0001752724-22-165144.txt : 20220725
0001752724-22-165144.hdr.sgml : 20220725
20220725170116
ACCESSION NUMBER: 0001752724-22-165144
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220725
DATE AS OF CHANGE: 20220725
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Franklin Alternative Strategies Funds
CENTRAL INDEX KEY: 0001535538
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22641
FILM NUMBER: 221104124
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
0001535538
S000049976
Franklin K2 Long Short Credit Fund
C000157807
Advisor Class
FKLZX
C000157808
Class A
FKLSX
C000157809
Class C
FKLCX
C000157810
Class R
FKLRX
C000157811
Class R6
FKLQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001535538
XXXXXXXX
S000049976
C000157810
C000157809
C000157807
C000157808
C000157811
Franklin Alternative Strategies Funds
811-22641
0001535538
549300QVPTHF1B1GGL64
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin K2 Long Short Credit Fund
S000049976
549300N9C1E4TELF5J51
2022-05-31
2022-05-31
N
99990079.44
12928128.50
87061950.94
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5903534.95000000
CHF
CZK
EUR
MXN
USD
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS NEXT PLC
000000000
1.00000000
NC
1176.05000000
0.001350819717
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
NEXT GROUP PLC
Next Group PLC
Y
Default Event
2027-06-20
976.48000000
USD
0.00000000
USD
32000.00000000
EUR
199.57000000
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
220000.00000000
PA
USD
161258.90000000
0.185223163803
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DOW CHEMICAL
000000000
1.00000000
NC
USD
-977.98000000
-0.00112331505
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DOW CHEMICAL CO/THE
Dow Chemical Co/The
Y
Default Event
2027-06-20
0.00000000
USD
-316.93000000
USD
171000.00000000
USD
-661.05000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
1594.94000000
0.001831959866
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-89634.33000000
USD
1430080.16000000
ZAR
2022-06-15
1594.94000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1932156.00000000
PA
USD
526918.26000000
0.605222205924
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
283000.00000000
PA
USD
249832.40000000
0.286959340219
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
TEKKORP DIGITAL ACQUISITIO-A
N/A
TEKKORP DIGITAL ACQUI -CW27
000000000
433.00000000
NS
USD
67.12000000
0.000077094527
Long
EC
CORP
US
N
1
N
N
N
CARVANA BRG TL S 04/29/23
N/A
CARVANA BRG TL S 04/29/23
000000000
1500000.00000000
PA
USD
1500000.00000000
1.722911080908
Long
LON
CORP
US
N
2
2023-04-29
Floating
0.01000000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
140000.00000000
PA
USD
126567.00000000
0.145375791184
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
FTAC Hera Acquisition Corp
N/A
FTAC Hera Acquisition Corp
000000000
1805.00000000
NS
USD
17652.90000000
0.020276251346
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
216.21000000
0.000248340403
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
253.00000000
USD
0.00000000
USD
16000.00000000
USD
-36.79000000
N
N
N
AEQUI ACQUISITION CORP-CL A
N/A
AEQUI ACQ CL A -CW27
00775W110
146.00000000
NS
USD
21.17000000
0.000024316018
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-623.90000000
-0.00071661614
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
1721476.00000000
BRL
-623.90000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS SOLVAY SA
000000000
1.00000000
NC
-70.19000000
-0.00008062075
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
SOLVAY SA
Solvay SA
Y
Default Event
2027-06-20
0.00000000
USD
-163.63000000
USD
17000.00000000
EUR
93.44000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS WPP FINANCE
000000000
1.00000000
NC
68.86000000
0.000079093104
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
WPP FINANCE SA
WPP FINANCE SA
Y
Default Event
2027-06-20
12.12000000
USD
0.00000000
USD
16000.00000000
EUR
56.74000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
200000.00000000
PA
USD
191046.00000000
0.219436846908
Long
DBT
NUSS
JO
N
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS LANXESS
000000000
1.00000000
NC
1626.39000000
0.001868083568
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
LANXESS AG
LANXESS AG
Y
Default Event
2027-06-20
795.48000000
USD
0.00000000
USD
100000.00000000
EUR
830.91000000
N
N
N
IRON SPARK I INC
N/A
IRON SPARK I INC
46301G103
1578.00000000
NS
USD
15590.64000000
0.017907524276
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ENERGY TRANSFER LP
000000000
1.00000000
NC
USD
5165.82000000
0.005933499013
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Energy Transfer LP
Energy Transfer LP
Y
2022-10-20
0.00000000
USD
0.00000000
USD
3394.00000000
USD
5165.82000000
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
1600000.00000000
PA
1439974.42000000
1.653965256294
Long
DBT
CORP
NL
N
2
2026-03-30
Fixed
0.75000000
N
N
N
N
N
Dufry AG
Dufry AG
CHF
XXXX
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS TELECOM ITALIA
000000000
1.00000000
NC
2738.58000000
0.003145553218
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
TELECOM ITALIA SPA
Telecom Italia SpA/Milano
Y
Default Event
2027-06-20
3889.25000000
USD
0.00000000
USD
25000.00000000
EUR
-1150.67000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
213000.00000000
PA
USD
116606.85000000
0.133935489316
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
HURRICANE FINANCE
984500D85P5I84C05891
Hurricane Finance PLC
000000000
234000.00000000
PA
294893.19000000
0.338716496490
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-5952.41000000
-0.00683698209
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3175762.53000000
MXN
154903.91000000
USD
2022-06-15
-5952.41000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS ALLY FINANCIAL
000000000
1.00000000
NC
USD
-4386.27000000
-0.00503810212
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALLY FINANCIAL INC
ALLY FINANCIAL INC
Y
Default Event
2027-06-20
0.00000000
USD
-3698.69000000
USD
32000.00000000
USD
-687.58000000
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
23394.00000000
NS
43328.96000000
0.049767963538
Long
EC
CORP
GB
N
2
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
1961.45000000
0.002252935959
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2025-06-20
2353.56000000
USD
0.00000000
USD
16000.00000000
USD
-392.11000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
-1700000.00000000
NC
-384.60000000
-0.00044175440
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS GBP
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
GB
2024-05-08
0.00000000
USD
0.00000000
USD
0.00000000
GBP
0.01000000
USD
0.75000000
GBP
2023-05-08
XXXX
-384.60000000
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
156000.00000000
PA
USD
142807.07000000
0.164029255556
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
Music Acquisition Corp/The
N/A
Music Acquisition Corp/The
62752R100
1590.00000000
NS
USD
15613.80000000
0.017934126023
Long
EC
CORP
US
N
1
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
209000.00000000
PA
USD
163908.25000000
0.188266226784
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
232000.00000000
PA
USD
215618.48000000
0.247660978960
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
131000.00000000
PA
USD
106918.64000000
0.122807539741
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA3 Trust
94985GAF3
95346.80060000
PA
USD
89120.88000000
0.102364901128
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-18514.39000000
-0.02126576512
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-19604.79000000
USD
140000.00000000
USD
1090.40000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7542838.00000000
PA
522327.22000000
0.599948903465
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
2141342.72130000
PA
USD
1915552.05000000
2.200217235334
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
Corsair Partnering Corp
N/A
Corsair Partnering Corp
000000000
1149.00000000
NS
USD
11185.52000000
0.012847770902
Long
EC
CORP
US
N
1
N
N
N
JACKSON ACQUISITION CO-CL A
N/A
JACKSON ACQUISITION A -CW28
46653C114
880.00000000
NS
USD
186.91000000
0.000214686206
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
663.20000000
0.000761756419
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
322.16000000
USD
0.00000000
USD
15000.00000000
USD
341.04000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
5478.62000000
0.006292783404
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2026-06-20
2661.69000000
USD
0.00000000
USD
34000.00000000
USD
2816.93000000
N
N
N
Target Global Acquisition I Co
N/A
Target Global Acquisition I Corp
000000000
3131.00000000
NS
USD
30934.28000000
0.035531342527
Long
EC
CORP
IL
N
1
N
N
N
Gores Technology Partners II I
N/A
Gores Technology Partners II Inc
38287L107
362.00000000
NS
USD
3536.74000000
0.004062325690
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2002-11
07384MSJ2
2762.30260000
PA
USD
2432.03000000
0.002793447624
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Variable
2.84051000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
18082.63000000
0.020769842399
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-03-08
0.00000000
USD
0.00000000
USD
1000000.00000000
USD
18082.63000000
N
N
N
Glenfarne Merger Corp
N/A
Glenfarne Merger Corp
378579106
361.00000000
NS
USD
3526.97000000
0.004051103796
Long
EC
CORP
US
N
1
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2003-RS9 Trust
760985B59
1156753.14150000
PA
USD
1068506.53000000
1.227294493706
Long
ABS-O
CORP
US
N
2
2033-10-25
Floating
4.23071000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS CDX.NA.HY.34.V3
000000000
1.00000000
NC
USD
-74075.91000000
-0.08508413744
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IHS MARKIT LTD
CDX.NA.HY.34.V3
Y
Default Event
2025-06-20
0.00000000
USD
0.00000000
USD
1840000.00000000
USD
-74075.91000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
138000.00000000
PA
USD
139962.36000000
0.160761800636
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
190000.00000000
PA
USD
168746.60000000
0.193823591337
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - PLN
000000000
1.00000000
NC
USD
1331.54000000
0.001529416680
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-186811.44000000
USD
805007.86000000
PLN
2022-06-15
1331.54000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
-88000.00000000
PA
USD
-76202.50000000
-0.08752675442
Short
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
MUSIC ACQUISITION CORP/THE-A
N/A
MUSIC ACQUISITION CL A -CW28
62752R118
795.00000000
NS
USD
119.25000000
0.000136971430
Long
EC
CORP
US
N
1
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-4
86359BPE5
459538.39890000
PA
USD
407947.22000000
0.468571190509
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.76827800
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
387000.00000000
PA
USD
372404.30000000
0.427746330031
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
000000000
100000.00000000
PA
90665.10000000
0.104138603627
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
European Biotech Acquisition C
984500Y57CDE4CE7CC20
European Biotech Acquisition Corp
000000000
361.00000000
NS
USD
3532.39000000
0.004057329248
Long
EC
CORP
NL
N
1
N
N
N
LDH Growth Corp I
N/A
LDH Growth Corp I
000000000
180.00000000
NS
USD
1758.60000000
0.002019940951
Long
EC
CORP
US
N
1
N
N
N
MDH ACQUISITION CORP -CL A
N/A
MDH ACQ CL A -CW28
55283P114
357.00000000
NS
USD
34.31000000
0.000039408719
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EA4
29000.00000000
PA
USD
21011.67000000
0.024134159380
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
1700000.00000000
NC
1401.88000000
0.001610209724
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS GBP
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
GB
2024-05-08
0.00000000
USD
0.00000000
USD
0.00000000
GBP
0.01000000
USD
1.50000000
GBP
2023-05-08
XXXX
1401.88000000
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
373000.00000000
PA
USD
367662.37000000
0.422299714203
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
200000.00000000
PA
USD
195274.00000000
0.224293158942
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
365000.00000000
PA
USD
364645.95000000
0.418835031908
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Pershing Square Tontine Holdin
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
1378.00000000
NS
USD
27367.08000000
0.031434030256
Long
EC
CORP
US
N
1
N
N
N
GUITAR CENTER INC
N/A
Guitar Center Inc
40204BAA3
157000.00000000
PA
USD
143580.99000000
0.164918185785
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
20720.16000000
0.023799328841
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-680000.00000000
CHF
730901.44000000
USD
2022-06-30
20720.16000000
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
258000.00000000
PA
USD
192711.74000000
0.221350128178
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-3326.27000000
-0.00382057829
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1774233.91000000
ZAR
109857.64000000
USD
2022-06-15
-3326.27000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-12832.74000000
-0.01473977996
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-847802.36000000
PLN
185311.99000000
USD
2022-06-15
-12832.74000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
751.63000000
0.000863327770
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
394.32000000
USD
0.00000000
USD
17000.00000000
USD
357.31000000
N
N
N
ELLIOTT OPPORTUNITY II COR-A
549300796AMMETN58424
ELLIOTT OPPORTUNITY II-CW23
000000000
333.00000000
NS
USD
117.22000000
0.000134639757
Long
EC
CORP
US
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
317000.00000000
PA
USD
259339.29000000
0.297879024303
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
144000.00000000
PA
USD
98274.85000000
0.112879218693
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
355000.00000000
PA
USD
302353.50000000
0.347285463667
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS NEXT PLC
000000000
1.00000000
NC
110.25000000
0.000126633964
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
NEXT GROUP PLC
Next Group PLC
Y
Default Event
2027-06-20
109.28000000
USD
0.00000000
USD
3000.00000000
EUR
0.97000000
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAJ2
2000000.00000000
PA
USD
1866402.00000000
2.143763124819
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
3.72500000
N
N
N
N
N
N
Mountain View CLO Ltd
549300XBX1AOMDRAHZ12
Mountain View CLO 2014-1 Ltd
62431XBA3
1290000.00000000
PA
USD
1290380.70000000
1.482140804413
Long
ABS-CBDO
CORP
KY
N
2
2026-10-15
Floating
4.69429000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
124000.00000000
PA
USD
120519.94000000
0.138430093397
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL 2021-SFR1
30322DAN9
990000.00000000
PA
USD
863451.67000000
0.991766966714
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
4.10500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CIE DE ST GOBAIN
000000000
1.00000000
NC
-342.06000000
-0.00039289264
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CIE DE SAINT-GOBAIN
Cie de Saint-Gobain
Y
Default Event
2027-06-20
0.00000000
USD
-391.32000000
USD
27000.00000000
EUR
49.26000000
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
4475.00000000
NS
USD
16378.50000000
0.018812466092
Long
EP
USGSE
US
N
1
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KAJ4
2000000.00000000
PA
USD
1759015.40000000
2.020418082765
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
3.90151200
N
N
N
N
N
N
ADVANTAGE SALES 10/28/27
N/A
ADVANTAGE SALES 10/28/27
000000000
129926.04040000
PA
USD
121464.61000000
0.139515148338
Long
LON
CORP
US
N
2
2027-10-28
Floating
5.26371120
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ICELTD
000000000
1.00000000
NC
908.88000000
0.001043946282
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
ICELAND BONDCO PLC
Iceland Bondco PLC
Y
Default Event
2025-06-20
415.14000000
USD
0.00000000
USD
10000.00000000
EUR
493.74000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS FORD MOTOR CO
000000000
1.00000000
NC
USD
-911.28000000
-0.00104670293
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1105.53000000
USD
10000.00000000
USD
194.25000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS UNITED STATES STEEL CORP
000000000
1.00000000
NC
USD
-395.85000000
-0.00045467623
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Steel Corp
United States Steel Corp
Y
Default Event
2027-06-20
0.00000000
USD
-791.50000000
USD
32000.00000000
USD
395.65000000
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
28000.00000000
NS
8954.64000000
0.010285365654
Long
EC
CORP
IT
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS ALLY FINANCIAL
000000000
1.00000000
NC
USD
-10828.60000000
-0.01243780995
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALLY FINANCIAL INC
ALLY FINANCIAL INC
Y
Default Event
2027-06-20
0.00000000
USD
-10432.21000000
USD
79000.00000000
USD
-396.39000000
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
93363NAA3
872048.19380000
PA
USD
846672.73000000
0.972494552279
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
3.02030700
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
243000.00000000
PA
USD
249978.96000000
0.287127680118
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM 21-1 Mortgage Trust
30768WAC2
915458.11000000
PA
USD
780093.90000000
0.896021616305
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
3.23704800
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAG3
500000.00000000
PA
USD
483802.58000000
0.555699217369
Long
ABS-MBS
CORP
KY
N
2
2038-05-15
Floating
2.62471000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAB6
-31000.00000000
PA
USD
-21023.27000000
-0.02414748322
Short
DBT
CORP
US
N
2
2029-07-15
Fixed
7.12500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS LLOYDS BANKING GROUP PLC
000000000
1.00000000
NC
574.87000000
0.000660299928
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
LLOYDS BANKING GROUP PLC
Lloyds Banking Group PLC
Y
Default Event
2027-06-20
867.91000000
USD
0.00000000
USD
27000.00000000
EUR
-293.04000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
884.26000000
0.001015667568
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
1341.76000000
USD
0.00000000
USD
20000.00000000
USD
-457.50000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
29000.00000000
PA
USD
22269.17000000
0.025578533170
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
USD
-2389.70000000
-0.00274482707
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2024-06-20
1003.96000000
USD
0.00000000
USD
233000.00000000
USD
-3393.66000000
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541SEJ3
105791.96190000
PA
USD
93611.65000000
0.107523032724
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.53925700
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CF5
-170000.00000000
PA
USD
-163695.55000000
-0.18802191799
Short
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
61000.00000000
PA
USD
56425.00000000
0.064810171826
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2019-FL3 LLC
91834PAG0
880961.08560000
PA
USD
850402.75000000
0.976778880806
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.93671000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
163830.00000000
0.188176348256
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAM3
85000.00000000
PA
USD
61242.50000000
0.070343587915
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.62500000
N
N
N
N
N
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CONAGRA BRANDS
000000000
1.00000000
NC
USD
-250.17000000
-0.00028734711
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
Conagra Brands Inc
CONAGRA BRANDS INC
Y
Default Event
2027-06-20
71.55000000
USD
0.00000000
USD
86000.00000000
USD
-321.72000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
674000.00000000
PA
USD
630560.70000000
0.724266678143
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
LDH GROWTH CORP I-CLASS A
N/A
LDH GROWTH CORP I CL A -CW28
000000000
28.00000000
NS
USD
7.00000000
0.000008040251
Long
EC
CORP
US
N
1
N
N
N
IHS Holding Ltd
213800CLGMKL63VKTD94
IHS Holding Ltd
000000000
18.00000000
NS
USD
210.78000000
0.000242103465
Long
EC
CORP
GB
N
1
N
N
N
Tishman Speyer Innovation Corp
N/A
Tishman Speyer Innovation Corp II
88825H100
113.00000000
NS
USD
1105.14000000
0.001269371967
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
3495.62000000
0.004015094955
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2026-12-20
1546.76000000
USD
0.00000000
USD
20000.00000000
USD
1948.86000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-2777.16000000
-0.00318986649
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-2425.96000000
USD
21000.00000000
USD
-351.20000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRS ENERGY TRANSFER LP
000000000
1.00000000
NC
USD
23.11000000
0.000026544316
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Energy Transfer LP
Energy Transfer LP
Y
2022-10-04
0.00000000
USD
0.00000000
USD
1854.00000000
USD
23.11000000
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-73CB
12668AT70
115773.27110000
PA
USD
113480.29000000
0.130344299403
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
6.25000000
N
N
N
N
N
N
BLUE WHALE ACQUISITION COR-A
N/A
BLUE WHALE ACQ CORP -CW23
000000000
297.00000000
NS
USD
96.51000000
0.000110852098
Long
EC
CORP
AE
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DANONE
000000000
1.00000000
NC
-521.08000000
-0.00059851633
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DANONE SA
DANONE SA
Y
Default Event
2027-06-20
0.00000000
USD
-571.52000000
USD
18000.00000000
EUR
50.44000000
N
N
N
Healthcare AI Acquisition Corp
N/A
Healthcare AI Acquisition Corp
000000000
469.00000000
NS
USD
4690.00000000
0.005386968646
Long
EC
CORP
KY
N
1
N
N
N
MCCARTHY & STONE 12/16/25
N/A
MCCARTHY & STONE 12/16/25
000000000
50969.00000000
PA
61817.62000000
0.071004174995
Long
LON
CORP
GB
N
2
2025-12-16
Floating
6.99999840
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
HOME DEPOT INC/THE
000000000
3.00000000
NC
USD
1485.00000000
0.001705681970
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Home Depot Inc/The
Home Depot Inc/The
100.00000000
260.00000000
USD
2022-08-19
XXXX
-1670.58000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS SIMON PROP GP
000000000
1.00000000
NC
USD
463.71000000
0.000532620731
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP
Y
Default Event
2027-06-20
0.00000000
USD
-210.91000000
USD
91000.00000000
USD
674.62000000
N
N
N
FIDELITY INSTL MMKT GOVT
N/A
FIDELITY INSTL MMKT GOVT
000000000
11240697.50000000
NS
USD
11240697.50000000
12.91114818659
Long
STIV
RF
US
N
1
N
N
N
Blue Whale Acquisition Corp I
N/A
Blue Whale Acquisition Corp I
000000000
3792.00000000
NS
USD
36554.88000000
0.041987205208
Long
EC
CORP
AE
N
1
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AF6
401000.00000000
PA
USD
312780.00000000
0.359261418590
Long
DBT
CORP
US
N
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAF8
650000.00000000
PA
USD
584079.60000000
0.670878143314
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
3.88446000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DT LUFTHANSA AG
000000000
1.00000000
NC
10271.40000000
0.011797805917
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DEUTSCHE LUFTHANSA AG
DEUTSCHE LUFTHANSA AG
Y
Default Event
2027-06-20
10008.69000000
USD
0.00000000
USD
85000.00000000
EUR
262.71000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-911.28000000
-0.00104670293
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-752.14000000
USD
10000.00000000
USD
-159.14000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1275.79000000
-0.00146538181
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1572.28000000
USD
14000.00000000
USD
296.49000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DANONE
000000000
1.00000000
NC
-492.13000000
-0.00056526415
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DANONE SA
DANONE SA
Y
Default Event
2027-06-20
0.00000000
USD
-518.05000000
USD
17000.00000000
EUR
25.92000000
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings Inc
83600GAA2
200000.00000000
PA
USD
176366.00000000
0.202575290463
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
722.54000000
0.000829914781
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-06-15
0.00000000
CZK
0.00000000
CZK
2723637.00000000
CZK
722.54000000
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-2
45254NNN3
80889.20690000
PA
USD
76697.79000000
0.088095648181
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
3.48071000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS MARUBENI CORP
000000000
1.00000000
NC
-753.35000000
-0.00086530337
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MARUBENI CORP
MARUBENI CORP
Y
Default Event
2025-06-20
670.46000000
USD
0.00000000
USD
3711000.00000000
JPY
-1423.81000000
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-2
78473TAJ9
43449.17220000
PA
USD
26072.99000000
0.029947628922
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
2.67831300
N
N
N
N
N
N
K HOVNANIAN ENTERPRISES
549300JJCQ0KAI7CJG32
K Hovnanian Enterprises Inc
48251UAB4
250000.00000000
PA
USD
253671.11000000
0.291368510883
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
10.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A7
46629DAL9
74401.05200000
PA
USD
67412.06000000
0.077429990107
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
3.14790100
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS KOHLS CORP
000000000
1.00000000
NC
USD
3114.02000000
0.003576786376
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
KOHL'S CORPORATION
Kohl's Corp
Y
Default Event
2026-06-20
678.66000000
USD
0.00000000
USD
41000.00000000
USD
2435.36000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1275.79000000
-0.00146538181
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1526.37000000
USD
14000.00000000
USD
250.58000000
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
356000.00000000
PA
USD
364827.02000000
0.419043010248
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
354000.00000000
PA
USD
331113.90000000
0.380319871568
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS EURO GARAGES
000000000
1.00000000
NC
655.43000000
0.000752831739
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
EG GLOBAL FINANCE PLC
EG GLOBAL FINANCE PLC
Y
Default Event
2027-06-20
316.14000000
USD
0.00000000
USD
-16000.00000000
EUR
339.29000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-4
12637HAY4
735079.71970000
PA
USD
341492.75000000
0.392241095349
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.50000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
95000.00000000
PA
USD
83542.05000000
0.095957015777
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS WPP FINANCE
000000000
1.00000000
NC
137.71000000
0.000158174723
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
WPP FINANCE SA
WPP FINANCE SA
Y
Default Event
2027-06-20
32.33000000
USD
0.00000000
USD
32000.00000000
EUR
105.38000000
N
N
N
Growth For Good Acquisition Co
N/A
Growth For Good Acquisition Corp
000000000
1760.00000000
NS
USD
17107.20000000
0.019649456295
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DOW CHEMICAL
000000000
1.00000000
NC
USD
-234.49000000
-0.00026933694
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DOW CHEMICAL CO/THE
Dow Chemical Co/The
Y
Default Event
2027-06-20
0.00000000
USD
-114.08000000
USD
41000.00000000
USD
-120.41000000
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
138000.00000000
PA
USD
142327.68000000
0.163478624661
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2006-2
07388DAF5
33589.37510000
PA
USD
30289.17000000
0.034790364416
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
3.22946700
N
N
N
N
N
N
KAIXO BONDCO TELECOM SA
959800ULWB3MZHZ69055
Kaixo Bondco Telecom SA
000000000
100000.00000000
PA
90730.05000000
0.104213205677
Long
DBT
CORP
ES
N
2
2029-09-30
Fixed
5.12500000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAA5
93282.13160000
PA
USD
80547.27000000
0.092517189346
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
1.65571000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAL9
29000.00000000
PA
USD
28472.06000000
0.032703218446
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS NOVAFIVES SAS
000000000
1.00000000
NC
767.50000000
0.000881556169
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
NOVAFIVES SAS
NOVAFIVES SAS
Y
Default Event
2024-12-20
1034.34000000
USD
0.00000000
USD
5000.00000000
EUR
-266.84000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AIR FRANCE-KLM
000000000
1.00000000
NC
-151.74000000
-0.00017428968
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AIR FRANCE-KLM
AIR FRANCE-KLM
Y
Default Event
2022-06-20
0.00000000
USD
-15.44000000
USD
13000.00000000
EUR
-136.30000000
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Audacy Capital Corp
29365DAB5
636000.00000000
PA
USD
397878.42000000
0.457006092448
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
-2418.86000000
-0.00277832046
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-37763.44000000
USD
554050.14000000
ZAR
2022-06-15
-2418.86000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-911.28000000
-0.00104670293
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-621.77000000
USD
10000.00000000
USD
-289.51000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1913.68000000
-0.00219806698
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1891.73000000
USD
21000.00000000
USD
-21.95000000
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
521000.00000000
PA
USD
488294.23000000
0.560858359740
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
92669.56000000
0.106440941191
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-03-08
0.00000000
USD
0.00000000
USD
1000000.00000000
USD
92669.56000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS HP INC
000000000
1.00000000
NC
USD
-0.51000000
-0.00000058578
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
HP INC
HP INC
Y
Default Event
2027-06-20
0.00000000
USD
-116.40000000
USD
28000.00000000
USD
115.89000000
N
N
N
DELIVERY HERO TL 07/09/27
N/A
DELIVERY HERO TL 07/09/27
000000000
500000.00000000
PA
USD
475000.00000000
0.545588508954
Long
LON
CORP
US
N
2
2027-07-09
Floating
0.01000000
N
N
N
N
N
N
ION Acquisition Corp 3 Ltd
N/A
ION Acquisition Corp 3 Ltd
000000000
796.00000000
NS
USD
7792.84000000
0.008950913591
Long
EC
CORP
IL
N
1
N
N
N
Population Health Investment C
N/A
Population Health Investment Co Inc
000000000
342.00000000
NS
USD
3375.54000000
0.003877170180
Long
EC
CORP
US
N
1
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
-153000.00000000
PA
USD
-134357.72000000
-0.15432426972
Short
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
OLDCASTLE BLDG T 04/30/29
N/A
OLDCASTLE BLDG T 04/30/29
000000000
1500000.00000000
PA
USD
1377195.00000000
1.581856350714
Long
LON
CORP
US
N
2
2029-04-30
Floating
6.10849080
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS MBIA AA
000000000
1.00000000
NC
USD
-250.35000000
-0.00028755385
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MBIA INC
MBIA INC
Y
Default Event
2022-06-20
0.00000000
USD
-28.36000000
USD
21000.00000000
USD
-221.99000000
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAJ9
91000.00000000
PA
USD
88018.39000000
0.101098572969
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149420AJ0
1000000.00000000
PA
USD
980461.07000000
1.126164827934
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
4.76271000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
157000.00000000
PA
151206.91000000
0.173677373832
Long
DBT
NUSS
DE
N
2
2032-02-15
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS WPP FINANCE
000000000
1.00000000
NC
219.48000000
0.000252096349
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
WPP FINANCE SA
WPP FINANCE SA
Y
Default Event
2027-06-20
131.05000000
USD
0.00000000
USD
51000.00000000
EUR
88.43000000
N
N
N
Crystal Peak Acquisition
549300QV2DQ5QN1K3U52
Crystal Peak Acquisition
000000000
1993.00000000
NS
USD
19531.40000000
0.022433910323
Long
EC
CORP
KY
N
1
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
212231.00000000
0.243770094408
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
74000.00000000
PA
USD
66826.81000000
0.076757767633
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR GOLD SHARES
000000000
14.00000000
NC
USD
4760.00000000
0.005467371163
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
SPDR Gold Shares
SPDR Gold Shares
100.00000000
180.00000000
USD
2022-09-16
XXXX
-3289.71000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
CARMAX INC
000000000
-64.00000000
NC
USD
-2880.00000000
-0.00330798927
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Written
CarMax Inc
CarMax Inc
100.00000000
65.00000000
USD
2022-07-15
XXXX
4087.05000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
51000.00000000
PA
USD
50541.57000000
0.058052420666
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
39808.29000000
0.045724095968
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-970000.00000000
EUR
1135928.20000000
USD
2025-03-31
39808.29000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AKZO NOBEL
000000000
1.00000000
NC
-647.64000000
-0.00074388408
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AKZO NOBEL NV
AKZO NOBEL NV
Y
Default Event
2027-06-20
0.00000000
USD
-823.35000000
USD
40000.00000000
EUR
175.71000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SYNCHRONY FINANCIAL
000000000
39.00000000
NC
USD
975.00000000
0.001119892202
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Synchrony Financial
Synchrony Financial
100.00000000
32.00000000
USD
2022-06-17
XXXX
-2575.14000000
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd
03881JAN6
1000000.00000000
PA
USD
992555.38000000
1.140056441744
Long
ABS-CBDO
CORP
KY
N
2
2037-05-15
Floating
5.70000000
N
N
N
N
N
N
Tech and Energy Transition Cor
N/A
Tech and Energy Transition Corp
87823R102
2499.00000000
NS
USD
24515.19000000
0.028158328334
Long
EC
CORP
US
N
1
N
N
N
POLAR US BORROWER LLC
N/A
Polar US Borrower LLC / Schenectady International Group Inc
73103PAA5
500000.00000000
PA
USD
402266.35000000
0.462046101260
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.75000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
10735.08000000
0.012330392190
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2025-12-20
10869.69000000
USD
0.00000000
USD
75000.00000000
USD
-134.61000000
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
-132000.00000000
PA
USD
-125060.76000000
-0.14364571279
Short
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR S&P 500 ETF TRUST
000000000
320.00000000
NC
USD
293440.00000000
0.337047351721
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
350.00000000
USD
2022-11-18
XXXX
-163040.00000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
27000.00000000
PA
USD
19566.01000000
0.022473663625
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
29000.00000000
PA
USD
21021.23000000
0.024145140067
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS NOVAFIVES SAS
000000000
1.00000000
NC
1841.99000000
0.002115723321
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
NOVAFIVES SAS
NOVAFIVES SAS
Y
Default Event
2024-12-20
2446.56000000
USD
0.00000000
USD
12000.00000000
EUR
-604.57000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-911.28000000
-0.00104670293
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-876.47000000
USD
10000.00000000
USD
-34.81000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CAMPBELL SOUP
000000000
1.00000000
NC
USD
-1155.91000000
-0.00132768676
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CAMPBELL SOUP CO
Campbell Soup Co
Y
Default Event
2027-06-20
0.00000000
USD
-848.83000000
USD
83000.00000000
USD
-307.08000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
-200000.00000000
PA
USD
-199312.50000000
-0.22893180987
Short
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-L Trust
05949CPD2
89139.83630000
PA
USD
82050.66000000
0.094243994206
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.95224200
N
N
N
N
N
N
Zimmer Energy Transition Acqui
N/A
Zimmer Energy Transition Acquisition Corp
989570106
2110.00000000
NS
USD
20540.85000000
0.023593372050
Long
EC
CORP
US
N
1
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2005-1
02660VAA6
102686.60350000
PA
USD
86948.60000000
0.099869804272
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.76971900
N
N
N
N
N
N
RIVERBED SRS A PREF SHRS
N/A
RIVERBED SRS A PREF SHRS
000000000
2381.00000000
NS
USD
21071.85000000
0.024203282573
Long
EP
CORP
US
N
2
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1114211.00000000
PA
USD
714553.34000000
0.820741244923
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS GE CAPITAL
000000000
1.00000000
NC
USD
781.83000000
0.000898015713
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
GENERAL ELECTRIC CO
General Electric Co
Y
Default Event
2026-12-20
0.00000000
USD
-849.22000000
USD
97000.00000000
USD
1631.05000000
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust
939344AM9
193753.99330000
PA
USD
167885.74000000
0.192834801181
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
1.16571000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
431.63000000
0.000495773406
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-96349.59000000
USD
90000.00000000
EUR
2022-06-30
431.63000000
N
N
N
1211 Avenue of the Americas Tr
N/A
1211 Avenue of the Americas Trust 2015-1211
90117PAQ8
150000.00000000
PA
USD
136314.53000000
0.156571876150
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
4.14210000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS FORD MOTOR CREDIT CO LLC
000000000
1.00000000
NC
USD
-1378.60000000
-0.00158347014
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FORD MOTOR CREDIT CO LLC
FORD MOTOR CREDIT CO LLC
Y
Default Event
2027-06-20
0.00000000
USD
-1031.70000000
USD
15000.00000000
USD
-346.90000000
N
N
N
SHAKE SHACK INC
529900J74GJAHYP80N79
Shake Shack Inc
819047AB7
51000.00000000
PA
USD
35394.00000000
0.040653809865
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Shake Shack Inc
Shake Shack Inc
USD
XXXX
N
N
N
Twelve Seas Investment Co II
N/A
Twelve Seas Investment Co II
90118T106
3059.00000000
NS
USD
29855.84000000
0.034292638377
Long
EC
CORP
US
N
1
N
N
N
DOUGLAS GMBH
529900381YTPHVY9AI06
Douglas GmbH
000000000
731000.00000000
PA
669298.20000000
0.768760856807
Long
DBT
CORP
DE
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
1427.07000000
0.001639143144
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2024-06-20
1754.59000000
USD
0.00000000
USD
21000.00000000
USD
-327.52000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SYNCHRONY FINANCIAL
000000000
20.00000000
NC
USD
2540.00000000
0.002917462763
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Synchrony Financial
Synchrony Financial
100.00000000
30.00000000
USD
2022-09-16
XXXX
-822.58000000
N
N
N
GORES TECHNOLOGY PRTNR II-A
N/A
GORES TECH PARTN II A -CW27
38287L115
68.00000000
NS
USD
30.60000000
0.000035147386
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS BOEING CO
000000000
1.00000000
NC
USD
1629.03000000
0.001871115892
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
BOEING CO/THE
BOEING CO/THE
Y
Default Event
2027-06-20
1282.31000000
USD
0.00000000
USD
31000.00000000
USD
346.72000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS ALLY FINANCIAL
000000000
1.00000000
NC
USD
-3289.70000000
-0.00377857372
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
ALLY FINANCIAL INC
ALLY FINANCIAL INC
Y
Default Event
2027-06-20
0.00000000
USD
-3141.19000000
USD
24000.00000000
USD
-148.51000000
N
N
N
NEW RESIDENTIAL INV CORP
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828TAA0
420000.00000000
PA
USD
395574.90000000
0.454360252359
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
NEW RESIDENTIAL INVESTMENT CORP
000000000
156.00000000
NC
USD
2340.00000000
0.002687741286
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
New Residential Investment Cor
New Residential Investment Corp
100.00000000
9.00000000
USD
2022-08-19
XXXX
-4339.79000000
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
280000.00000000
PA
USD
189582.40000000
0.217755745136
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000
000000000
-14.00000000
NC
USD
74005.61000000
0.085003390345
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
2022-06-17
-1377335.61000000
USD
74005.61000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CAMPBELL SOUP
000000000
1.00000000
NC
USD
-1740.83000000
-0.00199953019
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CAMPBELL SOUP CO
Campbell Soup Co
Y
Default Event
2027-06-20
0.00000000
USD
-1343.02000000
USD
125000.00000000
USD
-397.81000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS MARUBENI CORP
000000000
1.00000000
NC
-371.43000000
-0.00042662724
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MARUBENI CORP
MARUBENI CORP
Y
Default Event
2022-06-20
0.00000000
USD
-78.18000000
USD
18860000.00000000
JPY
-293.25000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
2033.81000000
0.002336049190
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
1073.50000000
USD
0.00000000
USD
46000.00000000
USD
960.31000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
USD
-1435.87000000
-0.00164925088
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2024-06-20
1354.04000000
USD
0.00000000
USD
140000.00000000
USD
-2789.91000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-140.53000000
-0.00016141379
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-150000.00000000
EUR
161161.50000000
USD
2022-06-30
-140.53000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
-321400.00000000
PA
USD
-244967.06000000
-0.28137097475
Short
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
FAST ACQUISITION CORP II-A
N/A
FAST ACQUISITION II A -CW26
311874119
53.00000000
NS
USD
7.40000000
0.000008499694
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
2854.15000000
0.003278297774
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2024-06-20
1800.00000000
USD
0.00000000
USD
42000.00000000
USD
1054.15000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
216.21000000
0.000248340403
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
238.88000000
USD
0.00000000
USD
16000.00000000
USD
-22.67000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
ALLY FINANCIAL INC
000000000
26.00000000
NC
USD
1950.00000000
0.002239784405
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
Ally Financial Inc
Ally Financial Inc
100.00000000
30.00000000
USD
2022-09-16
XXXX
-1493.42000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
22751.57000000
0.026132621374
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-770000.00000000
EUR
865449.20000000
USD
2023-03-31
22751.57000000
N
N
N
GS Mortgage Securities Corp.
N/A
GSMSC Pass-Through Trust 2009-4R
36190GAE8
625061.50760000
PA
USD
395265.02000000
0.454004321902
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Floating
1.11786000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-K Trust
05949CMS2
134954.05880000
PA
USD
126104.34000000
0.144844376491
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
2.47788000
N
N
N
N
N
N
Live Oak Mobility Acquisition
N/A
Live Oak Mobility Acquisition Corp
538126103
757.00000000
NS
USD
7426.17000000
0.008529753721
Long
EC
CORP
US
N
1
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF 2021-FL2 Ltd
48275RAG2
500000.00000000
PA
USD
486336.57000000
0.558609777002
Long
ABS-CBDO
CORP
KY
N
2
2039-02-15
Floating
2.88671000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
21380.92000000
0.024558282658
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-440000.00000000
GBP
575912.48000000
USD
2022-06-30
21380.92000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
952000.00000000
PA
USD
656185.04000000
0.753698984361
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Jackson Acquisition Co
N/A
Jackson Acquisition Co
46653C106
1761.00000000
NS
USD
17213.78000000
0.019771874870
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS MITSUI OSK LINES
000000000
1.00000000
NC
-70.29000000
-0.00008073561
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MITSUI OSK LINES LTD
MITSUI OSK LINES LTD
Y
Default Event
2022-06-20
0.00000000
USD
-4.75000000
USD
3618000.00000000
JPY
-65.54000000
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-L Trust
05949CPM2
103336.28130000
PA
USD
99691.46000000
0.114506347403
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
3.21800700
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
TWITTER INC
000000000
24.00000000
NC
USD
120.00000000
0.000137832886
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Twitter Inc
Twitter Inc
100.00000000
55.00000000
USD
2022-06-17
XXXX
-3128.16000000
N
N
N
Fusion Acquisition Corp II
N/A
Fusion Acquisition Corp II
36118N102
956.00000000
NS
USD
9340.12000000
0.010728130830
Long
EC
CORP
US
N
1
N
N
N
ZIMMER ENERGY TRANSITION -A
N/A
ZIMMER ENERGY TRANS -A -CW23
989570114
703.00000000
NS
USD
175.75000000
0.000201867748
Long
EC
CORP
US
N
1
N
N
N
Pegasus Acquisition Co Europe
8945002KP07Y9J48EM22
Pegasus Acquisition Co Europe BV
000000000
1768.00000000
NS
18600.77000000
0.021364981830
Long
EC
CORP
NL
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
3431.00000000
NS
USD
87181.71000000
0.100137556141
Long
EC
CORP
GB
N
1
N
N
N
AFRICAN GOLD ACQUISITION C-A
N/A
AFRICAN GOLD ACQUISITION CW
000000000
1393.00000000
NS
USD
153.37000000
0.000176161914
Long
EC
CORP
US
N
1
N
N
N
GEO GROUP TL B L 03/22/24
N/A
GEO GROUP TL B L 03/22/24
000000000
79066.21130000
PA
USD
75045.30000000
0.086197585960
Long
LON
CORP
US
N
2
2024-03-22
Floating
3.06000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-BOP
61768FAN0
1213374.00200000
PA
USD
1179542.59000000
1.354831332475
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
2.82500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
2420.00000000
NS
USD
8276.40000000
0.009506334180
Long
EP
USGSE
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-791.53000000
-0.00090915720
N/A
DCR
CORP
GB
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
STENA AB
Stena AB
Y
Default Event
2024-06-20
0.00000000
USD
-455.36000000
USD
15000.00000000
EUR
-336.17000000
N
N
N
LEAD EDGE GROWTH OPPORTUNI-A
N/A
LEAD EDGE GROWTH OPP A -CW28
000000000
344.00000000
NS
USD
49.19000000
0.000056499997
Long
EC
CORP
US
N
1
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
430000.00000000
PA
USD
368742.20000000
0.423540014918
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
379000.00000000
PA
USD
342849.09000000
0.393798997493
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Khosla Ventures Acquisition Co
N/A
Khosla Ventures Acquisition Co III
482506102
3158.00000000
NS
USD
30758.92000000
0.035329922736
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
689.18000000
0.000791597239
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
465.02000000
USD
0.00000000
USD
51000.00000000
USD
224.16000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
40000.00000000
PA
USD
40909.22000000
0.046988632299
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Twin Ridge Capital Acquisition
N/A
Twin Ridge Capital Acquisition Corp
000000000
2202.00000000
NS
USD
21579.60000000
0.024786487974
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
579000.00000000
PA
USD
412372.49000000
0.473654088321
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
7854.69000000
0.009021954958
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2025-06-20
8935.82000000
USD
0.00000000
USD
64000.00000000
USD
-1081.13000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
DAX INDEX
000000000
-6.00000000
NC
-110.96000000
-0.00012744947
N/A
DE
CORP
DE
N
2
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCH BOERSE AG
DAX INDEX
5.00000000
11900.00000000
EUR
2022-06-17
XXXX
3226.42000000
N
N
N
FT TRI PARTY
N/A
FT TRI PARTY
000000000
356385.67000000
PA
USD
356385.67000000
0.409347213279
Long
RA
CORP
US
N
2
Repurchase
Y
0.69056300
2022-06-01
72305.24000000
USD
73743.06000000
USD
ADAS
284080.44000000
USD
290313.33000000
USD
UST
N
N
N
Ares Acquisition Corp
N/A
Ares Acquisition Corp
000000000
2110.00000000
NS
USD
20699.10000000
0.023775139169
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CASINO GUICHARD PERRACHON SA
000000000
5.00000000
NC
139.56000000
0.000160299646
N/A
DE
CORP
US
N
1
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
100.00000000
10.00000000
EUR
2022-09-16
XXXX
-160.61000000
N
N
N
STENA INTERNATIONAL SA
213800A4LTGG4W55QP46
Stena International SA
85858EAA1
100000.00000000
PA
USD
97010.99000000
0.111427539760
Long
DBT
CORP
LU
N
2
2024-03-01
Fixed
5.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
416000.00000000
PA
USD
429002.08000000
0.492754958243
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
62000.00000000
PA
USD
59822.56000000
0.068712634341
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS SHERWIN-WILLIAMS
000000000
1.00000000
NC
USD
-1477.08000000
-0.00169658499
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
SHERWIN-WILLIAMS CO
Sherwin-Williams Co/The
Y
Default Event
2027-06-20
0.00000000
USD
-371.66000000
USD
179000.00000000
USD
-1105.42000000
N
N
N
Aequi Acquisition Corp
N/A
Aequi Acquisition Corp
00775W102
3993.00000000
NS
USD
39331.05000000
0.045175934579
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-4628.60000000
-0.00531644415
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-4436.47000000
USD
35000.00000000
USD
-192.13000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAQ2
221000.00000000
PA
USD
206648.70000000
0.237358223390
Long
DBT
NUSS
SA
N
2
2032-02-03
Fixed
2.75000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
286000.00000000
PA
USD
241278.18000000
0.277133899935
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - GBP
000000000
1.00000000
NC
USD
4042.64000000
0.004643406168
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-172399.22000000
USD
140000.00000000
GBP
2022-06-30
4042.64000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
103000.00000000
PA
USD
86182.03000000
0.098989316308
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DANONE
000000000
1.00000000
NC
-521.08000000
-0.00059851633
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DANONE SA
DANONE SA
Y
Default Event
2027-06-20
0.00000000
USD
-558.80000000
USD
18000.00000000
EUR
37.72000000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AJ1
830000.00000000
PA
USD
742210.90000000
0.852508922653
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
Southport Acquisition Corp
N/A
Southport Acquisition Corp
84465L105
2933.00000000
NS
USD
29212.68000000
0.033553900050
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
9400000.00000000
PA
470032.64000000
0.539882962562
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
BAUSCH HEALTH TL 01/27/27
N/A
BAUSCH HEALTH TL 01/27/27
000000000
85156.26170000
PA
USD
78197.29000000
0.089817984958
Long
LON
CORP
US
N
2
2027-01-27
Floating
0.01000000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
CHEWY INC
000000000
15.00000000
NC
USD
660.00000000
0.000758080875
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Chewy Inc
Chewy Inc
100.00000000
35.00000000
USD
2022-06-17
XXXX
-2689.49000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
248000.00000000
PA
USD
248620.00000000
0.285566768623
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
264000.00000000
PA
USD
264487.31000000
0.303792078105
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS SOCIETE GENERALE
000000000
1.00000000
NC
-2013.34000000
-0.00231253719
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Societe Generale SA
Societe Generale SA
Y
Default Event
2023-12-20
1347.70000000
USD
0.00000000
USD
200000.00000000
EUR
-3361.04000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50
000000000
-2.00000000
NC
-2157.70000000
-0.00247835015
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
2022-06-17
-79088.61000000
USD
-2157.70000000
N
N
N
Executive Network Partnering C
N/A
Executive Network Partnering Corp
30158L100
6280.00000000
NS
USD
62737.20000000
0.072060411376
Long
EC
CORP
US
N
1
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121K104
-12015.00000000
NS
USD
-162923.40000000
-0.18713502079
Short
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
25000.00000000
PA
USD
24911.13000000
0.028613107943
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
-92100.00000000
PA
USD
-79767.23000000
-0.09162122964
Short
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5692511.00000000
PA
294509.55000000
0.338275844752
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS ALLY FINANCIAL
000000000
1.00000000
NC
USD
-4386.27000000
-0.00503810212
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALLY FINANCIAL INC
ALLY FINANCIAL INC
Y
Default Event
2027-06-20
0.00000000
USD
-3887.49000000
USD
32000.00000000
USD
-498.78000000
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
92922F2R8
1079073.00590000
PA
USD
940593.30000000
1.080372412798
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
1.92071000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
-85000.00000000
PA
USD
-71884.93000000
-0.08256756163
Short
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS SHERWIN-WILLIAMS
000000000
1.00000000
NC
USD
-297.07000000
-0.00034121679
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SHERWIN-WILLIAMS CO
Sherwin-Williams Co/The
Y
Default Event
2027-06-20
0.00000000
USD
-217.16000000
USD
36000.00000000
USD
-79.91000000
N
N
N
SOUTHPORT ACQUISITION CORP
N/A
SOUTHPORT ACQUISITION -CW23
84465L113
1466.00000000
NS
USD
247.97000000
0.000284820173
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CLEARWAY ENERGY INC-
000000000
1.00000000
NC
USD
7379.65000000
0.008476320505
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Clearway Energy Inc
Clearway Energy Inc
Y
2023-04-20
0.00000000
USD
0.00000000
USD
4280.00000000
USD
7379.65000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
-3294.65000000
-0.00378425932
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-50412.10000000
USD
738597.76000000
ZAR
2022-06-15
-3294.65000000
N
N
N
KnightSwan Acquisition Corp
N/A
KnightSwan Acquisition Corp
499103208
4639.00000000
NS
USD
46297.22000000
0.053177328902
Long
EC
CORP
US
N
1
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR S&P REGIONAL BANKING ETF
000000000
40.00000000
NC
USD
440.00000000
0.000505387250
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
SPDR S&P Regional Banking ETF
SPDR S&P Regional Banking ETF
100.00000000
55.00000000
USD
2022-06-17
XXXX
-3201.17000000
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
USD
94250.00000000
0.108256246250
Long
DBT
CORP
JP
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-1719.19000000
-0.00197467433
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-1651.98000000
USD
13000.00000000
USD
-67.21000000
N
N
N
RIVERBED HLDGS CMN STOCK
N/A
RIVERBED HLDGS CMN STOCK
000000000
3479.00000000
NS
USD
9857.75000000
0.011322684471
Long
EC
CORP
US
N
2
N
N
N
PWP Forward Acquisition Corp I
N/A
PWP Forward Acquisition Corp I
74709Q101
1807.00000000
NS
USD
17636.32000000
0.020257207436
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
-6945.80000000
-0.00797799719
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-229620.97000000
USD
3490583.18000000
ZAR
2022-06-15
-6945.80000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-11108.64000000
-0.01275946596
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-10781.68000000
USD
84000.00000000
USD
-326.96000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2879.28000000
0.003307162278
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-470000.00000000
EUR
508292.31000000
USD
2022-06-30
2879.28000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1640.30000000
-0.00188406069
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1628.08000000
USD
18000.00000000
USD
-12.22000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AIR FRANCE-KLM
000000000
1.00000000
NC
-81.71000000
-0.00009385270
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AIR FRANCE-KLM
AIR FRANCE-KLM
Y
Default Event
2022-06-20
0.00000000
USD
-16.10000000
USD
7000.00000000
EUR
-65.61000000
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412AF9
-300000.00000000
PA
USD
-286140.00000000
-0.32866251779
Short
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
N
Heartland Media Acquisition Co
N/A
Heartland Media Acquisition Corp
42237V207
3991.00000000
NS
USD
39949.91000000
0.045886761746
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AXLE
000000000
1.00000000
NC
USD
11168.63000000
0.012828370923
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AXLE & MFG INC
American Axle & Manufacturing Inc
Y
Default Event
2027-06-20
696.40000000
USD
0.00000000
USD
356000.00000000
USD
10472.23000000
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-6F
36228F2K1
84196.65340000
PA
USD
82558.14000000
0.094826889483
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.50000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
103000.00000000
PA
93455.05000000
0.107343160807
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
ERMENEGILDO ZEGNA HOLDITALIA
8156003760472AA7E269
ERMENEGILDO ZEGNA HOLD -CW27
000000000
580.00000000
NS
USD
1020.80000000
0.001172498420
Long
EC
CORP
IT
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CIE DE ST GOBAIN
000000000
1.00000000
NC
-684.13000000
-0.00078579677
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CIE DE SAINT-GOBAIN
Cie de Saint-Gobain
Y
Default Event
2027-06-20
0.00000000
USD
-612.14000000
USD
54000.00000000
EUR
-71.99000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-20064.08000000
-0.02304575050
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-9288727.52000000
MXN
450421.51000000
USD
2022-06-15
-20064.08000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS WPP FINANCE
000000000
1.00000000
NC
103.29000000
0.000118639657
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
WPP FINANCE SA
WPP FINANCE SA
Y
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
24000.00000000
EUR
103.29000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS FORD MOTOR CREDIT CO
000000000
1.00000000
NC
USD
-4411.52000000
-0.00506710446
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FORD MOTOR CREDIT CO LLC
FORD MOTOR CREDIT CO LLC
Y
Default Event
2027-06-20
0.00000000
USD
-2405.35000000
USD
48000.00000000
USD
-2006.17000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
CAPITAL ONE FINANCIAL CORP
000000000
13.00000000
NC
USD
3575.00000000
0.004106271409
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Capital One Financial Corp
Capital One Financial Corp
100.00000000
100.00000000
USD
2022-09-16
XXXX
-3346.97000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-911.28000000
-0.00104670293
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-843.01000000
USD
10000.00000000
USD
-68.27000000
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF53
3337.60900000
PA
USD
3121.66000000
0.003585561736
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.59453400
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
271000.00000000
PA
USD
241997.58000000
0.277960208089
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
401000.00000000
PA
362398.27000000
0.416253330056
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AE3
70000.00000000
PA
USD
68640.95000000
0.078841502239
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.62500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS WPP FINANCE
000000000
1.00000000
NC
55.95000000
0.000064264583
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
WPP FINANCE SA
WPP FINANCE SA
Y
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
13000.00000000
EUR
55.95000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS D.R. HORTON
000000000
1.00000000
NC
USD
268.62000000
0.000308538916
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
D.R. HORTON INC
DR Horton Inc
Y
Default Event
2027-06-20
0.00000000
USD
-204.10000000
USD
22000.00000000
USD
472.72000000
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
-146000.00000000
PA
USD
-130191.12000000
-0.14953848218
Short
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
K HOVNANIAN ENTERPRISES
549300JJCQ0KAI7CJG32
K Hovnanian Enterprises Inc
48251UAF5
446000.00000000
PA
USD
449946.07000000
0.516811379876
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1378.60000000
-0.00158347014
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-932.65000000
USD
15000.00000000
USD
-445.95000000
N
N
N
Disruptive Acquisition Corp I
N/A
Disruptive Acquisition Corp I
000000000
2007.00000000
NS
USD
19588.32000000
0.022499289056
Long
EC
CORP
US
N
1
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAR5
543000.00000000
PA
USD
466165.50000000
0.535441136991
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
179606.20000000
0.206297008119
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
209.00000000
NS
USD
1322.97000000
0.001519573115
Long
EC
CORP
US
N
1
N
N
N
TPG Pace Beneficial II Corp
N/A
TPG Pace Beneficial II Corp
000000000
83.00000000
NS
USD
810.08000000
0.000930463872
Long
EC
CORP
US
N
1
N
N
N
L Catterton Asia Acquisition C
N/A
L Catterton Asia Acquisition Corp
000000000
668.00000000
NS
USD
6539.72000000
0.007511570702
Long
EC
CORP
SG
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF
000000000
-320.00000000
NC
USD
-66080.00000000
-0.07589997615
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
109.00000000
USD
2022-11-18
XXXX
22560.00000000
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
21871DAD5
239000.00000000
PA
USD
205814.85000000
0.236400457120
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
-113000.00000000
PA
USD
-115909.75000000
-0.13313479510
Short
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
KONINKIJKE AHOLD DLHAIZE
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
-196000.00000000
PA
USD
-213024.43000000
-0.24468143396
Short
DBT
CORP
NL
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-3702.88000000
-0.00425315532
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-3624.53000000
USD
28000.00000000
USD
-78.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS HP INC
000000000
1.00000000
NC
USD
-1.09000000
-0.00000125198
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
HP INC
HP INC
Y
Default Event
2027-06-20
273.33000000
USD
0.00000000
USD
60000.00000000
USD
-274.42000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
272000.00000000
PA
USD
102803.76000000
0.118081158175
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01000000
N
N
N
N
N
N
Silver Crest Acquisition Corp
N/A
Silver Crest Acquisition Corp
000000000
857.00000000
NS
USD
8407.17000000
0.009656537568
Long
EC
CORP
HK
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE
000000000
-37.00000000
NC
USD
12653.25000000
0.014533616422
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-30
-4191918.88000000
USD
12653.25000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
101000.00000000
PA
USD
101201.16000000
0.116240399976
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-154.49000000
-0.00017744835
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
STENA AB
Stena AB
Y
Default Event
2027-06-20
244.21000000
USD
0.00000000
USD
10000.00000000
EUR
-398.70000000
N
N
N
Lead Edge Growth Opportunities
N/A
Lead Edge Growth Opportunities Ltd
000000000
1379.00000000
NS
USD
13472.83000000
0.015474992065
Long
EC
CORP
US
N
1
N
N
N
TCV Acquisition Corp
N/A
TCV Acquisition Corp
000000000
500.00000000
NS
USD
4855.00000000
0.005576488865
Long
EC
CORP
US
N
1
N
N
N
Figure Acquisition Corp I
N/A
Figure Acquisition Corp I
302438106
409.00000000
NS
USD
4002.07000000
0.004596807166
Long
EC
CORP
US
N
1
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
283000.00000000
PA
USD
258446.92000000
0.296854041529
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
216.21000000
0.000248340403
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
295.03000000
USD
0.00000000
USD
16000.00000000
USD
-78.82000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS ARCELORMITTAL
000000000
1.00000000
NC
-1406.99000000
-0.00161607910
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ARCELORMITTAL SA
ARCELORMITTAL
Y
Default Event
2027-06-20
0.00000000
USD
-1154.70000000
USD
9000.00000000
EUR
-252.29000000
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AP7
400000.00000000
PA
USD
328714.00000000
0.377563328699
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
373000.00000000
PA
USD
364432.04000000
0.418589333302
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.37500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586794
8600.00000000
NS
USD
51170.00000000
0.058774240006
Long
EP
USGSE
US
N
1
N
N
N
ACOSTA EXIT COMMON STOCK
N/A
ACOSTA EXIT COMMON STOCK
000000000
923.00000000
NS
USD
7476.30000000
0.008587333409
Long
EC
CORP
US
Y
3
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A5
46629CAT4
171231.29930000
PA
USD
144409.13000000
0.165869393507
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
3.17522400
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR12
45661VAA4
142012.92590000
PA
USD
129655.40000000
0.148923150239
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
1.38571000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS HP INC
000000000
1.00000000
NC
USD
-0.51000000
-0.00000058578
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
HP INC
HP INC
Y
Default Event
2027-06-20
38.59000000
USD
0.00000000
USD
28000.00000000
USD
-39.10000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
735.40000000
0.000844685872
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2050000.00000000
JPY
16680.01000000
USD
2022-06-30
735.40000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
216.21000000
0.000248340403
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
302.10000000
USD
0.00000000
USD
16000.00000000
USD
-85.89000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
CHEWY INC
000000000
30.00000000
NC
USD
15000.00000000
0.017229110809
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Chewy Inc
Chewy Inc
100.00000000
30.00000000
USD
2023-01-20
XXXX
2789.13000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
44265.70000000
0.050843910022
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1530000.00000000
CHF
1642173.59000000
USD
2022-06-30
44265.70000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-465.59000000
-0.00053478011
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
FedEx Corp
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-520.08000000
USD
37000.00000000
USD
54.49000000
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
464000.00000000
PA
USD
438582.08000000
0.503758617013
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-7273.51000000
-0.00835440731
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-6659.65000000
USD
55000.00000000
USD
-613.86000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
14000.00000000
PA
USD
11378.43000000
0.013069348753
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
378.37000000
0.000434598577
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
141.26000000
USD
0.00000000
USD
28000.00000000
USD
237.11000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
72881.10000000
0.083711769852
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-911.28000000
-0.00104670293
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-910.06000000
USD
10000.00000000
USD
-1.22000000
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAC9
266000.00000000
PA
USD
248707.34000000
0.285667087992
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MEDICAL PROPERTIES TRUST INC
000000000
78.00000000
NC
USD
936.00000000
0.001075096514
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
Medical Properties Trust Inc
Medical Properties Trust Inc
100.00000000
15.00000000
USD
2022-07-15
XXXX
-1783.02000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS MICHELEN
000000000
1.00000000
NC
-2032.19000000
-0.00233418844
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
Y
Default Event
2027-06-20
0.00000000
USD
-1825.90000000
USD
80000.00000000
EUR
-206.29000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - CHF
000000000
1.00000000
NC
USD
-28562.16000000
-0.03280670797
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-790962.66000000
USD
730000.00000000
CHF
2022-06-30
-28562.16000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS MITSUI OSK LINES
000000000
1.00000000
NC
-75.35000000
-0.00008654756
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MITSUI OSK LINES LTD
MITSUI OSK LINES LTD
Y
Default Event
2022-06-20
0.00000000
USD
-5.25000000
USD
3878000.00000000
JPY
-70.10000000
N
N
N
TCW SPECIAL PURPOSE ACQ-CL A
N/A
TCW SPECIAL PURPOSE AC- CW28
87301L114
612.00000000
NS
USD
110.16000000
0.000126530589
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
366000.00000000
PA
USD
350472.45000000
0.402555245105
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
FUSION ACQUISITION CORP II-A
N/A
FUSION ACQ II CL A -CW27
36118N110
318.00000000
NS
USD
41.34000000
0.000047483429
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
135562.00000000
0.155707514633
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS HP INC
000000000
1.00000000
NC
USD
-0.25000000
-0.00000028715
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
HP INC
HP INC
Y
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
14000.00000000
USD
-0.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1913.68000000
-0.00219806698
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1845.16000000
USD
21000.00000000
USD
-68.52000000
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-4
45254NJF5
126437.76690000
PA
USD
130677.84000000
0.150097532376
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.28632100
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-931.17000000
-0.00106954874
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
FEDEX CORP
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-1035.52000000
USD
74000.00000000
USD
104.35000000
N
N
N
Pioneer Merger Corp
N/A
Pioneer Merger Corp
000000000
597.00000000
NS
USD
5862.54000000
0.006733756752
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CIE DE ST GOBAIN
000000000
1.00000000
NC
-76.02000000
-0.00008731713
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CIE DE SAINT-GOBAIN
Cie de Saint-Gobain
Y
Default Event
2027-06-20
0.00000000
USD
-58.12000000
USD
6000.00000000
EUR
-17.90000000
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-IM1
12668A4B8
107980.31890000
PA
USD
100914.55000000
0.115911197613
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.60571000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CIE DE ST GOBAIN
000000000
1.00000000
NC
-228.05000000
-0.00026193991
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CIE DE SAINT-GOBAIN
Cie de Saint-Gobain
Y
Default Event
2027-06-20
0.00000000
USD
-318.35000000
USD
18000.00000000
EUR
90.30000000
N
N
N
Spree Acquisition Corp 1 Ltd
N/A
Spree Acquisition Corp 1 Ltd
000000000
1818.00000000
NS
USD
18089.10000000
0.020777273889
Long
EC
CORP
IL
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
216.21000000
0.000248340403
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
WHIRLPOOL CORP
WHIRLPOOL CORP
Y
Default Event
2027-06-20
281.65000000
USD
0.00000000
USD
16000.00000000
USD
-65.44000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
173832.00000000
0.199664719344
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS ARCELORMITTAL
000000000
1.00000000
NC
-4689.94000000
-0.00538689972
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ARCELORMITTAL SA
ARCELORMITTAL
Y
Default Event
2027-06-20
0.00000000
USD
-3846.36000000
USD
30000.00000000
EUR
-843.58000000
N
N
N
Dragoneer Growth Opportunities
N/A
Dragoneer Growth Opportunities Corp III
000000000
3050.00000000
NS
USD
29707.00000000
0.034121679653
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YBD1
702000.00000000
PA
USD
618289.31000000
0.710171668937
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.11207500
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
3.00000000
NC
661.55000000
0.000759861217
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Put
Purchased
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
7100.00000000
GBP
2022-06-17
XXXX
-3848.89000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
18000.00000000
PA
USD
12953.42000000
0.014878393902
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Thunderbolt Aircraft Lease Lim
N/A
Thunderbolt II Aircraft Lease Ltd
886065AA9
2410195.76000000
PA
USD
2109904.17000000
2.423451516098
Long
ABS-O
CORP
KY
N
2
2038-09-15
Variable
4.14700000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
173000.00000000
PA
USD
171188.69000000
0.196628593951
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-320.00000000
NC
USD
-51360.00000000
-0.05899247541
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
74.00000000
USD
2022-11-18
XXXX
28960.00000000
N
N
N
ACOSTA SRS A CVT PREF ST
N/A
ACOSTA SRS A CVT PREF ST
000000000
993.00000000
NS
USD
46174.50000000
0.053036371803
Long
EP
CORP
US
Y
3
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS HOCHTIEF AG
000000000
1.00000000
NC
-2878.31000000
-0.00330604812
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
HOCHTIEF AG
HOCHTIEF AG
Y
Default Event
2027-06-20
0.00000000
USD
-3405.35000000
USD
17000.00000000
EUR
527.04000000
N
N
N
Stellar Jay Ireland Dac
N/A
Stellar Jay Ireland DAC
858558AB5
946940.00000000
PA
USD
849287.85000000
0.975498298430
Long
ABS-O
CORP
IE
N
2
2041-10-15
Fixed
5.92600000
N
N
N
N
N
N
RIVERBED TECH L+800 12/26
N/A
RIVERBED TECH L+800 12/26
000000000
87283.34000000
PA
USD
62644.13000000
0.071953510487
Long
LON
CORP
US
N
2
2026-12-08
Floating
6.99999840
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
-166000.00000000
PA
USD
-133536.21000000
-0.15338067727
Short
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-465.59000000
-0.00053478011
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
FEDEX CORP
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-391.09000000
USD
37000.00000000
USD
-74.50000000
N
N
N
Agile Growth Corp
N/A
Agile Growth Corp
000000000
1147.00000000
NS
USD
11194.72000000
0.012858338090
Long
EC
CORP
US
N
1
N
N
N
HCM ACQUISITION CORP
N/A
HCM ACQUISITION CORP
000000000
3990.00000000
NS
USD
39540.90000000
0.045416969839
Long
EC
CORP
US
N
1
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
47000.00000000
PA
USD
44092.35000000
0.050644798932
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
844.78000000
0.000970320548
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-06-20
1702.46000000
USD
0.00000000
USD
48000.00000000
USD
-857.68000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
320000.00000000
PA
USD
241478.40000000
0.277363874106
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS ITOCHU
000000000
1.00000000
NC
-238.88000000
-0.00027437933
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITOCHU CORP
ITOCHU CORP
Y
Default Event
2022-06-20
0.00000000
USD
-60.87000000
USD
12107000.00000000
JPY
-178.01000000
N
N
N
TUTOR PERINI CORP
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
-161000.00000000
PA
USD
-150033.49000000
-0.17232957495
Short
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
SIGMA HOLDCO BV
254900RAPCKVT00GAO59
Sigma Holdco BV
82660CAA0
-26000.00000000
PA
USD
-17851.21000000
-0.02050403167
Short
DBT
CORP
NL
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
-1913.68000000
-0.00219806698
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2027-06-20
0.00000000
USD
-1894.10000000
USD
21000.00000000
USD
-19.58000000
N
N
N
AMERICAN ENERGY WT RTS
N/A
AMERICAN ENERGY WT RTS
000000000
1346.43000000
NS
USD
34333.97000000
0.039436251576
Long
EC
CORP
US
N
3
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
502000.00000000
PA
USD
422420.45000000
0.485195249404
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-31.20000000
-0.00003583655
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
STENA AB
Stena AB
Y
Default Event
2027-06-20
21.27000000
USD
0.00000000
USD
2000.00000000
EUR
-52.47000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
TWITTER INC
000000000
24.00000000
NC
USD
504.00000000
0.000578898123
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Twitter Inc
Twitter Inc
100.00000000
55.00000000
USD
2022-10-21
XXXX
-8424.70000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS LLOYDS BANKING GROUP PLC
000000000
1.00000000
NC
1682.01000000
0.001931969111
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
LLOYDS BANKING GROUP PLC
Lloyds Banking Group PLC
Y
Default Event
2027-06-20
2414.70000000
USD
0.00000000
USD
79000.00000000
EUR
-732.69000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
-69000.00000000
PA
USD
-63066.00000000
-0.07243807348
Short
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
10244.47000000
0.011766873920
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-380000.00000000
EUR
418876.28000000
USD
2022-06-30
10244.47000000
N
N
N
EUSTREAM AS
31570020000000003378
Eustream AS
000000000
100000.00000000
PA
83820.79000000
0.096277178600
Long
DBT
CORP
SK
N
2
2027-06-25
Fixed
1.62500000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAN1
37000.00000000
PA
USD
29947.80000000
0.034398264312
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.25000000
N
N
N
N
Y
Realogy Holdings Corp
Realogy Holdings Corp
USD
XXXX
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
-71000.00000000
PA
USD
-50745.99000000
-0.05828721898
Short
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-33201.06000000
-0.03813498278
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-7693869.77000000
MXN
356503.01000000
USD
2022-06-15
-33201.06000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
TOLL BROTHERS INC
000000000
11.00000000
NC
USD
1595.00000000
0.001832028782
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Toll Brothers Inc
Toll Brothers Inc
100.00000000
40.00000000
USD
2022-09-16
XXXX
-2002.32000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CDS SOTBANK GROUP
000000000
1.00000000
NC
3862.95000000
0.004437012906
N/A
DCR
CORP
GB
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
SOFTBANK GROUP
SOFTBANK GROUP
Y
Default Event
2027-06-20
4121.45000000
USD
0.00000000
USD
3810000.00000000
JPY
-258.50000000
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAB1
858000.00000000
PA
USD
834949.83000000
0.959029542739
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
4000.00000000
PA
USD
3440.12000000
0.003951347245
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
36000.00000000
PA
USD
26773.20000000
0.030751895300
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CDS SOTBANK GROUP
000000000
1.00000000
NC
5961.72000000
0.006847675632
N/A
DCR
CORP
GB
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
SOFTBANK GROUP
SOFTBANK GROUP
Y
Default Event
2027-06-20
6036.07000000
USD
0.00000000
USD
5880000.00000000
JPY
-74.35000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS SOLVAY SA
000000000
1.00000000
NC
-148.65000000
-0.00017074048
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
SOLVAY SA
Solvay SA
Y
Default Event
2027-06-20
0.00000000
USD
-250.02000000
USD
36000.00000000
EUR
101.37000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
127000.00000000
PA
98971.24000000
0.113679097391
Long
DBT
CORP
NL
N
2
2033-07-13
Fixed
1.98500000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
187000.00000000
PA
USD
157910.28000000
0.181376914134
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS SOTBANK GROUP
000000000
1.00000000
NC
30373.31000000
0.034887008241
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
SOFTBANK GROUP
SOFTBANK GROUP
Y
Default Event
2026-12-20
18835.97000000
USD
0.00000000
USD
33600000.00000000
JPY
11537.34000000
N
N
N
DELIVERY HERO TL 07/04/27
N/A
DELIVERY HERO TL 07/04/27
000000000
255000.00000000
PA
264173.95000000
0.303432150494
Long
LON
CORP
DE
N
2
2027-07-04
Floating
0.01000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
2918.07000000
0.003351716758
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
6045.09000000
USD
0.00000000
USD
66000.00000000
USD
-3127.02000000
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MEB5
56609.08380000
PA
USD
53722.28000000
0.061705807669
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
-90000.00000000
PA
USD
-84577.50000000
-0.09714634129
Short
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
-3.00000000
NC
-302.42000000
-0.00034736184
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Put
Written
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
6800.00000000
GBP
2022-06-17
XXXX
2054.55000000
N
N
N
Lerer Hippeau Acquisition Corp
N/A
Lerer Hippeau Acquisition Corp
526749106
2839.00000000
NS
USD
27680.25000000
0.031793739631
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ANGLO AMERICAN
000000000
1.00000000
NC
-5860.64000000
-0.00673157439
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
ANGLO AMERICAN CAPITAL
ANGLO AMERICAN CAPITAL
Y
Default Event
2027-06-20
0.00000000
USD
-5027.86000000
USD
31000.00000000
EUR
-832.78000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AXLE
000000000
1.00000000
NC
USD
1055.26000000
0.001212079431
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AXLE & MFG INC
American Axle & Manufacturing Inc
Y
Default Event
2025-06-20
1035.09000000
USD
0.00000000
USD
-32000.00000000
USD
20.17000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS MBIA AA
000000000
1.00000000
NC
USD
-274.19000000
-0.00031493665
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MBIA INC
MBIA INC
Y
Default Event
2022-06-20
0.00000000
USD
-14.15000000
USD
23000.00000000
USD
-260.04000000
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VB2
1915202.16000000
PA
USD
2026840.63000000
2.328044120441
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
12.75571000
N
N
N
N
N
N
Peridot Acquisition Corp II
N/A
Peridot Acquisition Corp II
000000000
735.00000000
NS
USD
7188.30000000
0.008256534481
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS BOEING CO
000000000
1.00000000
NC
USD
1208.64000000
0.001388252832
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BOEING CO/THE
BOEING CO/THE
Y
Default Event
2027-06-20
960.90000000
USD
0.00000000
USD
23000.00000000
USD
247.74000000
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR1 Trust
05532TAD4
176105.73000000
PA
USD
146984.22000000
0.168827160904
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Variable
3.20610000
N
N
N
N
N
N
PAYSAFE FIN PLC/PAYSAFE
N/A
Paysafe Finance PLC / Paysafe Holdings US Corp
70452AAA1
129000.00000000
PA
USD
100903.16000000
0.115898114975
Long
DBT
CORP
N/A
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
GLENFARNE MERGER CORP-A
N/A
GLENFARNE MERGER CL A -CW27
378579114
95.00000000
NS
USD
16.60000000
0.000019066882
Long
EC
CORP
US
N
1
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
417000.00000000
PA
USD
365817.42000000
0.420180591004
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS HP INC
000000000
1.00000000
NC
USD
-0.47000000
-0.00000053984
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
HP INC
HP INC
Y
Default Event
2027-06-20
23.88000000
USD
0.00000000
USD
26000.00000000
USD
-24.35000000
N
N
N
SPX FLOW TLB 03/17/29
N/A
SPX FLOW TLB 03/17/29
000000000
110976.18410000
PA
USD
104803.69000000
0.120378292547
Long
LON
CORP
US
N
2
2029-03-17
Floating
5.63409000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
52000.00000000
PA
USD
44688.54000000
0.051329587170
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
-31000.00000000
PA
USD
-27218.00000000
-0.03126279586
Short
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR S&P 500 ETF TRUST
000000000
30.00000000
NC
USD
25500.00000000
0.029289488375
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
380.00000000
USD
2022-08-19
XXXX
-12387.87000000
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010L103
-16458.00000000
NS
USD
-318956.04000000
-0.36635526375
Short
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd
254900K70GBA8CMARX66
OCP CLO 2020-8R Ltd
670898AJ4
1000000.00000000
PA
USD
968203.25000000
1.112085405330
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
4.79429000
N
N
N
N
N
N
DHC Acquisition Corp
N/A
DHC Acquisition Corp
000000000
1838.00000000
NS
USD
17938.88000000
0.020604730087
Long
EC
CORP
US
N
1
N
N
N
UPFIELD RC E+300 01/02/25
N/A
UPFIELD RC E+300 01/02/25
000000000
118207.51000000
PA
105313.22000000
0.120963542469
Long
LON
CORP
NL
N
2
2025-01-02
Floating
0.01000000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES 20+ YEAR TREASURY BOND ETF
000000000
60.00000000
NC
USD
2880.00000000
0.003307989275
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
iShares 20+ Year Treasury Bond ETF
iShares 20+ Year Treasury Bond ETF
100.00000000
140.00000000
USD
2022-09-16
XXXX
-19441.75000000
N
N
N
MASTR Seasoned Securitization
N/A
MASTR Seasoned Securitization Trust 2004-1
55265WBD4
63948.33770000
PA
USD
64191.96000000
0.073731359459
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Variable
2.40961900
N
N
N
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C105
12396.00000000
NS
USD
403613.76000000
0.463593746340
Long
EC
CORP
US
N
1
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
355000.00000000
PA
USD
301519.25000000
0.346327237954
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
200000.00000000
PA
USD
185069.98000000
0.212572746190
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
14606.94000000
0.016777639189
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-859745.24000000
USD
13706058.68000000
ZAR
2022-06-15
14606.94000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
100000.00000000
PA
USD
89208.03000000
0.102465002261
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
FINANCE OF AMERICA FUNDI
N/A
Finance of America Funding LLC
317386AA8
500000.00000000
PA
USD
432159.01000000
0.496381031362
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
ILIAD SA
969500FZ9BTRZS3JNB97
Iliad SA
000000000
100000.00000000
PA
91959.48000000
0.105625338057
Long
DBT
CORP
FR
N
2
2028-02-11
Fixed
1.87500000
N
N
N
N
N
N
Waldencast Acquisition Corp
N/A
Waldencast Acquisition Corp
000000000
82.00000000
NS
USD
806.88000000
0.000926788328
Long
EC
CORP
US
N
1
N
N
N
2MX ORGANIC SA
969500HQ6PWNILD1HE63
2MX ORGANIC SA-CW25
000000000
1165.00000000
NS
215.74000000
0.000247800557
Long
EC
CORP
FR
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
B&G FOODS INC
000000000
36.00000000
NC
USD
6660.00000000
0.007649725199
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
B&G Foods Inc
B&G Foods Inc
100.00000000
20.00000000
USD
2022-11-18
XXXX
2579.40000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
400000.00000000
PA
USD
146008.00000000
0.167705867400
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-4930.66000000
-0.00566339250
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-4713610.30000000
ZAR
295765.22000000
USD
2022-06-15
-4930.66000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
530.56000000
0.000609405135
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
667.06000000
USD
0.00000000
USD
12000.00000000
USD
-136.50000000
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
506000.00000000
PA
USD
478572.27000000
0.549691644665
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
-44000.00000000
PA
USD
-36815.63000000
-0.04228670458
Short
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
575700.00000000
0.661253272852
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
African Gold Acquisition Corp
N/A
African Gold Acquisition Corp
000000000
1912.00000000
NS
USD
18680.24000000
0.021456261660
Long
EC
CORP
US
N
1
N
N
N
OBOTECH ACQUISITION SE - A
222100W9V7IC82G7I598
OBOTECH ACQUISITION SE -CW
000000000
413.00000000
NS
66.51000000
0.000076393877
Long
EC
CORP
LU
N
1
N
N
N
SATELLOGIC INC-A
N/A
SATELLOGIC INC-A -23
000000000
603.00000000
NS
USD
456.83000000
0.000524718312
Long
EC
CORP
UY
N
1
N
N
N
DigitalOcean Holdings Inc
549300EPISPY3RE3DL21
DigitalOcean Holdings Inc
25402D102
-250.00000000
NS
USD
-12212.50000000
-0.01402736771
Short
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
-79800.00000000
PA
USD
-73154.16000000
-0.08402540858
Short
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Deutsche Bank Securities Inc.
9J6MBOOO7BECTDTUZW19
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
1390.96000000
0.001597666931
N/A
DFE
CORP
US
N
2
Deutsche Bank Securities Inc.
9J6MBOOO7BECTDTUZW19
-85264.02000000
USD
1358375.13000000
ZAR
2022-06-15
1390.96000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS TDC HOLDING
000000000
1.00000000
NC
3367.83000000
0.003868314417
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
TDC HOLDING A/S
TDC HOLDING A/S
Y
Default Event
2027-06-20
3417.38000000
USD
0.00000000
USD
60000.00000000
EUR
-49.55000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AIR FRANCE-KLM
000000000
1.00000000
NC
-151.74000000
-0.00017428968
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AIR FRANCE-KLM
AIR FRANCE-KLM
Y
Default Event
2022-06-20
0.00000000
USD
-15.05000000
USD
13000.00000000
EUR
-136.69000000
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
381000.00000000
PA
USD
346348.05000000
0.397817928797
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
30000.00000000
PA
USD
26049.90000000
0.029921107577
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-93.58000000
-0.00010748667
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
STENA AB
Stena AB
Y
Default Event
2027-06-20
76.39000000
USD
0.00000000
USD
6000.00000000
EUR
-169.97000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS GLENCORE
000000000
1.00000000
NC
-14121.53000000
-0.01622009367
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
GLENCORE FINANCE EUROPE LTD
GLENCORE FINANCE EUROPE LTD
Y
Default Event
2027-06-20
0.00000000
USD
-14238.64000000
USD
80000.00000000
EUR
117.11000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CR9
-129000.00000000
PA
USD
-129408.80000000
-0.14863990365
Short
DBT
NUSS
TR
N
2
2023-12-23
Fixed
7.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS NEXT PLC
000000000
1.00000000
NC
330.76000000
0.000379913379
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
NEXT GROUP PLC
Next Group PLC
Y
Default Event
2027-06-20
257.57000000
USD
0.00000000
USD
9000.00000000
EUR
73.19000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
57000.00000000
PA
USD
53359.36000000
0.061288955076
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A2
46630PAE5
102288.18010000
PA
USD
90794.98000000
0.104287784755
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
2.92142000
N
N
N
N
N
N
ADVANTAGE SALES & MARKET
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00775PAA5
39000.00000000
PA
USD
34804.19000000
0.039976349742
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Freedom Acquisition I Corp
N/A
Freedom Acquisition I Corp
000000000
573.00000000
NS
USD
5615.40000000
0.006449889922
Long
EC
CORP
US
N
1
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
HP INC
000000000
33.00000000
NC
USD
4356.00000000
0.005003333778
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
HP Inc
HP Inc
100.00000000
34.00000000
USD
2022-08-19
XXXX
-1650.00000000
N
N
N
AIR FRANCE-KLM
969500AQW31GYO8JZD66
Air France-KLM
000000000
9222.00000000
PA
162901.90000000
0.187110325740
Long
DBT
CORP
FR
N
2
2026-03-25
Fixed
0.12500000
N
N
N
N
N
Air France-KLM
Air France-KLM
EUR
XXXX
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2785.65000000
0.003199618168
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-110000.00000000
EUR
121073.81000000
USD
2022-06-30
2785.65000000
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
400000.00000000
PA
USD
356688.00000000
0.409694471751
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS HOCHTIEF AG
000000000
1.00000000
NC
-6095.27000000
-0.00700107214
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
HOCHTIEF AG
HOCHTIEF AG
Y
Default Event
2027-06-20
0.00000000
USD
-6898.59000000
USD
36000.00000000
EUR
803.32000000
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
494000.00000000
PA
USD
419370.14000000
0.481691640805
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
51.79000000
0.000059486376
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-155000.00000000
HKD
19821.19000000
USD
2022-06-30
51.79000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
-154000.00000000
PA
-134872.07000000
-0.15491505593
Short
DBT
NUSS
IT
N
2
2032-06-01
Fixed
0.95000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-46.35000000
-0.00005323795
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
STENA AB
Stena AB
Y
Default Event
2027-06-20
0.00000000
USD
-6.40000000
USD
3000.00000000
EUR
-39.95000000
N
N
N
Forum Merger IV Corp
N/A
Forum Merger IV Corp
349875104
849.00000000
NS
USD
8294.73000000
0.009527388153
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRS ENERGY TRANSFER LP
000000000
1.00000000
NC
USD
505.73000000
0.000580885213
N/A
DE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Energy Transfer LP
Energy Transfer LP
Y
2023-01-13
0.00000000
USD
0.00000000
USD
6136.00000000
USD
505.73000000
N
N
N
SPANISH BROADCASTING SYS
5493005DKYB1X4C9LH64
Spanish Broadcasting System Inc
846425AQ9
259000.00000000
PA
USD
241114.76000000
0.276946194516
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.75000000
N
N
N
N
N
N
TCW Special Purpose Acquisitio
N/A
TCW Special Purpose Acquisition Corp
87301L106
1838.00000000
NS
USD
17920.50000000
0.020583618683
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
-172.95000000
-0.00019865164
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-4602.57000000
USD
69437.25000000
ZAR
2022-06-15
-172.95000000
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
354000.00000000
PA
USD
332317.50000000
0.381702335419
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
AIR METHODS CORP
54930081QGNZXVDOZF63
Air Methods Corp
00215JAA7
-69000.00000000
PA
USD
-47850.11000000
-0.05496098982
Short
DBT
CORP
US
N
2
2025-05-15
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - MXN
000000000
1.00000000
NC
USD
21.33000000
0.000024499795
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-8155.57000000
USD
161435.23000000
MXN
2022-06-15
21.33000000
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
252000.00000000
PA
USD
238073.22000000
0.273452659203
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAJ0
47000.00000000
PA
USD
46104.72000000
0.052956221980
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
400000.00000000
PA
USD
145628.00000000
0.167269396593
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
5708.29000000
0.006556584062
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2024-06-20
7224.77000000
USD
0.00000000
USD
84000.00000000
USD
-1516.48000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
1.00000000
NC
USD
27934.50000000
0.032085773059
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2028-06-20
75058.57000000
USD
0.00000000
USD
1100000.00000000
USD
-47124.07000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - PLN
000000000
1.00000000
NC
USD
1217.52000000
0.001398452466
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-185404.32000000
USD
798499.34000000
PLN
2022-06-15
1217.52000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS HP INC
000000000
1.00000000
NC
USD
-1.25000000
-0.00000143575
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
HP INC
HP INC
Y
Default Event
2027-06-20
0.00000000
USD
-63.42000000
USD
69000.00000000
USD
62.17000000
N
N
N
FIGURE ACQUISITION CORP I -A
N/A
FIGURE ACQ I CL A -CW27
302438114
345.00000000
NS
USD
98.29000000
0.000112896620
Long
EC
CORP
US
N
1
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-4
45254NPN1
145318.46820000
PA
USD
128193.34000000
0.147243817323
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
1.75571000
N
N
N
N
N
N
HAEMONETICS CORP
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024AB6
25000.00000000
PA
USD
20125.00000000
0.023115723668
Long
DBT
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
Y
Haemonetics Corp
Haemonetics Corp
USD
XXXX
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
DAX INDEX
000000000
6.00000000
NC
280.68000000
0.000322391121
N/A
DE
CORP
DE
N
2
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Purchased
DEUTSCH BOERSE AG
DAX INDEX
5.00000000
12500.00000000
EUR
2022-06-17
XXXX
-5086.95000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CIE DE ST GOBAIN
000000000
1.00000000
NC
-468.75000000
-0.00053840971
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CIE DE SAINT-GOBAIN
Cie de Saint-Gobain
Y
Default Event
2027-06-20
0.00000000
USD
-537.02000000
USD
37000.00000000
EUR
68.27000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
2621.71000000
0.003011315473
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2026-12-20
1160.07000000
USD
0.00000000
USD
15000.00000000
USD
1461.64000000
N
N
N
UPFIELD RC E+300 01/02/25
N/A
UPFIELD RC E+300 01/02/25
000000000
96324.49000000
PA
85817.24000000
0.098570315819
Long
LON
CORP
NL
N
2
2025-01-02
Floating
3.44492280
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAR4
14211.30640000
PA
USD
12551.56000000
0.014416814537
Long
ABS-MBS
CORP
US
N
2
2022-01-25
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
499000.00000000
PA
USD
446722.27000000
0.513108499380
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
TARGET GLOBAL ACQUISITION -A
N/A
TARGET GLOBAL ACQ I -CW27
000000000
1043.00000000
NS
USD
285.10000000
0.000327467966
Long
EC
CORP
IL
N
1
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2007-AR5
45669EAC0
720.07360000
PA
USD
630.35000000
0.000724024666
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
2.98574900
N
N
N
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
000000000
1142.00000000
NS
11414.01000000
0.013110216204
Long
EC
CORP
GB
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS JFE HOLDINGS
000000000
1.00000000
NC
-104.13000000
-0.00011960448
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
JFE HOLDINGS INC
JFE HOLDINGS INC
Y
Default Event
2022-06-20
0.00000000
USD
-27.67000000
USD
5348000.00000000
JPY
-76.46000000
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
46000.00000000
PA
USD
41938.89000000
0.048171318867
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS NEXT PLC
000000000
1.00000000
NC
588.03000000
0.000675415601
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Next PLC
Next PLC
Y
Default Event
2027-06-20
172.81000000
USD
0.00000000
USD
16000.00000000
EUR
415.22000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
CARMAX INC
000000000
64.00000000
NC
USD
8000.00000000
0.009188859098
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
CarMax Inc
CarMax Inc
100.00000000
75.00000000
USD
2022-07-15
XXXX
-8689.87000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
4194.74000000
0.004818109351
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2026-12-20
3460.25000000
USD
0.00000000
USD
24000.00000000
USD
734.49000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-540.68000000
-0.00062102904
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
STENA AB
Stena AB
Y
Default Event
2027-06-20
297.55000000
USD
0.00000000
USD
35000.00000000
EUR
-838.23000000
N
N
N
THE REALREAL INC
549300O00VUGT4H1PE90
RealReal Inc/The
88339PAD3
91000.00000000
PA
USD
50844.99000000
0.058400931119
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.00000000
N
N
N
N
Y
RealReal Inc/The
RealReal Inc/The
USD
XXXX
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
43.28000000
0.000049711727
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-130000.00000000
JPY
1054.40000000
USD
2022-06-30
43.28000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS NEXT PLC
000000000
1.00000000
NC
588.03000000
0.000675415601
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Next PLC
Next PLC
Y
Default Event
2027-06-20
164.67000000
USD
0.00000000
USD
16000.00000000
EUR
423.36000000
N
N
N
AGILE GROWTH CORP-A
N/A
AGILE GROWTH CORP -CW27
000000000
382.00000000
NS
USD
80.22000000
0.000092141284
Long
EC
CORP
US
N
1
N
N
N
DHC ACQUISITION CORP-A
N/A
DHC ACQUISITION CORP A -CW27
000000000
71.00000000
NS
USD
9.37000000
0.000010762451
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-6190.40000000
-0.00711033917
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-798499.34000000
PLN
180431.44000000
USD
2022-06-15
-6190.40000000
N
N
N
ARES ACQUISITION CORP-A
N/A
ARES ACQUISITION CL A -CW27
000000000
566.00000000
NS
USD
135.90000000
0.000156095743
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-AR5
17311LAH4
78850.52740000
PA
USD
74718.48000000
0.085822198093
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.37778300
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
CHEGG INC
000000000
16.00000000
NC
USD
96.00000000
0.000110266309
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Chegg Inc
Chegg Inc
100.00000000
35.00000000
USD
2022-07-15
XXXX
-1081.43000000
N
N
N
Marathon CLO LTD
5493002F390212ZEF773
Marathon CLO VI Ltd
56576VBC0
980000.00000000
PA
USD
943833.44000000
1.084094061538
Long
ABS-CBDO
CORP
KY
N
2
2028-05-13
Floating
4.92186000
N
N
N
N
N
N
CBB INTL SUKUK PROG WLL
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co WLL
12482TAC2
667000.00000000
PA
USD
617135.08000000
0.708845911832
Long
DBT
NUSS
BH
N
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
NightDragon Acquisition Corp
N/A
NightDragon Acquisition Corp
65413D105
367.00000000
NS
USD
3581.92000000
0.004114219772
Long
EC
CORP
US
N
1
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
355000.00000000
PA
USD
341785.13000000
0.392576925177
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2007-HF1
55291YAE7
485954.61090000
PA
USD
341085.27000000
0.391773060811
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
2.21198900
N
N
N
N
N
N
JOFF Fintech Acquisition Corp
N/A
JOFF Fintech Acquisition Corp
46592C100
1575.00000000
NS
USD
15403.50000000
0.017692573889
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
H & M HENNES & MAURITZ AB
000000000
49.00000000
NC
175.61000000
0.000201706943
N/A
DE
CORP
US
N
1
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
H & M Hennes & Mauritz AB
H & M Hennes & Mauritz AB
100.00000000
105.00000000
SEK
2022-06-17
XXXX
-834.28000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS FORD MOTOR CREDIT CO LLC
000000000
1.00000000
NC
USD
-2757.20000000
-0.00316694028
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FORD MOTOR CREDIT CO LLC
FORD MOTOR CREDIT CO LLC
Y
Default Event
2027-06-20
0.00000000
USD
-1808.42000000
USD
30000.00000000
USD
-948.78000000
N
N
N
SPREE ACQUISITION CORP 1 LTD
N/A
SPREE ACQUISITION 1 LTD -23
000000000
909.00000000
NS
USD
147.49000000
0.000169408103
Long
EC
CORP
IL
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS LANXESS
000000000
1.00000000
NC
195.17000000
0.000224173703
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
LANXESS AG
LANXESS AG
Y
Default Event
2027-06-20
412.05000000
USD
0.00000000
USD
12000.00000000
EUR
-216.88000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ENBW ENERGIE
000000000
1.00000000
NC
-1046.26000000
-0.00120174196
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
ENBW INTL FINANCE BV
ENBW INTL FINANCE BV
Y
Default Event
2027-06-20
0.00000000
USD
-1448.48000000
USD
71000.00000000
EUR
402.22000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - PLN
000000000
1.00000000
NC
USD
2857.06000000
0.003281640221
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-195287.67000000
USD
847802.36000000
PLN
2022-06-15
2857.06000000
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR3 Trust
939336H30
199221.14350000
PA
USD
188215.95000000
0.216186230572
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
3.25620600
N
N
N
N
N
N
Growth For Good Acquisition Co
N/A
Growth For Good Acquisition Corp
000000000
1518.00000000
NS
USD
166.98000000
0.000191794461
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
375000.00000000
PA
USD
356985.00000000
0.410035608145
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS DANONE
000000000
1.00000000
NC
-1013.21000000
-0.00116378049
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
DANONE SA
DANONE SA
Y
Default Event
2027-06-20
0.00000000
USD
-1111.19000000
USD
35000.00000000
EUR
97.98000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
366378.00000000
0.420824477333
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-432.54000000
-0.00049681863
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
STENA AB
Stena AB
Y
Default Event
2027-06-20
182.93000000
USD
0.00000000
USD
28000.00000000
EUR
-615.47000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
2918.07000000
0.003351716758
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
2245.32000000
USD
0.00000000
USD
66000.00000000
USD
672.75000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-390.09000000
-0.00044806025
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FEDEX CORP
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-374.25000000
USD
31000.00000000
USD
-15.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CDS CDX.NA.HY.35.V1
000000000
1.00000000
NC
USD
-41964.84000000
-0.04820112522
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS MARKIT LTD
CDX.NA.HY.35.V1
Y
Default Event
2025-12-20
0.00000000
USD
-97850.00000000
USD
1030000.00000000
USD
55885.16000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAN0
-25000.00000000
PA
USD
-24252.36000000
-0.02785643985
Short
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
FORUM MERGER IV CORP-A
N/A
FORUM MERGER IV CL A -CW27
349875112
206.00000000
NS
USD
55.62000000
0.000063885542
Long
EC
CORP
US
N
1
N
N
N
TRAVEL LEADERS T 01/25/24
N/A
TRAVEL LEADERS T 01/25/24
000000000
141519.52000000
PA
USD
128075.17000000
0.147108086388
Long
LON
CORP
US
N
2
2024-01-25
Floating
5.05956960
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR S&P 500 ETF TRUST
000000000
-320.00000000
NC
USD
-178560.00000000
-0.20509533507
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
320.00000000
USD
2022-11-18
XXXX
94560.00000000
N
N
N
Staniford Street CLO Ltd
549300VQ0AVDB6585K37
Staniford Street CLO Ltd
854432AD3
373675.60000000
PA
USD
376416.71000000
0.432355013798
Long
ABS-CBDO
CORP
KY
N
2
2025-06-15
Floating
4.32600000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AH9
500000.00000000
PA
USD
493414.91000000
0.566740010616
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
ALLY FINANCIAL INC
000000000
39.00000000
NC
USD
585.00000000
0.000671935321
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
Ally Financial Inc
Ally Financial Inc
100.00000000
35.00000000
USD
2022-06-17
XXXX
-2965.14000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
125000.00000000
PA
USD
105841.25000000
0.121570041628
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2004-10
576433TB2
432347.49470000
PA
USD
379426.17000000
0.435811701786
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
2.51827600
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR1 Trust
00179DAH9
500000.00000000
PA
USD
442341.85000000
0.508077116609
Long
ABS-O
CORP
US
N
2
2038-06-17
Variable
4.61200000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-SA2 Trust
74958XAE4
707233.82840000
PA
USD
202558.13000000
0.232659764470
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.24490000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
28000.00000000
PA
USD
19094.18000000
0.021931716201
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response Inc
37960BAA3
236000.00000000
PA
USD
227003.68000000
0.260738103785
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
B&G FOODS INC
000000000
20.00000000
NC
USD
2000.00000000
0.002297214774
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
B&G Foods Inc
B&G Foods Inc
100.00000000
20.00000000
USD
2022-08-19
XXXX
-900.00000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
148000.00000000
PA
161755.50000000
0.185793562231
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AU3
-116000.00000000
PA
USD
-104651.10000000
-0.12020302654
Short
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
27000.00000000
PA
USD
25199.24000000
0.028944033217
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
DOLLAR TREE INC
000000000
6.00000000
NC
USD
468.00000000
0.000537548257
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
Dollar Tree Inc
Dollar Tree Inc
100.00000000
110.00000000
USD
2022-08-19
XXXX
-2837.57000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
5283.17000000
0.006068288090
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-190000.00000000
EUR
209599.07000000
USD
2022-06-30
5283.17000000
N
N
N
ASTON MARTIN CAPITAL HOL
213800H4GKEF3CJ8C774
Aston Martin Capital Holdings Ltd
04625HAG4
400000.00000000
PA
USD
394120.00000000
0.452689143471
Long
DBT
CORP
JE
N
2
2025-11-30
Fixed
10.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
117386.51000000
0.134831012552
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-396.74000000
-0.00045569849
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-383.21000000
USD
3000.00000000
USD
-13.53000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS LOUIS DREYFUS
000000000
1.00000000
NC
-4626.70000000
-0.00531426179
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
LOUIS DREYFUS CO FINANCE BV
LOUIS DREYFUS CO FINANCE BV
Y
Default Event
2027-06-20
0.00000000
USD
-3392.04000000
USD
33000.00000000
EUR
-1234.66000000
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400772
9100.00000000
NS
USD
47456.50000000
0.054508886474
Long
EP
USGSE
US
N
2
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
448000.00000000
PA
USD
354706.24000000
0.407418207575
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CIE DE ST GOBAIN
000000000
1.00000000
NC
-1646.97000000
-0.00189172190
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CIE DE SAINT-GOBAIN
Cie de Saint-Gobain
Y
Default Event
2027-06-20
0.00000000
USD
-1530.47000000
USD
130000.00000000
EUR
-116.50000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAD2
159000.00000000
PA
USD
167900.03000000
0.192851214781
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
-82000.00000000
PA
USD
-79994.36000000
-0.09188211283
Short
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
Powered Brands
N/A
Powered Brands
000000000
1065.00000000
NS
USD
10468.95000000
0.012024713306
Long
EC
CORP
US
N
1
N
N
N
LANDCADIA HOLDINGS IV INC-A
N/A
LANDCADIA HOLDINGS IV -CW28
51477A112
343.00000000
NS
USD
130.31000000
0.000149675028
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CONAGRA BRANDS
000000000
1.00000000
NC
USD
-418.90000000
-0.00048115163
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
Conagra Brands Inc
CONAGRA BRANDS INC
Y
Default Event
2027-06-20
66.58000000
USD
0.00000000
USD
144000.00000000
USD
-485.48000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS MBIA AA
000000000
1.00000000
NC
USD
-429.17000000
-0.00049294783
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
MBIA INC
MBIA INC
Y
Default Event
2022-06-20
0.00000000
USD
-61.46000000
USD
36000.00000000
USD
-367.71000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
B&G FOODS INC
000000000
22.00000000
NC
USD
2530.00000000
0.002905976689
N/A
DE
CORP
US
N
1
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
B&G Foods Inc
B&G Foods Inc
100.00000000
17.50000000
USD
2022-11-18
XXXX
858.00000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEP2
-33000.00000000
PA
USD
-33046.41000000
-0.03795735064
Short
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
242000.00000000
PA
USD
185864.47000000
0.213485303273
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
N
N
N
N
Far Peak Acquisition Corp
N/A
Far Peak Acquisition Corp
000000000
7608.00000000
NS
USD
74710.56000000
0.085813101123
Long
EC
CORP
US
N
1
N
N
N
HOMETOGO SE
2221001IK1TS34BCHL37
HOMETOGO SE - CW25
000000000
210.00000000
NS
45.09000000
0.000051790707
Long
EC
CORP
LU
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - MXN
000000000
1.00000000
NC
USD
12999.40000000
0.014931206870
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-190086.73000000
USD
4009499.40000000
MXN
2022-06-15
12999.40000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
2553.18000000
0.002932601409
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-06-15
0.00000000
CZK
-129.89000000
CZK
16916355.00000000
CZK
2683.07000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
79800.00000000
PA
USD
73154.16000000
0.084025408585
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS STENA AKTIEBOLAG
000000000
1.00000000
NC
-4789.62000000
-0.00550139291
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
STENA AB
Stena AB
Y
Default Event
2024-12-20
0.00000000
USD
-4649.05000000
USD
92000.00000000
EUR
-140.57000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS HOCHTIEF AG
000000000
1.00000000
NC
-2878.31000000
-0.00330604812
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
HOCHTIEF AG
HOCHTIEF AG
Y
Default Event
2027-06-20
0.00000000
USD
-3257.70000000
USD
17000.00000000
EUR
379.39000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
VANECK SEMICONDUCTOR ETF
000000000
5.00000000
NC
USD
2175.00000000
0.002498221067
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
VanEck Semiconductor ETF
VanEck Semiconductor ETF
100.00000000
200.00000000
USD
2022-08-19
XXXX
-2650.40000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-465.59000000
-0.00053478011
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
FEDEX CORP
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-382.65000000
USD
37000.00000000
USD
-82.94000000
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J10
12668ABU8
394816.24790000
PA
USD
224127.75000000
0.257434789342
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.00000000
N
N
N
N
N
N
Landcadia Holdings IV Inc
N/A
Landcadia Holdings IV Inc
51477A104
1374.00000000
NS
USD
13382.76000000
0.015371536998
Long
EC
CORP
US
N
1
N
N
N
Gores Technology Partners Inc
N/A
Gores Technology Partners Inc
382870202
145.00000000
NS
USD
1434.05000000
0.001647160423
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEP2
175000.00000000
PA
USD
175246.09000000
0.201288953564
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Obotech Acquisition SE
222100W9V7IC82G7I598
Obotech Acquisition SE
000000000
1240.00000000
NS
12846.11000000
0.014755136843
Long
EC
CORP
LU
N
1
N
N
N
CRYSTAL PEAK ACQUISITION-A
549300QV2DQ5QN1K3U52
CRYSTAL PEAK ACQUI-CW
000000000
802.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
KY
N
2
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS SOLVAY SA
000000000
1.00000000
NC
-144.52000000
-0.00016599673
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
SOLVAY SA
Solvay SA
Y
Default Event
2027-06-20
0.00000000
USD
-319.93000000
USD
35000.00000000
EUR
175.41000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
616000.00000000
PA
USD
577500.00000000
0.663320766149
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
000000000
-265000.00000000
PA
-269877.74000000
-0.30998356582
Short
DBT
CORP
FR
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
MDH Acquisition Corp
N/A
MDH Acquisition Corp
55283P106
1367.00000000
NS
USD
13410.27000000
0.015403135187
Long
EC
CORP
US
N
1
N
N
N
JUST EAT TAKEAWAY
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
300000.00000000
PA
207781.79000000
0.238659698934
Long
DBT
CORP
NL
N
2
2028-02-09
Fixed
0.62500000
N
N
N
N
N
Just Eat Takeaway.com NV
Just Eat Takeaway.com NV
EUR
XXXX
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
7080.66000000
0.008132898382
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
-28100881.34000000
ZAR
1799723.41000000
USD
2022-06-15
7080.66000000
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAB8
241000.00000000
PA
USD
192951.93000000
0.221626012186
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AIR FRANCE-KLM
000000000
1.00000000
NC
-245.13000000
-0.00028155812
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AIR FRANCE-KLM
AIR FRANCE-KLM
Y
Default Event
2022-06-20
0.00000000
USD
-23.07000000
USD
21000.00000000
EUR
-222.06000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS ARCELORMITTAL
000000000
1.00000000
NC
-1406.99000000
-0.00161607910
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ARCELORMITTAL SA
ARCELORMITTAL
Y
Default Event
2027-06-20
0.00000000
USD
-1206.18000000
USD
9000.00000000
EUR
-200.81000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS AMERICAN AIRLINES
000000000
1.00000000
NC
USD
4511.80000000
0.005182286809
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2026-06-20
2366.35000000
USD
0.00000000
USD
28000.00000000
USD
2145.45000000
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-8
45254NKW6
94201.87380000
PA
USD
92377.62000000
0.106105616750
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
3.63071000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
-2.00000000
NC
USD
-1881.87000000
-0.00216152978
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
-411243.13000000
USD
-1881.87000000
N
N
N
EXECUTIVE NETWORK PARTNER-A
N/A
EXECUTIVE NETWORK PART -CW28
30158L118
925.00000000
NS
USD
850.91000000
0.000977361511
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS KOHLS CORP
000000000
1.00000000
NC
USD
-3114.02000000
-0.00357678637
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
KOHL'S CORPORATION
Kohl's Corp
Y
Default Event
2026-06-20
0.00000000
USD
-3001.44000000
USD
-41000.00000000
USD
-112.58000000
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR29
45662DAB1
258624.42030000
PA
USD
257258.68000000
0.295489220287
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
1.16571000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
IRS MXN
000000000
1.00000000
NC
-7520.58000000
-0.00863819374
N/A
DIR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2027-06-09
0.00000000
MXN
0.00000000
MXN
9213212.00000000
MXN
-7520.58000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-3702.88000000
-0.00425315532
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-3971.77000000
USD
28000.00000000
USD
268.89000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS BOEING
000000000
1.00000000
NC
USD
3258.07000000
0.003742243270
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
BOEING CO/THE
BOEING CO/THE
Y
Default Event
2027-06-20
1860.70000000
USD
0.00000000
USD
62000.00000000
USD
1397.37000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEH0
95000.00000000
PA
USD
94755.08000000
0.108836384869
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF52 Mortgage Trust
30297KAG9
617219.86140000
PA
USD
611143.39000000
0.701963812436
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
2.75329000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS TURKEY
000000000
1.00000000
NC
USD
-50308.29000000
-0.05778447353
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
TURKEY GOVERNMENT INTERNATIONAL BOND
TURKEY GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-06-20
0.00000000
USD
-41931.91000000
USD
-217000.00000000
USD
-8376.38000000
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-8
45254NRY5
68332.62540000
PA
USD
66085.81000000
0.075906649559
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.25571000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-1851.44000000
-0.00212657766
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-1698.13000000
USD
14000.00000000
USD
-153.31000000
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
66000.00000000
PA
USD
65527.11000000
0.075264922612
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
360000.00000000
PA
USD
260591.40000000
0.299317207099
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-465.59000000
-0.00053478011
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
FEDEX CORP
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-485.98000000
USD
37000.00000000
USD
20.39000000
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AY9
-36000.00000000
PA
USD
-31169.34000000
-0.03580133418
Short
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-4440.96000000
-0.00510091946
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-160000.00000000
GBP
197206.88000000
USD
2022-06-30
-4440.96000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
CDS FEDEX CORP
000000000
1.00000000
NC
USD
-465.59000000
-0.00053478011
N/A
DCR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
FEDEX CORP
FedEx Corp
Y
Default Event
2027-06-20
0.00000000
USD
-446.68000000
USD
37000.00000000
USD
-18.91000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINE
000000000
1.00000000
NC
USD
618.99000000
0.000710976486
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-12-20
557.77000000
USD
0.00000000
USD
14000.00000000
USD
61.22000000
N
N
N
Elliott Opportunity II Corp
549300796AMMETN58424
Elliott Opportunity II Corp
000000000
1335.00000000
NS
USD
12949.50000000
0.014873891361
Long
EC
CORP
US
N
1
N
N
N
EP INFRASTRUCTURE AS
315700I4J1M1NKGWWY89
EP Infrastructure AS
000000000
100000.00000000
PA
83800.50000000
0.096253873357
Long
DBT
CORP
CZ
N
2
2026-07-30
Fixed
1.69800000
N
N
N
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
314.00000000
NS
740.10000000
0.000850084327
Long
EC
CORP
GB
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
272000.00000000
PA
USD
195982.96000000
0.225107475635
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
SVF Investment Corp 2
N/A
SVF Investment Corp 2
000000000
72.00000000
NS
USD
703.44000000
0.000807976380
Long
EC
CORP
US
N
1
N
N
N
Supernova Partners Acquisition
N/A
Supernova Partners Acquisition Co III Ltd
000000000
2530.00000000
NS
USD
24743.40000000
0.028420452026
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS GENERAL MOTORS
000000000
1.00000000
NC
USD
-1851.44000000
-0.00212657766
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2027-06-20
0.00000000
USD
-1836.02000000
USD
14000.00000000
USD
-15.42000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
LOWE'S COS INC
000000000
5.00000000
NC
USD
2175.00000000
0.002498221067
N/A
DE
CORP
US
N
1
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Lowe's Cos Inc
Lowe's Cos Inc
100.00000000
170.00000000
USD
2022-08-19
XXXX
-2182.55000000
N
N
N
FAST Acquisition Corp II
N/A
FAST Acquisition Corp II
311874101
213.00000000
NS
USD
2081.01000000
0.002390263458
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
573000.00000000
PA
USD
413164.52000000
0.474563819830
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
2022-07-22
Franklin Alternative Strategies Funds
Ryan Wheeler
Ryan Wheeler
Assistant Treasurer