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E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 13886.72000000 0.000706758889 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 3625000.00000000 BRL 728204.10000000 USD 2023-12-14 13886.72000000 N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001A102 3757.00000000 NS USD 459819.23000000 0.023402310151 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -77.00000000 NC 37779.13000000 0.001922753246 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUZ3 Comdty 2023-12-07 -8119963.39000000 EUR 37779.13000000 N N N GS Mortgage Securities Trust N/A 36258RBE2 515232.00000000 PA USD 399751.87000000 0.020345206626 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.73000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 293581.06000000 OU Notional Amount USD 2556.70000000 0.000130122192 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Tyson Foods, Inc. Tyson Foods, Inc. Y equity-performance leg 2123-09-13 0.00000000 USD 0.00000000 USD 293581.06000000 USD 2556.70000000 N N N Credit Suisse Mortgage Trust N/A 126438AA8 447091.94000000 PA USD 399954.99000000 0.020355544335 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.26000000 N N N N N N Magnit PJSC 2534009KKPTVL99W2Y12 000000000 1.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU Y 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -95450.00000000 -0.00485788840 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Adobe, Inc. Adobe, Inc. 100.00000000 510.00000000 USD 2023-11-17 XXXX -36702.05000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 350.00000000 NC USD 70000.00000000 0.003562621142 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 135.00000000 USD 2023-10-20 XXXX -121523.52000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HW0 456000.00000000 PA USD 402894.48000000 0.020505148467 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 633387.40000000 OU Notional Amount USD 13216.07000000 0.000672626434 N/A DE BR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Localiza Rent a Car SA Localiza Rent a Car SA Y equity-performance leg 2122-02-02 0.00000000 USD 0.00000000 USD 633387.40000000 USD 13216.07000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 117.00000000 NC USD 5148.00000000 0.000262005337 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Fortinet, Inc. Fortinet, Inc. 100.00000000 55.00000000 USD 2023-10-20 XXXX -26702.92000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -21125.56000000 -0.00107517666 N/A DFE SG N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3838677.48000000 USD 5198914.00000000 SGD 2023-12-20 -21125.56000000 N N N Yakult Honsha Co Ltd 353800YJPSPGG7KI0S71 000000000 2600.00000000 NS 63207.98000000 0.003216944084 Long EC CORP JP N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -2425.15000000 -0.00012342700 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Yen Denominated Nikkei 225 Index Futures NHZ3 Index 2023-12-07 16274914.00000000 JPY -2425.15000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 65272.80000000 0.003322032247 Long DBT NUSS UA Y 2 2025-09-01 Fixed 7.75000000 Y Y N N N N ARDAGH METAL PACKAGING N/A 000000000 1372000.00000000 PA 1200327.75000000 0.061090186003 Long DBT CORP XX N 2 2028-09-01 Fixed 2.00000000 N N N N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 3000.00000000 NS 92826.55000000 0.004724368994 Long EC CORP JP N 1 N N N STEM INC 549300GVWIYFILN5V546 85859NAA0 73000.00000000 PA USD 42011.50000000 0.002138157973 Long DBT CORP US N 2 2028-12-01 Fixed 0.50000000 N N N N Y Stem Inc USD XXXX N N N Mirion Technologies Inc 549300BNTOWVWFNVTJ65 60471A101 27263.00000000 NS USD 203654.61000000 0.010364917419 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 252151.16000000 OU Notional Amount USD -5321.32000000 -0.00027082638 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2123-09-13 0.00000000 USD 0.00000000 USD 252151.16000000 USD -5321.32000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 491081.82000000 OU Notional Amount USD -15924.18000000 -0.00081045457 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 PerkinElmer Inc PerkinElmer Inc Y equity-performance leg 2122-06-09 0.00000000 USD 0.00000000 USD 491081.82000000 USD -15924.18000000 N N N 10X FUTURE TECHNOLOGIES HOLDNG N/A 000000000 46779.00000000 NS USD 600642.36000000 0.030569445298 Long EP CORP US Y 3 N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 4877.00000000 NS 304938.18000000 0.015519702960 Long EC CORP BE N 1 N N N Galaxy Universal LLC N/A 000000000 1347283.50000000 PA USD 1311984.67000000 0.066772918916 Long LON CORP US Y 3 2026-11-12 Variable 11.26000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 899.00000000 NC USD 9889.00000000 0.000503296578 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Comcast Corp. Comcast Corp. 100.00000000 47.50000000 USD 2023-10-20 XXXX -13604.16000000 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 842.00000000 NS USD 432013.36000000 0.021987141860 Long EC CORP US N 1 N N N SKF AB 549300B6HWYEE57O8J84 000000000 30333.00000000 NS 505709.64000000 0.025737883649 Long EC CORP SE N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 14051.00000000 NS USD 138542.86000000 0.007051081745 Long EC CORP US N 1 N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046UXA4 1555000.00000000 PA USD 1552854.10000000 0.079031869258 Long STIV CORP US N 2 2023-10-10 None 0.00000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 596000.00000000 PA USD 484995.00000000 0.024683620586 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 000000000 9817.00000000 NS 319673.94000000 0.016269673391 Long EC CORP FR N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 812681.44000000 OU Notional Amount USD -31001.13000000 -0.00157778973 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Xiaomi Corp Xiaomi Corp Y equity-performance leg 2121-07-29 0.00000000 USD 0.00000000 USD 812681.44000000 USD -31001.13000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 381921.50000000 OU Notional Amount USD 9663.02000000 0.000491795419 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2123-09-13 0.00000000 USD 0.00000000 USD 381921.50000000 USD 9663.02000000 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 31876.00000000 NS USD 4440326.80000000 0.225988601969 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 140.00000000 NC USD 5460.00000000 0.000277884449 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 140.00000000 USD 2023-10-20 XXXX -48752.21000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -28.00000000 -0.00000142504 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Invesco QQQ Trust Invesco QQQ Trust 100.00000000 332.00000000 USD 2023-09-29 XXXX 327.36000000 N N N LOOKOUT INC N/A 000000000 285629.00000000 NS USD 1191072.93000000 0.060619165754 Long EP CORP US Y 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -599.00000000 NC USD -35341.00000000 -0.00179866562 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Intel Corp. Intel Corp. 100.00000000 30.00000000 USD 2023-12-15 XXXX -2311.01000000 N N N Atlassian Corp 549300V7ZY5P02D2MY38 049468101 2736.00000000 NS USD 551331.36000000 0.028059782281 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 109605.46000000 OU Notional Amount USD 4338.76000000 0.000220819401 N/A DE US N 2 J.P. 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Y equity-performance leg 2123-07-20 0.00000000 USD 0.00000000 USD 57907.87000000 USD -377.73000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 83140.58000000 OU Notional Amount USD -2630.78000000 -0.00013389246 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2123-06-01 0.00000000 USD 0.00000000 USD 83140.58000000 USD -2630.78000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 192485.61000000 OU Notional Amount USD 5729.15000000 0.000291582727 N/A DE NL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Heineken Holding NV Heineken Holding NV Y equity-performance leg 2123-08-17 0.00000000 USD 0.00000000 USD 192485.61000000 USD 5729.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 655000.00000000 OU Notional Amount USD 5328.81000000 0.000271207588 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Southwest Airlines Co. Southwest Airlines Co. Y buy protection 2028-12-20 5266.90000000 USD 0.00000000 USD 655000.00000000 USD 61.91000000 N N N HKT CAPITAL NO 6 LTD 254900F4EZA4GPR3LG03 000000000 201000.00000000 PA USD 161666.31000000 0.008227940200 Long DBT CORP VG N 2 2032-01-18 Fixed 3.00000000 N N N N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 8100.00000000 NS 126399.89000000 0.006433070293 Long EC CORP JP N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 37430.00000000 NS USD 5829722.50000000 0.296701323345 Long EC CORP US N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 300000.00000000 PA USD 243325.32000000 0.012383941851 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 2305704.24000000 OU Notional Amount USD -28419.72000000 -0.00144640993 N/A DE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2023-12-15 0.00000000 USD 0.00000000 USD 2305704.24000000 USD -28419.72000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -44.00000000 NC USD -9020.00000000 -0.00045906918 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Lockheed Martin Corp. 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Apple, Inc. 100.00000000 180.00000000 USD 2023-10-20 XXXX -43375.15000000 N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 713000.00000000 PA 755326.50000000 0.038442030835 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 16465.00000000 NS USD 6733526.40000000 0.342700050244 Long EC CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 145832.65000000 0.007422092602 N/A DFE SE N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 8190323.14000000 USD 90685927.00000000 SEK 2023-12-20 145832.65000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 665302.26000000 OU Notional Amount USD 14505.28000000 0.000738240245 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2024-02-27 0.00000000 USD 0.00000000 USD 665302.26000000 USD 14505.28000000 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 1591000.00000000 PA USD 1587560.74000000 0.080798249393 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 145112.00000000 NS 417309.53000000 0.021238796494 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 113498.00000000 OU Notional Amount USD 3203.20000000 0.000163025543 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2123-06-01 0.00000000 USD 0.00000000 USD 113498.00000000 USD 3203.20000000 N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 976000.00000000 PA USD 926687.87000000 0.047163397118 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -59.00000000 NC USD -10325.00000000 -0.00052548661 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Rockwell Automation, Inc. Rockwell Automation, Inc. 100.00000000 270.00000000 USD 2023-10-20 XXXX 4709.47000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 399.00000000 NC USD 37107.00000000 0.001888545467 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Devon Energy Corp. Devon Energy Corp. 100.00000000 52.50000000 USD 2023-11-17 XXXX -42420.75000000 N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 122965.00000000 NS 271967.57000000 0.013841677357 Long EC CORP AU N 1 N N N RELATIVITY SPACE, SERIES E N/A 000000000 29214.00000000 NS USD 463626.18000000 0.023596063302 Long EP CORP US Y 3 N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 44984WAH0 466000.00000000 PA USD 435922.68000000 0.022186105090 Long DBT CORP GB N 2 2028-05-15 Fixed 6.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 815000.00000000 PA USD 665716.24000000 0.033881353594 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N GS Mortgage Securities Trust N/A 36264YAA8 209172.00000000 PA USD 186758.53000000 0.009504998393 Long ABS-MBS CORP US N 2 2026-05-15 Floating 6.60000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 127054.00000000 NS 4301765.48000000 0.218936580710 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 151895.87000000 OU Notional Amount USD 9146.27000000 0.000465495641 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2024-02-27 0.00000000 USD 0.00000000 USD 151895.87000000 USD 9146.27000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 43.00000000 NC USD 215.00000000 0.000010942336 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Equitrans Midstream Corp. Equitrans Midstream Corp. 100.00000000 12.00000000 USD 2023-10-20 XXXX -1557.85000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 88865.47000000 OU Notional Amount USD 4188.02000000 0.000213147551 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 ON Semiconductor Corp. ON Semiconductor Corp. Y equity-performance leg 2123-05-05 0.00000000 USD 0.00000000 USD 88865.47000000 USD 4188.02000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 456000.00000000 PA USD 407999.36000000 0.020764959230 Long DBT CORP US N 2 2026-12-09 Fixed 1.09000000 N N N N N N Genius Sports Ltd N/A 000000000 68687.00000000 NS USD 366101.71000000 0.018632595605 Long EC CORP GG N 1 N N N APTIV PLC / APTIV CORP N/A 00217GAB9 229000.00000000 PA USD 187742.60000000 0.009555082230 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAE0 835000.00000000 PA USD 786626.95000000 0.040035054334 Long DBT CORP US N 2 2031-03-15 Fixed 8.63000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 1062.00000000 NS USD 242624.52000000 0.012348274923 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 9241.00000000 NS USD 851465.74000000 0.043334997822 Long EC CORP LR N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 109352.23000000 OU Notional Amount USD -630.52000000 -0.00003209005 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2123-08-09 0.00000000 USD 0.00000000 USD 109352.23000000 USD -630.52000000 N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAG1 576000.00000000 PA USD 381123.36000000 0.019397116289 Long ABS-MBS CORP US N 2 2034-04-15 Floating 8.55000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 47973.68000000 0.002441600666 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14054364.59000000 PLN 3255853.85000000 USD 2023-12-14 47973.68000000 N N N Scout24 SE 5493007EIKM2ENQS7U66 000000000 2808.00000000 NS 194928.67000000 0.009920814300 Long EC CORP DE N 1 N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1217000.00000000 PA USD 1135093.10000000 0.057770095384 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 200000.00000000 PA USD 184059.84000000 0.009367649678 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 72.00000000 NC USD 22320.00000000 0.001135967198 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lockheed Martin Corp. Lockheed Martin Corp. 100.00000000 435.00000000 USD 2023-11-17 XXXX -1760.62000000 N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 000000000 9500.00000000 NS 78853.78000000 0.004013230625 Long EC CORP KY N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 46.00000000 NC USD 13340.00000000 0.000678933800 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 530.00000000 USD 2023-10-20 XXXX -47252.58000000 N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881JAA4 898000.00000000 PA USD 894508.04000000 0.045525617936 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 7.18000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 16337393.00000000 OU Notional Amount -88724.11000000 -0.00451557700 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 16337393.00000000 BRL -88724.11000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 185.00000000 NC USD 55500.00000000 0.002824649620 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Valero Energy Corp. Valero Energy Corp. 100.00000000 145.00000000 USD 2023-10-20 XXXX -23863.21000000 N N N Fila Holdings Corp N/A 000000000 2328.00000000 NS 62195.92000000 0.003165435708 Long EC CORP KR N 2 N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 2062.00000000 NS USD 67757.32000000 0.003448480868 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 158193.00000000 NS USD 49949439.75000000 2.542156144515 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 81486.98000000 OU Notional Amount USD 9520.18000000 0.000484525636 N/A DE KR N 2 J.P. 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 81486.98000000 USD 9520.18000000 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 134964.00000000 NS 4641390.35000000 0.236221648458 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27869289.00000000 OU Notional Amount -146147.44000000 -0.00743811370 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-13 146.38000000 MXN 0.00000000 MXN 27869289.00000000 MXN -146153.50000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 46.00000000 NC USD 11592.00000000 0.000589970061 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 620.00000000 USD 2023-11-17 XXXX -84381.57000000 N N N Wal-Mart de Mexico SAB de CV N/A 000000000 221359.00000000 NS 835518.29000000 0.042523358928 Long EC CORP MX N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 2073.00000000 NS USD 330622.77000000 0.016826909580 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 108737.61000000 OU Notional Amount USD 1329.93000000 0.000067686239 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Simmons First National Corp. Simmons First National Corp. Y equity-performance leg 2123-07-13 0.00000000 USD 0.00000000 USD 108737.61000000 USD 1329.93000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 43458.00000000 NS 267405.57000000 0.013609496247 Long EC CORP IT N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -75.00000000 NC USD -1050.00000000 -0.00005343931 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares JP Morgan USD Emerging Markets Bond ETF iShares JP Morgan USD Emerging Markets Bond ETF 100.00000000 77.00000000 USD 2023-10-20 XXXX -917.28000000 N N N Dowlais Group PLC 213800XM8WOFLY6VPC92 000000000 54701.00000000 NS 71679.49000000 0.003648098093 Long EC CORP GB N 1 N N N Dr Ing hc F Porsche AG 529900EWEX125AULXI58 000000000 22255.00000000 NS 2094089.97000000 0.106577845738 Long EP CORP DE N 1 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 564000.00000000 PA 501049.76000000 0.025500720978 Long DBT CORP GB N 2 2028-01-20 Fixed 0.16000000 N N N N N N OpenDoor 254900KX11YZ4HV5BQ47 000000000 1413778.03000000 PA USD 1323296.24000000 0.067348616608 Long LON CORP US Y 3 2026-04-01 Fixed 10.00000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 67027.77000000 OU Notional Amount USD 4224.33000000 0.000214995533 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Martin Marietta Materials, Inc. Martin Marietta Materials, Inc. Y equity-performance leg 2123-05-05 0.00000000 USD 0.00000000 USD 67027.77000000 USD 4224.33000000 N N N Gerdau SA 254900YDV6SEQQPZVG24 000000000 28589.00000000 NS 136786.75000000 0.006961705251 Long EP CORP BR N 1 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 12381.00000000 NS 461939.51000000 0.023510220927 Long EC CORP ES N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 169.00000000 NC USD 7774.00000000 0.000395654525 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 2023-11-17 XXXX 1211.98000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 42011100.00000000 PA 2047171.79000000 0.104189964309 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 23899.00000000 NS 1035577.02000000 0.052705265518 Long EC CORP NL N 1 N N N Japan Post Bank Co Ltd 5493006JVO6N2HC2XZ76 000000000 28400.00000000 NS 247245.72000000 0.012583468992 Long EC CORP JP N 1 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBJ9 362000.00000000 PA USD 371333.81000000 0.018898881178 Long DBT CORP KY N 2 2031-07-15 Fixed 8.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 28.00000000 NC USD 672.00000000 0.000034201162 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 610.00000000 USD 2023-10-20 XXXX -26228.25000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 99612.44000000 OU Notional Amount USD -413.15000000 -0.00002102709 N/A DE DE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sartorius AG Sartorius AG Y equity-performance leg 2024-02-26 0.00000000 USD 0.00000000 USD 99612.44000000 USD -413.15000000 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 35457.00000000 NS USD 5830903.65000000 0.296761437487 Long EC US N 1 N N N DBWF Mortgage Trust N/A 23307GAJ5 228110.00000000 PA USD 225258.56000000 0.011464441548 Long ABS-MBS CORP US N 2 2030-12-19 Floating 7.23000000 N N N N N N Kering SA 549300VGEJKB7SVUZR78 000000000 7861.00000000 NS 3589539.46000000 0.182688131035 Long EC CORP FR N 1 N N N Evolution AB 549300SUH6ZR1RF6TA88 000000000 1438.00000000 NS 145622.25000000 0.007411384381 Long EC CORP SE N 1 N N N Mariner Finance Issuance Trust N/A 56848MAA7 599529.94000000 PA USD 582016.47000000 0.029621488305 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 153462565.00000000 OU Notional Amount -2263531.05000000 -0.11520147965 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-05-04 307.94000000 EUR 0.00000000 EUR 153462565.00000000 EUR -2263872.97000000 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 902.00000000 NS USD 96017.90000000 0.004886791437 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5217938.00000000 NC USD 40.49000000 0.000002060721 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 40.49000000 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 -59021.18000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 33181.00000000 NS USD 281374.88000000 0.014320458521 Long EC CORP CA N 1 N N N UBS AG/London BFM8T61CT2L1QCEMIK50 90351WFJ9 1240000.00000000 PA USD 1188282.80000000 0.060477163238 Long STIV CORP CH N 2 2024-06-18 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1222.00000000 NC USD 8554.00000000 0.000435352303 N/A DE KY N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alibaba Group Holding Ltd. Alibaba Group Holding Ltd. 100.00000000 110.00000000 USD 2023-10-20 XXXX -332665.12000000 N N N BENCHMARK Mortgage Trust N/A 08162RAF4 6176569.75000000 PA USD 377784.33000000 0.019227177734 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.37000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5261984.00000000 OU Notional Amount USD 67939.90000000 0.003457773202 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S39 2I65BYEB7 Y sell protection 2027-12-20 6909.21000000 USD 0.00000000 USD 5261984.00000000 USD 61030.69000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 116957.96000000 0.005952527158 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 7002984.00000000 EUR 7550429.67000000 USD 2023-12-20 116957.96000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -173.00000000 NC USD -33389.00000000 -0.00169931939 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 120.00000000 USD 2023-11-17 XXXX -12669.22000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC -11606.02000000 -0.00059068360 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXZ3 Index 2023-12-15 399127.55000000 EUR -11606.02000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 70.00000000 NC USD 2450.00000000 0.000124691739 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 345.00000000 USD 2023-10-20 XXXX -37139.90000000 N N N Accor SA 969500QZC2Q0TK11NV07 000000000 49924.00000000 NS 1685861.99000000 0.085801250987 Long EC CORP FR N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1452345.12000000 OU Notional Amount USD 17901.36000000 0.000911082337 N/A DE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2023-12-15 0.00000000 USD 0.00000000 USD 1452345.12000000 USD 17901.36000000 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 42448.00000000 NS USD 5876925.60000000 0.299103705660 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 100000.00000000 PA 116977.08000000 0.005953500263 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 14650.02000000 0.000745606728 Long EP CORP US Y 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 104.00000000 NC USD 48360.00000000 0.002461262263 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 135.00000000 USD 2023-11-17 XXXX 2887.90000000 N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAJ6 700000.00000000 PA USD 676200.00000000 0.034414920237 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 706327103 20861.00000000 NS 627250.68000000 0.031923664775 Long EC CORP CA N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 88.00000000 NC USD 2552.00000000 0.000129882987 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 6.00000000 USD 2024-01-19 XXXX 684.30000000 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 21021.00000000 NS USD 6009273.27000000 0.305839485765 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1400000.00000000 OU Notional Amount -11515.17000000 -0.00058605983 N/A DCR DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Credit Suisse Group Finance Guernsey Ltd. 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Freeport-McMoRan, Inc. 100.00000000 38.00000000 USD 2024-01-19 XXXX -66244.87000000 N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 0.00000000 PA 0.00000000 0.000000 Long DBT CORP NL N 2 2026-05-23 Fixed 2.13000000 N N N N N N JFE Holdings Inc 3538002Y11Y03NA9B530 000000000 9700.00000000 NS 142215.60000000 0.007238004333 Long EC CORP JP N 1 N N N Cosan SA 549300PGFCX2JMKKLC96 000000000 20733.00000000 NS 70367.35000000 0.003581317269 Long EC CORP BR N 1 N N N Redstone Holdco 2 LP N/A 75774EAK1 742791.00000000 PA USD 475386.24000000 0.024194586707 Long LON CORP US N 2 2029-04-27 Variable 13.18000000 N N N N N N Hana Financial Group Inc N/A 000000000 3138.00000000 NS 98308.74000000 0.005003382794 Long EC CORP KR N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 271644.16000000 OU Notional Amount USD 7145.60000000 0.000363672366 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 271644.16000000 USD 7145.60000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -16557.82000000 -0.00084270342 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 946043.82000000 USD 876000.00000000 EUR 2023-12-14 -16557.82000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 41.00000000 NC USD 23657.00000000 0.001204013262 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 525.00000000 USD 2023-11-17 XXXX -8004.44000000 N N N Innovid Corp N/A 457679116 4887.00000000 NS USD 305.68000000 0.000015557457 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 -3748.00000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 562473.00000000 OU Notional Amount -34716.39000000 -0.00176687635 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S38 2I667KJQ2 Y buy protection 2027-12-20 0.00000000 EUR -7685.27000000 EUR 562473.00000000 EUR -26779.94000000 N N N DB Insurance Co Ltd 9884000ZF26VNJBWSJ91 000000000 1451.00000000 NS 96142.71000000 0.004893143590 Long EC CORP KR N 2 N N N SANI/IKOS FINANCIAL HLDG 213800TZMBQZ462Y8A24 000000000 787000.00000000 PA 768819.58000000 0.039128755579 Long DBT CORP LU N 2 2026-12-15 Fixed 5.63000000 N N N N N N Crown PropTech Acquisitions N/A 000000000 12103.00000000 NS USD 2118.03000000 0.000107796263 N/A DE KY N 1 N/A N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2027-12-31 XXXX 2118.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -70.00000000 NC USD -350.00000000 -0.00001781310 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 251190.68000000 OU Notional Amount USD 6214.02000000 0.000316259986 N/A DE HK N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Flat Glass Group Co. Ltd. Flat Glass Group Co. Ltd. Y equity-performance leg 2123-06-15 0.00000000 USD 0.00000000 USD 251190.68000000 USD 6214.02000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 506.00000000 NC USD 40480.00000000 0.002060212912 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. 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International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 222896.40000000 0.01000000 DFE XX 424212.00000000 USD 400200.00000000 EUR 2023-10-20 1.00000000 1.06000000 EUR 2023-10-20 XXXX 155961.51000000 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 2198.00000000 NS USD 829964.80000000 0.042240716344 Long EC CORP US N 1 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 18192.00000000 NS USD 4262385.60000000 0.216932357951 Long EC CORP US N 1 N N N Amkor Technology Inc 529900VHLRTKPWZJBM84 031652BK5 135000.00000000 PA USD 132643.70000000 0.006750846429 Long DBT CORP US N 2 2027-09-15 Fixed 6.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -58790.87000000 -0.00299213709 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2122291.92000000 USD 770101997.00000000 HUF 2023-12-20 -58790.87000000 N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 210246.13000000 PA USD 209654.73000000 0.010670291053 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.37000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 43632.00000000 NS 5910194.11000000 0.300796892762 Long EC CORP GB N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -92.00000000 NC USD -20976.00000000 -0.00106756487 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. 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Freeport-McMoRan, Inc. 100.00000000 50.00000000 USD 2024-01-19 XXXX 42700.71000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 40448.00000000 NS USD 16013767.68000000 0.815014104428 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 7972800.00000000 PA USD 6353325.00000000 0.323349856728 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 22012.00000000 NS USD 330620.24000000 0.016826780817 Long EC CORP US N 1 N N N CASTOR SPA 213800OWLX4ZFFIAB390 000000000 890000.00000000 PA 891654.19000000 0.045380372417 Long DBT CORP IT N 2 2029-02-15 Floating 9.10000000 N N N N N N NETLINK NBN TRUST 25490032IBVZHHXJIM98 000000000 52700.00000000 NS 32383.32000000 0.001648135721 Long EC CORP SG N 1 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8344.79000000 -0.00042470464 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 12659000.00000000 MXN 708703.30000000 USD 2023-12-14 -8344.79000000 N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 15500.00000000 NS 450458.38000000 0.022925893549 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 118.00000000 NC USD 25960.00000000 0.001321223498 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Valero Energy Corp. 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Advanced Micro Devices, Inc. 100.00000000 85.00000000 USD 2023-11-17 XXXX 18643.66000000 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 16308NAA2 280000.00000000 PA USD 258989.47000000 0.013181162307 Long DBT CORP US N 2 2027-10-01 Fixed 7.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -10500.00000000 -0.00053439317 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 305.00000000 USD 2023-10-20 XXXX -2163.56000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 465335.76000000 OU Notional Amount USD -1025.32000000 -0.00005218323 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 465335.76000000 USD -1025.32000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 29143.66000000 OU Notional Amount USD 1811.68000000 0.000092204706 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Xerox Holdings Corp. Xerox Holdings Corp. Y equity-performance leg 2123-04-25 0.00000000 USD 0.00000000 USD 29143.66000000 USD 1811.68000000 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 347200.00000000 NS 6220744.11000000 0.316602206988 Long EC CORP JP N 1 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 13719.00000000 NS 1397935.42000000 0.071147346904 Long EC CORP DE N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 123000.00000000 NC 19373.37000000 0.000985999679 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. 1.00000000 1378.02000000 JPY 2023-12-08 XXXX -6335.15000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 530000.00000000 PA USD 414585.12000000 0.021100138770 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -6873000.00000000 NC USD -382331.93000000 -0.01945862596 N/A DIR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. 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Frontier Communications Parent, Inc. 100.00000000 12.50000000 USD 2023-11-17 XXXX -245.44000000 N N N Julius Baer Group Ltd 5299007MF0604ZGJER92 000000000 1317.00000000 NS 84687.41000000 0.004310130819 Long EC CORP CH N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 20966.97000000 0.001067105294 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6565325952.80000000 COP 1599387.55000000 USD 2023-12-14 20966.97000000 N N N Kose Corp 353800NX4GGAVDHHY664 000000000 28000.00000000 NS 2033859.74000000 0.103512453012 Long EC CORP JP N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 152912.06000000 OU Notional Amount USD 8898.88000000 0.000452904829 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 152912.06000000 USD 8898.88000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 23.00000000 NC USD 44551.00000000 0.002267404778 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 490.00000000 USD 2023-11-17 XXXX 17074.18000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 105648.95000000 OU Notional Amount USD 626.45000000 0.000031882914 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Glacier Bancorp, Inc. Glacier Bancorp, Inc. 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Amazon.com, Inc. 100.00000000 130.00000000 USD 2023-11-17 XXXX -109561.17000000 N N N Nihon M&A Center Holdings Inc N/A 000000000 21900.00000000 NS 105440.65000000 0.005366358414 Long EC CORP JP N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -170925000.00000000 NC USD -41568.96000000 -0.00211563508 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 170925000.00000000 OU Notional Amount N/A -41568.96000000 0.00000000 DIR US N/A N/A 2025-02-14 0.00000000 N/A 0.00000000 N/A 170925000.00000000 USD 1.00000000 3.75000000 USD 2024-02-12 XXXX 112639.88000000 N N N WH Group Ltd 254900A4AYEDRWYSE928 000000000 201000.00000000 NS 105492.95000000 0.005369020200 Long EC CORP KY N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 283213.46000000 OU Notional Amount USD -1021.06000000 -0.00005196642 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2123-08-16 0.00000000 USD 0.00000000 USD 283213.46000000 USD -1021.06000000 N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 100000.00000000 NS 2705433.62000000 0.137691928780 Long EC CORP JP N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 20111.00000000 NS USD 713337.17000000 0.036305001195 Long EC CORP US N 1 N N N JA Solar Technology Co Ltd N/A 000000000 33400.00000000 NS 117475.81000000 0.005978882920 Long EC CORP CN N 2 N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 154336.00000000 NS 3708893.88000000 0.188762625038 Long EC CORP IT N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 457000.00000000 PA USD 342577.62000000 0.017435346742 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N Sojitz Corp 5493004SE33MRLPB1W98 000000000 3100.00000000 NS 67999.20000000 0.003460791251 Long EC CORP JP N 1 N N N Capitec Bank Holdings Ltd N/A 000000000 2422.00000000 NS 219552.45000000 0.011174031432 Long EC CORP ZA N 1 N N N Credit Suisse Mortgage Trust N/A 12653VAL0 880808.66000000 PA USD 867926.66000000 0.044172769559 Long ABS-MBS CORP US N 2 2036-05-15 Floating 8.03000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 191.00000000 NC USD 102185.00000000 0.005200663449 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased T-Mobile U.S., Inc. T-Mobile U.S., Inc. 100.00000000 140.00000000 USD 2023-11-17 XXXX 15018.86000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 52.00000000 NC USD 11596.00000000 0.000590173639 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 220.00000000 USD 2023-11-17 XXXX -3859.97000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 7612.54000000 OU Notional Amount USD -161.12000000 -0.00000820013 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2123-07-12 0.00000000 USD 0.00000000 USD 7612.54000000 USD -161.12000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 161904.10000000 OU Notional Amount USD 5773.21000000 0.000293825142 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Nikon Corp. Nikon Corp. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 815355.44000000 OU Notional Amount USD 126017.81000000 0.006413624489 N/A DE FR N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2123-06-23 0.00000000 USD 0.00000000 USD 815355.44000000 USD 126017.81000000 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 11055.00000000 NS USD 695470.05000000 0.035395661488 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CW8 226000.00000000 PA USD 181113.61000000 0.009217702517 Long DBT CORP US N 2 2031-02-25 Fixed 2.30000000 N N N N N N MED Trust N/A 58403YBA3 1726398.62000000 PA USD 1627114.13000000 0.082811302871 Long ABS-MBS CORP US N 2 2038-11-15 Floating 10.70000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 938.00000000 NS USD 216030.78000000 0.010994797489 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 83947.22000000 OU Notional Amount USD -6405.99000000 -0.00032603022 N/A DE ZA N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Sasol Ltd. Sasol Ltd. Y equity-performance leg 2123-08-14 0.00000000 USD 0.00000000 USD 83947.22000000 USD -6405.99000000 N N N MCM 2021 VFN1 N/A 000000000 558292.02000000 PA USD 368161.00000000 0.018737402321 Long ABS-MBS CORP US Y 3 2028-08-25 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 72787150.00000000 OU Notional Amount 17586.29000000 0.000895046979 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-20 713.32000000 ZAR 0.00000000 ZAR 72787150.00000000 ZAR 17548.73000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 76895.15000000 OU Notional Amount USD -121.00000000 -0.00000615824 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2123-09-13 0.00000000 USD 0.00000000 USD 76895.15000000 USD -121.00000000 N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 321000.00000000 PA USD 301613.73000000 0.015350506448 Long DBT CORP XX N 2 2027-01-15 Fixed 3.88000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 67444.51000000 OU Notional Amount USD 1714.12000000 0.000087239430 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Fujitsu General Ltd. Fujitsu General Ltd. 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Pfizer, Inc. 100.00000000 30.00000000 USD 2023-11-17 XXXX -484.83000000 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 39265.00000000 NS USD 1443381.40000000 0.073460301321 Long EC CORP US N 1 N N N Hundsun Technologies Inc 3003003LS77D1DRDDE25 000000000 13200.00000000 NS 58948.07000000 0.003000137721 Long EC CORP CN N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 33.00000000 NC USD -50583.06000000 -0.00257440398 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets EM Index Futures MESZ3 Index 2023-12-15 1627158.06000000 USD -50583.06000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 76824.00000000 OU Notional Amount USD 6363.20000000 0.000323852440 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 BankUnited, Inc. BankUnited, Inc. Y equity-performance leg 2123-05-12 0.00000000 USD 0.00000000 USD 76824.00000000 USD 6363.20000000 N N N Burberry Group PLC 213800PE1KEFCNFR1R50 000000000 14494.00000000 NS 337501.59000000 0.017177004288 Long EC CORP GB N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 15099.00000000 NS USD 878006.85000000 0.044685796674 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 32586.00000000 NS USD 5250908.04000000 0.267242800019 Long EC CORP US N 1 N N N DOUGLAS GMBH 529900381YTPHVY9AI06 000000000 744000.00000000 PA 761029.76000000 0.038732295902 Long DBT CORP DE N 2 2026-04-08 Fixed 6.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 4232.00000000 NS USD 373516.32000000 0.019009959125 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 161733.91000000 OU Notional Amount USD 19083.15000000 0.000971229052 N/A DE DE N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Delivery Hero SE Delivery Hero SE Y equity-performance leg 2121-10-07 0.00000000 USD 0.00000000 USD 161733.91000000 USD 19083.15000000 N N N Nelnet Student Loan Trust N/A 64035DAG1 655600.00000000 PA USD 534188.98000000 0.027187327918 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 158000.00000000 PA USD 160765.00000000 0.008182068399 Long DBT CORP KY N 2 2028-02-01 Fixed 8.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 400000.00000000 PA 399350.43000000 0.020324775503 Long DBT CORP FR N 2 2027-01-23 Fixed 2.13000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 238000.00000000 PA USD 208400.58000000 0.010606461606 Long DBT CORP HK N 2 2026-04-07 Fixed 2.70000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -5872019.00000000 NC USD -144294.30000000 -0.00734379891 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 5872019.00000000 OU Notional Amount N/A -144294.30000000 -0.01000000 DIR US N/A N/A 2053-11-03 0.00000000 N/A 0.00000000 N/A 5872019.00000000 USD 1.00000000 4.00000000 USD 2023-11-01 XXXX -66196.45000000 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 8294.00000000 NS USD 2489941.74000000 0.126724558383 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 35.00000000 NC USD 17500.00000000 0.000890655285 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 210.00000000 USD 2023-11-17 XXXX -2703.11000000 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 123429.00000000 NS USD 4094139.93000000 0.208369563936 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 35900.00000000 NS 3681527.70000000 0.187369834588 Long EC CORP JP N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -19022500.00000000 NC USD -1207377.86000000 -0.06144899844 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 19022500.00000000 OU Notional Amount N/A -1207377.86000000 -0.06000000 DIR US N/A N/A 2033-10-17 0.00000000 N/A 0.00000000 N/A 19022500.00000000 USD 1.00000000 3.50000000 USD 2023-10-13 XXXX -1010494.98000000 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 12012.00000000 NS USD 2432790.36000000 0.123815862459 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 1354.00000000 NS USD 152934.30000000 0.007783528151 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 617.00000000 NS USD 687955.00000000 0.035013186116 Long EP CORP US N 1 N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 400000.00000000 PA USD 399300.47000000 0.020322232809 Long DBT CORP KR N 2 2028-01-17 Fixed 6.38000000 N N N N N N Oracle Corp Japan 529900MIMKY9RU60Z323 000000000 1300.00000000 NS 96560.49000000 0.004914406331 Long EC CORP JP N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 417000.00000000 PA USD 404038.60000000 0.020563377982 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 25000.00000000 PA USD 24580.26000000 0.001251002199 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N Aena SME SA 959800R7QMXKF0NFMT29 000000000 988.00000000 NS 148954.70000000 0.007580988050 Long EC CORP ES N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 599.00000000 NC USD 90449.00000000 0.004603364567 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intel Corp. Intel Corp. 100.00000000 38.00000000 USD 2023-12-15 XXXX 1830.17000000 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 865.00000000 NS USD 333552.65000000 0.016976024615 Long EC CORP US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 32110438.00000000 OU Notional Amount 903.06000000 0.000045960866 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-20 566.11000000 ZAR 0.00000000 ZAR 32110438.00000000 ZAR 872.58000000 N N N Foxconn Industrial Internet Co Ltd N/A 000000000 15700.00000000 NS 42577.43000000 0.002166960747 Long EC CORP CN N 2 N N N SG Holdings Co Ltd N/A 000000000 7300.00000000 NS 93545.90000000 0.004760980016 Long EC CORP JP N 1 N N N Lightning eMotors Inc 549300JQ9U3NF5XD5A71 53228T119 22028.00000000 NS USD 50.66000000 0.000002578319 N/A DE US N 1 N/A N/A Call Purchased Lightning eMotors Inc Lightning eMotors Inc 20.00000000 11.50000000 USD 2025-05-18 XXXX -19178.24000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 35257000000.00000000 PA 2536542.11000000 0.129096265003 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 1338.00000000 NS USD 216207.42000000 0.011003787509 Long EC CORP US N 1 N N N Nibe Industrier AB 549300ZQH0FIF1P0MX67 000000000 87205.00000000 NS 573089.59000000 0.029167158427 Long EC CORP SE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 173.00000000 NC USD 111931.00000000 0.005696682101 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2123-03-09 0.00000000 USD 0.00000000 USD 227766.45000000 USD 15139.31000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -139.00000000 NC USD -25159.00000000 -0.00128045693 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 120.00000000 USD 2023-11-17 XXXX 10948.70000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 26865000.00000000 PA 25698999.07000000 1.307939963304 Long DBT NUSS ES N 2 2032-10-31 Fixed 2.55000000 N N N N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 900.00000000 NS 31581.91000000 0.001607348289 Long EC CORP JP N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 227311.48000000 OU Notional Amount USD -4961.23000000 -0.00025249975 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Xiaomi Corp. Xiaomi Corp. 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E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 40389376.00000000 OU Notional Amount N/A -113.09000000 0.00000000 DIR US N/A N/A 2025-11-16 0.00000000 N/A 0.00000000 N/A 40389376.00000000 USD 1.00000000 2.75000000 USD 2023-11-14 XXXX 140966.60000000 N N N Flughafen Zurich AG 529900PFO97GCN5SYB55 000000000 601.00000000 NS 114770.09000000 0.005841176416 Long EC CORP CH N 1 N N N Merck KGaA 529900OAREIS0MOPTW25 000000000 4457.00000000 NS 745228.68000000 0.037928106449 Long EC CORP DE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 64336.80000000 OU Notional Amount USD 1632.40000000 0.000083080325 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Republic Services, Inc. Republic Services, Inc. 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Apple, Inc. 100.00000000 155.00000000 USD 2023-11-17 XXXX 203.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -14234747.00000000 NC -106672.03000000 -0.00542902899 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 14234747.00000000 OU Notional Amount N/A -106672.03000000 -0.01000000 DIR US N/A N/A 2029-03-20 0.00000000 N/A 0.00000000 N/A 14234747.00000000 EUR 1.00000000 3.58000000 EUR 2024-03-18 XXXX -18434.44000000 N N N Sysmex Corp 5299001ZO4CKWACMZI55 000000000 81200.00000000 NS 3875800.32000000 0.197257259495 Long EC CORP JP N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 70038.00000000 NS 10045308.54000000 0.511251836984 Long EC CORP DE N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 7444190.25000000 OU Notional Amount USD 167613.75000000 0.008530632707 N/A DE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF Y equity-performance leg 2023-12-15 0.00000000 USD 0.00000000 USD 7444190.25000000 USD 167613.75000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 22197447.00000000 OU Notional Amount -54273.36000000 -0.00276222028 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A Y 2026-01-02 0.00000000 BRL 0.00000000 BRL 22197447.00000000 BRL -54273.36000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1402.11000000 0.000071359810 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 105234.67000000 EUR 113062.10000000 USD 2023-12-14 1402.11000000 N N N ANZ Group Holdings Ltd 9845005D9C6BAA10BK72 000000000 7038.00000000 NS 116113.60000000 0.005909553804 Long EC CORP AU N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 104.00000000 NC USD 37336.00000000 0.001900200328 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust Invesco QQQ Trust 100.00000000 375.00000000 USD 2023-11-10 XXXX -4189.05000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828B25 33272657.93000000 PA USD 32953795.07000000 1.677169814948 Long DBT UST US N 2 2024-01-15 Fixed 0.63000000 N N N N N N GTCR W DUT/W-2 MERGER SU 894500GLVOTVRGS68C28 000000000 896000.00000000 PA 1116440.24000000 0.056820765764 Long DBT CORP NL N 2 2031-01-15 Fixed 8.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -45034.67000000 -0.00229202096 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3058157.30000000 USD 13207782.00000000 PLN 2023-12-20 -45034.67000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 619050.24000000 OU Notional Amount USD 22494.72000000 0.001144859500 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Blackstone, Inc. Blackstone, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 619050.24000000 USD 22494.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 14131.12000000 0.000719197526 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3795704000.00000000 COP 926685.55000000 USD 2023-12-14 14131.12000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 24134.32000000 OU Notional Amount USD 2209.48000000 0.000112450573 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Newell Brands, Inc. Newell Brands, Inc. Y equity-performance leg 2123-04-19 0.00000000 USD 0.00000000 USD 24134.32000000 USD 2209.48000000 N N N SNORKEL AI, INC., SERIES B N/A 000000000 4461.00000000 NS USD 38810.70000000 0.001975254576 Long EC CORP US Y 3 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 40151.00000000 NS 3399370.29000000 0.173009549525 Long EC CORP KR N 2 N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAU4 200000.00000000 PA USD 192747.57000000 0.009809808115 Long DBT NUSS ID N 2 2027-06-06 Fixed 4.40000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1141.00000000 NS USD 715144.57000000 0.036396988073 Long EC CORP US N 1 N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAE1 200000.00000000 PA USD 146999.05000000 0.007481456049 Long DBT CORP GB N 2 2025-03-11 Fixed 8.95000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 5431.91000000 OU Notional Amount USD 4.37000000 0.000000222409 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Ford Motor Co. Ford Motor Co. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 5431.91000000 USD 4.37000000 N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 226000.00000000 PA USD 209101.90000000 0.010642154998 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 180.00000000 NS USD 457198.20000000 0.023268913909 Long EC CORP US N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -16155701.00000000 NC USD -75184.76000000 -0.00382649736 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 16155701.00000000 OU Notional Amount N/A -75184.76000000 0.00000000 DIR US N/A N/A 2025-11-16 0.00000000 N/A 0.00000000 N/A 16155701.00000000 USD 1.00000000 4.75000000 USD 2023-11-14 XXXX -20142.80000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1401000.00000000 PA USD 1377877.53000000 0.070126508861 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 36972.00000000 NS 6455881.50000000 0.328569427517 Long EC CORP FR N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -25227.10000000 -0.00128392285 N/A DFE ZA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4272663.84000000 USD 81013060.00000000 ZAR 2023-12-20 -25227.10000000 N N N Genting Singapore Ltd 254900Y2N3AK93K1O866 000000000 280200.00000000 NS 173203.37000000 0.008815114113 Long EC CORP SG N 1 N N N Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 529900MUF4C20K50JS49 000000000 550.00000000 NS 214627.06000000 0.010923355739 Long EC CORP DE N 1 N N N CROWN PROPTECH ACQUISITIONS N/A 000000000 3026.00000000 NS USD 0.03000000 0.000000001526 Long EC CORP US Y 3 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 4566.00000000 NS USD 1123144.68000000 0.057161985474 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 138.00000000 NC USD 39882.00000000 0.002029777948 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased ConocoPhillips ConocoPhillips 100.00000000 125.00000000 USD 2023-11-17 XXXX -7917.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4038938.00000000 NC USD 397.19000000 0.000020214821 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 4038938.00000000 OU Notional Amount N/A 397.19000000 0.00000000 DIR US N/A N/A 2053-11-16 0.00000000 N/A 0.00000000 N/A 4038938.00000000 USD 1.00000000 2.85000000 USD 2023-11-14 XXXX -166154.18000000 N N N Masimo Corp 549300Q4A8JK0PIYCU29 574795100 4692.00000000 NS USD 411394.56000000 0.020937756534 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 111.00000000 NC USD 44289.00000000 0.002254070396 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 135.00000000 USD 2023-11-17 XXXX 3526.28000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 66828.12000000 OU Notional Amount USD 166.47000000 0.000008472422 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 General Electric Co. General Electric Co. Y equity-performance leg 2123-06-07 0.00000000 USD 0.00000000 USD 66828.12000000 USD 166.47000000 N N N Terumo Corp 353800JX1R4582QVK932 000000000 8200.00000000 NS 217455.84000000 0.011067325331 Long EC CORP JP N 1 N N N BX Trust 2019-OC11 N/A 05606FAN3 1319000.00000000 PA USD 1051204.49000000 0.053500619161 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.08000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 14914.00000000 NS USD 1197743.34000000 0.060958653521 Long EC CORP US N 1 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 7515.00000000 NS USD 3446829.90000000 0.175424986811 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 1022246.00000000 NS 5860791.42000000 0.298282563220 Long EC CORP JE N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 193430.48000000 OU Notional Amount USD 9967.78000000 0.000507306053 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2123-02-09 0.00000000 USD 0.00000000 USD 193430.48000000 USD 9967.78000000 N N N Peloton Interactive Inc 5493002YS021166W0339 70614W100 63612.00000000 NS USD 321240.60000000 0.016349407906 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 13555.00000000 NS USD 206036.00000000 0.010486117282 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 23453.00000000 NS USD 10323776.07000000 0.525424327125 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 359.00000000 NC USD 21540.00000000 0.001096269420 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 77.50000000 USD 2023-11-17 XXXX -52137.66000000 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 000000000 53505.00000000 NS 261169.61000000 0.013292119634 Long EC CORP SE N 1 N N N REGIONAL MGMT ISSUANCE N/A 75907WAA3 1711000.00000000 PA USD 1488570.00000000 0.075760156489 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 8808.00000000 NS USD 624575.28000000 0.031787501395 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 24200.00000000 NS 751553.80000000 0.038250020824 Long EC CORP JP N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 431000.00000000 OU Notional Amount USD -28213.76000000 -0.00143592768 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 -40087.44000000 USD 431000.00000000 USD 11873.68000000 N N N CARESYNTAX INC C 2 N/A 000000000 2497.00000000 NS USD 238513.44000000 0.012139043202 Long EC CORP US Y 3 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 39.00000000 NS USD 232568.70000000 0.011836488110 Long EC CORP US N 1 N N N COSCO SHIPPING Energy Transportation Co Ltd 529900IGB8FVHRCR1W95 000000000 22800.00000000 NS 42203.44000000 0.002147926680 Long EC CORP CN N 1 N N N Shimano Inc 529900L32YT3P9DECR10 000000000 900.00000000 NS 121443.39000000 0.006180811269 Long EC CORP JP N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 4541.00000000 NS USD 546736.40000000 0.027825923686 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1145.00000000 NS USD 497903.25000000 0.025340580649 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 815991.47000000 OU Notional Amount USD 4775.30000000 0.000243036924 N/A DE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SIG Group AG SIG Group AG Y equity-performance leg 2024-02-26 0.00000000 USD 0.00000000 USD 815991.47000000 USD 4775.30000000 N N N Anhui Gujing Distillery Co Ltd N/A 000000000 1400.00000000 NS 23464.93000000 0.001194237938 Long EC CORP CN N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 150.00000000 NC USD 37650.00000000 0.001916181228 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. 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Amazon.com, Inc. 100.00000000 155.00000000 USD 2023-11-17 XXXX -50741.70000000 N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAE2 200000.00000000 PA USD 145000.00000000 0.007379715224 Long DBT CORP PA N 2 2061-08-11 Fixed 5.13000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 918000.00000000 PA USD 934065.00000000 0.047538853108 Long DBT CORP US N 2 2028-07-01 Fixed 8.38000000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 584000.00000000 PA 541473.62000000 0.027558076668 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 6631.00000000 NS 79286.73000000 0.004035265437 Long EC CORP GB N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 365209.41000000 OU Notional Amount USD 16696.96000000 0.000849784895 N/A DE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2024-02-27 0.00000000 USD 0.00000000 USD 365209.41000000 USD 16696.96000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -52095.00000000 -0.00265135354 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 540.00000000 USD 2023-11-17 XXXX -34833.41000000 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 4566.00000000 NS USD 745673.46000000 0.037950743344 Long EC CORP US N 1 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 498600.00000000 NS 4065357.33000000 0.206904685374 Long EC CORP HK N 1 N N N NET One Systems Co Ltd N/A 000000000 8500.00000000 NS 161422.64000000 0.008215538716 Long EC CORP JP N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 9793.00000000 NS USD 4307157.26000000 0.219210993130 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KA4 19000.00000000 PA USD 18777.66000000 0.000955681264 Long DBT CORP US N 2 2024-02-16 Fixed 3.25000000 N N N N N N MED Trust N/A 58403YAD8 174164.15000000 PA USD 169536.50000000 0.008628490276 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.40000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 642185.92000000 OU Notional Amount USD -7573.44000000 -0.00038544710 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 642185.92000000 USD -7573.44000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 381.52000000 0.000019417303 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 19797.72000000 USD 144947.01000000 CNY 2023-10-10 381.52000000 N N N Bayview Commercial Asset Trust N/A 07324SCJ9 11174.18000000 PA USD 10352.67000000 0.000526894871 Long ABS-MBS CORP US N 2 2035-11-25 Floating 6.13000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2999.76000000 -0.00015267154 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3621000.00000000 BRL 710529.41000000 USD 2023-12-14 -2999.76000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 65363.25000000 OU Notional Amount USD 1.65000000 0.000000083976 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2123-03-29 0.00000000 USD 0.00000000 USD 65363.25000000 USD 1.65000000 N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 000000000 0.00000000 PA 0.00000000 0.000000 Long DBT CORP DE N 2 2026-07-31 Fixed 2.50000000 N N N N N N SCIH Salt Holdings Inc. N/A 78397GAF8 786096.88000000 PA USD 780641.37000000 0.039730420708 Long LON CORP US N 2 2027-03-16 Variable 9.63000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 000000000 192980.34000000 PA USD 147994.69000000 0.007532128737 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -117.00000000 NC USD -585.00000000 -0.00002977333 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Fortinet, Inc. Fortinet, Inc. 100.00000000 70.00000000 USD 2023-10-20 XXXX 8280.00000000 N N N JD Health International Inc 254900OM3MAXYK8PCC84 000000000 12400.00000000 NS 64288.50000000 0.003271936704 Long EC CORP KY N 1 N N N CK Asset Holdings Ltd 5299006GJZSGP78B8S35 000000000 28000.00000000 NS 147491.68000000 0.007506528250 Long EC CORP KY N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4346.25000000 0.000221200602 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 192378320.00000000 INR 2309907.31000000 USD 2023-12-20 4346.25000000 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 99700.00000000 NS 3898395.47000000 0.198407230339 Long EC CORP KY N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAL4 48308.00000000 PA USD 39840.81000000 0.002027681600 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.90000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 1372000.00000000 PA 1312309.99000000 0.066789475943 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 299.00000000 NC USD 20033.00000000 0.001019571276 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 42.00000000 USD 2023-12-15 XXXX -23091.84000000 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 71032.00000000 NS USD 2628184.00000000 0.133760341216 Long EC CORP US N 1 N N N BNP Paribas Securities Services 549300WCGB70D06XZS54 000000000 -39910504.00000000 NC -60010.70000000 -0.00305421983 N/A DIR US N 2 BNP Paribas Securities Services 549300WCGB70D06XZS54 Put Written BNP Paribas Securities Services 549300WCGB70D06XZS54 BNP Paribas Securities Services 549300WCGB70D06XZS54 N/A 39910504.00000000 OU Notional Amount N/A -60010.70000000 0.00000000 DIR US N/A N/A 2026-03-20 0.00000000 N/A 0.00000000 N/A 39910504.00000000 EUR 1.00000000 4.05000000 EUR 2024-03-18 XXXX 13568.02000000 N N N Kumba Iron Ore Ltd 3789006C753402643048 000000000 9052.00000000 NS 217429.67000000 0.011065993419 Long EC CORP ZA N 1 N N N Shenzhen Mindray Bio-Medical Electronics Co Ltd N/A 000000000 1200.00000000 NS 44589.76000000 0.002269377453 Long EC CORP CN N 2 N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 22816.00000000 NS USD 983141.44000000 0.050036578290 Long EC CORP CA N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EP8 1044000.00000000 PA USD 1024379.78000000 0.052135386604 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N N BayCurrent Consulting Inc N/A 000000000 15200.00000000 NS 508361.88000000 0.025872868311 Long EC CORP JP N 1 N N N Kronos Acquisition Holdings Inc. N/A 50106JAF3 189093.34000000 PA USD 188976.10000000 0.009617860704 Long LON CORP US N 2 2026-12-22 Floating 11.57000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CV9 500000.00000000 PA USD 406198.77000000 0.020673318944 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Alfresa Holdings Corp N/A 000000000 7100.00000000 NS 116638.78000000 0.005936282623 Long EC CORP JP N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 440279.28000000 OU Notional Amount USD 3966.48000000 0.000201872364 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 440279.28000000 USD 3966.48000000 N N N Ackermans & van Haaren NV 5493005E2GHATS0Z6J59 000000000 430.00000000 NS 65055.77000000 0.003310986595 Long EC CORP BE N 1 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 183513.60000000 0.009339849018 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Cloudflare Inc 5493007DY18BGNLDWU14 18915M107 -21666.00000000 NS USD -1365824.64000000 -0.06951308199 Short EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 597.00000000 NC USD 1791.00000000 0.000091152206 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Pfizer, Inc. Pfizer, Inc. 100.00000000 50.00000000 USD 2024-01-19 XXXX -25309.62000000 N N N Rakus Co Ltd N/A 000000000 37600.00000000 NS 518937.37000000 0.026411103515 Long EC CORP JP N 1 N N N Dr Sulaiman Al Habib Medical Services Group Co N/A 000000000 1457.00000000 NS 91566.09000000 0.004660218402 Long EC CORP SA N 2 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 596000.00000000 PA USD 508089.58000000 0.025859009715 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N Navient Student Loan Trust N/A 63942CAD4 276000.00000000 PA USD 247209.72000000 0.012581636787 Long ABS-O CORP US N 2 2060-04-15 Fixed 4.00000000 N N N N N N BSST Mortgage Trust N/A 05601PAA4 216000.00000000 PA USD 210869.33000000 0.010732107619 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.20000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 62730.11000000 OU Notional Amount USD 3248.31000000 0.000165321398 N/A DE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Tryg AS Tryg AS Y equity-performance leg 2024-02-26 0.00000000 USD 0.00000000 USD 62730.11000000 USD 3248.31000000 N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 000000000 206000.00000000 PA USD 166699.32000000 0.008484093169 Long DBT CORP LU N 2 2036-08-31 Fixed 3.55000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 32953.00000000 NS USD 1510565.52000000 0.076879609412 Long EC CORP US N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 221126.40000000 OU Notional Amount USD 4294.40000000 0.000218561717 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 221126.40000000 USD 4294.40000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 326000.00000000 PA USD 245945.53000000 0.012517296358 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AP1 244000.00000000 PA USD 232710.12000000 0.011843685623 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 201000.00000000 PA USD 182787.70000000 0.009302904637 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N Bunzl PLC 213800Q1Q9DV4L78UM09 000000000 1417.00000000 NS 50587.08000000 0.002574608582 Long EC CORP GB N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 889.00000000 NS USD 2741631.55000000 0.139534207504 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 1405.00000000 NS USD 147342.35000000 0.007498928161 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 506000.00000000 PA 502995.61000000 0.025599754211 Long DBT CORP US N 2 2026-10-23 Fixed 1.34000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2780000.00000000 NC USD 8591.65000000 0.000437268484 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 2780000.00000000 OU Notional Amount N/A 8591.65000000 0.00000000 DCR US CDX.NA.HY.S41 2I65BRZP8 buy protection 2028-12-20 0.00000000 N/A 0.00000000 N/A 2780000.00000000 USD 1.00000000 0.99500000 USD 2023-10-18 XXXX -1277.35000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 339000.00000000 PA USD 264785.03000000 0.013476124944 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 6324.21000000 OU Notional Amount USD 150.21000000 0.000007644876 N/A DE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 LS Corp. LS Corp. Y equity-performance leg 2123-09-21 0.00000000 USD 0.00000000 USD 6324.21000000 USD 150.21000000 N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 000000000 204000.00000000 PA USD 186154.08000000 0.009474235159 Long DBT CORP LU N 2 2026-01-24 Fixed 5.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4120.78000000 0.000209725399 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12124000.00000000 CZK 528463.08000000 USD 2023-12-14 4120.78000000 N N N ZERO MASS WATER, SERIES C 1 N/A 000000000 43479.00000000 NS USD 1019582.55000000 0.051891233561 Long EP CORP US Y 3 N N N MCM TRUST CMO N/A 000000000 905329.70000000 PA USD 870153.07000000 0.044286081778 Long ABS-MBS CORP US N 3 2028-08-25 Fixed 3.00000000 N N N N N N Aptiv PLC N/A 000000000 37675.00000000 NS USD 3714378.25000000 0.189041749788 Long EC CORP JE N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 000000000 415000.00000000 PA 401872.34000000 0.020453127073 Long DBT CORP US N 2 2026-10-26 Fixed 1.38000000 N N N N N N J.P. 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Y equity-performance leg 2123-05-12 0.00000000 USD 0.00000000 USD 96219.21000000 USD 2723.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -6765725.00000000 OU Notional Amount USD -16521.90000000 -0.00084087528 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -16521.90000000 0.00000000 DFE MX -6765725.00000000 USD -113664180.00000000 MXN 2023-11-22 1.00000000 16.80000000 USD 2023-11-22 XXXX 2286.82000000 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 3806.00000000 NS USD 120155.42000000 0.006115260567 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 370.00000000 NC USD 1110.00000000 0.000056492992 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 463.00000000 USD 2023-10-20 XXXX -123737.01000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHV5 277532.50000000 PA USD 19811.10000000 0.001008277767 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.53000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 118.00000000 NC USD 58646.00000000 0.002984763993 N/A DE BM N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bunge Ltd. Bunge Ltd. 100.00000000 105.00000000 USD 2023-10-20 XXXX 5877.89000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 91734.00000000 NS USD 9444015.30000000 0.480649265416 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -37705.73000000 -0.00191901758 N/A DFE JP N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2335774.03000000 USD 338695993.00000000 JPY 2023-12-20 -37705.73000000 N N N BX Trust N/A 05609KAL3 1267540.85000000 PA USD 1196230.78000000 0.060881672404 Long ABS-MBS CORP US N 2 2038-10-15 Floating 7.69000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -5054000.00000000 OU Notional Amount USD -11032.88000000 -0.00056151387 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Call Written HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD -11032.88000000 0.00000000 DFE MX -5054000.00000000 USD -90972000.00000000 MXN 2023-10-11 1.00000000 18.00000000 USD 2023-10-11 XXXX 31471.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 460000.00000000 OU Notional Amount USD -1816.94000000 -0.00009247241 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Simon Property Group LP Simon Property Group LP Y buy protection 2028-06-20 9992.37000000 USD 0.00000000 USD 460000.00000000 USD -11809.31000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 266000.00000000 PA USD 207906.95000000 0.010581338511 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 112339.82000000 OU Notional Amount USD 5007.26000000 0.000254842433 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2123-03-22 0.00000000 USD 0.00000000 USD 112339.82000000 USD 5007.26000000 N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 38620.00000000 NS USD 709063.20000000 0.036087479254 Long EC US N 1 N N N VOLTA SERIES C N/A 000000000 1948.00000000 NS 187169.47000000 0.009525913015 Long EC CORP SE Y 3 N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 000000000 384000.00000000 PA 391007.77000000 0.019900179261 Long DBT CORP US N 2 2025-06-01 Fixed 1.88000000 N N N N N N Kawasaki Heavy Industries Ltd 5493008FFSI8SQ74AT93 000000000 9500.00000000 NS 230125.80000000 0.011712157722 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 401.00000000 NC USD 51729.00000000 0.002632726129 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 70.00000000 USD 2023-10-20 XXXX -21563.63000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 170111.36000000 OU Notional Amount USD -295.36000000 -0.00001503222 N/A DE BE N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 D'ieteren Group D'ieteren Group Y equity-performance leg 2123-06-15 0.00000000 USD 0.00000000 USD 170111.36000000 USD -295.36000000 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 1696.00000000 NS USD 146246.08000000 0.007443133951 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -82965780.00000000 NC USD -194359.78000000 -0.00989186087 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 82965780.00000000 OU Notional Amount N/A -194359.78000000 -0.01000000 DIR US N/A N/A 2026-04-01 0.00000000 N/A 0.00000000 N/A 82965780.00000000 USD 1.00000000 3.80000000 USD 2024-03-28 XXXX 1226.49000000 N N N Ambev SA 549300TH5Q6VRP8OT012 000000000 338593.00000000 NS 883775.19000000 0.044979373960 Long EC CORP BR N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 10239.00000000 NS USD 728095.29000000 0.037056109628 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61691DAA5 234000.00000000 PA USD 188814.95000000 0.009609659041 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.42000000 N N N N N N MEIJI Holdings Co Ltd 5299002D52YIP6DWMV49 000000000 5000.00000000 NS 124330.84000000 0.006327766846 Long EC CORP JP N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 46.00000000 NC USD 10350.00000000 0.000526758983 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Adobe, Inc. Adobe, Inc. 100.00000000 590.00000000 USD 2023-11-17 XXXX -61149.76000000 N N N Ajax Mortgage Loan Trust N/A 009740AD3 137618.00000000 PA USD 83953.60000000 0.004272783862 Long ABS-MBS CORP US N 2 2060-12-25 Variable 3.73000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 98181.30000000 OU Notional Amount USD -2953.71000000 -0.00015032785 N/A DE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Essity AB Essity AB Y equity-performance leg 2123-08-03 0.00000000 USD 0.00000000 USD 98181.30000000 USD -2953.71000000 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 7421.00000000 NS USD 2711707.61000000 0.138011240914 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 117683.03000000 OU Notional Amount USD 1478.49000000 0.000075247139 N/A DE FI N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Metso Outotec Oyj Metso Outotec Oyj Y equity-performance leg 2024-02-26 0.00000000 USD 0.00000000 USD 117683.03000000 USD 1478.49000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 360.00000000 NC -739673.81000000 -0.03764539363 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMZ3 Comdty 2023-12-15 41460638.40000000 AUD -739673.81000000 N N N Nielsen Consumer Inc. N/A 45674PAM6 3218000.00000000 PA 3393725.22000000 0.172722246015 Long LON CORP US N 2 2028-03-06 Floating 10.36000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAG1 666342.22000000 PA USD 660303.69000000 0.033605884093 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.98000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -300.00000000 NC USD -42000.00000000 -0.00213757268 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Uber Technologies, Inc. Uber Technologies, Inc. 100.00000000 42.50000000 USD 2023-11-17 XXXX -10773.01000000 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBK1 455000.00000000 PA USD 413363.20000000 0.021037949655 Long DBT US N 2 2025-09-15 Fixed 1.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 410000.00000000 PA USD 332889.88000000 0.016942293209 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N JPMorgan International Bank Ltd. PGBWEZU4QUV2UVGWJC76 000000000 12576416.00000000 NC USD 89640.54000000 0.004562218329 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 12576416.00000000 OU Notional Amount N/A 89640.54000000 0.00000000 DIR US N/A N/A 2033-10-30 0.00000000 N/A 0.00000000 N/A 12576416.00000000 USD 1.00000000 4.40000000 USD 2023-10-30 XXXX -170433.56000000 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 18535.00000000 NS USD 9955704.55000000 0.506691478852 Long EC CORP US N 1 N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 236000.00000000 PA 234540.36000000 0.011936834933 Long DBT CORP SE N 2 2026-07-15 Fixed 3.88000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 51023.00000000 NS USD 5523239.75000000 0.281103010131 Long EC CORP BM N 1 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 14927000.00000000 PA 3192734.16000000 0.162492888874 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N FORNO D ASOLO SPA 81560063C1143F7B5254 000000000 1595000.00000000 PA 1526114.08000000 0.077670946963 Long DBT CORP IT N 2 2027-04-30 Floating 9.47000000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109200 11435.00000000 NS 439046.75000000 0.022345103345 Long EC CORP CA N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 14638.51000000 0.000745020931 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 30576505134.00000000 IDR 1987771.99000000 USD 2023-12-20 14638.51000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -805.00000000 NC USD -56350.00000000 -0.00286791001 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Kenvue, Inc. Kenvue, Inc. 100.00000000 20.00000000 USD 2023-11-17 XXXX -37445.36000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 67745.00000000 NS USD 9824379.90000000 0.500007764928 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 5625.00000000 NS USD 227812.50000000 0.011594423272 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 201326.00000000 NS USD 25592561.12000000 1.302522847718 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95003CBU3 2818762.34000000 PA USD 213840.33000000 0.010883315440 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.66000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -401.00000000 NC USD -1203.00000000 -0.00006122618 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 52.50000000 USD 2023-10-20 XXXX 34447.06000000 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 1930.00000000 NS 320316.54000000 0.016302378253 Long EC CORP FR N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1768.08000000 -0.00008998570 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 738815.01000000 ILS 193169.40000000 USD 2024-01-29 -1768.08000000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 242000.00000000 PA USD 232677.17000000 0.011842008646 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -73920.00000000 -0.00376212792 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 560.00000000 USD 2023-10-20 XXXX -61614.79000000 N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 000000000 7400.00000000 NS 68939.05000000 0.003508624529 Long EC CORP SA N 2 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 39676.00000000 NS 1302485.11000000 0.066289442726 Long EC CORP NO N 1 N N N iShares 0-5 Year TIPS Bond ETF 549300GIWSEGOQLZR212 46429B747 21886.00000000 NS USD 2121191.12000000 0.107957147595 Long EC RF US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3832000095.00000000 OU Notional Amount -35577.42000000 -0.00181069812 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-20 34278.00000000 KRW 0.00000000 KRW 3832000095.00000000 KRW -35604.09000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 100000.00000000 PA 114823.60000000 0.005843899786 Long DBT CORP FR N 2 2026-01-23 Fixed 3.38000000 N N N N N N Liberty Media Corp-Liberty Live N/A 531229722 12585.00000000 NS USD 403978.50000000 0.020560319218 Long EC CORP US N 1 N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BW8 523000.00000000 PA USD 490123.49000000 0.024944632971 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -4324.00000000 -0.00022006819 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 450.00000000 USD 2023-10-20 XXXX 10753.29000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 72539.51000000 OU Notional Amount USD 4208.41000000 0.000214185292 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2123-06-02 0.00000000 USD 0.00000000 USD 72539.51000000 USD 4208.41000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 229.00000000 NC USD 24045.00000000 0.001223760362 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 156345.56000000 OU Notional Amount USD -931.00000000 -0.00004738286 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Celanese Corp. Celanese Corp. Y equity-performance leg 2123-08-09 0.00000000 USD 0.00000000 USD 156345.56000000 USD -931.00000000 N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284DAQ5 852297.00000000 PA USD 784028.01000000 0.039902782354 Long ABS-MBS CORP US N 2 2034-12-15 Floating 8.70000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 82965780.00000000 NC USD 330248.61000000 0.016807866861 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 82965780.00000000 OU Notional Amount N/A 330248.61000000 0.02000000 DIR US N/A N/A 2026-04-01 0.00000000 N/A 0.00000000 N/A 82965780.00000000 USD 1.00000000 4.20000000 USD 2024-03-28 XXXX -2528.47000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 64224.05000000 OU Notional Amount USD -1532.63000000 -0.00007800257 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Santos Ltd. Santos Ltd. Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 64224.05000000 USD -1532.63000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 89045.19000000 OU Notional Amount USD -595.62000000 -0.00003031383 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Newell Brands, Inc. Newell Brands, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 89045.19000000 USD -595.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12576417.00000000 NC USD 19.87000000 0.000001011275 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank N.A. E57ODZWZ7FF32TWEFA76 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A 12576417.00000000 OU Notional Amount N/A 19.87000000 0.00000000 DIR US N/A N/A 2033-10-24 0.00000000 N/A 0.00000000 N/A 12576417.00000000 USD 1.00000000 3.05000000 USD 2023-10-24 XXXX -233434.49000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -140.00000000 NC USD -79100.00000000 -0.00402576189 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. 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Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 215845.69000000 USD -4318.52000000 N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 700517105 13228.00000000 NS USD 162968.96000000 0.008294238035 Long EC US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 3129100.00000000 PA USD 2162868.15000000 0.110078282856 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 398946.26000000 OU Notional Amount USD -2576.76000000 -0.00013114313 N/A DE JP N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2123-07-20 0.00000000 USD 0.00000000 USD 398946.26000000 USD -2576.76000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 2866751.28000000 PA USD 2631476.11000000 0.133927891797 Long DBT UST US N 2 2027-04-15 Fixed 0.13000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAA5 295000.00000000 PA USD 295026.26000000 0.015015239878 Long DBT CORP US N 2 2024-11-15 Fixed 8.13000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 887118.14000000 OU Notional Amount USD -39182.63000000 -0.00199418380 N/A DE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 XPeng, Inc. XPeng, Inc. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 67859.91000000 OU Notional Amount USD 7409.14000000 0.000377085125 N/A DE AU N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2123-02-13 0.00000000 USD 0.00000000 USD 67859.91000000 USD 7409.14000000 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 000000000 24000.00000000 NS 273096.98000000 0.013899158213 Long EC CORP TW N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 50646000.00000000 OU Notional Amount -30108.53000000 -0.00153236122 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-16 224.57000000 MXN 0.00000000 MXN 50646000.00000000 MXN -30121.68000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 20244680.00000000 OU Notional Amount -98872.40000000 -0.00503207003 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 20244680.00000000 BRL -98872.40000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 35.00000000 NC USD 28175.00000000 0.001433955009 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 520.00000000 USD 2023-11-17 XXXX -33153.05000000 N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 69353.00000000 NS 4831283.15000000 0.245886164232 Long EC CORP DE N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -245900.00000000 NC -10003.56000000 -0.00050912706 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. 1.00000000 1509.26000000 JPY 2023-12-08 XXXX 3498.74000000 N N N BYD Co Ltd 5299005557VL7ULJ7A69 000000000 168500.00000000 NS 5207158.77000000 0.265016198957 Long EC CORP CN N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1463.00000000 NC USD 35112.00000000 0.001787010765 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 45.00000000 USD 2023-12-15 XXXX -115913.86000000 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 2490.00000000 NS USD 141705.90000000 0.007212063362 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 4204.00000000 NS USD 254762.40000000 0.012966027322 Long EC CORP US N 1 N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 000000000 42091.00000000 NS 140183.27000000 0.007134569736 Long EC CORP AU N 1 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 98142.76000000 OU Notional Amount USD 7652.40000000 0.000389465743 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Morgan Stanley Morgan Stanley Y equity-performance leg 2123-09-19 0.00000000 USD 0.00000000 USD 98142.76000000 USD 7652.40000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAJ1 745000.00000000 PA USD 631615.89000000 0.032145830339 Long DBT CORP US N 2 2027-06-01 Fixed 8.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3467.00000000 NC USD -27736.00000000 -0.00141161228 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 195.00000000 USD 2023-11-17 XXXX 75474.86000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 965010.52000000 OU Notional Amount USD 102907.40000000 0.005237429699 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Boston Properties, Inc. Boston Properties, Inc. Y equity-performance leg 2123-05-05 0.00000000 USD 0.00000000 USD 965010.52000000 USD 102907.40000000 N N N ADLER PELZER HLDG GMBH 984500950ABB2CB7E742 000000000 2043000.00000000 PA 2006211.52000000 0.102105308253 Long DBT CORP DE N 2 2027-04-01 Fixed 9.50000000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 10830.00000000 NS USD 591751.20000000 0.030116933375 Long EC CORP US N 1 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 80000.00000000 OU Notional Amount USD 24471.51000000 0.001245467413 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Pitney Bowes, Inc. Pitney Bowes, Inc. 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