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 2021-12-31 N 1563456169.46 633535491.16 929920678.30 0.00000000 7619751.35000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1138779.12000000 0.00000000 0.00000000 10768055.99000000 AUD EUR JPY MXN USD N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -488.00000000 NC USD -4880.00000000 -0.00052477594 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 42.00000000 USD 2022-02-18 XXXX 8228.97000000 N N N HCL Technologies Ltd 549300C1F8OLYSOQYB65 000000000 6017.00000000 NS 107242.11000000 0.011532393300 Long EC CORP IN N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 92.00000000 NS USD 19025.60000000 0.002045937943 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72R5 1725929.21000000 PA USD 132657.68000000 0.014265483400 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.04000000 N N N N N N FRESH MARKET INC 529900QM5ZSBEBR6CS58 35804HAA4 124000.00000000 PA USD 126480.00000000 0.013601160072 Long DBT CORP US N 2 2023-05-01 Fixed 9.75000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 772.00000000 NS USD 85035.80000000 0.009144414355 Long EC CORP US N 1 N N N On Holding AG N/A 000000000 1776.00000000 NS USD 68695.68000000 0.007387262333 Long EC CORP CH N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 388000.00000000 PA USD 405460.00000000 0.043601568333 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 127149.68000000 OU Notional Amount USD -13854.82000000 -0.00148989266 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 127149.68000000 USD -13854.82000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 77820.85000000 OU Notional Amount USD -3580.76000000 -0.00038506079 N/A DE PL N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CD Projekt SA CD Projekt SA Y equity-performance leg 2121-10-07 0.00000000 USD 0.00000000 USD 77820.85000000 USD -3580.76000000 N N N Dongfeng Motor Group Co Ltd 3003002JNYOYPX54GE50 000000000 52000.00000000 NS 44278.94000000 0.004761582469 Long EC CORP CN N 1 N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 54000.00000000 PA USD 55379.97000000 0.005955343427 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N NYSE Euronext - Euronext Amsterdam N/A 000000000 -370.00000000 NC -7582.41000000 -0.00081538244 N/A DE GB N 1 NYSE Euronext - Euronext Amsterdam N/A Put Written Royal Dutch Shell PLC Royal Dutch Shell PLC 100.00000000 19.00000000 EUR 2022-01-21 XXXX 8881.16000000 N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 50000.00000000 PA USD 49796.90000000 0.005354962112 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13999255.00000000 OU Notional Amount USD 329252.82000000 0.035406548932 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-27 114.58000000 USD 0.00000000 USD 13999255.00000000 USD 329138.24000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 327000.00000000 PA USD 335142.30000000 0.036039880370 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.88000000 N N N N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 000000000 12500.00000000 NS 90122.00000000 0.009691364231 Long EC CORP CN N 1 N N N DP WORLD SALAAM 549300SUYBT9X88E9435 000000000 200000.00000000 PA USD 216159.20000000 0.023244907339 Long DBT CORP KY N 2 2025-10-01 Fixed 6.00000000 N N N N N N Banco do Brasil SA QE0Q0253K88YAGNPE356 000000000 2280.00000000 NS 11801.15000000 0.001269049100 Long EC CORP BR N 2 N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 78113.91000000 PA USD 78029.55000000 0.008390989879 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 8000.00000000 PA USD 8050.00000000 0.000865665232 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 81.00000000 NC USD 3159.00000000 0.000339706393 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Dick's Sporting Goods Inc Dick's Sporting Goods Inc 100.00000000 140.00000000 USD 2022-01-21 XXXX -46572.60000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 57.00000000 NC USD 10374.00000000 0.001115579021 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Exxon Mobil Corp Exxon Mobil Corp 100.00000000 62.50000000 USD 2022-01-21 XXXX -2315.79000000 N N N Access Group Inc 635400C9RW3TYNTIJP57 00432CDJ7 91420.37000000 PA USD 89873.63000000 0.009664655502 Long ABS-O CORP US N 2 2036-05-25 Floating 0.48000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 172710.00000000 NS USD 3768532.20000000 0.405253081035 Long EC CORP US N 1 N N N LSF11 A5 Holdco LLC 254900FPK7P5WNA66Y10 50216YAB6 248000.00000000 PA USD 247742.08000000 0.026641205619 Long LON CORP US N 2 2028-10-15 Floating 4.25000000 N N N N N N NetEase Inc 5299004AF4DSJDB0PA32 64110W102 1510.00000000 NS USD 151966.40000000 0.016341866951 Long EC CORP KY N 1 N N N Elekta AB 54930044O54BK617EP80 000000000 2250.00000000 NS 29026.74000000 0.003121421071 Long EC CORP SE N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -4467.00000000 NC -23932.82000000 -0.00257364101 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written EssilorLuxottica SA EssilorLuxottica SA 1.00000000 160.00000000 EUR 2022-06-17 XXXX -1503.70000000 N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864107 84.00000000 NS USD 30417.24000000 0.003270949954 Long EC CORP US N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 540.00000000 NS USD 346788.00000000 0.037292212991 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36265AAL5 449000.00000000 PA USD 447697.68000000 0.048143641758 Long ABS-MBS CORP US N 2 2036-11-15 Floating 3.04000000 N N N N N N Victoria's Secret & Co 5493006T3O70U3UWVF17 926400102 3495.00000000 NS USD 196209.30000000 0.021099573821 Long EC CORP US N 1 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 5838.00000000 NS 4874951.22000000 0.524233016187 Long EC CORP FR N 1 N N N Nelnet Student Loan Trust N/A 64034QAC2 810000.00000000 PA USD 799867.31000000 0.086014574002 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N Kingfisher PLC 213800KBMEV7I92FY281 000000000 13630.00000000 NS 63066.83000000 0.006781958017 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5050000.00000000 OU Notional Amount USD -53137.67000000 -0.00571421533 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-18 44.44000000 USD 0.00000000 USD 5050000.00000000 USD -53182.11000000 N N N MIP V Waste Holdings, LLC N/A 000000000 113000.00000000 PA USD 112647.44000000 0.012113661157 Long LON CORP US N 2 2028-10-27 None 0.00000000 N N N N N N Mazda Motor Corp 52990044YZJLICDQKK92 000000000 17800.00000000 NS 137180.65000000 0.014751865745 Long EC CORP JP N 2 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 7510.00000000 NS USD 1777391.70000000 0.191133689300 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -111.00000000 NC USD -1443.00000000 -0.00015517452 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Boston Scientific Corp Boston Scientific Corp 100.00000000 38.00000000 USD 2022-01-21 XXXX 4637.39000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 138.00000000 NC 17753.76000000 0.001909169288 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Call Purchased Societe Generale SA Societe Generale SA 100.00000000 30.00000000 EUR 2022-01-21 XXXX 707.30000000 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 27776.00000000 NS USD 7095656.96000000 0.763038947899 Long EC CORP US N 1 N N N Penn National Gaming Inc N/A 707569109 6499.00000000 NS USD 329109.36000000 0.035391121810 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 154.00000000 NS USD 97246.38000000 0.010457491941 Long EC CORP US N 1 N N N Dynatrace Inc N/A 268150109 10157.00000000 NS USD 602310.10000000 0.064770051258 Long EC CORP US N 1 N N N Citigroup Capital XIII N/A 173080201 24284.00000000 NS USD 675095.20000000 0.072597073680 Long EP CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 176856.14000000 OU Notional Amount USD -8898.19000000 -0.00095687623 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Snap Inc Snap Inc Y equity-performance leg 2022-03-16 0.00000000 USD 0.00000000 USD 176856.14000000 USD -8898.19000000 N N N Sonos Inc 549300WEPU6075I77M08 83570H108 27070.00000000 NS USD 813724.20000000 0.087504689269 Long EC CORP US N 1 N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 580.00000000 NS 23625.42000000 0.002540584433 Long EC CORP BE N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 11049648.00000000 OU Notional Amount -57700.10000000 -0.00620484105 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 11049648.00000000 BRL -57700.10000000 N N N Hargreaves Lansdown PLC 2138008ZCE93ZDSESG90 000000000 1067.00000000 NS 19654.75000000 0.002113594251 Long EC CORP GB N 1 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 151.00000000 NS USD 88168.90000000 0.009481335565 Long EC CORP US N 1 N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAH9 421000.00000000 PA USD 419122.34000000 0.045070762461 Long LON CORP US N 2 2028-10-27 Floating 2.88000000 N N N N N N Progress Residential Trust N/A 74333VAN4 100000.00000000 PA USD 98831.32000000 0.010627930134 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 26715.00000000 0.002872825674 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N iShares Biotechnology ETF 549300S7IVD88MPK0066 464287556 781.00000000 NS USD 119000.97000000 0.012796894700 Long EC RF US N 1 N N N TAP ROCK RESOURCES LLC 549300Y3SDS1HPFQ6H17 87602LAA0 359000.00000000 PA USD 373340.26000000 0.040147538248 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 30727.00000000 NS USD 6560214.50000000 0.705459578766 Long EC CORP US N 1 N N N SK Innovation Co Ltd 988400PXP70BWVSJVF07 000000000 233.00000000 NS 48598.69000000 0.005226111337 Long EC CORP KR N 2 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 4100.00000000 NS 125610.32000000 0.013507638117 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4811429.00000000 OU Notional Amount USD -13758.23000000 -0.00147950576 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-07-02 42.52000000 USD 0.00000000 USD 4811429.00000000 USD -13800.75000000 N N N SoftBank Corp 353800M1YCTS9JRBJ535 000000000 10500.00000000 NS 132901.50000000 0.014291702841 Long EC CORP JP N 2 N N N Accenture PLC N/A 000000000 97.00000000 NS USD 39499.37000000 0.004247606373 Long EC CORP IE N 1 N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 000000000 25164.00000000 NS 2358516.46000000 0.253625552698 Long EC CORP CN N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 1032.00000000 NS USD 93973.92000000 0.010105584507 Long EC US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20296160.00000000 OU Notional Amount -40843.05000000 -0.00439210041 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-12 171.46000000 MXN 0.00000000 MXN 20296160.00000000 MXN -40851.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -14446.00000000 NC USD -51429.54000000 -0.00553052977 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Pioneer Natural Resources Co Pioneer Natural Resources Co 1.00000000 155.00000000 USD 2022-04-14 XXXX 45710.56000000 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 508.00000000 NS USD 72984.36000000 0.007848450056 Long EC CORP US N 1 N N N Tory Burch LLC 549300GGL74W33KY2650 89148GAF7 239278.30000000 PA USD 238680.10000000 0.025666716051 Long LON CORP US N 2 2028-04-16 Floating 3.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HU7 572678.00000000 PA USD 215326.93000000 0.023155408307 Long DBT NUSS AR N 2 2038-01-09 Variable 2.00000000 N N N N N N TeamViewer AG 3912000FZ0R0KEK9JS42 000000000 1204.00000000 NS 17333.16000000 0.001863939624 Long EC CORP DE N 2 N N N AAC Technologies Holdings Inc 549300SKEDE1VKS0A552 000000000 25500.00000000 NS 100774.32000000 0.010836872687 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -97.00000000 NC USD -15326.00000000 -0.00164809755 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alcoa Corp Alcoa Corp 100.00000000 65.00000000 USD 2022-01-21 XXXX 1239.44000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27742000.00000000 OU Notional Amount USD 914247.87000000 0.098314608044 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-26 226.91000000 USD 0.00000000 USD 27742000.00000000 USD 914020.96000000 N N N COMM Mortgage Trust N/A 12631DBG7 70358.00000000 PA USD 72711.95000000 0.007819156159 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.78000000 N N N N N N Etablissements Franz Colruyt NV 5493000O0NZ1BCXO8K39 000000000 3216.00000000 NS 137709.82000000 0.014808770598 Long EC CORP BE N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 24358.00000000 NS USD 1489978.86000000 0.160226446703 Long EC CORP US N 1 N N N SMARTRENT INC N/A 83193G107 35563.00000000 NS USD 340693.54000000 0.036636838813 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 77.00000000 NC USD 577.50000000 0.000062102071 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco Senior Loan ETF Invesco Senior Loan ETF 100.00000000 20.00000000 USD 2022-04-14 XXXX -474.55000000 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 12598.00000000 NS USD 830586.14000000 0.089317955754 Long EC CORP US N 1 N N N Twitter Inc 549300I8RX485XMK6836 90184L102 1144.00000000 NS USD 48803.04000000 0.005248086330 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 10179.49000000 OU Notional Amount USD -17.65000000 -0.00000189801 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Smoore International Holdings Ltd Smoore International Holdings Ltd Y equity-performance leg 2121-12-09 0.00000000 USD 0.00000000 USD 10179.49000000 USD -17.65000000 N N N BX Trust N/A 05608MAA4 100708.00000000 PA USD 102224.99000000 0.010992872014 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 -22329.83000000 -0.00240126179 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 -22329.83000000 0.00000000 DIR US N/A N/A 2024-03-20 0.00000000 N/A 0.00000000 N/A 49025906.00000000 USD 1.00000000 0.60000000 USD 2023-03-16 XXXX 70819.39000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 202000.00000000 PA USD 181042.50000000 0.019468596002 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC N/A -32818.51000000 -0.00352917305 N/A DFE NO N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1322028.24000000 CHF 12514137.00000000 NOK 2022-02-17 -32818.51000000 N N N MS&AD Insurance Group Holdings Inc 529900CXROT5S2HMMP26 000000000 2700.00000000 NS 83336.10000000 0.008961635324 Long EC CORP JP N 2 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 2727.00000000 NS USD 474252.57000000 0.050999249835 Long EC CORP US N 1 N N N JAWBONE HEALTH HUB INC N/A 000000000 32637.00000000 NS USD 0.33000000 0.000000035486 Long EC CORP US Y 3 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -14446.00000000 NC USD -23343.80000000 -0.00251030013 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Pioneer Natural Resources Co Pioneer Natural Resources Co 1.00000000 240.00000000 USD 2022-04-14 XXXX 30948.94000000 N N N iShares MSCI Emerging Markets ETF 549300BPYHDEDI59G670 464287234 1999.00000000 NS USD 98350.80000000 0.010576256910 Long EC RF US N 1 N N N APCOA PARKING HOLDINGS G 529900H8FIYAOV5FUW68 000000000 327000.00000000 PA 374329.52000000 0.040253919364 Long DBT CORP DE N 2 2027-01-15 Floating 5.00000000 N N N N N N Alphawave IP Group PLC 213800ZXTO21EU4VMH37 000000000 93371.00000000 NS 252511.86000000 0.027154128937 Long EC CORP GB N 1 N N N GS Mortgage Securities Trust N/A 36258RBE2 170624.00000000 PA USD 172494.70000000 0.018549399322 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 189450.00000000 0.020372705373 Long DBT CORP US N 2 2026-02-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AA8 146000.00000000 PA USD 146815.61000000 0.015787971321 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.26000000 N N N N N N Medical Solutions L.L.C. 549300JH2XHZ7TIKYR39 000000000 68000.00000000 PA USD 67093.56000000 0.007214976671 Long LON CORP US N 2 2029-11-01 Floating 7.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAL5 145000.00000000 PA USD 139905.22000000 0.015044855251 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 53.00000000 NC USD 212.00000000 0.000022797643 N/A DE KY N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alibaba Group Holding Ltd Alibaba Group Holding Ltd 100.00000000 190.00000000 USD 2022-01-21 XXXX -48135.78000000 N N N BX Trust N/A 12434FAL1 461454.00000000 PA USD 461453.54000000 0.049622892658 Long ABS-MBS CORP US N 2 2028-12-15 Floating 2.92000000 N N N N N N Khosla Ventures Acquisition Co N/A 482504107 28257.00000000 NS USD 274940.61000000 0.029566028201 Long EC CORP US N 1 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 69.00000000 NS USD 30509.73000000 0.003280895963 Long EC CORP US N 1 N N N Singapore Press Holdings Ltd 254900KNRZSJOJRKPW61 000000000 5000.00000000 NS 8674.39000000 0.000932809668 Long EC CORP SG N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -102.00000000 NC USD -1020.00000000 -0.00010968677 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Devon Energy Corp Devon Energy Corp 100.00000000 55.00000000 USD 2022-01-21 XXXX 2634.39000000 N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 5300.00000000 NS 172646.77000000 0.018565752330 Long EC CORP JP N 2 N N N STEM INC 549300GVWIYFILN5V546 85859NAA0 26000.00000000 PA USD 24973.00000000 0.002685497869 Long DBT CORP US N 2 2028-12-01 Fixed 0.50000000 N N N N Y Stem Inc USD XXXX N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 25.00000000 NC 170.77000000 0.000018363931 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Purchased Daimler AG Daimler AG 100.00000000 95.00000000 EUR 2022-01-21 XXXX -5776.69000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -860.00000000 NC USD -12900.00000000 -0.00138721509 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 48.00000000 USD 2022-02-18 XXXX 9211.03000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6383244.00000000 OU Notional Amount USD 97829.85000000 0.010520236003 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-13 23.53000000 USD 0.00000000 USD 6383244.00000000 USD 97806.32000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -1242.00000000 NC -4202.77000000 -0.00045194930 N/A DE GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Put Written Lloyds Banking Group PLC Lloyds Banking Group PLC 1000.00000000 0.44000000 GBP 2022-01-21 XXXX 10306.79000000 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 489.00000000 NS USD 67447.77000000 0.007253067016 Long EC CORP US N 1 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 17.00000000 NS USD 10124.86000000 0.001088787488 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 3948.00000000 0.000424552340 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 -40459.57000000 N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 70000.00000000 PA USD 70315.00000000 0.007561397616 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -19110118.00000000 OU Notional Amount -21.76000000 -0.00000233998 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -21.76000000 0.00000000 DFE US -19110118.00000000 EUR -21212230.98000000 USD 2022-01-06 1.00000000 1.11000000 EUR 2022-01-06 XXXX 58699.65000000 N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 000000000 714.00000000 NS 31655.28000000 0.003404083890 Long EC CORP FR N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 22022.87000000 OU Notional Amount USD 204.83000000 0.000022026609 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Xiaomi Corp Xiaomi Corp Y equity-performance leg 2121-07-29 0.00000000 USD 0.00000000 USD 22022.87000000 USD 204.83000000 N N N Volvo AB 549300HGV012CNC8JD22 000000000 141175.00000000 NS 3339354.62000000 0.359101017745 Long EC CORP SE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 1751800.00000000 PA USD 1660377.94000000 0.178550491320 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13245.76000000 -0.00142439675 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1868959.27000000 USD 213429000.00000000 JPY 2022-01-20 -13245.76000000 N N N LOOKOUT INC N/A 000000000 93593.00000000 NS USD 1031394.86000000 0.110912133052 Long EP CORP US Y 3 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 22000.00000000 PA USD 22910.14000000 0.002463666045 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 3382.00000000 NS USD 622761.48000000 0.066969311956 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 4.00000000 NC USD 7340.00000000 0.000789314634 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet Inc Alphabet Inc 100.00000000 3200.00000000 USD 2022-02-18 XXXX -28898.10000000 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 360.00000000 NS USD 80110.80000000 0.008614799290 Long EC CORP US N 1 N N N Redstone Holdco 2 LP N/A 75774EAG0 448000.00000000 PA USD 426272.00000000 0.045839608683 Long LON CORP US N 2 2028-04-27 Floating 5.50000000 N N N N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307305 85.00000000 NS USD 13725.80000000 0.001476018365 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -12960.00000000 -0.00139366725 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology Inc Micron Technology Inc 100.00000000 92.50000000 USD 2022-01-21 XXXX -2917.51000000 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 144.00000000 NS USD 11282.40000000 0.001213264772 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 139.00000000 NS USD 9169.83000000 0.000986087331 Long EC CORP US N 1 N N N Kweichow Moutai Co Ltd N/A 000000000 1000.00000000 NS 322168.13000000 0.034644689328 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -2280.00000000 -0.00024518220 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Generac Holdings Inc Generac Holdings Inc 100.00000000 300.00000000 USD 2022-02-18 XXXX 668.31000000 N N N Okta Inc 549300N8J06I8MRHU620 679295105 2939.00000000 NS USD 654397.74000000 0.070371350510 Long EC CORP US N 1 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 100000.00000000 PA USD 101659.00000000 0.010932007683 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 308000.00000000 PA USD 340725.00000000 0.036640221897 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 10800.00000000 NS 105767.58000000 0.011373828162 Long EC CORP JP N 2 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 44148.00000000 NS USD 7573147.92000000 0.814386441416 Long EC CORP US N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 200000.00000000 PA USD 203502.00000000 0.021883802000 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 2072.00000000 0.000222814703 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Autodesk Inc Autodesk Inc 100.00000000 310.00000000 USD 2022-01-21 XXXX -20530.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2781.12000000 0.000299070669 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 22281029.00000000 SEK 2469750.72000000 USD 2022-03-03 2781.12000000 N N N Jafron Biomedical Co Ltd N/A 000000000 6100.00000000 NS 51177.54000000 0.005503430689 Long EC CORP CN N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29410228.00000000 OU Notional Amount USD -655621.04000000 -0.07050289936 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 233.50000000 USD 0.00000000 USD 29410228.00000000 USD -655854.54000000 N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 9000.00000000 PA USD 9472.50000000 0.001018635268 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 18211.00000000 NS USD 4891110.38000000 0.525970708484 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 30591.24000000 OU Notional Amount USD 1750.64000000 0.000188256917 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 30591.24000000 USD 1750.64000000 N N N Tingyi Cayman Islands Holding Corp 5299009MPI9B60VN4P25 000000000 26000.00000000 NS 52761.34000000 0.005673746291 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -54.00000000 NC USD -17874.00000000 -0.00192209942 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology Inc Micron Technology Inc 100.00000000 100.00000000 USD 2022-02-18 XXXX -11081.06000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 174000.00000000 PA USD 176172.09000000 0.018944851330 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -166.00000000 NC USD -23572.00000000 -0.00253483985 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written General Motors Co General Motors Co 100.00000000 80.00000000 USD 2022-06-17 XXXX -7739.71000000 N N N Babilou Group N/A 000000000 1018000.00000000 PA 1158702.86000000 0.124602332977 Long LON CORP FR N 2 2027-11-30 Floating 4.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -1440.00000000 -0.00015485191 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written MongoDB Inc MongoDB Inc 100.00000000 680.00000000 USD 2022-01-21 XXXX 9742.17000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12110094.00000000 OU Notional Amount USD 386082.03000000 0.041517737911 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 96.14000000 USD 0.00000000 USD 12110094.00000000 USD 385985.89000000 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 457.00000000 NS USD 35093.03000000 0.003773765958 Long EC CORP US N 1 N N N Huazhu Group Ltd 549300Y5ML31FVN83730 44332N106 8146.00000000 NS USD 304741.86000000 0.032770737022 Long EC CORP KY N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 226000.00000000 PA USD 255685.36000000 0.027495394603 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 85576.38000000 OU Notional Amount USD -404.89000000 -0.00004354027 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 IDP Education Ltd IDP Education Ltd Y equity-performance leg 2121-10-14 0.00000000 USD 0.00000000 USD 85576.38000000 USD -404.89000000 N N N Heineken Holding NV 724500M1WJLFM9TYBS04 000000000 142.00000000 NS 13465.09000000 0.001447982641 Long EC CORP NL N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 22772.00000000 NS USD 11437920.16000000 1.229988796561 Long EC CORP US N 1 N N N Aisin Corp 3538004IOK08PDY6I723 000000000 1500.00000000 NS 57547.39000000 0.006188419221 Long EC CORP JP N 2 N N N Ricoh Co Ltd 549300HFIB2GRUMDID72 000000000 5300.00000000 NS 49522.03000000 0.005325403677 Long EC CORP JP N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7016556.00000000 NC USD 88213.90000000 0.009486174687 N/A DIR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 7016556.00000000 OU Notional Amount N/A 88213.90000000 0.01000000 DIR US N/A N/A 2052-04-18 0.00000000 N/A 0.00000000 N/A 7016556.00000000 USD 1.00000000 1.50000000 USD 2022-04-14 XXXX -44188.54000000 N N N Navient Student Loan Trust N/A 63942CAB8 110000.00000000 PA USD 110088.57000000 0.011838490375 Long ABS-O CORP US N 2 2060-04-15 Fixed 2.61000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 41835.00000000 NS 191751.43000000 0.020620192073 Long EC CORP GB N 1 N N N KIRK BEAUTY SUN GMBH 9845005056B369360745 000000000 307744.00000000 PA 334605.54000000 0.035982159318 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N Y N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -984.00000000 NC USD -1968.00000000 -0.00021163095 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 80.00000000 USD 2022-01-21 XXXX 16510.09000000 N N N China Tower Corp Ltd 300300T6BNNP0L7O7H91 000000000 126000.00000000 NS 13749.59000000 0.001478576648 Long EC CORP CN N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 89071.34000000 OU Notional Amount USD -236.51000000 -0.00002543335 N/A DE DE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Commerzbank AG Commerzbank AG Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 89071.34000000 USD -236.51000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 19331.04000000 OU Notional Amount USD -246.37000000 -0.00002649365 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 19331.04000000 USD -246.37000000 N N N Frontier Communications Corp. N/A 35906EAQ3 303086.56000000 PA USD 302480.39000000 0.032527547462 Long LON CORP US N 2 2028-05-01 Floating 4.50000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 7313.00000000 NS 5875612.39000000 0.631840169501 Long EC CORP NL N 1 N N N Angelalign Technology Inc N/A 000000000 3400.00000000 NS 110909.07000000 0.011926723707 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -63.00000000 NC USD -1134.00000000 -0.00012194588 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written DR Horton Inc DR Horton Inc 100.00000000 90.00000000 USD 2022-01-21 XXXX 9384.11000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 29458.91000000 OU Notional Amount USD -847.47000000 -0.00009113357 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 American International Group Inc American International Group Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 29458.91000000 USD -847.47000000 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 1001.00000000 NS USD 95825.73000000 0.010304720847 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 140110.29000000 OU Notional Amount USD -5972.13000000 -0.00064221929 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 140110.29000000 USD -5972.13000000 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 1625.00000000 NS USD 537290.00000000 0.057778046293 Long EC CORP US N 1 N N N Medline Borrower, LP N/A 58503UAC7 583000.00000000 PA USD 583064.13000000 0.062700415595 Long LON CORP US N 2 2028-10-23 Floating 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -78.00000000 NC USD -26364.00000000 -0.00283508051 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written salesforce.com Inc salesforce.com Inc 100.00000000 250.00000000 USD 2022-01-21 XXXX 6214.50000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3435049.00000000 OU Notional Amount USD 314158.45000000 0.033783359950 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S37.V1 2I65BRYQ7 Y sell protection 2026-12-20 295328.02000000 USD 0.00000000 USD 3435049.00000000 USD 18830.43000000 N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 78000.00000000 PA USD 81217.50000000 0.008733809441 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -14.00000000 NC USD -3150.00000000 -0.00033873856 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Intuitive Surgical Inc Intuitive Surgical Inc 100.00000000 320.00000000 USD 2022-01-21 XXXX 808.87000000 N N N Kia Corp 988400V8MJK9N7OI5X76 000000000 368.00000000 NS 25585.76000000 0.002751391661 Long EC CORP KR N 2 N N N TPG Pace Beneficial Finance Corp N/A 000000000 2340.00000000 NS USD 1825.20000000 0.000196274805 N/A DE KY N 1 N/A N/A Call Purchased TPG Pace Beneficial Finance Corp TPG Pace Beneficial Finance Corp 11.50000000 11.50000000 USD 2027-10-09 XXXX -14978.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 84.00000000 NC USD 90720.00000000 0.009755670791 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alcoa Corp Alcoa Corp 100.00000000 50.00000000 USD 2022-01-21 XXXX 61975.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 281178.00000000 OU Notional Amount USD -8556.10000000 -0.00092008922 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-28 8.70000000 USD 0.00000000 USD 281178.00000000 USD -8564.80000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 53000.00000000 PA USD 55120.00000000 0.005927387280 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 95898.53000000 0.010312549471 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-25 19.42000000 USD 0.00000000 USD 1236000.00000000 USD 95879.11000000 N N N Inkia Energy Ltd N/A 000000000 200000.00000000 PA USD 205500.00000000 0.022098659035 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 19180.82000000 0.002062629689 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 -29947.18000000 N N N LINK Mobility Group Holding ASA 2549006RH08XJGKC2Y14 000000000 25857.00000000 NS 60215.35000000 0.006475321111 Long EC CORP NO N 2 N N N SMB Private Education Loan Trust N/A 78448YAD3 210000.00000000 PA USD 207377.21000000 0.022300526791 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.31000000 N N N N N N Taiwan Cooperative Financial Holding Co Ltd N/A 000000000 39000.00000000 NS 35843.27000000 0.003854443807 Long EC CORP TW N 2 N N N LOOKOUT INC 5493001FMB46AJ886C96 000000000 8011.00000000 NS USD 88281.22000000 0.009493414014 Long EC CORP US Y 3 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 713.61000000 0.000076738803 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Yen Denominated Nikkei 225 Index Future NHH2 INDEX 2022-03-10 14380414.00000000 JPY 713.61000000 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 673.00000000 NS 25103.24000000 0.002699503364 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34633271.00000000 OU Notional Amount -50310.75000000 -0.00541021951 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-03-03 90.05000000 MXN 0.00000000 MXN 34633271.00000000 MXN -50315.03000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 27858.43000000 OU Notional Amount USD 2503.77000000 0.000269245545 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 27858.43000000 USD 2503.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 790551.00000000 NC USD 18678.76000000 0.002008640138 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 790551.00000000 OU Notional Amount N/A 18678.76000000 0.00000000 DIR US N/A N/A 2052-07-08 0.00000000 N/A 0.00000000 N/A 790551.00000000 USD 1.00000000 0.01550000 USD 2022-07-06 XXXX -2702.21000000 N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 11000.00000000 PA USD 11357.50000000 0.001221340729 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N Natura & Co Holding SA N/A 000000000 6767.00000000 NS 31684.62000000 0.003407238997 Long EC CORP BR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -52.00000000 NC USD -12428.00000000 -0.00133645807 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written salesforce.com Inc salesforce.com Inc 100.00000000 230.00000000 USD 2022-02-18 XXXX 10988.65000000 N N N GLOBALFOUNDRIES Inc 549300BA76VK784VMX48 000000000 33321.00000000 NS USD 2223510.33000000 0.239107526253 Long EC CORP KY N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 46128.00000000 NS USD 3558313.92000000 0.382647036788 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 396.00000000 NS USD 34254.00000000 0.003683539983 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 300.00000000 NC USD 306300.00000000 0.032938293248 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 465.00000000 USD 2021-12-31 XXXX 163265.55000000 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 663.00000000 NS USD 80024.10000000 0.008605475915 Long EC CORP US N 1 N N N Diversey Holdings Ltd N/A 000000000 97295.00000000 NS USD 1327103.80000000 0.142711505504 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 14.00000000 NC USD 504.00000000 0.000054198171 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Zscaler Inc Zscaler Inc 100.00000000 370.00000000 USD 2022-01-21 XXXX -24657.10000000 N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 000000000 31902.00000000 NS 113403.88000000 0.012195005729 Long EP CORP BR N 2 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 12928.00000000 NS USD 701990.40000000 0.075489277352 Long EC CORP NL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -195.00000000 NC USD -22425.00000000 -0.00241149600 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 480.00000000 USD 2022-01-07 XXXX -7672.55000000 N N N Partners Group Holding AG 549300I3IVVWZWDHI788 000000000 187.00000000 NS 309043.24000000 0.033233290452 Long EC CORP CH N 2 N N N NextEra Energy Inc N/A 65339F101 77735.00000000 NS USD 7125190.10000000 0.766214825228 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 16918.00000000 NS USD 2613492.64000000 0.281044684884 Long EC CORP US N 1 N N N USB Capital IX N/A 91731KAA8 153000.00000000 PA USD 147344.23000000 0.015844817029 Long DBT CORP US N 2 2022-01-31 Variable 3.50000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 376.00000000 NS USD 22522.40000000 0.002421970015 Long EC US N 1 N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909108 12977.00000000 NS USD 310539.61000000 0.033394204177 Long EC CORP US N 1 N N N DBWF Mortgage Trust N/A 23307GAG1 100000.00000000 PA USD 99750.11000000 0.010726733185 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.45000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 42816.00000000 NS USD 4506812.16000000 0.484644794461 Long EC CORP US N 1 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 299.00000000 NC 12901.05000000 0.001387328005 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased Invesco EURO STOXX 50 UCITS ETF Invesco EURO STOXX 50 UCITS ETF 1.00000000 4650.00000000 EUR 2022-06-17 XXXX -6035.14000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 173000.00000000 PA USD 173615.98000000 0.018669977348 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Hang Lung Properties Ltd 529900CIVTNMXQT59E61 000000000 44000.00000000 NS 89043.35000000 0.009575370467 Long EC CORP HK N 1 N N N Offerpad Solutions Inc N/A 67623L117 7857.00000000 NS USD 8249.85000000 0.000887156312 N/A DE US N 1 N/A N/A Call Purchased Offerpad Solutions Inc Offerpad Solutions Inc 11.50000000 11.50000000 USD 2026-09-01 XXXX -10719.94000000 N N N HILTON WORLDWIDE FIN LLC N/A 432891AK5 13000.00000000 PA USD 13357.50000000 0.001436412837 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 80560.00000000 0.008663104486 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 183779.39000000 0.019762910352 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.58000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 48723.84000000 OU Notional Amount USD 276.84000000 0.000029770281 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 48723.84000000 USD 276.84000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13784000.00000000 OU Notional Amount -28750.34000000 -0.00309169810 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-14 116.71000000 MXN 0.00000000 MXN 13784000.00000000 MXN -28756.40000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 1193100.00000000 PA USD 1148358.75000000 0.123489968208 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N InterGlobe Aviation Ltd 33580079R8SLLO23XD19 000000000 5484.00000000 NS 148559.44000000 0.015975495917 Long EC CORP IN N 1 N N N iShares Latin America 40 ETF 549300LU9LZBB8WGN795 464287390 14673.00000000 NS USD 341880.90000000 0.036764522821 Long EC RF US N 1 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 200000.00000000 PA USD 206000.00000000 0.022152427062 Long DBT CORP MX N 2 2033-01-18 Fixed 5.13000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 2328.00000000 NS 51977.48000000 0.005589453080 Long EC CORP GB N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 3659.00000000 NS USD 1104395.97000000 0.118762384337 Long EC CORP US N 1 N N N BX Trust 2019-OC11 N/A 05606FAL7 317000.00000000 PA USD 323542.34000000 0.034792466449 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.08000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -6.00000000 NC -7651.19000000 -0.00082277877 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE S&P ASX Share Price Index 200 Future XPH2 INDEX 2022-03-17 -1091533.62000000 AUD -7651.19000000 N N N Pagaya AI Debt Selection Trust N/A 69546LAA7 491593.77000000 PA USD 491341.58000000 0.052836934532 Long ABS-O CORP US N 2 2029-01-25 Fixed 3.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BW8 17000.00000000 PA USD 20182.40000000 0.002170335650 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 11.00000000 NC USD 473.00000000 0.000050864553 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Deere & Co Deere & Co 100.00000000 380.00000000 USD 2022-01-21 XXXX -13061.07000000 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 49890.00000000 NS USD 6756103.80000000 0.726524741051 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 8096.96000000 OU Notional Amount USD -720.30000000 -0.00007745821 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Crown Resorts Ltd Crown Resorts Ltd Y equity-performance leg 2121-12-23 0.00000000 USD 0.00000000 USD 8096.96000000 USD -720.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1972000.00000000 OU Notional Amount USD 150761.31000000 0.016212276328 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-06-23 29.67000000 USD 0.00000000 USD 1972000.00000000 USD 150731.64000000 N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 000000000 12384.00000000 NS 37722.65000000 0.004056544916 Long EC CORP MX N 1 N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 13000.00000000 PA USD 13655.33000000 0.001468440300 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 953500.00000000 OU Notional Amount USD -1456.53000000 -0.00015662948 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-11-08 29.78000000 USD 0.00000000 USD 953500.00000000 USD -1486.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3774464.00000000 NC USD 24117.01000000 0.002593448082 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 3774464.00000000 OU Notional Amount N/A 24117.01000000 0.00000000 DIR US N/A N/A 2052-01-21 0.00000000 N/A 0.00000000 N/A 3774464.00000000 USD 1.00000000 1.96000000 USD 2022-01-19 XXXX -23441.24000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -20720.00000000 -0.00222814703 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written MongoDB Inc MongoDB Inc 100.00000000 490.00000000 USD 2022-01-21 XXXX -5937.85000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBJ0 22000.00000000 PA USD 22907.50000000 0.002463382150 Long DBT CORP US N 2 2026-04-15 Fixed 5.88000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A 24098.75000000 0.002591484474 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1615214.00000000 EUR 1379043.87000000 GBP 2022-03-17 24098.75000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 14697.36000000 OU Notional Amount USD 305.86000000 0.000032890977 N/A DE DE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 HelloFresh SE HelloFresh SE Y equity-performance leg 2121-12-23 0.00000000 USD 0.00000000 USD 14697.36000000 USD 305.86000000 N N N Asahi Group Holdings Ltd 353800KAJ02XNHLCJW79 000000000 500.00000000 NS 19519.72000000 0.002099073658 Long EC CORP JP N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 83458.55000000 OU Notional Amount USD -403.77000000 -0.00004341983 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Fiserv Inc Fiserv Inc Y equity-performance leg 2121-12-08 0.00000000 USD 0.00000000 USD 83458.55000000 USD -403.77000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 3100000.00000000 NC USD 235.04000000 0.000025275274 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 3100000.00000000 OU Notional Amount N/A 235.04000000 0.00000000 DCR US Markit CDX.NA.IG.S37.V1 2I65BYDZ5 buy protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 3100000.00000000 USD 1.00000000 0.70000000 USD 2022-01-19 XXXX -1996.96000000 N N N GN Store Nord AS 5493008U3H3W0NKPFL10 000000000 1073.00000000 NS 68402.54000000 0.007355739214 Long EC CORP DK N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -14.00000000 NC USD -329.00000000 -0.00003537936 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Zscaler Inc Zscaler Inc 100.00000000 410.00000000 USD 2022-01-21 XXXX 9754.84000000 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 72046.00000000 NS 3879671.22000000 0.417204532658 Long EC CORP GB N 1 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 14091.00000000 NS USD 4168258.71000000 0.448238092481 Long EC CORP US N 1 N N N Springs Windows Fashions, LLC N/A 78489HAB4 133000.00000000 PA USD 131836.25000000 0.014177150059 Long LON CORP US N 2 2028-10-06 Floating 4.75000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 145.00000000 NS 10759.60000000 0.001157044923 Long EC CORP AU N 1 N N N Disco Corp N/A 000000000 1800.00000000 NS 552712.93000000 0.059436567322 Long EC CORP JP N 2 N N N China National Building Material Co Ltd 52990085PGF8YEPLBZ26 000000000 118000.00000000 NS 145671.90000000 0.015664981261 Long EC CORP CN N 1 N N N PICC Property & Casualty Co Ltd 300300F1000311000017 000000000 42000.00000000 NS 34889.10000000 0.003751836131 Long EC CORP CN N 1 N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 12000.00000000 PA USD 12265.68000000 0.001319002823 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 747.00000000 0.000080329432 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 190.00000000 USD 2022-02-18 XXXX -1984.72000000 N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 219.00000000 NS 15981.20000000 0.001718555181 Long EC CORP AU N 1 N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AE1 457000.00000000 PA USD 468425.00000000 0.050372575955 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 05349UBD3 110000.00000000 PA USD 109835.00000000 0.011811222458 Long LON CORP US N 2 2027-12-15 Floating 4.11000000 N N N N N N Intouch Holdings PCL 529900UDPDZWDBCCDO79 000000000 71000.00000000 NS 170565.78000000 0.018341970877 Long EC CORP TH N 1 N N N SAP SE 529900D6BF99LW9R2E68 000000000 776.00000000 NS 110388.13000000 0.011870703875 Long EC CORP DE N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 15811.95000000 OU Notional Amount USD 314.64000000 0.000033835143 N/A DE BR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Petro Rio SA Petro Rio SA Y equity-performance leg 2121-11-04 0.00000000 USD 0.00000000 USD 15811.95000000 USD 314.64000000 N N N White Cap Buyer LLC N/A 96350TAC4 631620.00000000 PA USD 632194.77000000 0.067983730736 Long LON CORP US N 2 2027-10-19 Floating 4.50000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAJ3 570000.00000000 PA USD 569288.01000000 0.061218986015 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.21000000 N N N N N N Jiangsu Hengrui Medicine Co Ltd N/A 000000000 26300.00000000 NS 209763.33000000 0.022557120719 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -222.00000000 NC USD -15540.00000000 -0.00167111027 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NextEra Energy Inc NextEra Energy Inc 100.00000000 100.00000000 USD 2022-03-18 XXXX 5278.75000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -123044.49000000 -0.01323171888 N/A DFE JP N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 9477162.25000000 USD 1075381182.00000000 JPY 2022-03-10 -123044.49000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -28718.00000000 NC USD -3263.05000000 -0.00035089552 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Royal Dutch Shell PLC Royal Dutch Shell PLC 1.00000000 60.00000000 USD 2022-04-14 XXXX 15398.07000000 N N N Olympus Corp 5299000Y52IFDI1I2A21 000000000 5000.00000000 NS 115056.78000000 0.012372752072 Long EC CORP JP N 2 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AQ0 280000.00000000 PA USD 279736.27000000 0.030081734553 Long ABS-MBS CORP US N 2 2038-04-15 Floating 3.06000000 N N N N N N Evergreen Marine Corp Taiwan Ltd 254900EIJA0A39C5SO15 000000000 13000.00000000 NS 66134.51000000 0.007111844218 Long EC CORP TW N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -28718.00000000 NC USD -35006.81000000 -0.00376449420 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Royal Dutch Shell PLC Royal Dutch Shell PLC 1.00000000 40.00000000 USD 2022-04-14 XXXX -6776.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -82.00000000 NC USD -5740.00000000 -0.00061725694 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Marsh & McLennan Cos Inc Marsh & McLennan Cos Inc 100.00000000 180.00000000 USD 2022-02-18 XXXX 7429.02000000 N N N Kingsoft Corp Ltd 529900UVT35D3Q7YQY41 000000000 39800.00000000 NS 177829.64000000 0.019123097716 Long EC CORP KY N 1 N N N Advantest Corp 353800EMK32PDKS9XR54 000000000 1100.00000000 NS 104366.26000000 0.011223135740 Long EC CORP JP N 2 N N N VanEck Semiconductor ETF 549300MJTG2N9QRH7I02 92189F676 1049.00000000 NS USD 331064.40000000 0.035601359097 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1189341.00000000 OU Notional Amount USD -4880.56000000 -0.00052483616 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-06-22 36.89000000 USD 0.00000000 USD 1189341.00000000 USD -4917.45000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8141276.00000000 OU Notional Amount USD 119947.94000000 0.012898728117 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-06 68.31000000 USD 0.00000000 USD 8141276.00000000 USD 119879.63000000 N N N Remy Cointreau SA 5493004V6A3Z027YT216 000000000 204.00000000 NS 48678.22000000 0.005234663680 Long EC CORP FR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 18.00000000 0.000001935648 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp Sabre Corp 100.00000000 12.00000000 USD 2022-01-21 XXXX -607.23000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 11078.00000000 NS USD 7144423.76000000 0.768283137123 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 988000.00000000 OU Notional Amount USD 72338.03000000 0.007778946278 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-29 15.55000000 USD 0.00000000 USD 988000.00000000 USD 72322.48000000 N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 140441.61000000 PA USD 140466.89000000 0.015105255026 Long LON CORP US N 2 2028-02-01 Floating 4.50000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 11155.00000000 NS USD 6321650.05000000 0.679805299260 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 4046.00000000 NS USD 748388.62000000 0.080478758830 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95002UBE0 1171942.86000000 PA USD 151946.02000000 0.016339675366 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.88000000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 200000.00000000 PA USD 197502.00000000 0.021238585678 Long DBT CORP CL N 2 2029-04-15 Fixed 4.38000000 N N N N N N Endesa SA 549300LHK07F2CHV4X31 000000000 2578.00000000 NS 59327.49000000 0.006379844150 Long EC CORP ES N 2 N N N Ferguson PLC 213800DU1LGY3R2S2X42 000000000 4409.00000000 NS 785544.25000000 0.084474328653 Long EC CORP JE N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4467.00000000 NC 27000.55000000 0.002903532594 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased EssilorLuxottica SA EssilorLuxottica SA 1.00000000 200.00000000 EUR 2022-06-17 XXXX -4700.65000000 N N N NEW HOME CO INC/THE 549300PLCE8TB3TVRQ85 645370AC1 99000.00000000 PA USD 100980.00000000 0.010858990702 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 99324.21000000 0.010680933580 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 461450.88000000 0.049622606612 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 11.00000000 NC USD 73876.00000000 0.007944333503 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla Inc Tesla Inc 100.00000000 1200.00000000 USD 2022-01-21 XXXX 32389.13000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 6693.00000000 NS USD 294157.35000000 0.031632520586 Long EC CORP US N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 2324.00000000 NS USD 166375.16000000 0.017891328140 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 300.00000000 NC USD 165900.00000000 0.017840231309 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 475.00000000 USD 2022-01-14 XXXX 20721.08000000 N N N Green Plains Inc VJ5WLTHARBSDR14KIZ98 393222104 10410.00000000 NS USD 380381.40000000 0.040904714657 Long EC CORP US N 1 N N N Oportun Funding LLC N/A 68377GAA4 260000.00000000 PA USD 258056.86000000 0.027750416355 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Krafton Inc 988400CE024EWSCICK17 000000000 242.00000000 NS 93694.50000000 0.010075536783 Long EC CORP KR N 2 N N N SREIT Trust N/A 78485GAN4 115000.00000000 PA USD 112961.07000000 0.012147387689 Long ABS-MBS CORP US N 2 2036-07-15 Floating 2.03000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 450000.00000000 NC USD 295.41000000 0.000031767225 N/A DCR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 450000.00000000 OU Notional Amount N/A 295.41000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 buy protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 450000.00000000 USD 1.00000000 1.06000000 USD 2022-01-19 XXXX -1504.59000000 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 65760.00000000 NS USD 4565059.20000000 0.490908451282 Long EC CORP US N 1 N N N Constellation Automotive Limited 213800XQDK86MM9NB619 000000000 146000.00000000 PA 199408.72000000 0.021443626822 Long LON CORP GB N 2 2029-07-30 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6377752.00000000 OU Notional Amount USD 92528.87000000 0.009950189533 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-20 23.68000000 USD 0.00000000 USD 6377752.00000000 USD 92505.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 26472.66000000 0.002846765387 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2288679.10000000 USD 2030609.00000000 EUR 2022-03-10 26472.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 20747.00000000 NS 1449716.08000000 0.155896746231 Long EC CORP FR N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 41000.00000000 PA USD 42742.50000000 0.004596359775 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 0.001053853326 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 240150.11000000 0.025824795125 Long STIV CORP AU Y 3 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 128000.00000000 PA USD 127195.99000000 0.013678154811 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -2.00000000 -0.00000021507 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 480.00000000 USD 2021-12-31 XXXX 518.08000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1826476.00000000 NC USD 34187.94000000 0.003676436151 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 34187.94000000 0.00000000 DIR US N/A N/A 2052-04-22 0.00000000 N/A 0.00000000 N/A 1826476.00000000 USD 1.00000000 0.01600000 USD 2022-04-20 XXXX -22219.31000000 N N N Taiwan Glass Industry Corp N/A 000000000 33000.00000000 NS 31914.20000000 0.003431927125 Long EC CORP TW N 2 N N N Treasury Wine Estates Ltd 529900LVOPJGAX6ILK66 000000000 5118.00000000 NS 46479.04000000 0.004998172541 Long EC CORP AU N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 9700.00000000 NS 1228713.93000000 0.132131047160 Long EC CORP JP N 2 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 4459.00000000 NS USD 734263.53000000 0.078959802393 Long EC CORP US N 1 N N N Engie Brasil Energia SA 52990057Q0EK2Q9YBC07 000000000 6022.00000000 NS 41062.04000000 0.004415649738 Long EC CORP BR N 2 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 726.00000000 NS USD 113604.48000000 0.012216577462 Long EC CORP US N 1 N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 20000.00000000 PA USD 20453.20000000 0.002199456413 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N Mitsubishi Heavy Industries Ltd 353800TJ98PCAZROVE69 000000000 3800.00000000 NS 87898.90000000 0.009452300830 Long EC CORP JP N 2 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8023.11000000 0.000862773587 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 28680713.00000000 HKD 3686377.41000000 USD 2022-01-27 8023.11000000 N N N DEUCE FINCO 9845007DA2BC863E8437 000000000 793000.00000000 PA 1063168.15000000 0.114328907272 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 383800000.00000000 PA 3342359.82000000 0.359424185093 Long DBT NUSS JP N 2 2051-09-20 Fixed 0.70000000 N N N N N N Shimao Group Holdings Ltd 254900WTJ6B5CU69ZD26 000000000 15000.00000000 NS 9153.44000000 0.000984324815 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 61878.90000000 OU Notional Amount USD -1454.06000000 -0.00015636387 N/A DE NL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Just Eat Takeaway.com NV Just Eat Takeaway.com NV Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 61878.90000000 USD -1454.06000000 N N N J&J Ventures Gaming, LLC 549300BYPH8FLKS5ZS70 46604BAB4 298000.00000000 PA USD 298000.00000000 0.032045744003 Long LON CORP US N 2 2028-04-26 Floating 4.10000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -6873429.00000000 NC USD -88537.26000000 -0.00952094754 N/A DIR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 6873429.00000000 OU Notional Amount N/A -88537.26000000 -0.01000000 DIR US N/A N/A 2026-06-30 0.00000000 N/A 0.00000000 N/A 6873429.00000000 USD 1.00000000 0.03040000 USD 2026-06-30 XXXX 4254.03000000 N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAG2 543988.08000000 PA USD 543988.08000000 0.058498331383 Long LON CORP US N 2 2027-12-15 Floating 4.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 36079.54000000 OU Notional Amount USD -1437.24000000 -0.00015455511 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 36079.54000000 USD -1437.24000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3539123.00000000 OU Notional Amount USD 710845.77000000 0.076441548896 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-29 87.82000000 USD 0.00000000 USD 3539123.00000000 USD 710757.95000000 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 1786.00000000 NS USD 208890.56000000 0.022463266477 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 331.00000000 NC USD 139020.00000000 0.014949662185 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased CBOE Volatility Index (VIX) VIX INDEX 100.00000000 22.00000000 USD 2022-01-19 XXXX 53548.73000000 N N N REI AGRO LTD N/A 74948PAA2 599000.00000000 PA USD 4738.09000000 0.000509515500 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 Lixil Corp 353800KB8G4F9WUJJ886 000000000 2500.00000000 NS 66736.03000000 0.007176529305 Long EC CORP JP N 2 N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 10361.00000000 NS 649666.58000000 0.069862580235 Long EC CORP DE N 2 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 107842.33000000 0.011596938590 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18973000.00000000 NOK 2261467.07000000 USD 2022-01-20 107842.33000000 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 204000.00000000 PA USD 212894.40000000 0.022893823631 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50.00000000 NC USD -750.00000000 -0.00008065204 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written CF Industries Holdings Inc CF Industries Holdings Inc 100.00000000 52.50000000 USD 2022-01-21 XXXX 6663.29000000 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 32742.00000000 NS USD 3135046.50000000 0.337130528781 Long EC CORP US N 1 N N N Ming Yuan Cloud Group Holdings Ltd N/A 000000000 46000.00000000 NS 100833.55000000 0.010843242047 Long EC CORP KY N 1 N N N Yonyou Network Technology Co Ltd 30030017NBX3U80ANB35 000000000 52830.00000000 NS 297556.13000000 0.031998011974 Long EC CORP CN N 1 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 000000000 9539.00000000 NS 218940.58000000 0.023544005968 Long EC CORP PT N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 92021.77000000 OU Notional Amount USD -5694.45000000 -0.00061235868 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CK Asset Holdings Ltd CK Asset Holdings Ltd Y equity-performance leg 2121-07-29 0.00000000 USD 0.00000000 USD 92021.77000000 USD -5694.45000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 19.00000000 NC 437.76000000 0.000047074982 N/A DE DK N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Call Purchased Pandora A/S Pandora A/S 100.00000000 940.00000000 DKK 2022-01-21 XXXX -7582.47000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 42858.24000000 OU Notional Amount USD -1241.49000000 -0.00013350493 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Fastighets AB Balder Fastighets AB Balder Y equity-performance leg 2121-11-25 0.00000000 USD 0.00000000 USD 42858.24000000 USD -1241.49000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 35623.35000000 OU Notional Amount USD -1417.57000000 -0.00015243988 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 KE Holdings Inc KE Holdings Inc Y equity-performance leg 2121-12-08 0.00000000 USD 0.00000000 USD 35623.35000000 USD -1417.57000000 N N N Daifuku Co Ltd N/A 000000000 4000.00000000 NS 328585.04000000 0.035334738507 Long EC CORP JP N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 66313.08000000 OU Notional Amount USD 6207.65000000 0.000667546183 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 66313.08000000 USD 6207.65000000 N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 380753.88000000 PA USD 379230.86000000 0.040780990126 Long LON CORP US N 2 2025-06-02 Floating 3.10000000 N N N N N N Mosaic Solar Loans LLC N/A 61946RAB5 132891.71000000 PA USD 129344.09000000 0.013909153008 Long ABS-O CORP US N 2 2047-04-22 Fixed 2.09000000 N N N N N N Formosa Plastics Corp 254900KM6G17UTG1QN82 000000000 39000.00000000 NS 149054.89000000 0.016028774655 Long EC CORP TW N 2 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AP5 260000.00000000 PA USD 268677.50000000 0.028892518068 Long DBT CORP US N 2 2027-03-15 Fixed 6.88000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 642.00000000 NS 107667.23000000 0.011578109027 Long EC CORP DE N 2 N N N PENINSULA PACIFIC ENTERT N/A 70715XAA4 91000.00000000 PA USD 98280.00000000 0.010568643357 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 101039.35000000 0.010865372967 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.41000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 341.00000000 NS USD 72742.12000000 0.007822400522 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 427.00000000 NS USD 26943.70000000 0.002897419170 Long EC CORP US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAQ5 457000.00000000 PA USD 456428.75000000 0.049082546571 Long DBT US N 2 2022-08-15 Fixed 5.00000000 N N N N N N BX Trust N/A 056057AQ5 284938.70000000 PA USD 282268.91000000 0.030354084664 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.58000000 N N N N N N Randstad NV 7245009EAAUUQJ0U4T57 000000000 1701.00000000 NS 116527.59000000 0.012530917175 Long EC CORP NL N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 6538.00000000 NS 715970.23000000 0.076992613102 Long EC CORP DK N 2 N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 2020.00000000 NS USD 684052.80000000 0.073560338635 Long EC CORP IE N 1 N N N iShares S&P 500 Value ETF 549300CBC7RH6BCDVO32 464287408 8834.00000000 NS USD 1390206.58000000 0.149497329443 Long EC RF US N 1 N N N Capcom Co Ltd 529900JJWQKXS3TC8744 000000000 2700.00000000 NS 63709.89000000 0.006851110152 Long EC CORP JP N 2 N N N IPS CORPORATION 25490024F0AS5UR7DB02 12659EAC2 52880.87000000 PA USD 52704.78000000 0.005667664052 Long LON CORP US N 2 2028-10-02 Floating 4.25000000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 83.00000000 NS USD 18534.73000000 0.001993151720 Long EC CORP KY N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -2964566.00000000 NC USD -7789.22000000 -0.00083762198 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 2964566.00000000 OU Notional Amount N/A -7789.22000000 0.00000000 DIR US N/A N/A 2027-01-10 0.00000000 N/A 0.00000000 N/A 2964566.00000000 USD 1.00000000 0.01420000 USD 2022-01-06 XXXX -1563.63000000 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 1904.00000000 NS 125955.44000000 0.013544750959 Long EC CORP KR N 2 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 302.00000000 NS USD 62882.44000000 0.006762129444 Long EC CORP US N 1 N N N Capri Holdings Ltd 549300LPG8W0H1OX3A26 000000000 10869.00000000 NS USD 717788.76000000 0.077188170641 Long EC CORP VG N 1 N N N BIM Birlesik Magazalar AS 7890001GCDJQD8DJKE29 000000000 2614.00000000 NS 12735.07000000 0.001369479171 Long EC CORP TR N 1 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 000000000 4549.00000000 NS 452811.25000000 0.048693534896 Long EP CORP DE N 2 N N N Morgan Stanley BAML Trust N/A 61691GAS9 131000.00000000 PA USD 140993.56000000 0.015161891039 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.72000000 N N N N N N BYD Co Ltd 5299005557VL7ULJ7A69 000000000 27000.00000000 NS 1163638.53000000 0.125133095451 Long EC CORP CN N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13889.34000000 0.001493604812 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1339272.46000000 USD 1187744.00000000 EUR 2022-02-03 13889.34000000 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 8191.00000000 NS 97646.66000000 0.010500536473 Long EC CORP ES N 2 N N N Nelnet Student Loan Trust N/A 64035GAE9 100000.00000000 PA USD 101067.84000000 0.010868436669 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.44000000 N N N N N N Novatek Microelectronics Corp N/A 000000000 6000.00000000 NS 117799.19000000 0.012667660021 Long EC CORP TW N 2 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 12000.00000000 NS 293272.53000000 0.031537370535 Long EC CORP SG N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 44946.26000000 OU Notional Amount USD 524.82000000 0.000056437071 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Hitachi Metals Ltd Hitachi Metals Ltd Y equity-performance leg 2121-10-14 0.00000000 USD 0.00000000 USD 44946.26000000 USD 524.82000000 N N N Hilton Worldwide Finance, LLC 549300406TN7EY0NPH20 43289DAH6 752715.00000000 PA USD 746204.02000000 0.080243835567 Long LON CORP US N 2 2026-06-22 Floating 1.85000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAT7 218000.00000000 PA USD 240072.50000000 0.025816449252 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 30174.61000000 OU Notional Amount USD -2939.75000000 -0.00031612911 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CVS Health Corp CVS Health Corp Y equity-performance leg 2121-11-11 0.00000000 USD 0.00000000 USD 30174.61000000 USD -2939.75000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 22164.22000000 OU Notional Amount USD 1436.44000000 0.000154469088 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Galaxy Entertainment Group Ltd Galaxy Entertainment Group Ltd Y equity-performance leg 2121-07-29 0.00000000 USD 0.00000000 USD 22164.22000000 USD 1436.44000000 N N N BSST Mortgage Trust N/A 05601PAU0 132000.00000000 PA USD 131999.71000000 0.014194727903 Long ABS-MBS CORP US N 2 2036-04-15 Floating 5.01000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8756.67000000 0.000941657735 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 156903182.00000000 JPY 1373203.16000000 USD 2022-02-10 8756.67000000 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 1378.00000000 NS USD 159062.54000000 0.017104957843 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 7100.32000000 OU Notional Amount USD -634.77000000 -0.00006826066 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Kobe Bussan Co Ltd Kobe Bussan Co Ltd Y equity-performance leg 2121-12-23 0.00000000 USD 0.00000000 USD 7100.32000000 USD -634.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 45769.07000000 0.004921825169 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2327785.36000000 USD 1754179.00000000 GBP 2022-03-17 45769.07000000 N N N COLGATE ENERGY PARTNERS 549300QRLZK0B17DH791 19416MAA7 57000.00000000 PA USD 61560.00000000 0.006619919465 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 382371AA0 510223.01000000 PA USD 498585.08000000 0.053615871937 Long ABS-O CORP US N 2 2048-05-20 Fixed 2.10000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 403383.00000000 OU Notional Amount USD 20696.44000000 0.002225613483 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-08-23 12.30000000 USD 0.00000000 USD 403383.00000000 USD 20684.14000000 N N N Industrial Select Sector SPDR Fund 549300HQI51T8KP6U325 81369Y704 18581.00000000 NS USD 1949890.14000000 0.209683490807 Long EC RF US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 1930.00000000 NS USD 77566.70000000 0.008341216816 Long EC CORP US N 1 N N N MGM GROWTH/MGM FINANCE N/A 55303XAC9 24000.00000000 PA USD 25649.28000000 0.002758222351 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N MOZART DEBT MERGER SUB N/A 62482BAA0 439000.00000000 PA USD 435114.85000000 0.046790533876 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 264000.00000000 PA USD 259010.05000000 0.027852918646 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Allegion plc 984500560CAC2E6FB757 000000000 158.00000000 NS USD 20438.88000000 0.002197916497 Long EC CORP IE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 54589.65000000 OU Notional Amount USD 6464.26000000 0.000695141010 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 54589.65000000 USD 6464.26000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 103827.00000000 NS USD 5268181.98000000 0.566519500311 Long EC CORP US N 1 N N N Fujitsu Ltd 3538000246DHJLRTUZ24 000000000 1000.00000000 NS 172739.13000000 0.018575684360 Long EC CORP JP N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -7540000.00000000 NC USD -96504.23000000 -0.01037768405 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 -96504.23000000 -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 29790.77000000 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 30861.00000000 NS USD 5264886.60000000 0.566165128151 Long EC CORP US N 1 N N N Tata Consultancy Services Ltd 335800ZJKU9GPQRE2U66 000000000 455.00000000 NS 23347.59000000 0.002510707692 Long EC CORP IN N 1 N N N BSST Mortgage Trust N/A 05601PAL0 199000.00000000 PA USD 197757.30000000 0.021266039632 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.71000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 740000.00000000 PA USD 739169.87000000 0.079487410835 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N BX Trust N/A 05608VAN6 180000.00000000 PA USD 179559.14000000 0.019309081321 Long ABS-MBS CORP US N 2 2034-01-15 Floating 3.11000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3076000.00000000 OU Notional Amount USD 411239.15000000 0.044223035318 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-23 76.28000000 USD 0.00000000 USD 3076000.00000000 USD 411162.87000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 6.00000000 NC USD 29220.00000000 0.003142203489 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased O'Reilly Automotive Inc O'Reilly Automotive Inc 100.00000000 660.00000000 USD 2022-01-21 XXXX 23026.67000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 218752.00000000 0.023523726819 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 3282.00000000 NS USD 76437.78000000 0.008219817214 Long EC CORP BM N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5375.15000000 0.000578022419 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 942775.49000000 USD 13492060000.00000000 IDR 2022-01-27 5375.15000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 133000.00000000 PA USD 141606.43000000 0.015227796660 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 25614.16000000 0.002754445685 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.34000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AK5 318750.00000000 PA USD 316175.62000000 0.034000278451 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.41000000 N N N N N N Toray Industries Inc 35380099TCYR5FHT0A11 000000000 3300.00000000 NS 19517.91000000 0.002098879017 Long EC CORP JP N 2 N N N AEA International Holdings (Lux) S.a.r.l. N/A 000000000 132666.00000000 PA USD 132610.28000000 0.014260386191 Long LON CORP LU N 2 2028-09-07 Floating 4.25000000 N N N N N N MED Trust N/A 58403YAX4 576381.00000000 PA USD 570633.96000000 0.061363724166 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.11000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 44.00000000 NS USD 16877.96000000 0.001814989212 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -273.00000000 NC USD -89578.13000000 -0.00963287859 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 273.00000000 NC N/A -89578.13000000 -0.01000000 DIR US Short CBOT 10 Year US Treasury Note TYH2 Comdty 2022-03-22 273.00000000 USD 1000.00000000 127.50000000 USD 2022-02-18 XXXX -30379.41000000 N N N SMB Private Education Loan Trust N/A 78448YAF8 280000.00000000 PA USD 274877.26000000 0.029559215792 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -49025906.00000000 NC USD -13702.74000000 -0.00147353858 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 -13702.74000000 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 40225.76000000 N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JBB1 130000.00000000 PA USD 136020.03000000 0.014627057250 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.87000000 N N N N N N Orange SA 969500MCOONR8990S771 000000000 1681.00000000 NS 18076.63000000 0.001943889454 Long EC CORP FR N 1 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 000000000 13426.00000000 NS 70118.91000000 0.007540310871 Long EP CORP BR N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3168530.00000000 OU Notional Amount USD 48027.82000000 0.005164722230 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-27 12.25000000 USD 0.00000000 USD 3168530.00000000 USD 48015.57000000 N N N Amorepacific Corp N/A 000000000 10726.00000000 NS 1516968.29000000 0.163128783497 Long EC CORP KR N 2 N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 5663.00000000 NS 219872.09000000 0.023644176877 Long EC CORP CH N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 25105.50000000 OU Notional Amount USD -932.75000000 -0.00010030425 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Baidu Inc Baidu Inc Y equity-performance leg 2121-12-15 0.00000000 USD 0.00000000 USD 25105.50000000 USD -932.75000000 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 14000.00000000 PA USD 14539.28000000 0.001563496794 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Nongfu Spring Co Ltd 300300P08GGT4SKR9G93 000000000 5600.00000000 NS 37881.68000000 0.004073646374 Long EC CORP CN N 1 N N N iShares China Large-Cap ETF 5493001YVWPO25CNKN94 464287184 17899.00000000 NS USD 654208.45000000 0.070350995011 Long EC RF US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21518.00000000 NS 747842.57000000 0.080420038767 Long EC CORP FR N 1 N N N Dali Foods Group Co Ltd 52990093PPQC644N7T38 000000000 23500.00000000 NS 12205.76000000 0.001312559262 Long EC CORP KY N 1 N N N Reliance Industries Ltd 5493003UOETFYRONLG31 000000000 10727.00000000 NS 346800.66000000 0.037293574397 Long EC CORP IN N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUL3 1289445.00000000 PA USD 136575.56000000 0.014686796754 Long ABS-MBS USGSE US N 2 2053-03-25 Variable 1.52000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 1700.00000000 NS USD 148121.00000000 0.015928347810 Long EC CORP CH N 1 N N N Seagen Inc N/A 81181C104 8720.00000000 NS USD 1376452.00000000 0.148018216189 Long EC CORP US N 1 N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 354000.00000000 PA USD 384416.44000000 0.041338626935 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 16270.00000000 NS USD 717344.30000000 0.077140375167 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 1508.00000000 NS USD 159998.80000000 0.017205639549 Long EC CORP IE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 293.00000000 NC USD 188106.00000000 0.020228176917 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 472.00000000 USD 2022-01-07 XXXX 112269.25000000 N N N SUNOCO LP/FINANCE CORP N/A 86765LAT4 46000.00000000 PA USD 46591.56000000 0.005010272498 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Conair Holdings, LLC 549300804G00T34FLV17 20600RAB8 156607.50000000 PA USD 156522.93000000 0.016831858206 Long LON CORP US N 2 2028-05-17 Floating 4.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 200.99000000 0.000021613671 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2005933.71000000 USD 41218000.00000000 MXN 2022-01-20 200.99000000 N N N Hedosophia European Growth 549300Q5OZTF68OGPY72 000000000 9210.00000000 NS 10485.58000000 0.001127577893 N/A DE KY N 1 N/A N/A Call Purchased Hedosophia European Growth Hedosophia European Growth 11.50000000 11.50000000 EUR 2027-05-13 XXXX 10485.58000000 N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879Q109 245.00000000 NS USD 78882.65000000 0.008482728886 Long EC CORP US N 1 N N N BSST Mortgage Trust N/A 05601PAJ5 207000.00000000 PA USD 205707.99000000 0.022121025459 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.46000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5999681.00000000 OU Notional Amount USD 166983.12000000 0.017956705759 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-19 45.70000000 USD 0.00000000 USD 5999681.00000000 USD 166937.42000000 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 2598.00000000 NS USD 121846.20000000 0.013102859506 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 74000.00000000 PA USD 74356.68000000 0.007996023933 Long DBT CORP US N 2 2029-10-15 Fixed 4.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -45.00000000 NC USD -4365.00000000 -0.00046939487 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp Microsoft Corp 100.00000000 380.00000000 USD 2022-02-18 XXXX 10393.96000000 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 488.00000000 NS USD 73317.12000000 0.007884233753 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -11724.07000000 -0.00126076022 N/A DFE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2150978.09000000 USD 2940000.00000000 AUD 2022-02-17 -11724.07000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 165000.00000000 PA USD 158441.09000000 0.017038129562 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAU1 151000.00000000 PA USD 154128.72000000 0.016574394310 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 64.00000000 NS USD 11804.80000000 0.001269441606 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A 87612BBT8 386000.00000000 PA USD 401495.97000000 0.043175292190 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 3499.00000000 NS USD 605257.02000000 0.065086951406 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 77259.49000000 OU Notional Amount USD 11596.05000000 0.001246993455 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 77259.49000000 USD 11596.05000000 N N N Jardine Matheson Holdings Ltd 2138009KENVUNWOLPK41 000000000 200.00000000 NS USD 11146.37000000 0.001198636642 Long EC CORP BM N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3152770.00000000 OU Notional Amount USD 48259.73000000 0.005189660916 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-27 12.18000000 USD 0.00000000 USD 3152770.00000000 USD 48247.55000000 N N N WillScot Mobile Mini Holdings Corp 549300HJ4VIXF476Q166 971378104 16076.00000000 NS USD 648345.08000000 0.069720471340 Long EC CORP US N 1 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAL8 222802.11000000 PA USD 222721.90000000 0.023950634198 Long LON CORP US N 2 2027-11-08 Floating 2.75000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 3157.00000000 NS USD 711777.22000000 0.076541713353 Long EC CORP US N 1 N N N AvidXchange Holdings Inc N/A 05368X102 662.00000000 NS USD 10545.66000000 0.001134038660 Long EC CORP US N 1 N N N SMB Private Education Loan Trust N/A 78448YAL5 150000.00000000 PA USD 147588.54000000 0.015871089163 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 23805.00000000 NS USD 4949059.50000000 0.532202328164 Long EC CORP US N 1 N N N GRAND ROUNDS, INC OPERATING N/A 000000000 128303.00000000 NS USD 322040.53000000 0.034630967728 Long EP CORP US Y 3 N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 200.00000000 NS 115386.66000000 0.012408226066 Long EC CORP JP N 2 N N N HYDROFARM HOLDINGS LLC N/A 000000000 97000.00000000 PA USD 94090.00000000 0.010118067292 Long LON CORP US N 2 2028-09-27 Floating 5.72000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 10465.00000000 NS USD 2040047.10000000 0.219378614499 Long EC CORP US N 1 N N N VICI PROPERTIES / NOTE N/A 92564RAD7 140000.00000000 PA USD 144429.25000000 0.015531351584 Long DBT US N 2 2027-02-15 Fixed 3.75000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 30000.00000000 PA USD 30667.80000000 0.003297894187 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 85258.99000000 OU Notional Amount USD 2363.36000000 0.000254146407 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 85258.99000000 USD 2363.36000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 44000.00000000 PA USD 45100.00000000 0.004849876021 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 1527.00000000 NS USD 87008.46000000 0.009356546427 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 29.00000000 NS USD 84095.07000000 0.009043251963 Long EC CORP US N 1 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 174.00000000 NS 189.05000000 0.000020329690 N/A DE CH N 1 N/A N/A Call Purchased Cie Financiere Richemont SA Cie Financiere Richemont SA 67.00000000 67.00000000 CHF 2023-11-22 XXXX 189.05000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 10306.64000000 OU Notional Amount USD -92.22000000 -0.00000991697 N/A DE TW N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Taiwan Cement Corp Taiwan Cement Corp Y equity-performance leg 2121-08-05 0.00000000 USD 0.00000000 USD 10306.64000000 USD -92.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 39683220.00000000 OU Notional Amount USD -78934.29000000 -0.00848828204 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-03-27 64.03000000 USD 0.00000000 USD 39683220.00000000 USD -78998.32000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 544000.00000000 PA USD 526320.00000000 0.056598375784 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -17.00000000 NC USD -187.00000000 -0.00002010924 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written FedEx Corp FedEx Corp 100.00000000 220.00000000 USD 2022-01-21 XXXX 10031.57000000 N N N MARCOLIN SPA 815600C8D55034EB5379 000000000 366000.00000000 PA 424002.95000000 0.045595604000 Long DBT CORP IT N 2 2026-11-15 Fixed 6.13000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24581627.00000000 OU Notional Amount -66947.52000000 -0.00719927210 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-02-27 78.46000000 MXN 0.00000000 MXN 24581627.00000000 MXN -66951.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 6970.28000000 0.000749556404 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1351483.59000000 USD 7713052.00000000 BRL 2022-03-17 6970.28000000 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 1069.00000000 NS USD 395840.01000000 0.042567072572 Long EC CORP US N 1 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 -138.00000000 NC -1099.79000000 -0.00011826707 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Put Written Societe Generale SA Societe Generale SA 100.00000000 27.00000000 EUR 2022-01-21 XXXX 12696.55000000 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 1438.00000000 NS USD 237126.20000000 0.025499615777 Long EC US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 28000.00000000 PA USD 28770.00000000 0.003093812264 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N Cenovus Energy Inc 549300NKHFE6ZRF37I48 15135U109 153218.00000000 NS 1878660.17000000 0.202023700928 Long EC CORP CA N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 194.00000000 NS 15999.70000000 0.001720544598 Long EP CORP DE N 2 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 9306199.00000000 NS 6124397.43000000 0.658593530923 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 28718.00000000 NC USD 19305.70000000 0.002076058791 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Royal Dutch Shell PLC Royal Dutch Shell PLC 1.00000000 50.00000000 USD 2022-04-14 XXXX -63934.89000000 N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 210000.00000000 PA USD 223975.50000000 0.024085441395 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 444003.82000000 0.047746418631 Long ABS-MBS CORP US N 2 2038-05-15 Floating 2.91000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 73.00000000 NS USD 16164.39000000 0.001738254711 Long EC CORP US N 1 N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 18000.00000000 PA USD 19125.00000000 0.002056627027 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 289008.00000000 NC 1071.46000000 0.000115220580 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Vodafone Group PLC Vodafone Group PLC 1.00000000 1.20000000 GBP 2022-01-21 XXXX -13468.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9632031.00000000 OU Notional Amount USD 138965.93000000 0.014943847711 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-16 62.06000000 USD 0.00000000 USD 9632031.00000000 USD 138903.87000000 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 4351.00000000 NS USD 70225.14000000 0.007551734426 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 401.00000000 NS USD 27336.17000000 0.002939623845 Long EC CORP US N 1 N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 190000.00000000 PA 224448.37000000 0.024136291969 Long DBT CORP LU N 2 2025-11-01 Fixed 6.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 245.00000000 NC USD 39200.00000000 0.004215413305 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 41.00000000 USD 2022-01-21 XXXX -40969.23000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 169431.00000000 NS 6618115.90000000 0.711686066826 Long EC CORP CA N 1 N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 79000.00000000 PA USD 80580.00000000 0.008665255207 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 -269085.60000000 -0.02893640353 Short EC CORP US N 1 N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 6851.00000000 NS 853802.80000000 0.091814583751 Long EC CORP DK N 2 N N N Rexnord LLC 549300XLZXRC2KJ6VK87 76168JAS5 24000.00000000 PA USD 23964.96000000 0.002577097225 Long LON CORP US N 2 2028-10-04 Floating 2.75000000 N N N N N N Legal & General Group PLC 213800JH9QQWHLO99821 000000000 17307.00000000 NS 70084.66000000 0.007536627761 Long EC CORP GB N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 70.00000000 NS 29215.62000000 0.003141732481 Long EC CORP CH N 2 N N N ASE Technology Holding Co Ltd 300300GO8QHPMV87NZ73 000000000 8000.00000000 NS 31029.13000000 0.003336750189 Long EC CORP TW N 2 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 4183.00000000 NS USD 978947.49000000 0.105272149855 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 9395.00000000 NS USD 1130970.10000000 0.121620061408 Long EC CORP KY N 1 N N N Telefonica Deutschland Holding AG 391200ECRPJ3SWQJUM30 000000000 3487.00000000 NS 9825.98000000 0.001056647112 Long EC CORP DE N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 29600.82000000 0.003183155369 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 261546490.00000000 JPY 2303684.27000000 USD 2022-01-20 29600.82000000 N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 00900YAE6 354428.94000000 PA USD 351770.72000000 0.037828035036 Long LON CORP US N 2 2026-02-02 Floating 5.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 150198.00000000 NS USD 6476537.76000000 0.696461312360 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6252514.00000000 OU Notional Amount USD 92308.12000000 0.009926450949 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-13 23.81000000 USD 0.00000000 USD 6252514.00000000 USD 92284.31000000 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 853.00000000 NS USD 110147.89000000 0.011844869414 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61770KAX3 110000.00000000 PA USD 112931.95000000 0.012144256239 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 317786.40000000 0.034173495376 Long EC CORP KY N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15946713.00000000 OU Notional Amount USD -178058.76000000 -0.01914773637 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-01-24 284.09000000 USD 0.00000000 USD 15946713.00000000 USD -178342.85000000 N N N Otsuka Holdings Co Ltd N/A 000000000 3300.00000000 NS 119776.19000000 0.012880258800 Long EC CORP JP N 2 N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 000000000 26524.00000000 NS 966322.04000000 0.103914458786 Long EC CORP DE N 1 N N N Daikin Industries Ltd 549300Y7FWSTSHMW5Y57 000000000 400.00000000 NS 91101.57000000 0.009796703323 Long EC CORP JP N 2 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 3673.00000000 NS USD 953180.23000000 0.102501240400 Long EC CORP US N 1 N N N ConnectWise, LLC N/A 20786NAC1 151000.00000000 PA USD 150568.14000000 0.016191503588 Long LON CORP US N 2 2028-09-29 Floating 4.00000000 N N N N N N MetroNet Systems Holdings, LLC 549300V3JVIFMP2JGN73 000000000 95781.08000000 PA USD 95733.19000000 0.010294769460 Long LON CORP US N 2 2028-05-26 Floating 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 25.00000000 NC USD -8830.65000000 -0.00094961325 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT US Long Bond Future USH2 COMDTY 2022-03-22 3956486.90000000 USD -8830.65000000 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 8852.00000000 NS USD 4114940.72000000 0.442504486245 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 258.00000000 NS USD 28846.98000000 0.003102090390 Long EC CORP US N 1 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 000000000 600.00000000 NS 10754.86000000 0.001156535202 Long EC CORP JP N 2 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 42000.00000000 PA USD 41475.42000000 0.004460102992 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N BX Trust N/A 056057AL6 97464.15000000 PA USD 97068.29000000 0.010438340846 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.43000000 N N N N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 000000000 6400.00000000 NS 175304.20000000 0.018851521865 Long EC CORP JP N 2 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 -16486.00000000 NS USD -874747.16000000 -0.09406685757 Short EC CORP US N 1 N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 14574XAF1 55000.00000000 PA USD 49637.50000000 0.005337820865 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 16767.00000000 NS USD 3876865.74000000 0.416902842410 Long EC CORP NL N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 335.00000000 NS USD 30237.10000000 0.003251578409 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 557.00000000 NS USD 60529.19000000 0.006509070226 Long EC CORP US N 1 N N N EVgo Inc N/A 30052F118 5230.00000000 NS USD 15428.50000000 0.001659120004 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 11.50000000 11.50000000 USD 2025-09-15 XXXX -3077.99000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 42000.00000000 PA USD 45465.73000000 0.004889205182 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 58164.00000000 0.006254727027 Long DBT CORP AT N 2 2032-01-15 Fixed 3.13000000 N N N N N N Asymchem Laboratories Tianjin Co Ltd 8368002CY8G4Q85YRQ60 000000000 3296.00000000 NS 225779.27000000 0.024279411703 Long EC CORP CN N 1 N N N Frontier Communications Parent Inc N/A 35909D109 15457.00000000 NS USD 451189.83000000 0.048519173788 Long EC CORP US N 1 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 000000000 505.00000000 NS 45820.95000000 0.004927404139 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3283547.00000000 OU Notional Amount USD 232591.99000000 0.025012024727 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-11-23 53.50000000 USD 0.00000000 USD 3283547.00000000 USD 232538.49000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 85.00000000 NC -344597.08000000 -0.03705661010 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Future RXH2 COMDTY 2022-03-08 14815576.50000000 EUR -344597.08000000 N N N Bayview Commercial Asset Trust N/A 07324NAC7 18139.02000000 PA USD 17102.75000000 0.001839162242 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.44000000 N N N N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 2675.00000000 NC 24672.95000000 0.002653231676 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Call Purchased FIAT SPA PFD PREFERENCE FIAT SPA PFD PREFERENCE 1.00000000 200.00000000 EUR 2022-09-16 XXXX -4702.27000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -2675.00000000 NC -20510.86000000 -0.00220565694 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Put Written FIAT SPA PFD PREFERENCE FIAT SPA PFD PREFERENCE 1.00000000 160.00000000 EUR 2022-09-16 XXXX -727.55000000 N N N Jazz Financing Lux S.a.r.l. 635400WUEO2NSG5OIU34 000000000 588443.00000000 PA USD 590431.94000000 0.063492720807 Long LON CORP LU N 2 2028-05-05 Floating 4.00000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 606.00000000 NS 31114.04000000 0.003345881076 Long EC CORP FR N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 20478.37000000 OU Notional Amount USD -226.07000000 -0.00002431067 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Martin Marietta Materials Inc Martin Marietta Materials Inc Y equity-performance leg 2121-12-22 0.00000000 USD 0.00000000 USD 20478.37000000 USD -226.07000000 N N N Nelnet Student Loan Trust N/A 64034QAE8 100000.00000000 PA USD 99104.45000000 0.010657301457 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -39.00000000 NC USD -2418.00000000 -0.00026002217 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lowe's Cos Inc Lowe's Cos Inc 100.00000000 270.00000000 USD 2022-01-21 XXXX 6899.83000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 30.00000000 NC USD 16050.00000000 0.001725953661 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp Microsoft Corp 100.00000000 350.00000000 USD 2022-02-18 XXXX -18366.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -2036.00000000 -0.00021894340 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet Inc Alphabet Inc 100.00000000 3400.00000000 USD 2022-02-18 XXXX 15539.24000000 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 136.00000000 NS USD 15981.36000000 0.001718572387 Long EC CORP US N 1 N N N MediaTek Inc 254900UEGBK1I4DM4E14 000000000 5000.00000000 NS 209261.18000000 0.022503121490 Long EC CORP TW N 2 N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAC7 32000.00000000 PA USD 32280.00000000 0.003471263813 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 11008919.00000000 OU Notional Amount -50073.76000000 -0.00538473454 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 11008919.00000000 BRL -50073.76000000 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 1719.00000000 NS USD 598057.29000000 0.064312720854 Long EC CORP US N 1 N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 000000000 5040.00000000 NS 19481.36000000 0.002094948575 Long EP CORP BR N 2 N N N Goodman Group N/A 000000000 1720.00000000 NS 33257.43000000 0.003576372778 Long EC AU N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -362.00000000 NC USD 136843.99000000 0.014715662657 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYH2 COMDTY 2022-03-22 -52530687.74000000 USD 136843.99000000 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 245.00000000 NS USD 23140.25000000 0.002488411166 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 99.00000000 NC USD 693.00000000 0.000074522485 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P Biotech ETF SPDR S&P Biotech ETF 100.00000000 134.00000000 USD 2022-01-21 XXXX -31157.51000000 N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAD1 166887.50000000 PA USD 166929.22000000 0.017950909566 Long LON CORP US N 2 2025-07-21 Floating 3.60000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 37.00000000 NC USD 10101.00000000 0.001086221678 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp Devon Energy Corp 100.00000000 44.00000000 USD 2022-01-21 XXXX 3062.81000000 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 000000000 4749.00000000 NS 94045.44000000 0.010113275486 Long EC CORP SE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -42.00000000 NC USD -1050.00000000 -0.00011291285 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Edwards Lifesciences Corp Edwards Lifesciences Corp 100.00000000 105.00000000 USD 2022-01-21 XXXX 6006.90000000 N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 1288000.00000000 PA USD 1338715.00000000 0.143960128131 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N AltC Acquisition Corp N/A 02156V109 27448.00000000 NS USD 270637.28000000 0.029103265075 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 243000.00000000 PA USD 243240.57000000 0.026157130997 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68621XAE3 305640.83000000 PA USD 306099.29000000 0.032916709687 Long LON CORP US N 2 2028-06-02 Floating 3.50000000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 000000000 146840.00000000 PA USD 147116.06000000 0.015820280528 Long LON CORP US N 2 2027-12-15 Floating 4.36000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 9691.00000000 NS USD 2476147.41000000 0.266275120855 Long EC CORP US N 1 N N N ECL Entertainment, LLC N/A 000000000 231835.00000000 PA USD 235312.53000000 0.025304580862 Long LON CORP US N 2 2028-03-31 Floating 8.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 48000.00000000 PA USD 51562.23000000 0.005544798734 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 44645.00000000 NS USD 2270198.25000000 0.244128160925 Long EC CORP US N 1 N N N WOOF Holdings, Inc N/A 98082EAB0 222969.53000000 PA USD 222969.53000000 0.023977263351 Long LON CORP US N 2 2027-12-21 Floating 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36264YAA8 100000.00000000 PA USD 99853.19000000 0.010737818002 Long ABS-MBS CORP US N 2 2026-05-15 Floating 1.26000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 1226.00000000 NS 39960.17000000 0.004297158987 Long EC CORP GB N 1 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -28.00000000 NC -18980.40000000 -0.00204107731 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short Long Gilt Future G H2 COMDTY 2022-03-29 -3483177.32000000 GBP -18980.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -49584.06000000 -0.00533207413 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 27473113.72000000 CNY 4259892.81000000 USD 2022-02-11 -49584.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -15960.00000000 -0.00171627541 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet Inc Alphabet Inc 100.00000000 2700.00000000 USD 2022-02-18 XXXX 4813.01000000 N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 200000.00000000 PA USD 215632.00000000 0.023188214331 Long DBT CORP BH N 2 2024-11-07 Fixed 7.63000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 5797.00000000 NS 220877.25000000 0.023752267817 Long EC CORP NL N 1 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 2600.00000000 NS 439576.76000000 0.047270350069 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1169000.00000000 OU Notional Amount USD -237566.88000000 -0.02554700476 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-28 28.06000000 USD 0.00000000 USD 1169000.00000000 USD -237594.94000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 16.00000000 NC USD 272.00000000 0.000029249806 N/A DE CA N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lions Gate Entertainment Corp Lions Gate Entertainment Corp 100.00000000 19.00000000 USD 2022-01-21 XXXX -579.71000000 N N N Genius Sports Ltd N/A 000000000 34648.00000000 NS USD 272679.76000000 0.029322905314 Long EC CORP GG N 1 N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 21000.00000000 PA USD 22633.80000000 0.002433949532 Long DBT CORP XX N 2 2028-02-15 Fixed 6.75000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 209.00000000 NS USD 21353.53000000 0.002296274348 Long EC CORP US N 1 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 378000.00000000 PA USD 385087.50000000 0.041410790079 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N Herschend Entertainment Company, LLC 54930087KQ7RPDXK0716 42778EAF8 137655.00000000 PA USD 137913.79000000 0.014830704727 Long LON CORP US N 2 2028-08-27 Floating 4.25000000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 2179.00000000 NS USD 574645.88000000 0.061795150211 Long EC CORP US N 1 N N N CAESARS RESORT / FINCO N/A 12770RAA1 98000.00000000 PA USD 102342.87000000 0.011005548364 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N Kao Corp 353800HM38HFCB8RGL63 000000000 4400.00000000 NS 230678.07000000 0.024806209323 Long EC CORP JP N 2 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 113000.00000000 PA USD 117943.75000000 0.012683205433 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAG1 185000.00000000 PA USD 184595.53000000 0.019850674827 Long ABS-MBS CORP US N 2 2034-04-15 Floating 3.21000000 N N N N N N FirstRand Ltd 529900XYOP8CUZU7R671 000000000 5943.00000000 NS 22918.57000000 0.002464572574 Long EC CORP ZA N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -87225.43000000 -0.00937987852 N/A DFE JP N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 6718298.02000000 USD 762330651.00000000 JPY 2022-03-10 -87225.43000000 N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAX9 61000.00000000 PA USD 60954.86000000 0.006554845098 Long LON CORP US N 2 2024-09-19 Floating 5.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 102638.46000000 OU Notional Amount USD -1741.82000000 -0.00018730844 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 102638.46000000 USD -1741.82000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4366734.00000000 OU Notional Amount 588179.48000000 0.063250500147 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S36.V1 2I667KJO7 Y sell protection 2026-12-20 503173.18000000 EUR 0.00000000 EUR 4366734.00000000 EUR 10580.69000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 23732.85000000 OU Notional Amount USD -357.00000000 -0.00003839037 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 General Electric Co General Electric Co Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 23732.85000000 USD -357.00000000 N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 000000000 5300.00000000 NS 102357.51000000 0.011007122692 Long EC CORP KY N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 31150000.00000000 OU Notional Amount USD 422251.64000000 0.045407275034 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-03-08 99.96000000 USD 0.00000000 USD 31150000.00000000 USD 422151.68000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -25480157.00000000 OU Notional Amount -269117.88000000 -0.02893987479 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 -269117.88000000 -0.03000000 DFE US -25480157.00000000 EUR -29047378.98000000 USD 2022-01-06 1.00000000 1.14000000 EUR 2022-01-06 XXXX -198245.33000000 N N N Fila Holdings Corp N/A 000000000 544.00000000 NS 16409.51000000 0.001764613948 Long EC CORP KR N 2 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 68513.00000000 NS USD 22934726.75000000 2.466310007422 Long EC CORP US N 1 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 15103.00000000 PA USD 15669.36000000 0.001685021138 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27869289.00000000 OU Notional Amount -56769.70000000 -0.00610478950 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-13 235.58000000 MXN 0.00000000 MXN 27869289.00000000 MXN -56781.26000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1163054.00000000 OU Notional Amount USD 50512.44000000 0.005431908460 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-04 35.21000000 USD 0.00000000 USD 1163054.00000000 USD 50477.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 23.00000000 NC USD 25300.00000000 0.002720662158 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Twilio Inc Twilio Inc 100.00000000 310.00000000 USD 2022-04-14 XXXX -36057.76000000 N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 000000000 47800.00000000 NS 210692.98000000 0.022657091611 Long EC CORP JP N 2 N N N Health Care Select Sector SPDR Fund 549300EJNY3KKJHPOY44 81369Y209 7867.00000000 NS USD 1096974.48000000 0.117964306590 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 469.00000000 NC USD 13132.00000000 0.001412163457 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased BP PLC BP PLC 100.00000000 32.00000000 USD 2022-04-14 XXXX -52149.83000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 322313.00000000 NS 2650812.87000000 0.285057955141 Long EC CORP IT N 2 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 31547.00000000 PA USD 41445.19000000 0.004456852177 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 575096.97000000 0.061843658649 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 107.00000000 NC USD 6420.00000000 0.000690381464 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Ovintiv Inc Ovintiv Inc 100.00000000 38.00000000 USD 2022-01-21 XXXX -29127.79000000 N N N Park River Holdings Inc N/A 70082HAC0 282741.64000000 PA USD 280066.90000000 0.030117289198 Long LON CORP US N 2 2027-12-28 Floating 4.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 401.00000000 NS USD 101537.21000000 0.010918910867 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -5280.00000000 NC USD -2328.56000000 -0.00025040415 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Pioneer Natural Resources Co Pioneer Natural Resources Co 1.00000000 160.00000000 USD 2022-01-21 XXXX 21656.83000000 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 10567.00000000 NS 532510.18000000 0.057264043313 Long EC CORP NL N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 35000.00000000 PA USD 36750.00000000 0.003951949973 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -13238.32000000 -0.00142359669 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2786334.75000000 USD 318874000.00000000 JPY 2022-02-17 -13238.32000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -30.00000000 NC USD -1800.00000000 -0.00019356489 N/A DE JE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Aptiv PLC Aptiv PLC 100.00000000 150.00000000 USD 2022-01-21 XXXX 5333.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 468774.00000000 OU Notional Amount USD -3316.98000000 -0.00035669493 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-22 14.22000000 USD 0.00000000 USD 468774.00000000 USD -3331.20000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 375000.00000000 NC USD 246.18000000 0.000026473225 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 375000.00000000 OU Notional Amount N/A 246.18000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 buy protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 375000.00000000 USD 1.00000000 1.06000000 USD 2022-01-19 XXXX -1253.82000000 N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 151115.00000000 NS USD 3684183.70000000 0.396182576210 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 25278.00000000 NS USD 7239113.64000000 0.778465713143 Long EC US N 1 N N N Sovos Brands Intermediate, Inc. 549300LNTCFBIDJ7R637 84611UAH1 90203.47000000 PA USD 90071.77000000 0.009685962695 Long LON CORP US N 2 2028-06-08 Floating 4.50000000 N N N N N N DBWF Mortgage Trust N/A 23307GAJ5 100000.00000000 PA USD 99500.11000000 0.010699849172 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.85000000 N N N N N N RENEWABLE ENERGY GROUP I 549300HPU3BD8ZI0X358 75972AAD5 36000.00000000 PA USD 36995.67000000 0.003978368355 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 346809.71000000 0.037294547598 Long EC CORP CN N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 27276.00000000 NS 1381021.77000000 0.148509631221 Long EC CORP FI N 2 N N N Kering SA 549300VGEJKB7SVUZR78 000000000 412.00000000 NS 333063.18000000 0.035816300010 Long EC CORP FR N 1 N N N Mariner Finance Issuance Trust N/A 56848MAA7 220000.00000000 PA USD 221352.14000000 0.023803335614 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 76560.12000000 OU Notional Amount USD -3917.55000000 -0.00042127786 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 XPeng Inc XPeng Inc Y equity-performance leg 2121-12-01 0.00000000 USD 0.00000000 USD 76560.12000000 USD -3917.55000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4190071.00000000 OU Notional Amount USD -79252.64000000 -0.00852251615 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-06-28 34.94000000 USD 0.00000000 USD 4190071.00000000 USD -79287.58000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 15852.00000000 NS USD 270593.64000000 0.029098572202 Long EC CORP CA N 1 N N N Aier Eye Hospital Group Co Ltd N/A 000000000 33447.00000000 NS 222519.98000000 0.023928920518 Long EC CORP CN N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 4.00000000 NC 13789.60000000 0.001482879166 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange S&P/TSX 60 Index Future PTH2 INDEX 2022-03-17 1007276.84000000 CAD 13789.60000000 N N N BENCHMARK Mortgage Trust N/A 08162RAF4 2145053.91000000 PA USD 192509.15000000 0.020701674292 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.28000000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 167.00000000 NS USD 45687.86000000 0.004913092166 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1042811.00000000 OU Notional Amount USD 26608.39000000 0.002861361255 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-11-30 16.12000000 USD 0.00000000 USD 1042811.00000000 USD 26592.27000000 N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 31000.00000000 PA USD 31895.90000000 0.003429959215 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 25898.00000000 NS USD 4141867.14000000 0.445400047192 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 39340.00000000 0.004230468352 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Hilton Worldwide Holdings Inc Hilton Worldwide Holdings Inc 100.00000000 140.00000000 USD 2022-01-21 XXXX 22190.40000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 11038.46000000 OU Notional Amount USD -32.18000000 -0.00000346051 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 11038.46000000 USD -32.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -7537540.00000000 NC USD -96472.75000000 -0.01037429882 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 -96472.75000000 -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 29592.61000000 N N N 2020 CASH EXCH TRUST N/A 901375105 1323.00000000 NS USD 1368656.73000000 0.147179943616 Long EP CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 374.00000000 NS USD 127032.84000000 0.013660610304 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 545173.86000000 OU Notional Amount USD 2771.79000000 0.000298067358 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF Y equity-performance leg 2022-01-21 0.00000000 USD 0.00000000 USD 545173.86000000 USD 2771.79000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2601053.81000000 OU Notional Amount 349735.92000000 0.037609220674 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S34.V1 2I667KIK6 Y sell protection 2025-12-20 146053.64000000 EUR 0.00000000 EUR 2601053.81000000 EUR 182758.18000000 N N N SMB Private Education Loan Trust N/A 83208AAE3 100000.00000000 PA USD 99814.38000000 0.010733644527 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 2287.00000000 NS USD 537559.35000000 0.057807011129 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 200000.00000000 PA USD 175328.00000000 0.018854081223 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25000000 N N N N N N Stars Group Holdings B.V. (The) 549300RNFXC8F8RT6R13 000000000 652584.92000000 PA USD 650137.73000000 0.069913245846 Long LON CORP NL N 2 2026-07-21 Floating 2.47000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 4.00000000 NC USD 2880.00000000 0.000309703834 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Generac Holdings Inc Generac Holdings Inc 100.00000000 390.00000000 USD 2022-02-18 XXXX -4055.26000000 N N N TITAN HOLDINGS II BV 549300XU72VK2GL31495 000000000 220000.00000000 PA 248218.19000000 0.026692404609 Long DBT CORP NL N 2 2029-07-15 Fixed 5.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -5328.00000000 -0.00057295209 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Twilio Inc Twilio Inc 100.00000000 200.00000000 USD 2022-02-18 XXXX 9135.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 878511.00000000 OU Notional Amount USD 4550.17000000 0.000489307325 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-10-18 27.38000000 USD 0.00000000 USD 878511.00000000 USD 4522.79000000 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 318000.00000000 PA USD 337477.50000000 0.036290998563 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 2084.00000000 NS USD 559387.28000000 0.060154300582 Long EC CORP US N 1 N N N 1211 Avenue of the Americas Trust N/A 90117PAN5 170000.00000000 PA USD 174284.97000000 0.018741917893 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.14000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -178.00000000 NC USD -11849.89000000 -0.00127429040 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 14029.53000000 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2488.00000000 NS USD 484786.80000000 0.052132059358 Long EC CORP IE N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 212000.00000000 PA USD 207230.00000000 0.022284696408 Long DBT CORP US N 2 2031-08-01 Fixed 2.63000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 240000.00000000 PA USD 245260.80000000 0.026374378559 Long DBT US N 2 2029-05-15 Fixed 4.88000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 176.00000000 NS USD 10732.48000000 0.001154128545 Long EC CORP US N 1 N N N TPGI Trust N/A 87267HAS6 126691.00000000 PA USD 125756.92000000 0.013523402902 Long ABS-MBS CORP US N 2 2026-06-15 Floating 3.11000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -221.00000000 NC USD -2873.00000000 -0.00030895108 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Royal Dutch Shell PLC Royal Dutch Shell PLC 100.00000000 40.00000000 USD 2022-01-21 XXXX 12573.27000000 N N N POSCO 988400E5HRVX81AYLM04 000000000 731.00000000 NS 172374.22000000 0.018536443378 Long EC CORP KR N 2 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 299.00000000 NC 5882.90000000 0.000632623850 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased Invesco EURO STOXX 50 UCITS ETF Invesco EURO STOXX 50 UCITS ETF 1.00000000 4600.00000000 EUR 2022-03-18 XXXX -7600.23000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 -375000.00000000 NC USD -119.76000000 -0.00001287851 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 375000.00000000 OU Notional Amount N/A -119.76000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 sell protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 375000.00000000 USD 1.00000000 1.01000000 USD 2022-01-19 XXXX 187.74000000 N N N Adyen NV 724500973ODKK3IFQ447 000000000 1090.00000000 NS 2932369.78000000 0.315335474135 Long EC CORP NL N 1 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 171000.00000000 PA USD 187458.75000000 0.020158574206 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 819.00000000 NS USD 207059.58000000 0.022266370114 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 324.00000000 NS USD 28084.32000000 0.003020076943 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 196000.00000000 PA USD 191474.00000000 0.020590358346 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 308000.00000000 PA USD 326550.84000000 0.035115988666 Long DBT US N 2 2025-08-15 Fixed 6.38000000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 492.00000000 NS USD 115900.44000000 0.012463475939 Long EC CORP IE N 1 N N N Electric Power Development Co Ltd 549300KMHPUAQI8VEH90 000000000 900.00000000 NS 11961.73000000 0.001286317239 Long EC CORP JP N 2 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 16625.00000000 NS USD 5007616.25000000 0.538499289977 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3761555.00000000 OU Notional Amount USD -89083.29000000 -0.00957966545 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-07-13 31.08000000 USD 0.00000000 USD 3761555.00000000 USD -89114.37000000 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 6758.00000000 NS USD 690126.96000000 0.074213529831 Long EC CORP US N 1 N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 150480.00000000 PA USD 150066.18000000 0.016137524791 Long LON CORP US N 2 2026-02-06 Floating 3.35000000 N N N N N N BX Trust N/A 056059AS7 169705.90000000 PA USD 169289.17000000 0.018204689276 Long ABS-MBS CORP US N 2 2035-11-15 Floating 2.16000000 N N N N N N Spirax-Sarco Engineering PLC 213800WFVZQMHOZP2W17 000000000 2524.00000000 NS 552772.72000000 0.059442996902 Long EC CORP GB N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7916.00000000 NC USD 5240.99000000 0.000563595382 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Pioneer Natural Resources Co Pioneer Natural Resources Co 1.00000000 205.00000000 USD 2022-01-21 XXXX -59436.78000000 N N N Williams-Sonoma Inc 549300IARG6YWVTZ1I92 969904101 11298.00000000 NS USD 1907893.26000000 0.205167312064 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 6762.00000000 NS USD 536564.70000000 0.057700050393 Long EC CORP IE N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -4749066.00000000 NC USD -27664.35000000 -0.00297491502 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 -27664.35000000 0.00000000 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 10921.81000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 54200.61000000 OU Notional Amount USD -1189.29000000 -0.00012789155 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 54200.61000000 USD -1189.29000000 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 413.00000000 NS USD 233084.81000000 0.025065020645 Long EC CORP US N 1 N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAE7 188000.00000000 PA USD 180492.84000000 0.019409487735 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.23000000 N N N N N N Hengan International Group Co Ltd N/A 000000000 2000.00000000 NS 10362.47000000 0.001114339130 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 76108.97000000 OU Notional Amount USD 361.50000000 0.000038874283 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 76108.97000000 USD 361.50000000 N N N Sumitomo Mitsui Trust Holdings Inc 353800P843RLCDBLNT17 000000000 800.00000000 NS 27034.25000000 0.002907156559 Long EC CORP JP N 2 N N N Bank of China Ltd 54930053HGCFWVHYZX42 000000000 66000.00000000 NS 23965.72000000 0.002577178952 Long EC CORP CN N 1 N N N MHC Commercial Mortgage Trust N/A 55316VAL8 494029.00000000 PA USD 493566.59000000 0.053076203327 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.71000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 000000000 370.00000000 NS USD 48066.70000000 0.005168903232 Long EC CORP BM N 1 N N N BX Trust N/A 05607QAR9 83504.10000000 PA USD 83191.18000000 0.008946051199 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.36000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AH8 15000.00000000 PA USD 15420.00000000 0.001658205948 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 338240.34000000 PA USD 338240.37000000 0.036373034592 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.96000000 N N N N N N BHP Group PLC 549300C116EOWV835768 000000000 27757.00000000 NS 823167.28000000 0.088520160827 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 4623000.00000000 OU Notional Amount USD 24663.71000000 0.002652238043 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 24663.71000000 0.00000000 DFE US 29818350.00000000 CNY 4623000.00000000 USD 2022-03-29 1.00000000 6.45000000 USD 2022-03-29 XXXX -1836.90000000 N N N Nan Ya Plastics Corp 254900L66RP14M9UOM28 000000000 53000.00000000 NS 166098.18000000 0.017861542804 Long EC CORP TW N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 165.00000000 NC USD 165.00000000 0.000017743448 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased BP PLC BP PLC 100.00000000 32.00000000 USD 2022-01-21 XXXX -11186.32000000 N N N Credit Suisse Mortgage Trust N/A 12653VAE6 101000.00000000 PA USD 100684.46000000 0.010827209497 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.54000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 205000.00000000 NC USD 134.58000000 0.000014472202 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 205000.00000000 OU Notional Amount N/A 134.58000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 buy protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 205000.00000000 USD 1.00000000 1.06000000 USD 2022-01-19 XXXX -787.92000000 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 000000000 851.00000000 NS 27672.04000000 0.002975741979 Long EC CORP DE N 2 N N N Latch Inc N/A 51818V114 11942.00000000 NS USD 22092.70000000 0.002375761773 N/A DE US N 1 N/A N/A Call Purchased Latch Inc Latch Inc 11.50000000 11.50000000 USD 2026-06-04 XXXX -4441.55000000 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 5943.00000000 NS USD 17243555.07000000 1.854303864015 Long EC CORP US N 1 N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376100 250.00000000 NS USD 24565.00000000 0.002641623159 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -89.00000000 NC USD -20025.00000000 -0.00215340947 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp Microsoft Corp 100.00000000 365.00000000 USD 2022-02-18 XXXX 22497.08000000 N N N Shearer's Foods, Inc. 549300AQWIJSYS2CIH04 82087UAL1 296302.46000000 PA USD 295108.36000000 0.031734788448 Long LON CORP US N 2 2027-09-23 Floating 4.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -496.00000000 NC USD -49600.00000000 -0.00533378826 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written CBOE Volatility Index (VIX) VIX INDEX 100.00000000 18.00000000 USD 2022-01-19 XXXX -20445.79000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 18000.00000000 PA USD 19304.82000000 0.002075964160 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC N/A -81747.71000000 -0.00879082613 N/A DFE NO N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2173338.00000000 CHF 20315279.78000000 NOK 2022-02-03 -81747.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -4467.00000000 NC -8121.42000000 -0.00087334545 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written EssilorLuxottica SA EssilorLuxottica SA 1.00000000 220.00000000 EUR 2022-06-17 XXXX 1824.06000000 N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 292.00000000 NS USD 68386.40000000 0.007354003582 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 502.00000000 NC USD 298690.00000000 0.032119943880 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp Devon Energy Corp 100.00000000 40.00000000 USD 2022-01-21 XXXX 112792.45000000 N N N SITC International Holdings Co Ltd 529900JUV4MOM9CE3V12 000000000 17000.00000000 NS 64892.97000000 0.006978333906 Long EC CORP KY N 1 N N N kdc/one Development Corporation, Inc. N/A 000000000 899226.40000000 PA 1026010.97000000 0.110333170768 Long LON CORP CA N 2 2025-12-22 Floating 5.00000000 N N N N N N Columbus McKinnon Corporation 549300W3HQB0HO1F3G69 19933MAP8 37026.59000000 PA USD 37026.59000000 0.003981693370 Long LON CORP US N 2 2028-05-14 Floating 3.25000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAE1 520000.00000000 PA USD 515447.40000000 0.055429179286 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 4089.00000000 NS 621028.49000000 0.066782953050 Long EC CORP CH N 2 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2219000.00000000 PA 3781058.03000000 0.406600059363 Long DBT NUSS ES N 2 2066-07-30 Fixed 3.45000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 80000.00000000 PA USD 84801.40000000 0.009119207904 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1109079.64000000 OU Notional Amount USD 10640.06000000 0.001144190063 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF Y equity-performance leg 2022-01-19 0.00000000 USD 0.00000000 USD 1109079.64000000 USD 10640.06000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 74401.00000000 OU Notional Amount USD 949.80000000 0.000102137743 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 74401.00000000 USD 949.80000000 N N N Credit Suisse Mortgage Trust N/A 12653VAJ5 224000.00000000 PA USD 222880.22000000 0.023967659306 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.26000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4734881.00000000 OU Notional Amount USD -712285.19000000 -0.07659633844 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-12-22 118.09000000 USD 0.00000000 USD 4734881.00000000 USD -712403.28000000 N N N Merit N/A 55293BAP0 138000.00000000 PA USD 136729.28000000 0.014703327196 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.86000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 30999.33000000 0.003333545615 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1782463.63000000 USD 2492190.00000000 AUD 2022-03-03 30999.33000000 N N N Nanya Technology Corp 254900STKVKJBRRO0835 000000000 6000.00000000 NS 16658.18000000 0.001791354939 Long EC CORP TW N 2 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 170000.00000000 PA USD 191979.30000000 0.020644696314 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Alimentation Couche-Tard Inc 549300OSW32RVX8CCZ87 01626P304 1149.00000000 NS 48141.82000000 0.005176981340 Long EC CORP CA N 1 N N N COSCO SHIPPING Holdings Co Ltd 3003009XI0QGYYA29S17 000000000 23250.00000000 NS 48325.85000000 0.005196771200 Long EC CORP CN N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 37734.00000000 NS USD 4980510.66000000 0.535584461795 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5586.42000000 0.000600741561 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 676412.88000000 USD 4343991.15000000 CNY 2022-01-27 5586.42000000 N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 132485717.50000000 NS USD 132485717.50000000 14.24699123178 Long STIV RF US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 1185.00000000 NS USD 824688.90000000 0.088683789837 Long EC CORP US N 1 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 399.00000000 NS USD 52312.89000000 0.005625521748 Long EC RF US N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 224.00000000 NS USD 18202.24000000 0.001957397058 Long EC CORP US N 1 N N N Wuxi Biologics Cayman Inc 5493001TD2TH6VDTJU11 000000000 33484.00000000 NS 376626.00000000 0.040500873761 Long EC CORP KY N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 94990DAA4 100000.00000000 PA USD 107745.33000000 0.011586507592 Long ABS-MBS CORP US N 2 2036-06-15 Variable 3.75000000 N N N N N N Great-West Lifeco Inc 549300X81X4VZEESFU46 39138C106 907.00000000 NS 27218.25000000 0.002926943193 Long EC CORP CA N 1 N N N Bank Central Asia Tbk PT 254900BR956G2OHVOM21 000000000 499200.00000000 NS 256494.60000000 0.027582417079 Long EC CORP ID N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -21400.90000000 -0.00230136833 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 138163945.00000000 INR 1817874.89000000 USD 2022-03-10 -21400.90000000 N N N GLP J-Reit 353800E27V9KA51K2I90 000000000 15.00000000 NS 25937.10000000 0.002789173378 Long EC JP N 2 N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822V101 612.00000000 NS USD 127136.88000000 0.013671798355 Long EC US N 1 N N N Vifor Pharma AG 529900KO6CN2D9OE1F19 000000000 47.00000000 NS 8425.68000000 0.000906064376 Long EC CORP CH N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 67177.27000000 OU Notional Amount USD 7519.87000000 0.000808657144 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 67177.27000000 USD 7519.87000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -31.00000000 NC USD -9300.00000000 -0.00100008529 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Costco Wholesale Corp Costco Wholesale Corp 100.00000000 585.00000000 USD 2022-01-21 XXXX 4805.08000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 146136.00000000 PA USD 52610.42000000 0.005657516950 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 10128697.00000000 OU Notional Amount -54593.44000000 -0.00587076309 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 10128697.00000000 BRL -54593.44000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 43.00000000 NC USD 13330.00000000 0.001433455595 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Diamondback Energy Inc Diamondback Energy Inc 100.00000000 115.00000000 USD 2022-01-21 XXXX -28905.56000000 N N N Hygeia Healthcare Holdings Co Ltd 2549001Z9KHQTRR29237 000000000 29400.00000000 NS 173825.77000000 0.018692537337 Long EC CORP KY N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 28020580.00000000 OU Notional Amount -59104.26000000 -0.00635583887 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-13 236.85000000 MXN 0.00000000 MXN 28020580.00000000 MXN -59115.89000000 N N N adidas AG 549300JSX0Z4CW0V5023 000000000 356.00000000 NS 105600.94000000 0.011355908354 Long EC CORP DE N 2 N N N Altair Engineering Inc 549300FJ89HZ6GU9S994 021369103 11362.00000000 NS USD 825449.30000000 0.088765560252 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 11000.00000000 PA USD 11302.50000000 0.001215426246 Long DBT CORP US N 2 2027-02-01 Fixed 5.38000000 N N N N N N BOPARAN FINANCE PLC 213800GQSQIOBR3DHN70 000000000 302000.00000000 PA 338258.90000000 0.036375027235 Long DBT CORP GB N 2 2025-11-30 Fixed 7.63000000 N N N N N N Kakao Corp 988400FTKUBQXKVZP434 000000000 10173.00000000 NS 980059.83000000 0.105391766509 Long EC CORP KR N 2 N N N Weibo Corp 549300Q9ID4640FE0422 948596101 993.00000000 NS USD 31587.33000000 0.003396776815 Long EC CORP KY N 1 N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAN0 101000.00000000 PA USD 99738.08000000 0.010725439526 Long ABS-MBS CORP US N 2 2036-08-15 Floating 2.61000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 68000.00000000 PA USD 67915.00000000 0.007303311087 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 36608.00000000 NS USD 5738670.08000000 0.617113933899 Long EC CORP US N 1 N N N Santos Ltd 5299000RK70B5O2M7077 000000000 7938.00000000 NS 36676.81000000 0.003944079409 Long EC CORP AU N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 109.00000000 NS USD 14556.95000000 0.001565396956 Long EC CORP CH N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 13408.74000000 OU Notional Amount USD 273.42000000 0.000029402507 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Discovery Inc Discovery Inc Y equity-performance leg 2121-11-11 0.00000000 USD 0.00000000 USD 13408.74000000 USD 273.42000000 N N N Subaru Corp 549300N244BVAEE6HH86 000000000 4600.00000000 NS 82347.79000000 0.008855356367 Long EC CORP JP N 2 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 229.00000000 NS USD 53116.55000000 0.005711944173 Long EC CORP US N 1 N N N Signet Jewelers Ltd 549300N3XPGE91WV7M22 000000000 4428.00000000 NS USD 411892.56000000 0.044293300451 Long EC CORP BM N 1 N N N Endeavour Group Ltd/Australia 254900JAN9FOLMWAD533 000000000 18703.00000000 NS 92200.38000000 0.009914865014 Long EC CORP AU N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 64542.29000000 OU Notional Amount USD -799.51000000 -0.00008597615 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Dollar Tree Inc Dollar Tree Inc Y equity-performance leg 2121-11-24 0.00000000 USD 0.00000000 USD 64542.29000000 USD -799.51000000 N N N Dick's Sporting Goods Inc 529900SSBV5I4LWSK313 253393102 2597.00000000 NS USD 297486.35000000 0.031990508109 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 2441500.00000000 PA USD 2382751.41000000 0.256231683583 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 182.00000000 NS USD 58596.72000000 0.006301260028 Long EC CORP US N 1 N N N Dino Polska SA 259400H4L81SMPRTW956 000000000 164.00000000 NS 14746.83000000 0.001585815902 Long EC CORP PL N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -9246000.00000000 OU Notional Amount USD -15671.97000000 -0.00168530180 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -15671.97000000 0.00000000 DFE CN -9246000.00000000 USD -61023600.00000000 CNY 2022-03-29 1.00000000 6.60000000 USD 2022-03-29 XXXX 1843.28000000 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 32679.00000000 NS USD 5464909.17000000 0.587674765980 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 15507.00000000 NS USD 2243087.55000000 0.241212783234 Long EC CORP US N 1 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3DE7 83000.00000000 PA USD 94551.30000000 0.010167673674 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 3.71000000 N N N N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 4000.00000000 NS 95233.33000000 0.010241016489 Long EC CORP JP N 2 N N N China Petroleum & Chemical Corp 529900A2OB24EZ5B3J19 000000000 198000.00000000 NS 94143.82000000 0.010123854883 Long EC CORP CN N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -96076.57000000 -0.01033169519 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4594813.47000000 USD 3951000.00000000 EUR 2022-01-06 -96076.57000000 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 97251.00000000 NS 2199690.62000000 0.236546048639 Long EC CORP GB N 1 N N N Vantage Towers AG 213800BBQO965UPQ7J59 000000000 86450.00000000 NS 3233358.78000000 0.347702643402 Long EC CORP DE N 2 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 14600.00000000 NS 237656.91000000 0.025556686236 Long EC CORP JP N 2 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 3819.00000000 NS USD 1272185.28000000 0.136805784588 Long EC CORP US N 1 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 000000000 1045.00000000 NS 48976.11000000 0.005266697595 Long EC CORP KR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -7748.00000000 -0.00083318934 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Generac Holdings Inc Generac Holdings Inc 100.00000000 360.00000000 USD 2022-01-21 XXXX -3982.99000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 184000.00000000 PA USD 204701.84000000 0.022012828059 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -49.00000000 NC USD -1862.00000000 -0.00020023213 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 146.00000000 USD 2022-01-21 XXXX 2966.53000000 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 235.00000000 NS USD 25720.75000000 0.002765907953 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -2160572.00000000 NC USD -5270.11000000 -0.00056672683 N/A DIR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 2160572.00000000 OU Notional Amount N/A -5270.11000000 0.00000000 DIR US N/A N/A 2027-01-14 0.00000000 N/A 0.00000000 N/A 2160572.00000000 USD 1.00000000 0.01470000 USD 2022-01-12 XXXX 736.28000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -63.00000000 NC USD -2457.00000000 -0.00026421608 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Uber Technologies Inc Uber Technologies Inc 100.00000000 40.00000000 USD 2022-01-21 XXXX 5953.90000000 N N N JBS USA/FOOD/FINANCE N/A 46590XAA4 33000.00000000 PA USD 36316.50000000 0.003905333094 Long DBT CORP XX N 2 2029-04-15 Fixed 6.50000000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 000000000 3104.00000000 NS 54835.33000000 0.005896774991 Long EC CORP GB N 1 N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 30000.00000000 PA USD 31312.50000000 0.003367222681 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 18.00000000 NS 24783.92000000 0.002665164952 Long EC CORP CA N 1 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 1196.00000000 NS USD 583121.76000000 0.062706612897 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 68.00000000 NS USD 24839.04000000 0.002671092339 Long EC US N 1 N N N Li Auto Inc 2549003R73Q70J5H4I65 50202M102 35658.00000000 NS USD 1153179.72000000 0.124008396297 Long EC CORP KY N 1 N N N Nine Dragons Paper Holdings Ltd 529900TBMYEYJ2LEV906 000000000 10000.00000000 NS 10806.79000000 0.001162119549 Long EC CORP BM N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3655837.00000000 OU Notional Amount 120807.61000000 0.012991173636 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-08-26 60.66000000 EUR 0.00000000 EUR 3655837.00000000 EUR 120736.09000000 N N N Altus Power Inc 5493005V83PBRWNLK259 02217A110 2406.00000000 NS USD 6135.30000000 0.000659765950 N/A DE US N 1 N/A N/A Call Purchased Altus Power Inc Altus Power Inc 1.00000000 11.00000000 USD 2027-12-31 XXXX -668.89000000 N N N Lendmark Funding Trust N/A 52607MAA7 400000.00000000 PA USD 393955.64000000 0.042364434859 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N Dr. Martens Plc 213800QPT8YM6NQZPH28 000000000 10952.00000000 NS 63447.06000000 0.006822846451 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 564768.00000000 OU Notional Amount USD -1090.96000000 -0.00011731753 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-10-15 17.60000000 USD 0.00000000 USD 564768.00000000 USD -1108.56000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 22.00000000 NC 37994.26000000 0.004085752783 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Future Z H2 INDEX 2022-03-18 1583209.92000000 GBP 37994.26000000 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 482000.00000000 PA USD 505919.25000000 0.054404559636 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 313938.31000000 0.033759686963 Long EC CORP KY N 1 N N N Industrial & Commercial Bank of China Ltd 5493002ERZU2K9PZDL40 000000000 234000.00000000 NS 132746.70000000 0.014275056259 Long EC CORP CN N 1 N N N Cano Health Inc N/A 13781Y111 9494.00000000 NS USD 23829.94000000 0.002562577707 N/A DE US N 1 N/A N/A Call Purchased Cano Health Inc Cano Health Inc 11.50000000 11.50000000 USD 2026-06-03 XXXX -15835.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 17914078.00000000 OU Notional Amount USD -648041.06000000 -0.06968777822 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-29 213.18000000 USD 0.00000000 USD 17914078.00000000 USD -648254.24000000 N N N Navient Student Loan Trust N/A 63942CAA0 558562.47000000 PA USD 557752.89000000 0.059978544731 Long ABS-O CORP US N 2 2060-04-15 Floating 1.26000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 200000.00000000 PA USD 196000.00000000 0.021077066525 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 168938.79000000 0.018167010793 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.21000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 3.00000000 NC USD 663.00000000 0.000071296403 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com Inc Amazon.com Inc 100.00000000 3900.00000000 USD 2022-01-21 XXXX -17100.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3188876.00000000 OU Notional Amount USD 46143.64000000 0.004962104949 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-20 11.84000000 USD 0.00000000 USD 3188876.00000000 USD 46131.80000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 48000.00000000 PA USD 49780.80000000 0.005353230782 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 133089.14000000 OU Notional Amount USD -2796.74000000 -0.00030075038 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 133089.14000000 USD -2796.74000000 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AM4 189000.00000000 PA USD 196390.89000000 0.021119101293 Long DBT CORP US N 2 2043-06-15 Fixed 5.63000000 N N N N N N Nice Ltd 254900YTY4EF5Z4W0A51 653656108 11617.00000000 NS USD 3430964.78000000 0.368952412830 Long EC CORP IL N 1 N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 1452.00000000 NS USD 250731.36000000 0.026962660993 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 6637.00000000 NS USD 421714.98000000 0.045349564736 Long EC CORP US N 1 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 60805.00000000 NS 3518244.85000000 0.378338167125 Long EC CORP ES N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -245.00000000 NC USD -1225.00000000 -0.00013173166 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 49.00000000 USD 2022-01-21 XXXX 22975.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -600.00000000 -0.00006452163 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written O'Reilly Automotive Inc O'Reilly Automotive Inc 100.00000000 560.00000000 USD 2022-01-21 XXXX 3586.64000000 N N N iShares MSCI Brazil ETF 5493006D2L7KY3ZDF809 464286400 16115.00000000 NS USD 440906.40000000 0.047413334307 Long EC RF US N 1 N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 200000.00000000 PA USD 216500.00000000 0.023281555626 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 586.00000000 NS USD 112752.26000000 0.012124933086 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 524000.00000000 PA USD 518760.00000000 0.055785403218 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 47191.31000000 OU Notional Amount USD -718.60000000 -0.00007727540 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 47191.31000000 USD -718.60000000 N N N SLM Student Loan Trust 549300JEA36NHBYED811 78445QAE1 621000.00000000 PA USD 691403.64000000 0.074350818960 Long ABS-O CORP US N 2 2041-10-15 Floating 4.86000000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 2694.00000000 NS USD 90006.54000000 0.009678948118 Long EC CORP US N 1 N N N Brex Inc N/A 05601DAA1 200000.00000000 PA USD 200625.46000000 0.021574470240 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.09000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 5888.00000000 NS 836768.44000000 0.089982775899 Long EC CORP CH N 2 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -26543.70000000 -0.00285440474 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9418673.00000000 BRL 1636749.15000000 USD 2022-03-08 -26543.70000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20466582.00000000 OU Notional Amount -43510.86000000 -0.00467898617 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-17 173.40000000 MXN 0.00000000 MXN 20466582.00000000 MXN -43519.50000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 535345.00000000 OU Notional Amount USD -24078.73000000 -0.00258933160 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-06-07 16.58000000 USD 0.00000000 USD 535345.00000000 USD -24095.31000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2803064.00000000 OU Notional Amount USD 262144.76000000 0.028190012988 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-07 84.64000000 USD 0.00000000 USD 2803064.00000000 USD 262060.12000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 59.00000000 NC USD 1003.00000000 0.000107858661 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Global Payments Inc Global Payments Inc 100.00000000 170.00000000 USD 2022-01-21 XXXX -32758.12000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 380000.00000000 PA USD 370180.80000000 0.039807782388 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 261913.86000000 0.028165182914 Long ABS-O CORP US N 2 2060-04-15 Fixed 3.48000000 N N N N N N SREIT Trust N/A 78472UAL2 344000.00000000 PA USD 342073.32000000 0.036785214909 Long ABS-MBS CORP US N 2 2038-11-15 Floating 2.72000000 N N N N N N DL E&C Co Ltd N/A 000000000 142.00000000 NS 14633.24000000 0.001573600882 Long EC CORP KR N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 18610.67000000 OU Notional Amount USD -712.53000000 -0.00007662266 N/A DE CA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Teck Resources Ltd Teck Resources Ltd Y equity-performance leg 2121-10-06 0.00000000 USD 0.00000000 USD 18610.67000000 USD -712.53000000 N N N BX Trust N/A 05608WAS3 590000.00000000 PA USD 584470.70000000 0.062851672582 Long ABS-MBS CORP US N 2 2038-06-15 Floating 2.91000000 N N N N N N Acres PLC N/A 00103CAA7 222500.00000000 PA USD 222440.06000000 0.023920326237 Long ABS-CBDO CORP KY N 2 2036-06-15 Floating 1.31000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 31.00000000 NC USD 170.50000000 0.000018334897 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased American Airlines Group Inc American Airlines Group Inc 100.00000000 10.00000000 USD 2022-03-18 XXXX -923.56000000 N N N Credit Suisse Mortgage Trust N/A 12653VAC0 101000.00000000 PA USD 100810.74000000 0.010840789150 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.34000000 N N N N N N Wells Fargo Securities, LLC VYVVCKR63DVZZN70PB21 000000000 -36.00000000 NC USD -2864.00000000 -0.00030798325 N/A DE US N 2 Wells Fargo Securities, LLC VYVVCKR63DVZZN70PB21 Call Written Eli Lilly & Co Eli Lilly & Co 100.00000000 295.00000000 USD 2022-01-21 XXXX 13255.94000000 N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 50000.00000000 PA USD 52062.50000000 0.005598595795 Long DBT CORP US N 2 2025-07-15 Fixed 5.63000000 N N N N N N Saab AB 549300ZHO4JCQQI13M69 000000000 764.00000000 NS 19576.04000000 0.002105130088 Long EC CORP SE N 2 N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 2313.00000000 NS 1461501.56000000 0.157164110241 Long EC CORP JP N 2 N N N DISH DBS CORP N/A 25470XBE4 260000.00000000 PA USD 263130.40000000 0.028296004824 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45070BAG0 175560.00000000 PA USD 174506.64000000 0.018765755410 Long LON CORP US N 2 2028-07-10 Floating 3.25000000 N N N N N N GREAT WST PTRLM/GRT FNCE N/A 39143GAD2 44000.00000000 PA USD 46200.00000000 0.004968165681 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 168000.00000000 NS 153328.41000000 0.016488332131 Long EC CORP KY N 1 N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAB3 22000.00000000 PA USD 23925.00000000 0.002572800084 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1464000.00000000 OU Notional Amount USD 324111.26000000 0.034853645860 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-07-02 34.22000000 USD 0.00000000 USD 1464000.00000000 USD 324077.04000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 494805.00000000 OU Notional Amount USD 3122.12000000 0.000335740463 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 2022-06-20 0.00000000 USD 0.00000000 USD 494805.00000000 USD 3122.12000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -1300.00000000 NC USD -8703.74000000 -0.00093596585 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Charter Communications Inc Charter Communications Inc 1.00000000 560.00000000 USD 2022-03-18 XXXX 10796.26000000 N N N Voya CLO Ltd N/A 92915QAU7 150000.00000000 PA USD 148938.45000000 0.016016253157 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.17000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 45.00000000 NC USD 7807.50000000 0.000839587739 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Western Digital Corp Western Digital Corp 100.00000000 80.00000000 USD 2022-04-14 XXXX 2715.56000000 N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 000000000 1200.00000000 NS 19824.59000000 0.002131858174 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8919367.00000000 OU Notional Amount USD -206547.65000000 -0.02221131918 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-04-07 134.80000000 USD 0.00000000 USD 8919367.00000000 USD -206682.45000000 N N N BX Trust N/A 056057AN2 308621.16000000 PA USD 307174.68000000 0.033032352884 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.06000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -40780434.00000000 NC USD -71627.57000000 -0.00770254621 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 40780434.00000000 OU Notional Amount N/A -71627.57000000 -0.01000000 DIR US N/A N/A 2024-03-18 0.00000000 N/A 0.00000000 N/A 40780434.00000000 USD 1.00000000 1.08000000 USD 2022-03-16 XXXX -29215.92000000 N N N Ganfeng Lithium Co Ltd 3003006BE6UOHWEOOR42 000000000 18200.00000000 NS 295213.20000000 0.031746062528 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 506.00000000 NC USD 1012.00000000 0.000108826486 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 54.00000000 USD 2022-01-21 XXXX -39580.51000000 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 36000.00000000 PA USD 36270.00000000 0.003900332667 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N Yifeng Pharmacy Chain Co Ltd 300300CZZIF44N1EZO06 000000000 19760.00000000 NS 171187.91000000 0.018408872282 Long EC CORP CN N 1 N N N Life Financial Services Trust N/A 53218CAL4 542000.00000000 PA USD 540178.28000000 0.058088640526 Long ABS-MBS CORP US N 2 2038-03-15 Floating 2.46000000 N N N N N N Lundin Energy AB 549300IULC8F8IGXKI15 000000000 254.00000000 NS 9496.91000000 0.001021260223 Long EC CORP SE N 2 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 200000.00000000 PA USD 215160.00000000 0.023137457314 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N Samsung Fire & Marine Insurance Co Ltd 988400JMBDK47EW0Z936 000000000 138.00000000 NS 23753.36000000 0.002554342596 Long EC CORP KR N 2 N N N Pan Pacific International Holdings Corp 529900QLHJM2E18A5763 000000000 14500.00000000 NS 200452.11000000 0.021555828865 Long EC CORP JP N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 116329.53000000 OU Notional Amount USD 18526.65000000 0.001992282829 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 116329.53000000 USD 18526.65000000 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 2528.00000000 NS USD 46843.84000000 0.005037401693 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 37892.73000000 OU Notional Amount USD 1165.69000000 0.000125353702 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 37892.73000000 USD 1165.69000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 11.00000000 NC 253.44000000 0.000027253937 N/A DE DK N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Call Purchased Pandora A/S Pandora A/S 100.00000000 964.81000000 DKK 2022-01-21 XXXX -4406.37000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 145000.00000000 PA USD 146268.75000000 0.015729164154 Long DBT CORP US N 2 2031-02-01 Fixed 4.38000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 1462.00000000 NS USD 98568.04000000 0.010599618042 Long EC CORP US N 1 N N N COBHAM ULTRA SENIORCO SARL N/A 000000000 50000.00000000 PA USD 49953.00000000 0.005371748490 Long LON CORP US N 2 2028-11-16 None 0.00000000 N N N N N N LG Household & Health Care Ltd N/A 000000000 39.00000000 NS 36221.55000000 0.003895122545 Long EC CORP KR N 2 N N N THG PLC 21380066N3SV9O8IDP37 000000000 342981.00000000 NS 1064042.47000000 0.114422928194 Long EC CORP GB N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDN7 195000.00000000 PA USD 196723.80000000 0.021154901121 Long DBT CORP US N 2 2030-01-15 Fixed 4.38000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAF3 500000.00000000 PA USD 512820.00000000 0.055146639059 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.75000000 N N N N N N Athenahealth, Inc. 5493004JZ4RQIZBHP241 04685YAM1 95280.00000000 PA USD 95208.54000000 0.010238350670 Long LON CORP US N 2 2026-02-11 Floating 4.40000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGC2 115000.00000000 PA USD 120015.25000000 0.012905966369 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -289008.00000000 NC -17.22000000 -0.00000185177 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Vodafone Group PLC Vodafone Group PLC 1.00000000 1.35000000 GBP 2022-01-21 XXXX 3588.56000000 N N N MERITOR INC 5LTG829X630QFHTFBO82 59001KAH3 3000.00000000 PA USD 3007.50000000 0.000323414681 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 663337.50000000 PA USD 664584.57000000 0.071466802008 Long LON CORP US N 2 2028-08-02 Floating 3.50000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 247000.00000000 PA USD 260585.00000000 0.028022282553 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 168938.76000000 0.018167007567 Long ABS-MBS CORP US N 2 2036-04-15 Floating 2.21000000 N N N N N N Cosan SA 549300PGFCX2JMKKLC96 000000000 3284.00000000 NS 12440.29000000 0.001337779693 Long EC CORP BR N 2 N N N Redstone Holdco 2 LP N/A 75774EAK1 242000.00000000 PA USD 222235.86000000 0.023898367375 Long LON CORP US N 2 2029-04-27 Floating 8.50000000 N N N N N N Hana Financial Group Inc N/A 000000000 1492.00000000 NS 53229.12000000 0.005724049506 Long EC CORP KR N 2 N N N Samsung Biologics Co Ltd N/A 000000000 43.00000000 NS 32930.79000000 0.003541247201 Long EC CORP KR N 2 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 -448.00000000 NC -25632.12000000 -0.00275637703 N/A DE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Put Written Invesco EURO STOXX 50 UCITS ETF Invesco EURO STOXX 50 UCITS ETF 1.00000000 3400.00000000 EUR 2022-06-17 XXXX 1335.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3168530.00000000 OU Notional Amount USD 47870.09000000 0.005147760568 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-27 12.25000000 USD 0.00000000 USD 3168530.00000000 USD 47857.84000000 N N N SANI/IKOS FINANCIAL HLDG 213800TZMBQZ462Y8A24 000000000 281000.00000000 PA 325756.90000000 0.035030611492 Long DBT CORP LU N 2 2026-12-15 Fixed 5.63000000 N N N N N N Sandvik AB 5299008ZUAXN43LVZF54 000000000 96143.00000000 NS 2745647.88000000 0.295256137869 Long EC CORP SE N 2 N N N Asahi Kasei Corp 353800GPI4Z3MGDGN142 000000000 2100.00000000 NS 19823.93000000 0.002131787201 Long EC CORP JP N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 25000.00000000 OU Notional Amount USD -1626.92000000 -0.00017495255 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 TRUST FIBRAUNO TRUST FIBRAUNO Y sell protection 2026-06-20 0.00000000 USD -2499.81000000 USD 25000.00000000 USD 872.89000000 N N N Bankers Healthcare Group Securitization Trust N/A 08861YAA4 135860.33000000 PA USD 134819.63000000 0.014497970971 Long ABS-O CORP US N 2 2033-11-17 Fixed 1.42000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5972000.00000000 OU Notional Amount 50116.31000000 0.005389310203 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 50116.31000000 0.01000000 DFE XX 6718500.00000000 USD 5972000.00000000 EUR 2022-03-17 1.00000000 1.12500000 EUR 2022-03-17 XXXX -16484.46000000 N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 13000.00000000 PA USD 13471.25000000 0.001448645063 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 -55328.70000000 -0.00594983005 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 -55328.70000000 -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 23743.24000000 N N N Bank N/A 06540RAE4 84029.00000000 PA USD 90784.86000000 0.009762645580 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 38142.50000000 0.004101693928 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 000000000 1200.00000000 NS 95909.73000000 0.010313753875 Long EC CORP JP N 2 N N N Michaels Companies, Inc. 549300H9LWMBP7HYLR98 59408UAB3 226860.00000000 PA USD 224747.93000000 0.024168505469 Long LON CORP US N 2 2028-04-15 Floating 5.00000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 43494.00000000 PA USD 44581.35000000 0.004794102447 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 84.00000000 NC USD 5376.00000000 0.000578113824 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased General Motors Co General Motors Co 100.00000000 65.00000000 USD 2022-01-21 XXXX -16545.17000000 N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 205.00000000 NS 19359.87000000 0.002081884019 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1708765.00000000 OU Notional Amount USD -66747.13000000 -0.00717772295 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-27 52.87000000 USD 0.00000000 USD 1708765.00000000 USD -66800.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1204516.00000000 OU Notional Amount USD 46696.88000000 0.005021598195 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-05 36.47000000 USD 0.00000000 USD 1204516.00000000 USD 46660.41000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 37056.48000000 OU Notional Amount USD 516.63000000 0.000055556351 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Open House Co Ltd Open House Co Ltd Y equity-performance leg 2023-02-27 0.00000000 USD 0.00000000 USD 37056.48000000 USD 516.63000000 N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 015398AC4 200000.00000000 PA USD 261000.00000000 0.028066910016 Long DBT CORP MX N 2 2044-03-25 Fixed 6.88000000 N N N N N N ANTA Sports Products Ltd 529900291XG0CTK4LF95 000000000 29000.00000000 NS 427520.76000000 0.045973895405 Long EC CORP KY N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887406 19490.00000000 NS USD 1034529.20000000 0.111249187607 Long EP CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 59451.00000000 NS USD 4491523.05000000 0.483000663907 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 23493.02000000 OU Notional Amount USD 307.23000000 0.000033038301 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Snap Inc Snap Inc Y equity-performance leg 2121-12-15 0.00000000 USD 0.00000000 USD 23493.02000000 USD 307.23000000 N N N Nitto Denko Corp 3538009GX5P09USH2J25 000000000 1000.00000000 NS 77543.24000000 0.008338694020 Long EC CORP JP N 2 N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 000000000 116000.00000000 NS 134907.62000000 0.014507433069 Long EC CORP HK N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AL6 285000.00000000 PA USD 291240.08000000 0.031318808882 Long DBT CORP US N 2 2042-09-15 Fixed 5.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 93.00000000 NC USD 558.00000000 0.000060005117 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Comcast Corp Comcast Corp 100.00000000 55.00000000 USD 2022-01-21 XXXX -16132.40000000 N N N Pacific Gas & Electric Company 8YQ2GSDWYZXO2EDN3511 69338CAH4 310287.47000000 PA USD 306892.93000000 0.033002054601 Long LON CORP US N 2 2025-06-23 Floating 3.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -44.00000000 NC USD -8008.00000000 -0.00086114871 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Global Payments Inc Global Payments Inc 100.00000000 135.00000000 USD 2022-01-21 XXXX 254.17000000 N N N Nelnet Student Loan Trust N/A 64035DAJ5 934000.00000000 PA USD 926992.29000000 0.099685092678 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 527256.99000000 PA USD 527257.31000000 0.056699170402 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.36000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAG1 129000.00000000 PA USD 134160.00000000 0.014427036964 Long DBT CORP US N 2 2025-09-15 Fixed 6.13000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 18000.00000000 PA USD 18990.00000000 0.002042109659 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 000000000 16000.00000000 NS 26790.15000000 0.002880907009 Long EC CORP CN N 1 N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 321000.00000000 PA USD 319796.25000000 0.034389626713 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 21.00000000 NC USD 189.00000000 0.000020324314 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 85.00000000 USD 2022-01-21 XXXX -1075.65000000 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 000000000 86.00000000 NS 14412.28000000 0.001549839716 Long EC CORP FR N 1 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 2107.00000000 NS 30343.22000000 0.003262990135 Long EC CORP FI N 2 N N N NYSE Euronext - Euronext Amsterdam N/A 000000000 370.00000000 NC 421.24000000 0.000045298487 N/A DE GB N 1 NYSE Euronext - Euronext Amsterdam N/A Call Purchased Royal Dutch Shell PLC Royal Dutch Shell PLC 100.00000000 22.00000000 EUR 2022-01-21 XXXX -22511.93000000 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 625.00000000 NS USD 187993.75000000 0.020216105995 Long EC CORP US N 1 N N N GVC Holdings (Gibraltar) Limited N/A 000000000 597995.00000000 PA USD 596625.59000000 0.064158761486 Long LON CORP GI N 2 2027-03-16 Floating 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 241.00000000 NC USD 34092.20000000 0.003666140650 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year US Treasury Note TYH2 COMDTY 2022-03-22 31160345.30000000 USD 34092.20000000 N N N Raptor Acquisition Corp. 549300FU60SSFLTE0M84 000000000 106000.00000000 PA USD 106177.02000000 0.011417857724 Long LON CORP CA N 2 2026-11-01 Floating 4.75000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077M108 1554.00000000 NS 116806.45000000 0.012560904679 Long EC CORP CA N 1 N N N American Rock Salt Company LLC 549300FBKBNV4GSVVR46 02932JAP2 118702.50000000 PA USD 118257.37000000 0.012716930890 Long LON CORP US N 2 2028-06-04 Floating 4.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 37664.85000000 0.004050329332 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 3562733.37000000 USD 3156806.00000000 EUR 2022-03-24 37664.85000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 121320.18000000 OU Notional Amount USD 757.02000000 0.000081406943 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 PACCAR Inc PACCAR Inc Y equity-performance leg 2121-08-25 0.00000000 USD 0.00000000 USD 121320.18000000 USD 757.02000000 N N N HERENS MIDCO SARL 222100BJH5XPZD1JHF79 000000000 426000.00000000 PA 455658.29000000 0.048999694343 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N DSV A/S 529900X41C0BSLK67H70 000000000 5246.00000000 NS 1234132.93000000 0.132713785035 Long EC CORP DK N 2 N N N Cerner Corp 549300L4UJ40IEVVI304 156782104 681.00000000 NS USD 63224.04000000 0.006798863760 Long EC CORP US N 1 N N N LOGMEIN INC 549300D12V5KRBV00592 541056AA5 85000.00000000 PA USD 85425.00000000 0.009186267387 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -14561899.00000000 NC USD -50036.72000000 -0.00538075140 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 14561899.00000000 OU Notional Amount N/A -50036.72000000 -0.01000000 DIR US N/A N/A 2027-01-07 0.00000000 N/A 0.00000000 N/A 14561899.00000000 USD 1.00000000 0.01390000 USD 2022-01-05 XXXX -15857.53000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 1713019.00000000 NS 4588029.25000000 0.493378559813 Long EC CORP IT N 2 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 000000000 23455.00000000 NS 1428439.18000000 0.153608712370 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -53.00000000 NC USD -106.00000000 -0.00001139882 N/A DE KY N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alibaba Group Holding Ltd Alibaba Group Holding Ltd 100.00000000 215.00000000 USD 2022-01-21 XXXX 16471.13000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1713837.00000000 PA USD 539875.79000000 0.058056111945 Long DBT NUSS AR N 2 2035-07-09 Variable 1.13000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AL3 494262.25000000 PA USD 489343.80000000 0.052622101155 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.76000000 N N N N N N Straumann Holding AG 50670046ML5FVIM60Z37 000000000 419.00000000 NS 909618.15000000 0.097816746226 Long EC CORP CH N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 26177.33000000 0.002815006764 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1606505.11000000 USD 2065616.00000000 CAD 2022-03-17 26177.33000000 N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BB1 235000.00000000 PA USD 244068.65000000 0.026246179453 Long DBT CORP US N 2 2026-12-15 Fixed 5.13000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17634.66000000 0.001896361744 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2301182.77000000 USD 14782568.00000000 CNY 2022-02-11 17634.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1216016.00000000 OU Notional Amount USD 177019.92000000 0.019036023623 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-11-27 30.25000000 USD 0.00000000 USD 1216016.00000000 USD 176989.67000000 N N N City Brewing Company, LLC N/A 17776EAB1 354000.00000000 PA USD 334381.32000000 0.035958047584 Long LON CORP US N 2 2028-04-05 Floating 4.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 60.00000000 NC USD 54900.00000000 0.005903729348 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp Microsoft Corp 100.00000000 340.00000000 USD 2022-02-18 XXXX -20500.21000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -136.00000000 NC USD 88989.31000000 0.009569559219 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year US Treasury Note Future TUH2 COMDTY 2022-03-31 -29730614.45000000 USD 88989.31000000 N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 000000000 145000.00000000 PA 192339.45000000 0.020683425424 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 131185.26000000 OU Notional Amount USD -3479.56000000 -0.00037417815 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Westinghouse Air Brake Technologies Corp Westinghouse Air Brake Technologies Corp Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 131185.26000000 USD -3479.56000000 N N N TransDigm Group Inc N/A 893641100 1515.00000000 NS USD 972008.85000000 0.104525995892 Long EC CORP US N 1 N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 293000.00000000 PA USD 260799.30000000 0.028045327530 Long DBT CORP US N 2 2028-06-01 Fixed 7.63000000 N N N N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -136.00000000 NC -920.41000000 -0.00009897725 N/A DE GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Put Written Barclays PLC Barclays PLC 1000.00000000 1.70000000 GBP 2022-01-21 XXXX 3885.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 54.00000000 NC USD 44820.00000000 0.004819765926 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology Inc Micron Technology Inc 100.00000000 90.00000000 USD 2022-02-18 XXXX 11976.05000000 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 199.00000000 NS USD 118876.63000000 0.012783523667 Long EC CORP US N 1 N N N Fresenius Medical Care AG & Co KGaA 549300CP8NY40UP89Q40 000000000 269.00000000 NS 17572.60000000 0.001889688057 Long EC CORP DE N 2 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 5086.00000000 NS USD 931551.76000000 0.100175400089 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 295.00000000 NC USD 590.00000000 0.000063446271 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Energy Transfer LP Energy Transfer LP 100.00000000 10.00000000 USD 2022-01-21 XXXX -14999.14000000 N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 227000.00000000 PA USD 227567.50000000 0.024471710900 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 446161.16000000 0.047978410461 Long EC US N 1 N N N ACProducts, Inc. N/A 00488YAB2 481580.00000000 PA USD 474476.70000000 0.051023351891 Long LON CORP US N 2 2028-05-17 Floating 4.75000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908BC1 99750.01000000 PA USD 99874.70000000 0.010740131102 Long LON CORP US N 2 2026-03-15 Floating 4.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 31308.00000000 NS 3651246.94000000 0.392640687018 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 33692.31000000 OU Notional Amount USD -1324.30000000 -0.00014240999 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 33692.31000000 USD -1324.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 340.00000000 NC USD 23800.00000000 0.002559358078 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Ford Motor Co Ford Motor Co 100.00000000 22.00000000 USD 2022-01-21 XXXX -17755.26000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1216016.00000000 OU Notional Amount USD 190776.88000000 0.020515392812 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-28 30.17000000 USD 0.00000000 USD 1216016.00000000 USD 190746.71000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 492.00000000 NC USD 2214.00000000 0.000238084822 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 82.00000000 USD 2022-01-21 XXXX -27906.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6290174.00000000 OU Notional Amount USD 100890.24000000 0.010849338266 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-23 23.43000000 USD 0.00000000 USD 6290174.00000000 USD 100866.81000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6209000.00000000 OU Notional Amount USD 214446.19000000 0.023060697003 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-08-27 69.71000000 USD 0.00000000 USD 6209000.00000000 USD 214376.48000000 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 7856.00000000 NS USD 2828160.00000000 0.304129165637 Long EC CORP US N 1 N N N Thomson Reuters Corp 549300561UZND4C7B569 884903709 1121.00000000 NS 134055.63000000 0.014415813426 Long EC CORP CA N 1 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 25.00000000 NC 1569.19000000 0.000168744500 N/A DE DK N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Call Purchased Pandora A/S Pandora A/S 100.00000000 880.00000000 DKK 2022-01-21 XXXX -13136.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -16.00000000 NC USD -2064.00000000 -0.00022195441 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written salesforce.com Inc salesforce.com Inc 100.00000000 240.00000000 USD 2022-01-21 XXXX 4104.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 988000.00000000 OU Notional Amount USD -78134.22000000 -0.00840224567 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-29 15.55000000 USD 0.00000000 USD 988000.00000000 USD -78149.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1505692.00000000 OU Notional Amount USD 34097.74000000 0.003666736399 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-11-26 23.27000000 USD 0.00000000 USD 1505692.00000000 USD 34074.47000000 N N N AFFINITY GAMING N/A 00842XAA7 98000.00000000 PA USD 102391.38000000 0.011010764938 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N FANUC Corp 529900QTSW745LOKW705 000000000 16700.00000000 NS 3561761.20000000 0.383017743675 Long EC CORP JP N 2 N N N SREIT Trust N/A 85236WCQ7 130000.00000000 PA USD 129391.63000000 0.013914265272 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.72000000 N N N N N N BRISTOW GROUP INC 5493005Q24EN3UC1PV68 11040GAA1 160000.00000000 PA USD 165995.20000000 0.017850468741 Long DBT CORP US N 2 2028-03-01 Fixed 6.88000000 N N N N N N DirecTV Financing, LLC N/A 25460HAB8 480930.00000000 PA USD 481252.22000000 0.051751964573 Long LON CORP US N 2 2027-08-02 Floating 5.75000000 N N N N N N CONTROLADORA MABE SA CV 549300TVP7EHIDGWNR87 21240BAD3 200000.00000000 PA USD 227000.00000000 0.024410684190 Long DBT CORP MX N 2 2028-10-23 Fixed 5.60000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 133301.70000000 0.014334738769 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 19574514.68000000 USD 17282661.00000000 EUR 2022-03-17 133301.70000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10553.34000000 -0.00113486453 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1614896.00000000 EUR 1830904.49000000 USD 2022-03-16 -10553.34000000 N N N Sika AG 549300R3N69ECGYPU434 000000000 3312.00000000 NS 1394182.16000000 0.149924847627 Long EC CORP CH N 2 N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 11020.00000000 NS USD 503173.20000000 0.054109260256 Long EC RF US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 60.00000000 NC -212740.78000000 -0.02287730394 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKH2 COMDTY 2022-03-08 8996660.65000000 EUR -212740.78000000 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 441.00000000 NS 17869.66000000 0.001921632717 Long EC CORP DE N 2 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 235430.08000000 0.025317221725 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 9356034.00000000 EUR 10891639.86000000 USD 2022-01-20 235430.08000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 17856.00000000 NS USD 6623683.20000000 0.712284752298 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CAX9 5000000.00000000 PA USD 4988671.90000000 0.536462089338 Long DBT UST US N 2 2022-11-30 Fixed 0.13000000 N N N N N N Arkema SA 9695000EHMS84KKP2785 000000000 15828.00000000 NS 2260673.17000000 0.243103871411 Long EC CORP FR N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 12757.81000000 OU Notional Amount USD -150.31000000 -0.00001616374 N/A DE KR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Korea Zinc Co Ltd Korea Zinc Co Ltd Y equity-performance leg 2121-09-02 0.00000000 USD 0.00000000 USD 12757.81000000 USD -150.31000000 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 278.00000000 NS 66721.44000000 0.007174960354 Long EC CORP FR N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 1235.00000000 NS USD 54340.00000000 0.005843509158 Long EC CORP US N 1 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AQ3 220000.00000000 PA USD 227150.00000000 0.024426814598 Long DBT CORP US N 2 2029-03-15 Fixed 7.25000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 7.00000000 NC -21580.97000000 -0.00232073234 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE Japanese 10 Year Bond Futures JBH2 COMDTY 2022-03-14 1063612459.00000000 JPY -21580.97000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 25480157.00000000 OU Notional Amount 523905.24000000 0.056338702023 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 523905.24000000 0.06000000 DFE XX 29302180.55000000 USD 25480157.00000000 EUR 2022-01-06 1.00000000 1.15000000 EUR 2022-01-06 XXXX 389158.81000000 N N N GRAND ROUNDS INC N/A 000000000 209114.00000000 NS USD 529058.42000000 0.056892854664 Long EP CORP US Y 3 N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 000000000 2831.00000000 NS 44693.53000000 0.004806165842 Long EC CORP AU N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 169155.00000000 NS USD 7811577.90000000 0.840026260549 Long EC CORP US N 1 N N N Arbor Multifamily Mortgage Securities Trust N/A 03881BAS2 101848.00000000 PA USD 81628.34000000 0.008777989553 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 159914.49000000 0.017196573184 Long ABS-MBS CORP US N 2 2036-04-15 Floating 3.01000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -448.00000000 -0.00004817615 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Autodesk Inc Autodesk Inc 100.00000000 330.00000000 USD 2022-01-21 XXXX 9709.71000000 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 1490.00000000 NS 21654.71000000 0.002328662057 Long EC CORP FR N 1 N N N Fanatics Commerce Intermediate Holdco, LLC N/A 30709UAB0 170000.00000000 PA USD 169257.10000000 0.018201240594 Long LON CORP US N 2 2028-11-24 Floating 3.75000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 16700.00000000 NS 309118.30000000 0.033241362108 Long EC CORP JP N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 1436.00000000 NS 149792.34000000 0.016108077118 Long EC CORP DE N 2 N N N BHMS Mortgage Trust N/A 05549GAA9 204134.00000000 PA USD 204006.48000000 0.021938051788 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.36000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3152770.00000000 OU Notional Amount USD 48053.26000000 0.005167457947 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-27 12.18000000 USD 0.00000000 USD 3152770.00000000 USD 48041.08000000 N N N Hippo Holdings Inc N/A 433539111 4587.00000000 NS USD 2106.35000000 0.000226508566 N/A DE US N 1 N/A N/A Call Purchased Hippo Holdings Inc Hippo Holdings Inc 11.50000000 11.50000000 USD 2026-07-30 XXXX -5416.33000000 N N N Gracie Point International Funding N/A 38411EAC6 100000.00000000 PA USD 99960.84000000 0.010749394258 Long ABS-O CORP US N 2 2023-11-01 Floating 2.50000000 N N N N N N Nippon Paint Holdings Co Ltd 529900RYRJUN78A7PL87 000000000 2100.00000000 NS 22980.47000000 0.002471229056 Long EC CORP JP N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 1429149.00000000 PA USD 494857.13000000 0.053214982906 Long DBT NUSS AR N 2 2030-07-09 Variable 0.50000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 5765.00000000 NS 1190803.80000000 0.128054341385 Long EP CORP DE N 2 N N N Uni-President Enterprises Corp 254900DAXBDMVEXU5959 000000000 40000.00000000 NS 99010.53000000 0.010647201671 Long EC CORP TW N 2 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 98.00000000 NS USD 34678.28000000 0.003729165380 Long EC US N 1 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 8521.00000000 NS 168688.12000000 0.018140054731 Long EC CORP NL N 2 N N N BX Trust N/A 12433YAS6 82242.79000000 PA USD 81991.19000000 0.008817009010 Long ABS-MBS CORP US N 2 2037-10-15 Floating 3.36000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 204.00000000 NS USD 244755.12000000 0.026319999728 Long EC CORP US N 1 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 20677000.00000000 PA 2870097.53000000 0.308638962115 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 31350.00000000 0.003371255283 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 8475.00000000 NS USD 485363.25000000 0.052194048516 Long EC CORP US N 1 N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 3500.00000000 NS 30937.51000000 0.003326897736 Long EC CORP JP N 2 N N N Republic of Austria 529900QWWUI4XRVR7I03 000000000 548000.00000000 PA 933883.51000000 0.100426147282 Long DBT NUSS AT N 2 2117-09-20 Fixed 2.10000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 228474.00000000 NS 4311854.37000000 0.463679803086 Long EC CORP DE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 17.00000000 NC USD 578.00000000 0.000062155839 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased FedEx Corp FedEx Corp 100.00000000 280.00000000 USD 2022-01-21 XXXX -14686.63000000 N N N Hangzhou Tigermed Consulting Co Ltd 300300CP4N8WDF6DOO67 000000000 8100.00000000 NS 95734.10000000 0.010294867318 Long EC CORP CN N 1 N N N CEDAR FAIR LP 549300TUVLNQQ6BVKH61 150190AE6 11000.00000000 PA USD 11247.50000000 0.001209511764 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 396848.00000000 NS 5641311.78000000 0.606644406522 Long EC CORP NL N 1 N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 95000.00000000 PA USD 96307.20000000 0.010356496231 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 12809.00000000 NS USD 5234269.76000000 0.562872714000 Long EC CORP US N 1 N N N Mosaic Solar Loans LLC N/A 61946GAA1 67404.20000000 PA USD 69887.81000000 0.007515459289 Long ABS-O CORP US N 2 2043-06-22 Fixed 3.82000000 N N N N N N Volta Inc N/A 92873V110 5390.00000000 NS USD 10241.00000000 0.001101276725 N/A DE US N 1 N/A N/A Call Purchased Volta Inc Volta Inc 11.50000000 11.50000000 USD 2026-08-26 XXXX -8573.49000000 N N N Vitesco Technologies Group AG 529900CCDMZ7UCYYS252 000000000 476.00000000 NS 24676.84000000 0.002653649991 Long EC CORP DE N 2 N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 191000.00000000 PA USD 196229.58000000 0.021101754652 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N OVG Business Services, LLC N/A 000000000 252000.00000000 PA USD 248220.00000000 0.026692599249 Long LON CORP US N 2 2028-10-13 Floating 7.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABH8 115506.00000000 PA USD 120471.26000000 0.012955003884 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.19000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273V100 36266.00000000 NS USD 315876.86000000 0.033968150980 Long EC CORP US N 1 N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 000000000 15000.00000000 NS 8743.85000000 0.000940279123 Long EC CORP CN N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 388000.00000000 PA USD 390902.24000000 0.042036084272 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 92000.00000000 NS 283520.57000000 0.030488683241 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -492.00000000 NC USD -492.00000000 -0.00005290773 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 78.00000000 USD 2022-01-21 XXXX 12683.02000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 18000.00000000 PA USD 20138.04000000 0.002165565350 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 38159.00000000 NS 384357.67000000 0.041332307041 Long EC CORP GB N 1 N N N PARK INTERMED HOLDINGS N/A 70052LAB9 37000.00000000 PA USD 38648.35000000 0.004156091041 Long DBT US N 2 2028-10-01 Fixed 5.88000000 N N N N N N DIGITAL ROOM HOLDINGS INC N/A 000000000 129000.00000000 PA USD 127911.24000000 0.013755069973 Long LON CORP US N 2 2028-12-15 None 0.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 146000.00000000 PA USD 148555.00000000 0.015975018457 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N Pharmaron Beijing Co Ltd 300300JYXHGVS5SNGG54 000000000 1300.00000000 NS 19176.45000000 0.002062159757 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -295.00000000 NC USD -1475.00000000 -0.00015861567 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Energy Transfer LP Energy Transfer LP 100.00000000 8.00000000 USD 2022-01-21 XXXX 9371.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7364.79000000 -0.00079198045 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4343991.15000000 CNY 674634.51000000 USD 2022-01-27 -7364.79000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 000000000 5991.00000000 NS 72331.21000000 0.007778212882 Long EC CORP FR N 1 N N N BX Trust N/A 05607QBA5 94441.47000000 PA USD 93025.77000000 0.010003624198 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.61000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -14520.62000000 -0.00156149017 N/A DFE JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1880624.37000000 USD 214624000.00000000 JPY 2022-01-20 -14520.62000000 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 9616.00000000 NS 633344.32000000 0.068107348807 Long EC CORP GB N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 25746.15000000 0.002768639369 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1187744.00000000 EUR 1378907.95000000 USD 2022-02-03 25746.15000000 N N N BX Trust N/A 05608RAL9 323059.00000000 PA USD 321242.37000000 0.034545136751 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.35000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 29278.73000000 0.003148519081 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1196000.00000000 EUR 1391482.73000000 USD 2022-01-20 29278.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -140.00000000 -0.00001505504 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 15232.35000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 20470.20000000 OU Notional Amount USD -582.06000000 -0.00006259243 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 DXC Technology Co DXC Technology Co Y equity-performance leg 2121-10-20 0.00000000 USD 0.00000000 USD 20470.20000000 USD -582.06000000 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 6700.00000000 NS 193220.28000000 0.020778146406 Long EC CORP JP N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 13000.00000000 PA USD 13292.50000000 0.001429422993 Long DBT CORP US N 2 2024-09-01 Fixed 4.63000000 N N N N N N Auto1 Group SE 391200S2LPXG5ZD5G304 000000000 37373.00000000 NS 899596.00000000 0.096739003765 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 94.00000000 NC USD 284524.13000000 0.030596602123 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYH2 INDEX 2022-03-18 10381655.87000000 USD 284524.13000000 N N N Yum China Holdings Inc 529900DO9BYZ7VA3K502 98850P109 3660.00000000 NS USD 181316.40000000 0.019498050127 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -186.00000000 -0.00002000170 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com Inc Amazon.com Inc 100.00000000 4250.00000000 USD 2022-01-21 XXXX 5943.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 11.00000000 NC USD 913.00000000 0.000098180417 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Atlassian Corp PLC Atlassian Corp PLC 100.00000000 470.00000000 USD 2022-01-21 XXXX -17261.43000000 N N N UBS Commercial Mortgage Trust N/A 90278MBA4 45785.00000000 PA USD 47653.57000000 0.005124476862 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 20.00000000 NC USD 480.00000000 0.000051617305 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased salesforce.com Inc salesforce.com Inc 100.00000000 290.00000000 USD 2022-01-21 XXXX -8534.07000000 N N N Kinnevik AB 2138006PZH76JOS6MN27 000000000 449.00000000 NS 16004.69000000 0.001721081203 Long EC CORP SE N 2 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 5099.00000000 NS USD 533712.33000000 0.057393317780 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 958135.00000000 OU Notional Amount USD 214486.64000000 0.023065046837 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-07-21 22.92000000 USD 0.00000000 USD 958135.00000000 USD 214463.72000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 13.00000000 NC USD 299.00000000 0.000032153280 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 195.00000000 USD 2022-01-21 XXXX -1962.63000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 1315.00000000 NS 45767.02000000 0.004921604720 Long EC CORP NL N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 28462.25000000 OU Notional Amount USD 1646.50000000 0.000177058112 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Occidental Petroleum Corp Occidental Petroleum Corp Y equity-performance leg 2121-10-20 0.00000000 USD 0.00000000 USD 28462.25000000 USD 1646.50000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3927.90000000 0.000422390865 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1986731.54000000 USD 12690545.72000000 CNY 2022-02-11 3927.90000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 252248.00000000 0.027125754474 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 14.00000000 NC USD 322.00000000 0.000034626609 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 84.00000000 USD 2022-02-18 XXXX -773.10000000 N N N Nelnet Student Loan Trust N/A 64034QAD0 220000.00000000 PA USD 217905.56000000 0.023432704002 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.57000000 N N N N N N Yageo Corp 5493001P0TOZH7GGNQ21 000000000 3000.00000000 NS 53671.84000000 0.005771657868 Long EC CORP TW N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 2490100.00000000 PA USD 2465199.00000000 0.265097772049 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 63091.91000000 OU Notional Amount USD -2792.45000000 -0.00030028905 N/A DE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Singapore Airlines Ltd Singapore Airlines Ltd Y equity-performance leg 2023-02-27 0.00000000 USD 0.00000000 USD 63091.91000000 USD -2792.45000000 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 53592.00000000 NS USD 7451431.68000000 0.801297557295 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 11000.00000000 PA USD 11412.50000000 0.001227255212 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N WEG SA N/A 000000000 4797.00000000 NS 27610.74000000 0.002969150019 Long EC CORP BR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -6832.00000000 -0.00073468631 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Autodesk Inc Autodesk Inc 100.00000000 270.00000000 USD 2022-01-21 XXXX 29365.58000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 84000.00000000 PA USD 85470.00000000 0.009191106509 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -979.00000000 -0.00010527779 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Deere & Co Deere & Co 100.00000000 320.00000000 USD 2022-01-21 XXXX 5509.58000000 N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 45000.00000000 PA USD 46226.70000000 0.004971036893 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 000000000 3266.00000000 NS 25301.11000000 0.002720781523 Long EC CORP MX N 1 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 2345.00000000 NS USD 606299.75000000 0.065199082475 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -11338.60000000 -0.00121930829 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 20184321.00000000 SEK 2223655.73000000 USD 2022-03-10 -11338.60000000 N N N VS Buyer, LLC N/A 91834WAC4 215201.57000000 PA USD 214035.18000000 0.023016498610 Long LON CORP US N 2 2027-02-28 Floating 3.10000000 N N N N N N Consumer Discretionary Select Sector SPDR Fund 549300CD2I087Y919K79 81369Y407 4462.00000000 NS USD 938403.22000000 0.100912179059 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -35805.00000000 -0.00385032840 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Atlassian Corp PLC Atlassian Corp PLC 100.00000000 380.00000000 USD 2022-01-21 XXXX -29229.47000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 60000.00000000 PA USD 58176.00000000 0.006256017460 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N SUMCO Corp 353800SUSRUOM0V6KU92 000000000 1600.00000000 NS 32662.43000000 0.003512388826 Long EC CORP JP N 2 N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 75000.00000000 PA USD 73460.25000000 0.007899625388 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 33188.00000000 NS USD 722502.76000000 0.077695095598 Long EC CORP US N 1 N N N QUINTIS AUS PTY LTD N/A 74877UAB4 2006979.00000000 PA USD 2006979.00000000 0.215822601522 Long DBT CORP AU N 3 2028-10-01 None 0.00000000 N N Y N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1619.41000000 -0.00017414496 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1807298.97000000 USD 2481565.00000000 AUD 2022-02-17 -1619.41000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -126.00000000 NC USD -15120.00000000 -0.00162594513 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written DR Horton Inc DR Horton Inc 100.00000000 115.00000000 USD 2022-02-18 XXXX 17214.35000000 N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AT8 222000.00000000 PA USD 229215.00000000 0.024648876549 Long DBT CORP US N 2 2025-03-01 Fixed 4.13000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3929.28000000 0.000422539265 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 28818683.00000000 HKD 3700063.30000000 USD 2022-02-10 3929.28000000 N N N KraneShares Bosera MSCI China A ETF 549300COS8LSFBN8GG59 500767405 6295.00000000 NS USD 272699.40000000 0.029325017322 Long EC RF US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 14405.97000000 OU Notional Amount USD -881.56000000 -0.00009479948 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sweco AB Sweco AB Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 14405.97000000 USD -881.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 43187.46000000 0.004644209017 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1854672.12000000 USD 1402616.00000000 GBP 2022-03-17 43187.46000000 N N N ELLAKTOR VALUE PLC 213800GIKEWMKWHBOI27 000000000 545000.00000000 PA 589595.92000000 0.063402818515 Long DBT CORP GB N 2 2024-12-15 Fixed 6.38000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9606586.00000000 OU Notional Amount USD 144427.24000000 0.015531135436 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-12 36.55000000 USD 0.00000000 USD 9606586.00000000 USD 144390.69000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 235.00000000 NC USD 470.00000000 0.000050541945 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased BP PLC BP PLC 100.00000000 31.00000000 USD 2022-01-21 XXXX -25581.20000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 200000.00000000 PA USD 203752.00000000 0.021910686013 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9191546.00000000 OU Notional Amount USD 125468.74000000 0.013492413162 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-11-10 82.64000000 USD 0.00000000 USD 9191546.00000000 USD 125386.10000000 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 555.00000000 NS USD 210827.85000000 0.022671594999 Long EC US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 1242.00000000 NC 1.68000000 0.000000180660 N/A DE GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Call Purchased Lloyds Banking Group PLC Lloyds Banking Group PLC 1000.00000000 0.52000000 GBP 2022-01-21 XXXX -22257.40000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 59.00000000 NC USD 118.00000000 0.000012689254 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Comcast Corp Comcast Corp 100.00000000 57.50000000 USD 2022-01-21 XXXX -5731.12000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 69568.40000000 OU Notional Amount USD -361.60000000 -0.00003888503 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Chipotle Mexican Grill Inc Chipotle Mexican Grill Inc Y equity-performance leg 2121-09-01 0.00000000 USD 0.00000000 USD 69568.40000000 USD -361.60000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAC4 62000.00000000 PA USD 81051.98000000 0.008716010073 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.13000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72814CAF5 713970.67000000 PA USD 710472.21000000 0.076401377728 Long LON CORP US N 2 2028-03-13 Floating 2.85000000 N N N N N N Sun Art Retail Group Ltd 3003009IMRZ363PQCP28 000000000 20500.00000000 NS 8250.22000000 0.000887196100 Long EC CORP HK N 1 N N N Project Ruby Ultimate Parent Corp. 549300UGGIEE7YT1C741 74339UAS9 403947.50000000 PA USD 402937.63000000 0.043330322618 Long LON CORP US N 2 2028-03-03 Floating 4.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 8120.00000000 NS USD 2565920.00000000 0.275928910914 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2084599.00000000 OU Notional Amount USD -372392.08000000 -0.04004557471 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-28 50.17000000 USD 0.00000000 USD 2084599.00000000 USD -372442.25000000 N N N Jack Ohio Finance LLC 5493002ERZW63JFJI167 46647KAG2 90000.00000000 PA USD 89719.20000000 0.009648048709 Long LON CORP US N 2 2028-10-04 Floating 4.85000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 1148.00000000 NS 946798.63000000 0.101814988320 Long EC CORP CH N 2 N N N VICI PROPERTIES / NOTE N/A 92564RAE5 140000.00000000 PA USD 147350.00000000 0.015845437512 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -117.00000000 NC USD -1170.00000000 -0.00012581718 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written BP PLC BP PLC 100.00000000 25.00000000 USD 2022-01-21 XXXX 4407.60000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -53.00000000 NC USD -155661.00000000 -0.01673916965 N/A DE KY N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alibaba Group Holding Ltd Alibaba Group Holding Ltd 100.00000000 150.00000000 USD 2022-01-21 XXXX -128748.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -61444.01000000 -0.00660744635 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3250255.38000000 USD 2356000.00000000 GBP 2022-01-20 -61444.01000000 N N N Lendmark Funding Trust N/A 52607MAB5 110000.00000000 PA USD 110019.24000000 0.011831034900 Long ABS-O CORP US N 2 2031-11-20 Fixed 2.47000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -450000.00000000 NC USD -143.71000000 -0.00001545400 N/A DCR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 450000.00000000 OU Notional Amount N/A -143.71000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 sell protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 450000.00000000 USD 1.00000000 1.01000000 USD 2022-01-19 XXXX 238.79000000 N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 21000.00000000 PA USD 21183.75000000 0.002278016877 Long DBT CORP US N 2 2024-07-31 Fixed 4.88000000 N N N N N N PKHL Commercial Mortgage Trust N/A 69356GAQ2 100000.00000000 PA USD 99709.81000000 0.010722399482 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.46000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -140.00000000 NC USD -83300.00000000 -0.00895775327 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 -68965.57000000 N N N VNO Mortgage Trust N/A 91831UAF4 100000.00000000 PA USD 101127.29000000 0.010874829688 Long ABS-MBS CORP US N 2 2035-01-10 Variable 3.90000000 N N N N N N Nidec Corp 353800IF171MZTNL6Y31 000000000 1100.00000000 NS 130355.67000000 0.014017934329 Long EC CORP JP N 2 N N N Foshan Haitian Flavouring & Food Co Ltd N/A 000000000 19500.00000000 NS 322327.17000000 0.034661791862 Long EC CORP CN N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 2330.00000000 NS USD 38095.50000000 0.004096639733 Long EC CORP US N 1 N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 1383.00000000 NS USD 121385.91000000 0.013053361736 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -54.00000000 NC USD -10530.00000000 -0.00113235464 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology Inc Micron Technology Inc 100.00000000 105.00000000 USD 2022-02-18 XXXX 2741.98000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDA1 327000.00000000 PA USD 332460.01000000 0.035751437489 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 20556.01000000 OU Notional Amount USD 721.53000000 0.000077590488 N/A DE IT N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Telecom Italia SpA/Milano Telecom Italia SpA/Milano Y equity-performance leg 2121-12-09 0.00000000 USD 0.00000000 USD 20556.01000000 USD 721.53000000 N N N Hangzhou Robam Appliances Co Ltd N/A 000000000 23100.00000000 NS 130553.71000000 0.014039230769 Long EC CORP CN N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 137000.00000000 OU Notional Amount USD -8915.50000000 -0.00095873768 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 TRUST FIBRAUNO TRUST FIBRAUNO Y sell protection 2026-06-20 0.00000000 USD -13668.58000000 USD 137000.00000000 USD 4753.08000000 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 200000.00000000 PA USD 189702.00000000 0.020399804459 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N ELP 2021-ELP N/A 26863LAN4 231000.00000000 PA USD 229558.84000000 0.024685851745 Long ABS-MBS CORP US N 2 2038-11-15 Floating 2.78000000 N N N N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 000000000 96000.00000000 NS 43167.10000000 0.004642019583 Long EC CORP CN N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 311.00000000 NS USD 10449.60000000 0.001123708746 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -3958.00000000 NC USD -299.90000000 -0.00003225006 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Pioneer Natural Resources Co. Pioneer Natural Resources Co. 1.00000000 225.00000000 USD 2022-01-21 XXXX 13864.74000000 N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 424000.00000000 PA USD 423266.48000000 0.045516406923 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 114080.00000000 NS USD 4732038.40000000 0.508864735500 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 7476.00000000 NS USD 4710926.64000000 0.506594460143 Long EC CORP US N 1 N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 76000.00000000 PA USD 79147.16000000 0.008511173248 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84J9 307423.00000000 PA USD 26453.90000000 0.002844748011 Long ABS-MBS USGSE US N 2 2029-12-25 Fixed 1.36000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -56.00000000 NC USD -3080.00000000 -0.00033121104 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Dick's Sporting Goods Inc Dick's Sporting Goods Inc 100.00000000 100.00000000 USD 2022-01-21 XXXX 8184.67000000 N N N CSL Ltd 529900ECSECK5ZDQTE14 000000000 332.00000000 NS 70388.01000000 0.007569248823 Long EC CORP AU N 1 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 863.00000000 NS 36465.75000000 0.003921382850 Long EC CORP CA N 1 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 278000.00000000 PA USD 270822.04000000 0.029123133437 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3421860.00000000 OU Notional Amount USD -486021.87000000 -0.05226487391 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-10 103.67000000 USD 0.00000000 USD 3421860.00000000 USD -486125.54000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 131104.53000000 OU Notional Amount USD 6705.54000000 0.000721087309 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 131104.53000000 USD 6705.54000000 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 28000.00000000 PA USD 28876.96000000 0.003105314321 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 5040.00000000 0.000541981710 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 205.00000000 USD 2022-02-18 XXXX -1554.03000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1827000.00000000 OU Notional Amount 243278.59000000 0.026161219518 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S35.V1 2I667KJN9 Y sell protection 2026-06-20 201195.96000000 EUR 0.00000000 EUR 1827000.00000000 EUR 32729.70000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -9.00000000 NC USD -70560.00000000 -0.00758774394 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Dexcom Inc Dexcom Inc 100.00000000 580.00000000 USD 2022-03-18 XXXX -43706.13000000 N N N DAVIS STANDARD LLC N/A 000000000 206000.00000000 PA USD 200335.00000000 0.021543235318 Long LON CORP US N 2 2028-12-10 None 0.00000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 724446.60000000 PA USD 794212.69000000 0.085406498482 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3303612.00000000 OU Notional Amount USD 29109.28000000 0.003130297097 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-05-27 50.67000000 USD 0.00000000 USD 3303612.00000000 USD 29058.61000000 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 406.00000000 NS USD 46235.28000000 0.004971959552 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4985000.00000000 OU Notional Amount USD -168971.41000000 -0.01817051861 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-11-23 60.29000000 USD 0.00000000 USD 4985000.00000000 USD -169031.70000000 N N N Julius Baer Group Ltd 5299007MF0604ZGJER92 000000000 865.00000000 NS 58442.87000000 0.006284715606 Long EC CORP CH N 2 N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 12687HAB3 91080.00000000 PA USD 90897.84000000 0.009774795003 Long LON CORP US N 2 2027-11-30 Floating 3.75000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -52.00000000 NC -84653.55000000 -0.00910330869 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex EURO STOXX 50 Future VGH2 INDEX 2022-03-18 -2174384.64000000 EUR -84653.55000000 N N N Kose Corp 353800NX4GGAVDHHY664 000000000 7400.00000000 NS 841989.99000000 0.090544280780 Long EC CORP JP N 2 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 19000.00000000 PA USD 19997.50000000 0.002150452233 Long DBT CORP US N 2 2027-09-30 Fixed 5.88000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 188000.00000000 PA USD 65988.00000000 0.007096089111 Long DBT NUSS AR N 2 2041-07-09 Variable 2.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -602.00000000 NC -7211.62000000 -0.00077550915 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 650.00000000 EUR 2022-03-18 XXXX 3012.15000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 29629.25000000 OU Notional Amount USD -320.85000000 -0.00003450294 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 29629.25000000 USD -320.85000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -54.00000000 NC USD -11178.00000000 -0.00120203800 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written McDonald's Corp McDonald's Corp 100.00000000 280.00000000 USD 2022-02-18 XXXX 2073.98000000 N N N Leslie's Poolmart, Inc. 549300MZRH1GJYUMRM83 52706YAJ2 429128.13000000 PA USD 427840.75000000 0.046008305867 Long LON CORP US N 2 2028-03-09 Floating 3.00000000 N N N N N N Trip.com Group Ltd 2549004RMYDSRQL4KW41 89677Q107 763.00000000 NS USD 19181.82000000 0.002062737225 Long EC CORP KY N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 25480157.00000000 OU Notional Amount 269117.88000000 0.028939874795 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Purchased Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD 269117.88000000 0.03000000 DFE XX 29047378.98000000 USD 25480157.00000000 EUR 2022-01-06 1.00000000 1.14000000 EUR 2022-01-06 XXXX -81306.55000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 1746.00000000 NS USD 909299.34000000 0.097782462657 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 433.00000000 NS USD 20260.07000000 0.002178687975 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -163.00000000 NC USD -815.00000000 -0.00008764188 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Royal Dutch Shell PLC Royal Dutch Shell PLC 100.00000000 50.00000000 USD 2022-01-21 XXXX 2408.90000000 N N N CONSTELLATION AUTOMOTIVE 254900HVTSU7VICDRM89 000000000 124000.00000000 PA 165087.62000000 0.017752871169 Long DBT CORP GB N 2 2027-07-15 Fixed 4.88000000 N N N N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 116000.00000000 PA USD 119480.00000000 0.012848407696 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 187295.16000000 0.020140982383 Long EC CORP CN N 1 N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAB7 312000.00000000 PA USD 315900.00000000 0.033970639364 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 62067.50000000 0.006674494013 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 284863.14000000 0.030633057920 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.76000000 N N N N N N Brookfield Renewable Corp N/A 11284V105 244.00000000 NS 8979.17000000 0.000965584507 Long EC CORP CA N 1 N N N FRONTIER NORTH INC N/A 362337AK3 70000.00000000 PA USD 74375.00000000 0.007997993994 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 215062.00000000 0.023126918781 Long DBT CORP CA N 2 2027-10-15 Fixed 6.88000000 N N N N N N LogMeIn, Inc. 549300D12V5KRBV00592 54142KAD3 448002.37000000 PA USD 445453.24000000 0.047902283538 Long LON CORP US N 2 2027-08-31 Floating 4.84000000 N N N N N N INSPIRED ENTERTAINMENT 894500C0TCVBHY3RSJ33 000000000 263000.00000000 PA 363103.31000000 0.039046697043 Long DBT CORP GB N 2 2026-06-01 Fixed 7.88000000 N N N N N N Jo-Ann Stores, Inc. 549300GM65RR2EMGLI48 47759DAE5 324187.50000000 PA USD 320877.55000000 0.034505905448 Long LON CORP US N 2 2028-07-07 Floating 5.50000000 N N N N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 4100.00000000 NS 158935.29000000 0.017091273880 Long EC CORP JP N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 799.00000000 NS USD 279737.89000000 0.030081908761 Long EC CORP US N 1 N N N Orpea SA 969500LHIH3NT7PK1V89 000000000 284.00000000 NS 29066.04000000 0.003125647238 Long EC CORP FR N 1 N N N Venustech Group Inc N/A 000000000 37000.00000000 NS 165755.29000000 0.017824669766 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 143.00000000 NC USD 12155.00000000 0.001307100732 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased BP PLC BP PLC 100.00000000 27.00000000 USD 2022-01-21 XXXX -905.93000000 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 33000.00000000 PA USD 34158.96000000 0.003673319756 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 000000000 3100.00000000 NS 32696.36000000 0.003516037524 Long EC CORP JP N 2 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 256.00000000 NS USD 45350.40000000 0.004876803049 Long EC CORP US N 1 N N N Danone SA 969500KMUQ2B6CBAF162 000000000 35385.00000000 NS 2221182.78000000 0.238857230711 Long EC CORP FR N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 4.00000000 NC USD 120.00000000 0.000012904326 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Generac Holdings Inc Generac Holdings Inc 100.00000000 440.00000000 USD 2022-01-21 XXXX -6072.53000000 N N N NMC Health PLC 2138008YQEVWBE1V2M52 000000000 41894.00000000 NS 0.05000000 0.000000005376 Long EC CORP GB N 3 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 807932.00000000 OU Notional Amount USD 22994.89000000 0.002472779725 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-11-26 18.96000000 USD 0.00000000 USD 807932.00000000 USD 22975.93000000 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 71194.00000000 NS USD 6105597.44000000 0.656571854188 Long EC CORP US N 1 N N N MED Trust N/A 58403YBA3 614000.00000000 PA USD 606228.36000000 0.065191405476 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.36000000 N N N N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -3100000.00000000 NC USD -134.79000000 -0.00001449478 N/A DCR US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 3100000.00000000 OU Notional Amount N/A -134.79000000 0.00000000 DCR US Markit CDX.NA.IG.S37.V1 2I65BYDZ5 sell protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 3100000.00000000 USD 1.00000000 0.85000000 USD 2022-01-19 XXXX 888.21000000 N N N Sarcos Technology and Robotics Corp N/A 80359A114 27641.00000000 NS USD 47818.93000000 0.005142259024 N/A DE US N 1 N/A N/A Call Purchased Sarcos Technology and Robotics Corp Sarcos Technology and Robotics Corp 11.50000000 11.50000000 USD 2027-06-15 XXXX 18628.87000000 N N N Citigroup Commercial Mortgage Trust N/A 17322AAM4 44179.00000000 PA USD 45936.39000000 0.004939818101 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.09000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1684509.00000000 OU Notional Amount USD -40822.49000000 -0.00438988947 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 -36135.17000000 USD 1684509.00000000 USD -4687.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7210.52000000 -0.00077539086 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 105691616.00000000 INR 1401598.72000000 USD 2022-03-03 -7210.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -280.00000000 NC USD -560.00000000 -0.00006022019 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Uber Technologies Inc Uber Technologies Inc 100.00000000 60.00000000 USD 2022-01-21 XXXX 11959.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 488.00000000 NC USD 20008.00000000 0.002151581362 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 39.00000000 USD 2022-02-18 XXXX -30321.93000000 N N N Hundsun Technologies Inc 3003003LS77D1DRDDE25 000000000 27886.00000000 NS 272139.30000000 0.029264786379 Long EC CORP CN N 1 N N N Burberry Group PLC 213800PE1KEFCNFR1R50 000000000 3349.00000000 NS 83211.69000000 0.008948256764 Long EC CORP GB N 1 N N N DOUGLAS GMBH 529900381YTPHVY9AI06 000000000 420000.00000000 PA 476473.29000000 0.051238057300 Long DBT CORP DE N 2 2026-04-08 Fixed 6.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 13.00000000 NC USD 520.00000000 0.000055918747 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Xerox Holdings Corp Xerox Holdings Corp 100.00000000 30.00000000 USD 2022-07-15 XXXX -106.88000000 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 97.00000000 NS USD 10038.53000000 0.001079503901 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 88939.32000000 OU Notional Amount USD 7232.41000000 0.000777744830 N/A DE DE N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Delivery Hero SE Delivery Hero SE Y equity-performance leg 2121-10-07 0.00000000 USD 0.00000000 USD 88939.32000000 USD 7232.41000000 N N N Nelnet Student Loan Trust N/A 64035DAG1 210000.00000000 PA USD 213896.15000000 0.023001547872 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N Allianz SE 529900K9B0N5BT694847 000000000 7702.00000000 NS 1838926.19000000 0.197750865521 Long EC CORP DE N 2 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 33000.00000000 PA USD 35103.75000000 0.003774918745 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N Locaweb Servicos de Internet SA N/A 000000000 42561.00000000 NS 98188.30000000 0.010558782301 Long EC CORP BR N 2 N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 205.00000000 NS USD 68062.05000000 0.007319124263 Long EC CORP US N 1 N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72815L107 67594.00000000 NS USD 1222775.46000000 0.131492447531 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 8608.00000000 NS USD 2914152.32000000 0.313376440378 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 21800.00000000 NS 3243065.69000000 0.348746486198 Long EC CORP JP N 2 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 3923.00000000 NS USD 989027.53000000 0.106356117578 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 226.00000000 NS USD 335725.28000000 0.036102571739 Long EP CORP US N 1 N N N Oracle Corp Japan 529900MIMKY9RU60Z323 000000000 1600.00000000 NS 121766.44000000 0.013094282430 Long EC CORP JP N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 82900.64000000 OU Notional Amount USD 521.82000000 0.000056114463 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 82900.64000000 USD 521.82000000 N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAK7 161777.51000000 PA USD 161188.64000000 0.017333590247 Long LON CORP US N 2 2026-05-04 Floating 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -51.00000000 NC USD -31110.00000000 -0.00334544663 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written DR Horton Inc DR Horton Inc 100.00000000 100.00000000 USD 2022-01-21 XXXX -17504.36000000 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 285.00000000 NS USD 110454.60000000 0.011877851797 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 895.00000000 NC USD -81844.10000000 -0.00880119153 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year US Treasury Note FVH2 COMDTY 2022-03-31 107873406.60000000 USD -81844.10000000 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 779.00000000 NS USD 104432.74000000 0.011230284736 Long EC CORP CA N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 913.00000000 NS 16724.57000000 0.001798494257 Long EC CORP CH N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 323216.00000000 OU Notional Amount USD -10119.35000000 -0.00108819496 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BOMBARDIER INC BOMBARDIER INC Y buy protection 2023-06-20 26730.79000000 USD 0.00000000 USD 323216.00000000 USD -36850.14000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 3874225.00000000 NC USD 14332.11000000 0.001541218550 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 14332.11000000 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 -31874.43000000 N N N DBGS Mortgage Trust N/A 23306GAG2 92813.89000000 PA USD 92581.82000000 0.009955883567 Long ABS-MBS CORP US N 2 2035-05-15 Floating 1.40000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 5174.00000000 NS USD 271324.56000000 0.029177172454 Long EC CORP US N 1 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 4359.00000000 NS 132918.17000000 0.014293495467 Long EC CORP AU N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -143.00000000 NC USD -572.00000000 -0.00006151062 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written BP PLC BP PLC 100.00000000 30.00000000 USD 2022-01-21 XXXX 2426.75000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZS9 479222.02000000 PA USD 57150.10000000 0.006145696222 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.70000000 N N N N N N Rohm Co Ltd 5493009V2FGDEP7JFE59 000000000 800.00000000 NS 72973.21000000 0.007847251029 Long EC CORP JP N 2 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 48128YAW1 167000.00000000 PA USD 185874.37000000 0.019988196234 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 11355.30000000 0.001221104150 Long DBT CORP US N 2 2027-04-15 Fixed 5.25000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 239.00000000 NS USD 21008.10000000 0.002259128169 Long EC CORP US N 1 N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 000000000 32000.00000000 PA USD 32020.16000000 0.003443321645 Long LON CORP US N 2 2027-06-22 Variable 3.00000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 7936.00000000 NS USD 552504.32000000 0.059414134225 Long EC CORP US N 1 N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 414.00000000 NS 20526.46000000 0.002207334504 Long EC CORP JE N 1 N N N United States Oil Fund LP ZR7XWIN3GSRDDWZ9V446 91232N207 7828.00000000 NS USD 427260.62000000 0.045945920976 Long EC RF US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 226.00000000 NS USD 19655.22000000 0.002113644793 Long EC CORP US N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 76000.00000000 PA USD 79306.38000000 0.008528295138 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N Gores Holdings VIII Inc N/A 382863108 8630.00000000 NS USD 88026.00000000 0.009465968663 Long EC CORP US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 25302.00000000 NS USD 3247258.68000000 0.349197383795 Long EC CORP US N 1 N N N Alstom SA 96950032TUYMW11FB530 000000000 54361.00000000 NS 1966489.37000000 0.211468506496 Long EC CORP FR N 1 N N N George Weston Ltd 549300FAHC3L1QKNT280 961148509 290.00000000 NS 33622.99000000 0.003615683658 Long EC CORP CA N 1 N N N EQT AB 213800U7P9GOIRKCTB34 000000000 189.00000000 NS 10364.06000000 0.001114510112 Long EC CORP SE N 2 N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 686000.00000000 PA USD 724759.00000000 0.077937722744 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Vipshop Holdings Ltd 549300I9F52K06HPZX60 92763W103 5162.00000000 NS USD 43205.94000000 0.004646196284 Long EC CORP KY N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 160.00000000 NS USD 15190.40000000 0.001633515670 Long EC CORP US N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 1750.00000000 NS 24805.56000000 0.002667492032 Long EC CORP IT N 2 N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 39000.00000000 PA USD 41340.00000000 0.004445540460 Long DBT CORP US N 2 2025-12-15 Fixed 7.63000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 13999.13000000 OU Notional Amount USD -418.50000000 -0.00004500383 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 13999.13000000 USD -418.50000000 N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 275000.00000000 NC USD 489.49000000 0.000052637822 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 275000.00000000 OU Notional Amount N/A 489.49000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 buy protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 275000.00000000 USD 1.00000000 1.04000000 USD 2022-02-16 XXXX -1105.51000000 N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 20000.00000000 PA USD 20900.00000000 0.002247503522 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 87663.34000000 0.009426969637 Long ABS-MBS CORP US N 2 2051-11-10 Fixed 4.41000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -4554.00000000 -0.00048971918 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Twilio Inc Twilio Inc 100.00000000 390.00000000 USD 2022-04-14 XXXX 12879.73000000 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 289.00000000 NS USD 19880.31000000 0.002137850083 Long EC CORP US N 1 N N N SHIBA BIDCO SPA 815600658C215B62EA21 000000000 362000.00000000 PA 416291.20000000 0.044766312838 Long DBT CORP IT N 2 2028-10-31 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3772189.00000000 OU Notional Amount USD 322074.93000000 0.034634666968 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-28 114.15000000 USD 0.00000000 USD 3772189.00000000 USD 321960.78000000 N N N PICARD BONDCO 52990070XME2A28A7N53 000000000 300000.00000000 PA 343436.61000000 0.036931817736 Long DBT CORP LU N 2 2027-07-01 Fixed 5.38000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 3446.00000000 NS USD 399529.24000000 0.042963797808 Long EP CORP US N 1 N N N China Hongqiao Group Ltd 3003009Q4IBFSDE24571 000000000 105000.00000000 NS 114322.51000000 0.012293791574 Long EC CORP KY N 1 N N N Gitlab Inc N/A 37637K108 72.00000000 NS USD 5801.04000000 0.000623820948 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -2964566.00000000 NC USD -7789.22000000 -0.00083762198 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 2964566.00000000 OU Notional Amount N/A -7789.22000000 0.00000000 DIR US N/A N/A 2027-01-10 0.00000000 N/A 0.00000000 N/A 2964566.00000000 USD 1.00000000 0.01420000 USD 2022-01-06 XXXX -1711.86000000 N N N WuXi AppTec Co Ltd 254900OEPQLZSPLN9175 000000000 9789.00000000 NS 182382.83000000 0.019612729801 Long EC CORP CN N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 742208.00000000 OU Notional Amount USD 3274.18000000 0.000352092396 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit iBoxx USD Liquid Leveraged Loans Total Return Index IBXXLLTR Index Y equity-performance leg 2022-03-20 0.00000000 USD 0.00000000 USD 742208.00000000 USD 3274.18000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2488312.00000000 OU Notional Amount USD 69169.97000000 0.007438265608 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-14 38.28000000 USD 0.00000000 USD 2488312.00000000 USD 69131.69000000 N N N Austerlitz Acquisition Corp I N/A 000000000 7284.00000000 NS USD 7611.78000000 0.000818540782 N/A DE KY N 1 N/A N/A Call Purchased Austerlitz Acquisition Corp I Austerlitz Acquisition Corp I 11.50000000 11.50000000 USD 2026-02-19 XXXX -5734.04000000 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 12362.00000000 NS USD 3507346.64000000 0.377166216629 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 3744488.00000000 NC USD 81330.58000000 0.008745969618 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 3744488.00000000 OU Notional Amount N/A 81330.58000000 0.01000000 DIR US N/A N/A 2052-07-07 0.00000000 N/A 0.00000000 N/A 3744488.00000000 USD 1.00000000 0.01520000 USD 2022-07-05 XXXX -17767.41000000 N N N JiuGui Liquor Co Ltd N/A 000000000 500.00000000 NS 16726.38000000 0.001798688897 Long EC CORP CN N 1 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 7947.00000000 NS USD 1576128.51000000 0.169490640092 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 48.00000000 NS USD 14075.52000000 0.001513625874 Long EC CORP IE N 1 N N N Samsung SDI Co Ltd 9884002AESDO4YW87G32 000000000 2183.00000000 NS 1193794.42000000 0.128375940857 Long EC CORP KR N 2 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAB8 394000.00000000 PA USD 407778.18000000 0.043850856262 Long DBT CORP US N 2 2027-02-15 Fixed 5.63000000 N N N N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 2807.00000000 NS USD 73908.31000000 0.007947807993 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 161.00000000 NC USD 105938.00000000 0.011392154457 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alcoa Corp Alcoa Corp 100.00000000 55.00000000 USD 2022-01-21 XXXX 46203.32000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 163.00000000 NC USD 11410.00000000 0.001226986372 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Royal Dutch Shell PLC Royal Dutch Shell PLC 100.00000000 45.00000000 USD 2022-01-21 XXXX -7534.08000000 N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336YAN3 121000.00000000 PA USD 123617.23000000 0.013293309083 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 3083.00000000 NS 803588.70000000 0.086414757597 Long EC CORP NL N 2 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1827000.00000000 NC USD 34197.75000000 0.003677491080 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 34197.75000000 0.00000000 DIR US N/A N/A 2052-04-22 0.00000000 N/A 0.00000000 N/A 1827000.00000000 USD 1.00000000 0.01600000 USD 2022-04-20 XXXX -22405.52000000 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 346.00000000 NS USD 40921.42000000 0.004400528018 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2136495.00000000 OU Notional Amount USD -175689.82000000 -0.01889298991 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-08-21 33.21000000 USD 0.00000000 USD 2136495.00000000 USD -175723.03000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 80000.00000000 PA USD 77083.20000000 0.008289223134 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 000000000 170000.00000000 PA USD 169605.60000000 0.018238716909 Long LON CORP US N 2 2028-05-05 None 0.00000000 N N N N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 000000000 14789.00000000 NS 28515.95000000 0.003066492730 Long EC CORP BR N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 75449.12000000 OU Notional Amount USD -4056.80000000 -0.00043625226 N/A DE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Rolls-Royce Holdings PLC Rolls-Royce Holdings PLC Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 75449.12000000 USD -4056.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -634.00000000 NC USD -35504.00000000 -0.00381796005 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written BP PLC BP PLC 100.00000000 24.00000000 USD 2022-04-14 XXXX 6187.07000000 N N N Oi SA 254900YEMWCRRAGD4978 000000000 88000.00000000 PA USD 77000.88000000 0.008280370766 Long DBT CORP BR N 2 2025-07-27 Fixed 10.00000000 N N Y N N N Sendas Distribuidora SA N/A 000000000 4215.00000000 NS 9655.91000000 0.001038358456 Long EC CORP BR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 363.00000000 NC USD 381150.00000000 0.040987366868 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 470.00000000 USD 2022-01-21 XXXX 153831.29000000 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AL8 200000.00000000 PA USD 190804.00000000 0.020518309190 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 304.00000000 NS USD 15811.04000000 0.001700256846 Long EC CORP US N 1 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 21079.00000000 NS USD 3393719.00000000 0.364947148632 Long EC CORP CH N 1 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 72000.00000000 PA USD 79662.96000000 0.008566640344 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 138267.26000000 0.014868715496 Long ABS-O CORP US N 2 2053-07-15 Fixed 2.76000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAN4 100000.00000000 PA USD 99941.61000000 0.010747326339 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.26000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 11033.35000000 OU Notional Amount USD 238.36000000 0.000025632293 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 11033.35000000 USD 238.36000000 N N N BSST Mortgage Trust N/A 05601PAS5 180000.00000000 PA USD 179508.08000000 0.019303590530 Long ABS-MBS CORP US N 2 2036-04-15 Floating 3.91000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD 2250.00000000 0.000241956120 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 3.00000000 NC N/A 2250.00000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYH2 Comdty 2022-03-22 3.00000000 USD 1000.00000000 129.00000000 USD 2022-02-18 XXXX 745.44000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2804566.00000000 OU Notional Amount USD 72814.41000000 0.007830174304 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-12 43.18000000 USD 0.00000000 USD 2804566.00000000 USD 72771.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -78.00000000 NC USD -1638.00000000 -0.00017614405 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Capital One Financial Corp Capital One Financial Corp 100.00000000 164.40000000 USD 2022-01-21 XXXX 24031.01000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 305000.00000000 PA USD 313006.25000000 0.033659456908 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 44887.50000000 PA USD 44775.28000000 0.004814956914 Long LON CORP US N 2 2028-05-12 Floating 4.25000000 N N N N N N Bank N/A 06650AAJ6 59811.00000000 PA USD 63571.11000000 0.006836186298 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.93000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 2300.00000000 NS 110838.60000000 0.011919145641 Long EC CORP JP N 2 N N N BROOKS AUTOMATION INC N/A 000000000 240000.00000000 PA USD 239200.80000000 0.025722710074 Long LON CORP US N 2 2028-11-17 None 0.00000000 N N N N N N China Gas Holdings Ltd 254900KTSZLZ21VV8T33 000000000 8600.00000000 NS 18090.68000000 0.001945400335 Long EC CORP BM N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 78000.00000000 PA USD 77131.27000000 0.008294392392 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 37000.00000000 PA USD 37786.25000000 0.004063384209 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -44.00000000 NC USD -2200.00000000 -0.00023657931 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Live Nation Entertainment Inc Live Nation Entertainment Inc 100.00000000 85.00000000 USD 2022-02-18 XXXX 13360.00000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 81080.99000000 OU Notional Amount USD -10709.69000000 -0.00115167779 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Lasertec Corp Lasertec Corp Y equity-performance leg 2121-10-07 0.00000000 USD 0.00000000 USD 81080.99000000 USD -10709.69000000 N N N Bayer AG 549300J4U55H3WP1XT59 000000000 265.00000000 NS 14416.58000000 0.001550302121 Long EC CORP DE N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 29355.89000000 OU Notional Amount USD -892.40000000 -0.00009596517 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sagax AB Sagax AB Y equity-performance leg 2121-12-09 0.00000000 USD 0.00000000 USD 29355.89000000 USD -892.40000000 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 3705.00000000 NS USD 877269.90000000 0.094338143077 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2281240.00000000 OU Notional Amount USD 510406.85000000 0.054887138431 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-10 69.11000000 USD 0.00000000 USD 2281240.00000000 USD 510337.74000000 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 11429.00000000 NS USD 600251.08000000 0.064548632373 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 8754.00000000 NS USD 398919.78000000 0.042898258884 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 63.00000000 NC USD 15561.00000000 0.001673368531 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased DR Horton Inc DR Horton Inc 100.00000000 105.00000000 USD 2022-01-21 XXXX -1327.53000000 N N N New Relic Inc 549300AB8FY2HQILL804 64829B100 5223.00000000 NS USD 552959.01000000 0.059463029794 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 -5972000.00000000 OU Notional Amount -13319.48000000 -0.00143232431 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -13319.48000000 0.00000000 DFE US -5972000.00000000 EUR -6569200.00000000 USD 2022-03-17 1.00000000 1.10000000 EUR 2022-03-17 XXXX 15322.64000000 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 160.00000000 NS USD 25564.80000000 0.002749137705 Long EC CORP US N 1 N N N Mitsubishi Electric Corp 549300TRXM9Y6561AX39 000000000 22800.00000000 NS 290083.97000000 0.031194485375 Long EC CORP JP N 2 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 1414.00000000 NS USD 82874.54000000 0.008912000983 Long EC CORP US N 1 N N N Natwest Group PLC 2138005O9XJIJN4JPN90 000000000 9742.00000000 NS 30162.86000000 0.003243594932 Long EC CORP GB N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 38486.02000000 OU Notional Amount USD -2028.80000000 -0.00021816914 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 38486.02000000 USD -2028.80000000 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 2370.00000000 NS USD 1289777.70000000 0.138697604010 Long EC CORP US N 1 N N N Woodside Petroleum Ltd 2549005ZC5RXAOO7FH41 000000000 6290.00000000 NS 101808.81000000 0.010948117659 Long EC CORP AU N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 186363.50000000 0.020040795344 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -19.00000000 NC -2697.85000000 -0.00029011614 N/A DE DK N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Put Written Pandora A/S Pandora A/S 100.00000000 780.00000000 DKK 2022-01-21 XXXX 429.22000000 N N N Select Medical Corporation 549300X05KS0JKR8CB50 816194AV6 188205.00000000 PA USD 186793.46000000 0.020087031545 Long LON CORP US N 2 2025-03-06 Floating 2.36000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 20.00000000 NC USD 53220.00000000 0.005723068778 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased salesforce.com Inc salesforce.com Inc 100.00000000 280.00000000 USD 2022-01-21 XXXX 28828.78000000 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 181.00000000 NS USD 21119.08000000 0.002271062521 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 122500.00000000 PA USD 126217.54000000 0.013572936159 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 2156286.00000000 PA USD 2156286.00000000 0.231878487092 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 N N Y N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2634180.00000000 OU Notional Amount USD 334359.50000000 0.035955701147 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-11-19 65.49000000 USD 0.00000000 USD 2634180.00000000 USD 334294.01000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAA3 60000.00000000 PA USD 60000.00000000 0.006452163222 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N KME SE 213800C12EAJKHXISN21 000000000 426000.00000000 PA 465911.20000000 0.050102251823 Long DBT CORP DE N 2 2023-02-01 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -1300.00000000 NC USD -22085.46000000 -0.00237498321 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Charter Communications Inc Charter Communications Inc 1.00000000 680.00000000 USD 2022-03-18 XXXX -8175.46000000 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 2423.00000000 NS USD 222334.48000000 0.023908972581 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -58535.00000000 -0.00629462290 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Twilio Inc Twilio Inc 100.00000000 260.00000000 USD 2022-04-14 XXXX -13431.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -16170.00000000 -0.00173885798 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Tesla Inc Tesla Inc 100.00000000 1400.00000000 USD 2022-01-21 XXXX 1394.35000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 110001.00000000 NS 285201.60000000 0.030669454573 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2062000.00000000 OU Notional Amount USD -5522.35000000 -0.00059385172 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-07-02 18.22000000 USD 0.00000000 USD 2062000.00000000 USD -5540.57000000 N N N SeaWorld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 78488CAH3 544635.00000000 PA USD 541911.83000000 0.058275059652 Long LON CORP US N 2 2028-08-25 Floating 3.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 860.00000000 NC USD 5160.00000000 0.000554886037 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 44.00000000 USD 2022-02-18 XXXX -74972.51000000 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 794.00000000 NS 36927.17000000 0.003971002136 Long EC CORP CA N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 200000.00000000 PA USD 202497.71000000 0.021775804617 Long DBT CORP DE N 2 2032-01-14 Fixed 3.73000000 N N N N N N China Feihe Ltd N/A 000000000 38000.00000000 NS 50433.92000000 0.005423464729 Long EC CORP KY N 1 N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 20000.00000000 PA USD 20700.00000000 0.002225996311 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 320040.00000000 0.034415838626 Long DBT CORP US N 2 2029-01-15 Fixed 3.63000000 N N N N N N SinoPac Financial Holdings Co Ltd N/A 000000000 36000.00000000 NS 20982.58000000 0.002256383849 Long EC CORP TW N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -115.00000000 NC USD -9545.00000000 -0.00102643163 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 488.00000000 USD 2022-01-21 XXXX 7942.10000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 197712.00000000 0.021261168249 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 401.00000000 NS USD 54748.53000000 0.005887440862 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 136.00000000 NC 460.21000000 0.000049489167 N/A DE GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Call Purchased Barclays PLC Barclays PLC 1000.00000000 2.05000000 GBP 2022-01-21 XXXX -8088.14000000 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 13000.00000000 PA USD 13861.25000000 0.001490584124 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22719389.00000000 OU Notional Amount -48483.45000000 -0.00521371888 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-14 192.37000000 MXN 0.00000000 MXN 22719389.00000000 MXN -48492.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 5.00000000 NC USD 235.00000000 0.000025270972 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 360.00000000 USD 2022-01-21 XXXX -1736.36000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 49330.90000000 OU Notional Amount USD -1140.99000000 -0.00012269756 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 49330.90000000 USD -1140.99000000 N N N Gores Holdings VIII Inc N/A 382863116 381.00000000 NS USD 742.95000000 0.000079893911 N/A DE US N 1 N/A N/A Call Purchased Gores Holdings VIII Inc Gores Holdings VIII Inc 11.50000000 11.50000000 USD 2027-12-31 XXXX 152.85000000 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 406.00000000 NS USD 74809.56000000 0.008044724861 Long EC CORP US N 1 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 000000000 38.00000000 NS 140409.07000000 0.015099037291 Long EC CORP DK N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 8.00000000 NC USD 704.00000000 0.000075705381 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased MongoDB Inc MongoDB Inc 100.00000000 610.00000000 USD 2022-01-21 XXXX -26913.77000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 562610.76000000 OU Notional Amount USD 1741.23000000 0.000187245002 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2022-01-19 0.00000000 USD 0.00000000 USD 562610.76000000 USD 1741.23000000 N N N BX Trust N/A 05607QAX6 83990.10000000 PA USD 83308.14000000 0.008958628616 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.11000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 90000.00000000 PA USD 91068.75000000 0.009793173990 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -362.00000000 NC USD -16290.00000000 -0.00175176231 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Devon Energy Corp Devon Energy Corp 100.00000000 50.00000000 USD 2022-01-21 XXXX 19045.38000000 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 5947.00000000 NS USD 720419.58000000 0.077471078642 Long EC CORP US N 1 N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 000000000 10000.00000000 NS 148554.34000000 0.015974947483 Long EC CORP JP N 2 N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 306000.00000000 PA USD 318601.08000000 0.034261102848 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N GENNEIA SA 529900YZ70LX0XWS9P67 372319AB9 78100.00000000 PA USD 73218.75000000 0.007873655431 Long DBT CORP AR N 2 2027-09-02 Fixed 8.75000000 N N N N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 2748.00000000 NS USD 450204.84000000 0.048413251851 Long EC CORP US N 1 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 526.00000000 NS USD 82587.26000000 0.008881108026 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 34561915.00000000 OU Notional Amount USD -615952.43000000 -0.06623709359 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 -477656.55000000 USD 34561915.00000000 USD -138295.88000000 N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 000000000 53184.00000000 NS 418984.57000000 0.045055947219 Long EC CORP NO N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 102.00000000 NC USD 16728.00000000 0.001798863106 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp Devon Energy Corp 100.00000000 46.00000000 USD 2022-01-21 XXXX -2877.27000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -21000.00000000 -0.00225825712 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp NVIDIA Corp 100.00000000 350.00000000 USD 2022-02-18 XXXX 2138.42000000 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAL5 23000.00000000 PA USD 23143.75000000 0.002488787542 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 000000000 2426.00000000 NS 52480.84000000 0.005643582428 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 26888.73000000 0.002891507913 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2273268.72000000 USD 2017160.00000000 EUR 2022-03-16 26888.73000000 N N N Cathay Financial Holding Co Ltd 5299009XR1QLFAMQ3X77 000000000 81000.00000000 NS 180850.68000000 0.019447968436 Long EC CORP TW N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 24.00000000 NC USD 1080.00000000 0.000116138937 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Xerox Holdings Corp Xerox Holdings Corp 100.00000000 25.00000000 USD 2022-02-18 XXXX 3.40000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -43.00000000 NC USD -602.00000000 -0.00006473670 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Diamondback Energy Inc Diamondback Energy Inc 100.00000000 140.00000000 USD 2022-01-21 XXXX 13492.36000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -30.00000000 NC USD -1620.00000000 -0.00017420840 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp Microsoft Corp 100.00000000 300.00000000 USD 2022-01-21 XXXX 10613.29000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 41997765.00000000 OU Notional Amount USD 1366818.10000000 0.146982224602 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-27 343.73000000 USD 0.00000000 USD 41997765.00000000 USD 1366474.37000000 N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 16703.00000000 NS USD 2490751.36000000 0.267845572006 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5050000.00000000 OU Notional Amount USD -57116.61000000 -0.00614209484 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 44.43000000 USD 0.00000000 USD 5050000.00000000 USD -57161.04000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 585787.00000000 OU Notional Amount USD 6686.04000000 0.000718990356 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-05-28 8.99000000 USD 0.00000000 USD 585787.00000000 USD 6677.05000000 N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 2300.00000000 NS 110018.46000000 0.011830951022 Long EC CORP JP N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 4623000.00000000 OU Notional Amount USD 3254.59000000 0.000349985765 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 3254.59000000 0.00000000 DFE US 31205250.00000000 CNY 4623000.00000000 USD 2022-03-29 1.00000000 6.75000000 USD 2022-03-29 XXXX -871.02000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD 48476.92000000 0.005213016672 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term US Treasury Bond Future WNH2 COMDTY 2022-03-22 -1778726.92000000 USD 48476.92000000 N N N Loanpal Solar Loan Ltd. N/A 53948KAA7 147141.14000000 PA USD 148705.49000000 0.015991201558 Long ABS-O CORP US N 2 2047-07-20 Fixed 2.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 15.00000000 NC USD 375.00000000 0.000040326020 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased United Airlines Holdings Inc United Airlines Holdings Inc 100.00000000 25.00000000 USD 2022-03-18 XXXX -339.32000000 N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 19095.00000000 NS 494286.91000000 0.053153663697 Long EC CORP SE N 2 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 551.00000000 NS USD 32239.01000000 0.003466855910 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 45712.00000000 NS USD 4579885.28000000 0.492502789417 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 382000.00000000 PA USD 382458.72000000 0.041128101452 Long DBT CORP US N 2 2022-01-18 Variable 3.73000000 N N N N N N BWAY Mortgage Trust N/A 05604FAN5 200861.00000000 PA USD 204785.00000000 0.022021770757 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.63000000 N N N N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 876.00000000 NS USD 361989.48000000 0.038926920160 Long EC CORP US N 1 N N N Surf Holdings, LLC N/A 86875TAB3 304617.86000000 PA USD 302278.39000000 0.032505825179 Long LON CORP US N 2 2027-03-05 Floating 3.69000000 N N N N N N COMM Mortgage Trust N/A 12592RBF5 155319.10000000 PA USD 160053.96000000 0.017211571237 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 200000.00000000 0.021507210740 Long DBT CORP IL N 2 2031-01-29 Fixed 3.28000000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 000000000 8500.00000000 NS 41301.26000000 0.004441374513 Long EC CORP JP N 2 N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K94 5962000.00000000 PA 4600871.09000000 0.494759520608 Long DBT NUSS CA N 2 2025-09-01 Fixed 0.50000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 417.00000000 NS USD 24865.71000000 0.002673960325 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 41042.12000000 OU Notional Amount USD -183.54000000 -0.00001973716 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Catalent Inc Catalent Inc Y equity-performance leg 2121-10-06 0.00000000 USD 0.00000000 USD 41042.12000000 USD -183.54000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 4423.00000000 NS 14948.14000000 0.001607463985 Long EC CORP ES N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 95664.52000000 OU Notional Amount USD -5978.21000000 -0.00064287311 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Dollar General Corp Dollar General Corp Y equity-performance leg 2121-08-04 0.00000000 USD 0.00000000 USD 95664.52000000 USD -5978.21000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -15742.65000000 -0.00169290245 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1141757.90000000 USD 85671804.00000000 RUB 2022-03-17 -15742.65000000 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 000000000 151.00000000 NS 48279.88000000 0.005191827768 Long EC CORP CH N 2 N N N Hexagon AB 549300WJFW6ILNI4TA80 000000000 60462.00000000 NS 980145.41000000 0.105400969445 Long EC CORP SE N 2 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 5795.00000000 NS USD 409069.05000000 0.043989671328 Long EC CORP US N 1 N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 702150AG8 70000.00000000 PA USD 71750.00000000 0.007715711853 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 494806.00000000 OU Notional Amount USD 1507.61000000 0.000162122429 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 2022-03-20 0.00000000 USD 0.00000000 USD 494806.00000000 USD 1507.61000000 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 49.00000000 NS USD 24247.65000000 0.002607496592 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -148.00000000 NC USD -740.00000000 -0.00007957667 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alcoa Corp Alcoa Corp 100.00000000 40.00000000 USD 2022-01-21 XXXX 26570.82000000 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 5126.00000000 NS USD 954512.46000000 0.102644503157 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 000000000 45600.00000000 NS 678098.82000000 0.072920071122 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 54414.98000000 OU Notional Amount USD -2051.84000000 -0.00022064677 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Automatic Data Processing Inc Automatic Data Processing Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 54414.98000000 USD -2051.84000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 14168.83000000 OU Notional Amount USD 876.08000000 0.000094210185 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 14168.83000000 USD 876.08000000 N N N VALCOUR PACKAGING LLC N/A 91889CAB4 67000.00000000 PA USD 66916.25000000 0.007195909453 Long LON CORP US N 2 2028-10-04 Floating 4.25000000 N N N N N N CGI Inc 549300WSRCZY73ZG3090 12532H104 854.00000000 NS 75512.79000000 0.008120347440 Long EC CORP CA N 1 N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 309.00000000 NS USD 421210.26000000 0.045295289139 Long EC CORP CA N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -37.00000000 NC USD -259.00000000 -0.00002785183 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Devon Energy Corp Devon Energy Corp 100.00000000 35.00000000 USD 2022-01-21 XXXX 5393.78000000 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 9000.00000000 PA USD 9240.12000000 0.000993646040 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 3425.00000000 NS 188453.92000000 0.020265590861 Long EC CORP GB N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 43500.00000000 NS 7636930.35000000 0.821245352233 Long EC CORP DE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -107.00000000 NC USD -535.00000000 -0.00005753178 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Ovintiv Inc Ovintiv Inc 100.00000000 50.00000000 USD 2022-01-21 XXXX 7894.16000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 317000.00000000 PA USD 312393.99000000 0.033593616884 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Jeld-Wen Inc. 549300XWE6NM0N1HFW16 47579SAU4 416954.99000000 PA USD 416433.80000000 0.044781647480 Long LON CORP US N 2 2028-07-28 Floating 2.35000000 N N N N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 29089QAC9 15000.00000000 PA USD 14410.80000000 0.001549680562 Long DBT CORP US N 2 2028-08-15 Fixed 3.88000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 633830.77000000 PA USD 628056.57000000 0.067538725039 Long LON CORP US N 2 2027-12-17 Floating 4.50000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 000000000 685.00000000 NS 13901.95000000 0.001494960841 Long EC CORP AU N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46651MAQ9 139000.00000000 PA USD 136140.37000000 0.014639998139 Long ABS-MBS CORP US N 2 2036-07-15 Floating 3.11000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -4680.00000000 -0.00050326873 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group Inc UnitedHealth Group Inc 100.00000000 430.00000000 USD 2022-03-18 XXXX 5973.28000000 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 217.00000000 NS 23414.91000000 0.002517947019 Long EC CORP KR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 8.00000000 NC USD 340.00000000 0.000036562258 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Pitney Bowes Inc Pitney Bowes Inc 100.00000000 6.00000000 USD 2022-04-14 XXXX -201.21000000 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 184.00000000 NS USD 133484.64000000 0.014354411415 Long EC CORP US N 1 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 160000.00000000 PA USD 157443.20000000 0.016930820410 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Genius Sports Ltd N/A 000000000 5500.00000000 NS USD 12925.00000000 0.001389903494 N/A DE GG N 1 N/A N/A Call Purchased Genius Sports Ltd Genius Sports Ltd 11.50000000 11.50000000 USD 2028-12-31 XXXX -146.07000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -14728.79000000 -0.00158387595 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3500807.06000000 USD 4151222000.00000000 KRW 2022-02-24 -14728.79000000 N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 12500.00000000 NS 250273.29000000 0.026913401953 Long EC CORP SG N 1 N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 200000.00000000 PA USD 214568.00000000 0.023073795970 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 23.00000000 NS USD 47037.53000000 0.005058230352 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 34173.09000000 OU Notional Amount USD -595.63000000 -0.00006405169 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 34173.09000000 USD -595.63000000 N N N NU Holdings Ltd/Cayman Islands 5493002DG1RHWK9W2X27 000000000 54170.00000000 NS USD 540616.60000000 0.058135775729 Long EC CORP KY N 1 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 5061.00000000 NS 1080993.12000000 0.116245734203 Long EC CORP FR N 1 N N N Liberty Media Acquisition Corp N/A 53073L203 55364.00000000 NS USD 591841.16000000 0.063644262764 Long EC CORP US N 1 N N N Panasonic Corp 254900GE1G59KGWPHX32 000000000 11300.00000000 NS 124839.09000000 0.013424703086 Long EC CORP JP N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 790551.00000000 NC USD 18678.76000000 0.002008640138 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 790551.00000000 OU Notional Amount N/A 18678.76000000 0.00000000 DIR US N/A N/A 2052-07-08 0.00000000 N/A 0.00000000 N/A 790551.00000000 USD 1.00000000 0.01550000 USD 2022-07-06 XXXX -2502.62000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 132000.00000000 PA USD 132990.00000000 0.014301219781 Long DBT CORP US N 2 2029-02-01 Fixed 4.13000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 767.00000000 NS USD 194879.36000000 0.020956557322 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -18.00000000 NC 268588.70000000 0.028882968866 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Future UBH2 COMDTY 2022-03-08 -3921234.62000000 EUR 268588.70000000 N N N Masimo Corp 549300Q4A8JK0PIYCU29 574795100 2677.00000000 NS USD 762596.99000000 0.082006670869 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 31155.74000000 OU Notional Amount USD -1102.64000000 -0.00011857355 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Cooper Cos Inc/The Cooper Cos Inc/The Y equity-performance leg 2121-12-15 0.00000000 USD 0.00000000 USD 31155.74000000 USD -1102.64000000 N N N Lotte Chemical Corp 988400TPNFJZDPI94Y56 000000000 80.00000000 NS 14591.21000000 0.001569081142 Long EC CORP KR N 2 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 180000.00000000 PA USD 181716.57000000 0.019541082830 Long DBT CORP US N 2 2030-12-01 Fixed 3.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 182.00000000 NC USD 176312.50000000 0.018959950468 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 182.00000000 NC N/A 176312.50000000 0.02000000 DIR US Long CBOT 10 Year US Treasury Note TYH2 Comdty 2022-03-22 182.00000000 USD 1000.00000000 129.50000000 USD 2022-02-18 XXXX 64793.93000000 N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AB2 11000.00000000 PA USD 11302.50000000 0.001215426246 Long DBT CORP US N 2 2027-04-15 Fixed 5.38000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 87574.85000000 OU Notional Amount USD -2858.85000000 -0.00030742944 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Universal Health Services Inc Universal Health Services Inc Y equity-performance leg 2022-06-10 0.00000000 USD 0.00000000 USD 87574.85000000 USD -2858.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -24235.90000000 -0.00260623304 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2646415.00000000 NZD 1786282.49000000 USD 2022-03-10 -24235.90000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 662.00000000 NS 42399.93000000 0.004559521149 Long EC CORP DE N 2 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 19.00000000 NS USD 13972.98000000 0.001502599127 Long EC CORP US N 1 N N N Terumo Corp 353800JX1R4582QVK932 000000000 2100.00000000 NS 88784.57000000 0.009547542287 Long EC CORP JP N 2 N N N BX Trust 2019-OC11 N/A 05606FAN3 445000.00000000 PA USD 439846.59000000 0.047299366522 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 45737.62000000 0.004918443160 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-22 12.50000000 USD 0.00000000 USD 1639664.00000000 USD 45725.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 381874.00000000 OU Notional Amount USD 12388.07000000 0.001332164160 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-11-30 11.65000000 USD 0.00000000 USD 381874.00000000 USD 12376.42000000 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 1061.00000000 NS USD 90789.77000000 0.009763173582 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 254438.00000000 NS 1299040.73000000 0.139693713701 Long EC CORP JE N 1 N N N Peloton Interactive Inc 5493002YS021166W0339 70614W100 22870.00000000 NS USD 805024.00000000 0.086569104095 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 42026.96000000 OU Notional Amount USD -923.02000000 -0.00009925792 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 42026.96000000 USD -923.02000000 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 4100.00000000 NS 112852.67000000 0.012135730781 Long EC CORP JP N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 431000.00000000 OU Notional Amount USD -57767.17000000 -0.00621205349 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 AVIS BUDGET CAR/FINANCE AVIS BUDGET CAR/FINANCE Y buy protection 2026-12-20 0.00000000 USD -61835.53000000 USD 431000.00000000 USD 4068.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 40535.43000000 0.004359020177 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1749581.00000000 EUR 2033249.67000000 USD 2022-01-20 40535.43000000 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 3.00000000 NS USD 17271.03000000 0.001857258409 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 1410.00000000 NS USD 190279.50000000 0.020461906530 Long EC CORP US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 77000.00000000 PA USD 67567.50000000 0.007265942308 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -65900.28000000 -0.00708665604 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 21424481.00000000 CNY 3301412.64000000 USD 2022-01-13 -65900.28000000 N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 168000.00000000 PA USD 169260.00000000 0.018201552449 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 500.00000000 NS 7128.92000000 0.000766615923 Long EC CORP CN N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 13696.79000000 OU Notional Amount USD 1813.97000000 0.000195067175 N/A DE KR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 NCSoft Corp NCSoft Corp Y equity-performance leg 2121-11-18 0.00000000 USD 0.00000000 USD 13696.79000000 USD 1813.97000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 39533.59000000 OU Notional Amount USD -2306.47000000 -0.00024802868 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 39533.59000000 USD -2306.47000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -5720.00000000 -0.00061510622 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Dexcom Inc Dexcom Inc 100.00000000 680.00000000 USD 2022-03-18 XXXX 2103.07000000 N N N Twin River Worldwide Holdings, Inc. 549300NS4D5IK406VT62 05875CAB0 506000.00000000 PA USD 506000.00000000 0.054413243173 Long LON CORP US N 2 2028-10-02 Floating 3.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -25480157.00000000 OU Notional Amount -523905.24000000 -0.05633870202 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -523905.24000000 -0.06000000 DFE US -25480157.00000000 EUR -29302180.55000000 USD 2022-01-06 1.00000000 1.15000000 EUR 2022-01-06 XXXX -7658.83000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -76240.54000000 -0.00819860680 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 23666000.00000000 CNY 3645297.43000000 USD 2022-01-06 -76240.54000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 107169.50000000 OU Notional Amount USD -1273.00000000 -0.00013689339 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Nucor Corp Nucor Corp Y equity-performance leg 2121-11-03 0.00000000 USD 0.00000000 USD 107169.50000000 USD -1273.00000000 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 3327.00000000 NS USD 737462.82000000 0.079303841414 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 28.00000000 NS USD 13032.60000000 0.001401474373 Long EC CORP US N 1 N N N PVH Corp 123WALMHY1GZXG2YDL90 693656100 3997.00000000 NS USD 431995.76000000 0.046455119246 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 949.00000000 NS USD 42885.31000000 0.004611716999 Long EC CORP US N 1 N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 452000.00000000 PA 608745.56000000 0.065462095230 Long DBT CORP GB N 2 2028-11-30 Fixed 6.13000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAN8 540645.00000000 PA USD 538823.03000000 0.057942902289 Long LON CORP US N 2 2028-06-02 Floating 4.25000000 N N N N N N Petco Health & Wellness Co Inc N/A 71601V105 7629.00000000 NS USD 152732.58000000 0.016424258924 Long EC CORP US N 1 N N N SPDR Gold Shares 549300SMREV46EHBHL79 78463V107 14278.00000000 NS USD 2440966.88000000 0.262491945491 Long EC RF US N 1 N N N BX Trust N/A 05609CAN7 517000.00000000 PA USD 510546.81000000 0.054902189177 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.28000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -42.00000000 NC USD -9030.00000000 -0.00097105056 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Home Depot Inc/The Home Depot Inc/The 100.00000000 440.00000000 USD 2022-02-18 XXXX 6933.78000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 19393.69000000 OU Notional Amount USD 784.86000000 0.000084400747 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 19393.69000000 USD 784.86000000 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 13133.00000000 NS 925170.03000000 0.099489134029 Long EC CORP SE N 2 N N N Pinterest Inc N/A 72352L106 900.00000000 NS USD 32769.00000000 0.003523848943 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 50717.20000000 OU Notional Amount USD -1808.49000000 -0.00019447787 N/A DE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Suzano SA Suzano SA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 50717.20000000 USD -1808.49000000 N N N KraneShares CSI China Internet ETF 549300URDNVSGEWBN526 500767306 20472.00000000 NS USD 741291.12000000 0.079715521688 Long EC RF US N 1 N N N Credit Suisse Mortgage Trust N/A 126395AN2 101000.00000000 PA USD 102620.44000000 0.011035397146 Long ABS-MBS CORP US N 2 2037-10-15 Floating 4.97000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AG9 20000.00000000 PA USD 20600.00000000 0.002215242706 Long DBT CORP KY N 2 2024-11-15 Fixed 8.88000000 N N N N N N Wells Fargo Securities, LLC VYVVCKR63DVZZN70PB21 000000000 36.00000000 NC USD 17184.74000000 0.001847979123 N/A DE US N 2 Wells Fargo Securities, LLC VYVVCKR63DVZZN70PB21 Call Purchased Eli Lilly & Co Eli Lilly & Co 100.00000000 275.00000000 USD 2022-01-21 XXXX -18895.23000000 N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 000000000 15000.00000000 NS 192421.00000000 0.020692194989 Long EC CORP JP N 2 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 73701.00000000 NS USD 5422182.57000000 0.583080116027 Long EC CORP US N 1 N N N Gray Television, Inc. 529900TM5726KDN7UU35 389376AZ7 564000.00000000 PA USD 562590.00000000 0.060498708452 Long LON CORP US N 2 2028-12-01 Floating 3.10000000 N N N N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 3648.00000000 NS USD 956833.92000000 0.102894143804 Long EC CORP US N 1 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 30475.00000000 NS 2164389.80000000 0.232749937764 Long EC CORP FR N 1 N N N CD Commercial Mortgage Trust N/A 125039AJ6 33602.00000000 PA USD 34792.80000000 0.003741480409 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50.00000000 NC USD 30250.00000000 0.003252965624 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CF Industries Holdings Inc CF Industries Holdings Inc 100.00000000 65.00000000 USD 2022-01-21 XXXX 16959.07000000 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 61.00000000 NS USD 22027.10000000 0.002368707408 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4977540.00000000 OU Notional Amount USD -56579.35000000 -0.00608432002 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 43.80000000 USD 0.00000000 USD 4977540.00000000 USD -56623.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -305.00000000 NC USD -17080.00000000 -0.00183671579 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple Inc Apple Inc 100.00000000 195.00000000 USD 2022-01-21 XXXX 53829.24000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 106762.00000000 NS USD 19431751.62000000 2.089613885726 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1204516.00000000 OU Notional Amount USD 48045.57000000 0.005166630995 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-05 17.71000000 USD 0.00000000 USD 1204516.00000000 USD 48027.86000000 N N N Restaurant Brands International Inc 5299009RXTX9DN9AKJ98 76131D103 462.00000000 NS 28013.28000000 0.003012437582 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29410228.00000000 OU Notional Amount USD 962150.02000000 0.103465816219 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 233.50000000 USD 0.00000000 USD 29410228.00000000 USD 961916.52000000 N N N United Microelectronics Corp 391200YJCAGH9LF96P73 000000000 20000.00000000 NS 46435.28000000 0.004993466763 Long EC CORP TW N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -152.00000000 NC USD -11704.00000000 -0.00125860197 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Comcast Corp Comcast Corp 100.00000000 50.00000000 USD 2022-01-21 XXXX 4896.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4443151.00000000 OU Notional Amount USD -205154.68000000 -0.02206152468 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-08-17 68.93000000 USD 0.00000000 USD 4443151.00000000 USD -205223.61000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -49085.70000000 -0.00527848247 N/A DFE XX N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 2556478.25000000 USD 2200587.00000000 EUR 2022-02-10 -49085.70000000 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 200.00000000 NS 93749.77000000 0.010081480301 Long EC CORP JP N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 42001.13000000 0.004516635771 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3236000.00000000 EUR 428729226.00000000 JPY 2022-01-20 42001.13000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1236000.00000000 OU Notional Amount USD -100946.41000000 -0.01085537856 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-25 19.42000000 USD 0.00000000 USD 1236000.00000000 USD -100965.83000000 N N N BP PLC 213800LH1BZH3DI6G760 055622104 23456.00000000 NS USD 641990.72000000 0.069037148541 Long EC CORP GB N 1 N N N Flexera Software LLC FHBIRN3K4PSRU4ZOQQ49 33937KAV6 100980.00000000 PA USD 100980.00000000 0.010858990702 Long LON CORP US N 2 2028-03-03 Floating 4.50000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90349DAU6 65107.00000000 PA USD 65552.59000000 0.007049266838 Long ABS-MBS CORP US N 2 2049-08-10 Variable 5.05000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 1261.00000000 NS USD 398173.36000000 0.042817991823 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2043203.00000000 OU Notional Amount USD 85388.09000000 0.009182298231 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-04 30.02000000 USD 0.00000000 USD 2043203.00000000 USD 85358.07000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19115000.00000000 OU Notional Amount USD -422923.39000000 -0.04547951237 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-03-08 147.06000000 USD 0.00000000 USD 19115000.00000000 USD -423070.45000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 13783.26000000 OU Notional Amount USD -337.44000000 -0.00003628696 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 13783.26000000 USD -337.44000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -2420.00000000 -0.00026023724 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Atlassian Corp PLC Atlassian Corp PLC 100.00000000 520.00000000 USD 2022-01-21 XXXX 4155.53000000 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 000000000 2955.00000000 NS 152964.16000000 0.016449162124 Long EC CORP CH N 2 N N N China Resources Cement Holdings Ltd 529900E0EOYXYJ0GHY66 000000000 26000.00000000 NS 19931.04000000 0.002143305387 Long EC CORP KY N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -53971.72000000 -0.00580390578 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2343345.42000000 USD 2896000.00000000 CAD 2022-01-20 -53971.72000000 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 293000.00000000 NS 6767130.77000000 0.727710537889 Long EC CORP TW N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34644162.00000000 OU Notional Amount -51469.02000000 -0.00553477529 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-02-28 89.20000000 MXN 0.00000000 MXN 34644162.00000000 MXN -51473.41000000 N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 35.00000000 NS USD 8161.65000000 0.000877671632 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12956647.00000000 OU Notional Amount USD -110691.62000000 -0.01190333999 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-14 205.81000000 USD 0.00000000 USD 12956647.00000000 USD -110897.43000000 N N N Financial Select Sector SPDR Fund 549300Y12KQ6ZG08NY28 81369Y605 27182.00000000 NS USD 1074504.46000000 0.115547969313 Long EC RF US N 1 N N N Amoy Diagnostics Co Ltd N/A 000000000 19050.00000000 NS 226037.71000000 0.024307203321 Long EC CORP CN N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 2275.00000000 NS USD 899739.75000000 0.096754462073 Long EC CORP US N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -15116.71000000 -0.00162559133 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 27248153.00000000 CNY 4249555.99000000 USD 2022-03-17 -15116.71000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 49025906.00000000 NC USD 36553.72000000 0.003930842796 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 36553.72000000 0.00000000 DIR US N/A N/A 2024-03-20 0.00000000 N/A 0.00000000 N/A 49025906.00000000 USD 1.00000000 0.80000000 USD 2023-03-16 XXXX -119348.66000000 N N N KDDI Corp 5299003FU7V4I45FU310 000000000 2300.00000000 NS 67487.39000000 0.007257327595 Long EC CORP JP N 2 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 1942.00000000 NS USD 1217828.20000000 0.130960438714 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -278.00000000 NC USD -1303729.19000000 -0.14019789218 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini Standard & Poor's 500 Index Future ESH2 INDEX 2022-03-18 -65221670.81000000 USD -1303729.19000000 N N N BX Trust N/A 05608VAL0 120000.00000000 PA USD 118179.08000000 0.012708511893 Long ABS-MBS CORP US N 2 2034-01-15 Floating 2.36000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -201.00000000 NC USD -201.00000000 -0.00002161474 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 490.00000000 USD 2021-12-31 XXXX 31311.34000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AN7 270000.00000000 PA USD 269577.05000000 0.028989252125 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.56000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -310592.01000000 -0.03339983906 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 25878779.87000000 USD 2939143606.00000000 JPY 2022-03-17 -310592.01000000 N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 13865.00000000 NS 21361.20000000 0.002297099150 Long EC CORP GB N 1 N N N OCI Co Ltd 988400XZQA7CG16LDK87 000000000 96.00000000 NS 8352.42000000 0.000898186285 Long EC CORP KR N 2 N N N BHMS Mortgage Trust N/A 05549GAJ0 100600.00000000 PA USD 100034.30000000 0.010757293856 Long ABS-MBS CORP US N 2 2035-07-15 Floating 2.01000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 479989.20000000 OU Notional Amount USD -13864.80000000 -0.00149096587 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Snap Inc Snap Inc Y equity-performance leg 2022-03-17 0.00000000 USD 0.00000000 USD 479989.20000000 USD -13864.80000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 92741.20000000 OU Notional Amount USD 2537.92000000 0.000272917901 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Etsy Inc Etsy Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 92741.20000000 USD 2537.92000000 N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 11000.00000000 PA USD 11357.50000000 0.001221340729 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 550000.00000000 NC USD 361.06000000 0.000038826967 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 550000.00000000 OU Notional Amount N/A 361.06000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 buy protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 550000.00000000 USD 1.00000000 1.06000000 USD 2022-01-19 XXXX -1970.94000000 N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 33000.00000000 PA USD 34155.00000000 0.003672893914 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 163082.35000000 0.017537232347 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-12-30 30.35000000 USD 0.00000000 USD 1216016.00000000 USD 163052.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12546820.00000000 OU Notional Amount USD -495297.39000000 -0.05326232672 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-10 94.98000000 USD 0.00000000 USD 12546820.00000000 USD -495392.37000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -11.00000000 NC -5178.31000000 -0.00055685502 N/A DE DK N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Put Written Pandora A/S Pandora A/S 100.00000000 835.50000000 DKK 2022-01-21 XXXX -3508.28000000 N N N CSAIL Commercial Mortgage Trust 549300FU8TZDHFLQZL50 12636LBE9 44796.00000000 PA USD 46521.56000000 0.005002744974 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.65000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -59.00000000 NC USD -6195.00000000 -0.00066618585 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Global Payments Inc Global Payments Inc 100.00000000 195.00000000 USD 2022-01-21 XXXX -426.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -61553.22000000 -0.00661919037 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 3193700.64000000 USD 360178213.00000000 JPY 2022-02-10 -61553.22000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 213000.00000000 PA USD 226289.04000000 0.024334230357 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6290174.00000000 OU Notional Amount USD 100413.13000000 0.010798031740 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-23 23.43000000 USD 0.00000000 USD 6290174.00000000 USD 100389.70000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5139268.00000000 OU Notional Amount USD -110133.79000000 -0.01184335315 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-04-08 77.72000000 USD 0.00000000 USD 5139268.00000000 USD -110211.51000000 N N N Ziggo B.V. 213800TQASLF9JXH5J59 000000000 1558766.00000000 PA 1747697.49000000 0.187940491138 Long LON CORP NL N 2 2029-01-31 Floating 3.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 15.00000000 NC USD 1260.00000000 0.000135495427 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 2022-02-18 XXXX -3422.57000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 46244.40000000 OU Notional Amount USD 89.15000000 0.000009586839 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Match Group Inc Match Group Inc Y equity-performance leg 2121-11-17 0.00000000 USD 0.00000000 USD 46244.40000000 USD 89.15000000 N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAA9 407000.00000000 PA USD 408017.50000000 0.043876591791 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22182766.00000000 OU Notional Amount USD -71193.59000000 -0.00765587771 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-08-17 95.74000000 USD 0.00000000 USD 22182766.00000000 USD -71289.33000000 N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 160000.00000000 PA USD 162400.00000000 0.017463855121 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 131452.82000000 0.014135917510 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-02-01 62.89000000 USD 0.00000000 USD 2078083.00000000 USD 131389.93000000 N N N Rivian Automotive Inc N/A 76954A103 16090.00000000 NS USD 1652764.80000000 0.177731804289 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 16828.39000000 OU Notional Amount USD 4450.72000000 0.000478612864 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 16828.39000000 USD 4450.72000000 N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAF2 200000.00000000 PA USD 232002.00000000 0.024948579530 Long DBT CORP NL N 2 2081-01-23 Fixed 8.50000000 N N N N N N China Pacific Insurance Group Co Ltd 529900BA5ILEL308WX03 000000000 8400.00000000 NS 22724.95000000 0.002443751443 Long EC CORP CN N 1 N N N Kyocera Corp N/A 000000000 1900.00000000 NS 119272.87000000 0.012826133753 Long EC CORP JP N 2 N N N Alcoa Corp 549300T12EZ1F6PWWU29 013872106 3752.00000000 NS USD 226470.72000000 0.024353767507 Long EC CORP US N 1 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 2338.00000000 NS USD 3116413.72000000 0.335126833150 Long EC CORP US N 1 N N N South32 Ltd 213800LAZNPXSBKVHR17 000000000 143525.00000000 NS 418994.02000000 0.045056963435 Long EC CORP AU N 1 N N N Sands China Ltd 549300EVO6UZDGY05787 000000000 5200.00000000 NS 12087.61000000 0.001299853878 Long EC CORP KY N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 11671.00000000 NS 380393.98000000 0.040906067461 Long EC CORP LU N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -10116.00000000 -0.00108783471 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UnitedHealth Group Inc UnitedHealth Group Inc 100.00000000 530.00000000 USD 2022-03-18 XXXX -3781.86000000 N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 323000.00000000 PA 453919.41000000 0.048812702050 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 000000000 23000.00000000 NS 178331.64000000 0.019177080815 Long EC CORP CN N 1 N N N Indian Oil Corp Ltd 335800J8OBWE4VFUDG88 000000000 17394.00000000 NS 26424.43000000 0.002841578923 Long EC CORP IN N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTG27 548813.37000000 PA USD 61171.23000000 0.006578112674 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.58000000 N N N N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 000000000 224000.00000000 NS 77585.60000000 0.008343249248 Long EC CORP CN N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 489000.00000000 OU Notional Amount USD -86789.58000000 -0.00933300893 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-28 11.77000000 USD 0.00000000 USD 489000.00000000 USD -86801.35000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -25.00000000 NC USD -5000.00000000 -0.00053768026 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Dick's Sporting Goods Inc Dick's Sporting Goods Inc 100.00000000 110.00000000 USD 2022-01-21 XXXX 2219.33000000 N N N Royal Mail PLC 213800TCZZU84G8Z2M70 000000000 8568.00000000 NS 59066.86000000 0.006351817028 Long EC CORP GB N 1 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919101 7615.00000000 NS USD 1684971.05000000 0.181195137318 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMUR1 2057219.95000000 PA USD 99004.12000000 0.010646512365 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.80000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 30947.24000000 OU Notional Amount USD -868.60000000 -0.00009340581 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 30947.24000000 USD -868.60000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 154000.00000000 PA USD 161130.20000000 0.017327305840 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Signal Parent, Inc N/A 82666KAB4 372130.00000000 PA USD 360966.10000000 0.038816869914 Long LON CORP US N 2 2028-04-03 Floating 4.25000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 36000.00000000 PA USD 36540.00000000 0.003929367402 Long DBT US N 2 2029-06-01 Fixed 4.88000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 23.00000000 NC USD -4732.71000000 -0.00050893695 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE US MSCI Emerging Markets EM Index Futures MESH2 INDEX 2022-03-18 1425212.71000000 USD -4732.71000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 655000.00000000 PA USD 652301.40000000 0.070145918380 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 67628.97000000 OU Notional Amount USD 851.40000000 0.000091556196 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 67628.97000000 USD 851.40000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 29641.03000000 OU Notional Amount USD 499.00000000 0.000053660490 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 29641.03000000 USD 499.00000000 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 59.00000000 NS USD 6751.37000000 0.000726015686 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 329.00000000 NS 29126.94000000 0.003132196184 Long EC CORP CH N 2 N N N Oportun Funding LLC N/A 68377GAB2 100000.00000000 PA USD 99469.48000000 0.010696555342 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.96000000 N N N N N N Informatica Inc N/A 45674M101 13365.00000000 NS USD 480471.75000000 0.051668035910 Long EC CORP US N 1 N N N BCP V MODULAR SERVICES 213800K8U94KVZL98H64 000000000 603000.00000000 PA 675359.40000000 0.072625484706 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 107.00000000 NS USD 179210.02000000 0.019271538334 Long EC CORP US N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 1632.00000000 NS 20274.21000000 0.002180208535 Long EC CORP FI N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -550000.00000000 NC USD -175.65000000 -0.00001888870 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 550000.00000000 OU Notional Amount N/A -175.65000000 0.00000000 DCR US Markit CDX.NA.HY.S37.V1 2I65BRYQ7 sell protection 2026-12-20 0.00000000 N/A 0.00000000 N/A 550000.00000000 USD 1.00000000 1.01000000 USD 2022-01-19 XXXX 374.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1712660.00000000 OU Notional Amount USD 47137.35000000 0.005068964600 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-14 26.35000000 USD 0.00000000 USD 1712660.00000000 USD 47111.00000000 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 2375.00000000 NS 34314.05000000 0.003689997523 Long EC CORP GB N 1 N N N AVIANCA MIDCO 2 LTD N/A 05368PAA7 52948.00000000 PA USD 53278.93000000 0.005729405877 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 64413.00000000 NS USD 1422883.17000000 0.153011240980 Long EC RF US N 1 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 318000.00000000 NS 3226794.29000000 0.346996724053 Long EC CORP HK N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -46994.12000000 -0.00505356221 N/A DFE CA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2333996.23000000 USD 2893000.00000000 CAD 2022-01-20 -46994.12000000 N N N Saputo Inc 549300HH4U1DPY0TBT90 802912105 1295.00000000 NS 29177.04000000 0.003137583740 Long EC CORP CA N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 5281.00000000 NS USD 3419869.98000000 0.367759321822 Long EC CORP US N 1 N N N NEC Corp 5493000QYMPFRTEY4K28 000000000 5700.00000000 NS 263935.45000000 0.028382576724 Long EC CORP JP N 2 N N N Bayview Commercial Asset Trust N/A 07324SCJ9 14790.12000000 PA USD 13918.98000000 0.001496792180 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.15000000 N N N N N N J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 000000000 -2675.00000000 NC -8142.77000000 -0.00087564135 N/A DE US N 2 J.P. Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 Call Written FIAT SPA PFD PREFERENCE FIAT SPA PFD PREFERENCE 1.00000000 225.00000000 EUR 2022-09-16 XXXX 2048.63000000 N N N SCIH Salt Holdings Inc. N/A 78397GAF8 534396.08000000 PA USD 528496.35000000 0.056832411874 Long LON CORP US N 2 2027-03-16 Floating 4.75000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 13923.00000000 NS USD 564856.11000000 0.060742396978 Long EC US N 1 N N N Extra Space Storage Inc N/A 30225T102 68.00000000 NS USD 14907.64000000 0.001603108775 Long EC US N 1 N N N JD Health International Inc 254900OM3MAXYK8PCC84 000000000 111550.00000000 NS 848029.76000000 0.091193773812 Long EC CORP KY N 1 N N N Microport Cardioflow Medtech Corp 254900V03B971A7FK886 000000000 455000.00000000 NS 217610.85000000 0.023401012051 Long EC CORP KY N 1 N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 000000000 45000.00000000 NS 168424.21000000 0.018111674891 Long EC CORP TW N 2 N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 000000000 200000.00000000 PA USD 204750.00000000 0.022018006995 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 85502.00000000 NS 233384.73000000 0.025097272858 Long EC CORP TW N 2 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 50800.00000000 NS 2959743.01000000 0.318279083266 Long EC CORP KY N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAL4 48308.00000000 PA USD 49988.57000000 0.005375573547 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 8343.00000000 NS USD 336139.47000000 0.036147112097 Long EC CORP US N 1 N N N APTIV PLC N/A 000000000 5228.00000000 NS USD 970578.20000000 0.104372149436 Long EP CORP JE N 1 N N N Kumba Iron Ore Ltd 3789006C753402643048 000000000 1121.00000000 NS 32057.67000000 0.003447355322 Long EC CORP ZA N 1 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 15730000.00000000 PA 2429034.70000000 0.261208805942 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N Shenzhen Mindray Bio-Medical Electronics Co Ltd N/A 000000000 400.00000000 NS 23957.14000000 0.002576256293 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 166.00000000 NC USD 77356.00000000 0.008318558970 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased General Motors Co General Motors Co 100.00000000 65.00000000 USD 2022-06-17 XXXX 27094.12000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -506.00000000 NC USD -1518.00000000 -0.00016323972 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 57.00000000 USD 2022-01-21 XXXX 7983.43000000 N N N Puma SE 529900GRZ2BQY5ZM9N49 000000000 17577.00000000 NS 2151838.61000000 0.231400232322 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 959496.00000000 OU Notional Amount USD 72974.78000000 0.007847419860 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-08 28.98000000 USD 0.00000000 USD 959496.00000000 USD 72945.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 304.00000000 NC USD 366016.00000000 0.039359916231 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 468.00000000 USD 2022-01-21 XXXX 196305.65000000 N N N Kronos Acquisition Holdings Inc. N/A 50106JAF3 68000.00000000 PA USD 67461.44000000 0.007254537034 Long LON CORP US N 2 2026-12-22 None 0.00000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAB2 112732.56000000 PA USD 111975.00000000 0.012041349613 Long LON CORP US N 2 2028-02-03 Floating 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 468.00000000 0.000050326873 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Xerox Holdings Corp Xerox Holdings Corp 100.00000000 30.00000000 USD 2022-04-14 XXXX 46.24000000 N N N Toast Inc 549300TN1PZNLCD4I551 888787108 19341.00000000 NS USD 638833.23000000 0.068697604527 Long EC CORP US N 1 N N N Dr Sulaiman Al Habib Medical Services Group Co N/A 000000000 257.00000000 NS 11077.11000000 0.001191188695 Long EC CORP SA N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 407.00000000 NC USD 54945.00000000 0.005908568470 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Ford Motor Co Ford Motor Co 100.00000000 22.00000000 USD 2022-02-18 XXXX 5200.91000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 47000.00000000 PA USD 46067.42000000 0.004953908551 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -25.00000000 NC -2334.64000000 -0.00025105797 N/A DE DK N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Put Written Pandora A/S Pandora A/S 100.00000000 760.00000000 DKK 2022-01-21 XXXX 1893.23000000 N N N Navient Student Loan Trust N/A 63942CAD4 100000.00000000 PA USD 98953.39000000 0.010641057061 Long ABS-O CORP US N 2 2060-04-15 Fixed 4.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -904.00000000 NC -6902.78000000 -0.00074229772 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 800.00000000 EUR 2022-03-18 XXXX 818.92000000 N N N Index And Options Market N/A 000000000 -17.00000000 NC USD -40985.03000000 -0.00440736838 N/A DE US N 1 Index And Options Market N/A Short CME E-Mini NASDAQ 100 Index Future NQH2 Index 2022-03-18 -5564084.97000000 USD -40985.03000000 N N N Yamato Holdings Co Ltd N/A 000000000 5300.00000000 NS 124944.69000000 0.013436058893 Long EC CORP JP N 2 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 27000.00000000 PA USD 28968.03000000 0.003115107629 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 7.00000000 NS USD 17229.94000000 0.001852839753 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 357.00000000 NS USD 69465.06000000 0.007469998422 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 366000.00000000 PA USD 363737.24000000 0.039114867373 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -54.00000000 NC USD -1458.00000000 -0.00015678756 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Micron Technology Inc Micron Technology Inc 100.00000000 72.50000000 USD 2022-02-18 XXXX 8519.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2196673.00000000 OU Notional Amount USD 50455.10000000 0.005425742343 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-14 18.52000000 USD 0.00000000 USD 2196673.00000000 USD 50436.58000000 N N N Aptiv PLC N/A 000000000 14273.00000000 NS USD 2369746.19000000 0.254833153547 Long EC CORP JE N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAR3 312000.00000000 PA USD 315057.60000000 0.033880050992 Long DBT US N 2 2023-06-15 Fixed 4.50000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 81000.00000000 PA USD 85860.00000000 0.009233045570 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHV5 278781.23000000 PA USD 28621.97000000 0.003077893702 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.43000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 1337.00000000 NS USD 102775.19000000 0.011052038351 Long EC CORP US N 1 N N N Safran SA 969500UIC89GT3UL7L24 000000000 27187.00000000 NS 3417266.49000000 0.367479352781 Long EC CORP FR N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -25.00000000 NC -28.46000000 -0.00000306047 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Written Daimler AG Daimler AG 100.00000000 104.00000000 EUR 2022-01-21 XXXX 1412.40000000 N N N BX Trust N/A 05609KAL3 577000.00000000 PA USD 576999.48000000 0.062048247067 Long ABS-MBS CORP US N 2 2038-10-15 Floating 2.35000000 N N N N N N Haitong Securities Co Ltd 300300E1003931000068 000000000 12400.00000000 NS 11030.03000000 0.001186125898 Long EC CORP CN N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14446.00000000 NC USD 69494.88000000 0.007473205147 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Pioneer Natural Resources Co Pioneer Natural Resources Co 1.00000000 210.00000000 USD 2022-04-14 XXXX -80768.72000000 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 1426.00000000 NS USD 105110.46000000 0.011303164071 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3456846.00000000 OU Notional Amount USD 43179.77000000 0.004643382065 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-14 30.61000000 USD 0.00000000 USD 3456846.00000000 USD 43149.16000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 16358.97000000 OU Notional Amount USD -597.79000000 -0.00006428397 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Xinyi Solar Holdings Ltd Xinyi Solar Holdings Ltd Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 16358.97000000 USD -597.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 2209.26000000 0.000237575102 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1948000.00000000 EUR 255409253.00000000 JPY 2022-01-13 2209.26000000 N N N Morgan Stanley Capital I Trust N/A 61691DAA5 77000.00000000 PA USD 83785.96000000 0.009010011494 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.28000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -57.00000000 NC USD -342.00000000 -0.00003677733 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Exxon Mobil Corp Exxon Mobil Corp 100.00000000 70.00000000 USD 2022-01-21 XXXX 2074.29000000 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 1405.00000000 NS USD 647845.50000000 0.069666748478 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12653VAG1 219000.00000000 PA USD 218179.21000000 0.023462131243 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.71000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 44000.00000000 PA USD 43285.00000000 0.004654698084 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N Standard Bank Group Ltd 2549003PEZXUT7MDBU41 000000000 1454.00000000 NS 13131.40000000 0.001412098935 Long EC CORP ZA N 1 N N N WIN Waste Innovations Holdings, Inc. 549300DJBUN7Z75R2S83 38723BAJ0 130345.00000000 PA USD 130019.14000000 0.013981745221 Long LON CORP US N 2 2028-03-24 Floating 3.25000000 N N N N N N NBK TIER 1 FNC LTD 5493000G4QCCEE8YHF19 62879NAA5 200000.00000000 PA USD 197340.00000000 0.021221164837 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 131656.56000000 0.014157826906 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 343.00000000 NC USD 8232.00000000 0.000885236794 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies Inc Uber Technologies Inc 100.00000000 50.00000000 USD 2022-01-21 XXXX -57511.47000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -113.00000000 NC USD -17515.00000000 -0.00188349398 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written ARK Innovation ETF ARK Innovation ETF 100.00000000 108.00000000 USD 2022-02-18 XXXX 3251.88000000 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 282.00000000 NS USD 102814.38000000 0.011056252688 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 74.00000000 NS USD 20108.02000000 0.002162337118 Long EC CORP US N 1 N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109200 405.00000000 NS 19283.88000000 0.002073712355 Long EC CORP CA N 1 N N N Cenovus Energy Inc 549300NKHFE6ZRF37I48 15135U109 32780.00000000 NS USD 414011.40000000 0.044521152143 Long EC CORP CA N 1 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 000000000 3526.00000000 NS 93788.10000000 0.010085602158 Long EC CORP DE N 2 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 174.00000000 NS USD 29007.54000000 0.003119356379 Long EC CORP US N 1 N N N Obic Co Ltd N/A 000000000 100.00000000 NS 18764.53000000 0.002017863505 Long EC CORP JP N 2 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 426.00000000 NS 23337.12000000 0.002509581789 Long EC CORP NL N 2 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 112.00000000 NS USD 15870.40000000 0.001706640186 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 1306.00000000 NS USD 211180.20000000 0.022709485327 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 3881.00000000 NS USD 13226797.29000000 1.422357583679 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95003CBU3 1000356.88000000 PA USD 110981.09000000 0.011934468454 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.55000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 970.00000000 NS 193954.93000000 0.020857147768 Long EC CORP FR N 1 N N N GMO Payment Gateway Inc 353800Q6U21E2PM83F86 000000000 3300.00000000 NS 412199.28000000 0.044326283909 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 808365.00000000 OU Notional Amount USD -64758.44000000 -0.00696386708 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-14 12.66000000 USD 0.00000000 USD 808365.00000000 USD -64771.10000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -407.00000000 NC USD -8547.00000000 -0.00091911065 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Ford Motor Co Ford Motor Co 100.00000000 27.00000000 USD 2022-02-18 XXXX 4386.84000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDL1 596000.00000000 PA USD 604940.00000000 0.065052860326 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 1600.00000000 NS USD 60832.00000000 0.006541633218 Long EC CORP US N 1 N N N Italian Derivatives Market N/A 000000000 4.00000000 NC 25146.13000000 0.002704115586 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index Future STH2 INDEX 2022-03-18 530232.92000000 EUR 25146.13000000 N N N Swatch Group AG/The 529900NTES2LEON1JZ55 000000000 228.00000000 NS 70792.28000000 0.007612722423 Long EC CORP CH N 2 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 25430.00000000 NS 1187907.75000000 0.127742911596 Long EC CORP DE N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 742208.00000000 OU Notional Amount USD 4684.52000000 0.000503754794 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 2022-06-20 0.00000000 USD 0.00000000 USD 742208.00000000 USD 4684.52000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 23653.88000000 OU Notional Amount USD -786.53000000 -0.00008458033 N/A DE CH N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Swiss Life Holding AG Swiss Life Holding AG Y equity-performance leg 2121-12-16 0.00000000 USD 0.00000000 USD 23653.88000000 USD -786.53000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 40836.67000000 OU Notional Amount USD 3218.08000000 0.000346059623 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 40836.67000000 USD 3218.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 13050.00000000 0.001403345500 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Dexcom Inc Dexcom Inc 100.00000000 600.00000000 USD 2022-03-18 XXXX -9289.99000000 N N N Altice USA Inc 54930064K3612MGCER95 02156K103 5158.00000000 NS USD 87221.78000000 0.009379486018 Long EC CORP US N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 17280.76000000 0.001858304735 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 166506510.00000000 JPY 1465014.58000000 USD 2022-01-20 17280.76000000 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 20250.00000000 NS 828275.78000000 0.089069508757 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24581627.00000000 OU Notional Amount -62929.02000000 -0.00676713847 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-03-01 78.91000000 MXN 0.00000000 MXN 24581627.00000000 MXN -62933.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 602.00000000 NC 21692.97000000 0.002332776386 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 730.00000000 EUR 2022-03-18 XXXX 2890.61000000 N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 31000.00000000 PA USD 32705.00000000 0.003516966636 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 26426.56000000 OU Notional Amount USD -414.82000000 -0.00004460810 N/A DE GB N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Ocado Group PLC Ocado Group PLC Y equity-performance leg 2121-12-16 0.00000000 USD 0.00000000 USD 26426.56000000 USD -414.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8412.50000000 -0.00090464705 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 41081317.00000000 INR 537769.88000000 USD 2022-03-17 -8412.50000000 N N N DBGS Mortgage Trust N/A 23306GAL1 271944.70000000 PA USD 269396.25000000 0.028969809607 Long ABS-MBS CORP US N 2 2035-05-15 Floating 2.10000000 N N N N N N Meituan 21380033K525E5JLIA77 000000000 3700.00000000 NS 106493.88000000 0.011451931598 Long EC CORP KY N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 25480157.00000000 OU Notional Amount 17086.39000000 0.001837402952 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Purchased Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD 17086.39000000 0.00000000 DFE XX 28665176.63000000 USD 25480157.00000000 EUR 2022-01-06 1.00000000 1.12500000 EUR 2022-01-06 XXXX -155197.69000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WBE2 83505.00000000 PA USD 85959.73000000 0.009243770141 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 5.35000000 N N N N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 000000000 1400.00000000 NS 106945.64000000 0.011500512086 Long EC CORP JP N 2 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 45.00000000 NS USD 12034.35000000 0.001294126507 Long EC CORP US N 1 N N N Jinxin Fertility Group Ltd 2549000NTC85I8X21O47 000000000 158500.00000000 NS 171574.57000000 0.018450452173 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 17.00000000 NC USD 34.00000000 0.000003656225 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 210.00000000 USD 2021-12-31 XXXX -2413.51000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -85.00000000 NC USD -5525.00000000 -0.00059413669 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written TJX Cos Inc/The TJX Cos Inc/The 100.00000000 77.50000000 USD 2022-01-21 XXXX -1803.83000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2039352.00000000 OU Notional Amount USD 105118.42000000 0.011304020058 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-01-25 61.68000000 USD 0.00000000 USD 2039352.00000000 USD 105056.74000000 N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 000000000 100.00000000 NS 57007.91000000 0.006130405671 Long EC CORP JP N 2 N N N Polski Koncern Naftowy ORLEN SA 259400VVMM70CQREJT74 000000000 1351.00000000 NS 25273.86000000 0.002717851166 Long EC CORP PL N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1437202.00000000 OU Notional Amount USD -258688.15000000 -0.02781830279 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-21 35.64000000 USD 0.00000000 USD 1437202.00000000 USD -258723.79000000 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AN1 45000.00000000 PA USD 46800.00000000 0.005032687313 Long DBT CORP US N 2 2024-10-15 Fixed 4.35000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284DAQ5 303932.00000000 PA USD 303681.71000000 0.032656732674 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.42000000 N N N N N N Liberty Media Corp-Liberty SiriusXM N/A 531229409 32757.00000000 NS USD 1666348.59000000 0.179192551460 Long EC CORP US N 1 N N N Kumho Petrochemical Co Ltd N/A 000000000 250.00000000 NS 35021.92000000 0.003766119069 Long EC CORP KR N 2 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 159.00000000 NS USD 100330.59000000 0.010789155714 Long EC CORP US N 1 N N N Intertek Group PLC 2138003GAT25WW1RN369 000000000 238.00000000 NS 18206.05000000 0.001957806770 Long EC CORP GB N 1 N N N Magellan Financial Group Ltd 549300X5WFW6USQQ9U26 000000000 869.00000000 NS 13518.35000000 0.001453710011 Long EC CORP AU N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 109233.09000000 OU Notional Amount USD -543.87000000 -0.00005848563 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 DISH Network Corp DISH Network Corp Y equity-performance leg 2121-10-06 0.00000000 USD 0.00000000 USD 109233.09000000 USD -543.87000000 N N N LEGENDS HOSPITALITY HOLD N/A 52473NAA6 17000.00000000 PA USD 17085.00000000 0.001837253477 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 1561.00000000 NS USD 93644.39000000 0.010070148151 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 534.00000000 NS USD 39035.40000000 0.004197712870 Long EC CORP US N 1 N N N RealPage, Inc 5493001RSFZX4122A604 75605VAD4 241000.00000000 PA USD 240464.98000000 0.025858655002 Long LON CORP US N 2 2028-04-24 Floating 3.75000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563402 1032.00000000 NS USD 121982.40000000 0.013117505917 Long EC CORP US N 1 N N N Floor & Decor Holdings Inc 549300M5FR3N688XGQ36 339750101 5466.00000000 NS USD 712055.82000000 0.076571672898 Long EC CORP US N 1 N N N ASM Pacific Technology Ltd 529900PYFA1HFYKPT360 000000000 700.00000000 NS 7637.85000000 0.000821344247 Long EC CORP KY N 1 N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 700517105 4697.00000000 NS USD 90370.28000000 0.009718063283 Long EC US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 61350.00000000 NS USD 3796338.00000000 0.408243207037 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -14.00000000 NC USD -9086.00000000 -0.00097707258 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Zscaler Inc Zscaler Inc 100.00000000 290.00000000 USD 2022-01-21 XXXX -367.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8824038.00000000 OU Notional Amount USD -54147.74000000 -0.00582283427 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-11-19 141.57000000 USD 0.00000000 USD 8824038.00000000 USD -54289.31000000 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 4107.00000000 NS 56501.03000000 0.006075897796 Long EC CORP ZA N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 113.00000000 NC USD 58195.00000000 0.006258060645 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased ARK Innovation ETF ARK Innovation ETF 100.00000000 97.00000000 USD 2022-02-18 XXXX 426.99000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 118.00000000 NC USD 1062.00000000 0.000114203289 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P Biotech ETF SPDR S&P Biotech ETF 100.00000000 135.00000000 USD 2022-01-21 XXXX -35985.79000000 N N N Triton Water Holdings, Inc 5493005IYCEL7QJFZZ63 89678QAB2 371218.54000000 PA USD 367784.77000000 0.039550122777 Long LON CORP US N 2 2028-03-31 Floating 4.00000000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618M106 8010.00000000 NS USD 196725.60000000 0.021155094686 Long EC CORP US N 1 N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2A0 200000.00000000 PA USD 205500.00000000 0.022098659035 Long DBT CORP IN N 2 2022-10-31 Fixed 6.13000000 N N N N N N Brookfield Asset Management Inc C6J3FGIWG6MBDGTE8F80 112585104 351.00000000 NS 21196.80000000 0.002279420223 Long EC CORP CA N 1 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 000000000 2000.00000000 NS 27070.12000000 0.002911013878 Long EC CORP TW N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3121240.00000000 OU Notional Amount USD 47450.03000000 0.005102588974 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-08-27 12.06000000 USD 0.00000000 USD 3121240.00000000 USD 47437.97000000 N N N Daimler AG 529900R27DL06UVNT076 000000000 75349.00000000 NS 5911296.84000000 0.635677534432 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 863978.00000000 OU Notional Amount USD 79686.43000000 0.008569164215 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-12-11 21.52000000 USD 0.00000000 USD 863978.00000000 USD 79664.91000000 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 38699.00000000 NS USD 5740609.66000000 0.617322508678 Long EC CORP US N 1 N N N CORE 2019-CORE MORTGAGE TRUST N/A 21871FAQ1 61600.00000000 PA USD 60494.03000000 0.006505289258 Long ABS-MBS CORP US N 2 2031-12-15 Floating 2.46000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 74345HAB7 90000.00000000 PA USD 89767.80000000 0.009653274961 Long LON CORP US N 2 2028-08-31 Floating 3.75000000 N N N N N N Atlassian Corp PLC 549300AGBII4MWBVJY22 000000000 1908.00000000 NS USD 668601.36000000 0.071898751753 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6983451.00000000 OU Notional Amount USD 92591.83000000 0.009956960003 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-28 25.85000000 USD 0.00000000 USD 6983451.00000000 USD 92565.98000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 984.00000000 NC USD 6888.00000000 0.000740708337 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 84.00000000 USD 2022-01-21 XXXX -44497.81000000 N N N SimilarWeb Ltd 254900GWO7PNBAYCPJ12 000000000 5849.00000000 NS USD 102474.48000000 0.011019701184 Long EC CORP IL N 1 N N N McAfee, LLC 549300713UKUTLV9T378 57906PAG4 87158.05000000 PA USD 87212.96000000 0.009378537550 Long LON CORP US N 2 2024-09-30 Floating 3.85000000 N N N N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 539481101 374.00000000 NS 30642.60000000 0.003295184279 Long EC CORP CA N 1 N N N The Enterprise Development Authority N/A 000000000 497250.00000000 PA USD 496628.44000000 0.053405462593 Long LON CORP US N 2 2028-02-28 Floating 5.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -228.00000000 NC USD -4560.00000000 -0.00049036440 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Freeport-McMoRan Inc Freeport-McMoRan Inc 100.00000000 46.00000000 USD 2022-01-21 XXXX 21660.42000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 130.00000000 NC 11398.96000000 0.001225799174 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Future XMH2 COMDTY 2022-03-15 18076085.30000000 AUD 11398.96000000 N N N Kirin Holdings Co Ltd 353800GBVL72LLMTYM96 000000000 9900.00000000 NS 159566.94000000 0.017159199028 Long EC CORP JP N 2 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 805.00000000 NS USD 135771.30000000 0.014600309807 Long EC CORP IE N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 323.00000000 NS USD 23443.34000000 0.002521004269 Long EC CORP US N 1 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 4600.00000000 NS 146323.18000000 0.015735017342 Long EC CORP JP N 2 N N N LG Chem Ltd 988400IES4EIG7O06940 000000000 1708.00000000 NS 890288.65000000 0.095738128076 Long EC CORP KR N 2 N N N BENCHMARK Mortgage Trust N/A 08163DAG2 1027634.12000000 PA USD 84225.61000000 0.009057289720 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.11000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAQ0 13000.00000000 PA USD 13557.70000000 0.001457941555 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 6765.00000000 NS 74431.88000000 0.008004110644 Long EC CORP SE N 2 N N N IPS CORPORATION 25490024F0AS5UR7DB02 12659EAD0 21152.24000000 PA USD 21081.80000000 0.002267053576 Long LON CORP US N 2 2028-10-02 None 0.00000000 N N N N N N Haidilao International Holding Ltd 3003009Q8GV4VNKZWI24 000000000 54000.00000000 NS 120043.87000000 0.012909044050 Long EC CORP KY N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 17000.00000000 PA USD 17383.01000000 0.001869300296 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -21.00000000 NC USD -21.00000000 -0.00000225825 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 81.00000000 USD 2022-01-21 XXXX 394.34000000 N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 000000000 134000.00000000 NS 93509.70000000 0.010055664120 Long EC CORP CN N 1 N N N MAVERICK GAMING LLC N/A 000000000 124000.00000000 PA USD 124155.00000000 0.013351138747 Long LON CORP US N 2 2026-09-03 Floating 8.50000000 N N N N N N DT Midstream, Inc N/A 23345NAB1 323375.00000000 PA USD 323982.95000000 0.034839847909 Long LON CORP US N 2 2028-06-26 Floating 2.50000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 1144.00000000 NS 21750.42000000 0.002338954333 Long EC CORP CA N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 97410.00000000 NS USD 7185935.70000000 0.772747167332 Long EC CORP US N 1 N N N Upstart Pass Through Trust N/A 91534HAA4 82504.04000000 PA USD 81751.36000000 0.008791218639 Long ABS-O CORP US N 2 2027-07-20 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 43000.00000000 PA USD 36812.30000000 0.003958649469 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -19926596.00000000 NC USD -52013.20000000 -0.00559329426 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 19926596.00000000 OU Notional Amount N/A -52013.20000000 -0.01000000 DIR US N/A N/A 2027-02-09 0.00000000 N/A 0.00000000 N/A 19926596.00000000 USD 1.00000000 1.63000000 USD 2022-02-07 XXXX 10157.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12110094.00000000 OU Notional Amount USD -259864.09000000 -0.02794475873 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-04-08 96.14000000 USD 0.00000000 USD 12110094.00000000 USD -259960.23000000 N N N 2022-01-25 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP