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PGBWEZU4QUV2UVGWJC76 N/A 1.00000000 NC USD 67796.78000000 0.00000000 DFE XX 8772426.50000000 CHF 9282991.00000000 EUR 2022-11-25 1.00000000 0.94500000 EUR 2022-11-25 XXXX -54229.51000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 121720.09000000 OU Notional Amount USD 4477.42000000 0.000224115184 N/A DE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Adecco Group AG Adecco Group AG Y equity-performance leg 2122-09-01 0.00000000 USD 0.00000000 USD 121720.09000000 USD 4477.42000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AQ0 874000.00000000 PA USD 820848.83000000 0.041087207945 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.77000000 N N N N N N Evergreen Marine Corp Taiwan Ltd 254900EIJA0A39C5SO15 000000000 800.00000000 NS 3647.54000000 0.000182575925 Long EC CORP TW N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -141.00000000 NC USD -22842.00000000 -0.00114334572 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Salesforce, Inc. 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Alphabet, Inc. 100.00000000 90.00000000 USD 2022-12-16 XXXX -38526.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8141276.00000000 OU Notional Amount USD 522034.49000000 0.026130194576 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-06 47.28000000 USD 0.00000000 USD 8141276.00000000 USD 521987.21000000 N N N Remy Cointreau SA 5493004V6A3Z027YT216 000000000 652.00000000 NS 108198.40000000 0.005415820791 Long EC CORP FR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 3324.00000000 0.000166381280 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla Inc Tesla Inc 100.00000000 316.67000000 USD 2022-10-21 XXXX -16534.01000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 15241.00000000 NS USD 7730082.79000000 0.386925713265 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 18102.00000000 NS USD 8549031.54000000 0.427917813587 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 245000.00000000 PA USD 215796.69000000 0.010801603354 Long DBT CORP US N 2 2028-01-27 Fixed 2.22000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 16265.87000000 0.000814180588 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 76942692.00000000 HKD 9823265.54000000 USD 2022-10-20 16265.87000000 N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAY0 463000.00000000 PA USD 416309.26000000 0.020838167163 Long DBT US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Expedia Group Inc N/A 30212P303 4231.00000000 NS USD 396402.39000000 0.019841738006 Long EC CORP US N 1 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 349.00000000 NC 9577.05000000 0.000479374801 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Call Purchased BNP Paribas SA BNP Paribas SA 100.00000000 52.00000000 EUR 2022-11-18 XXXX -71165.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -9160558.00000000 NC USD -382431.22000000 -0.01914241756 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 9160558.00000000 OU Notional Amount N/A -382431.22000000 -0.02000000 DIR US N/A N/A 2027-10-06 0.00000000 N/A 0.00000000 N/A 9160558.00000000 USD 1.00000000 2.91000000 USD 2022-10-04 XXXX -311894.92000000 N N N Wells Fargo Commercial Mortgage Trust N/A 95002UBE0 3515685.17000000 PA USD 354565.64000000 0.017747618865 Long ABS-MBS CORP US N 2 2053-07-15 Variable 2.00000000 N N N N N N Endesa SA 549300LHK07F2CHV4X31 000000000 5760.00000000 NS 86512.62000000 0.004330349119 Long EC CORP ES N 2 N N N Pharmaron Beijing Co Ltd 300300JYXHGVS5SNGG54 000000000 3850.00000000 NS 29265.74000000 0.001464883059 Long EC CORP CN N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 51.00000000 NC USD 28509.00000000 0.001427004788 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tractor Supply Co. Tractor Supply Co. 100.00000000 210.00000000 USD 2023-01-20 XXXX -7304.69000000 N N N Carrefour SA 549300B8P6MUJ1YWTS08 000000000 8804.00000000 NS 122103.40000000 0.006111829125 Long EC CORP FR N 2 N N N NEW HOME CO INC/THE 549300PLCE8TB3TVRQ85 645370AC1 225000.00000000 PA USD 181381.48000000 0.009078965960 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 88814.44000000 0.004445565652 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 1373995.00000000 PA USD 1127515.96000000 0.056437289081 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56000000 N N N N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 5147.00000000 NS USD 342635.79000000 0.017150475750 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -92.00000000 NC USD -126132.00000000 -0.00631347883 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Tesla, Inc. Tesla, Inc. 100.00000000 220.00000000 USD 2022-12-16 XXXX -16461.25000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 269077.37000000 OU Notional Amount USD 20732.81000000 0.001037771200 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Bilibili Inc Bilibili Inc Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 269077.37000000 USD 20732.81000000 N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BR4 249000.00000000 PA USD 245952.98000000 0.012311062481 Long DBT CORP US N 2 2023-09-01 Fixed 3.60000000 N N N N N N Green Plains Inc VJ5WLTHARBSDR14KIZ98 393222104 14476.00000000 NS USD 420817.32000000 0.021063816018 Long EC CORP US N 1 N N N Oportun Funding LLC N/A 68377GAA4 783000.00000000 PA USD 695096.11000000 0.034792713798 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N SREIT Trust N/A 78485GAN4 322426.00000000 PA USD 292846.25000000 0.014658283389 Long ABS-MBS CORP US N 2 2036-07-15 Floating 4.74000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFG1 56047000.00000000 PA USD 55035526.52000000 2.754777785982 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBF2 763000.00000000 PA USD 682375.33000000 0.034155981048 Long DBT US N 2 2025-07-15 Fixed 1.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 26000.00000000 PA USD 24292.91000000 0.001215970356 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BY5 97000.00000000 PA USD 92950.68000000 0.004652603230 Long DBT CORP US N 2 2025-05-01 Fixed 3.13000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 12073.00000000 NS USD 563688.37000000 0.028215160244 Long EC CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAH5 446000.00000000 PA USD 433755.18000000 0.021711414607 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N N Constellation Automotive Limited 213800XQDK86MM9NB619 000000000 408859.00000000 PA 345428.55000000 0.017290266058 Long LON CORP GB N 2 2029-07-27 Floating 9.19000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 293914.24000000 OU Notional Amount USD 2387.12000000 0.000119486185 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Illumina Inc Illumina Inc Y equity-performance leg 2122-08-25 0.00000000 USD 0.00000000 USD 293914.24000000 USD 2387.12000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -58.00000000 NC USD -38280.00000000 -0.00191608766 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. 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Alphabet, Inc. 100.00000000 130.00000000 USD 2022-11-18 XXXX 27277.92000000 N N N SCIH Salt Holdings Inc. N/A 78397GAF8 794988.83000000 PA USD 736692.30000000 0.036874791820 Long LON CORP US N 2 2027-03-16 Floating 6.81000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -216.00000000 NC USD -72792.00000000 -0.00364356984 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 90.00000000 USD 2022-11-18 XXXX -25406.18000000 N N N Extra Space Storage Inc N/A 30225T102 478.00000000 NS USD 82555.38000000 0.004132271303 Long EC US N 1 N N N JD Health International Inc 254900OM3MAXYK8PCC84 000000000 128500.00000000 NS 731980.16000000 0.036638927835 Long EC CORP KY N 2 N N N Microport Cardioflow Medtech Corp 254900V03B971A7FK886 000000000 1283000.00000000 NS 357935.20000000 0.017916280630 Long EC CORP KY N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 228.00000000 0.000011412434 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Sabre Corp. Sabre Corp. 100.00000000 4.50000000 USD 2022-10-21 XXXX -80.35000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 88103.93000000 OU Notional Amount USD 9739.79000000 0.000487520676 N/A DE IT N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Leonardo SpA Leonardo SpA Y equity-performance leg 2023-02-24 0.00000000 USD 0.00000000 USD 88103.93000000 USD 9739.79000000 N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAC3 424000.00000000 PA USD 414654.99000000 0.020755363444 Long DBT CORP IE N 2 2023-09-23 Fixed 2.88000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 510000.00000000 PA USD 489482.70000000 0.024500829806 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 155500.00000000 NS 5252216.01000000 0.262897239409 Long EC CORP KY N 2 N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAL4 48308.00000000 PA USD 41037.88000000 0.002054132073 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 147000.00000000 PA USD 91017.92000000 0.004555859823 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 66.00000000 NC 64905.96000000 0.003248837761 N/A DE AU N 1 ICE Futures Europe 549300UF4R84F48NCH34 Put Purchased BHP Group Ltd BHP Group Ltd 1122.00000000 21.83000000 GBP 2022-11-18 XXXX -39060.35000000 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 9706.00000000 NS USD 272350.36000000 0.013632371109 Long EC CORP US N 1 N N N APTIV PLC N/A 000000000 14270.00000000 NS USD 1358504.00000000 0.067999288423 Long EP CORP JE N 1 N N N Kumba Iron Ore Ltd 3789006C753402643048 000000000 9031.00000000 NS 191575.32000000 0.009589213899 Long EC CORP ZA N 2 N N N BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 1098067.10000000 OU Notional Amount USD -44707.65000000 -0.00223782071 N/A DE US N 2 BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2022-12-16 0.00000000 USD 0.00000000 USD 1098067.10000000 USD -44707.65000000 N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BV6 9000.00000000 PA USD 8432.11000000 0.000422065360 Long DBT CORP CA N 2 2026-05-15 Fixed 3.35000000 N N N N N N BayCurrent Consulting Inc N/A 000000000 1000.00000000 NS 259433.29000000 0.012985813154 Long EC CORP JP N 2 N N N Kronos Acquisition Holdings Inc. N/A 50106JAF3 190842.29000000 PA USD 180823.07000000 0.009051015006 Long LON CORP US N 2 2026-12-22 Floating 8.94000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHR3 25000.00000000 PA USD 24209.70000000 0.001211805318 Long DBT CORP US N 2 2025-03-15 Fixed 3.46000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 76.00000000 NC USD 128440.00000000 0.006429004703 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 365.00000000 USD 2022-11-18 XXXX 15737.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9624.44000000 0.000481746885 N/A DFE SG N 2 Morgan Stanley & Co. 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