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Walt Disney Co. 100.00000000 100.00000000 USD 2023-01-20 XXXX -153796.83000000 N N N VMWARE INC 549300BUDHS3LRWBE814 928563AK1 896000.00000000 PA USD 731656.39000000 0.035527786659 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661ED5 496000.00000000 PA USD 416594.45000000 0.020229002227 Long DBT CORP US N 2 2028-09-15 Fixed 1.70000000 N N N N N N OCEANA AUSTRALIAN TRUST 10.25 N/A 000000000 820556.00000000 PA 574737.59000000 0.027908120207 Long DBT CORP AU Y 3 2025-08-31 Fixed 10.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 91.00000000 NC USD 3003.00000000 0.000145819738 N/A DE PA N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Carnival Corp. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 Iljin Materials Co Ltd Iljin Materials Co Ltd Y equity-performance leg 2122-04-14 0.00000000 USD 0.00000000 USD 101142.38000000 USD 8793.63000000 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 12117.00000000 NS 384361.26000000 0.018663822297 Long EC CORP CA N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -38864.77000000 -0.00188719633 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6751630.66000000 USD 5542171.00000000 GBP 2023-03-15 -38864.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27869289.00000000 OU Notional Amount -110140.68000000 -0.00534821349 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-13 184.55000000 MXN 0.00000000 MXN 27869289.00000000 MXN -110149.12000000 N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KJ9 316000.00000000 PA USD 257718.48000000 0.012514299472 Long DBT CORP US N 2 2030-05-15 Fixed 1.95000000 N N N N N N Health Care Select Sector SPDR Fund 549300EJNY3KKJHPOY44 81369Y209 21224.00000000 NS USD 2883280.40000000 0.140006391430 Long EC RF US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 67948.00000000 NS 365856.56000000 0.017765270678 Long EC CORP IT N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 875000.00000000 PA USD 832207.13000000 0.040410331646 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -37.00000000 NC USD -10286.00000000 -0.00049946780 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Humana Inc Humana Inc 100.00000000 580.00000000 USD 2023-02-17 XXXX 29648.30000000 N N N Dr Ing hc F Porsche AG 529900EWEX125AULXI58 000000000 23422.00000000 NS 2375578.44000000 0.115353388780 Long EP CORP DE N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 2015.00000000 NS USD 424963.50000000 0.020635386736 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1080000.00000000 NC USD 5037.66000000 0.000244618802 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 1080000.00000000 OU Notional Amount N/A 5037.66000000 0.00000000 DCR US CDX.NA.HY.S39 2I65BRZH6 buy protection 2027-12-20 0.00000000 N/A 0.00000000 N/A 1080000.00000000 USD 1.00000000 0.96000000 USD 2023-02-15 XXXX -1982.34000000 N N N OPENDOOR 254900KX11YZ4HV5BQ47 000000000 1767222.53000000 PA USD 1650585.84000000 0.080149182578 Long LON CORP US Y 3 2026-02-28 Fixed 10.00000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AQ1 221000.00000000 PA USD 218645.12000000 0.010616974420 Long DBT CORP US N 2 2023-10-01 Fixed 3.80000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 11965.00000000 NS 318277.02000000 0.015454902355 Long EC CORP ES N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 191592.79000000 OU Notional Amount USD 3431.06000000 0.000166605484 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Money Forward Inc Money Forward Inc Y equity-performance leg 2122-07-08 0.00000000 USD 0.00000000 USD 191592.79000000 USD 3431.06000000 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 29795.00000000 NS 1052343.94000000 0.051099739582 Long EC CORP NL N 1 N N N Japan Post Bank Co Ltd 5493006JVO6N2HC2XZ76 000000000 28000.00000000 NS 240658.34000000 0.011685892829 Long EC CORP JP N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AX3 111000.00000000 PA USD 69859.45000000 0.003392236669 Long DBT CORP US N 2 2061-11-29 Fixed 3.10000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -181.00000000 NC USD -61540.00000000 -0.00298826063 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written CVS Health Corp. CVS Health Corp. 100.00000000 95.00000000 USD 2023-01-20 XXXX -25744.31000000 N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 258748.00000000 NS USD 3534497.68000000 0.171628214062 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 39240.00000000 NS USD 8313386.40000000 0.403681594904 Long EC US N 1 N N N Sovos Brands Intermediate, Inc. 549300LNTCFBIDJ7R637 84611UAH1 122761.02000000 PA USD 119283.20000000 0.005792156180 Long LON CORP US N 2 2028-06-08 Floating 7.91000000 N N N N N N DBWF Mortgage Trust N/A 23307GAJ5 228110.00000000 PA USD 218427.57000000 0.010606410623 Long ABS-MBS CORP US N 2 2030-12-19 Floating 6.19000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 226000.00000000 PA USD 215180.66000000 0.010448747097 Long DBT CORP US N 2 2033-07-25 Fixed 4.91000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 82172.24000000 0.003990121390 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5771723.67000000 USD 31352003.00000000 BRL 2023-03-15 82172.24000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 57.00000000 NC USD 51015.00000000 0.002477187462 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 380.00000000 USD 2023-02-17 XXXX -3261.43000000 N N N Guangzhou Baiyun International Airport Co Ltd 300300HCH80SKW83W383 000000000 87000.00000000 NS 187849.02000000 0.009121576737 Long EC CORP CN N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 226000.00000000 PA USD 236536.31000000 0.011485735208 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N Kering SA 549300VGEJKB7SVUZR78 000000000 11189.00000000 NS 5695186.83000000 0.276547004095 Long EC CORP FR N 1 N N N Evolution AB 549300SUH6ZR1RF6TA88 000000000 2083.00000000 NS 202693.69000000 0.009842404541 Long EC CORP SE N 1 N N N Mariner Finance Issuance Trust N/A 56848MAA7 676000.00000000 PA USD 643343.86000000 0.031239504935 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 924000.00000000 PA USD 729984.23000000 0.035446589878 Long DBT CORP GB N 2 2030-08-06 Fixed 1.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5217938.00000000 NC USD 90083.79000000 0.004374290604 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 5217938.00000000 OU Notional Amount N/A 90083.79000000 0.00000000 DIR US N/A N/A 2033-11-09 0.00000000 N/A 0.00000000 N/A 5217938.00000000 USD 1.00000000 2.82000000 USD 2023-11-07 XXXX 31022.12000000 N N N GLAXOSMITHKLINE CAPITAL 549300U0LV41VX7LEP38 377373AG0 689000.00000000 PA USD 670264.53000000 0.032546719406 Long DBT CORP GB N 2 2024-06-01 Fixed 3.00000000 N N N N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 45360.00000000 NS USD 259005.60000000 0.012576799473 Long EC CORP CA N 1 N N N Aier Eye Hospital Group Co Ltd N/A 000000000 69419.00000000 NS 310262.00000000 0.015065708842 Long EC CORP CN N 1 N N N BENCHMARK Mortgage Trust N/A 08162RAF4 6175806.15000000 PA USD 404956.26000000 0.019663874748 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.27000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5261984.00000000 OU Notional Amount USD 41938.38000000 0.002036444754 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S39 2I65BYEB7 Y sell protection 2027-12-20 8133.22000000 USD 0.00000000 USD 5261984.00000000 USD 33805.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 127.00000000 NC USD 5334.00000000 0.000259008486 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CVS Health Corp. CVS Health Corp. 100.00000000 97.50000000 USD 2023-01-20 XXXX -33491.96000000 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 4746.00000000 NS USD 486892.14000000 0.023642518964 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 41799.00000000 NS USD 4070386.62000000 0.197649920691 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 100000.00000000 PA 113979.82000000 0.005534634541 Long DBT CORP FR N 2 2024-10-03 Fixed 1.88000000 N N N N N N FARMERS BUS NETWORK SERIES G 5493003KO0NA75DM0Y81 000000000 3171.00000000 NS USD 147800.31000000 0.007176890619 Long EP CORP US Y 3 N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAR5 4000.00000000 PA USD 3476.48000000 0.000168810990 Long DBT CORP NL N 2 2026-09-24 Fixed 1.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 49.00000000 NC USD 52136.00000000 0.002531621004 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Albemarle Corp. Albemarle Corp. 100.00000000 240.00000000 USD 2023-03-17 XXXX -1273.91000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 375.00000000 NC USD 45375.00000000 0.002203320222 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 42.00000000 USD 2023-02-17 XXXX -58128.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 192.00000000 NC USD 9984.00000000 0.000484803285 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Abbott Laboratories Abbott Laboratories 100.00000000 115.00000000 USD 2023-01-20 XXXX -67244.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 918178.00000000 OU Notional Amount USD 70153.40000000 0.003406510300 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-05-26 13.74000000 USD 0.00000000 USD 918178.00000000 USD 70139.66000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -614.60000000 -0.00002984375 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 105234.67000000 EUR 112619.30000000 USD 2023-03-15 -614.60000000 N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 256163AD8 145000.00000000 PA USD 136300.00000000 0.006618458319 Long DBT CORP US N 2 2024-01-15 None 0.00000000 N N N N Y DocuSign Inc USD XXXX N N N 2020 CASH EXCH TRUST N/A 901375105 3998.00000000 NS USD 4583786.96000000 0.222579625399 Long EP CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 10013.00000000 NS USD 2579048.41000000 0.125233487942 Long EC CORP US N 1 N N N Origin Energy Ltd ZSN2LWNPYW6ISMRUC664 000000000 30979.00000000 NS 162830.68000000 0.007906735647 Long EC CORP AU N 1 N N N SMB Private Education Loan Trust N/A 83208AAE3 211400.00000000 PA USD 180888.64000000 0.008783594456 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBG5 147000.00000000 PA USD 89964.52000000 0.004368499089 Long DBT CORP US N 2 2051-12-15 Fixed 3.45000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 338000.00000000 PA USD 60835.27000000 0.002954040343 Long DBT NUSS UA Y 2 2035-03-15 Fixed 7.25000000 Y Y N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HE0 445000.00000000 PA USD 438636.84000000 0.021299337073 Long DBT CORP US N 2 2023-11-15 Fixed 3.85000000 N N N N N N TPB Acquisition Corp I N/A 000000000 18190.00000000 NS USD 182627.60000000 0.008868034913 Long EC CORP KY N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BJ2 90000.00000000 PA USD 73986.42000000 0.003592634167 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -438922.50000000 -0.02131320815 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1136600000.00000000 JPY 8289266.37000000 USD 2023-02-27 -438922.50000000 N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AL3 1331000.00000000 PA USD 1269345.95000000 0.061636927832 Long DBT CORP US N 2 2026-12-15 Fixed 3.85000000 N N N N N N Rocket Lab USA Inc N/A 773122106 33454.00000000 NS USD 126121.58000000 0.006124214383 Long EC CORP US N 1 N N N 1211 Avenue of the Americas Trust N/A 90117PAN5 508000.00000000 PA USD 425413.98000000 0.020657261154 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.14000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2441.00000000 NS USD 410307.69000000 0.019923729600 Long EC CORP IE N 1 N N N TEXAS CAPITAL BANK NA 38PG5GG0OEQK4QMSKE59 88225GAA6 822000.00000000 PA USD 796715.59000000 0.038686932686 Long DBT CORP US N 2 2024-09-30 Floating 8.17000000 N N N N N N J.P. 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Ford Motor Co. 100.00000000 9.00000000 USD 2023-03-17 XXXX -490.54000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 697000.00000000 PA USD 665625.83000000 0.032321473312 Long DBT CORP US N 2 2028-04-26 Fixed 4.32000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 680000.00000000 PA USD 655259.21000000 0.031818090756 Long DBT CORP GB N 2 2024-08-17 Fixed 0.73000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -25.00000000 NC 189491.78000000 0.009201345912 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Long Gilt Futures G H3 Comdty 2023-03-29 -2654240.78000000 GBP 189491.78000000 N N N HOMES BY WEST BAY LLC N/A 000000000 1433000.00000000 PA USD 1302310.40000000 0.063237616301 Long DBT CORP US N 3 2027-04-30 Fixed 9.50000000 N N N N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 000000000 6217.00000000 NS 184675.82000000 0.008967492423 Long EC CORP NL N 1 N N N BSST Mortgage Trust N/A 05601PAN6 511000.00000000 PA USD 464666.86000000 0.022563303342 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.42000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -90.00000000 NC USD -2610.00000000 -0.00012673643 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Visa, Inc. Visa, Inc. 100.00000000 180.00000000 USD 2023-01-20 XXXX 41647.31000000 N N N Redstone Holdco 2 LP N/A 75774EAK1 742791.00000000 PA USD 366292.53000000 0.017786440518 Long LON CORP US N 2 2029-04-27 Floating 12.11000000 N N N N N N Hana Financial Group Inc N/A 000000000 10539.00000000 NS 350939.33000000 0.017040919504 Long EC CORP KR N 2 N N N Innovid Corp N/A 457679116 4887.00000000 NS USD 1954.80000000 0.000094921220 N/A DE US N 1 N/A N/A Call Purchased Innovid Corp Innovid Corp 1.00000000 11.50000000 USD 2026-11-30 XXXX -2098.88000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 562473.00000000 OU Notional Amount -6009.91000000 -0.00029182933 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S38 2I667KJQ2 Y buy protection 2027-12-20 0.00000000 EUR -9046.78000000 EUR 562473.00000000 EUR 3401.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -32.00000000 NC USD -19232.00000000 -0.00093386786 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares Semiconductor ETF iShares Semiconductor ETF 100.00000000 290.00000000 USD 2023-03-17 XXXX 26007.63000000 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CL4 843000.00000000 PA USD 682719.83000000 0.033151524130 Long DBT CORP US N 2 2031-10-15 Fixed 2.00000000 N N N N N N SANI/IKOS FINANCIAL HLDG 213800TZMBQZ462Y8A24 000000000 787000.00000000 PA 779260.47000000 0.037839346595 Long DBT CORP LU N 2 2026-12-15 Fixed 5.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 31.00000000 NC USD 123535.00000000 0.005998615176 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Northrop Grumman Corp. Northrop Grumman Corp. 100.00000000 510.00000000 USD 2023-01-20 XXXX 70208.24000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -461.00000000 NC USD -461.00000000 -0.00002238524 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 312.00000000 USD 2023-01-06 XXXX 40696.79000000 N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 8000.00000000 PA USD 7580.44000000 0.000368091167 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N Bank N/A 06540RAE4 84029.00000000 PA USD 77729.14000000 0.003774373245 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.54000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -84.00000000 NC USD -99540.00000000 -0.00483346545 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written XPO Logistics Inc XPO Logistics Inc 100.00000000 45.00000000 USD 2023-01-20 XXXX -67777.50000000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 65000.00000000 PA USD 61154.86000000 0.002969559001 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 124.00000000 NC USD 3100.00000000 0.000150529866 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CF Industries Holdings, Inc. CF Industries Holdings, Inc. 100.00000000 115.00000000 USD 2023-02-17 XXXX -66615.05000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 36166.60000000 0.001756178537 N/A DFE MX N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 3155862.00000000 USD 63066904.00000000 MXN 2023-03-15 36166.60000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 102000.00000000 PA USD 101573.23000000 0.004932195078 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 151.00000000 NC USD 2567.00000000 0.000124648440 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 71.00000000 USD 2023-01-20 XXXX -7469.94000000 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAL1 422000.00000000 PA USD 402314.99000000 0.019535619902 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 2356.00000000 NS USD 287172.84000000 0.013944544916 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 56831.10000000 OU Notional Amount USD 2035.54000000 0.000098841794 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 56831.10000000 USD 2035.54000000 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887406 53341.00000000 NS USD 2671317.28000000 0.129713881708 Long EP CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 60316.00000000 NS USD 4801153.60000000 0.233134519361 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50000.00000000 OU Notional Amount USD 3668.38000000 0.000178129274 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pitney Bowes Inc Pitney Bowes Inc Y buy protection 2024-06-20 4927.87000000 USD 0.00000000 USD 50000.00000000 USD -1259.49000000 N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 000000000 140000.00000000 NS 114970.95000000 0.005582761853 Long EC CORP HK N 1 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 000000000 5423.00000000 NS 101751.24000000 0.004940838891 Long EC CORP GB N 1 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 597000.00000000 PA USD 513410.37000000 0.024930191744 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 28459891.00000000 OU Notional Amount -123217.56000000 -0.00598320091 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-09-06 113.70000000 GBP 0.00000000 GBP 28459891.00000000 GBP -123348.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 59.00000000 NC USD 6490.00000000 0.000315141559 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Rockwell Automation, Inc. Rockwell Automation, Inc. 100.00000000 280.00000000 USD 2023-01-20 XXXX -39889.61000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -89.00000000 NC USD -4094.00000000 -0.00019879653 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 265.00000000 USD 2023-01-20 XXXX 46050.63000000 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FW1 479000.00000000 PA USD 426214.43000000 0.020696129422 Long DBT CORP US N 2 2028-01-13 Fixed 2.20000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 1359835.77000000 PA USD 1302118.76000000 0.063228310642 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.57000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCS8 54000.00000000 PA USD 52882.87000000 0.002567887534 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 215000.00000000 PA USD 201814.05000000 0.009799690963 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 378573.68000000 OU Notional Amount USD 10380.09000000 0.000504036632 N/A DE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Kakao Corp. Kakao Corp. Y equity-performance leg 2122-09-15 0.00000000 USD 0.00000000 USD 378573.68000000 USD 10380.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26054340.00000000 OU Notional Amount USD -972580.63000000 -0.04722659106 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-06 227.41000000 USD 0.00000000 USD 26054340.00000000 USD -972808.04000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465979AA0 194000.00000000 PA USD 193515.91000000 0.009396749703 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.51000000 N N N N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 000000000 12200.00000000 NS 289568.73000000 0.014060884594 Long EC CORP JP N 1 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 22708.00000000 NS 191253.51000000 0.009286892035 Long EC CORP FI N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AB4 2663000.00000000 PA USD 2589357.98000000 0.125734100263 Long DBT CORP CH N 2 2024-07-30 Fixed 1.01000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 200000.00000000 PA USD 142763.69000000 0.006932322317 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 930000.00000000 PA USD 885825.00000000 0.043013909326 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N Y Western Digital Corp USD XXXX N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 2876.00000000 NS USD 888396.40000000 0.043138771422 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 588.00000000 0.000028552116 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lululemon Athletica, Inc. Lululemon Athletica, Inc. 100.00000000 390.00000000 USD 2023-01-20 XXXX -47354.11000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -38.00000000 NC USD -22420.00000000 -0.00108867084 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Rockwell Automation, Inc. 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Apple, Inc. 100.00000000 160.00000000 USD 2023-01-20 XXXX 51065.35000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDQ1 104000.00000000 PA USD 58478.32000000 0.002839591515 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -177.00000000 NC USD -202134.00000000 -0.00981522710 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Merck & Co Inc Merck & Co Inc 100.00000000 100.00000000 USD 2023-01-20 XXXX -171200.28000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BF0 449000.00000000 PA USD 421904.10000000 0.020486828326 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 140.00000000 NC USD 71820.00000000 0.003487437098 N/A DE GB N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased AstraZeneca PLC AstraZeneca PLC 100.00000000 62.50000000 USD 2023-01-20 XXXX 49140.91000000 N N N SKY LTD 2138003TS48MQKF4BZ29 111013AL2 209000.00000000 PA USD 204009.51000000 0.009906298156 Long DBT CORP GB N 2 2024-09-16 Fixed 3.75000000 N N N N N N Super Hi International Holding Ltd N/A 000000000 15200.00000000 NS 19356.73000000 0.000939924510 Long EC CORP KY N 1 N N N Goldman Sachs & Co. 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LLC FOR8UP27PHTHYVLBNG30 Pitney Bowes Inc Pitney Bowes Inc Y buy protection 2024-06-20 3945.56000000 USD 0.00000000 USD 40000.00000000 USD -1010.86000000 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 9637.00000000 NS USD 827336.45000000 0.040173821062 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 676000.00000000 PA USD 640276.73000000 0.031090571171 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 15800.00000000 NS 515630.91000000 0.025038016773 Long EC CORP JP N 1 N N N LG Chem Ltd 988400IES4EIG7O06940 000000000 3699.00000000 NS 1766380.88000000 0.085771960611 Long EC CORP KR N 2 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DH7 166000.00000000 PA USD 160797.34000000 0.007808000680 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N Haidilao International Holding Ltd 3003009Q8GV4VNKZWI24 000000000 152000.00000000 NS 436208.03000000 0.021181398865 Long EC CORP KY N 1 N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 000000000 340000.00000000 NS 213005.02000000 0.010343102324 Long EC CORP CN N 1 N N N Li Auto Inc 2549003R73Q70J5H4I65 000000000 4500.00000000 NS 44276.76000000 0.002149991860 Long EC CORP KY N 1 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 9914.00000000 NS 169943.83000000 0.008252136137 Long EC CORP CA N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 148922.00000000 NS USD 17572796.00000000 0.853300204619 Long EC CORP US N 1 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 100000.00000000 PA 109681.03000000 0.005325893804 Long DBT CORP CA N 2 2027-04-05 Fixed 2.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 29.00000000 NC USD 551.00000000 0.000026755469 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Sabre Corp. Sabre Corp. 100.00000000 5.00000000 USD 2023-02-17 XXXX -234.50000000 N N N Heineken NV 724500K5PTPSST86UQ23 000000000 1788.00000000 NS 168199.13000000 0.008167416957 Long EC CORP NL N 1 N N N 2023-01-23 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP