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American Airlines Group, Inc. 100.00000000 11.00000000 USD 2023-06-16 XXXX -1259.59000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 79.00000000 NC USD 46610.00000000 0.002237496345 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 95.00000000 USD 2023-04-21 XXXX 17745.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 8.00000000 NC USD 576.00000000 0.000027650673 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased FedEx Corp. FedEx Corp. 100.00000000 165.00000000 USD 2023-06-16 XXXX -1878.49000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 200000.00000000 PA USD 193721.96000000 0.009299553263 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 187.00000000 NC USD 256190.00000000 0.012298309135 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 85.00000000 USD 2023-04-21 XXXX 157217.89000000 N N N Avaya, Inc. 549300NZS2OZN6Q63A60 05349UBE1 46564.20000000 PA USD 11175.41000000 0.000536471551 Long LON CORP US N 2 2027-12-15 Variable 14.83000000 Y N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 85753129.00000000 OU Notional Amount USD -1701643.93000000 -0.08168680701 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-13 0.00000000 USD -9294.95000000 USD 85753129.00000000 USD -1692348.98000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -103836.08000000 -0.00498461380 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 39076740.43000000 MXN 2030066.00000000 USD 2023-06-21 -103836.08000000 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 2566.00000000 NS USD 141412.26000000 0.006788444861 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 37057550.00000000 OU Notional Amount USD 2109250.52000000 0.101253815293 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-06-13 0.00000000 USD -35758.33000000 USD 37057550.00000000 USD 2145008.85000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 177294.14000000 0.008510941651 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 000000000 5045.00000000 NS USD 333575.40000000 0.016013167529 Long EC CORP IE N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 216510.30000000 OU Notional Amount USD -10438.35000000 -0.00050108925 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Stryker Corp. Stryker Corp. Y equity-performance leg 2123-02-10 0.00000000 USD 0.00000000 USD 216510.30000000 USD -10438.35000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 -2497410.00000000 OU Notional Amount USD -94556.94000000 -0.00453917201 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 Put Written Bank of America N.A. B4TYDEB6GKMZO031MB27 Bank of America N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -94556.94000000 0.00000000 DFE XX -2497410.00000000 USD -904187290.50000000 HUF 2023-06-19 1.00000000 362.05000000 USD 2023-06-19 XXXX -27291.70000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 196000.00000000 PA USD 198401.00000000 0.009524168901 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 000000000 238687.00000000 NS 12368520.21000000 0.593746380014 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -74.00000000 NC USD -888.00000000 -0.00004262812 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR EURO STOXX 50 ETF SPDR EURO STOXX 50 ETF 100.00000000 35.00000000 USD 2023-04-21 XXXX -90.96000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -33.00000000 NC USD -15840.00000000 -0.00076039352 N/A DE CH N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Chubb Ltd. 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LLC 9R7GPTSO7KV3UQJZQ078 000000000 4793562.00000000 OU Notional Amount 5254.56000000 0.000252243269 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 4793562.00000000 BRL 5254.56000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 2069.00000000 NC USD 18621.00000000 0.000893894431 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF 100.00000000 104.00000000 USD 2023-04-21 XXXX -327340.07000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -120.00000000 NC USD -120.00000000 -0.00000576055 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Wells Fargo & Co. Wells Fargo & Co. 100.00000000 55.00000000 USD 2023-04-21 XXXX 452.50000000 N N N CREATIVE ARTISTS AGENCY, LLC 5493008FV5TCFL3KHH96 22526WAQ1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-11-27 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 179.00000000 NC USD 358.00000000 0.000017185661 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bank of America Corp. Bank of America Corp. 100.00000000 36.00000000 USD 2023-04-21 XXXX -7201.00000000 N N N Morgan Stanley Capital I Trust N/A 61770KAX3 110000.00000000 PA USD 93359.04000000 0.004481667256 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.70000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAF2 90000.00000000 PA USD 89212.95000000 0.004282635692 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 152415.00000000 NS USD 12141378.90000000 0.582842542831 Long EC CORP US N 1 N N N OCEANA AUSTRALIAN FIXINC TRUST N/A 000000000 442180.00000000 PA 295220.57000000 0.014171957660 Long DBT CORP AU Y 3 2023-08-31 Fixed 10.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 -80023417.00000000 NC USD -118770.76000000 -0.00570154776 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Written Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 80023417.00000000 OU Notional Amount N/A -118770.76000000 -0.01000000 DIR US N/A N/A 2025-09-25 0.00000000 N/A 0.00000000 N/A 80023417.00000000 USD 1.00000000 4.73000000 USD 2023-09-21 XXXX 171587.00000000 N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 1919000.00000000 PA USD 1919000.00000000 0.092120907263 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 103321268.00000000 OU Notional Amount USD -162178.23000000 -0.00778530780 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-03-10 442.82000000 USD 0.00000000 USD 103321268.00000000 USD -162621.05000000 N N N Swedbank AB M312WZV08Y7LYUC71685 000000000 24001.00000000 NS 394687.20000000 0.018946817586 Long EC CORP SE N 2 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 227000.00000000 PA USD 193748.54000000 0.009300829226 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAG5 417000.00000000 PA USD 409290.90000000 0.019647862971 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Baker Hughes Co N/A 05722G100 5152.00000000 NS USD 148686.72000000 0.007137652706 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 11.00000000 NC USD 605.00000000 0.000029042808 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Air Transport Services Group, Inc. Air Transport Services Group, Inc. 100.00000000 15.00000000 USD 2023-09-15 XXXX 209.23000000 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EP9 426000.00000000 PA USD 406407.66000000 0.019509454068 Long DBT CORP US N 2 2027-04-15 Fixed 3.00000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 523000.00000000 PA USD 507310.00000000 0.024353234738 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 14574XAF1 290000.00000000 PA USD 233450.00000000 0.011206683585 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 995.00000000 NS USD 185542.63000000 0.008906907457 Long EC CORP NL N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -30.00000000 NC USD -300.00000000 -0.00001440139 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written FedEx Corp. FedEx Corp. 100.00000000 150.00000000 USD 2023-04-21 XXXX 1482.93000000 N N N EVgo Inc N/A 30052F118 16129.00000000 NS USD 17419.32000000 0.000836208213 N/A DE US N 1 N/A N/A Call Purchased Climate Change Crisis Real Impact I Acquisition Corp Climate Change Crisis Real Impact I Acquisition Corp 1.00000000 11.50000000 USD 2025-09-15 XXXX -25718.91000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 378000.00000000 PA USD 372990.56000000 0.017905278159 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 200000.00000000 PA USD 163653.44000000 0.007856124736 Long DBT CORP AT N 2 2032-01-15 Fixed 3.13000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 26043749.00000000 PA 1331515.01000000 0.063918900862 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N Gree Electric Appliances Inc of Zhuhai 655600UY069MU9JRAN62 000000000 201500.00000000 NS 1075620.04000000 0.051634754536 Long EC CORP CN N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 000000000 5243.00000000 NS 394568.12000000 0.018941101194 Long EC CORP DE N 2 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 172194.97000000 0.008266157823 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 53053.00000000 PA USD 39568.52000000 0.001899472621 Long LON CORP US N 2 2030-01-24 Floating 11.00000000 N N N N N N Bayview Commercial Asset Trust N/A 07324NAC7 14178.59000000 PA USD 13187.63000000 0.000633067451 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.36000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 135033393.00000000 NC USD 171210.19000000 0.008218883812 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Constant Maturity Swap Constant Maturity Swap 1.00000000 0.07000000 USD 2023-09-27 XXXX -65098.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 322881389.00000000 OU Notional Amount -124209.00000000 -0.00596260853 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 1326.56000000 MXN 0.00000000 MXN 322881389.00000000 MXN -124278.72000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 -39734387.00000000 NC USD -356804.46000000 -0.01712827022 N/A DIR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A 39734387.00000000 OU Notional Amount N/A -356804.46000000 -0.02000000 DIR US N/A N/A 2029-03-29 0.00000000 N/A 0.00000000 N/A 39734387.00000000 USD 1.00000000 3.79000000 USD 2024-03-27 XXXX 52857.07000000 N N N Edison International 549300I7ROF15MAEVP56 281020107 10344.00000000 NS USD 730182.96000000 0.035052171309 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 1688.00000000 NS USD 250988.72000000 0.012048623553 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 129913.04000000 0.006236428926 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3059162.63000000 USD 13830782.00000000 PLN 2023-06-15 129913.04000000 N N N GRAND ROUNDS INC. N/A 000000000 1035048.00000000 NS USD 1314510.96000000 0.063102627536 Long EC CORP US Y 3 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 103838.00000000 NS 6122669.71000000 0.293916565168 Long EC CORP FR N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 000000000 100000.00000000 PA 124843.70000000 0.005993077076 Long DBT CORP US N 2 2026-12-07 Fixed 5.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12894108.00000000 OU Notional Amount USD -155204.19000000 -0.00745052151 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-10-28 198.49000000 USD 0.00000000 USD 12894108.00000000 USD -155402.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 619.00000000 NC USD 26617.00000000 0.001277739545 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 40.00000000 USD 2023-06-16 XXXX -61110.05000000 N N N BX Trust N/A 05609KAA7 302109.11000000 PA USD 289449.35000000 0.013894912313 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.37000000 N N N N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 3510.00000000 NS USD 274833.00000000 0.013193259669 Long EC CORP US N 1 N N N MediaTek Inc 254900UEGBK1I4DM4E14 000000000 9000.00000000 NS 233335.04000000 0.011201164971 Long EC CORP TW N 2 N N N Independence Plaza Trust N/A 45378YAL8 242000.00000000 PA USD 226380.67000000 0.010867322932 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.91000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -269.00000000 NC USD -90384.00000000 -0.00433885152 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 340.00000000 USD 2023-05-19 XXXX -52247.92000000 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 1019.00000000 NS USD 110062.19000000 0.005283495986 Long EC CORP US N 1 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 213000.00000000 PA USD 19048.36000000 0.000914409695 Long DBT CORP KY N 2 2024-02-26 None 0.00000000 Y N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 7784.00000000 NS USD 3679730.32000000 0.176644135258 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 105979000.00000000 OU Notional Amount USD 62523.37000000 0.003001411969 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-07-12 295.96000000 USD 0.00000000 USD 105979000.00000000 USD 62227.41000000 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AW6 498000.00000000 PA USD 503366.29000000 0.024163918353 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 145112.00000000 NS 473503.99000000 0.022730389344 Long EC CORP GB N 2 N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 976000.00000000 PA USD 972105.76000000 0.046665588622 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N American Auto Auction Group, LLC N/A 000000000 320998.50000000 PA USD 276700.71000000 0.013282918418 Long LON CORP US N 2 2027-12-30 Floating 10.05000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 64.00000000 NC USD 1280.00000000 0.000061445941 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Frontier Communications Parent, Inc. Frontier Communications Parent, Inc. 100.00000000 20.00000000 USD 2023-04-21 XXXX -2105.08000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 144775.27000000 OU Notional Amount USD -7595.69000000 -0.00036462837 N/A DE NL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Prosus NV Prosus NV Y equity-performance leg 2024-02-26 0.00000000 USD 0.00000000 USD 144775.27000000 USD -7595.69000000 N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 94426.00000000 NS 213088.27000000 0.010229226034 Long EC CORP AU N 2 N N N RELATIVITY SPACE, SERIES E N/A 000000000 29214.00000000 NS USD 483491.70000000 0.023209845783 Long EP CORP US Y 3 N N N INDY US BIDCO LLC N/A 45674PAK0 3218000.00000000 PA 3167103.00000000 0.152035644479 Long LON CORP US N 2 2028-03-06 None 0.00000000 N N N N N N Unimicron Technology Corp N/A 000000000 51000.00000000 NS 248740.71000000 0.011940708639 Long EC CORP TW N 2 N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 44984WAH0 913000.00000000 PA USD 881502.16000000 0.042316195275 Long DBT CORP GB N 2 2028-05-15 Fixed 6.75000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 6188.00000000 NS USD 1237414.36000000 0.059401632883 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 815000.00000000 PA USD 697397.04000000 0.033478294969 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 96435.00000000 NS USD 2699215.65000000 0.129574879925 Long EC CORP US N 1 N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CC3 229000.00000000 PA USD 205516.12000000 0.009865727687 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 203.00000000 NC USD 2537.50000000 0.000121811778 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Preferred & Income Securities ETF iShares Preferred & Income Securities ETF 100.00000000 26.00000000 USD 2023-05-19 XXXX -4719.48000000 N N N GS Mortgage Securities Trust N/A 36264YAA8 209172.00000000 PA USD 192537.05000000 0.009242672083 Long ABS-MBS CORP US N 2 2026-05-15 Floating 5.84000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 367971.65000000 OU Notional Amount USD -19821.23000000 -0.00095151104 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 367971.65000000 USD -19821.23000000 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 9420.00000000 NS 173015.97000000 0.008305569633 Long EC CORP NL N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 362.00000000 NC USD 85794.00000000 0.004118510222 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 35.00000000 USD 2023-06-16 XXXX 22816.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 21335.79000000 0.001024216952 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 985000.00000000 USD 34148965.00000000 THB 2023-06-14 21335.79000000 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 2500.00000000 NS 85598.04000000 0.004109103233 Long EC CORP JP N 2 N N N BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 1089066.55000000 OU Notional Amount USD 25673.70000000 0.001232456767 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 2023-06-16 0.00000000 USD 0.00000000 USD 1089066.55000000 USD 25673.70000000 N N N OCEANA AUSTRALIAN TRUST 10.25 N/A 000000000 820556.00000000 PA 565641.38000000 0.027153411730 Long DBT CORP AU Y 3 2025-08-31 Fixed 10.25000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -2.00000000 NC -5518.36000000 -0.00026490689 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE S&P ASX Share Price Index 200 Futures XPM3 Index 2023-06-15 -351294.54000000 AUD -5518.36000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 14.00000000 NC USD 4620.00000000 0.000221781444 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Northrop Grumman Corp. Northrop Grumman Corp. 100.00000000 500.00000000 USD 2023-05-19 XXXX -22242.84000000 N N N Genius Sports Ltd N/A 000000000 68687.00000000 NS USD 342061.26000000 0.016420528197 Long EC CORP GG N 1 N N N APTIV PLC / APTIV CORP N/A 00217GAB9 229000.00000000 PA USD 199439.30000000 0.009574012120 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75000.00000000 OU Notional Amount USD 5592.75000000 0.000268477959 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NRG Energy, Inc. NRG Energy, Inc. 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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 114611.72000000 USD -4295.99000000 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 138741.00000000 NS 4307489.72000000 0.206779500277 Long EC CORP CA N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 6989245.00000000 OU Notional Amount 113.93000000 0.000005469168 N/A DIR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 6989245.00000000 BRL 113.93000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27869289.00000000 OU Notional Amount -113612.75000000 -0.00545393934 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-13 171.97000000 MXN 0.00000000 MXN 27869289.00000000 MXN -113620.42000000 N N N Wal-Mart de Mexico SAB de CV N/A 000000000 287879.00000000 NS 1150237.96000000 0.055216761044 Long EC CORP MX N 1 N N N Health Care Select Sector SPDR Fund 549300EJNY3KKJHPOY44 81369Y209 4457.00000000 NS USD 577003.22000000 0.027698832787 Long EC RF US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 46894.00000000 NS 286004.00000000 0.013729519521 Long EC CORP IT N 2 N N N Dr Ing hc F Porsche AG 529900EWEX125AULXI58 000000000 22255.00000000 NS 2856410.15000000 0.137120945562 Long EP CORP DE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 70.00000000 NC USD 2800.00000000 0.000134412996 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Boston Properties, Inc. 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B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 52330.18000000 0.002512091536 N/A DFE HU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2497410.00000000 USD 916627389.00000000 HUF 2023-06-21 52330.18000000 N N N DBWF Mortgage Trust N/A 23307GAJ5 228110.00000000 PA USD 221835.86000000 0.010649150957 Long ABS-MBS CORP US N 2 2030-12-19 Floating 6.61000000 N N N N N N Guangzhou Baiyun International Airport Co Ltd 300300HCH80SKW83W383 000000000 225600.00000000 NS 513661.11000000 0.024658117498 Long EC CORP CN N 2 N N N Kering SA 549300VGEJKB7SVUZR78 000000000 14136.00000000 NS 9222715.77000000 0.442733165274 Long EC CORP FR N 2 N N N Mariner Finance Issuance Trust N/A 56848MAA7 676000.00000000 PA USD 646949.51000000 0.031056579371 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5217938.00000000 NC USD 99650.04000000 0.004783664457 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 99650.04000000 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 40588.37000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 45360.00000000 NS USD 502135.20000000 0.024104820319 Long EC CORP CA N 1 N N N Aier Eye Hospital Group Co Ltd N/A 000000000 91719.00000000 NS 414540.16000000 0.019899851816 Long EC CORP CN N 2 N N N BENCHMARK Mortgage Trust N/A 08162RAF4 6188390.16000000 PA USD 398823.80000000 0.019145393587 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 61202.03000000 0.002937981516 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S39 2I65BYEB7 Y sell protection 2027-12-20 7729.70000000 USD 0.00000000 USD 5261984.00000000 USD 53472.33000000 N N N JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 000000000 -2100419.00000000 OU Notional Amount -30517.68000000 -0.00146499029 N/A DFE US N 2 JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 Put Written JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 N/A 1.00000000 NC USD -30517.68000000 0.00000000 DFE US -2100419.00000000 GBP -2561460.97000000 USD 2023-06-19 1.00000000 1.21950000 GBP 2023-06-19 XXXX 8283.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 69.00000000 NC USD 2484.00000000 0.000119243529 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CVS Health Corp. CVS Health Corp. 100.00000000 85.00000000 USD 2023-06-16 XXXX -20439.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -362.00000000 NC USD -13032.00000000 -0.00062559648 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 27.00000000 USD 2023-06-16 XXXX 4391.08000000 N N N Accor SA 969500QZC2Q0TK11NV07 000000000 1160.00000000 NS 37712.84000000 0.001810391368 Long EC CORP FR N 2 N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 053484AD3 306000.00000000 PA USD 310418.95000000 0.014901550445 Long DBT US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 3619.00000000 NS USD 377425.51000000 0.018118176344 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 40143.00000000 NS USD 4930764.69000000 0.236699591841 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 100000.00000000 PA 116862.32000000 0.005609933790 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 0.007095100912 Long EP CORP US Y 3 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -117.00000000 NC -62872.25000000 -0.00301815982 N/A DE FR N 1 Eurex Deutschland 529900LN3S50JPU47S06 Put Written BNP Paribas SA BNP Paribas SA 100.00000000 60.00000000 EUR 2023-04-21 XXXX -52934.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 344.00000000 NC USD 79120.00000000 0.003798127244 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Kroger Co. Kroger Co. 100.00000000 50.00000000 USD 2023-07-21 XXXX 14235.50000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 918178.00000000 OU Notional Amount USD 43165.94000000 0.002072165479 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-05-26 13.38000000 USD 0.00000000 USD 918178.00000000 USD 43152.56000000 N N N 2020 CASH EXCH TRUST N/A 901375105 3998.00000000 NS USD 4658669.50000000 0.223637759759 Long EP CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 9826.00000000 NS USD 2883439.70000000 0.138418489422 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 107384.15000000 OU Notional Amount USD -3211.05000000 -0.00015414530 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2123-03-22 0.00000000 USD 0.00000000 USD 107384.15000000 USD -3211.05000000 N N N Origin Energy Ltd ZSN2LWNPYW6ISMRUC664 000000000 18267.00000000 NS 101730.50000000 0.004883536194 Long EC CORP AU N 2 N N N SMB Private Education Loan Trust N/A 83208AAE3 211400.00000000 PA USD 188673.93000000 0.009057224392 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 117.00000000 NC 126.89000000 0.000006091308 N/A DE FR N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Purchased BNP Paribas SA BNP Paribas SA 100.00000000 66.00000000 EUR 2023-04-21 XXXX -20583.77000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 338000.00000000 PA USD 57460.00000000 0.002758346707 Long DBT NUSS UA Y 2 2035-03-15 Fixed 7.25000000 Y Y N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 170794.49000000 OU Notional Amount USD 18322.84000000 0.000879581367 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Block, Inc. Block, Inc. Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 170794.49000000 USD 18322.84000000 N N N Keppel Corp Ltd 254900SQ7IPDOY6IDW33 000000000 44500.00000000 NS 188801.11000000 0.009063329622 Long EC CORP SG N 2 N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2C4 440000.00000000 PA USD 408337.60000000 0.019602100146 Long DBT CORP CH N 2 2025-04-09 Fixed 2.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HE0 445000.00000000 PA USD 438503.72000000 0.021050213926 Long DBT CORP US N 2 2023-11-15 Fixed 3.85000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 2615.00000000 NS USD 175100.40000000 0.008405631948 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 2277.00000000 NC USD 318780.00000000 0.015302919654 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 195.00000000 USD 2023-05-19 XXXX -266930.55000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC 11072.71000000 0.000531541475 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXM3 Index 2023-06-16 384715.03000000 EUR 11072.71000000 N N N 1211 Avenue of the Americas Trust N/A 90117PAN5 508000.00000000 PA USD 416144.56000000 0.019976870463 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.14000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 3858.00000000 NS USD 709794.84000000 0.034073446915 Long EC CORP IE N 1 N N N TEXAS CAPITAL BANK NA 38PG5GG0OEQK4QMSKE59 88225GAA6 822000.00000000 PA USD 797420.25000000 0.038279873319 Long DBT CORP US N 2 2024-09-30 Floating 9.66000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 146456.04000000 OU Notional Amount USD -6650.58000000 -0.00031925870 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 PTC, Inc. PTC, Inc. Y equity-performance leg 2122-11-09 0.00000000 USD 0.00000000 USD 146456.04000000 USD -6650.58000000 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 4515.00000000 NS USD 221325.30000000 0.010624641707 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 569.00000000 NS USD 71460.71000000 0.003430445773 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 72.00000000 NC USD 67320.00000000 0.003231672473 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 200.00000000 USD 2023-05-19 XXXX 12079.51000000 N N N Adyen NV 724500973ODKK3IFQ447 000000000 2537.00000000 NS 4042526.43000000 0.194060032499 Long EC CORP NL N 2 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 1476.00000000 NS USD 44176.68000000 0.002120685691 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 49.00000000 NC 228942.75000000 0.010990314664 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX Euro-OAT Futures OATM3 Comdty 2023-06-08 6170165.55000000 EUR 228942.75000000 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 4042.00000000 NS USD 913047.38000000 0.043830512256 Long EC CORP US N 1 N N N M3 Inc 3538001UOKRWIODYM055 000000000 6100.00000000 NS 153531.18000000 0.007370209272 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13192306.00000000 OU Notional Amount USD -319418.58000000 -0.01533357445 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-13 0.00000000 USD -4815.21000000 USD 13192306.00000000 USD -314603.37000000 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 1054.00000000 NS USD 244928.52000000 0.011757705824 Long EC CORP IE N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBD7 331000.00000000 PA USD 307812.33000000 0.014776420586 Long DBT US N 2 2026-11-18 Fixed 2.90000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 20720.00000000 NS USD 5755394.40000000 0.276285645536 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 68.00000000 NC USD 4012.00000000 0.000192594622 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Caterpillar, Inc. Caterpillar, Inc. 100.00000000 175.00000000 USD 2023-05-19 XXXX -2939.58000000 N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 144524.54000000 PA USD 144102.53000000 0.006917590308 Long LON CORP US N 2 2026-02-06 Floating 8.10000000 N N N N N N Chevron Corp N/A 166764100 3555.00000000 NS USD 580033.80000000 0.027844314694 Long EC CORP US N 1 N N N Spirax-Sarco Engineering PLC 213800WFVZQMHOZP2W17 000000000 12309.00000000 NS 1807241.33000000 0.086755972362 Long EC CORP GB N 2 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 4264.00000000 NS USD 256778.08000000 0.012326539705 Long EC CORP IE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 117840.60000000 OU Notional Amount USD -5806.56000000 -0.00027874183 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Lamb Weston Holdings, Inc. Lamb Weston Holdings, Inc. 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Zoom Video Communications, Inc. 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Apple, Inc. 100.00000000 155.00000000 USD 2023-04-21 XXXX 178056.07000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -1650000.00000000 NC USD -127.08000000 -0.00000610042 N/A DCR US N 2 Morgan Stanley & Co. 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Alphabet, Inc. 100.00000000 95.00000000 USD 2023-04-21 XXXX 185640.32000000 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 16308NAA2 280000.00000000 PA USD 262920.00000000 0.012621380373 Long DBT CORP US N 2 2027-10-01 Fixed 7.13000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2235.06000000 0.000107293254 N/A DFE ZA N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 1217977.28000000 USD 21870000.00000000 ZAR 2023-06-14 2235.06000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 282061.92000000 OU Notional Amount USD -8316.54000000 -0.00039923252 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2024-02-27 0.00000000 USD 0.00000000 USD 282061.92000000 USD -8316.54000000 N N N Symbotic Inc N/A 87151X101 3348.00000000 NS USD 76468.32000000 0.003670834296 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 530000.00000000 PA USD 446446.83000000 0.021431520075 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 238.00000000 NC USD 2618.00000000 0.000125676151 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 72.00000000 USD 2023-04-21 XXXX -11906.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -6873000.00000000 NC USD -100030.19000000 -0.00480191342 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 6873000.00000000 OU Notional Amount N/A -100030.19000000 0.00000000 DIR US N/A N/A 2033-12-18 0.00000000 N/A 0.00000000 N/A 6873000.00000000 USD 1.00000000 3.60000000 USD 2023-12-14 XXXX 33993.31000000 N N N BHMS Mortgage Trust N/A 05549GAA9 697744.00000000 PA USD 674862.39000000 0.032396527172 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.93000000 N N N N N N JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 000000000 10814776.00000000 NC USD 0.11000000 0.000000005280 N/A DIR US N 2 JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 Put Purchased JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 N/A 10814776.00000000 OU Notional Amount N/A 0.11000000 0.00000000 DIR US N/A N/A 2033-04-05 0.00000000 N/A 0.00000000 N/A 10814776.00000000 USD 1.00000000 3.80000000 USD 2023-04-03 XXXX -104903.22000000 N N N Hippo Holdings Inc N/A 433539111 12653.00000000 NS USD 706.04000000 0.000033893197 N/A DE US N 1 N/A N/A Call Purchased Hippo Holdings Inc Hippo Holdings Inc 25.00000000 287.50000000 USD 2026-07-30 XXXX -8833.14000000 N N N Gracie Point International Funding N/A 38411EAC6 222000.00000000 PA USD 221694.24000000 0.010642352539 Long ABS-O CORP US N 2 2023-11-01 Floating 7.06000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 245.00000000 NC USD 2695.00000000 0.000129372509 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased PulteGroup, Inc. PulteGroup, Inc. 100.00000000 50.00000000 USD 2023-04-21 XXXX -68898.45000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 3813572.00000000 PA USD 1104713.06000000 0.053031354534 Long DBT NUSS AR N 2 2030-07-09 Variable 0.50000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 383149.43000000 OU Notional Amount USD -2782.27000000 -0.00013356187 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2123-02-01 0.00000000 USD 0.00000000 USD 383149.43000000 USD -2782.27000000 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 1374.00000000 NS 187512.88000000 0.009001488602 Long EP CORP DE N 2 N N N CITIBANK NA N Y BRH INSTL N/A 17330QAB3 3240000.00000000 PA USD 3232703.62000000 0.155184778732 Long STIV CORP US N 2 2023-09-21 Fixed 5.00000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBB4 555000.00000000 PA USD 554115.56000000 0.026600118872 Long DBT CORP LU N 2 2028-03-30 Fixed 4.25000000 N N N N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 484.00000000 NS USD 101223.76000000 0.004859210321 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -72.00000000 NC USD -216.00000000 -0.00001036900 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 365.00000000 USD 2023-04-06 XXXX 27013.93000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 145916.96000000 OU Notional Amount USD -19106.57000000 -0.00091720404 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Trelleborg AB Trelleborg AB Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 145916.96000000 USD -19106.57000000 N N N Cameco Corp N4BHALMXL3GMZKCUON55 13321L108 91064.00000000 NS USD 2383144.88000000 0.114402015885 Long EC CORP CA N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 55.00000000 NC USD 2200.00000000 0.000105610211 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Ally Financial, Inc. Ally Financial, Inc. 100.00000000 15.00000000 USD 2023-06-16 XXXX -507.60000000 N N N Opendoor Technologies Inc 254900KX11YZ4HV5BQ47 683712103 55264.00000000 NS USD 97264.64000000 0.004669154185 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 468045.72000000 OU Notional Amount USD -63934.47000000 -0.00306915131 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Caesars Entertainment Inc Caesars Entertainment Inc Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 468045.72000000 USD -63934.47000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 59614.75000000 OU Notional Amount USD -2727.56000000 -0.00013093554 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Tokyo Electric Power Co Holdings Inc Tokyo Electric Power Co Holdings Inc Y equity-performance leg 2122-03-03 0.00000000 USD 0.00000000 USD 59614.75000000 USD -2727.56000000 N N N J.P. 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LLC Vistra Operations Co. LLC Y sell protection 2025-12-20 11519.63000000 USD 0.00000000 USD 239000.00000000 USD 2245.25000000 N N N SCOR SE 96950056ULJ4JI7V3752 000000000 4717.00000000 NS 107251.60000000 0.005148574620 Long EC CORP FR N 2 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 2556.00000000 NS USD 92143.80000000 0.004423330096 Long EC CORP US N 1 N N N Novozymes A/S 529900T6WNZXD2R3JW38 000000000 13720.00000000 NS 702507.17000000 0.033723604929 Long EC CORP DK N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 99803.34000000 OU Notional Amount USD -4275.18000000 -0.00020522848 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Discover Financial Services Discover Financial Services Y equity-performance leg 2123-02-10 0.00000000 USD 0.00000000 USD 99803.34000000 USD -4275.18000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 215109.00000000 OU Notional Amount USD -7710.00000000 -0.00037011578 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2123-02-10 0.00000000 USD 0.00000000 USD 215109.00000000 USD -7710.00000000 N N N Swisscom AG 5493005SL9HHOXS3B739 000000000 219.00000000 NS 139759.59000000 0.006709109030 Long EC CORP CH N 2 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 366636.00000000 NS 8884431.51000000 0.426493950608 Long EC CORP DE N 2 N N N Hangzhou Tigermed Consulting Co Ltd 300300CP4N8WDF6DOO67 000000000 18700.00000000 NS 176185.84000000 0.008457738107 Long EC CORP CN N 2 N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 200000.00000000 PA USD 196000.00000000 0.009408909756 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N UMBS, TBA N/A 01F030652 6800000.00000000 PA USD 6107740.08000000 0.293199873630 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 3.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 1006426.00000000 NS 11951645.47000000 0.573734457521 Long EC CORP NL N 2 N N N Morgan Stanley & Co. 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Holdings, Inc. Tokyo Electric Power Co. Holdings, Inc. Y equity-performance leg 2123-03-30 0.00000000 USD 0.00000000 USD 25977.74000000 USD -1096.63000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 211000.00000000 PA USD 173163.48000000 0.008312650798 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 44.73000000 OU Notional Amount USD 1.94000000 0.000000093129 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 44.73000000 USD 1.94000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 242.00000000 NC USD 99462.00000000 0.004774637664 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 135.00000000 USD 2023-06-16 XXXX -32362.44000000 N N N FANATICS HOLDINGS INC. 254900SDMEGPMGGZLF87 000000000 37931.00000000 NS USD 2845583.62000000 0.136601221869 Long EC CORP US Y 3 N N N Davis-Standard, LLC N/A 23344YAB8 554624.62000000 PA USD 534286.54000000 0.025648233873 Long LON CORP US N 2 2028-12-10 Floating 10.79000000 N N N N N N QBE Insurance Group Ltd 549300D2FBW76FPUSG65 000000000 9119.00000000 NS 89279.72000000 0.004285840962 Long EC CORP AU N 2 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 11004.00000000 NS USD 597847.32000000 0.028699446338 Long EC CORP US N 1 N N N Kose Corp 353800NX4GGAVDHHY664 000000000 18600.00000000 NS 2210763.23000000 0.106126896556 Long EC CORP JP N 2 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 171260.75000000 OU Notional Amount USD 4328.69000000 0.000207797212 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 171260.75000000 USD 4328.69000000 N N N HANWHA LIFE INSURANCE 988400ZKCI3R9DQHR320 000000000 200000.00000000 PA USD 177379.61000000 0.008515044608 Long DBT CORP KR N 2 2032-02-04 Fixed 3.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 471576.00000000 OU Notional Amount USD -29467.20000000 -0.00141456237 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Teledyne Technologies Inc Teledyne Technologies Inc Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 471576.00000000 USD -29467.20000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 38168.00000000 NS USD 4434358.24000000 0.212869778112 Long EC CORP US N 1 N N N Givaudan SA 213800SVRMQA1TD91D41 000000000 119.00000000 NS 387319.72000000 0.018593144349 Long EC CORP CH N 2 N N N Nihon M&A Center Holdings Inc N/A 000000000 24600.00000000 NS 184385.95000000 0.008851381448 Long EC CORP JP N 2 N N N Goldman Sachs & Co. 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Dexcom, Inc. 100.00000000 130.00000000 USD 2023-05-19 XXXX -6860.75000000 N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 25128.00000000 NS USD 431196.48000000 0.020699432488 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 233370.25000000 OU Notional Amount USD -2460.42000000 -0.00011811158 N/A DE FI N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Fortum Oyj Fortum Oyj Y equity-performance leg 2123-03-09 0.00000000 USD 0.00000000 USD 233370.25000000 USD -2460.42000000 N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 7664.00000000 NS 2076818.38000000 0.099696922035 Long EC CORP NL N 2 N N N BX Trust N/A 12434AAC2 814304.46000000 PA USD 789754.81000000 0.037911896619 Long ABS-MBS CORP US N 2 2033-02-15 Floating 7.09000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 28149.41000000 OU Notional Amount USD -191.80000000 -0.00000920729 N/A DE KR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 LG Electronics, Inc. LG Electronics, Inc. Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 28149.41000000 USD -191.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -52294.36000000 -0.00251037201 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 68501704.00000000 CNY 9976613.65000000 USD 2023-06-15 -52294.36000000 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 3510.00000000 NS USD 388943.10000000 0.018671074124 Long EC CORP US N 1 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 56225000000.00000000 PA 3798379.44000000 0.182339843742 Long DBT NUSS ID N 2 2038-06-15 Fixed 7.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -164.00000000 NC USD -9512.00000000 -0.00045662015 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 280.00000000 USD 2023-04-28 XXXX 48505.97000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDL7 930000.00000000 PA USD 745023.80000000 0.035764600515 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 276000.00000000 PA USD 211223.35000000 0.010139701217 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Food & Life Cos Ltd 529900CWF7GCVZKS5M87 000000000 2800.00000000 NS 73068.27000000 0.003507616114 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -500.00000000 NC USD -3125.00000000 -0.00015001450 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Put Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 500.00000000 NC N/A -3125.00000000 0.00000000 DIR US Short CME 1 Year Mid-Curve SOFR SRU4 Comdty 2024-09-17 500.00000000 USD 2500.00000000 95.12500000 USD 2023-04-14 XXXX 37567.18000000 N N N Maverick Gaming LLC N/A 57770JAC0 344659.32000000 PA USD 232069.46000000 0.011140411257 Long LON CORP US N 2 2026-09-03 Floating 12.45000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 127431.80000000 OU Notional Amount USD -6959.60000000 -0.00033409310 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2123-02-10 0.00000000 USD 0.00000000 USD 127431.80000000 USD -6959.60000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 151.00000000 NC USD 2265.00000000 0.000108730513 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Sabre Corp. Sabre Corp. 100.00000000 4.00000000 USD 2023-04-21 XXXX -3617.58000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 151965.68000000 0.007295058006 N/A DFE ZA N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5698087.23000000 USD 104860224.00000000 ZAR 2023-06-15 151965.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 247.00000000 NC USD 5187.00000000 0.000249000076 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Charles Schwab Corp. Charles Schwab Corp. 100.00000000 70.00000000 USD 2023-05-19 XXXX -62547.58000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 113000.00000000 PA USD 105309.22000000 0.005055331365 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBA5 190000.00000000 PA USD 189944.34000000 0.009118209968 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -6291.57000000 -0.00030202456 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 34121138.81000000 MXN 1859543.68000000 USD 2023-06-14 -6291.57000000 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 9075.00000000 NS USD 685162.50000000 0.032890980261 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 4032.00000000 NS USD 645563.52000000 0.030990045418 Long EC CORP US N 1 N N N Wiwynn Corp 254900FV2R15PMKXFL69 000000000 8000.00000000 NS 296811.27000000 0.014248318644 Long EC CORP TW N 2 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 42311.00000000 NS USD 5549087.65000000 0.266381963939 Long EC CORP CH N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -11940.00000000 -0.00057317542 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2789336864.30000000 COP 577926.03000000 USD 2023-06-14 -11940.00000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 40000.00000000 OU Notional Amount USD 12578.02000000 0.000603803342 N/A DCR US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 Pitney Bowes, Inc. Pitney Bowes, Inc. Y buy protection 2027-12-20 10647.95000000 USD 0.00000000 USD 40000.00000000 USD 1930.07000000 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 252000.00000000 PA USD 245158.65000000 0.011768753132 Long DBT CORP CO N 2 2025-01-16 Fixed 4.13000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAN4 260151.00000000 PA USD 251044.41000000 0.012051296932 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.83000000 N N N N N N Luxembourg Life Fund N/A 000000000 1050158.95000000 PA USD 1039657.36000000 0.049908378971 Long LON CORP LU Y 3 2026-05-27 Floating 13.98000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -104.00000000 NC USD -8112.00000000 -0.00038941365 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Starbucks Corp. Starbucks Corp. 100.00000000 90.00000000 USD 2023-05-19 XXXX 7672.05000000 N N N BSST Mortgage Trust N/A 05601PAS5 550000.00000000 PA USD 514692.64000000 0.024707635726 Long ABS-MBS CORP US N 2 2036-04-15 Floating 8.48000000 N N N N N N UMBS, TBA N/A 01F042640 64626800.00000000 PA USD 63321067.85000000 3.039705168947 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 4.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -269.00000000 NC USD -33356.00000000 -0.00160124282 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust Series 1 Invesco QQQ Trust Series 1 100.00000000 275.00000000 USD 2023-05-19 XXXX 77140.50000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -32.00000000 NC USD -2976.00000000 -0.00014286181 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 140.00000000 USD 2023-05-19 XXXX 5592.60000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 342000.00000000 PA USD 307515.63000000 0.014762177609 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N TRUST FIBRAUNO N/A 000000000 200000.00000000 PA USD 169618.00000000 0.008142451301 Long DBT MX N 2 2030-01-15 Fixed 4.87000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 182.00000000 NC USD 646282.00000000 0.031024535793 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 180.00000000 USD 2023-05-19 XXXX 417832.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 130.00000000 NC USD 40690.00000000 0.001953308867 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NextEra Energy, Inc. NextEra Energy, Inc. 100.00000000 75.00000000 USD 2023-04-21 XXXX 23500.22000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 295.00000000 NC USD 5162.50000000 0.000247823962 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco Senior Loan ETF Invesco Senior Loan ETF 100.00000000 19.00000000 USD 2023-06-16 XXXX -1238.98000000 N N N Rialto Real Estate Fund LP N/A 76243NAA4 570000.00000000 PA USD 557838.71000000 0.026778847353 Long ABS-CBDO CORP BM N 2 2037-01-19 Floating 6.99000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -103.00000000 NC USD -1545.00000000 -0.00007416717 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 140.00000000 USD 2023-04-21 XXXX 29124.70000000 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 446000.00000000 PA USD 407881.00000000 0.019580181227 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 743000.00000000 PA USD 488522.50000000 0.023451347534 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 915679.75000000 OU Notional Amount USD -46621.69000000 -0.00223805752 N/A DE CA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Shaw Communications Inc Shaw Communications Inc Y equity-performance leg 2122-08-25 0.00000000 USD 0.00000000 USD 915679.75000000 USD -46621.69000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 79663.00000000 OU Notional Amount USD -8004.11000000 -0.00038423443 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Lasertec Corp. Lasertec Corp. Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 79663.00000000 USD -8004.11000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13180331.00000000 OU Notional Amount USD -299145.01000000 -0.01436034899 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-11-04 203.30000000 USD 0.00000000 USD 13180331.00000000 USD -299348.31000000 N N N Bayer AG 549300J4U55H3WP1XT59 000000000 65568.00000000 NS 4188588.95000000 0.201071711425 Long EC CORP DE N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 122000.00000000 PA USD 97887.75000000 0.004699066357 Long DBT CORP US N 2 2032-07-21 Fixed 2.24000000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 2199.00000000 NS USD 267420.39000000 0.012837419983 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 485.00000000 NC USD 16490.00000000 0.000791596540 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 45.00000000 USD 2023-04-21 XXXX -99051.09000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 69855.72000000 OU Notional Amount USD -4496.22000000 -0.00021583942 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2123-03-29 0.00000000 USD 0.00000000 USD 69855.72000000 USD -4496.22000000 N N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 50212V100 46651.00000000 NS USD 9442162.40000000 0.453267622101 Long EC CORP US N 1 N N N Mr Cooper Group Inc 549300KD8C6DPXYC2M26 62482R107 10790.00000000 NS USD 442066.30000000 0.021221234302 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 9775.00000000 NS USD 447206.25000000 0.021467975760 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 4175.00000000 NS USD 211296.75000000 0.010143224758 Long EC CORP US N 1 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DY1 252000.00000000 PA USD 222380.11000000 0.010675277483 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 10052.00000000 NS USD 943782.28000000 0.045305930115 Long EC CORP NL N 1 N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 1952.00000000 NS 3953299.08000000 0.189776705540 Long EC CORP FR N 2 N N N Sanofi 549300E9PC51EN656011 000000000 28496.00000000 NS 3091209.48000000 0.148392403250 Long EC CORP FR N 2 N N N Anglo American Platinum Ltd 529900RORCZ0E5S5FX81 000000000 2518.00000000 NS 135170.31000000 0.006488802288 Long EC CORP ZA N 2 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 9525.00000000 NS USD 425005.50000000 0.020402236712 Long EC CORP US N 1 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 169000.00000000 PA USD 172380.00000000 0.008275040121 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 425566.00000000 NC 9872.87000000 0.000473943586 N/A DE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Purchased TOPIX Banks Index TPNBNK Index 1.00000000 218.87250000 JPY 2023-07-14 XXXX -10811.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 121.00000000 NC USD 101035.00000000 0.004850148965 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 100.00000000 USD 2023-05-19 XXXX 39660.28000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -13645311.00000000 NC USD -85895.05000000 -0.00412336109 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 13645311.00000000 OU Notional Amount N/A -85895.05000000 0.00000000 DIR US N/A N/A 2033-10-04 0.00000000 N/A 0.00000000 N/A 13645311.00000000 USD 1.00000000 3.93000000 USD 2023-10-02 XXXX 13715.72000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 243.00000000 NC USD 128790.00000000 0.006182517793 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased ConocoPhillips ConocoPhillips 100.00000000 100.00000000 USD 2023-05-19 XXXX 10393.34000000 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 15221.00000000 NS USD 3040242.54000000 0.145945753561 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -888.00000000 NC USD -227328.00000000 -0.01091279916 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 45.00000000 USD 2023-04-21 XXXX -121860.26000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 137441.43000000 OU Notional Amount USD -6974.10000000 -0.00033478917 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Dominion Energy, Inc. Dominion Energy, Inc. Y equity-performance leg 2123-02-15 0.00000000 USD 0.00000000 USD 137441.43000000 USD -6974.10000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 100000.00000000 PA 113409.22000000 0.005444168962 Long DBT CORP GB N 2 2026-05-08 Fixed 3.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 12971800000.00000000 PA 2056633.74000000 0.098727965626 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -121.00000000 NC USD -62073.00000000 -0.00297979211 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 305.00000000 USD 2023-05-19 XXXX -24650.14000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 465000.00000000 OU Notional Amount USD 2635.39000000 0.000126510952 N/A DCR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Southwest Airlines Co. Southwest Airlines Co. Y buy protection 2028-06-20 7313.01000000 USD 0.00000000 USD 465000.00000000 USD -4677.62000000 N N N Luxembourg Life Fund N/A 000000000 809092.58000000 PA USD 809092.58000000 0.038840199337 Long LON CORP LU Y 3 2023-04-01 None 0.00000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 22346.15000000 OU Notional Amount USD -2564.23000000 -0.00012309494 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Frontier Communications Parent, Inc. Frontier Communications Parent, Inc. Y equity-performance leg 2123-03-30 0.00000000 USD 0.00000000 USD 22346.15000000 USD -2564.23000000 N N N MERCIA N/A 000000000 689509.00000000 PA 842454.54000000 0.040441728271 Long LON CORP GB Y 3 2026-04-09 Variable 6.33000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -183.00000000 NC USD -14091.00000000 -0.00067643340 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walt Disney Co. 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Charles Schwab Corp. 100.00000000 82.50000000 USD 2023-04-21 XXXX -13626.23000000 N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAU4 200000.00000000 PA USD 198732.57000000 0.009540085800 Long DBT CORP ID N 2 2027-06-06 Fixed 4.40000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAE1 200000.00000000 PA USD 123485.14000000 0.005927859890 Long DBT CORP GB N 2 2025-03-11 Fixed 8.95000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91058UT11 9103000.00000000 PA USD 9020223.42000000 0.433012592582 Long STIV CORP US N 2 2023-06-01 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 489954.92000000 OU Notional Amount USD -47800.48000000 -0.00229464491 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Ford Motor Co. Ford Motor Co. 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B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 154691.88000000 0.01000000 DFE US 1422906940.00000000 JPY 10945438.00000000 USD 2023-05-29 1.00000000 130.00000000 USD 2023-05-29 XXXX -20128.66000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -63109.25000000 -0.00302953692 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2392000.00000000 EUR 2543128.23000000 USD 2023-06-21 -63109.25000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -135033393.00000000 NC USD -702920.38000000 -0.03374344092 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Constant Maturity Swap Constant Maturity Swap 1.00000000 0.68000000 USD 2023-09-27 XXXX -567886.99000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 4038938.00000000 NC USD 199480.20000000 0.009575975510 N/A DIR US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 Call Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. 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B4TYDEB6GKMZO031MB27 000000000 -21608900.00000000 OU Notional Amount USD -150657.25000000 -0.00723224729 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 Put Written Bank of America N.A. B4TYDEB6GKMZO031MB27 Bank of America N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -150657.25000000 -0.01000000 DFE MX -21608900.00000000 USD -383557975.00000000 MXN 2023-05-25 1.00000000 17.75000000 USD 2023-05-25 XXXX -78526.74000000 N N N Peloton Interactive Inc 5493002YS021166W0339 70614W100 63612.00000000 NS USD 721360.08000000 0.034628632117 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 90.00000000 NC USD 1800.00000000 0.000086408354 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Ford Motor Co. Ford Motor Co. 100.00000000 10.00000000 USD 2023-06-16 XXXX -200.61000000 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 7632.00000000 NS USD 574002.72000000 0.027554794860 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 23676.00000000 NS USD 10931682.72000000 0.524771511244 Long EC CORP US N 1 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 000000000 23097.00000000 NS 135390.51000000 0.006499372910 Long EC CORP SE N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 178.00000000 NC USD 9968.00000000 0.000478510267 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Health Care Select Sector SPDR Fund Health Care Select Sector SPDR Fund 100.00000000 138.00000000 USD 2023-06-16 XXXX -52372.77000000 N N N REGIONAL MGMT ISSUANCE N/A 75907WAA3 1711000.00000000 PA USD 1486516.80000000 0.071359706241 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 431000.00000000 OU Notional Amount USD -25293.64000000 -0.00121421212 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 -46325.54000000 USD 431000.00000000 USD 21031.90000000 N N N CARESYNTAX INC C 2 N/A 000000000 2497.00000000 NS USD 160432.25000000 0.007701492665 Long EC CORP US Y 3 N N N ATENTO LUXCO 1 SA 549300MLFF3HYCZQTC48 04684LAC2 200000.00000000 PA USD 60000.00000000 0.002880278497 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 201.00000000 NC USD 86430.00000000 0.004149041174 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 105.00000000 USD 2023-05-19 XXXX -60346.55000000 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 3836.00000000 NS USD 1365807.80000000 0.065565113956 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -51.00000000 NC USD -24990.00000000 -0.00119963599 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Tesla, Inc. Tesla, Inc. 100.00000000 135.00000000 USD 2023-08-18 XXXX 17993.22000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 138211.57000000 OU Notional Amount USD -5846.66000000 -0.00028066681 N/A DE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SIG Group AG SIG Group AG Y equity-performance leg 2123-02-24 0.00000000 USD 0.00000000 USD 138211.57000000 USD -5846.66000000 N N N Anhui Gujing Distillery Co Ltd N/A 000000000 1400.00000000 NS 24999.27000000 0.001200080997 Long EC CORP CN N 2 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AV1 200000.00000000 PA USD 194693.47000000 0.009346190252 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 49.00000000 NC USD 2254.00000000 0.000108202462 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Caterpillar, Inc. Caterpillar, Inc. 100.00000000 200.00000000 USD 2023-04-21 XXXX -5899.94000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -48038.24000000 -0.00230605849 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5474248.85000000 BRL 1015689.00000000 USD 2023-06-21 -48038.24000000 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 9901.00000000 NS USD 1899605.86000000 0.091189898522 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 20271.00000000 NS USD 9840759.66000000 0.472402140717 Long EC CORP US N 1 N N N Vita Global FinCo Limited N/A 000000000 378450.52000000 PA 435343.50000000 0.020898508697 Long LON CORP JE Y 3 2027-07-06 Variable 10.93000000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 000000000 200000.00000000 PA 248567.79000000 0.011932407676 Long DBT CORP GB N 2 2025-12-01 Fixed 5.13000000 N N N N N N J.P. 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