.79000000 OU Notional Amount USD -47.51000000 -0.00000496658 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Longfor Group Holdings Ltd Longfor Group Holdings Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 47564.79000000 USD -47.51000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4172.27000000 -0.00043615931 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1903842.88000000 USD 2147154000.00000000 KRW 2021-08-24 -4172.27000000 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 232.00000000 NS USD 84673.04000000 0.008851520829 Long EC CORP US N 1 N N N SG Holdings Co Ltd N/A 000000000 300.00000000 NS 7866.24000000 0.000822318263 Long EC CORP JP N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 1377.00000000 NS 21073.57000000 0.002202981537 Long EC CORP CH N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 323216.00000000 OU Notional Amount USD -14418.73000000 -0.00150730018 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BOMBARDIER INC BOMBARDIER INC Y buy protection 2023-06-20 35924.18000000 USD 0.00000000 USD 323216.00000000 USD -50342.91000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -74.00000000 NC USD -3182.00000000 -0.00033263881 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 46.00000000 USD 2021-08-20 XXXX 149.12000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 3874225.00000000 NC USD 47188.06000000 0.004932929017 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 3874225.00000000 OU Notional Amount N/A 47188.06000000 0.00000000 DIR US N/A N/A 2032-04-25 0.00000000 N/A 0.00000000 N/A 3874225.00000000 USD 1.00000000 0.01300000 USD 2022-04-21 XXXX 981.52000000 N N N US CONCRETE INC 549300J94Q38BL8BMH45 90333LAT9 26000.00000000 PA USD 28405.00000000 0.002969392018 Long DBT CORP US N 2 2029-03-01 Fixed 5.13000000 N N N N N N DBGS Mortgage Trust N/A 23306GAG2 92813.89000000 PA USD 92872.07000000 0.009708628178 Long ABS-MBS CORP US N 2 2035-05-15 Floating 1.37000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 2530.00000000 NS USD 141755.90000000 0.014818829010 Long EC CORP US N 1 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 562.00000000 NS 20470.89000000 0.002139978784 Long EC CORP AU N 1 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 40589.00000000 NS 813610.81000000 0.085052964104 Long EC CORP IT N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZS9 479585.40000000 PA USD 61062.54000000 0.006383334585 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.81000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 48128YAW1 167000.00000000 PA USD 191181.12000000 0.019985625482 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.03000000 N N N N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266AH4 11000.00000000 PA USD 11550.00000000 0.001207409886 Long DBT CORP US N 2 2027-04-15 Fixed 5.25000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 602.00000000 NS USD 46859.68000000 0.004898600942 Long EC CORP US N 1 N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 414.00000000 NS 15955.04000000 0.001667902426 Long EC CORP JE N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -24247.74000000 -0.00253480181 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1911127.37000000 USD 1590084.00000000 EUR 2021-08-06 -24247.74000000 N N N United States Oil Fund LP ZR7XWIN3GSRDDWZ9V446 91232N207 4146.00000000 NS USD 206802.48000000 0.021618645784 Long EC RF US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 273.00000000 NS USD 23289.63000000 0.002434643247 Long EC CORP US N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 76000.00000000 PA USD 79572.00000000 0.008318270082 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 20851.00000000 NS USD 2159538.07000000 0.225753040265 Long EC CORP US N 1 N N N Alstom SA 96950032TUYMW11FB530 000000000 98528.00000000 NS 4975772.18000000 0.520155542942 Long EC CORP FR N 1 N N N George Weston Ltd 549300GEHU6LUSPS7Q65 000000000 203.00000000 NS 19348.54000000 0.002022650950 Long EC CORP CA N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -2100.00000000 NC -608.00000000 -0.00006355889 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Recruit Holdings Co Ltd Recruit Holdings Co Ltd 1.00000000 6191.74000000 JPY 2021-08-13 XXXX 600.34000000 N N N EQT AB 213800U7P9GOIRKCTB34 000000000 394.00000000 NS 14299.48000000 0.001494834070 Long EC CORP SE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -218.00000000 NC USD -18094.00000000 -0.00189150428 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Wells Fargo & Co Wells Fargo & Co 100.00000000 40.00000000 USD 2021-09-17 XXXX 5695.33000000 N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 686000.00000000 PA USD 730603.72000000 0.076375597777 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Vipshop Holdings Ltd 549300I9F52K06HPZX60 92763W103 2920.00000000 NS USD 58633.60000000 0.006129418900 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 720.00000000 0.000075267109 N/A DE CA 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 -329.88000000 N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881EAA5 215500.00000000 PA USD 215635.46000000 0.022542024778 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 1.20000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 1853.00000000 NS 22565.19000000 0.002358911990 Long EC CORP IT N 1 N N N SUNOCO LP/FINANCE CORP N/A 86765LAR8 46000.00000000 PA USD 46805.00000000 0.004892884824 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 39000.00000000 PA USD 42263.52000000 0.004418129166 Long DBT CORP US N 2 2025-12-15 Fixed 7.63000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 64287.99000000 OU Notional Amount USD -3406.74000000 -0.00035613260 N/A DE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Vestas Wind Systems A/S Vestas Wind Systems A/S Y equity-performance leg 2022-01-26 0.00000000 USD 0.00000000 USD 64287.99000000 USD -3406.74000000 N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 20000.00000000 PA USD 21248.60000000 0.002221278762 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17327GAY0 77100.00000000 PA USD 90052.80000000 0.009413908310 Long ABS-MBS CORP US N 2 2051-11-10 Fixed 4.41000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3772189.00000000 OU Notional Amount USD 245318.46000000 0.025645015916 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-28 116.13000000 USD 0.00000000 USD 3772189.00000000 USD 245202.33000000 N N N JD.com Inc 549300HVTWB0GJZ16V92 47215P106 762.00000000 NS USD 60815.22000000 0.006357480333 Long EC CORP KY N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 3446.00000000 NS USD 399942.76000000 0.041809077254 Long EP CORP US N 1 N N N China Hongqiao Group Ltd 3003009Q4IBFSDE24571 000000000 24500.00000000 NS 33195.52000000 0.003470181733 Long EC CORP KY N 1 N N N WuXi AppTec Co Ltd 254900OEPQLZSPLN9175 000000000 9789.00000000 NS 237231.51000000 0.024799625148 Long EC CORP CN N 1 N N N VMC Finance LLC N/A 91835RAA8 216000.00000000 PA USD 216068.43000000 0.022587286445 Long ABS-CBDO CORP US N 2 2036-06-16 Floating 1.18000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAA4 1080000.00000000 PA USD 1081704.02000000 0.113078798922 Long ABS-O CORP US N 2 2062-04-20 Floating 0.90000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -73787.16000000 -0.00771353648 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2665770.18000000 USD 287883000.00000000 JPY 2021-07-30 -73787.16000000 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 10274.00000000 NS USD 2998980.60000000 0.313506391739 Long EC CORP US N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 5112.00000000 NS 183240.80000000 0.019155563069 Long EC CORP IT N 1 N N N Orsted AS W9NG6WMZIYEU8VEDOG48 000000000 69.00000000 NS 9682.28000000 0.001012162821 Long EC CORP DK N 1 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 6851.00000000 NS USD 1721724.81000000 0.179985069843 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 273.00000000 NS USD 65181.48000000 0.006813918903 Long EC CORP IE N 1 N N N Samsung SDI Co Ltd 9884002AESDO4YW87G32 000000000 1940.00000000 NS 1202433.07000000 0.125699530394 Long EC CORP KR N 1 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAB8 394000.00000000 PA USD 408775.00000000 0.042732378890 Long DBT CORP US N 2 2027-02-15 Fixed 5.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1484416.00000000 OU Notional Amount USD -4435.76000000 -0.00046370393 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit iBoxx USD Liquid Leveraged Loans Total Return Index IBXXLLTR Index Y equity-performance leg 2021-09-20 0.00000000 USD 0.00000000 USD 1484416.00000000 USD -4435.76000000 N N N MTN Group 2549009JD6Q6XHZS5E05 000000000 2289.00000000 NS 16547.16000000 0.001729801261 Long EC CORP ZA N 1 N N N SLM Student Loan Trust 549300T563MF7L069881 78443DAD4 229993.84000000 PA USD 224243.60000000 0.023441899526 Long ABS-O CORP US N 2 2041-12-16 Floating 0.36000000 N N N N N N Nexi SpA 5493000P70CQRQG8SN85 000000000 8910.00000000 NS 195558.77000000 0.020443254736 Long EC CORP IT N 1 N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336YAN3 121000.00000000 PA USD 124327.50000000 0.012996904987 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -135.00000000 NC USD -8775.00000000 -0.00091731790 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 15531.71000000 N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 5452.00000000 NS 1124859.49000000 0.117590170447 Long EC CORP NL N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 136.00000000 NC -50017.47000000 -0.00522870889 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 10 Year Commonwealth Treasury Bond XMU1 Comdty 2021-09-15 19268397.04000000 AUD -50017.47000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1827000.00000000 NC USD 68987.52000000 0.007211793390 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1827000.00000000 OU Notional Amount N/A 68987.52000000 0.01000000 DIR US N/A N/A 2052-04-22 0.00000000 N/A 0.00000000 N/A 1827000.00000000 USD 1.00000000 0.01600000 USD 2022-04-20 XXXX 12384.25000000 N N N Danimer Scientific Inc N/A 236272100 5201.00000000 NS USD 130285.05000000 0.013619693279 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2136495.00000000 OU Notional Amount USD -136289.69000000 -0.01424740424 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-08-21 35.15000000 USD 0.00000000 USD 2136495.00000000 USD -136324.84000000 N N N UNIVISION COMMUNICATION INC N/A 000000000 170000.00000000 PA USD 169221.40000000 0.017690007904 Long LON CORP US N 2 2028-05-05 None 0.00000000 N N N N N N Morgan Stanley MUFG Securities Co., Ltd. 549300OB5SQ53A8BTO30 000000000 -200.00000000 NC -173.07000000 -0.00001809233 N/A DE US N 2 Morgan Stanley MUFG Securities Co., Ltd. 549300OB5SQ53A8BTO30 Call Written Keyence Corp Keyence Corp 1.00000000 58916.55000000 JPY 2021-07-08 XXXX 636.71000000 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 000000000 31665.00000000 NS 106636.53000000 0.011147532514 Long EC CORP BR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 595.00000000 0.000062199903 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased RingCentral Inc RingCentral Inc 100.00000000 340.00000000 USD 2021-07-16 XXXX -8645.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 15485.00000000 0.001618765548 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 528.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -160.00000000 NC USD -3680.00000000 -0.00038469856 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written ConocoPhillips ConocoPhillips 100.00000000 75.00000000 USD 2021-08-20 XXXX 4792.26000000 N N N Oi SA 254900YEMWCRRAGD4978 000000000 88000.00000000 PA USD 90640.00000000 0.009475292820 Long DBT CORP BR N 2 2025-07-27 Fixed 10.00000000 N N Y N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAE2 37000.00000000 PA USD 39682.50000000 0.004148315394 Long DBT CORP US N 2 2025-08-01 Fixed 9.50000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AL8 200000.00000000 PA USD 192888.00000000 0.020164058710 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 168.00000000 NS USD 19234.32000000 0.002010710659 Long EC CORP US N 1 N N N MARRIOTT OWNERSHIP/ILG N/A 57165PAB1 17000.00000000 PA USD 17658.75000000 0.001846004270 Long DBT CORP US N 2 2026-09-15 Fixed 6.50000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 9511.00000000 NS USD 1285982.31000000 0.134433571810 Long EC CORP CH N 1 N N N Avenue of Americas N/A 00183HAG6 112496.00000000 PA USD 112752.54000000 0.011786885842 Long ABS-MBS CORP US N 2 2029-12-13 Variable 3.11000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 72000.00000000 PA USD 81576.00000000 0.008527763538 Long DBT CORP US N 2 2026-07-31 Fixed 6.63000000 N N N N N N SMB Private Education Loan Trust N/A 78449XAC6 140000.00000000 PA USD 140989.11000000 0.014738670583 Long ABS-O CORP US N 2 2053-07-15 Fixed 2.76000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -48.00000000 NC USD -22320.00000000 -0.00233328040 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Capital One Financial Corp Capital One Financial Corp 100.00000000 160.00000000 USD 2021-08-20 XXXX -3167.37000000 N N N CAMB Commercial Mortgage Trust N/A 12482HAN4 100000.00000000 PA USD 100187.62000000 0.010473378601 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.22000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 94124.60000000 0.009839564724 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 23011000.00000000 SEK 2784329.99000000 USD 2021-08-26 94124.60000000 N N N BX Trust N/A 056057AG7 23000.00000000 PA USD 23021.56000000 0.002406619838 Long ABS-MBS CORP US N 2 2037-03-15 Floating 0.94000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 17694.36000000 OU Notional Amount USD -96.54000000 -0.00001009206 N/A DE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Banco BTG Pactual SA Banco BTG Pactual SA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 17694.36000000 USD -96.54000000 N N N BSST Mortgage Trust N/A 05601PAS5 180000.00000000 PA USD 180330.44000000 0.018851320867 Long ABS-MBS CORP US N 2 2036-04-15 Floating 3.87000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752108 293.00000000 NS USD 59742.70000000 0.006245361610 Long EC CORP KY N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 305000.00000000 PA USD 313607.10000000 0.032783750033 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N Bank N/A 06650AAJ6 59811.00000000 PA USD 65670.63000000 0.006865053496 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.06000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 78000.00000000 PA USD 79328.20000000 0.008292783802 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 67000.00000000 PA USD 70433.75000000 0.007362978879 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 62190.37000000 OU Notional Amount USD 2364.54000000 0.000247183460 N/A DE CA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Shaw Communications Inc Shaw Communications Inc Y equity-performance leg 2121-03-31 0.00000000 USD 0.00000000 USD 62190.37000000 USD 2364.54000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BC5 160000.00000000 PA USD 180064.00000000 0.018823467855 Long DBT CORP PA N 2 2023-04-01 Fixed 11.50000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -5288124.00000000 OU Notional Amount USD -12786.68000000 -0.00133668951 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -12786.68000000 0.00000000 DFE MX -5288124.00000000 USD -101796387.00000000 MXN 2021-08-25 1.00000000 19.25000000 USD 2021-08-25 XXXX 19634.81000000 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 4379.00000000 NS USD 898308.06000000 0.093907015790 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2281240.00000000 OU Notional Amount USD 475823.41000000 0.049741462273 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-10 70.31000000 USD 0.00000000 USD 2281240.00000000 USD 475753.10000000 N N N Rotor Acquisition Corp N/A 77879W113 21853.00000000 NS USD 26879.19000000 0.002809887423 N/A DE US N 1 N/A N/A Call Purchased Rotor Acquisition Corp Rotor Acquisition Corp 1.00000000 11.50000000 USD 2027-06-15 XXXX 4334.53000000 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 11256.00000000 NS USD 547041.60000000 0.057186444669 Long EC CORP US N 1 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 -65.00000000 NC -17264.52000000 -0.00180479239 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Put Written Vinci SA Vinci SA 100.00000000 85.00000000 EUR 2021-09-17 XXXX -4746.80000000 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 11585.00000000 NS USD 338166.15000000 0.035351095467 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 98.00000000 NS USD 10081.26000000 0.001053871254 Long EC CORP NL N 1 N N N Sun Life Financial Inc 549300V040JZX5S66Z78 000000000 524.00000000 NS 27020.07000000 0.002824614687 Long EC CORP CA N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 81000.00000000 PA USD 86408.15000000 0.009032905155 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N New Relic Inc 549300AB8FY2HQILL804 64829B100 5223.00000000 NS USD 349784.31000000 0.036565630639 Long EC CORP US N 1 N N N Sanofi 549300E9PC51EN656011 000000000 51482.00000000 NS 5393917.48000000 0.563867470997 Long EC CORP FR N 1 N N N Anglo American Platinum Ltd 529900RORCZ0E5S5FX81 000000000 158.00000000 NS 18249.77000000 0.001907788113 Long EC CORP ZA N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 587.00000000 NC USD 6457.00000000 0.000674999622 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 -38742.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -25.00000000 NC USD -4800.00000000 -0.00050178073 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written salesforce.com Inc salesforce.com Inc 100.00000000 220.00000000 USD 2021-08-20 XXXX 3792.31000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -988.00000000 -0.00010328320 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard Inc Mastercard Inc 100.00000000 330.00000000 USD 2021-07-16 XXXX 7779.43000000 N N N Natwest Group PLC 2138005O9XJIJN4JPN90 000000000 9116.00000000 NS 25623.85000000 0.002678657126 Long EC CORP GB N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 51603.55000000 OU Notional Amount USD 2351.19000000 0.000245787883 N/A DE ZA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Capitec Bank Holdings Ltd Capitec Bank Holdings Ltd Y equity-performance leg 2120-11-27 0.00000000 USD 0.00000000 USD 51603.55000000 USD 2351.19000000 N N N SPDR S&P Oil & Gas Exploration & Production ETF 5493001H1FSSB667C124 78468R556 7272.00000000 NS USD 703129.68000000 0.073503526131 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 173.00000000 NC USD 76293.00000000 0.007975491120 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp Devon Energy Corp 100.00000000 28.00000000 USD 2022-01-21 XXXX 2883.30000000 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 2434.00000000 NS USD 903135.70000000 0.094411685943 Long EC CORP US N 1 N N N Woodside Petroleum Ltd 2549005ZC5RXAOO7FH41 000000000 1185.00000000 NS 19737.82000000 0.002063345367 Long EC CORP AU N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 188982.00000000 0.019755734639 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N Select Medical Corporation 549300X05KS0JKR8CB50 816194AV6 67699.00000000 PA USD 66980.04000000 0.007001936144 Long LON CORP US N 2 2025-03-06 None 0.00000000 N N N N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 000000000 6300.00000000 NS 26363.65000000 0.002755994081 Long EC CORP JP N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 223.00000000 NS USD 24933.63000000 0.002606503147 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 105000.00000000 PA USD 105050.83000000 0.010981767158 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N QUINTIS AUS PTY LTD N/A 74877UAA6 2073352.00000000 PA USD 2073352.00000000 0.216743350832 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 N N Y N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -43567.23000000 -0.00455441594 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1429681.13000000 USD 1847801.70000000 AUD 2021-08-27 -43567.23000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2634180.00000000 OU Notional Amount USD 284716.66000000 0.029763611256 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-11-19 66.63000000 USD 0.00000000 USD 2634180.00000000 USD 284650.03000000 N N N Autobio Diagnostics Co Ltd 300300HTZSCUCA32U369 000000000 10400.00000000 NS 121955.29000000 0.012748919723 Long EC CORP CN N 1 N N N KME SE 213800C12EAJKHXISN21 000000000 426000.00000000 PA 467244.84000000 0.048844678704 Long DBT CORP DE N 2 2023-02-01 Fixed 6.75000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 1118.00000000 NS USD 107596.32000000 0.011247866707 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 102.00000000 NC USD 37550.31000000 0.003925421257 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYU1 Comdty 2021-09-21 13477449.69000000 USD 37550.31000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 11706.00000000 NS 27709.31000000 0.002896666219 Long EC CORP GB N 1 N N N TC Energy Corp 549300UGKOFV2IWJJG27 000000000 2296.00000000 NS 113614.59000000 0.011877002525 Long EC CORP CA N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 200000.00000000 PA USD 203526.37000000 0.021276168936 Long DBT CORP DE N 2 2032-01-14 Fixed 3.73000000 N N N N N N China Feihe Ltd N/A 000000000 10000.00000000 NS 21585.98000000 0.002256547675 Long EC CORP KY N 1 N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 20000.00000000 PA USD 20944.00000000 0.002189436593 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 336000.00000000 PA USD 324240.00000000 0.033895288438 Long DBT CORP US N 2 2029-01-15 Fixed 3.63000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 219540.00000000 0.022950196224 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 13000.00000000 PA USD 13828.75000000 0.001445625061 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Sociedad Quimica y Minera de Chile SA TJ88LXZZW5PWIN93ZC81 833635105 520.00000000 NS USD 24611.60000000 0.002572838887 Long EC CORP CL N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 49667.21000000 OU Notional Amount USD 640.68000000 0.000066975183 N/A DE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Tesco PLC Tesco PLC Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 49667.21000000 USD 640.68000000 N N N Citigroup Commercial Mortgage Trust N/A 17322VAV8 214035.00000000 PA USD 229039.07000000 0.023943206702 Long ABS-MBS CORP US N 2 2047-07-10 Fixed 3.86000000 N N N N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 251.00000000 NS USD 97144.53000000 0.010155261116 Long EC CORP US N 1 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 235250.00000000 0.024592482744 Long DBT NUSS SA N 2 2030-04-17 Fixed 4.50000000 N N N N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 000000000 44.00000000 NS 126466.02000000 0.013220460848 Long EC CORP DK N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 22287.76000000 0.002329910109 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 11793916.00000000 CNY 1836549.37000000 USD 2021-09-09 22287.76000000 N N N BX Trust N/A 05607QAX6 97613.63000000 PA USD 97613.56000000 0.010204292412 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.07000000 N N N N N N Housing Development Finance Corp Ltd 335800OX2H9AP7NHLT64 000000000 130.00000000 NS 4329.11000000 0.000452554996 Long EC CORP IN N 1 N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 90000.00000000 PA USD 93150.00000000 0.009737682327 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 58515.60000000 OU Notional Amount USD -2530.11000000 -0.00026449175 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Liberty Broadband Corp Liberty Broadband Corp Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 58515.60000000 USD -2530.11000000 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 5947.00000000 NS USD 520897.73000000 0.054453425873 Long EC CORP US N 1 N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 306000.00000000 PA USD 325360.62000000 0.034012435422 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 2748.00000000 NS USD 286011.84000000 0.029899006333 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -4550.00000000 -0.00047564631 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written MercadoLibre Inc MercadoLibre Inc 100.00000000 1300.00000000 USD 2021-07-30 XXXX 11364.01000000 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 225.00000000 NS USD 62903.25000000 0.006575758087 Long EC CORP US N 1 N N N SJM Holdings Ltd 529900XEAB40COT5ZL30 000000000 104000.00000000 NS 113586.54000000 0.011874070244 Long EC CORP HK N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 34561915.00000000 OU Notional Amount USD -690448.21000000 -0.07217783502 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S33.V1 2I65BYDV4 Y buy protection 2024-12-20 0.00000000 USD -558734.77000000 USD 34561915.00000000 USD -131713.44000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 28.00000000 NC 8753.73000000 0.000915094384 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bund (FGBL) RXU1 Comdty 2021-09-08 4825697.56000000 EUR 8753.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -94.00000000 NC USD -49068.00000000 -0.00512945353 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 455.00000000 USD 2021-12-17 XXXX -5478.66000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -72.00000000 NC USD -4320.00000000 -0.00045160265 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 12744.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 9997.67000000 OU Notional Amount USD -385.46000000 -0.00004029508 N/A DE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 E.Sun Financial Holding Co Ltd E.Sun Financial Holding Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 9997.67000000 USD -385.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -25095.45000000 -0.00262341943 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1895218.37000000 USD 207663000.00000000 JPY 2021-08-26 -25095.45000000 N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 000000000 4913.00000000 NS 96464.59000000 0.010084181785 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6277.20000000 -0.00065620375 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1948483.71000000 USD 2195161752.00000000 KRW 2021-08-19 -6277.20000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 6.00000000 NC 23306.37000000 0.002436393207 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBU1 Comdty 2021-09-08 1199784.62000000 EUR 23306.37000000 N N N Cathay Financial Holding Co Ltd 5299009XR1QLFAMQ3X77 000000000 98000.00000000 NS 189580.98000000 0.019818350602 Long EC CORP TW N 1 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAJ8 81000.00000000 PA USD 85455.00000000 0.008933265092 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 41997765.00000000 OU Notional Amount USD 589408.39000000 0.061615369439 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-27 383.09000000 USD 0.00000000 USD 41997765.00000000 USD 589025.30000000 N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 208000.00000000 PA USD 234689.61000000 0.024533900889 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 22135.00000000 NS USD 3306969.00000000 0.345702776064 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5050000.00000000 OU Notional Amount USD -59701.81000000 -0.00624108706 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 46.80000000 USD 0.00000000 USD 5050000.00000000 USD -59748.61000000 N N N Faurecia SE 969500F0VMZLK2IULV85 000000000 3.00000000 NS 146.74000000 0.000015339855 Long EC CORP FR N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 585787.00000000 OU Notional Amount USD -7106.26000000 -0.00074287173 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-05-28 9.47000000 USD 0.00000000 USD 585787.00000000 USD -7115.73000000 N N N Loanpal Solar Loan Ltd. N/A 53948KAA7 163769.46000000 PA USD 170084.15000000 0.017780197764 Long ABS-O CORP US N 2 2047-07-20 Fixed 2.75000000 N N N N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 13117.00000000 NS 298876.50000000 0.031243847689 Long EC CORP SE N 1 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 1999.00000000 NS USD 102408.77000000 0.010705572408 Long EC CORP US N 1 N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 2985.00000000 NS 52248.95000000 0.005461982577 Long EC CORP AU N 1 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 26233.00000000 NS USD 3705673.58000000 0.387382416888 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 47198.00000000 NS USD 4327584.62000000 0.452395537057 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 382000.00000000 PA USD 383432.50000000 0.040083133432 Long DBT CORP US N 2 2021-10-15 Variable 3.79000000 N N N N N N BWAY Mortgage Trust N/A 05604FAN5 200861.00000000 PA USD 210038.82000000 0.021956965171 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -37.00000000 NC USD -4736.00000000 -0.00049509032 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp Microsoft Corp 100.00000000 225.00000000 USD 2021-09-17 XXXX 18718.33000000 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 868.00000000 NS USD 300128.36000000 0.031374714195 Long EC CORP US N 1 N N N Surf Holdings, LLC N/A 86875TAB3 305388.57000000 PA USD 303214.20000000 0.031697300664 Long LON CORP US N 2 2027-03-05 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -266.00000000 NC USD -266.00000000 -0.00002780701 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 72459.70000000 N N N COMM Mortgage Trust N/A 12592RBF5 155330.55000000 PA USD 165562.17000000 0.017307480590 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.53000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 200000.00000000 PA USD 204500.00000000 0.021377949930 Long DBT CORP IL N 2 2031-01-29 Fixed 3.28000000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 000000000 4400.00000000 NS 21834.65000000 0.002282543053 Long EC CORP JP N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 40905.66000000 0.004276181669 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4644903.46000000 USD 3951000.00000000 EUR 2021-07-09 40905.66000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 43987.26000000 OU Notional Amount USD 182.20000000 0.000019046760 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Macquarie Group Ltd Macquarie Group Ltd Y equity-performance leg 2121-04-29 0.00000000 USD 0.00000000 USD 43987.26000000 USD 182.20000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 23485400.00000000 PA 1145452.26000000 0.119742890281 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N NYSE Liffe N/A 000000000 19.00000000 NC USD -6213.92000000 -0.00064958860 N/A DE US N 1 NYSE Liffe N/A Long ICE US MSCI Emerging Markets EM Index MESU1 Index 2021-09-17 1302773.92000000 USD -6213.92000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 45107.28000000 OU Notional Amount USD -2374.48000000 -0.00024822256 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Shimano Inc Shimano Inc Y equity-performance leg 2121-02-19 0.00000000 USD 0.00000000 USD 45107.28000000 USD -2374.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 78125.69000000 0.008167076230 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2169000.00000000 CHF 2423260.62000000 USD 2021-07-14 78125.69000000 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 000000000 260.00000000 NS 88966.23000000 0.009300320833 Long EC CORP CH N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -749.00000000 NC USD -16478.00000000 -0.00172257143 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 14216.17000000 N N N Hexagon AB 549300WJFW6ILNI4TA80 000000000 68649.00000000 NS 1017129.18000000 0.106328296739 Long EC CORP SE N 1 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 4289.00000000 NS USD 52454.47000000 0.005483467155 Long EC CORP BR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -33.00000000 NC USD -11253.00000000 -0.00117636220 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Facebook Inc Facebook Inc 100.00000000 305.00000000 USD 2021-08-20 XXXX 7524.40000000 N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 702150AG8 70000.00000000 PA USD 74725.00000000 0.007811576081 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 -604.00000000 NC -43698.31000000 -0.00456811874 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Put Written EURO STOXX 50 Index VGZ1 Index 1.00000000 3500.00000000 EUR 2021-12-17 XXXX -5094.57000000 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 3908.00000000 NS USD 558570.44000000 0.058391642538 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 000000000 49100.00000000 NS 1391239.39000000 0.145436899859 Long EC CORP KY N 1 N N N ironSource Ltd N/A 000000000 16490.00000000 NS USD 173145.00000000 0.018100171837 Long EC CORP IL N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 65558.47000000 OU Notional Amount USD 4832.28000000 0.000505155207 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Central Japan Railway Co Central Japan Railway Co Y equity-performance leg 2121-05-27 0.00000000 USD 0.00000000 USD 65558.47000000 USD 4832.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 318150.00000000 OU Notional Amount USD -4200.00000000 -0.00043905814 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 S&P 500 Annual Dividend Index ASDZ1 Index Y equity-performance leg 2021-12-17 0.00000000 USD 0.00000000 USD 318150.00000000 USD -4200.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10163532.00000000 OU Notional Amount 75285.15000000 0.007870132847 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 75285.15000000 0.01000000 DFE XX 12043785.42000000 USD 10163532.00000000 EUR 2021-07-30 1.00000000 1.18500000 EUR 2021-07-30 XXXX 17872.13000000 N N N CGI Inc 549300WSRCZY73ZG3090 000000000 206.00000000 NS 18677.27000000 0.001952477960 Long EC CORP CA N 1 N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 622.00000000 NS USD 908729.56000000 0.094996454936 Long EC CORP CA N 1 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 9000.00000000 PA USD 9320.63000000 0.000974356779 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 3602.00000000 NS 172449.40000000 0.018027455446 Long EC CORP GB N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 41334.00000000 NS 6548956.16000000 0.684612503121 Long EC CORP DE N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 317000.00000000 PA USD 321279.50000000 0.033585804718 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 135.00000000 NC USD 31995.00000000 0.003344682190 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 -15171.91000000 N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 29089QAC9 15000.00000000 PA USD 14692.80000000 0.001535950820 Long DBT CORP US N 2 2028-08-15 Fixed 3.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 1248.00000000 0.000130462990 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard Inc Mastercard Inc 100.00000000 390.00000000 USD 2021-07-16 XXXX -34112.00000000 N N N Hysan Development Co Ltd 5299007BABFLKIH9HL03 000000000 26000.00000000 NS 103641.02000000 0.010834388930 Long EC CORP HK N 1 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 113966.14000000 PA USD 113087.46000000 0.011821897592 Long LON CORP US N 2 2027-12-17 None 0.00000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 000000000 1007.00000000 NS 21258.87000000 0.002222352364 Long EC CORP AU N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46651MAQ9 139000.00000000 PA USD 137036.42000000 0.014325465650 Long ABS-MBS CORP US N 2 2036-07-15 Floating 3.07000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -38.00000000 NC USD -18202.00000000 -0.00190279435 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard Inc Mastercard Inc 100.00000000 340.00000000 USD 2021-08-20 XXXX 8930.00000000 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 130.00000000 NS 14718.29000000 0.001538615485 Long EC CORP KR N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 132.00000000 NS USD 85892.40000000 0.008978989861 Long EC CORP US N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 2594485.00000000 OU Notional Amount USD 11667.40000000 0.001219682606 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 11667.40000000 0.00000000 DFE US 35674168.75000000 ZAR 2594485.00000000 USD 2021-08-26 1.00000000 13.75000000 USD 2021-08-26 XXXX -36130.80000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -24437.66000000 -0.00255465560 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2113589.05000000 USD 232067850.00000000 JPY 2021-07-14 -24437.66000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -108696.90000000 -0.01136291875 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4581478.98000000 USD 3768704.99000000 EUR 2021-08-13 -108696.90000000 N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 16000.00000000 NS 307220.94000000 0.032116155858 Long EC CORP SG N 1 N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 200000.00000000 PA USD 217738.00000000 0.022761819374 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 19.00000000 NS USD 28352.18000000 0.002963870339 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 49210.18000000 OU Notional Amount USD 5415.97000000 0.000566172789 N/A DE BR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Raia Drogasil SA Raia Drogasil SA Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 49210.18000000 USD 5415.97000000 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 14857.00000000 NS 2741861.58000000 0.286627772981 Long EC CORP FR N 1 N N N PubMatic Inc N/A 74467Q103 6307.00000000 NS USD 246414.49000000 0.025759592320 Long EC CORP US N 1 N N N Liberty Media Acquisition Corp N/A 53073L203 57517.00000000 NS USD 609105.03000000 0.063674409946 Long EC CORP US N 1 N N N Panasonic Corp 254900GE1G59KGWPHX32 000000000 3300.00000000 NS 38184.89000000 0.003991758760 Long EC CORP JP N 1 N N N iShares MSCI Japan ETF 5493008I6YRUC6I0S051 46434G822 8079.00000000 NS USD 545655.66000000 0.057041561755 Long EC RF US N 1 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 132000.00000000 PA USD 132002.64000000 0.013799246105 Long DBT CORP US N 2 2029-02-01 Fixed 4.13000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 49.00000000 NS USD 12195.12000000 0.001274849216 Long EC CORP US N 1 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 653.00000000 NS USD 135001.22000000 0.014112710619 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 42.00000000 NC USD 840.00000000 0.000087811628 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Ralph Lauren Corp Ralph Lauren Corp 100.00000000 145.00000000 USD 2021-07-16 XXXX -22822.86000000 N N N Masimo Corp 549300Q4A8JK0PIYCU29 574795100 2197.00000000 NS USD 532662.65000000 0.055683302991 Long EC CORP US N 1 N N N Lotte Chemical Corp 988400TPNFJZDPI94Y56 000000000 56.00000000 NS 13053.32000000 0.001364563429 Long EC CORP KR N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 180000.00000000 PA USD 182862.97000000 0.019116065608 Long DBT CORP US N 2 2030-12-01 Fixed 3.13000000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AB2 11000.00000000 PA USD 11330.00000000 0.001184411602 Long DBT CORP US N 2 2027-04-15 Fixed 5.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3782.00000000 NC -125.00000000 -0.00001306720 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Air Liquide SA Air Liquide SA 1.00000000 140.00000000 EUR 2021-07-16 XXXX 3753.13000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 502.00000000 NS 34143.34000000 0.003569264611 Long EC CORP DE N 1 N N N REDSTONE BUYER LLC N/A 75774EAL9 88195.56000000 PA USD 86504.85000000 0.009043013946 Long LON CORP US N 2 2029-04-27 None 0.00000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAN3 445000.00000000 PA USD 466666.74000000 0.048784245487 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.08000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1639664.00000000 OU Notional Amount USD 15561.10000000 0.001626720863 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-22 14.02000000 USD 0.00000000 USD 1639664.00000000 USD 15547.08000000 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 1438.00000000 NS USD 117585.26000000 0.012292087045 Long EC CORP US N 1 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 178.00000000 NS USD 57709.38000000 0.006032803110 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3782.00000000 NC -4057.55000000 -0.00042416675 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Safran SA Safran SA 1.00000000 110.00000000 EUR 2021-07-16 XXXX 6924.36000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10154.00000000 OU Notional Amount USD -649.71000000 -0.00006791915 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Country Garden Services Holdings Co Ltd Country Garden Services Holdings Co Ltd Y equity-performance leg 2121-06-17 0.00000000 USD 0.00000000 USD 10154.00000000 USD -649.71000000 N N N Genneia SA 529900YZ70LX0XWS9P67 372319AA1 110000.00000000 PA USD 106425.00000000 0.011125419664 Long DBT CORP AR N 2 2022-01-20 Fixed 8.75000000 N N N N N N Peloton Interactive Inc 5493002YS021166W0339 70614W100 23566.00000000 NS USD 2922655.32000000 0.305527526143 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 363.00000000 NS USD 131925.09000000 0.013791139211 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -633.00000000 NC USD -2713.32000000 -0.00028364410 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Intuitive Surgical Inc Intuitive Surgical Inc 1.00000000 760.00000000 USD 2021-08-20 XXXX 7113.82000000 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 000000000 26316.00000000 NS 330745.02000000 0.034575307958 Long EC CORP SE N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 39167.62000000 OU Notional Amount USD 736.68000000 0.000077010797 N/A DE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SSE PLC SSE PLC Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 39167.62000000 USD 736.68000000 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 1137.00000000 NS USD 106752.93000000 0.011159700696 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 1100.00000000 NS 36823.44000000 0.003849435973 Long EC CORP JP N 1 N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63941BAB1 60298.32000000 PA USD 61810.29000000 0.006461502615 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 812.00000000 NS USD 116789.96000000 0.012208948250 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 21000.58000000 OU Notional Amount USD 157.69000000 0.000016484542 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Link REIT Link REIT Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 21000.58000000 USD 157.69000000 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 133.00000000 NS USD 25434.92000000 0.002658906827 Long EC CORP US N 1 N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 168000.00000000 PA USD 168210.00000000 0.017584278522 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N Anhui Gujing Distillery Co Ltd N/A 000000000 700.00000000 NS 9691.79000000 0.001013156974 Long EC CORP CN N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 53763.96000000 OU Notional Amount USD 3253.35000000 0.000340097571 N/A DE GB N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Aviva PLC Aviva PLC Y equity-performance leg 2121-04-29 0.00000000 USD 0.00000000 USD 53763.96000000 USD 3253.35000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 25401.43000000 OU Notional Amount USD 627.19000000 0.000065564970 N/A DE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Power Corp of Canada Power Corp of Canada Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 25401.43000000 USD 627.19000000 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 282.00000000 NS USD 49271.04000000 0.005150678856 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 453.00000000 NS USD 200552.16000000 0.020965252004 Long EC CORP US N 1 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 57000.00000000 PA USD 65407.50000000 0.006837546504 Long DBT CORP NL N 2 2028-01-27 Fixed 6.00000000 N N N N N N PVH Corp 123WALMHY1GZXG2YDL90 693656100 7676.00000000 NS USD 825860.84000000 0.086333553483 Long EC CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 200000.00000000 PA USD 195378.00000000 0.020424357465 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 1250.00000000 NS USD 47887.50000000 0.005006046832 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1878847.78000000 OU Notional Amount USD -54520.99000000 -0.00569949630 N/A DE IT N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Leonardo SpA Leonardo SpA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 1878847.78000000 USD -54520.99000000 N N N SRS Distribution Inc. N/A 78466YAN8 333000.00000000 PA USD 332630.37000000 0.034772398021 Long LON CORP US N 2 2028-06-02 None 0.00000000 N N N N N N SPDR Gold Shares 549300SMREV46EHBHL79 78463V107 14278.00000000 NS USD 2364865.14000000 0.247217450153 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -203.00000000 NC USD -3045.00000000 -0.00031831715 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 295.00000000 USD 2021-07-16 XXXX 40123.15000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -390.00000000 NC -11941.30000000 -0.00124831546 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written EURO STOXX 50 Index VGU1 Index 1.00000000 3725.00000000 EUR 2021-08-20 XXXX 502.85000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 18567.42000000 OU Notional Amount USD -1154.83000000 -0.00012072321 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Fuyao Glass Industry Group Co Ltd Fuyao Glass Industry Group Co Ltd Y equity-performance leg 2121-02-25 0.00000000 USD 0.00000000 USD 18567.42000000 USD -1154.83000000 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 6642.00000000 NS 406679.99000000 0.042513371462 Long EC CORP SE N 1 N N N Pinterest Inc N/A 72352L106 392.00000000 NS USD 30948.40000000 0.003235273083 Long EC CORP US N 1 N N N KraneShares CSI China Internet ETF 549300URDNVSGEWBN526 500767306 4683.00000000 NS USD 326779.74000000 0.034160786895 Long EC RF US N 1 N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AG9 20000.00000000 PA USD 20650.00000000 0.002158702523 Long DBT CORP KY N 2 2024-11-15 Fixed 8.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -20.00000000 NC USD -2800.00000000 -0.00029270542 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 14641.22000000 N N N Shanghai International Airport Co Ltd 3003000CIJ7O6AOQF345 000000000 42661.00000000 NS 317772.93000000 0.033219236121 Long EC CORP CN N 1 N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 000000000 4600.00000000 NS 65732.03000000 0.006871472108 Long EC CORP JP N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 74216.00000000 NS USD 5175823.84000000 0.541068473852 Long EC CORP US N 1 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 2202.00000000 NS USD 867940.32000000 0.090732443540 Long EC CORP US N 1 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 28281.00000000 NS 1862489.43000000 0.194700272769 Long EC CORP FR N 1 N N N CD Commercial Mortgage Trust N/A 125039AJ6 33602.00000000 PA USD 36004.95000000 0.003763872950 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1316.90000000 -0.00013766563 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 55947.24000000 USD 6067000.00000000 JPY 2021-08-12 -1316.90000000 N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 000000000 460.00000000 NS 48534.53000000 0.005073685830 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4977540.00000000 OU Notional Amount USD -59132.23000000 -0.00618154450 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 46.12000000 USD 0.00000000 USD 4977540.00000000 USD -59178.35000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50.00000000 NC USD -32000.00000000 -0.00334520487 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Nucor Corp Nucor Corp 100.00000000 92.50000000 USD 2021-10-15 XXXX -4323.72000000 N N N Ovintiv Inc N/A 69047Q102 3177.00000000 NS USD 99980.19000000 0.010451694356 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 121565.00000000 NS USD 16649542.40000000 1.740504077262 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1204516.00000000 OU Notional Amount USD 22192.32000000 0.002319933035 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-05 18.69000000 USD 0.00000000 USD 1204516.00000000 USD 22173.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -21600.00000000 -0.00225801329 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Crowdstrike Holdings Inc Crowdstrike Holdings Inc 100.00000000 250.00000000 USD 2021-07-16 XXXX -11520.00000000 N N N Restaurant Brands International Inc 5299009RXTX9DN9AKJ98 000000000 190.00000000 NS 12242.09000000 0.001279759349 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29410228.00000000 OU Notional Amount USD 428325.27000000 0.044776118221 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 261.08000000 USD 0.00000000 USD 29410228.00000000 USD 428064.19000000 N N N United Microelectronics Corp 391200YJCAGH9LF96P73 000000000 11000.00000000 NS 20963.66000000 0.002191491803 Long EC CORP TW N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4443151.00000000 OU Notional Amount USD -111193.45000000 -0.01162390223 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-08-17 72.96000000 USD 0.00000000 USD 4443151.00000000 USD -111266.41000000 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 100.00000000 NS 58166.43000000 0.006080582044 Long EC CORP JP N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1236000.00000000 OU Notional Amount USD -78012.64000000 -0.00815525824 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-25 20.54000000 USD 0.00000000 USD 1236000.00000000 USD -78033.18000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 94.00000000 NC USD -107732.99000000 -0.01126215386 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 2000 Index RTYU1 Index 2021-09-17 10954392.99000000 USD -107732.99000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 33981.86000000 OU Notional Amount USD 1192.07000000 0.000124616199 N/A DE BR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Lojas Americanas SA Lojas Americanas SA Y equity-performance leg 2121-06-30 0.00000000 USD 0.00000000 USD 33981.86000000 USD 1192.07000000 N N N Reinvent Technology Partners Z N/A 000000000 22938.00000000 NS USD 235802.64000000 0.024650254432 Long EC CORP KY N 1 N N N BP PLC 213800LH1BZH3DI6G760 055622104 46571.00000000 NS USD 1230405.82000000 0.128623736013 Long EC CORP GB N 1 N N N HERTZ CORPORATION N/A 42804VBC4 41810.38000000 PA USD 41758.12000000 0.004365295836 Long LON CORP US N 2 2028-06-14 None 0.00000000 N N N N N N Flexera Software LLC FHBIRN3K4PSRU4ZOQQ49 33937KAV6 101490.00000000 PA USD 101635.13000000 0.010624697899 Long LON CORP US N 2 2028-03-03 None 0.00000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90349DAU6 65107.00000000 PA USD 66256.82000000 0.006926332423 Long ABS-MBS CORP US N 2 2049-08-10 Variable 5.21000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 83.00000000 NS USD 22273.88000000 0.002328459126 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2043203.00000000 OU Notional Amount USD 41822.44000000 0.004372019698 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-04 31.68000000 USD 0.00000000 USD 2043203.00000000 USD 41790.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19115000.00000000 OU Notional Amount USD -53102.43000000 -0.00555120337 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-03-08 164.78000000 USD 0.00000000 USD 19115000.00000000 USD -53267.21000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 16336.19000000 OU Notional Amount USD 815.28000000 0.000085227457 N/A DE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Prudential PLC Prudential PLC Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 16336.19000000 USD 815.28000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -700.00000000 -0.00007317635 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written RingCentral Inc RingCentral Inc 100.00000000 390.00000000 USD 2021-07-16 XXXX 1204.00000000 N N N BRITISH AIR 20-1 A PPT N/A 11044MAA4 36153.60000000 PA USD 38907.26000000 0.004067273624 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N China Resources Cement Holdings Ltd 529900E0EOYXYJ0GHY66 000000000 32000.00000000 NS 30416.14000000 0.003179631872 Long EC CORP KY N 1 N N N DoorDash Inc N/A 25809K105 -3611.00000000 NS USD -643949.63000000 -0.06731698263 Short EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 389000.00000000 NS 8307043.52000000 0.868398828580 Long EC CORP TW N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34644162.00000000 OU Notional Amount -42637.13000000 -0.00445718547 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-02-28 128.00000000 MXN 0.00000000 MXN 34644162.00000000 MXN -42643.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -64251.78000000 -0.00671673024 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2879145.02000000 USD 2372414.00000000 EUR 2021-07-30 -64251.78000000 N N N Financial Select Sector SPDR Fund 549300Y12KQ6ZG08NY28 81369Y605 6710.00000000 NS USD 246189.90000000 0.025736114208 Long EC RF US N 1 N N N Amoy Diagnostics Co Ltd N/A 000000000 11350.00000000 NS 182823.98000000 0.019111989685 Long EC CORP CN N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 21529.71000000 OU Notional Amount USD 615.77000000 0.000064371150 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Digital Realty Trust Inc Digital Realty Trust Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 21529.71000000 USD 615.77000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 49025906.00000000 NC USD 126620.19000000 0.013236577418 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 49025906.00000000 OU Notional Amount N/A 126620.19000000 0.01000000 DIR US N/A N/A 2024-03-20 0.00000000 N/A 0.00000000 N/A 49025906.00000000 USD 1.00000000 0.80000000 USD 2023-03-16 XXXX -29282.19000000 N N N KDDI Corp 5299003FU7V4I45FU310 000000000 500.00000000 NS 15594.76000000 0.001630239601 Long EC CORP JP N 1 N N N Petronet LNG Ltd 335800KIIKNA7GRD9351 000000000 26051.00000000 NS 79137.84000000 0.008272884015 Long EC CORP IN N 1 N N N Banca Mediolanum SpA 7LVZJ6XRIE7VNZ4UBX81 000000000 17326.00000000 NS 168545.49000000 0.017619349859 Long EC CORP IT N 1 N N N Poste Italiane SpA 815600354DEDBD0BA991 000000000 12322.00000000 NS 162910.57000000 0.017030288550 Long EC CORP IT N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 49.00000000 NS USD 27368.46000000 0.002861034560 Long EC CORP US N 1 N N N Climate Change Crisis Real Impact I Acquisition Corp N/A 18716C118 5230.00000000 NS USD 21337.88000000 0.002230611883 N/A DE US N 1 N/A N/A Call Purchased Climate Change Crisis Real Impact I Acquisition Corp Climate Change Crisis Real Impact I Acquisition Corp 1.00000000 11.50000000 USD 2025-09-15 XXXX 2831.39000000 N N N BX Trust N/A 05608VAL0 120000.00000000 PA USD 119962.56000000 0.012540604407 Long ABS-MBS CORP US N 2 2034-01-15 Floating 2.32000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CF1 346000.00000000 PA USD 390998.64000000 0.040874079946 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AN7 270000.00000000 PA USD 270590.87000000 0.028286934330 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.52000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 1012424.00000000 NS 1699349.82000000 0.177646040914 Long EC CORP GB N 1 N N N BHMS Mortgage Trust N/A 05549GAJ0 100600.00000000 PA USD 100600.18000000 0.010516506655 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.97000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -306.00000000 NC USD -12240.00000000 -0.00127954086 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written EQT Corp EQT Corp 100.00000000 17.00000000 USD 2021-09-17 XXXX 14492.62000000 N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 11000.00000000 PA USD 11574.20000000 0.001209939697 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -38.00000000 NC USD -7980.00000000 -0.00083421046 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 648.29000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -144.00000000 NC USD -1728.00000000 -0.00018064106 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Applied Materials Inc Applied Materials Inc 100.00000000 115.00000000 USD 2021-07-16 XXXX 36229.81000000 N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 33000.00000000 PA USD 34575.75000000 0.003614467737 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1216016.00000000 OU Notional Amount USD 140430.05000000 0.014680227763 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-12-30 30.88000000 USD 0.00000000 USD 1216016.00000000 USD 140399.17000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12546820.00000000 OU Notional Amount USD -285470.02000000 -0.02984236574 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-10 106.63000000 USD 0.00000000 USD 12546820.00000000 USD -285576.65000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -710.00000000 NC USD -17750.00000000 -0.00185554333 N/A DCR 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 11193.20000000 N N N Utilities Select Sector SPDR Fund 549300ERQDM80PRYUH21 81369Y886 5614.00000000 NS USD 354973.22000000 0.037108067109 Long EC RF US N 1 N N N CSAIL Commercial Mortgage Trust 549300FU8TZDHFLQZL50 12636LBE9 44796.00000000 PA USD 48019.95000000 0.005019892844 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.78000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -301.00000000 -0.00003146583 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Twilio Inc Twilio Inc 100.00000000 300.00000000 USD 2021-07-16 XXXX 6139.00000000 N N N GOL FINANCE SA 5299007RH8MA67ZC6J07 36254VAC2 200000.00000000 PA USD 202502.00000000 0.021169083701 Long DBT CORP LU N 2 2026-06-30 Fixed 8.00000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 651.00000000 NC 5006.76000000 0.000523394936 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased EURO STOXX 50 Index SX5E Index 1.00000000 4175.00000000 EUR 2021-07-16 XXXX -16319.89000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 213000.00000000 PA USD 227090.76000000 0.023739534948 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5139268.00000000 OU Notional Amount USD 7310.40000000 0.000764212054 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-04-08 81.94000000 USD 0.00000000 USD 5139268.00000000 USD 7228.46000000 N N N Ziggo B.V. 213800TQASLF9JXH5J59 000000000 1558766.00000000 PA 1832300.65000000 0.191544408577 Long LON CORP NL N 2 2029-01-31 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 10102.05000000 OU Notional Amount USD 772.05000000 0.000080708294 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Evolution AB Evolution AB Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 10102.05000000 USD 772.05000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 4893.00000000 NC USD 13911.92000000 0.001454319458 N/A DE US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Purchased NXP Semiconductors NV NXP Semiconductors NV 1.00000000 210.00000000 USD 2021-07-16 XXXX -13831.39000000 N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAA9 407000.00000000 PA USD 401912.50000000 0.042014989249 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -19.00000000 NC USD -4845.00000000 -0.00050648492 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Advance Auto Parts Inc Advance Auto Parts Inc 100.00000000 180.00000000 USD 2021-09-17 XXXX -802.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22182766.00000000 OU Notional Amount USD -172856.54000000 -0.01807001690 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-08-17 173.00000000 USD 0.00000000 USD 22182766.00000000 USD -173029.54000000 N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 160000.00000000 PA USD 163440.00000000 0.017085633920 Long DBT CORP CA N 2 2030-03-01 Fixed 4.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2078083.00000000 OU Notional Amount USD 87468.65000000 0.009143767336 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-01 63.98000000 USD 0.00000000 USD 2078083.00000000 USD 87404.67000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 28516.19000000 OU Notional Amount USD -633.87000000 -0.00006626328 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Innovent Biologics Inc Innovent Biologics Inc Y equity-performance leg 2120-12-11 0.00000000 USD 0.00000000 USD 28516.19000000 USD -633.87000000 N N N BRASKEM NETHERLANDS N/A 10554TAF2 200000.00000000 PA USD 233002.00000000 0.024357482101 Long DBT CORP NL N 2 2081-01-23 Fixed 8.50000000 N N N N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 -43.00000000 NC USD -14272.67000000 -0.00149203141 N/A DE US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 Call Written NXP Semiconductors NV NXP Semiconductors NV 100.00000000 225.00000000 USD 2021-08-20 XXXX -4640.06000000 N N N Hansoh Pharmaceutical Group Co Ltd 254900Q6MR00EBXTPF42 000000000 164000.00000000 NS 718158.75000000 0.075074629828 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -48.00000000 NC USD -11520.00000000 -0.00120427375 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard Inc Mastercard Inc 100.00000000 400.00000000 USD 2021-08-20 XXXX 3972.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -3655837.00000000 NC -9063.52000000 -0.00094747910 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 3655837.00000000 OU Notional Amount N/A -9063.52000000 0.00000000 DIR US N/A N/A 2031-08-26 0.00000000 N/A 0.00000000 N/A 3655837.00000000 EUR 1.00000000 0.00020000 EUR 2021-08-24 XXXX 970.68000000 N N N Manulife Financial Corp 5493007GBX87QOZACS27 000000000 1684.00000000 NS 33147.47000000 0.003465158699 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -412.39000000 -0.00004311028 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Yen Denominated Nikkei 225 Index NHU1 Index 2021-09-09 14428315.00000000 JPY -412.39000000 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 2564.00000000 NS USD 3994173.56000000 0.417541527536 Long EC CORP US N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 17666.00000000 NS 541491.89000000 0.056606291014 Long EC CORP LU N 1 N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 323000.00000000 PA 465124.93000000 0.048623068289 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 3616298.00000000 NC 155085.46000000 0.016212269921 N/A DIR DE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N/A 3616298.00000000 OU Notional Amount N/A 155085.46000000 0.02000000 DIR US N/A N/A 2051-11-18 0.00000000 N/A 0.00000000 N/A 3616298.00000000 EUR 1.00000000 0.48000000 EUR 2021-11-16 XXXX 9859.04000000 N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 000000000 23000.00000000 NS 196250.79000000 0.020515596882 Long EC CORP CN N 1 N N N Indian Oil Corp Ltd 335800J8OBWE4VFUDG88 000000000 23332.00000000 NS 33869.54000000 0.003540642201 Long EC CORP IN N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTG27 549288.02000000 PA USD 65793.00000000 0.006877845769 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.70000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -61307.25000000 -0.00640891599 N/A DFE JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4150306.44000000 USD 453997041.00000000 JPY 2021-09-09 -61307.25000000 N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 000000000 171000.00000000 NS 59464.47000000 0.006216276099 Long EC CORP CN N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 489000.00000000 OU Notional Amount USD -78449.01000000 -0.00820087534 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-28 11.98000000 USD 0.00000000 USD 489000.00000000 USD -78460.99000000 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919101 2908.00000000 NS USD 420613.12000000 0.043969908164 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -9.00000000 NC USD -1620.00000000 -0.00016935099 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Trane Technologies PLC Trane Technologies PLC 100.00000000 170.00000000 USD 2021-08-20 XXXX 1834.76000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMUR1 2058335.92000000 PA USD 107780.85000000 0.011267157040 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.94000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 17047.98000000 OU Notional Amount USD 314.92000000 0.000032920997 N/A DE DE N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Hannover Rueck SE Hannover Rueck SE Y equity-performance leg 2121-07-01 0.00000000 USD 0.00000000 USD 17047.98000000 USD 314.92000000 N N N Signal Parent, Inc N/A 82666KAB4 220000.00000000 PA USD 215875.00000000 0.022567065727 Long LON CORP US N 2 2028-03-25 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 25.00000000 NC USD 16875.00000000 0.001764072885 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased salesforce.com Inc salesforce.com Inc 100.00000000 250.00000000 USD 2021-08-20 XXXX -152.94000000 N N N InPost SA 2221003M23QLERR89585 000000000 22626.00000000 NS 454103.98000000 0.047470964048 Long EC CORP LU N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -10818.00000000 -0.00113088832 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com Inc Amazon.com Inc 100.00000000 3000.00000000 USD 2021-09-17 XXXX 19876.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3782.00000000 NC 2049.39000000 0.000214238419 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Purchased EssilorLuxottica SA EssilorLuxottica SA 1.00000000 125.00000000 EUR 2021-07-16 XXXX -19926.84000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 36000.00000000 PA USD 37170.00000000 0.003885664542 Long DBT US N 2 2029-06-01 Fixed 4.88000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BC9 15000.00000000 PA USD 15300.00000000 0.001599426082 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N Sartorius Stedim Biotech 52990006IVXY7GCSSR39 000000000 42.00000000 NS 19865.82000000 0.002076726187 Long EC CORP FR N 1 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 655000.00000000 PA USD 664667.80000000 0.069482811487 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N GoerTek Inc 300300FEEFS8BQPXIV57 000000000 5100.00000000 NS 33734.53000000 0.003526528573 Long EC CORP CN N 1 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 245000.00000000 NC USD 283.28000000 0.000029613426 N/A DCR US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 245000.00000000 OU Notional Amount N/A 283.28000000 0.00000000 DCR US Markit CDX.NA.HY.S36.V1 2I65BRYP9 buy protection 2026-06-20 0.00000000 N/A 0.00000000 N/A 245000.00000000 USD 1.00000000 1.08500000 USD 2021-07-21 XXXX -427.22000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 28887.53000000 OU Notional Amount USD 412.86000000 0.000043159415 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 China Vanke Co Ltd China Vanke Co Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 28887.53000000 USD 412.86000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 73865.17000000 OU Notional Amount USD 2115.14000000 0.000221111770 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Microport Scientific Corp Microport Scientific Corp Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 73865.17000000 USD 2115.14000000 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 158.00000000 NS USD 22883.14000000 0.002392149736 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 759.00000000 NS 69169.28000000 0.007230794154 Long EC CORP CH N 1 N N N Oportun Funding LLC N/A 68377GAB2 100000.00000000 PA USD 100312.22000000 0.010486403993 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.96000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 897.00000000 NC 15799.66000000 0.001651659366 N/A DE US 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 -2479.77000000 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 2375.00000000 NS 30251.39000000 0.003162409294 Long EC CORP GB N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 59.00000000 NC USD 105020.00000000 0.010978544262 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 21786.06000000 N N N Hithink RoyalFlush Information Network Co Ltd 300300TIQA4R0NPLQE78 000000000 1300.00000000 NS 22690.57000000 0.002372018921 Long EC CORP CN N 1 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 64413.00000000 NS USD 1426747.95000000 0.149148881365 Long EC RF US N 1 N N N Yihai International Holding Ltd 3003004D79NRTSL70K40 000000000 37000.00000000 NS 248515.64000000 0.025979241608 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 710.00000000 NC USD 26980.00000000 0.002820425863 N/A DCR US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 84.00000000 USD 2021-09-17 XXXX -29276.64000000 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 327400.00000000 NS 4069149.83000000 0.425379370793 Long EC CORP HK N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 6211.00000000 NS USD 4480925.95000000 0.468425479722 Long EC CORP US N 1 N N N NEC Corp 5493000QYMPFRTEY4K28 000000000 2400.00000000 NS 123569.92000000 0.012917709353 Long EC CORP JP N 1 N N N Bayview Commercial Asset Trust N/A 07324SCJ9 15702.31000000 PA USD 14795.07000000 0.001546641885 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.14000000 N N N N N N SCIH Salt Holdings Inc. N/A 78397GAF8 427000.00000000 PA USD 427713.09000000 0.044712122360 Long LON CORP US N 2 2027-03-16 None 0.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 53810000.00000000 PA 8439112.21000000 0.882204979397 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 14239.00000000 NS USD 490106.38000000 0.051234570427 Long EC US N 1 N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AY7 250000.00000000 PA USD 253823.52000000 0.026534114923 Long DBT CORP AU N 2 2031-05-21 Fixed 2.99000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -78754.16000000 -0.00823277500 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3421785.35000000 USD 371262000.00000000 JPY 2021-08-12 -78754.16000000 N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 000000000 56000.00000000 NS 225105.43000000 0.023531993211 Long EC CORP TW N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AS1 103000.00000000 PA USD 112731.44000000 0.011784680097 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 000000000 215000.00000000 PA USD 226223.00000000 0.023648821355 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 000000000 105000.00000000 NS 278492.60000000 0.029112962635 Long EC CORP TW N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -413.00000000 NC USD -793610.53000000 -0.08296218178 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU1 Comdty 2021-09-21 -60001280.10000000 USD -793610.53000000 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 51200.00000000 NS 3851061.91000000 0.402580971603 Long EC CORP KY N 1 N N N NIO Inc 549300JBU4TV5OCKJV96 62914V106 1135.00000000 NS USD 60382.00000000 0.006312192531 Long EC CORP KY N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAL4 48308.00000000 PA USD 51707.40000000 0.005405370211 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.90000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 3955.00000000 NS USD 171093.30000000 0.017885691936 Long EC CORP US N 1 N N N APTIV PLC N/A 000000000 5228.00000000 NS USD 934870.96000000 0.097729215524 Long EP CORP JE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -6440.00000000 -0.00067322248 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet Inc Alphabet Inc 100.00000000 2100.00000000 USD 2021-09-17 XXXX 19314.32000000 N N N Kumba Iron Ore Ltd 3789006C753402643048 000000000 920.00000000 NS 41270.50000000 0.004314321186 Long EC CORP ZA N 1 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 58400000.00000000 PA 8697479.48000000 0.909214087279 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -587.00000000 NC USD -1761.00000000 -0.00018409080 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 61.00000000 USD 2021-07-16 XXXX 5283.00000000 N N N Puma SE 529900GRZ2BQY5ZM9N49 000000000 19618.00000000 NS 2338998.73000000 0.244513436373 Long EC CORP DE N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 959496.00000000 OU Notional Amount USD 53045.00000000 0.005545199775 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-08 29.48000000 USD 0.00000000 USD 959496.00000000 USD 53015.52000000 N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAB2 90299.06000000 PA USD 89659.74000000 0.009372818741 Long LON CORP US N 2 2028-02-03 None 0.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 198750.00000000 0.020776858429 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -351.00000000 NC USD 77784.73000000 0.008131433072 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 2 Year US Treasury Note TUU1 Comdty 2021-09-30 -77410214.24000000 USD 77784.73000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 75706.00000000 0.007914127518 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19811000.00000000 NOK 2376860.00000000 USD 2021-07-22 75706.00000000 N N N Mosaic Solar Loans LLC N/A 61946RAA7 340000.00000000 PA USD 338925.60000000 0.035430486587 Long ABS-O CORP US N 3 2047-04-22 Fixed 1.64000000 N N N N N N Dr Sulaiman Al Habib Medical Services Group Co N/A 000000000 257.00000000 NS 11196.56000000 0.001170462098 Long EC CORP SA N 1 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 51830000.00000000 PA 8121081.55000000 0.848958800786 Long DBT NUSS CN N 2 2029-05-23 Fixed 3.29000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 47000.00000000 PA USD 46979.87000000 0.004911165323 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N Navient Student Loan Trust N/A 63942CAD4 100000.00000000 PA USD 97632.36000000 0.010206257719 Long ABS-O CORP US N 2 2060-04-15 Fixed 4.00000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 24486.00000000 NS USD 1290167.34000000 0.134871065022 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 27000.00000000 PA USD 29421.90000000 0.003075696357 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 108000.00000000 PA USD 115383.61000000 0.012061931723 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 12.00000000 NS USD 26257.08000000 0.002744853504 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -286208.39000000 -0.02991955320 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 11976000.00000000 BRL 2117584.65000000 USD 2021-07-15 -286208.39000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 366000.00000000 PA USD 373893.60000000 0.039085959219 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N Aptiv PLC N/A 000000000 18846.00000000 NS USD 2965041.18000000 0.309958444445 Long EC CORP JE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 27170.00000000 0.002840288017 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 1404.40000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAR3 312000.00000000 PA USD 319800.00000000 0.033431141261 Long DBT US N 2 2023-06-15 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHV5 279053.99000000 PA USD 30727.58000000 0.003212189079 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.53000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 514.00000000 NS USD 39973.78000000 0.004178765121 Long EC CORP US N 1 N N N Safran SA 969500UIC89GT3UL7L24 000000000 41663.00000000 NS 5776071.04000000 0.603816907044 Long EC CORP FR N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 20243.51000000 0.002116209013 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2101190.93000000 USD 42444000.00000000 MXN 2021-07-29 20243.51000000 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 15.00000000 NS USD 12039.00000000 0.001258528798 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 48.00000000 NC USD 69120.00000000 0.007225642539 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 5185.01000000 N N N Haitong Securities Co Ltd 300300E1003931000068 000000000 12400.00000000 NS 10859.96000000 0.001135274724 Long EC CORP CN N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 -922.00000000 NS USD -626683.40000000 -0.06551201148 Short EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 1804.00000000 NS USD 148000.16000000 0.015471589292 Long EC CORP US N 1 N N N Ambev SA 549300TH5Q6VRP8OT012 000000000 5453.00000000 NS 18703.64000000 0.001955234618 Long EC CORP BR N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 4558.00000000 NS USD 370793.30000000 0.038761861135 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -3874225.00000000 NC USD -22671.96000000 -0.00237007347 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 3874225.00000000 OU Notional Amount N/A -22671.96000000 0.00000000 DIR US N/A N/A 2032-04-25 0.00000000 N/A 0.00000000 N/A 3874225.00000000 USD 1.00000000 0.02300000 USD 2022-04-21 XXXX 32251.59000000 N N N Morgan Stanley Capital I Trust N/A 61691DAA5 77000.00000000 PA USD 87177.70000000 0.009113352106 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.42000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 3692.00000000 NS USD 487233.24000000 0.050934219116 Long EC CORP US N 1 N N N Venus MedTech Hangzhou Inc N/A 000000000 43500.00000000 NS 362766.12000000 0.037922718581 Long EC CORP CN N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -54908.07000000 -0.00573996073 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 3141025.05000000 USD 342792000.00000000 JPY 2021-07-21 -54908.07000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -72.00000000 NC USD -648.00000000 -0.00006774039 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple Inc Apple Inc 100.00000000 115.00000000 USD 2021-07-16 XXXX 7272.00000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -3514723.00000000 NC USD -11841.88000000 -0.00123792233 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 3514723.00000000 OU Notional Amount N/A -11841.88000000 0.00000000 DIR US N/A N/A 2051-09-02 0.00000000 N/A 0.00000000 N/A 3514723.00000000 USD 1.00000000 0.02190000 USD 2021-08-31 XXXX 45413.20000000 N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 62000.00000000 PA USD 61980.78000000 0.006479325239 Long LON CORP US N 2 2028-04-08 None 0.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAG1 219000.00000000 PA USD 219342.36000000 0.022929535402 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.67000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 44000.00000000 PA USD 43780.00000000 0.004576658425 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N WIN Waste Innovations Holdings, Inc. 549300DJBUN7Z75R2S83 38723BAJ0 76000.00000000 PA USD 75810.00000000 0.007924999434 Long LON CORP US N 2 2028-03-24 None 0.00000000 N N N N N N NBK TIER 1 FNC LTD 5493005X9UY5UCTPFR46 62879NAA5 200000.00000000 PA USD 200682.00000000 0.020978825173 Long DBT CORP AE N 2 2026-08-24 Fixed 3.63000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAL9 125000.00000000 PA USD 126946.25000000 0.013270662965 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 48.00000000 NS USD 11016.96000000 0.001151687135 Long EC CORP US N 1 N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 300.00000000 NS 13793.60000000 0.001441950563 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 21.00000000 NC USD 21.00000000 0.000002195290 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 212.00000000 USD 2021-06-30 XXXX -2389.48000000 N N N Obic Co Ltd N/A 000000000 100.00000000 NS 18641.70000000 0.001948759556 Long EC CORP JP N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 29338.00000000 NS USD 5502048.52000000 0.575171236078 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 47536.00000000 NS USD 7393749.44000000 0.772925209438 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 3629.00000000 NS USD 12484340.64000000 1.305083663191 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 23.00000000 NC USD 5980.00000000 0.000625135161 N/A DE CH N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased TE Connectivity Ltd TE Connectivity Ltd 100.00000000 145.00000000 USD 2021-10-15 XXXX -5063.08000000 N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 000000000 16000.00000000 NS 159171.70000000 0.016639435858 Long EC CORP CN N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95003CBU3 1003663.19000000 PA USD 119622.90000000 0.012505097148 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.69000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 904.00000000 NS 142222.10000000 0.014867564463 Long EC CORP FR N 1 N N N GMO Payment Gateway Inc 353800Q6U21E2PM83F86 000000000 2600.00000000 NS 338647.10000000 0.035401372851 Long EC CORP JP N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 808365.00000000 OU Notional Amount USD -49651.86000000 -0.00519048888 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-14 13.40000000 USD 0.00000000 USD 808365.00000000 USD -49665.26000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDL1 596000.00000000 PA USD 603450.00000000 0.063083246385 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 3957.00000000 NS USD 119461.83000000 0.012488259268 Long EC CORP US N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 23884.00000000 NS 957797.82000000 0.100125935647 Long EC CORP DE N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1495.00000000 NC -400.34000000 -0.00004185060 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written adidas AG adidas AG 1.00000000 270.00000000 EUR 2021-07-16 XXXX 7825.71000000 N N N Nelnet Student Loan Trust N/A 64034QAB4 800000.00000000 PA USD 799848.65000000 0.083614300205 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.42000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 49208.64000000 OU Notional Amount USD 2844.10000000 0.000297315537 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Mitsui Fudosan Co Ltd Mitsui Fudosan Co Ltd Y equity-performance leg 2121-05-27 0.00000000 USD 0.00000000 USD 49208.64000000 USD 2844.10000000 N N N Telenor ASA 549300IM1QSBY4SLPM26 000000000 3055.00000000 NS 51483.48000000 0.005381962140 Long EC CORP NO N 1 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 17897.00000000 NS 711142.52000000 0.074341169615 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24581627.00000000 OU Notional Amount -42428.47000000 -0.00443537265 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-03-01 97.28000000 MXN 0.00000000 MXN 24581627.00000000 MXN -42433.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 11.00000000 NC USD 847.00000000 0.000088543391 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 -1504.49000000 N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 31000.00000000 PA USD 33790.00000000 0.003532327277 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -16982.20000000 -0.00177527932 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 17514000.00000000 CNY 2683808.88000000 USD 2021-08-05 -16982.20000000 N N N Meituan 21380033K525E5JLIA77 000000000 4200.00000000 NS 173316.33000000 0.018118082273 Long EC CORP KY N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WBE2 83505.00000000 PA USD 87836.65000000 0.009182237192 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 5.35000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 30.00000000 NC USD 1890.00000000 0.000197576163 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 -1431.73000000 N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 000000000 2000.00000000 NS 10612.68000000 0.001109424653 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 61.00000000 NC USD 7442.00000000 0.000777969209 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 -721.33000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2039352.00000000 OU Notional Amount USD 61030.75000000 0.006380011333 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-25 62.75000000 USD 0.00000000 USD 2039352.00000000 USD 60968.00000000 N N N Polski Koncern Naftowy ORLEN SA 259400VVMM70CQREJT74 000000000 1351.00000000 NS 27204.24000000 0.002843867386 Long EC CORP PL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 74.00000000 NC USD 8880.00000000 0.000928294353 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 41.00000000 USD 2021-08-20 XXXX 1037.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1437202.00000000 OU Notional Amount USD -234446.41000000 -0.02450847733 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-21 36.26000000 USD 0.00000000 USD 1437202.00000000 USD -234482.67000000 N N N Coinbase Global Inc 5493004G3J2SC154DU06 19260Q107 4415.00000000 NS USD 1118319.50000000 0.116906495245 Long EC CORP US N 1 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AN1 45000.00000000 PA USD 47081.25000000 0.004921763350 Long DBT CORP US N 2 2024-10-15 Fixed 4.35000000 N N N N N N Liberty Media Corp-Liberty SiriusXM N/A 531229409 33642.00000000 NS USD 1567044.36000000 0.163815138716 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 989611.00000000 OU Notional Amount USD -5101.99000000 -0.00053335005 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Markit iBoxx USD Liquid Leveraged Loans Total Return Index IBXXLLTR Index Y equity-performance leg 2021-09-20 0.00000000 USD 0.00000000 USD 989611.00000000 USD -5101.99000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -47409.29000000 -0.00495605588 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2477297.12000000 USD 269882000.00000000 JPY 2021-07-29 -47409.29000000 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 94.00000000 NS USD 59365.70000000 0.006205950915 Long EC CORP US N 1 N N N LEGENDS HOSPITALITY HOLD N/A 52473NAA6 17000.00000000 PA USD 17722.50000000 0.001852668545 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 75605VAD4 241000.00000000 PA USD 240156.50000000 0.025105396736 Long LON CORP US N 2 2028-04-24 None 0.00000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563402 26512.00000000 NS USD 4241124.64000000 0.443357213715 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 8365.00000000 NS USD 673382.50000000 0.070393825767 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 63849.00000000 NS USD 4266390.18000000 0.445998413955 Long EC CORP US N 1 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 2218.00000000 NS 36576.81000000 0.003823653852 Long EC CORP ZA N 1 N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 220365.38000000 PA USD 231022.49000000 0.024150548773 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N Triton Water Holdings, Inc N/A 89678QAB2 215000.00000000 PA USD 214701.15000000 0.022444354204 Long LON CORP US N 2 2028-03-31 None 0.00000000 N N N N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 4750.00000000 NS USD 444932.50000000 0.046512199059 Long EC CORP US N 1 N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2A0 200000.00000000 PA USD 207400.00000000 0.021681109123 Long DBT CORP IN N 2 2022-10-31 Fixed 6.13000000 N N N N N N Brookfield Asset Management Inc C6J3FGIWG6MBDGTE8F80 112585104 1900.00000000 NS 96931.27000000 0.010132967417 Long EC CORP CA N 1 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 000000000 1000.00000000 NS 13333.33000000 0.001393835017 Long EC CORP TW N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 68082.14000000 OU Notional Amount USD -1626.30000000 -0.00017000958 N/A DE CH N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Chocoladefabriken Lindt & Spru Chocoladefabriken Lindt & Spru Y equity-performance leg 2120-11-26 0.00000000 USD 0.00000000 USD 68082.14000000 USD -1626.30000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -16469.00000000 NC USD -4046.53000000 -0.00042301474 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written SPDR Gold Shares SPDR Gold Shares 1.00000000 157.00000000 USD 2021-07-16 XXXX 7811.15000000 N N N Daimler AG 529900R27DL06UVNT076 000000000 55632.00000000 NS 4967213.53000000 0.519260841763 Long EC CORP DE N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 863978.00000000 OU Notional Amount USD 62208.14000000 0.006503092920 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-12-11 21.90000000 USD 0.00000000 USD 863978.00000000 USD 62186.24000000 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 44691.00000000 NS USD 6913250.79000000 0.722695008550 Long EC CORP US N 1 N N N CORE 2019-CORE MORTGAGE TRUST N/A 21871FAQ1 61600.00000000 PA USD 60984.10000000 0.006375134652 Long ABS-MBS CORP US N 2 2031-12-15 Floating 2.42000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1444.83000000 -0.00015103913 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 29958000.00000000 HKD 3857326.06000000 USD 2021-08-12 -1444.83000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 39.00000000 NC USD 29835.00000000 0.003118880861 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 10530.00000000 N N N Atlassian Corp PLC 549300AGBII4MWBVJY22 000000000 2387.00000000 NS USD 613124.82000000 0.064094629356 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6983451.00000000 OU Notional Amount USD -4554.68000000 -0.00047613555 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-28 31.08000000 USD 0.00000000 USD 6983451.00000000 USD -4585.76000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 34688.09000000 OU Notional Amount USD 779.59000000 0.000081496508 N/A DE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 HSBC Holdings PLC HSBC Holdings PLC Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 34688.09000000 USD 779.59000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -45.00000000 NC USD -1935.00000000 -0.00020228035 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Western Digital Corp Western Digital Corp 100.00000000 100.00000000 USD 2021-08-20 XXXX -152.30000000 N N N CIFC Funding Ltd N/A 12547DAA4 101242.00000000 PA USD 101451.37000000 0.010605488060 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 221.00000000 NC USD 48620.00000000 0.005082620663 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 18228.42000000 N N N SimilarWeb Ltd 254900GWO7PNBAYCPJ12 000000000 6707.00000000 NS USD 132127.90000000 0.013812340492 Long EC CORP IL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -31.00000000 NC USD -1116.00000000 -0.00011666402 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 891.70000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 94.00000000 NC USD 5358.00000000 0.000560112741 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased DR Horton Inc DR Horton Inc 100.00000000 95.00000000 USD 2021-07-16 XXXX -22285.27000000 N N N McAfee, LLC 549300713UKUTLV9T378 57906PAG4 101710.49000000 PA USD 101685.06000000 0.010629917464 Long LON CORP US N 2 2024-09-30 None 0.00000000 N N N N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 000000000 462.00000000 NS 28433.35000000 0.002972355660 Long EC CORP CA N 1 N N N The Enterprise Development Authority N/A 000000000 503625.00000000 PA USD 504884.06000000 0.052779394403 Long LON CORP US N 2 2028-02-18 None 0.00000000 N N N N N N Kirin Holdings Co Ltd 353800GBVL72LLMTYM96 000000000 4500.00000000 NS 87735.72000000 0.009171686206 Long EC CORP JP N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 579.00000000 NS USD 85796.22000000 0.008968935429 Long EC CORP IE N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 739.00000000 NS USD 50887.54000000 0.005319663971 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 3.00000000 NC USD 21600.00000000 0.002258013293 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com Inc Amazon.com Inc 100.00000000 3600.00000000 USD 2021-08-20 XXXX -11090.95000000 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 400.00000000 NS 10902.38000000 0.001139709211 Long EC CORP JP N 1 N N N LG Chem Ltd 988400IES4EIG7O06940 000000000 2234.00000000 NS 1686187.45000000 0.176270077654 Long EC CORP KR N 1 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 127.00000000 NC USD 17.48000000 0.000001827318 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Put Purchased iShares National Muni Bond ETF iShares National Muni Bond ETF 1.00000000 113.00000000 USD 2021-08-20 XXXX -185.72000000 N N N BENCHMARK Mortgage Trust N/A 08163DAG2 1029414.17000000 PA USD 90648.77000000 0.009476209615 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.23000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAQ0 13000.00000000 PA USD 13594.75000000 0.001421163250 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 2045.00000000 NS 23073.49000000 0.002412048478 Long EC CORP SE N 1 N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 437400000.00000000 PA 3671215.00000000 0.383780197827 Long DBT NUSS JP N 2 2049-09-20 Fixed 0.40000000 N N N N N N Haidilao International Holding Ltd 3003009Q8GV4VNKZWI24 000000000 27000.00000000 NS 142227.89000000 0.014868169736 Long EC CORP KY N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 17000.00000000 PA USD 17453.90000000 0.001824589732 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -87366.49000000 -0.00913308776 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 24640000.00000000 CNY 3719788.79000000 USD 2021-07-08 -87366.49000000 N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 000000000 106000.00000000 NS 83415.12000000 0.008720020825 Long EC CORP CN N 1 N N N DT MIDSTREAM INC N/A 23345NAB1 255000.00000000 PA USD 255226.95000000 0.026680826201 Long LON CORP US N 2 2028-05-25 None 0.00000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 000000000 692.00000000 NS 14313.39000000 0.001496288189 Long EC CORP CA N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 108911.00000000 NS USD 6632679.90000000 0.693364786357 Long EC CORP US N 1 N N N Upstart Pass Through Trust N/A 91534HAA4 100000.00000000 PA USD 99961.76000000 0.010449767727 Long ABS-O CORP US N 2 2027-07-20 Fixed 2.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -897.00000000 NC -6828.55000000 -0.00071384058 N/A DE US 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 4052.06000000 N N N Cedar Funding Ltd 549300PQ60B57EBTK013 15032DAR2 100000.00000000 PA USD 100090.20000000 0.010463194543 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.24000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12110094.00000000 OU Notional Amount USD -22182.54000000 -0.00231891065 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 107.50000000 USD 0.00000000 USD 12110094.00000000 USD -22290.04000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -39.00000000 NC USD -351.00000000 -0.00003669271 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 5850.00000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 47114.89000000 OU Notional Amount USD -952.40000000 -0.00009956166 N/A DE CH N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Schindler Holding AG Schindler Holding AG Y equity-performance leg 2120-11-12 0.00000000 USD 0.00000000 USD 47114.89000000 USD -952.40000000 N N N 2021-07-20 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP