0001752724-22-046349.txt : 20220225
0001752724-22-046349.hdr.sgml : 20220225
20220225105903
ACCESSION NUMBER: 0001752724-22-046349
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220225
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BlackRock Capital Allocation Trust
CENTRAL INDEX KEY: 0001809541
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23564
FILM NUMBER: 22675962
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 800 882 0052
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001809541
XXXXXXXX
BlackRock Capital Allocation Trust
811-23564
0001809541
5493007LDARS47M53X11
100 BELLEVUE PARKWAY
WILMINGTON
19809
800-441-7762
BlackRock Capital Allocation Trust
5493007LDARS47M53X11
2021-12-31
2021-12-31
N
3073117411.11
739035131.13
2334082279.98
0.00000000
4488779.40000000
0.00000000
0.00000000
0.00000000
0.00000000
441000000.00000000
0.00000000
0.00000000
0.00000000
22300321.09000000
0.00000000
0.00000000
29688601.55000000
EUR
USD
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES CHINA LARGE-CAP ETF
000000000
-1245.00000000
NC
USD
-13695.00000000
-0.00058674024
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
42.00000000
USD
2022-02-18
XXXX
19748.98000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAQ7
3190000.00000000
PA
USD
3153299.37000000
0.135098038190
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
4.25000000
N
N
N
N
N
N
FRESH MARKET INC
529900QM5ZSBEBR6CS58
Fresh Market Inc/The
35804HAA4
3000000.00000000
PA
USD
3086250.00000000
0.132225415807
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75000000
N
N
N
N
N
N
On Holding AG
N/A
On Holding AG
000000000
104674.00000000
NS
USD
3957723.94000000
0.169562314659
Long
EC
CORP
CH
N
1
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
88000.00000000
PA
USD
87780.00000000
0.003760792871
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
77789.80000000
0.003332778825
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3095909.00000000
EUR
3603601.54000000
USD
2022-01-20
77789.80000000
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300MI5PVR6JHGVV87
Goldentree Loan Management US Clo 6 Ltd
38137WAL9
250000.00000000
PA
USD
250281.18000000
0.010722894481
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
3.98000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
65000.00000000
PA
USD
68368.30000000
0.002929129816
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
41066.78000000
0.001759440117
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1728200.00000000
EUR
2009247.32000000
USD
2022-01-20
41066.78000000
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
20000.00000000
PA
USD
20950.00000000
0.000897569043
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
NYSE Euronext - Euronext Amsterdam
N/A
ROYAL DUTCH SHELL PLC
000000000
-944.00000000
NC
-29555.45000000
-0.00126625570
N/A
DE
GB
N
1
NYSE Euronext - Euronext Amsterdam
N/A
Put
Written
Royal Dutch Shell PLC
Royal Dutch Shell PLC
100.00000000
19.00000000
EUR
2022-01-21
XXXX
12448.89000000
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AM7
385000.00000000
PA
USD
380187.50000000
0.016288521756
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2054000.00000000
PA
USD
2111512.00000000
0.090464334445
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
CML HYATT LOST PINES
N/A
CML Hyatt Lost Pines Term Loan
000000000
5000000.00000000
PA
USD
4975000.00000000
0.213145870763
Long
LON
CORP
US
N
3
2026-09-09
Floating
3.52000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SLST RRP BNPNR OPEN
000000000
-8320000.00000000
PA
USD
-8320000.00000000
-0.35645701402
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.00000000
2049-12-31
8320000.00000000
USD
8362524.44000000
USD
ACMO
N
N
N
TPB Acquisition Corp I
N/A
TPB Acquisition Corp I
000000000
25681.00000000
NS
USD
18682.93000000
0.000800440077
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
TPB Acquisition Corp I
TPB Acquisition Corp I
1.00000000
11.50000000
USD
2023-02-19
XXXX
-1152.56000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP LMIRT CAPIT RRP BARC OPEN
000000000
-1692500.00000000
PA
USD
-1692500.00000000
-0.07251243945
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1692500.00000000
USD
1694714.35000000
USD
CDS
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
980000.00000000
PA
USD
126971.25000000
0.005439878923
Long
DBT
CORP
VG
N
2
2022-11-06
Fixed
13.00000000
Y
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP MORGAN STAN
000000000
-358560.00000000
PA
USD
-358560.00000000
-0.01536192631
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
358560.00000000
USD
358969.36000000
USD
CDS
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
1772000.00000000
PA
USD
1916528.75000000
0.082110590806
Long
DBT
CORP
KY
N
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DICK'S SPORTING GOODS INC
000000000
204.00000000
NC
USD
10710.00000000
0.000458852718
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
100.00000000
140.00000000
USD
2022-01-21
XXXX
-114691.11000000
N
N
N
Banc of America Commercial Mortgage Trust
N/A
Banc of America Commercial Mortgage Trust 2007-4
059513AY7
1470194.58000000
PA
USD
1476745.18000000
0.063268771313
Long
ABS-MBS
CORP
US
N
2
2051-02-10
Variable
5.87000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
146.00000000
NC
USD
11096.00000000
0.000475390267
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
62.50000000
USD
2022-01-21
XXXX
-21407.66000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
773411.00000000
NS
USD
16868093.91000000
0.722686344636
Long
EC
CORP
US
N
1
N
N
N
LSF11 A5 Holdco LLC
254900FPK7P5WNA66Y10
LSF11 A5 Holdco LLC Term Loan
50216YAB6
4062000.00000000
PA
USD
4055216.46000000
0.173739224824
Long
LON
CORP
US
N
2
2028-10-15
Floating
4.25000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
1200000.00000000
PA
USD
234000.00000000
0.010025353519
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
2198000.00000000
PA
USD
1788347.75000000
0.076618882090
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
700000.00000000
PA
USD
616000.00000000
0.026391528922
Long
DBT
CORP
KY
N
2
2023-04-19
Fixed
7.25000000
N
N
N
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400102
9879.00000000
NS
USD
548679.66000000
0.023507297266
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
11844.00000000
NS
9788279.76000000
0.419363098034
Long
EC
CORP
FR
N
2
N
N
N
Starwood Residential Mortgage Trust
N/A
STAR 2021-1 Trust
85573GAE2
3758500.00000000
PA
USD
3714556.37000000
0.159144191353
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.52000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
221912.50000000
0.009507484029
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.38000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 3 Ltd
48661WAQ1
250000.00000000
PA
USD
249997.80000000
0.010710753521
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
2.87000000
N
N
N
N
N
N
MIP V Waste Holdings, LLC
N/A
MIP V Waste Holdings, LLC Term Loan B
000000000
1513000.00000000
PA
USD
1507326.25000000
0.064578968056
Long
LON
CORP
US
N
2
2028-10-27
None
0.00000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
27578.00000000
NS
USD
6446909.06000000
0.276207446296
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BOSTON SCIENTIFIC CORP
000000000
-289.00000000
NC
USD
-4190.50000000
-0.00017953523
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Boston Scientific Corp
Boston Scientific Corp
100.00000000
38.00000000
USD
2022-01-21
XXXX
11640.44000000
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2005-WF2
86359DDJ3
182214.17000000
PA
USD
183400.44000000
0.007857496780
Long
ABS-O
CORP
US
N
2
2035-05-25
Floating
1.90000000
N
N
N
N
N
N
Ares Euro CLO
635400CUKHLJ66G85B27
Ares European CLO VII DAC
000000000
500000.00000000
PA
561864.13000000
0.024072164671
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Floating
5.26000000
N
N
N
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
SOCIETE GENERALE SA
000000000
357.00000000
NC
31905.88000000
0.001366956095
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Call
Purchased
Societe Generale SA
Societe Generale SA
100.00000000
30.00000000
EUR
2022-01-21
XXXX
-12192.58000000
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
62751.00000000
NS
USD
15946911.63000000
0.683219771932
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
11914.00000000
NS
USD
617740.90000000
0.026466114982
Long
EC
CORP
US
N
1
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
410000.00000000
PA
USD
77771.88000000
0.003332011072
Long
DBT
CORP
KY
N
2
2025-08-18
Fixed
5.98000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
85000.00000000
PA
USD
93197.19000000
0.003992883661
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.13000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
851000.00000000
PA
USD
853127.50000000
0.036550875147
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.63000000
N
N
N
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos Inc
83570H108
80478.00000000
NS
USD
2398244.40000000
0.102748922802
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP CENTRAL CHI
000000000
-330767.50000000
PA
USD
-330767.50000000
-0.01417120136
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
330767.50000000
USD
330894.29000000
USD
CDS
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018YAC1
2150000.00000000
PA
USD
1900901.86000000
0.081441081846
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Variable
0.00000000
N
N
N
N
N
N
BARDOT CLO LTD
549300KP12IHV6MTDK86
Bardot CLO Ltd
06744NBN6
250000.00000000
PA
USD
249998.48000000
0.010710782655
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
3.13000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
1200000.00000000
PA
USD
311625.00000000
0.013351071754
Long
DBT
CORP
HK
N
2
2022-09-15
Fixed
10.25000000
N
N
N
N
N
N
Pikes Peak CLO
635400BKNXKWEO3G2J74
Pikes Peak CLO 6
72132YAU9
500000.00000000
PA
USD
497545.00000000
0.021316515028
Long
ABS-CBDO
CORP
KY
N
2
2034-05-18
Floating
6.59000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AL8
2000000.00000000
PA
USD
1984955.60000000
0.085042229103
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
1.81000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-C
00969HAA9
429839.94000000
PA
USD
429930.03000000
0.018419660424
Long
ABS-O
CORP
US
N
2
2060-09-27
Variable
2.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
243000.00000000
PA
USD
249682.50000000
0.010697245000
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fairstone Financial Issuance Trust I
549300LY2ZF7LX6T3F37
Fairstone Financial Issuance Trust I
30575PAU0
1270000.00000000
PA
1057695.09000000
0.045315244414
Long
ABS-O
CORP
CA
N
2
2039-10-20
Fixed
6.87000000
N
N
N
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
2783000.00000000
PA
USD
2894320.00000000
0.124002483752
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
80647.00000000
NS
USD
17285877.98000000
0.740585630946
Long
EC
CORP
US
N
1
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
1147000.00000000
PA
USD
1114597.25000000
0.047753125909
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.630000 26-MAY-2026
000000000
70700000.00000000
OU
Notional Amount
USD
2071138.33000000
0.088734589511
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-26
0.00000000
USD
-580.81000000
USD
70700000.00000000
USD
2071719.14000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP CHINA SCE G RRP BARC OPEN
000000000
-1755000.00000000
PA
USD
-1755000.00000000
-0.07519015139
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
1755000.00000000
USD
1756148.06000000
USD
CDS
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
101000.00000000
PA
USD
103071.01000000
0.004415911593
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DS8
45000.00000000
PA
USD
44929.69000000
0.001924940281
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
000000000
1760000.00000000
PA
USD
1872530.00000000
0.080225535151
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN
N/A
Bioceanico Sovereign Certificate Ltd
000000000
2754489.25000000
PA
USD
2065006.16000000
0.088471866553
Long
DBT
CORP
KY
N
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
Tory Burch LLC
549300GGL74W33KY2650
Tory Burch LLC Term Loan B
89148GAF7
5771483.13000000
PA
USD
5757054.42000000
0.246651734147
Long
LON
CORP
US
N
2
2028-04-16
Floating
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592ECC8
1012732.81000000
PA
USD
851503.72000000
0.036481306906
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
3.06000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
164000.00000000
PA
USD
197156.25000000
0.008446842328
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Bilbao CLO
6354005WQLZBA5LJUW27
Bilbao CLO II DAC
000000000
2000000.00000000
PA
2241895.42000000
0.096050402302
Long
ABS-CBDO
CORP
IE
N
2
2035-08-20
Floating
5.97000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 55B LTD
38178QAA6
500000.00000000
PA
USD
495090.85000000
0.021211370920
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.65000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVI Ltd
83614XAW1
250000.00000000
PA
USD
250196.30000000
0.010719257934
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.48000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBE8
4560000.00000000
PA
USD
4616784.31000000
0.197798695855
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
4.80000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
61446.00000000
NS
USD
3602578.98000000
0.154346700238
Long
EC
CORP
US
N
1
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
1250000.00000000
PA
USD
539687.50000000
0.023122042638
Long
DBT
CORP
VG
N
2
2022-07-28
Fixed
9.13000000
N
N
N
N
N
N
SMARTRENT INC
N/A
SMARTRENT INC
83193G107
178795.00000000
NS
USD
1730735.60000000
0.074150582215
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
27019.00000000
NS
USD
1761908.99000000
0.075486155955
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
5Y RTP 1.420000 06-JAN-2022
000000000
-7663367.00000000
OU
Notional Amount
USD
-7068.46000000
-0.00030283679
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
7663367.00000000
OU
Notional Amount
N/A
-7068.46000000
0.00000000
DIR
US
N/A
N/A
2027-01-06
0.00000000
N/A
0.00000000
N/A
7663367.00000000
USD
1.00000000
0.01420000
USD
2022-01-06
XXXX
8641.44000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION MAR23 0.6 CALL
000000000
-124707682.00000000
OU
Notional Amount
USD
-62138.10000000
-0.00266220692
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
124707682.00000000
OU
Notional Amount
N/A
-62138.10000000
0.00000000
DIR
US
N/A
N/A
2024-03-20
0.00000000
N/A
0.00000000
N/A
124707682.00000000
USD
1.00000000
0.60000000
USD
2023-03-16
XXXX
174806.50000000
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
108000.00000000
PA
USD
111717.36000000
0.004786350548
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
5404000.00000000
PA
USD
4867990.75000000
0.208561231613
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
50000.00000000
PA
USD
54625.00000000
0.002340320239
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Alkami Technology Inc
N/A
Alkami Technology Inc
01644J108
119197.00000000
NS
USD
2391091.82000000
0.102442482019
Long
EC
CORP
US
N
1
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2018-TAN
12528DAL3
1100000.00000000
PA
USD
1118813.63000000
0.047933769927
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Variable
6.45000000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
7195.00000000
NS
USD
1220128.10000000
0.052274425390
Long
EC
CORP
US
N
1
N
N
N
DoubleVerify Holdings Inc
N/A
DoubleVerify Holdings Inc
25862V105
22188.00000000
NS
USD
738416.64000000
0.031636272908
Long
EC
CORP
US
N
1
N
N
N
APCOA PARKING HOLDINGS G
529900H8FIYAOV5FUW68
APCOA Parking Holdings GmbH
000000000
852000.00000000
PA
973881.68000000
0.041724393709
Long
DBT
CORP
DE
N
2
2027-01-15
Floating
5.00000000
N
N
N
N
N
N
Alphawave IP Group PLC
213800ZXTO21EU4VMH37
Alphawave IP Group PLC
000000000
471648.00000000
NS
1275521.46000000
0.054647664777
Long
EC
CORP
GB
N
1
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
1415000.00000000
PA
USD
1429150.00000000
0.061229632402
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AU2
3087000.00000000
PA
USD
3075376.83000000
0.131759572332
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
3.11000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: HYG US EQUITY
000000000
1443996.48000000
OU
Notional Amount
USD
3944.73000000
0.000169005610
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-01-19
0.00000000
USD
0.00000000
USD
1443996.48000000
USD
3944.73000000
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
1373000.00000000
PA
USD
1445082.50000000
0.061912234731
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Medical Solutions L.L.C.
549300JH2XHZ7TIKYR39
Medical Solutions L.L.C. 2021 2nd Lien Term Loan
000000000
1052000.00000000
PA
USD
1037976.84000000
0.044470447717
Long
LON
CORP
US
N
2
2029-11-01
Floating
7.50000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP NBK TIER 1
000000000
-1258250.00000000
PA
USD
-1258250.00000000
-0.05390769686
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1258250.00000000
USD
1258501.65000000
USD
CDS
N
N
N
Khosla Ventures Acquisition Co
N/A
Khosla Ventures Acquisition Co
482504107
144123.00000000
NS
USD
1397993.10000000
0.059894765149
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
-261.00000000
NC
USD
-1827.00000000
-0.00007827487
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Devon Energy Corp
Devon Energy Corp
100.00000000
55.00000000
USD
2022-01-21
XXXX
7523.94000000
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
1400000.00000000
PA
USD
1341200.00000000
0.057461556154
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
750000.00000000
PA
USD
731250.00000000
0.031329229747
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
STEM INC
549300GVWIYFILN5V546
Stem Inc
85859NAA0
200000.00000000
PA
USD
190760.00000000
0.008172805287
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.50000000
N
N
N
N
Y
Stem Inc
Stem Inc
USD
XXXX
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-1 Ltd
863171AE4
1000000.00000000
PA
USD
862078.10000000
0.036934349204
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Variable
0.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
1641000.00000000
PA
USD
1771262.58000000
0.075886895470
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP PETROLEOS M
000000000
-1799766.49000000
PA
USD
-1799766.49000000
-0.07710809963
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1799766.49000000
USD
1800546.39000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES CHINA LARGE-CAP ETF
000000000
-2193.00000000
NC
USD
-21930.00000000
-0.00093955556
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
48.00000000
USD
2022-02-18
XXXX
35536.30000000
N
N
N
GALAXY UNIVERSAL LLC
N/A
Galaxy Universal LLC 1st Lien Term Loan
000000000
13156223.00000000
PA
USD
12893098.54000000
0.552384063346
Long
LON
CORP
US
N
3
2026-11-12
Floating
5.90000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LLOYDS BANKING GROUP PLC
000000000
-3165.00000000
NC
-10709.96000000
-0.00045885100
N/A
DE
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Put
Written
Lloyds Banking Group PLC
Lloyds Banking Group PLC
1000.00000000
0.44000000
GBP
2022-01-21
XXXX
26702.13000000
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
3917000.00000000
PA
USD
4085822.70000000
0.175050499935
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
531000.00000000
PA
USD
531371.70000000
0.022765765566
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP TARGA RESOU
000000000
-3820282.50000000
PA
USD
-3820282.50000000
-0.16367385729
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.33000000
2049-12-31
3820282.50000000
USD
3821858.37000000
USD
CDS
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
EUR P USD C @1.110000 EO
000000000
-48679366.00000000
OU
Notional Amount
-221.69000000
-0.00000949795
N/A
DFE
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
-221.69000000
0.00000000
DFE
US
-48679366.00000000
EUR
-54034096.26000000
USD
2022-01-06
1.00000000
1.11000000
EUR
2022-01-06
XXXX
149359.85000000
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
540000.00000000
PA
USD
526770.00000000
0.022568613134
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAD1
2320000.00000000
PA
USD
2399880.85000000
0.102819033869
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
5.05000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
200000.00000000
PA
USD
221100.00000000
0.009472673774
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
372232.00000000
NS
8608418.23000000
0.368813829051
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
4452900.00000000
PA
USD
4317225.70000000
0.184964589167
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
000000000
1294000.00000000
PA
USD
1345760.00000000
0.057656922017
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2020-2
35564CGD3
10000000.00000000
PA
USD
10235602.00000000
0.438527899714
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Variable
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.540000 28-MAY-2031
000000000
1495045.00000000
OU
Notional Amount
USD
1477.55000000
0.000063303252
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-05-28
0.00000000
USD
-23.10000000
USD
1495045.00000000
USD
1500.65000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIVA
12433XAG4
2006135.00000000
PA
USD
1997969.23000000
0.085599777143
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
3.55000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
1000000.00000000
PA
USD
1076750.00000000
0.046131621375
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox Clo II Ltd
96466CAU2
2750000.00000000
PA
USD
2750196.08000000
0.117827726279
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
3.47000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAE6
850000.00000000
PA
USD
854832.34000000
0.036623916274
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
5.69000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
1138000.00000000
PA
USD
1084297.78000000
0.046454993866
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.50000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
37945.00000000
NS
USD
6112939.50000000
0.261899057819
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VCB9
944694.35000000
PA
USD
786110.12000000
0.033679623325
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.90000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAB6
520000.00000000
PA
USD
460304.00000000
0.019720984300
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.88000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y4D7MPQZMHJR43
Neuberger Berman CLO XXIII Ltd
64131DAF6
650000.00000000
PA
USD
649082.01000000
0.027808874415
Long
ABS-CBDO
CORP
KY
N
2
2027-10-17
Floating
5.87000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
1800000.00000000
PA
USD
1893937.50000000
0.081142705047
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.13000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP PETROLEOS M
000000000
-3882176.67000000
PA
USD
-3882176.67000000
-0.16632561342
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.10000000
2049-12-31
3882176.67000000
USD
3882737.43000000
USD
CDS
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP SAUDI ARABI RRP CSFB OPEN
000000000
-273520.00000000
PA
USD
-273520.00000000
-0.01171852433
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
273520.00000000
USD
273886.97000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAC HOLDINGS INC
000000000
-10.00000000
NC
USD
-6300.00000000
-0.00026991336
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Generac Holdings Inc
Generac Holdings Inc
100.00000000
300.00000000
USD
2022-02-18
XXXX
1070.80000000
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
800000.00000000
PA
USD
810312.00000000
0.034716513935
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
23000.00000000
PA
USD
24190.25000000
0.001036392341
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.572600 27-AUG-2024
000000000
8111320.00000000
OU
Notional Amount
USD
97801.25000000
0.004190137204
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-54.79000000
USD
8111320.00000000
USD
97856.04000000
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
31000.00000000
PA
USD
31662.78000000
0.001356540867
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAC0
980000.00000000
PA
USD
1038804.70000000
0.044505916047
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
4.30000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
101229.00000000
NS
USD
17317245.03000000
0.741929501737
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
2733000.00000000
PA
USD
2777069.63000000
0.118979080292
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP TIMES CHINA RRP BARC OPEN
000000000
-1714312.50000000
PA
USD
-1714312.50000000
-0.07344696091
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1714312.50000000
USD
1716181.58000000
USD
CDS
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP REPUBLIC OF
000000000
-4400730.00000000
PA
USD
-4400730.00000000
-0.18854219655
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
4400730.00000000
USD
4401995.21000000
USD
CDS
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
23000.00000000
PA
USD
24121.25000000
0.001033436147
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
26408.00000000
NS
USD
7079192.56000000
0.303296615578
Long
EC
CORP
US
N
1
N
N
N
HAIMEN ZHONGNAN INV DEV
3003003UPHPYKRFXNT08
Haimen Zhongnan Investment Development International Co Ltd
000000000
200000.00000000
PA
USD
69812.50000000
0.002991004241
Long
DBT
CORP
VG
N
2
2022-06-08
Fixed
12.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
749000.00000000
PA
USD
777542.34000000
0.033312550575
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
-418.00000000
NC
USD
-45353.00000000
-0.00194307631
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
General Motors Co
General Motors Co
100.00000000
80.00000000
USD
2022-06-17
XXXX
-5486.14000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2.28000000
0.000000097682
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
91.00000000
EUR
105.92000000
USD
2022-01-20
2.28000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP TRUST F 140 RRP RBCMK OPEN
000000000
-1096956.60000000
PA
USD
-1096956.60000000
-0.04699734064
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1096956.60000000
USD
1098183.06000000
USD
CDS
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
1590000.00000000
PA
USD
1596042.00000000
0.068379851631
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-C
00969HAB7
375000.00000000
PA
USD
379461.56000000
0.016257420025
Long
ABS-O
CORP
US
N
2
2060-09-27
Variable
5.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-4 Ltd
69702JAA2
750000.00000000
PA
USD
750001.28000000
0.032132598170
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
5.13000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP RONSHINE CH RRP BARC OPEN
000000000
-1833000.00000000
PA
USD
-1833000.00000000
-0.07853193590
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1833000.00000000
USD
1835398.17000000
USD
CDS
N
N
N
Symphony CLO Ltd
5493005CJY0RF4FJJP54
Symphony CLO XXI Ltd
87166RDL8
500000.00000000
PA
USD
500246.15000000
0.021432241454
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
3.42000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.626000 23-AUG-2051
000000000
1035587.00000000
OU
Notional Amount
USD
21434.60000000
0.000918330951
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-08-23
0.00000000
USD
-31.69000000
USD
1035587.00000000
USD
21466.29000000
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
800000.00000000
PA
USD
512000.00000000
0.021935816247
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
52975.00000000
NS
USD
26600866.50000000
1.139671327277
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
69000.00000000
PA
USD
69853.88000000
0.002992777101
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
-49.00000000
NC
-6957.62000000
-0.00029808803
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Put
Written
Pandora A/S
Pandora A/S
100.00000000
775.82000000
DKK
2022-01-21
XXXX
968.43000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
30Y RTR 1.500000 14-APR-2022
000000000
18040718.00000000
OU
Notional Amount
USD
319620.91000000
0.013693643653
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
18040718.00000000
OU
Notional Amount
N/A
319620.91000000
0.01000000
DIR
US
N/A
N/A
2052-04-18
0.00000000
N/A
0.00000000
N/A
18040718.00000000
USD
1.00000000
1.50000000
USD
2022-04-14
XXXX
-20807.51000000
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
95034.00000000
NS
425811.36000000
0.018243202634
Long
EC
CORP
GB
N
2
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP ANHEUSER BU
000000000
-422821.25000000
PA
USD
-422821.25000000
-0.01811509618
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
422821.25000000
USD
423223.52000000
USD
CDS
N
N
N
HomeToGo SE
2221001IK1TS34BCHL37
HomeToGo SE
000000000
12393.00000000
NS
8465.66000000
0.000362697582
N/A
DE
LU
N
1
N/A
N/A
Call
Purchased
LAKESTAR SPAC I SE
LAKESTAR SPAC I SE
11.50000000
11.50000000
EUR
2025-12-31
XXXX
8465.66000000
N
N
N
KIRK BEAUTY SUN GMBH
9845005056B369360745
Kirk Beauty SUN GmbH
000000000
785063.00000000
PA
853573.20000000
0.036569970447
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
8.25000000
N
N
Y
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO
000000000
-4512.00000000
NC
USD
-13536.00000000
-0.00057992814
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
80.00000000
USD
2022-01-21
XXXX
71192.80000000
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAJ4
181000.00000000
PA
USD
182952.99000000
0.007838326504
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
-65.00000000
NC
-6070.07000000
-0.00026006238
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Put
Written
Pandora A/S
Pandora A/S
100.00000000
755.93000000
DKK
2022-01-21
XXXX
4686.69000000
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
2123000.00000000
PA
USD
1862667.13000000
0.079802976355
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
18976.00000000
NS
15200152.41000000
0.651226074606
Long
EC
CORP
NL
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DR HORTON INC
000000000
-161.00000000
NC
USD
-2576.00000000
-0.00011036457
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
DR Horton Inc
DR Horton Inc
100.00000000
90.00000000
USD
2022-01-21
XXXX
24303.64000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-49568.38000000
-0.00212367749
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
78961000.00000000
CNY
12314566.44000000
USD
2022-03-17
-49568.38000000
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
4031.00000000
NS
USD
1339460.99000000
0.057387051068
Long
EC
CORP
US
N
1
N
N
N
Medline Borrower, LP
N/A
Medline Borrower, LP USD Term Loan B
58503UAC7
8218000.00000000
PA
USD
8214384.08000000
0.351932069852
Long
LON
CORP
US
N
2
2028-10-23
Floating
3.75000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
231000.00000000
PA
USD
237930.00000000
0.010193728046
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-16031.23000000
-0.00068683225
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3347900.00000000
EUR
3801241.48000000
USD
2022-03-17
-16031.23000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE.COM INC
000000000
-186.00000000
NC
USD
-77190.00000000
-0.00330708135
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
250.00000000
USD
2022-01-21
XXXX
497.20000000
N
N
N
VIVO ENERGY INVESTMENTS
724500P3OXMB2IERLM56
Vivo Energy Investments BV
92856HAB0
1837000.00000000
PA
USD
1910480.00000000
0.081851441844
Long
DBT
CORP
NL
N
2
2027-09-24
Fixed
5.13000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
2910000.00000000
PA
USD
2793600.00000000
0.119687297399
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INTUITIVE SURGICAL INC
000000000
-36.00000000
NC
USD
-8910.00000000
-0.00038173461
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Intuitive Surgical Inc
Intuitive Surgical Inc
100.00000000
320.00000000
USD
2022-01-21
XXXX
1269.97000000
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
4000.00000000
PA
USD
4140.00000000
0.000177371639
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
TPG Pace Beneficial Finance Corp
N/A
TPG Pace Beneficial Finance Corp
000000000
17970.00000000
NS
USD
14915.10000000
0.000639013462
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
TPG Pace Beneficial Finance Corp
TPG Pace Beneficial Finance Corp
11.50000000
11.50000000
USD
2027-10-09
XXXX
-114120.69000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.660000 04-FEB-2051
000000000
2952457.00000000
OU
Notional Amount
USD
36043.32000000
0.001544218055
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-06
0.00000000
USD
-89.95000000
USD
2952457.00000000
USD
36133.27000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALCOA CORP
000000000
216.00000000
NC
USD
219240.00000000
0.009392985066
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alcoa Corp
Alcoa Corp
100.00000000
50.00000000
USD
2022-01-21
XXXX
145326.60000000
N
N
N
Inkia Energy Ltd
N/A
Inkia Energy Ltd
000000000
2588000.00000000
PA
USD
2653185.25000000
0.113671453348
Long
DBT
CORP
BM
N
2
2027-11-09
Fixed
5.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BLACKROCK CALL USD 4150.0000000 20220617
000000000
1000.00000000
NC
USD
45325.00000000
0.001941876701
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
Amazon.com Inc
Amazon.com Inc
1.00000000
4150.00000000
USD
2022-06-17
XXXX
-92675.00000000
N
N
N
LINK Mobility Group Holding ASA
2549006RH08XJGKC2Y14
LINK Mobility Group Holding ASA
000000000
53629.00000000
NS
116585.11000000
0.004994901465
Long
EC
CORP
NO
N
2
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP MHP LUX SA RRP BARC OPEN
000000000
-1973475.00000000
PA
USD
-1973475.00000000
-0.08455036126
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1973475.00000000
USD
1976056.96000000
USD
CDS
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
127000.00000000
PA
USD
134143.75000000
0.005747173145
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (ITRAXX.XO.34.V1)
000000000
34105960.09000000
OU
Notional Amount
-3093067.00000000
-0.13251747920
N/A
DCR
XX
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S34.V2
2I667KJJ8
Y
sell protection
2025-12-22
0.00000000
EUR
-3183168.64000000
EUR
34105960.09000000
EUR
784032.51000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592ECD6
1535979.33000000
PA
USD
691381.93000000
0.029621146432
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
3.01000000
N
N
N
N
N
N
SEMA4 HOLDINGS CORP
N/A
SEMA4 HOLDINGS CORP
000000000
169202.00000000
NS
USD
754640.92000000
0.032331376081
Long
EC
CORP
US
Y
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.680000 27-FEB-2024
000000000
62782309.00000000
OU
Notional Amount
-167473.42000000
-0.00717512923
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-02-27
200.31000000
MXN
0.00000000
MXN
62782309.00000000
MXN
-167483.65000000
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
24000.00000000
PA
USD
24720.00000000
0.001059088628
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
KINDSTAR GLOBALGENE TECHNOLOGY INC
N/A
KINDSTAR GLOBALGENE TECHNOLOGY INC
000000000
1341000.00000000
NS
985428.76000000
0.042219109773
Long
EC
CORP
CN
Y
2
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
900000.00000000
PA
USD
234450.00000000
0.010044633045
Long
DBT
CORP
KY
N
2
2024-06-30
Fixed
9.38000000
N
Y
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE.COM INC
000000000
-131.00000000
NC
USD
-35632.00000000
-0.00152659571
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
230.00000000
USD
2022-02-18
XXXX
23359.96000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAA2
200000.00000000
PA
USD
212037.50000000
0.009084405542
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
108000.00000000
PA
USD
113191.56000000
0.004849510275
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
GLOBALFOUNDRIES Inc
549300BA76VK784VMX48
GLOBALFOUNDRIES Inc
000000000
170422.00000000
NS
USD
11072317.34000000
0.474375622272
Long
EC
CORP
KY
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
60434.00000000
NS
USD
4539197.74000000
0.194474624092
Long
EC
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
66000.00000000
PA
USD
74580.00000000
0.003195260108
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDW5
779000.00000000
PA
USD
827103.25000000
0.035435908026
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
MHP SE
213800D7DXFXGA292757
MHP SE
55302TAD7
423000.00000000
PA
USD
429953.06000000
0.018420647107
Long
DBT
CORP
CY
N
2
2024-05-10
Fixed
7.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
766.00000000
NC
USD
793959.00000000
0.034015895960
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
465.00000000
USD
2021-12-31
XXXX
428646.17000000
N
N
N
AIG CLO Ltd
N/A
AIG CLO
00141YAJ4
250000.00000000
PA
USD
248278.15000000
0.010637077884
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
6.73000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LBA
05609BBM0
1030000.00000000
PA
USD
1013338.62000000
0.043414862821
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
3.11000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138HAA5
1000000.00000000
PA
USD
936364.90000000
0.040117047630
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
4.88000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAB0
1400000.00000000
PA
USD
1491262.50000000
0.063890742532
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
453000.00000000
PA
USD
459795.00000000
0.019699177014
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
Diversey Holdings Ltd
N/A
Diversey Holdings Ltd
000000000
526297.00000000
NS
USD
7005013.07000000
0.300118514676
Long
EC
CORP
KY
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
2077000.00000000
PA
USD
2150733.50000000
0.092144716510
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
689000.00000000
PA
USD
709325.50000000
0.030389909819
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
-498.00000000
NC
USD
-41832.00000000
-0.00179222473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
480.00000000
USD
2022-01-07
XXXX
-4156.52000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP EGYPT (ARAB RRP BARC OPEN
000000000
-1933327.50000000
PA
USD
-1933327.50000000
-0.08283030622
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1933327.50000000
USD
1935856.94000000
USD
CDS
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
151378.00000000
NS
USD
14132650.08000000
0.605490654773
Long
EC
CORP
US
N
1
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP INTERNATION
000000000
-228677.50000000
PA
USD
-228677.50000000
-0.00979731957
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
228677.50000000
USD
228938.57000000
USD
CDS
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2020-NQM1
452760AE1
3602500.00000000
PA
USD
3610501.87000000
0.154686143713
Long
ABS-MBS
CORP
US
N
2
2055-10-25
Variable
4.00000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
25984.00000000
NS
USD
4053244.16000000
0.173654724804
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP PETROLEOS M
000000000
-2464231.27000000
PA
USD
-2464231.27000000
-0.10557602408
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
2464231.27000000
USD
2465121.13000000
USD
CDS
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
35462.00000000
NS
USD
844350.22000000
0.036174826707
Long
EC
CORP
US
N
1
N
N
N
YANLORD LAND HK CO LTD
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
850000.00000000
PA
USD
822375.00000000
0.035233333762
Long
DBT
CORP
HK
N
2
2026-05-20
Fixed
5.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SAUDI ARABI RRP BNPNR OPEN
000000000
-1109568.75000000
PA
USD
-1109568.75000000
-0.04753768791
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.34000000
2049-12-31
1109568.75000000
USD
1111737.96000000
USD
CDS
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
300000.00000000
PA
USD
298500.00000000
0.012788752245
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP UNITED SHOR RRP TDUSA OPEN
000000000
-4210582.50000000
PA
USD
-4210582.50000000
-0.18039563284
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.33000000
2049-12-31
4210582.50000000
USD
4217684.35000000
USD
CDS
N
N
N
Science Strategic Acquisition Corp Alpha
N/A
Science Strategic Acquisition Corp Alpha
808641112
11388.00000000
NS
USD
6149.52000000
0.000263466290
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Advanced Micro Devices Inc
Advanced Micro Devices Inc
11.50000000
11.50000000
USD
2027-12-31
XXXX
-1754.66000000
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
52400.00000000
NS
USD
5682780.00000000
0.243469566122
Long
EC
CORP
US
N
1
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
680000.00000000
PA
USD
431800.00000000
0.018499776280
Long
DBT
CORP
KY
N
2
2024-04-26
Fixed
5.95000000
N
N
N
N
N
N
LIGHTNING EMOTORS INC
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228RAA3
945000.00000000
PA
USD
751083.68000000
0.032178971857
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.50000000
N
N
N
N
N
Lightning eMotors Inc
Lightning eMotors Inc
USD
XXXX
N
N
N
Offerpad Solutions Inc
N/A
Offerpad Solutions Inc
67623L117
60706.00000000
NS
USD
64955.42000000
0.002782910463
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Offerpad Solutions Inc
Offerpad Solutions Inc
11.50000000
11.50000000
USD
2026-09-01
XXXX
-81625.36000000
N
N
N
GRAND AUTOMOTIVE SERVICE
549300QMJE28YCTV9D86
China Grand Automotive Services Ltd
000000000
370000.00000000
PA
USD
240384.38000000
0.010298882008
Long
DBT
CORP
CN
N
2
2022-04-08
Fixed
8.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAJ7
1540000.00000000
PA
USD
1537553.25000000
0.065873995239
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.66000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
1500000.00000000
PA
USD
1539750.00000000
0.065968111458
Long
DBT
CORP
VG
N
2
2024-07-02
Fixed
6.85000000
N
N
N
N
N
N
Ariston Holding NV
N/A
Ariston Holding NV
000000000
480872.00000000
NS
5551372.04000000
0.237839603497
Long
EC
CORP
NL
N
1
N
N
N
Cordatus CLO PLC
549300HHKDR21JP15S93
CVC Cordatus Loan Fund XV DAC
000000000
675000.00000000
PA
758633.08000000
0.032502413754
Long
ABS-CBDO
CORP
IE
N
2
2032-08-26
Floating
5.78000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TALEN ENERG
000000000
-2931377.50000000
PA
USD
-2931377.50000000
-0.12559015271
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
2931377.50000000
USD
2932862.73000000
USD
CDS
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
4000000.00000000
PA
USD
918750.00000000
0.039362365580
Long
DBT
CORP
KY
N
2
2023-07-28
Fixed
9.25000000
Y
Y
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP SHUI ON DEV
000000000
-1395000.00000000
PA
USD
-1395000.00000000
-0.05976653059
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1395000.00000000
USD
1396592.62000000
USD
CDS
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CB0
502000.00000000
PA
USD
535946.49000000
0.022961765084
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
408000.00000000
PA
USD
398163.12000000
0.017058658275
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.700000 22-FEB-2026
000000000
4157941.00000000
OU
Notional Amount
USD
91461.63000000
0.003918526385
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-02-23
0.00000000
USD
-31.82000000
USD
4157941.00000000
USD
91493.45000000
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP T MOBILE US
000000000
-223226.25000000
PA
USD
-223226.25000000
-0.00956376953
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
223226.25000000
USD
223438.62000000
USD
CDS
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP STAR ENERGY RRP CSFB OPEN
000000000
-2629785.00000000
PA
USD
-2629785.00000000
-0.11266890728
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
2629785.00000000
USD
2633313.29000000
USD
CDS
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
3045800.00000000
PA
USD
3021528.78000000
0.129452539266
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
1200000.00000000
PA
USD
1232100.00000000
0.052787342184
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
64000.00000000
PA
USD
66880.00000000
0.002865365997
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
380000.00000000
PA
USD
72081.25000000
0.003088205185
Long
DBT
CORP
KY
N
2
2024-06-21
Fixed
7.95000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP TARGA RESOU
000000000
-2626982.50000000
PA
USD
-2626982.50000000
-0.11254883868
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.50000000
2049-12-31
2626982.50000000
USD
2627821.67000000
USD
CDS
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-2
70019FAA6
600000.00000000
PA
USD
576256.26000000
0.024688772325
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.11000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
1200000.00000000
PA
USD
1200000.00000000
0.051412069329
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
229337.50000000
0.009825596208
Long
DBT
NUSS
QA
N
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
132000.00000000
PA
USD
157284.60000000
0.006738605633
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEERE + CO
000000000
27.00000000
NC
USD
904.50000000
0.000038751847
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Deere & Co
Deere & Co
100.00000000
380.00000000
USD
2022-01-21
XXXX
-32315.51000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-8625.88000000
-0.00036956195
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
323090.03000000
GBP
428557.44000000
USD
2022-03-17
-8625.88000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
136709.00000000
NS
USD
18510398.60000000
0.793048246789
Long
EC
CORP
US
N
1
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAD8
2830000.00000000
PA
USD
3084299.56000000
0.132141852344
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
6.77000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
30Y RTP 1.960000 19-JAN-2022
000000000
9600013.00000000
OU
Notional Amount
USD
16376.18000000
0.000701611084
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
9600013.00000000
OU
Notional Amount
N/A
16376.18000000
0.00000000
DIR
US
N/A
N/A
2052-01-21
0.00000000
N/A
0.00000000
N/A
9600013.00000000
USD
1.00000000
1.96000000
USD
2022-01-19
XXXX
-104583.98000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VCA1
1259756.32000000
PA
USD
1130573.47000000
0.048437601351
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.90000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
1140000.00000000
PA
USD
1131093.75000000
0.048459891911
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.88000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP SINIC HOLDI
000000000
-734250.00000000
PA
USD
-734250.00000000
-0.03145775992
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
734250.00000000
USD
735039.32000000
USD
CDS
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
326000.00000000
PA
USD
316383.00000000
0.013554920608
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.88000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
4233000.00000000
PA
USD
4416987.35000000
0.189238716556
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
2091000.00000000
PA
USD
2349499.88000000
0.100660542267
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KC4
194000.00000000
PA
USD
235294.79000000
0.010080826713
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAE1
2400000.00000000
PA
USD
2390604.48000000
0.102421602721
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.71000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP AGILE GROUP
000000000
-526975.00000000
PA
USD
-526975.00000000
-0.02257739602
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
526975.00000000
USD
527049.65000000
USD
CDS
N
N
N
PHOSAGRO(PHOS BOND FUND)
635400F8A3KGJIIBIK95
Phosagro OAO Via Phosagro Bond Funding DAC
71922LAC3
200000.00000000
PA
USD
202760.00000000
0.008686925981
Long
DBT
CORP
IE
N
2
2025-01-23
Fixed
3.05000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
245000.00000000
PA
USD
261231.25000000
0.011192032613
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13876XAN1
250000.00000000
PA
USD
250171.55000000
0.010718197560
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.47000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
183430.00000000
NS
9840367.84000000
0.421594728018
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
37411.00000000
NS
USD
11382670.86000000
0.487672219511
Long
EC
CORP
US
N
1
N
N
N
Pronovias SL
95980020140005338087
Pronovias SL EUR Term Loan B3
000000000
3719637.00000000
PA
2964363.71000000
0.127003393814
Long
LON
CORP
ES
N
2
2024-10-02
Floating
4.50000000
N
N
N
N
N
N
AGL CLO 5 Ltd
549300N06ILVP775P131
AGL CLO 5 Ltd
00119UAC5
3000000.00000000
PA
USD
2999856.30000000
0.128524016729
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.58000000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
2549000.00000000
PA
USD
2523510.00000000
0.108115725895
Long
LON
CORP
US
N
2
2028-10-06
Floating
4.75000000
N
N
N
N
N
N
DEXIN CHINA HOLDINGS CO
549300U94QGMEBM0QD46
Dexin China Holdings Co Ltd
000000000
380000.00000000
PA
USD
297777.50000000
0.012757797895
Long
DBT
CORP
KY
N
2
2022-04-23
Fixed
11.88000000
N
N
N
N
N
N
Disco Corp
N/A
Disco Corp
000000000
1500.00000000
NS
458478.78000000
0.019642785686
Long
EC
CORP
JP
N
2
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
89000.00000000
PA
USD
91071.92000000
0.003901829887
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AE1
5651000.00000000
PA
USD
5799338.75000000
0.248463338235
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc. 2021 Term Loan B2
05349UBD3
170000.00000000
PA
USD
169745.00000000
0.007272451423
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.11000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
283000.00000000
PA
USD
281195.88000000
0.012047385064
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP AMAZON.COM
000000000
-223788.75000000
PA
USD
-223788.75000000
-0.00958786894
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
223788.75000000
USD
224044.24000000
USD
CDS
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
4285710.00000000
PA
USD
4286181.43000000
0.183634547366
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NEXTERA ENERGY INC
000000000
-470.00000000
NC
USD
-49350.00000000
-0.00211432135
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NextEra Energy Inc
NextEra Energy Inc
100.00000000
100.00000000
USD
2022-03-18
XXXX
-5274.26000000
N
N
N
Rotor Acquisition Corp
N/A
ROTOR ACQUI ROTOR ACQUISITION
000000000
23869.00000000
NS
USD
173050.25000000
0.007414059542
Long
EC
CORP
US
N
3
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP ISRAEL RRP CSFB OPEN
000000000
-200250.00000000
PA
USD
-200250.00000000
-0.00857938906
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
200250.00000000
USD
200583.75000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP T MOBILE US
000000000
-300886.25000000
PA
USD
-300886.25000000
-0.01289098728
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.32000000
2049-12-31
300886.25000000
USD
301252.66000000
USD
CDS
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
105000.00000000
PA
USD
114187.50000000
0.004892179722
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP BANK OF AME
000000000
-364585.00000000
PA
USD
-364585.00000000
-0.01562005774
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
364585.00000000
USD
365001.23000000
USD
CDS
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAG1
1375000.00000000
PA
USD
1352491.53000000
0.057945323590
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.69000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP CEMEX MEXIC RRP CSFB OPEN
000000000
-484218.00000000
PA
USD
-484218.00000000
-0.02074554115
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
2049-12-31
484218.00000000
USD
485107.75000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MARSH + MCLENNAN COS INC
000000000
-209.00000000
NC
USD
-37620.00000000
-0.00161176837
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Marsh & McLennan Cos Inc
Marsh & McLennan Cos Inc
100.00000000
180.00000000
USD
2022-02-18
XXXX
-4055.06000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.450000 11-DEC-2050
000000000
2192646.00000000
OU
Notional Amount
USD
148621.48000000
0.006367448194
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-12-12
0.00000000
USD
-67.23000000
USD
2192646.00000000
USD
148688.71000000
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
1500000.00000000
PA
1704449.03000000
0.073024376416
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
2.90000000
N
N
N
N
N
N
VanEck Semiconductor ETF
549300MJTG2N9QRH7I02
VanEck Semiconductor ETF
92189F676
2681.00000000
NS
USD
827865.99000000
0.035468586394
Long
EC
RF
US
N
1
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
2478000.00000000
PA
USD
2365405.88000000
0.101342009246
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
27598.00000000
NS
USD
18414489.52000000
0.788939176563
Long
EC
CORP
US
N
1
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
1869000.00000000
PA
USD
1946446.69000000
0.083392376811
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.976000 28-JUN-2026
000000000
10678687.00000000
OU
Notional Amount
USD
-165650.01000000
-0.00709700816
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-06-29
89.49000000
USD
0.00000000
USD
10678687.00000000
USD
-165739.50000000
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
356986.32000000
PA
USD
356857.80000000
0.015288998295
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
24941.00000000
NS
USD
14159005.70000000
0.606619818908
Long
EC
CORP
US
N
1
N
N
N
Cordatus CLO PLC
635400BFCX9PFNPQKM71
CVC Cordatus Loan Fund XIX DAC
000000000
2300000.00000000
PA
2625455.54000000
0.112483418537
Long
ABS-CBDO
CORP
IE
N
2
2033-12-23
Floating
3.80000000
N
N
N
N
N
N
Tishman Speyer Innovation Corp II
N/A
Tishman Speyer Innovation Corp II
88825H118
42507.00000000
NS
USD
32777.15000000
0.001404284256
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Tishman Speyer Innovation Corp II
Tishman Speyer Innovation Corp II
11.50000000
11.50000000
USD
2027-12-31
XXXX
-5479.15000000
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP2
85236WCU8
2500000.00000000
PA
USD
2489834.00000000
0.106672931856
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
4.02000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AC7
1485000.00000000
PA
USD
1477575.00000000
0.063304323616
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
22824DAN9
1250000.00000000
PA
USD
1249965.00000000
0.053552739366
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.42000000
N
N
N
N
N
N
Pear Therapeutics Inc
N/A
Pear Therapeutics Inc
704723113
9900.00000000
NS
USD
5940.99000000
0.000254532158
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Pear Therapeutics Inc
Pear Therapeutics Inc
1.00000000
11.50000000
USD
2026-02-04
XXXX
-5504.20000000
N
N
N
FUSION ACQUISITION CORP
N/A
FUSION ACQUISITION CORP
000000000
153626.00000000
NS
USD
619112.78000000
0.026524890973
Long
EC
CORP
US
Y
2
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAC9
200000.00000000
PA
USD
217225.00000000
0.009306655633
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-E
009740AH4
20120.00000000
PA
USD
9838.68000000
0.000421522415
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
0.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701VAA6
1250000.00000000
PA
USD
1251696.75000000
0.053626933409
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP FRESH MARKE
000000000
-2808750.00000000
PA
USD
-2808750.00000000
-0.12033637477
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
2808750.00000000
USD
2809557.52000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP AMERICAN TO
000000000
-283692.50000000
PA
USD
-283692.50000000
-0.01215434873
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
283692.50000000
USD
283994.79000000
USD
CDS
N
N
N
NEW HOME CO INC/THE
549300PLCE8TB3TVRQ85
New Home Co Inc/The
645370AC1
661000.00000000
PA
USD
674220.00000000
0.028885871152
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TESLA INC
000000000
27.00000000
NC
USD
45360.00000000
0.001943376220
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Tesla Inc
Tesla Inc
100.00000000
1200.00000000
USD
2022-01-21
XXXX
-56471.42000000
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
17015.00000000
NS
USD
713438.95000000
0.030566143966
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
766.00000000
NC
USD
355041.00000000
0.015211160422
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
475.00000000
USD
2022-01-14
XXXX
-15649.16000000
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
000000000
2955000.00000000
PA
USD
2745933.75000000
0.117645113608
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.88000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO VC Ltd
14687LAA2
500000.00000000
PA
USD
495000.00000000
0.021207478598
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.91000000
N
N
N
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
61330.00000000
NS
USD
2131830.80000000
0.091334860740
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
2000000.00000000
OU
Notional Amount
USD
-186763.63000000
-0.00800158724
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-440964.28000000
USD
2000000.00000000
USD
254200.65000000
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas SA ESP / Gases del Pacifico SAC
74348DAA5
200000.00000000
PA
USD
196725.00000000
0.008428366115
Long
DBT
CORP
XX
N
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAG8
780000.00000000
PA
USD
774974.46000000
0.033202533888
Long
ABS-O
CORP
US
N
3
2053-01-15
Fixed
3.93000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
144554.00000000
NS
USD
10150581.88000000
0.434885349461
Long
EC
CORP
US
N
1
N
N
N
Constellation Automotive Limited
213800XQDK86MM9NB619
Constellation Automotive Limited GBP 2nd Lien Term Loan B
000000000
750000.00000000
PA
1024359.84000000
0.043887049260
Long
LON
CORP
GB
N
2
2029-07-30
None
0.00000000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
600000.00000000
PA
USD
579487.50000000
0.024827209604
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
1906000.00000000
PA
USD
1551484.00000000
0.066470835810
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP ORACLE CORP
000000000
-783641.25000000
PA
USD
-783641.25000000
-0.03357384856
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
783641.25000000
USD
783797.98000000
USD
CDS
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
32607.00000000
NS
2254481.46000000
0.096589630937
Long
EC
CORP
FR
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.855000 1-MAR-2024
000000000
62782309.00000000
OU
Notional Amount
-156698.17000000
-0.00671348098
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-01
201.08000000
MXN
0.00000000
MXN
62782309.00000000
MXN
-156708.42000000
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
150000.00000000
PA
USD
147000.00000000
0.006297978492
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.38000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
1257000.00000000
PA
USD
1254878.81000000
0.053763263650
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
BLACKROCK SWAPTION 0.0160000 CALL USD 20
000000000
4604863.00000000
OU
Notional Amount
USD
120274.92000000
0.005152985438
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS Swap
N/A
4604863.00000000
OU
Notional Amount
N/A
120274.92000000
0.01000000
DIR
US
N/A
N/A
2052-04-22
0.00000000
N/A
0.00000000
N/A
4604863.00000000
USD
1.00000000
0.01600000
USD
2022-04-20
XXXX
-21937.55000000
N
N
N
Marqeta Inc
N/A
Marqeta Inc
57142B104
88521.00000000
NS
USD
1519905.57000000
0.065117908783
Long
EC
CORP
US
N
1
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
33000.00000000
PA
USD
35242.10000000
0.001509891073
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP PERTAMINA P RRP CSFB OPEN
000000000
-1879820.00000000
PA
USD
-1879820.00000000
-0.08053786347
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1879820.00000000
USD
1882342.09000000
USD
CDS
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
8100.00000000
NS
1022853.21000000
0.043822500122
Long
EC
CORP
JP
N
2
N
N
N
CROWNROCK LP/CROWNROCK F
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
215000.00000000
PA
USD
219837.50000000
0.009418583992
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
46143NAB6
854000.00000000
PA
USD
916982.50000000
0.039286639886
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
DEUCE FINCO
9845007DA2BC863E8437
Deuce Finco Plc
000000000
1978000.00000000
PA
2657691.68000000
0.113864524091
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
J&J Ventures Gaming, LLC
549300BYPH8FLKS5ZS70
J&J Ventures Gaming, LLC Term Loan
46604BAB4
5509000.00000000
PA
USD
5509000.00000000
0.236024241615
Long
LON
CORP
US
N
3
2028-04-26
Floating
4.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
200000.00000000
PA
USD
217662.50000000
0.009325399617
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BLACKROCK SWAPTION 0.0304000 PUT USD 202
000000000
-17717277.00000000
OU
Notional Amount
USD
-206410.53000000
-0.00884332706
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
17717277.00000000
OU
Notional Amount
N/A
-206410.53000000
-0.01000000
DIR
US
N/A
N/A
2031-07-02
0.00000000
N/A
0.00000000
N/A
17717277.00000000
USD
1.00000000
0.03040000
USD
2026-06-30
XXXX
32772.71000000
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan
44988LAG2
6210623.21000000
PA
USD
6204785.22000000
0.265834039923
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.25000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-D
00970CAC3
1240548.09000000
PA
USD
1144148.57000000
0.049019204670
Long
ABS-O
CORP
US
N
2
2060-06-25
None
0.00000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAJ2
188000.00000000
PA
USD
198950.99000000
0.008523735075
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.63000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
2864000.00000000
PA
USD
2988942.00000000
0.128056411105
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.88000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VII Ltd
87248UAD4
250000.00000000
PA
USD
250705.13000000
0.010741057937
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
7.17000000
N
N
N
N
N
N
WANDA PROPERTIES OVERSEA
549300BJ7FGBP0KHXY31
Wanda Properties Overseas Ltd
000000000
750000.00000000
PA
USD
714375.00000000
0.030606247522
Long
DBT
CORP
VG
N
2
2023-07-23
Fixed
6.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBF2
25459053.68000000
PA
USD
2043129.79000000
0.087534608677
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.41000000
N
N
N
N
N
N
Green Plains Operating Company LLC
N/A
Green Plains Operating Company LLC Term Loan
000000000
7098000.00000000
PA
USD
7098000.00000000
0.304102390086
Long
LON
CORP
US
N
3
2026-07-20
Floating
8.14000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
845.00000000
NC
USD
316875.00000000
0.013575999557
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
CBOE Volatility Index (VIX)
VIX INDEX
100.00000000
22.00000000
USD
2022-01-19
XXXX
98677.96000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
191000.00000000
PA
USD
193895.56000000
0.008307143311
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBM7
257000.00000000
PA
USD
242556.92000000
0.010391960989
Long
DBT
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
422000.00000000
PA
USD
444712.67000000
0.019052998851
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CF INDUSTRIES HOLDINGS INC
000000000
-128.00000000
NC
USD
-6400.00000000
-0.00027419770
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
CF Industries Holdings Inc
CF Industries Holdings Inc
100.00000000
52.50000000
USD
2022-01-21
XXXX
12578.03000000
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
97460.00000000
NS
USD
9078399.00000000
0.388949398993
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CK0
2212000.00000000
PA
USD
2390757.25000000
0.102428147906
Long
DBT
NUSS
ID
N
2
2029-09-18
Fixed
3.40000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TAP ROCK RE
000000000
-2431646.25000000
PA
USD
-2431646.25000000
-0.10417997132
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
2431646.25000000
USD
2432391.95000000
USD
CDS
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
000000000
3500.00000000
NS
286211.98000000
0.012262291799
Long
EC
CORP
JP
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP QATAR STATE RRP BNPNR OPEN
000000000
-2202227.50000000
PA
USD
-2202227.50000000
-0.09435089409
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.34000000
2049-12-31
2202227.50000000
USD
2206595.25000000
USD
CDS
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2021-A
56848DAE9
1420000.00000000
PA
USD
1497010.43000000
0.064137003345
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
5.40000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AP5
525000.00000000
PA
USD
545212.50000000
0.023358752374
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.88000000
N
N
N
N
N
N
Grupo KUO SAB De CV
549300WIYIAVCFZI6Z04
Grupo KUO SAB De CV
40052CAC0
1200000.00000000
PA
USD
1235850.00000000
0.052948004901
Long
DBT
CORP
MX
N
2
2027-07-07
Fixed
5.75000000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERT
N/A
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
70715XAA4
5448000.00000000
PA
USD
5883840.00000000
0.252083658338
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
2205000.00000000
PA
USD
2070357.19000000
0.088701122824
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBA9
2000000.00000000
PA
USD
2072465.80000000
0.088791462827
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.53000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP REDSUN PROP
000000000
-611175.00000000
PA
USD
-611175.00000000
-0.02618480956
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
611175.00000000
USD
611832.01000000
USD
CDS
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP MANAPPURAM
000000000
-993000.00000000
PA
USD
-993000.00000000
-0.04254348737
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
2049-12-31
993000.00000000
USD
994255.04000000
USD
CDS
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1623000.00000000
PA
USD
1614377.81000000
0.069165419910
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
98000.00000000
PA
USD
117658.80000000
0.005040901985
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Sixth Street CLO XVI, LTD.
N/A
Sixth Street CLO XIX Ltd
83011MAA2
3750000.00000000
PA
USD
3749644.13000000
0.160647469978
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.04000000
N
N
N
N
N
N
IPS CORPORATION
25490024F0AS5UR7DB02
IPS Corporation 2021 Term Loan
12659EAC2
1035441.43000000
PA
USD
1032852.83000000
0.044250917752
Long
LON
CORP
US
N
3
2028-10-02
Floating
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.495000 03-MAR-2023
000000000
88455786.00000000
OU
Notional Amount
-126577.81000000
-0.00542302261
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-03
229.14000000
MXN
0.00000000
MXN
88455786.00000000
MXN
-126587.82000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
20598.82000000
0.000882523301
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1947778.27000000
USD
1726345.00000000
EUR
2022-03-17
20598.82000000
N
N
N
LITIGATION FEE RESIDUAL
N/A
LITIGATION FEE RESIDUAL
53689HAA7
4488000.00000000
PA
USD
4403850.00000000
0.188675867932
Long
ABS-O
CORP
US
N
3
2027-10-30
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP AMAZON.COM
000000000
-509530.00000000
PA
USD
-509530.00000000
-0.02182999307
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.27000000
2049-12-31
509530.00000000
USD
510053.54000000
USD
CDS
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AS8
3931962.09000000
PA
USD
3926642.93000000
0.168230698792
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.60000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2020-HB4 LLC
12529LAE0
4020000.00000000
PA
USD
4003459.71000000
0.171521790141
Long
ABS-MBS
CORP
US
N
2
2030-12-26
Variable
4.95000000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-3 Ltd
86315XAC0
500000.00000000
PA
USD
500000.00000000
0.021421695554
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Floating
5.93000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VINO
05608KAN0
450000.00000000
PA
USD
448880.99000000
0.019231583815
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
4.06000000
N
N
N
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
Globe Telecom Inc
000000000
510000.00000000
PA
USD
522750.00000000
0.022396382701
Long
DBT
CORP
PH
N
2
2026-08-02
Fixed
4.20000000
N
N
N
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
31756.00000000
NS
USD
2061281.96000000
0.088312309196
Long
EC
CORP
VG
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.443000 26-NOV-2031
000000000
3857737.00000000
OU
Notional Amount
USD
45654.62000000
0.001955998740
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-26
0.00000000
USD
-61.17000000
USD
3857737.00000000
USD
45715.79000000
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
12717.00000000
NS
1200646.93000000
0.051439786004
Long
EP
CORP
DE
N
2
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
3592000.00000000
PA
USD
4023040.00000000
0.172360676164
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
700000.00000000
PA
USD
127443.75000000
0.005460122425
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
Y
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592ECB0
843944.33000000
PA
USD
779274.31000000
0.033386754043
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
3.06000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-C
64035GAE9
110000.00000000
PA
USD
112169.73000000
0.004805731612
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.44000000
N
N
N
N
N
N
STAR ENERGY CO ISSUE
N/A
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
2643000.00000000
PA
USD
2896232.44000000
0.124084419167
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
200000.00000000
PA
USD
197100.00000000
0.008444432387
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
200000.00000000
PA
USD
199912.50000000
0.008564929424
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.38000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
1807000.00000000
PA
USD
1882668.13000000
0.080659887020
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
129000.00000000
PA
USD
135860.22000000
0.005820712541
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-1
70017PAA6
600000.00000000
PA
USD
598041.42000000
0.025622122455
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
7.43000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP PANAMA
000000000
-1366207.50000000
PA
USD
-1366207.50000000
-0.05853296225
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1366207.50000000
USD
1366700.85000000
USD
CDS
N
N
N
CHAMPION PATH HOLDINGS
549300QWJFPV5413KI88
Champion Path Holdings Ltd
000000000
551000.00000000
PA
USD
527582.50000000
0.022603423389
Long
DBT
CORP
VG
N
2
2026-01-27
Fixed
4.50000000
N
N
N
N
N
N
Crown Point CLO Ltd
N/A
Crown Point CLO 9 Ltd
22846DAQ6
500000.00000000
PA
USD
499993.70000000
0.021421425640
Long
ABS-CBDO
CORP
KY
N
2
2034-07-14
Floating
3.88000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
438000.00000000
PA
USD
473040.00000000
0.020266637729
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 80 CLO Ltd
26245JAJ7
250000.00000000
PA
USD
250867.05000000
0.010747995139
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
4.22000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAD3
250000.00000000
PA
USD
248458.33000000
0.010644797406
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
5.57000000
N
N
N
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
870000.00000000
PA
USD
365835.00000000
0.015673611986
Long
DBT
CORP
KY
N
2
2025-01-13
Fixed
7.30000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP MEXICO
000000000
-3391413.45000000
PA
USD
-3391413.45000000
-0.14529965284
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
3391413.45000000
USD
3392046.51000000
USD
CDS
N
N
N
Rumo Luxembourg Sarl
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AB1
200000.00000000
PA
USD
205412.50000000
0.008800568076
Long
DBT
CORP
LU
N
2
2025-01-18
Fixed
5.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.620000 19-NOV-2031
000000000
22524149.00000000
OU
Notional Amount
USD
117012.58000000
0.005013215729
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-19
361.81000000
USD
0.00000000
USD
22524149.00000000
USD
116650.77000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.565000 27-AUG-2024
000000000
8070970.00000000
OU
Notional Amount
USD
99137.23000000
0.004247375118
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-54.52000000
USD
8070970.00000000
USD
99191.75000000
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
3380000.00000000
PA
USD
3368068.60000000
0.144299480309
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
197306.00000000
NS
USD
9930410.98000000
0.425452481481
Long
EC
CORP
US
N
1
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
SURA Asset Management SA
86425QAA6
100000.00000000
PA
USD
105581.25000000
0.004523458787
Long
DBT
CORP
CO
N
2
2024-04-17
Fixed
4.88000000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation 2018 Term Loan B4
95810DAR2
0.16000000
PA
USD
0.16000000
0.000000006854
Long
LON
CORP
US
N
2
2023-04-29
None
0.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BLACKROCK SWAPTION 0.0304000 PUT USD 202
000000000
-19270000.00000000
OU
Notional Amount
USD
-222930.78000000
-0.00955111059
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
19270000.00000000
OU
Notional Amount
N/A
-222930.78000000
-0.01000000
DIR
US
N/A
N/A
2031-06-17
0.00000000
N/A
0.00000000
N/A
19270000.00000000
USD
1.00000000
0.03040000
USD
2026-06-15
XXXX
99841.72000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
FSWP: CNY 2.595000 15-SEP-2026
000000000
157107000.00000000
OU
Notional Amount
260817.31000000
0.011174298020
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
N/A
N/A
Y
2026-09-15
0.00000000
CNY
0.00000000
CNY
157107000.00000000
CNY
260817.31000000
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
80717.00000000
NS
USD
13918839.48000000
0.596330283614
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAN6
750000.00000000
PA
USD
747169.80000000
0.032011287965
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
3.11000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
O'REILLY AUTOMOTIVE INC
000000000
16.00000000
NC
USD
78880.00000000
0.003379486690
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
O'Reilly Automotive Inc
O'Reilly Automotive Inc
100.00000000
660.00000000
USD
2022-01-21
XXXX
62364.44000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
2041000.00000000
PA
USD
2246758.31000000
0.096258745001
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
1400000.00000000
PA
USD
1395450.00000000
0.059785810121
Long
DBT
CORP
NL
N
2
2027-10-01
Fixed
7.65000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1958000.00000000
PA
USD
2081608.54000000
0.089183168813
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
700000.00000000
PA
USD
697812.50000000
0.029896653857
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.88000000
N
N
N
N
N
N
Whitebox CLO III Ltd
N/A
Whitebox CLO III Ltd
96467HAJ5
500000.00000000
PA
USD
500019.15000000
0.021422516005
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
3.47000000
N
N
N
N
N
N
AEA International Holdings (Lux) S.a.r.l.
N/A
AEA International Holdings (Lux) S.a.r.l. Term Loan B
000000000
2479255.00000000
PA
USD
2479255.00000000
0.106219691622
Long
LON
CORP
LU
N
2
2028-09-07
Floating
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 2.010000 27-MAY-2051
000000000
4357381.00000000
OU
Notional Amount
USD
-291270.18000000
-0.01247900223
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-05-30
0.00000000
USD
-135.63000000
USD
4357381.00000000
USD
-291134.55000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAQ7
4555000.00000000
PA
USD
4583418.65000000
0.196369197834
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
4.25000000
N
N
N
N
N
N
DAFA PROPERTIES GROUP
549300FG5PBBG2FX4L24
DaFa Properties Group Ltd
000000000
370000.00000000
PA
USD
336663.00000000
0.014423784580
Long
DBT
CORP
KY
N
2
2022-01-18
Fixed
9.95000000
N
N
N
N
N
N
Sarcos Technology and Robotics Corp
N/A
Sarcos Technology and Robotics Corp
80359A106
48017.00000000
NS
USD
479209.66000000
0.020530966886
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN MAR22P 127.5
000000000
-698.00000000
NC
USD
-109062.50000000
-0.00467260734
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
698.00000000
NC
N/A
-109062.50000000
0.00000000
DIR
US
Short
CBOT 10 Year US Treasury Note
TYH2 Comdty
2022-03-22
698.00000000
USD
1000.00000000
127.50000000
USD
2022-02-18
XXXX
42358.93000000
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAF8
3500000.00000000
PA
USD
3446466.10000000
0.147658295063
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION MAR23 0.4 CALL
000000000
-124707682.00000000
OU
Notional Amount
USD
-37741.53000000
-0.00161697513
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
124707682.00000000
OU
Notional Amount
N/A
-37741.53000000
0.00000000
DIR
US
N/A
N/A
2024-03-20
0.00000000
N/A
0.00000000
N/A
124707682.00000000
USD
1.00000000
0.40000000
USD
2023-03-16
XXXX
99436.92000000
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 1 Ltd
402564AA6
2125000.00000000
PA
USD
2119940.80000000
0.090825452820
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
6.57000000
N
N
N
N
N
N
Pikes Peak CLO
2549002NRPBIF0UZPU88
Pikes Peak Clo 4
72132WAM1
1000000.00000000
PA
USD
999266.60000000
0.042811969765
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.37000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
1100000.00000000
PA
USD
209220.00000000
0.008963694287
Long
DBT
CORP
KY
N
2
2026-03-24
Fixed
6.20000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CAESARS ENT
000000000
-2516085.00000000
PA
USD
-2516085.00000000
-0.10779761371
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
2516085.00000000
USD
2516890.15000000
USD
CDS
N
N
N
Social Professional Loan Program LLC
549300JC8TEF7BQ48X56
SoFi Professional Loan Program 2015-d LLC
78470N106
20.00000000
PA
USD
1927492.67000000
0.082580322319
Long
ABS-O
CORP
US
N
3
2037-10-26
None
0.00000000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2019-16 Ltd
67570RAE9
750000.00000000
PA
USD
744661.73000000
0.031903833741
Long
ABS-CBDO
CORP
KY
N
2
2033-04-10
Floating
6.47000000
N
N
N
N
N
N
Amorepacific Corp
N/A
Amorepacific Corp
000000000
40489.00000000
NS
5682043.70000000
0.243438020533
Long
EC
CORP
KR
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
467000.00000000
PA
USD
465248.75000000
0.019932834158
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
955000.00000000
PA
USD
969026.56000000
0.041516383904
Long
DBT
CORP
MU
N
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP CHILE
000000000
-256172.94000000
PA
USD
-256172.94000000
-0.01097531745
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
256172.94000000
USD
256198.56000000
USD
CDS
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
6815.17000000
0.000291984993
N/A
DFE
GB
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
294852.75000000
USD
222940.57000000
GBP
2022-03-17
6815.17000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP DOMINICAN R
000000000
-2394791.25000000
PA
USD
-2394791.25000000
-0.10260097814
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
2049-12-31
2394791.25000000
USD
2395326.75000000
USD
CDS
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250RAD6
250000.00000000
PA
USD
250532.13000000
0.010733646030
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
3.28000000
N
N
N
N
N
N
iShares China Large-Cap ETF
5493001YVWPO25CNKN94
iShares China Large-Cap ETF
464287184
9792.00000000
NS
USD
358191.36000000
0.015346132528
Long
EC
RF
US
N
1
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-2 Ltd
69702AAA1
250000.00000000
PA
USD
246384.70000000
0.010555956065
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.47000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
26548.00000000
NS
912420.51000000
0.039091188765
Long
EC
CORP
FR
N
2
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
27000.00000000
PA
USD
28733.40000000
0.001231036294
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JBA1
5000089.00000000
PA
USD
5247520.40000000
0.224821568845
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.28000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP KAISA GROUP RRP CSFB OPEN
000000000
-2156000.00000000
PA
USD
-2156000.00000000
-0.09237035122
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
2049-12-31
2156000.00000000
USD
2159710.12000000
USD
CDS
N
N
N
CONTINUUM ENERGY LEVANTE
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte Ltd
21218MAB1
1753747.50000000
PA
USD
1791014.63000000
0.076733140273
Long
DBT
CORP
SG
N
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
CROWN PROPTECH ACQUISITIONS
N/A
CROWN PROPTECH ACQUISITIONS
000000000
74120.00000000
NS
USD
38542.40000000
0.001651287117
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
CROWN PROPTECH ACQUISITIONS
CROWN PROPTECH ACQUISITIONS
1.00000000
1.00000000
USD
2026-02-01
XXXX
-72637.60000000
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
23011.00000000
NS
USD
3557500.60000000
0.152415389573
Long
EC
CORP
US
N
1
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAE3
310000.00000000
PA
USD
310479.85000000
0.013302009644
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
4.12000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
62728.00000000
NS
USD
2679112.88000000
0.114782280940
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
747.00000000
NC
USD
376861.50000000
0.016146024638
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
472.00000000
USD
2022-01-07
XXXX
183516.63000000
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
474000.00000000
PA
USD
481358.85000000
0.020623045473
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Conair Holdings, LLC
549300804G00T34FLV17
Conair Holdings, LLC Term Loan B
20600RAB8
2133652.50000000
PA
USD
2132500.33000000
0.091363545676
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
198000.00000000
PA
USD
194559.54000000
0.008335590466
Long
DBT
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
850000.00000000
PA
USD
130581.25000000
0.005594543565
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
Y
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1015000.00000000
PA
USD
847728.00000000
0.036319542257
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
000000000
46897.00000000
NS
53392.22000000
0.002287503763
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Hedosophia European Growth
Hedosophia European Growth
11.50000000
11.50000000
EUR
2027-05-13
XXXX
14300.24000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP RKPF OVERSE
000000000
-1160250.00000000
PA
USD
-1160250.00000000
-0.04970904453
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1160250.00000000
USD
1161497.27000000
USD
CDS
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
1500000.00000000
PA
USD
1439531.25000000
0.061674400356
Long
DBT
CORP
KY
N
2
2025-03-03
Fixed
5.50000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
00654GAA1
1000000.00000000
PA
USD
987375.00000000
0.042302493295
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.95000000
N
N
N
N
N
N
SambaNova Systems, Inc. SERIES D
N/A
SambaNova Systems, Inc. SERIES D
000000000
13158.00000000
NS
USD
1425800.88000000
0.061086144744
Long
EC
CORP
US
Y
3
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
83341.00000000
PA
USD
93331.50000000
0.003998637957
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.38000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAU1
1172000.00000000
PA
USD
1201200.38000000
0.051463497679
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701DAA6
250000.00000000
PA
USD
251171.65000000
0.010761045236
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
5.01000000
N
N
N
N
N
N
GoldenTree Loan Management EUR CLO
549300EXNEZS3RDDYU78
GoldenTree Loan Management EUR CLO 2 DAC
000000000
1000000.00000000
PA
1068939.11000000
0.045796976360
Long
ABS-CBDO
CORP
IE
N
2
2032-01-20
Floating
5.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
2927000.00000000
PA
USD
3058715.00000000
0.131045723033
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
66714.83000000
0.002858289554
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3071614.00000000
EUR
3565847.14000000
USD
2022-02-03
66714.83000000
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAC2
1015000.00000000
PA
USD
929549.69000000
0.039825060923
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP MC BRAZIL D RRP BARC OPEN
000000000
-1219650.00000000
PA
USD
-1219650.00000000
-0.05225394196
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1219650.00000000
USD
1221255.87000000
USD
CDS
N
N
N
WillScot Mobile Mini Holdings Corp
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
41429.00000000
NS
USD
1691960.36000000
0.072489319443
Long
EC
CORP
US
N
1
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. 2021 Term Loan B5
05350NAL8
3766959.00000000
PA
USD
3762250.30000000
0.161187561050
Long
LON
CORP
US
N
2
2027-11-08
Floating
2.75000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67092BAC7
250000.00000000
PA
USD
250256.78000000
0.010721849103
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
6.52000000
N
N
N
N
N
N
AvidXchange Holdings Inc
N/A
AvidXchange Holdings Inc
05368X102
40310.00000000
NS
USD
607068.60000000
0.026008877459
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAL5
1910000.00000000
PA
USD
1886465.36000000
0.080822573230
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
1443751.00000000
PA
USD
1890682.17000000
0.081003235670
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
63811.00000000
NS
USD
13245887.38000000
0.567498733597
Long
EC
CORP
US
N
1
N
N
N
GSCG Trust
N/A
GSCG Trust 2019-600C
36260TAN5
2000000.00000000
PA
USD
1939334.60000000
0.083087670757
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Variable
3.99000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP DOMINICAN R
000000000
-3778081.25000000
PA
USD
-3778081.25000000
-0.16186581263
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
3778081.25000000
USD
3779057.25000000
USD
CDS
N
N
N
HYDROFARM HOLDINGS LLC
N/A
Hydrofarm Holdings LLC 2021 Term Loan
000000000
1936000.00000000
PA
USD
1877920.00000000
0.080456461029
Long
LON
CORP
US
N
3
2028-09-27
Floating
5.72000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
30343.00000000
NS
USD
5722082.94000000
0.245153437352
Long
EC
CORP
US
N
1
N
N
N
ARABIAN CENTRES SUKUK II
549300X92PKHJD8UYG94
Arabian Centres Sukuk II Ltd
03847QAA1
2506000.00000000
PA
USD
2465277.50000000
0.105620848122
Long
DBT
CORP
KY
N
2
2026-10-07
Fixed
5.63000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1133000.00000000
PA
USD
311220.94000000
0.013333760453
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
N
N
N
N
N
N
Apidos CLO
549300KJKTO0Q1OATW69
Apidos CLO XXXV
03768TAA0
375000.00000000
PA
USD
370059.79000000
0.015854616316
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.88000000
N
N
N
N
N
N
Post CLO LTD
N/A
Post CLO 2018-1 Ltd
73742DAG6
500000.00000000
PA
USD
500008.85000000
0.021422074718
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
3.07000000
N
N
N
N
N
N
RENEW POWER PVT LTD
335800BITJZHVZ1CN475
ReNew Power Pvt Ltd
000000000
3800000.00000000
PA
USD
3947440.00000000
0.169121715796
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.88000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRS: Blackrock Capital Allocation Trust - CFD JPM
000000000
46717.00000000
OU
Notional Amount
USD
-2436758.72000000
-0.10439900687
N/A
DE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Blackrock Capital Allocation Trust - CFD JPM
BCAT_JP
WALGREENS BOOTS ALLIANCE INC
-46717.00000000
USD
-2436758.72000000
USD
Y
Multi - See Part E
Multi - See Part E
2023-02-08
0.00000000
USD
0.00000000
USD
46717.00000000
USD
-170984.22000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
85.00000000
NS
USD
246248.40000000
0.010550116510
Long
EC
CORP
US
N
1
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
1358000.00000000
PA
USD
1228565.63000000
0.052635917788
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
263000.00000000
PA
USD
286259.06000000
0.012264308865
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.63000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP EASY TACTIC
000000000
-671875.00000000
PA
USD
-671875.00000000
-0.02878540340
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
671875.00000000
USD
672317.32000000
USD
CDS
N
N
N
Lehman Brothers Small Balance Commercial
N/A
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2
52521VAH5
2735000.00000000
PA
USD
2333574.48000000
0.099978244126
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FEDEX CORP
000000000
-44.00000000
NC
USD
-506.00000000
-0.00002167875
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
FedEx Corp
FedEx Corp
100.00000000
220.00000000
USD
2022-01-21
XXXX
25942.09000000
N
N
N
MARCOLIN SPA
815600C8D55034EB5379
Marcolin SpA
000000000
928000.00000000
PA
1076026.92000000
0.046100642176
Long
DBT
CORP
IT
N
2
2026-11-15
Fixed
6.13000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
4086000.00000000
PA
USD
4356043.74000000
0.186627685637
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIX CLO Ltd
04018GAA4
700000.00000000
PA
USD
684954.06000000
0.029345754683
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
6.37000000
N
N
N
N
N
N
MNTN DIGITAL
N/A
MNTN DIGITAL
000000000
58924.00000000
NS
USD
1353484.28000000
0.057987856366
Long
EP
CORP
US
Y
3
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
1700000.00000000
PA
USD
1677475.00000000
0.071868717499
Long
DBT
CORP
GB
N
2
2022-07-30
Fixed
6.38000000
N
N
N
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
SOCIETE GENERALE SA
000000000
-357.00000000
NC
-3861.22000000
-0.00016542775
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Put
Written
Societe Generale SA
Societe Generale SA
100.00000000
27.00000000
EUR
2022-01-21
XXXX
31829.32000000
N
N
N
ROTOR ACQUI
N/A
ROTOR ACQUI ROTOR ACQUISITION
000000000
25327.00000000
NS
USD
30392.40000000
0.001302113479
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Rotor Acquisition Corp
Rotor Acquisition Corp
1.00000000
11.50000000
USD
2099-12-31
XXXX
5065.40000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
2578000.00000000
PA
USD
2612287.40000000
0.111919250765
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
600000.00000000
PA
USD
76500.00000000
0.003277519419
Long
DBT
CORP
VG
N
2
2023-10-24
Fixed
12.00000000
Y
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-131554.56000000
-0.00563624346
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
119500814.00000000
SEK
13101057.51000000
USD
2022-03-17
-131554.56000000
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467CAC1
1000000.00000000
PA
USD
829932.00000000
0.035557101269
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Variable
0.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
81000.00000000
PA
USD
83227.50000000
0.003565748333
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135U109
392378.00000000
NS
4811085.64000000
0.206123223729
Long
EC
CORP
CA
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
22504456.00000000
NS
14614198.13000000
0.626121806216
Long
EC
CORP
GB
N
2
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
200000.00000000
PA
USD
199225.00000000
0.008535474593
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
86000.00000000
PA
USD
91912.50000000
0.003937843185
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAP/CDSWAP/SCDS: (FUNOTR)
000000000
829000.00000000
OU
Notional Amount
USD
-53871.49000000
-0.00230803731
N/A
DCR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Fideicomiso Fibra UNO Banco Actinver SA Institucion de Banca Multiple Grupo Financiero Actinver
Fideicomiso Fibra UNO Banco Actinver SA Institucion de Banca Multiple Grupo Financiero Actinver
Y
sell protection
2026-06-23
0.00000000
USD
-82895.45000000
USD
829000.00000000
USD
29023.96000000
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
300000.00000000
PA
USD
293306.25000000
0.012566234383
Long
DBT
CORP
GB
N
2
2023-04-23
Fixed
8.00000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
65000.00000000
PA
USD
68900.00000000
0.002951909647
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2020-2
58551VAF9
2280000.00000000
PA
USD
2267682.76000000
0.097155219396
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Floating
3.35000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
292000.00000000
PA
USD
311238.42000000
0.013334509355
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Cano Health, Inc.
N/A
Cano Health, Inc.
000000000
277311.00000000
NS
USD
2470841.01000000
0.105859207757
Long
EC
CORP
US
Y
2
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAT6
1041000.00000000
PA
USD
1119595.50000000
0.047967267889
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
N
KINS TECHNOLOGY
N/A
KINS TECHNOLOGY KINS TECHNOLOGY GROUP
000000000
117311.00000000
NS
USD
79771.48000000
0.003417680716
Long
EC
CORP
US
N
3
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
2000000.00000000
PA
USD
2052875.00000000
0.087952126521
Long
DBT
CORP
IN
N
2
2024-04-10
Fixed
5.38000000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAH1
1550000.00000000
PA
USD
1551193.97000000
0.066458409941
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
3.12000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
2286000.00000000
PA
2697605.39000000
0.115574562779
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FREEPORT-MCMORAN INC
000000000
635.00000000
NC
USD
118110.00000000
0.005060232923
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Freeport-McMoRan Inc
Freeport-McMoRan Inc
100.00000000
41.00000000
USD
2022-01-21
XXXX
-89675.56000000
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
1500000.00000000
PA
1642470.02000000
0.070368985450
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
5.23000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
466756.00000000
NS
18231877.91000000
0.781115475935
Long
EC
CORP
CA
N
1
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP JPMORGAN CH
000000000
-285065.00000000
PA
USD
-285065.00000000
-0.01221315128
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
285065.00000000
USD
285336.21000000
USD
CDS
N
N
N
Rexnord LLC
549300XLZXRC2KJ6VK87
Rexnord LLC 2021 Term Loan B
76168JAS5
451000.00000000
PA
USD
450860.19000000
0.019316379455
Long
LON
CORP
US
N
2
2028-10-04
Floating
2.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
549300KJI7MJ3X7YQQ90
Palmer Square Loan Funding 2018-4 Ltd
69700NAA5
1000000.00000000
PA
USD
1000893.20000000
0.042881658825
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
4.41000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
320000.00000000
PA
USD
73600.00000000
0.003153273585
Long
DBT
CORP
KY
N
2
2021-12-17
Fixed
6.95000000
Y
Y
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP POWERLONG R
000000000
-1090500.00000000
PA
USD
-1090500.00000000
-0.04672071800
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1090500.00000000
USD
1091681.38000000
USD
CDS
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
41841.00000000
NS
USD
4970292.39000000
0.212944180787
Long
EC
CORP
KY
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7654.71000000
0.000327953734
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1522577.15000000
USD
1342074.21000000
EUR
2022-03-17
7654.71000000
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
5000000.00000000
PA
USD
5007187.50000000
0.214524892414
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
405531.00000000
NS
USD
17226956.88000000
0.738061251214
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.510000 13-JUL-2024
000000000
16466440.00000000
OU
Notional Amount
USD
198981.84000000
0.008525056794
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-15
0.00000000
USD
-106.23000000
USD
16466440.00000000
USD
199088.07000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.150000 10-NOV-2026
000000000
23694686.00000000
OU
Notional Amount
USD
197949.90000000
0.008480844985
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-11-10
0.00000000
USD
-213.26000000
USD
23694686.00000000
USD
198163.16000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
372000.00000000
PA
USD
369176.52000000
0.015816774034
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Highland Transcend Partners I Corp
N/A
Highland Transcend Partners I Corp
000000000
114071.00000000
NS
USD
1176072.01000000
0.050386913095
Long
EC
CORP
KY
N
1
N
N
N
OCP CLO Ltd
254900MN6N176YEZLX15
OCP CLO 2020-18 Ltd
671078AU7
500000.00000000
PA
USD
499813.15000000
0.021413690266
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
3.33000000
N
N
N
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
70713.00000000
NS
2599562.10000000
0.111374055760
Long
EC
CORP
DE
N
1
N
N
N
OCEANA AUSTRALIAN FIXINC TRUST
N/A
OCEANA AUSTRALIAN FIXINC TRUST
000000000
4163000.00000000
PA
3043934.56000000
0.130412478861
Long
DBT
CORP
AU
N
3
2023-08-31
Fixed
10.00000000
N
N
N
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
9434.00000000
NS
USD
2457368.32000000
0.105281992030
Long
EC
CORP
US
N
1
N
N
N
ConnectWise, LLC
N/A
ConnectWise, LLC 2021 Term Loan B
20786NAC1
2873000.00000000
PA
USD
2863260.53000000
0.122671790731
Long
LON
CORP
US
N
2
2028-09-29
Floating
4.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP ZHENRO PROP
000000000
-515625.00000000
PA
USD
-515625.00000000
-0.02209112354
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
515625.00000000
USD
515964.45000000
USD
CDS
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR22
000000000
116.00000000
NC
USD
194650.78000000
0.008339499497
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USH2 COMDTY
2022-03-22
18358099.22000000
USD
194650.78000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
1020000.00000000
PA
USD
1012860.00000000
0.043394357117
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAQ9
1780000.00000000
PA
USD
1773401.72000000
0.075978543481
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
4.01000000
N
N
N
N
N
N
Geopark Ltd
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAA7
763000.00000000
PA
USD
781025.88000000
0.033461797242
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
6.50000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAG7
1290000.00000000
PA
USD
1158823.13000000
0.049647912583
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc
14574XAF1
140000.00000000
PA
USD
126000.00000000
0.005398267279
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
43675.00000000
NS
USD
9948291.50000000
0.426218543593
Long
EC
CORP
NL
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
296000.00000000
PA
USD
291914.80000000
0.012506619946
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
EVgo Inc
N/A
EVgo Inc
30052F118
40220.00000000
NS
USD
106583.00000000
0.004566377154
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Climate Change Crisis Real Impact I Acquisition Corp
Climate Change Crisis Real Impact I Acquisition Corp
11.50000000
11.50000000
USD
2025-09-15
XXXX
-35734.24000000
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
143000.00000000
PA
USD
154931.17000000
0.006637776711
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1355000.00000000
PA
USD
1310962.50000000
0.056166079115
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
1425000.00000000
PA
USD
1417919.46000000
0.060748477984
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
3.33000000
N
N
N
N
N
N
Frontier Communications Parent Inc
N/A
Frontier Communications Parent Inc
35909D109
39936.00000000
NS
USD
1177712.64000000
0.050457203248
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR22
000000000
149.00000000
NC
-568412.70000000
-0.02435272761
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Future
RXH2 COMDTY
2022-03-08
26033394.73000000
EUR
-568412.70000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/RUB One-touch barrier option; Barrier price USD 68.00000
000000000
482336.00000000
OU
Notional Amount
USD
5912.96000000
0.000253331257
N/A
DFE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/RUB One-touch barrier option; Barrier price USD 68.00000
N/A
1.00000000
NC
USD
5912.96000000
0.00000000
DFE
US
32798848.00000000
RUB
482336.00000000
USD
2022-02-21
1.00000000
68.00000000
USD
2022-02-21
XXXX
-33011.56000000
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP AMERICAN TO
000000000
-231210.00000000
PA
USD
-231210.00000000
-0.00990582045
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
231210.00000000
USD
231429.97000000
USD
CDS
N
N
N
Bain Capital Euro CLO
635400QZZRPWR4S6DL27
Bain Capital Euro CLO 2019-1 DAC
000000000
1000000.00000000
PA
1138874.52000000
0.048793246483
Long
ABS-CBDO
CORP
IE
N
2
2032-04-15
Floating
2.40000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP COLOMBIA
000000000
-1877225.00000000
PA
USD
-1877225.00000000
-0.08042668487
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
1877225.00000000
USD
1877764.70000000
USD
CDS
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-2 Ltd
69689MAE4
500000.00000000
PA
USD
502067.55000000
0.021510276407
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
6.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
4009000.00000000
PA
USD
4159337.50000000
0.178200123263
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
23000.00000000
PA
USD
23805.00000000
0.001019886925
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
900000.00000000
PA
USD
469293.75000000
0.020106135675
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
1022000.00000000
PA
USD
774995.38000000
0.033203430172
Long
DBT
CORP
KY
N
2
2023-09-01
Fixed
7.88000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-B
64034QAE8
340000.00000000
PA
USD
339783.66000000
0.014557484237
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.75000000
N
N
N
N
N
N
J.P. Morgan Securities Plc
K6Q0W1PS1L1O4IQL9C32
@JAN22 DAB C @ 95.000000
000000000
65.00000000
NC
629.02000000
0.000026949349
N/A
DE
DE
N
1
J.P. Morgan Securities Plc
K6Q0W1PS1L1O4IQL9C32
Call
Purchased
Daimler AG
Daimler AG
100.00000000
95.00000000
EUR
2022-01-21
XXXX
-14945.86000000
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
224000.00000000
PA
USD
227080.00000000
0.009728877252
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
4029.00000000
NS
USD
1417885.68000000
0.060747030735
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR22
000000000
-1254.00000000
NC
USD
-1631319.42000000
-0.06989125593
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYH2 COMDTY
2022-03-22
-181589836.83000000
USD
-1631319.42000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP KENBOURNE I
000000000
-430650.00000000
PA
USD
-430650.00000000
-0.01845050638
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.42000000
2049-12-31
430650.00000000
USD
430765.56000000
USD
CDS
N
N
N
Henley CLO
6354009HFM8XXW6PPK55
Henley CLO IV DAC
000000000
1000000.00000000
PA
1138511.00000000
0.048777672054
Long
ABS-CBDO
CORP
IE
N
3
2034-04-25
Floating
3.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.680000 05-FEB-2051
000000000
3049387.00000000
OU
Notional Amount
USD
22649.47000000
0.000970380101
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-06
0.00000000
USD
-92.92000000
USD
3049387.00000000
USD
22742.39000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P BIOTECH ETF
000000000
255.00000000
NC
USD
2677.50000000
0.000114713179
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P Biotech ETF
SPDR S&P Biotech ETF
100.00000000
134.00000000
USD
2022-01-21
XXXX
-79106.70000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP KAISA GROUP
000000000
-212625.00000000
PA
USD
-212625.00000000
-0.00910957603
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
212625.00000000
USD
212773.84000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
95.00000000
NC
USD
18192.50000000
0.000779428392
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Devon Energy Corp
Devon Energy Corp
100.00000000
44.00000000
USD
2022-01-21
XXXX
121.47000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
301000.00000000
PA
USD
324616.46000000
0.013907669955
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
96000.00000000
PA
USD
101280.00000000
0.004339178651
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: SNAP US EQUITY
000000000
1218085.80000000
OU
Notional Amount
USD
-47002.61000000
-0.00201375120
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Snap Inc
Snap Inc
Y
equity-performance leg
2022-03-17
0.00000000
USD
0.00000000
USD
1218085.80000000
USD
-47002.61000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
375000.00000000
PA
USD
389765.63000000
0.016698881326
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
AltC Acquisition Corp
N/A
AltC Acquisition Corp
02156V109
135303.00000000
NS
USD
1332734.55000000
0.057098867569
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
132000.00000000
PA
USD
132000.00000000
0.005655327626
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
1310000.00000000
PA
USD
1185140.63000000
0.050775443529
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co USD Term Loan
68621XAE3
780010.83000000
PA
USD
780174.63000000
0.033425326805
Long
LON
CORP
US
N
2
2028-06-02
Floating
3.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-D
00970CAB5
525000.00000000
PA
USD
526280.69000000
0.022547649434
Long
ABS-O
CORP
US
N
2
2060-06-25
Variable
5.00000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAH0
583000.00000000
PA
USD
605667.04000000
0.025948829876
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.13000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc. 2020 Term Loan B
000000000
256820.00000000
PA
USD
257302.82000000
0.011023725350
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.36000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 2 Ltd
09077LAJ1
750000.00000000
PA
USD
749986.05000000
0.032131945665
Long
ABS-CBDO
CORP
KY
N
2
2034-10-19
Floating
3.41000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
12378.00000000
NS
USD
3199465.44000000
0.137075949183
Long
EC
CORP
US
N
1
N
N
N
ECL Entertainment, LLC
N/A
ECL Entertainment, LLC Term Loan
000000000
3642695.00000000
PA
USD
3697335.43000000
0.158406387885
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
1500000.00000000
OU
Notional Amount
USD
-140072.73000000
-0.00600119075
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-168444.77000000
USD
1500000.00000000
USD
28372.04000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1374153.41000000
-0.05887339198
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
46184276.00000000
GBP
61119578.09000000
USD
2022-03-16
-1374153.41000000
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92334VAA3
2085000.00000000
PA
USD
2118881.25000000
0.090780058105
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
4.00000000
N
N
N
N
N
N
Liberty Media Corp-Liberty SiriusXM
549300ZKUTPIBZLWLL89
Liberty Media Corp-Liberty SiriusXM
531229607
265797.00000000
NS
USD
13515777.45000000
0.579061739422
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-302261.12000000
-0.01294989138
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
24689079.00000000
CAD
19212613.75000000
USD
2022-03-17
-302261.12000000
N
N
N
WOOF Holdings, Inc
N/A
WOOF Holdings, Inc 1st Lien Term Loan
98082EAB0
3777209.52000000
PA
USD
3777209.52000000
0.161828464763
Long
LON
CORP
US
N
2
2027-12-21
Floating
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
80000.00000000
PA
USD
79792.00000000
0.003418559863
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
71000.00000000
PA
USD
75599.38000000
0.003238933804
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
LONG GILT FUTURE MAR22
000000000
-113.00000000
NC
-76599.46000000
-0.00328178062
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
Long Gilt Future
G H2 COMDTY
2022-03-29
-14057108.47000000
GBP
-76599.46000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
117000.00000000
PA
USD
123782.49000000
0.005303261631
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
1317000.00000000
PA
USD
1418655.94000000
0.060780031285
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.63000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
37000.00000000
PA
USD
37536.50000000
0.001608190950
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
262000.00000000
PA
USD
272480.00000000
0.011673967209
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
OCEANA AUSTRALIAN TRUST 10.25
N/A
OCEANA AUSTRALIAN TRUST 10.25
000000000
4163000.00000000
PA
3040300.01000000
0.130256762414
Long
DBT
CORP
AU
N
3
2025-08-31
Fixed
10.25000000
N
N
N
N
N
N
Genius Sports Ltd
N/A
Genius Sports Ltd
000000000
264757.00000000
NS
USD
2012153.20000000
0.086207466517
Long
EC
CORP
GG
N
1
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
1916000.00000000
PA
USD
2067862.16000000
0.088594227278
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-17422.79000000
-0.00074645140
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
4851293.00000000
EUR
5510643.39000000
USD
2022-02-17
-17422.79000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP MEXICO RRP RBCMK OPEN
000000000
-212656.67000000
PA
USD
-212656.67000000
-0.00911093288
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
212656.67000000
USD
212894.43000000
USD
CDS
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
4698000.00000000
PA
USD
4786087.50000000
0.205052218640
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Herschend Entertainment Company, LLC
54930087KQ7RPDXK0716
Herschend Entertainment Company, LLC 2021 Term Loan
42778EAF8
2430907.50000000
PA
USD
2423809.25000000
0.103844207669
Long
LON
CORP
US
N
2
2028-08-27
Floating
4.25000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
3000.00000000
NS
USD
819540.00000000
0.035111872748
Long
EC
CORP
US
N
1
N
N
N
Tryon Park CLO LTD
549300XSFFA9X5E6Q356
Tryon Park CLO Ltd
89852UAG0
250000.00000000
PA
USD
250832.23000000
0.010746503332
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.07000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
296000.00000000
PA
USD
309117.24000000
0.013243630811
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
889000.00000000
PA
USD
933965.62000000
0.040014254339
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-30033.13000000
-0.00128672113
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2171529.00000000
CHF
2357625.84000000
USD
2022-03-17
-30033.13000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.491500 23-JUL-2024
000000000
16157667.00000000
OU
Notional Amount
USD
209498.51000000
0.008975626600
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-23
0.00000000
USD
-105.25000000
USD
16157667.00000000
USD
209603.76000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
8395.20000000
0.000359678837
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
79725480.00000000
JPY
701884.00000000
USD
2022-03-17
8395.20000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP OPERADORA D
000000000
-2118831.45000000
PA
USD
-2118831.45000000
-0.09077792450
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
2118831.45000000
USD
2119440.61000000
USD
CDS
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd
03835JBG7
3000000.00000000
PA
USD
3000885.00000000
0.128568089725
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
4.37000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
154000.00000000
PA
USD
153846.00000000
0.006591284348
Long
LON
CORP
US
N
2
2024-09-19
Floating
5.25000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
2450000.00000000
PA
USD
2574490.63000000
0.110299908965
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 2 Ltd
09077MAC4
500000.00000000
PA
USD
489267.65000000
0.020961885285
Long
ABS-CBDO
CORP
KY
N
2
2034-10-19
Floating
7.06000000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAJ8
550000.00000000
PA
USD
550029.10000000
0.023565111852
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.42000000
N
N
N
N
N
N
Battalion CLO LTD
549300JMWGEYZEC6GK98
Battalion CLO IX Ltd
07132EAQ8
250000.00000000
PA
USD
248773.53000000
0.010658301643
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
3.37000000
N
N
N
N
N
N
Snorkel AI, Inc.
N/A
Snorkel AI, Inc.
000000000
45203.00000000
NS
USD
647306.96000000
0.027732825254
Long
EC
CORP
US
Y
3
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
2000000.00000000
OU
Notional Amount
USD
-186763.63000000
-0.00800158724
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-451703.65000000
USD
2000000.00000000
USD
264940.02000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP MEXICO
000000000
-211970.49000000
PA
USD
-211970.49000000
-0.00908153460
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
211970.49000000
USD
212010.06000000
USD
CDS
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
142785.00000000
NS
USD
48021451.20000000
2.057401815346
Long
EC
CORP
US
N
1
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
227549.00000000
PA
USD
236082.09000000
0.010114557315
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
000000000
2.00000000
NS
22.45000000
0.000000961834
Long
EC
CORP
KY
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
13190.21000000
0.000565113325
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
131950099.00000000
JPY
1160952.70000000
USD
2022-03-17
13190.21000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TWILIO INC
000000000
60.00000000
NC
USD
66600.00000000
0.002853369847
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Twilio Inc
Twilio Inc
100.00000000
310.00000000
USD
2022-04-14
XXXX
-92924.95000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP MOTOROLA SO
000000000
-674625.00000000
PA
USD
-674625.00000000
-0.02890322272
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
674625.00000000
USD
675343.85000000
USD
CDS
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
808374.00000000
NS
6463821.45000000
0.276932030436
Long
EC
CORP
IT
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP AEROPUERTOS
000000000
-2538130.00000000
PA
USD
-2538130.00000000
-0.10874209627
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
2538130.00000000
USD
2538908.36000000
USD
CDS
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
200000.00000000
PA
USD
189250.00000000
0.008108111767
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.180000 17-JUN-2031
000000000
12720680.00000000
OU
Notional Amount
USD
-221860.38000000
-0.00950525103
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-17
0.00000000
USD
-118.36000000
USD
12720680.00000000
USD
-221742.02000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
OVINTIV INC
000000000
817.00000000
NC
USD
32680.00000000
0.001400122021
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Ovintiv Inc
Ovintiv Inc
100.00000000
38.00000000
USD
2022-01-21
XXXX
-238745.66000000
N
N
N
Tishman Speyer Innovation Corp II
N/A
Tishman Speyer Innovation Corp II
88825H100
212535.00000000
NS
USD
2072216.25000000
0.088780771259
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP AEROPUERTO
000000000
-1440937.50000000
PA
USD
-1440937.50000000
-0.06173464887
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1440937.50000000
USD
1441225.69000000
USD
CDS
N
N
N
Marino Park CLO
254900WKCYX9LIHA8G67
Marino Park CLO DAC
000000000
1500000.00000000
PA
1715605.07000000
0.073502339001
Long
ABS-CBDO
CORP
IE
N
3
2034-01-16
Floating
3.55000000
N
N
N
N
N
N
Park River Holdings Inc
N/A
Park River Holdings Inc Term Loan
70082HAC0
3006792.93000000
PA
USD
2976243.91000000
0.127512381869
Long
LON
CORP
US
N
2
2027-12-28
Floating
4.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
129000.00000000
PA
USD
135772.50000000
0.005816954319
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
ALME Loan Funding BV
5493007Y7TGLM40XAY97
Alme Loan Funding V DAC
000000000
2250000.00000000
PA
2506199.30000000
0.107374076805
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
5.41000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APTIV PLC
000000000
-76.00000000
NC
USD
-5700.00000000
-0.00024420732
N/A
DE
JE
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Aptiv PLC
Aptiv PLC
100.00000000
150.00000000
USD
2022-01-21
XXXX
12371.08000000
N
N
N
Vertiv Holdings Co
549300KTTIRAOGXCRV69
Vertiv Holdings Co
92537N108
377425.00000000
NS
USD
9424302.25000000
0.403769067219
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
59531.00000000
NS
USD
17412817.50000000
0.746024150448
Long
EC
CORP
US
N
1
N
N
N
Sovos Brands Intermediate, Inc.
549300LNTCFBIDJ7R637
Sovos Brands Intermediate, Inc. 2021 Term Loan
84611UAH1
1186965.17000000
PA
USD
1185232.20000000
0.050779366698
Long
LON
CORP
US
N
2
2028-06-08
Floating
4.50000000
N
N
N
N
N
N
RENEWABLE ENERGY GROUP I
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972AAD5
275000.00000000
PA
USD
282562.50000000
0.012105935700
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.88000000
N
N
N
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
68593.00000000
NS
3375857.05000000
0.144633163918
Long
EC
CORP
FI
N
2
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919401
22058.00000000
NS
USD
367045.12000000
0.015725457630
Long
EC
CORP
CA
N
1
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900CAS3
250000.00000000
PA
USD
250671.48000000
0.010739616257
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.28000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEA6
230000.00000000
PA
USD
237476.66000000
0.010174305423
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.13000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAS3
2400000.00000000
PA
USD
2387474.40000000
0.102287499480
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.72000000
N
N
N
N
N
N
JUMPCLOUD INC SERIES E-1
N/A
JUMPCLOUD INC SERIES E-1
000000000
1125428.00000000
NS
USD
6527482.40000000
0.279659481415
Long
EC
CORP
US
Y
3
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
64000.00000000
PA
USD
64816.64000000
0.002776964657
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
171000.00000000
PA
USD
176130.00000000
0.007546006475
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
57943.00000000
NS
USD
9117910.48000000
0.390642204784
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03765XAN6
250000.00000000
PA
USD
249268.40000000
0.010679503552
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.08000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP HILTON DOME
000000000
-3330737.50000000
PA
USD
-3330737.50000000
-0.14270008939
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.50000000
2049-12-31
3330737.50000000
USD
3332495.39000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HILTON WORLDWIDE HOLDINGS INC
000000000
72.00000000
NC
USD
113040.00000000
0.004843016930
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Hilton Worldwide Holdings Inc
Hilton Worldwide Holdings Inc
100.00000000
140.00000000
USD
2022-01-21
XXXX
68941.03000000
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
296000.00000000
PA
USD
300440.00000000
0.012871868424
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BLACKROCK SWAPTION 0.0304000 PUT USD 202
000000000
-19270680.00000000
OU
Notional Amount
USD
-222938.64000000
-0.00955144734
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
19270680.00000000
OU
Notional Amount
N/A
-222938.64000000
-0.01000000
DIR
US
N/A
N/A
2031-06-17
0.00000000
N/A
0.00000000
N/A
19270680.00000000
USD
1.00000000
0.03040000
USD
2026-06-15
XXXX
99363.48000000
N
N
N
DEEP INSTINCT LTD, Series D-2
N/A
DEEP INSTINCT LTD, Series D-2
000000000
350490.00000000
NS
USD
2215096.80000000
0.094902258545
Long
EC
CORP
US
Y
3
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.826500 22-JUN-2051
000000000
3001176.00000000
OU
Notional Amount
USD
65410.89000000
0.002802424343
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-06-22
93.55000000
USD
0.00000000
USD
3001176.00000000
USD
65317.34000000
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
200000.00000000
PA
USD
209412.50000000
0.008971941640
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
5794.00000000
NS
USD
1471560.12000000
0.063046625760
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
1392000.00000000
PA
USD
1221480.00000000
0.052332345370
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
635000.00000000
PA
USD
320595.63000000
0.013735403963
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
8335594.96000000
PA
USD
8300335.39000000
0.355614515443
Long
LON
CORP
NL
N
2
2026-07-21
Floating
2.47000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAC HOLDINGS INC
000000000
10.00000000
NC
USD
9050.00000000
0.000387732689
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Generac Holdings Inc
Generac Holdings Inc
100.00000000
390.00000000
USD
2022-02-18
XXXX
-8288.14000000
N
N
N
TITAN HOLDINGS II BV
549300XU72VK2GL31495
Titan Holdings II BV
000000000
566000.00000000
PA
639815.61000000
0.027411870416
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
200000.00000000
PA
USD
207100.00000000
0.008872866298
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAA8
219000.00000000
PA
USD
214620.00000000
0.009195048599
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008511AS6
250000.00000000
PA
USD
249997.23000000
0.010710729100
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.22000000
N
N
N
N
N
N
TPB Acquisition Corp I
N/A
TPB Acquisition Corp I
000000000
77043.00000000
NS
USD
755021.40000000
0.032347677135
Long
EC
CORP
KY
N
1
N
N
N
Think & Learn Private Limited
N/A
Think & Learn Private Limited
000000000
2279.00000000
NS
7165688.50000000
0.307002394965
Long
EC
CORP
IN
Y
3
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
5282.00000000
NS
USD
1412512.44000000
0.060516822912
Long
EC
CORP
US
N
1
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2G8
825000.00000000
PA
USD
773179.69000000
0.033125639855
Long
DBT
NUSS
BH
N
2
2033-01-25
Fixed
5.25000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BG8
200000.00000000
PA
USD
220475.00000000
0.009445896654
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-BHAR
12659VAN0
2500000.00000000
PA
USD
2500452.50000000
0.107127864405
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.61000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BLACKROCK PUT USD 2800.0000000 20220617
000000000
-500.00000000
NC
USD
-38650.00000000
-0.00165589706
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
Amazon.com Inc
Amazon.com Inc
1.00000000
2800.00000000
USD
2022-06-17
XXXX
34045.00000000
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
7112.00000000
NS
USD
1436837.36000000
0.061558984973
Long
EC
CORP
IE
N
1
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAG1
1900000.00000000
PA
USD
1901281.74000000
0.081457357193
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
3.56000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP APPLE INC
000000000
-225395.00000000
PA
USD
-225395.00000000
-0.00965668613
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
225395.00000000
USD
225652.33000000
USD
CDS
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
1617000.00000000
PA
USD
1584660.00000000
0.067892208153
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.63000000
N
N
N
N
N
N
TEXAS CAPITAL BANK NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88225GAA6
3800000.00000000
PA
USD
3804760.53000000
0.163008843459
Long
DBT
CORP
US
N
2
2024-09-30
Floating
4.72000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
1790000.00000000
PA
USD
1830275.00000000
0.078415187660
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAJ0
36000.00000000
PA
USD
38160.00000000
0.001634903804
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400DODOOELVF8BK72
Anchorage Capital Europe CLO 2021-4 DAC
000000000
2000000.00000000
PA
2282278.00000000
0.097780528971
Long
ABS-CBDO
CORP
IE
N
2
2034-04-25
Floating
3.20000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
3966.00000000
NS
10410748.42000000
0.446031766287
Long
EC
CORP
NL
N
2
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
1319000.00000000
PA
USD
1449581.00000000
0.062104965726
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
1368000.00000000
PA
USD
1446974.64000000
0.061993300425
Long
DBT
US
N
2
2025-08-15
Fixed
6.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.400000 12-OCT-2031
000000000
7216878.00000000
OU
Notional Amount
USD
98846.92000000
0.004234937253
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-113.11000000
USD
7216878.00000000
USD
98960.03000000
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
1050000.00000000
PA
USD
917542.50000000
0.039310632185
Long
DBT
CORP
UA
N
2
2026-11-09
Fixed
6.88000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP MUTHOOT FIN
000000000
-1233750.00000000
PA
USD
-1233750.00000000
-0.05285803377
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.42000000
2049-12-31
1233750.00000000
USD
1234081.06000000
USD
CDS
N
N
N
URSA MAJOR TECHNOLOGIES INC
N/A
URSA MAJOR TECHNOLOGIES INC
000000000
290420.00000000
NS
USD
1629256.20000000
0.069802860592
Long
EC
CORP
US
Y
3
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250TAA8
500000.00000000
PA
USD
488658.70000000
0.020935795802
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.28000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
17391.00000000
NS
USD
1766925.60000000
0.075701084539
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
255716.99000000
PA
USD
254530.46000000
0.010904948046
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.35000000
N
N
N
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
28881.00000000
NS
USD
4884643.53000000
0.209274693180
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
19915.00000000
NS
USD
1619288.65000000
0.069375816949
Long
EC
CORP
IE
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
360000.00000000
PA
USD
369460.74000000
0.015828950982
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
1166667.00000000
PA
USD
1149915.18000000
0.049266265798
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
6.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.551500 13-AUG-2024
000000000
16080008.00000000
OU
Notional Amount
USD
194373.73000000
0.008327629735
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-13
0.00000000
USD
-107.07000000
USD
16080008.00000000
USD
194480.80000000
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
1500000.00000000
PA
USD
1434450.00000000
0.061456702375
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
5.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAG1
750000.00000000
PA
USD
747666.00000000
0.032032546856
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
3.61000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD/RUB One-touch barrier option; Barrier price USD 66.00000
000000000
361752.00000000
OU
Notional Amount
USD
244.91000000
0.000010492774
N/A
DFE
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD/RUB One-touch barrier option; Barrier price USD 66.00000
N/A
1.00000000
NC
USD
244.91000000
0.00000000
DFE
US
23875632.00000000
RUB
361752.00000000
USD
2022-04-18
1.00000000
66.00000000
USD
2022-04-18
XXXX
-34037.12000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
1756000.00000000
PA
USD
2012266.25000000
0.086212309962
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.38000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
530000.00000000
PA
USD
559150.00000000
0.023955882138
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
300000.00000000
PA
USD
110250.00000000
0.004723483869
Long
DBT
CORP
VG
N
2
2023-02-27
Fixed
8.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BP PLC
000000000
425.00000000
NC
USD
637.50000000
0.000027312661
N/A
DE
GB
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
BP PLC
BP PLC
100.00000000
32.00000000
USD
2022-01-21
XXXX
-28600.75000000
N
N
N
Latch Inc
N/A
Latch Inc
51818V114
10196.00000000
NS
USD
18709.66000000
0.000801585280
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Latch Inc
Latch Inc
11.50000000
11.50000000
USD
2026-06-04
XXXX
-3945.36000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
8819.00000000
NS
USD
25518570.21000000
1.093302084030
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BD6
138000.00000000
PA
USD
156138.38000000
0.006689497681
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.13000000
N
N
N
N
N
N
EMBOTELLADORA ANDINA SA
254900NNPKP1J9XTSA53
Embotelladora Andina SA
29081PAF2
150000.00000000
PA
USD
155231.25000000
0.006650633155
Long
DBT
CORP
CL
N
2
2050-01-21
Fixed
3.95000000
N
N
N
N
N
N
Shearer's Foods, Inc.
549300AQWIJSYS2CIH04
Shearer's Foods, Inc. 2021 Term Loan
82087UAL1
3757423.10000000
PA
USD
3742280.68000000
0.160331994810
Long
LON
CORP
US
N
2
2027-09-23
Floating
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
-1267.00000000
NC
USD
-101360.00000000
-0.00434260612
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
CBOE Volatility Index (VIX)
VIX INDEX
100.00000000
18.00000000
USD
2022-01-19
XXXX
-26887.45000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAF8
1400000.00000000
PA
USD
1395411.08000000
0.059784142657
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
4.71000000
N
N
N
N
N
N
CBRE ACQUISITION HOLDINGS
N/A
CBRE ACQUISITION HOLDINGS
000000000
121750.00000000
NS
USD
1181916.86000000
0.050637326290
Long
STIV
CORP
US
Y
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
2782.00000000
NC
USD
1293630.00000000
0.055423496039
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Devon Energy Corp
Devon Energy Corp
100.00000000
40.00000000
USD
2022-01-21
XXXX
275621.69000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1487000.00000000
PA
1682423.87000000
0.072080743872
Long
DBT
NUSS
ES
N
2
2031-10-31
Fixed
0.50000000
N
N
N
N
N
N
Columbus McKinnon Corporation
549300W3HQB0HO1F3G69
Columbus McKinnon Corporation 2021 Term Loan B
19933MAP8
728839.15000000
PA
USD
728839.15000000
0.031225940758
Long
LON
CORP
US
N
2
2028-05-14
Floating
3.25000000
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
11817.00000000
NS
1765871.19000000
0.075655910039
Long
EC
CORP
CH
N
2
N
N
N
HILONG HOLDING LTD
5493007WSRWZ0UF15X65
Hilong Holding Ltd
000000000
410000.00000000
PA
USD
331408.13000000
0.014198648130
Long
DBT
CORP
KY
N
2
2024-11-18
Fixed
9.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
1000000.00000000
PA
USD
1034800.00000000
0.044334341118
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.58000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
639.60000000
0.000027402632
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
514671.16000000
EUR
586778.80000000
USD
2022-01-20
639.60000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
5706000.00000000
PA
9777419.32000000
0.418897799956
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
828000.00000000
PA
USD
875610.00000000
0.037514101688
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
SINIC HOLDINGS GROUP CO
300300N5XRCGHA7P7B13
Sinic Holdings Group Co Ltd
000000000
400000.00000000
PA
USD
15960.00000000
0.000683780522
Long
DBT
CORP
KY
N
2
2022-06-18
Fixed
10.50000000
Y
Y
N
N
N
N
JUMPCLOUD INC
N/A
JUMPCLOUD INC
000000000
74023.00000000
NS
USD
429333.40000000
0.018394098772
Long
EC
CORP
US
Y
3
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
100662.00000000
NS
USD
13315569.36000000
0.570484145919
Long
EC
CORP
US
N
1
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
78000.00000000
PA
USD
79462.50000000
0.003404442965
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Dartry Park CLO
549300EK539GMKPB1K76
Dartry Park CLO DAC
000000000
1000000.00000000
PA
1136919.83000000
0.048709500935
Long
ABS-CBDO
CORP
IE
N
2
2034-01-28
Floating
3.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.420000 08-APR-2031
000000000
13010720.00000000
OU
Notional Amount
USD
-122363.42000000
-0.00524246386
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-04-08
198.13000000
USD
0.00000000
USD
13010720.00000000
USD
-122561.55000000
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
1080.00000000
NS
USD
762728.40000000
0.032677871150
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAE4
1000000.00000000
PA
USD
990314.20000000
0.042428418590
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
2.92000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.520000 08-JAN-2051
000000000
2421811.00000000
OU
Notional Amount
USD
108754.60000000
0.004659415862
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-01-09
0.00000000
USD
-73.61000000
USD
2421811.00000000
USD
108828.21000000
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
238000.00000000
PA
USD
229863.38000000
0.009848126690
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.567500 27-AUG-2024
000000000
8070970.00000000
OU
Notional Amount
USD
98537.73000000
0.004221690505
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-54.52000000
USD
8070970.00000000
USD
98592.25000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COSTCO WHOLESALE CORP
000000000
-86.00000000
NC
USD
-30960.00000000
-0.00132643138
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Costco Wholesale Corp
Costco Wholesale Corp
100.00000000
585.00000000
USD
2022-01-21
XXXX
8170.23000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CELULOSA AR RRP BNPNR OPEN
000000000
-1777530.77000000
PA
USD
-1777530.77000000
-0.07615544598
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1777530.77000000
USD
1780330.38000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DIAMONDBACK ENERGY INC
000000000
326.00000000
NC
USD
64385.00000000
0.002758471736
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Diamondback Energy Inc
Diamondback Energy Inc
100.00000000
115.00000000
USD
2022-01-21
XXXX
-255819.49000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP UKRAINE REP RRP BARC OPEN
000000000
-1637435.27000000
PA
USD
-1637435.27000000
-0.07015327968
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1637435.27000000
USD
1639577.58000000
USD
CDS
N
N
N
Ares Euro CLO
635400YZA9JLL9KZ2M47
Ares European CLO VIII DAC
000000000
1905000.00000000
PA
2166515.04000000
0.092820851200
Long
ABS-CBDO
CORP
IE
N
2
2032-04-17
Floating
3.80000000
N
N
N
N
N
N
FREED CORP
N/A
FREED CORP
000000000
5965000.00000000
PA
USD
5815875.00000000
0.249171807261
Long
DBT
CORP
US
N
3
2023-12-02
Fixed
10.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAM5
235000.00000000
PA
USD
232995.23000000
0.009982305765
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
504000.00000000
PA
USD
505260.00000000
0.021647051791
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
MI Windows and Doors, LLC
N/A
MI Windows and Doors, LLC 2020 Term Loan
55336CAF9
866250.00000000
PA
USD
869229.90000000
0.037240756568
Long
LON
CORP
US
N
2
2027-12-18
Floating
4.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
74916.00000000
NS
USD
11603739.24000000
0.497143538577
Long
EC
CORP
US
N
1
N
N
N
BRF GMBH
5299002S6DY5RA2IOQ11
BRF GmbH
000000000
600000.00000000
PA
USD
605737.50000000
0.025951848621
Long
DBT
CORP
AT
N
2
2026-09-29
Fixed
4.35000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
2600000.00000000
PA
USD
975000.00000000
0.041772306330
Long
DBT
CORP
KY
N
2
2023-12-15
Fixed
7.35000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 0.020000 26-AUG-2031
000000000
9317157.00000000
OU
Notional Amount
246334.74000000
0.010553815609
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-08-26
0.00000000
EUR
-155.09000000
EUR
9317157.00000000
EUR
246516.59000000
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469AAD6
36000.00000000
PA
USD
34560.00000000
0.001480667596
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
CIFC European Funding CLO
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC
000000000
700000.00000000
PA
800912.56000000
0.034313810051
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
3.60000000
N
N
N
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
11302.00000000
NS
USD
983613.06000000
0.042141319028
Long
EC
CORP
BM
N
1
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
32000.00000000
PA
USD
32743.36000000
0.001402836578
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
6617.00000000
NS
USD
760888.83000000
0.032599057733
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
6232500.00000000
PA
USD
6153619.92000000
0.263641944964
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
Playstudios Inc
N/A
Playstudios Inc
000000000
283924.00000000
NS
USD
1121499.80000000
0.048048854559
Long
EC
CORP
US
Y
2
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP KENBOURNE I
000000000
-2402180.00000000
PA
USD
-2402180.00000000
-0.10291753725
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.42000000
2049-12-31
2402180.00000000
USD
2402824.58000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP FORTUNE STA RRP BARC OPEN
000000000
-2481500.00000000
PA
USD
-2481500.00000000
-0.10631587503
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
2481500.00000000
USD
2484746.63000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP COLOMBIA (R
000000000
-4478565.00000000
PA
USD
-4478565.00000000
-0.19187691189
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
4478565.00000000
USD
4479529.14000000
USD
CDS
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
292000.00000000
PA
USD
301685.64000000
0.012925235866
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.11000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
69674.00000000
NS
USD
12110734.68000000
0.518864942503
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
44876.00000000
NS
USD
6493108.44000000
0.278186784403
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity Funds
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
37246670.86000000
NS
USD
37246670.86000000
1.595773687134
Long
STIV
RF
US
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
256885.00000000
NS
5783427.81000000
0.247781659610
Long
EC
CORP
GB
N
2
N
N
N
EXSCIENTIA LIMITED
N/A
EXSCIENTIA LIMITED
000000000
200700.00000000
NS
USD
3867787.84000000
0.165709147152
Long
EP
CORP
US
Y
2
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAV0
1735000.00000000
PA
USD
1866887.07000000
0.079983772894
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
4.94000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CROWN CASTL
000000000
-182902.50000000
PA
USD
-182902.50000000
-0.00783616334
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.32000000
2049-12-31
182902.50000000
USD
183125.23000000
USD
CDS
N
N
N
Vantage Towers AG
213800BBQO965UPQ7J59
Vantage Towers AG
000000000
224398.00000000
NS
8216266.70000000
0.352012727677
Long
EC
CORP
DE
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
86000.00000000
PA
USD
89440.00000000
0.003831912900
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP FORTUNE STA
000000000
-1438125.00000000
PA
USD
-1438125.00000000
-0.06161415183
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1438125.00000000
USD
1439766.86000000
USD
CDS
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2018-TAN
12528DAG4
1500000.00000000
PA
USD
1531817.85000000
0.065628271254
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Fixed
5.29000000
N
N
N
N
N
N
Databricks, Inc, Series G
N/A
Databricks, Inc, Series G
000000000
13490.00000000
NS
USD
2730645.80000000
0.116990125987
Long
EP
CORP
US
Y
3
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd
29001QAE0
2375000.00000000
PA
USD
2403628.96000000
0.102979615612
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
7.84000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
144000.00000000
PA
USD
141120.72000000
0.006046090200
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAC HOLDINGS INC
000000000
-10.00000000
NC
USD
-17150.00000000
-0.00073476415
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Generac Holdings Inc
Generac Holdings Inc
100.00000000
360.00000000
USD
2022-01-21
XXXX
-7737.45000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
2681000.00000000
PA
USD
2982612.50000000
0.127785233861
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBOTT LABORATORIES
000000000
-129.00000000
NC
USD
-9481.50000000
-0.00040621961
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
146.00000000
USD
2022-01-21
XXXX
3230.38000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
820000.00000000
PA
USD
828353.75000000
0.035489483687
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
5Y RTP 1.470000 12-JAN-2022
000000000
-5554428.00000000
OU
Notional Amount
USD
-5517.32000000
-0.00023638069
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
5554428.00000000
OU
Notional Amount
N/A
-5517.32000000
0.00000000
DIR
US
N/A
N/A
2027-01-14
0.00000000
N/A
0.00000000
N/A
5554428.00000000
USD
1.00000000
0.01470000
USD
2022-01-12
XXXX
9923.99000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
301000.00000000
PA
USD
292721.28000000
0.012541172284
Long
DBT
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UBER TECHNOLOGIES INC
000000000
-162.00000000
NC
USD
-16038.00000000
-0.00068712230
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Uber Technologies Inc
Uber Technologies Inc
100.00000000
40.00000000
USD
2022-01-21
XXXX
5596.57000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
200000.00000000
PA
USD
190412.50000000
0.008157917209
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.400000 07-APR-2031
000000000
22642153.00000000
OU
Notional Amount
USD
-252551.06000000
-0.01082014383
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-04-07
344.69000000
USD
0.00000000
USD
22642153.00000000
USD
-252895.75000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
234000.00000000
PA
USD
228146.25000000
0.009774559018
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Whitebox CLO III Ltd
N/A
Whitebox CLO III Ltd
96467JAA0
250000.00000000
PA
USD
247496.75000000
0.010603600058
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.97000000
N
N
N
N
N
N
Li Auto Inc
2549003R73Q70J5H4I65
Li Auto Inc
50202M102
73466.00000000
NS
USD
2358258.60000000
0.101035795534
Long
EC
CORP
KY
N
1
N
N
N
SUN COUNTRY AIRLINES HOLDINGS INC
N/A
SUN COUNTRY AIRLINES HOLDINGS INC
000000000
175935.00000000
NS
USD
4794228.75000000
0.205401017398
Long
EC
CORP
US
Y
2
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
2116800.00000000
PA
USD
2191946.40000000
0.093910416903
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Altus Power Inc
5493005V83PBRWNLK259
Altus Power Inc
02217A110
18421.00000000
NS
USD
47341.97000000
0.002028290536
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Altus Power Inc
Altus Power Inc
1.00000000
11.00000000
USD
2027-12-31
XXXX
-4707.73000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR22
000000000
3.00000000
NC
5462.36000000
0.000234026025
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Future
Z H2 INDEX
2022-03-18
215909.08000000
GBP
5462.36000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
2691000.00000000
PA
USD
2824540.88000000
0.121012909623
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
000000000
140691.00000000
NS
1576138.23000000
0.067527106628
Long
EC
CORP
KY
N
1
N
N
N
Cano Health Inc
N/A
Cano Health Inc
13781Y111
33630.00000000
NS
USD
80375.70000000
0.003443567550
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Cano Health Inc
Cano Health Inc
11.50000000
11.50000000
USD
2026-06-03
XXXX
-79366.80000000
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
3801000.00000000
PA
USD
4104015.72000000
0.175829950606
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
6.00000000
NC
USD
1125.00000000
0.000048198814
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com Inc
Amazon.com Inc
100.00000000
3900.00000000
USD
2022-01-21
XXXX
-34401.21000000
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
1503000.00000000
PA
USD
1505630.25000000
0.064506305665
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
370000.00000000
PA
USD
383875.00000000
0.016446506761
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2118000.00000000
PA
USD
1872735.60000000
0.080234343753
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
11508.31000000
0.000493055026
N/A
DFE
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
476253.01000000
USD
360468.51000000
GBP
2022-03-17
11508.31000000
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
653656108
35864.00000000
NS
USD
10888310.40000000
0.466492140975
Long
EC
CORP
IL
N
1
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP PANAMA REPU
000000000
-2061410.00000000
PA
USD
-2061410.00000000
-0.08831779486
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
2061410.00000000
USD
2062154.40000000
USD
CDS
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
4083.00000000
NS
USD
679778.67000000
0.029124023425
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
15095.00000000
NS
USD
923663.05000000
0.039572857303
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP RUSSIAN FED RRP BNPNR OPEN
000000000
-3117218.18000000
PA
USD
-3117218.18000000
-0.13355219765
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.33000000
2049-12-31
3117218.18000000
USD
3122418.74000000
USD
CDS
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
169475.00000000
NS
9817279.71000000
0.420605554234
Long
EC
CORP
ES
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FREEPORT-MCMORAN INC
000000000
-635.00000000
NC
USD
-3810.00000000
-0.00016323332
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Freeport-McMoRan Inc
Freeport-McMoRan Inc
100.00000000
49.00000000
USD
2022-01-21
XXXX
58914.11000000
N
N
N
OSD CLO 2021-23 Ltd
2549004IE8HHQL34D058
OSD CLO 2021-23 Ltd
671025AA2
250000.00000000
PA
USD
250000.00000000
0.010710847777
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
6.01000000
N
N
N
N
N
N
BANK BAHRAIN & KUWAIT
549300MCPF5HTBF8ZR90
BBK BSC
000000000
1586000.00000000
PA
USD
1648250.50000000
0.070616640815
Long
DBT
CORP
BH
N
2
2024-07-09
Fixed
5.50000000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
1410000.00000000
PA
USD
1402509.38000000
0.060088257900
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
O'REILLY AUTOMOTIVE INC
000000000
-16.00000000
NC
USD
-6560.00000000
-0.00028105264
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
O'Reilly Automotive Inc
O'Reilly Automotive Inc
100.00000000
560.00000000
USD
2022-01-21
XXXX
4604.38000000
N
N
N
Niagara Park CLO, Ltd.
N/A
Niagara Park Clo Ltd
65357KAE7
1000000.00000000
PA
USD
995257.60000000
0.042640210610
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Floating
6.07000000
N
N
N
N
N
N
iShares MSCI Brazil ETF
F6BK0XM2JFWYXJ2MDK09
iShares MSCI Brazil ETF
464286400
23271.00000000
NS
USD
653216.97000000
0.027986030124
Long
EC
RF
US
N
1
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
2456000.00000000
PA
USD
2657852.50000000
0.113871414165
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MM0
221000.00000000
PA
USD
292089.30000000
0.012514096118
Long
DBT
CORP
US
N
2
2041-03-26
Fixed
5.32000000
N
N
N
N
N
N
SPDR Bloomberg High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
194791.00000000
NS
USD
21148458.87000000
0.906071694703
Long
EC
RF
US
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
3977000.00000000
PA
USD
3956080.98000000
0.169491924682
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
USIMINAS INTERNATIONAL
529900KLYX6QPXVIVP43
Usiminas International Sarl
91734JAA8
1777000.00000000
PA
USD
1831753.81000000
0.078478544895
Long
DBT
CORP
LU
N
2
2026-07-18
Fixed
5.88000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
290021AA2
500000.00000000
PA
USD
480835.45000000
0.020600621243
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.13000000
N
N
N
N
N
N
Romark CLO Ltd
549300HD9K8XL8QM2Z46
Romark CLO IV Ltd
77588MAA7
750000.00000000
PA
USD
742711.73000000
0.031820289129
Long
ABS-CBDO
CORP
KY
N
2
2034-07-10
Floating
7.10000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP EQUINIX INC
000000000
-235476.25000000
PA
USD
-235476.25000000
-0.01008860107
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
235476.25000000
USD
235727.16000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CVS HEALTH
000000000
-188670.00000000
PA
USD
-188670.00000000
-0.00808326260
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
188670.00000000
USD
188885.40000000
USD
CDS
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
152000.00000000
PA
USD
198730.55000000
0.008514290678
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1620000.00000000
PA
USD
1700797.50000000
0.072867932488
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
82000.00000000
PA
USD
80027.90000000
0.003428666619
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
450000.00000000
PA
USD
468000.00000000
0.020050707038
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1300.00000000
NS
817385.51000000
0.035019567091
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE MAR22
000000000
-48.00000000
NC
178656.82000000
0.007654264013
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
French Government Bond Futures
OATH2 COMDTY
2022-03-08
-7988123.04000000
EUR
178656.82000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.380000 14-OCT-2031
000000000
6390990.00000000
OU
Notional Amount
USD
100127.57000000
0.004289804642
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-100.22000000
USD
6390990.00000000
USD
100227.79000000
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001RAC2
1000000.00000000
PA
USD
843090.90000000
0.036120873168
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.00000000
N
N
N
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
ITT Holdings LLC 2021 Term Loan
45070BAG0
1989015.00000000
PA
USD
1977080.91000000
0.084704850679
Long
LON
CORP
US
N
2
2028-07-10
Floating
3.25000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3935.22000000
0.000168598169
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
529395.36000000
USD
467752.13000000
EUR
2022-03-17
3935.22000000
N
N
N
KINS PRIVATE
N/A
KINS PRIVATE KINS PRIVATE PLACEMENT
000000000
184016.00000000
NS
USD
92008.00000000
0.003941934729
N/A
DE
CORP
US
N
3
N/A
N/A
Call
Purchased
Kins Technology Group Inc
Kins Technology Group Inc
1.00000000
11.50000000
USD
2099-12-31
XXXX
-92008.00000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-9097.20000000
-0.00038975489
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2529548.00000000
NOK
277750.93000000
USD
2022-03-17
-9097.20000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1464000.00000000
PA
USD
1449799.20000000
0.062114314154
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP VICI PROPER
000000000
-3651180.00000000
PA
USD
-3651180.00000000
-0.15642893274
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
3651180.00000000
USD
3653029.93000000
USD
CDS
N
N
N
Bluemountain CLO Ltd
549300O2Y407FNHQWX93
BlueMountain CLO 2016-2 Ltd
09628WBC5
1000000.00000000
PA
USD
999989.50000000
0.042842941252
Long
ABS-CBDO
CORP
KY
N
2
2032-08-20
Floating
3.26000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
800000.00000000
PA
USD
288000.00000000
0.012338896639
Long
DBT
CORP
KY
N
2
2023-06-09
Fixed
8.10000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWAPTION JAN22 1.76 PUT
000000000
-23831585.00000000
OU
Notional Amount
USD
-54043.36000000
-0.00231540080
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS Swap
N/A
23831585.00000000
OU
Notional Amount
N/A
-54043.36000000
0.00000000
DIR
GB
N/A
N/A
2032-01-28
0.00000000
N/A
0.00000000
N/A
23831585.00000000
USD
1.00000000
1.76000000
USD
2022-01-26
XXXX
144354.59000000
N
N
N
DOMA HOLDINGS INC
N/A
DOMA HOLDINGS INC
000000000
246154.00000000
NS
USD
1250462.32000000
0.053574046241
Long
EC
CORP
US
Y
2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
MAR22 CHTR US P @ 560
000000000
-3200.00000000
NC
USD
-19360.00000000
-0.00082944805
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
Charter Communications Inc
Charter Communications Inc
1.00000000
560.00000000
USD
2022-03-18
XXXX
28640.00000000
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
244000.00000000
PA
USD
245539.64000000
0.010519750829
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWAPTION JAN22 1.76 PUT
000000000
-11915793.00000000
OU
Notional Amount
USD
-27021.68000000
-0.00115770040
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS Swap
N/A
11915793.00000000
OU
Notional Amount
N/A
-27021.68000000
0.00000000
DIR
GB
N/A
N/A
2032-01-28
0.00000000
N/A
0.00000000
N/A
11915793.00000000
USD
1.00000000
1.76000000
USD
2022-01-26
XXXX
69794.14000000
N
N
N
DREAM FINDERS HOMES INC
N/A
DREAM FINDERS HOMES INC
000000000
10172.00000000
NS
USD
10070280.00000000
0.431444944609
Long
EP
CORP
US
N
3
N
N
N
OCP CLO Ltd
25490028U8Y2XMZWXO46
OCP CLO 2020-20 Ltd
670859AE7
3500000.00000000
PA
USD
3524381.35000000
0.150996448592
Long
ABS-CBDO
CORP
KY
N
2
2033-10-09
Floating
4.07000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AM5
289000.00000000
PA
USD
296116.28000000
0.012686625597
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.13000000
N
N
N
N
N
N
VERGE GENOMICS
N/A
VERGE GENOMICS
000000000
305363.00000000
NS
USD
1624531.16000000
0.069600423855
Long
EP
CORP
US
Y
3
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
1219000.00000000
PA
USD
1632926.69000000
0.069960116830
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
DELHI INTL AIRPORT
335800HBF5DARYMEUD12
Delhi International Airport Ltd
000000000
2000000.00000000
PA
USD
2048500.00000000
0.087764686685
Long
DBT
CORP
IN
N
2
2026-10-31
Fixed
6.13000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
228234AA8
500000.00000000
PA
USD
499947.25000000
0.021419435565
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.87000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
2Y RTP 1.080000 16-MAR-2022
000000000
-103985715.00000000
OU
Notional Amount
USD
-144009.82000000
-0.00616986904
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
103985715.00000000
OU
Notional Amount
N/A
-144009.82000000
-0.01000000
DIR
US
N/A
N/A
2024-03-18
0.00000000
N/A
0.00000000
N/A
103985715.00000000
USD
1.00000000
1.08000000
USD
2022-03-16
XXXX
-35864.68000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES MSCI EMERGING MARKETS
000000000
1289.00000000
NC
USD
1933.50000000
0.000082837696
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
100.00000000
54.00000000
USD
2022-01-21
XXXX
-101473.11000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
315822.80000000
0.013530919741
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
13570209.00000000
EUR
15770412.12000000
USD
2022-01-20
315822.80000000
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
276000.00000000
PA
USD
279795.00000000
0.011987366615
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1750000.00000000
PA
USD
1886500.00000000
0.080824057325
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAA5
90000.00000000
PA
USD
92475.00000000
0.003961942592
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.38000000
N
N
N
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
9800.00000000
NS
USD
2180010.00000000
0.093399021049
Long
EC
RF
US
N
1
N
N
N
Science Strategic Acquisition Corp Alpha
N/A
Science Strategic Acquisition Corp Alpha
808641104
34164.00000000
NS
USD
333099.00000000
0.014271090734
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLIX Ltd
55821QAA1
250000.00000000
PA
USD
247524.45000000
0.010604786820
Long
ABS-CBDO
CORP
KY
N
2
2034-10-19
Floating
6.37000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400J5FTCFKRFIPZ49
BlueMountain EUR 2021-1 CLO DAC
000000000
3000000.00000000
PA
3242427.33000000
0.138916582239
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
5.41000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
29.00000000
NC
668.17000000
0.000028626668
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Call
Purchased
Pandora A/S
Pandora A/S
100.00000000
964.81000000
DKK
2022-01-21
XXXX
-11616.78000000
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
1102000.00000000
PA
USD
1113020.00000000
0.047685551171
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.38000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-VIEW
05606GAN1
2455000.00000000
PA
USD
2449997.69000000
0.104966209246
Long
ABS-MBS
CORP
US
N
2
2023-06-15
Floating
3.71000000
N
N
N
N
N
N
COBHAM ULTRA SENIORCO SARL
N/A
COBHAM ULTRA SENIORCO SARL
000000000
801000.00000000
PA
USD
797747.94000000
0.034178226999
Long
LON
CORP
US
N
2
2028-11-16
None
0.00000000
N
N
N
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
291298.00000000
NS
903704.42000000
0.038717761912
Long
EC
CORP
GB
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
1531000.00000000
PA
USD
1551002.52000000
0.066450207574
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.38000000
N
N
N
N
N
N
HAIMEN ZHONGNAN INV DEV
3003003UPHPYKRFXNT08
Haimen Zhongnan Investment Development International Co Ltd
000000000
200000.00000000
PA
USD
69937.50000000
0.002996359665
Long
DBT
CORP
VG
N
2
2022-06-18
Fixed
10.88000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP UKRAINE (GO RRP BARC OPEN
000000000
-2106793.38000000
PA
USD
-2106793.38000000
-0.09026217276
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
2106793.38000000
USD
2109549.77000000
USD
CDS
N
N
N
Athenahealth, Inc.
5493004JZ4RQIZBHP241
Athenahealth, Inc. 2021 Term Loan B1
04685YAM1
1335905.00000000
PA
USD
1334569.10000000
0.057177465912
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.40000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP PARAGUAY RE
000000000
-1419990.00000000
PA
USD
-1419990.00000000
-0.06083718693
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1419990.00000000
USD
1421516.49000000
USD
CDS
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
8486730.00000000
PA
USD
8493095.05000000
0.363872992946
Long
LON
CORP
US
N
2
2028-08-02
Floating
3.50000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
105000.00000000
PA
USD
111829.73000000
0.004791164859
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
241000.00000000
PA
USD
235371.41000000
0.010084109374
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: LQD US EQUITY
000000000
2846699.52000000
OU
Notional Amount
USD
-2738.92000000
-0.00011734462
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
Y
equity-performance leg
2022-01-19
0.00000000
USD
0.00000000
USD
2846699.52000000
USD
-2738.92000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP ITAU UNIBAN
000000000
-1635078.43000000
PA
USD
-1635078.43000000
-0.07005230466
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.00000000
2049-12-31
1635078.43000000
USD
1635078.43000000
USD
CDS
N
N
N
HOMES BY WEST BAY LLC
N/A
HOMES BY WEST BAY LLC
000000000
5256000.00000000
PA
USD
5164020.00000000
0.221244128550
Long
DBT
CORP
US
N
3
2027-04-30
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1100000.00000000
PA
USD
573581.25000000
0.024574165826
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SUZANO AUST RRP BNPNR OPEN
000000000
-922032.50000000
PA
USD
-922032.50000000
-0.03950299901
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
922032.50000000
USD
923623.01000000
USD
CDS
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
180000.00000000
PA
USD
186390.00000000
0.007985579668
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 2nd Lien Term Loan
75774EAK1
620000.00000000
PA
USD
569364.60000000
0.024393510240
Long
LON
CORP
US
N
2
2029-04-27
Floating
8.50000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
200000.00000000
PA
USD
261312.50000000
0.011195513638
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.88000000
N
N
N
N
N
N
Innovid Corp
N/A
Innovid Corp
457679116
8959.00000000
NS
USD
9138.18000000
0.000391510619
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Innovid Corp
Innovid Corp
1.00000000
11.50000000
USD
2026-11-30
XXXX
9138.18000000
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
23000.00000000
PA
USD
24897.50000000
0.001066693330
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
39000.00000000
PA
USD
40128.86000000
0.001719256443
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.569000 27-AUG-2024
000000000
7990260.00000000
OU
Notional Amount
USD
97196.25000000
0.004164216953
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-53.97000000
USD
7990260.00000000
USD
97250.22000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
517000.00000000
PA
USD
540525.26000000
0.023157935118
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAF6
2735000.00000000
PA
USD
2723195.47000000
0.116670928585
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
3.25000000
N
N
N
N
N
N
SANI/IKOS FINANCIAL HLDG
213800TZMBQZ462Y8A24
Sani/Ikos Financial Holdings 1 Sarl
000000000
718000.00000000
PA
829050.41000000
0.035519330964
Long
DBT
CORP
LU
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
255217.00000000
NS
7113797.33000000
0.304779201273
Long
EC
CORP
SE
N
2
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP MUTHOOT FIN
000000000
-1892550.00000000
PA
USD
-1892550.00000000
-0.08108325984
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.42000000
2049-12-31
1892550.00000000
USD
1893057.83000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP KAISA GROUP
000000000
-470250.00000000
PA
USD
-470250.00000000
-0.02014710466
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
470250.00000000
USD
470583.09000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP ALBERTSONS
000000000
-3776760.00000000
PA
USD
-3776760.00000000
-0.16180920580
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
3776760.00000000
USD
3778223.49000000
USD
CDS
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-FOX
12433AAL3
3371214.72000000
PA
USD
3370197.96000000
0.144390709312
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
4.36000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
290000.00000000
PA
USD
291087.50000000
0.012471175609
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
334000.00000000
PA
USD
340179.00000000
0.014574421943
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
1616000.00000000
PA
USD
1626403.00000000
0.069680619828
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAJ8
630000.00000000
PA
USD
629999.06000000
0.026991296125
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
2.86000000
N
N
N
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies, Inc. 2021 Term Loan B
59408UAB3
2688490.00000000
PA
USD
2662089.03000000
0.114052921477
Long
LON
CORP
US
N
2
2028-04-15
Floating
5.00000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1639632.00000000
PA
USD
1684516.93000000
0.072170417660
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP SUZANO AUST RRP NOMSI OPEN
000000000
-1211031.25000000
PA
USD
-1211031.25000000
-0.05188468548
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1211031.25000000
USD
1212519.81000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
215.00000000
NC
USD
6127.50000000
0.000262522879
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
General Motors Co
General Motors Co
100.00000000
65.00000000
USD
2022-01-21
XXXX
-49980.28000000
N
N
N
PAKISTAN WATER & POWER
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
000000000
730000.00000000
PA
USD
706046.88000000
0.030249442620
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
152000.00000000
PA
USD
171760.00000000
0.007358780856
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
149306.00000000
NS
USD
11335311.52000000
0.485643184785
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.575000 01-FEB-2051
000000000
5274771.00000000
OU
Notional Amount
USD
171872.99000000
0.007363621731
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-01
0.00000000
USD
-160.67000000
USD
5274771.00000000
USD
172033.66000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
1800000.00000000
PA
USD
1865025.00000000
0.079903995501
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AJ1
56000.00000000
PA
USD
58639.84000000
0.002512329599
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COMCAST CORP
000000000
237.00000000
NC
USD
1540.50000000
0.000066000244
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Comcast Corp
Comcast Corp
100.00000000
55.00000000
USD
2022-01-21
XXXX
-40993.09000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAE9
27000.00000000
PA
USD
27270.00000000
0.001168339275
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
147000.00000000
PA
USD
244388.64000000
0.010470438085
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAG1
11000.00000000
PA
USD
11467.50000000
0.000491306587
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.13000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
1500000.00000000
PA
USD
1456218.75000000
0.062389349445
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
42000.00000000
PA
USD
42000.00000000
0.001799422426
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
NYSE Euronext - Euronext Amsterdam
N/A
ROYAL DUTCH SHELL PLC
000000000
944.00000000
NC
1612.12000000
0.000069068687
N/A
DE
GB
N
1
NYSE Euronext - Euronext Amsterdam
N/A
Call
Purchased
Royal Dutch Shell PLC
Royal Dutch Shell PLC
100.00000000
22.00000000
EUR
2022-01-21
XXXX
-56898.47000000
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
1370000.00000000
PA
USD
1376421.88000000
0.058970580934
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP LOWES COMPA
000000000
-280830.00000000
PA
USD
-280830.00000000
-0.01203170952
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
280830.00000000
USD
281097.18000000
USD
CDS
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
210000.00000000
PA
USD
244314.00000000
0.010467240255
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.820000 18-OCT-2051
000000000
2256965.00000000
OU
Notional Amount
USD
-54343.36000000
-0.00232825382
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-10-18
0.00000000
USD
-70.50000000
USD
2256965.00000000
USD
-54272.86000000
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
65.00000000
NC
4079.88000000
0.000174795894
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Call
Purchased
Pandora A/S
Pandora A/S
100.00000000
875.29000000
DKK
2022-01-22
XXXX
-33334.56000000
N
N
N
GVC Holdings (Gibraltar) Limited
N/A
GVC Holdings (Gibraltar) Limited 2021 USD Term Loan B4
000000000
5739160.01000000
PA
USD
5719072.95000000
0.245024479173
Long
LON
CORP
GI
N
2
2027-03-16
Floating
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46648DAN2
2400000.00000000
PA
USD
2395631.28000000
0.102636967880
Long
ABS-MBS
CORP
US
N
2
2032-06-15
Floating
4.01000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-32273.28000000
-0.00138269675
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2948205.76000000
USD
221218619.00000000
RUB
2022-03-17
-32273.28000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR22
000000000
280.00000000
NC
USD
270.50000000
0.000011589137
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUH2 COMDTY
2022-03-31
61076916.86000000
USD
270.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR22
000000000
426.00000000
NC
USD
385670.92000000
0.016523450064
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYH2 COMDTY
2022-03-22
55134110.33000000
USD
385670.92000000
N
N
N
Raptor Acquisition Corp.
549300FU60SSFLTE0M84
Raptor Acquisition Corp. 2021 Term Loan
000000000
1342000.00000000
PA
USD
1344522.96000000
0.057603923029
Long
LON
CORP
CA
N
2
2026-11-01
Floating
4.75000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
40000.00000000
PA
USD
41351.80000000
0.001771651340
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
American Rock Salt Company LLC
549300FBKBNV4GSVVR46
American Rock Salt Company LLC 2021 Term Loan
02932JAP2
1480290.00000000
PA
USD
1474738.91000000
0.063182815903
Long
LON
CORP
US
N
2
2028-06-04
Floating
4.75000000
N
N
N
N
N
N
HERENS MIDCO SARL
222100BJH5XPZD1JHF79
Herens Midco Sarl
000000000
1006000.00000000
PA
1074214.75000000
0.046023002668
Long
DBT
CORP
LU
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
189000.00000000
PA
USD
240927.23000000
0.010322139543
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP OIL AND GAS
000000000
-1368033.75000000
PA
USD
-1368033.75000000
-0.05861120500
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1368033.75000000
USD
1369504.39000000
USD
CDS
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
5Y RTP 1.390000 05-JAN-2022
000000000
-37638884.00000000
OU
Notional Amount
USD
-45992.08000000
-0.00197045667
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
37638884.00000000
OU
Notional Amount
N/A
-45992.08000000
0.00000000
DIR
US
N/A
N/A
2027-01-07
0.00000000
N/A
0.00000000
N/A
37638884.00000000
USD
1.00000000
0.01390000
USD
2022-01-05
XXXX
42352.61000000
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
3951996.00000000
NS
10207702.11000000
0.437332573815
Long
EC
CORP
IT
N
2
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
14500.00000000
NS
882407.46000000
0.037805327925
Long
EC
CORP
JP
N
2
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
3400000.00000000
PA
USD
3363815.84000000
0.144117277649
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.76000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AHL2
17312TAJ2
5003235.06000000
PA
USD
4163946.38000000
0.178397583312
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.30000000
N
N
N
N
N
N
KFC HLD/PIZZA HUT/TACO
549300G2LG4YUB3MM115
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAC9
64000.00000000
PA
USD
66160.00000000
0.002834518755
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
ASTRA SPACE INC
N/A
ASTRA SPACE INC
000000000
205519.00000000
NS
USD
1424246.67000000
0.061019557117
Long
EC
CORP
US
Y
2
N
N
N
Taboola.com Ltd
N/A
Taboola.com Ltd
000000000
76200.00000000
NS
USD
592836.00000000
0.025399104611
Long
EC
CORP
US
Y
2
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BB1
277000.00000000
PA
USD
288254.51000000
0.012349800710
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBT2
15207840.42000000
PA
USD
153964.18000000
0.006596347580
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.40000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688LAA5
250000.00000000
PA
USD
243773.40000000
0.010444079117
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
5.72000000
N
N
N
N
N
N
WANDA GROUP OVERSEAS
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd
000000000
380000.00000000
PA
USD
333450.00000000
0.014286128765
Long
DBT
CORP
HK
N
2
2023-03-21
Fixed
8.88000000
N
N
N
N
N
N
MODERN LAND CHINA CO LTD
549300PDOU6AR9Z9IN08
Modern Land China Co Ltd
000000000
680000.00000000
PA
USD
122187.50000000
0.005234926851
Long
DBT
CORP
KY
N
2
2023-04-11
Fixed
9.80000000
Y
Y
N
N
N
N
City Brewing Company, LLC
N/A
City Brewing Company, LLC Closing Date Term Loan
17776EAB1
4262000.00000000
PA
USD
4025799.96000000
0.172478922209
Long
LON
CORP
US
N
2
2028-04-05
Floating
4.25000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
982000.00000000
PA
USD
1409845.13000000
0.060402546306
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.38000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2017-SCH
054966AL0
2000000.00000000
PA
USD
1993863.40000000
0.085423869462
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
1.01000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LV CLO Ltd
04018BAU1
1500000.00000000
PA
USD
1504696.35000000
0.064466294222
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.27000000
N
N
N
N
N
N
FEL ENERGY VI SARL
N/A
FEL Energy VI Sarl
000000000
1212769.94000000
PA
USD
1202006.61000000
0.051498039306
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
45000.00000000
PA
USD
49020.53000000
0.002100205739
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.13000000
N
N
N
N
N
N
WHEEL BIDCO LTD
213800GGDN5YSVU1G348
Wheel Bidco Ltd
000000000
360000.00000000
PA
477532.42000000
0.020459108236
Long
DBT
CORP
JE
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BARCLAYS PLC
000000000
-346.00000000
NC
-6439.51000000
-0.00027589044
N/A
DE
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Put
Written
Barclays PLC
Barclays PLC
1000.00000000
1.70000000
GBP
2022-01-21
XXXX
5786.17000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICRON TECHNOLOGY INC
000000000
137.00000000
NC
USD
90762.50000000
0.003888573285
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Micron Technology Inc
Micron Technology Inc
100.00000000
90.00000000
USD
2022-02-18
XXXX
7436.18000000
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAJ3
1680000.00000000
PA
USD
1753815.00000000
0.075139381976
Long
DBT
CORP
BR
N
2
2023-05-13
Fixed
5.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ENERGY TRANSFER LP
000000000
1137.00000000
NC
USD
2842.50000000
0.000121782339
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Energy Transfer LP
Energy Transfer LP
100.00000000
10.00000000
USD
2022-01-21
XXXX
-57241.76000000
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
45958.00000000
NS
USD
1116779.40000000
0.047846616615
Long
EC
US
N
1
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
6336160.00000000
PA
USD
6241117.60000000
0.267390642289
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.75000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
78447.00000000
NS
9160204.12000000
0.392454207744
Long
EC
CORP
GB
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FORD MOTOR CO
000000000
865.00000000
NC
USD
30707.50000000
0.001315613432
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Ford Motor Co
Ford Motor Co
100.00000000
22.00000000
USD
2022-01-21
XXXX
-75013.97000000
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
136000.00000000
PA
USD
140760.00000000
0.006030635732
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
3000000.00000000
PA
USD
3232500.00000000
0.138491261757
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO
000000000
1256.00000000
NC
USD
5024.00000000
0.000215245196
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
82.00000000
USD
2022-01-21
XXXX
-71870.02000000
N
N
N
ISRAEL AMPLIFY PROGRAM CORP
N/A
ISRAEL AMPLIFY PROGRAM CORP
000000000
74067.00000000
NS
USD
95546.43000000
0.004093533069
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
Israel Amplify Program Corp.
Israel Amplify Program Corp.
1.00000000
11.50000000
USD
2026-06-30
XXXX
-16294.74000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP HPCL MITTAL RRP BARC OPEN
000000000
-1855000.00000000
PA
USD
-1855000.00000000
-0.07947449050
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1855000.00000000
USD
1857426.96000000
USD
CDS
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
8313.00000000
NS
USD
2986860.90000000
0.127967249724
Long
EC
CORP
US
N
1
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
54000.00000000
PA
USD
56160.00000000
0.002406084844
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.570000 27-MAY-2031
000000000
8424270.00000000
OU
Notional Amount
USD
-13931.96000000
-0.00059689241
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-05-27
0.00000000
USD
-130.13000000
USD
8424270.00000000
USD
-13801.83000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE.COM INC
000000000
-41.00000000
NC
USD
-6826.50000000
-0.00029247040
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
240.00000000
USD
2022-01-21
XXXX
8980.95000000
N
N
N
AFFINITY GAMING
N/A
Affinity Gaming
00842XAA7
1000000.00000000
PA
USD
1040000.00000000
0.044557126752
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.88000000
N
N
N
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
37500.00000000
NS
7971070.99000000
0.341507711976
Long
EC
CORP
JP
N
2
N
N
N
Ares Euro CLO
635400XCOLUI5RNVIZ11
Ares European CLO XII DAC
000000000
875000.00000000
PA
984531.77000000
0.042180679680
Long
ABS-CBDO
CORP
IE
N
3
2032-04-20
Floating
3.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
1183000.00000000
PA
USD
1161410.25000000
0.049758753577
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
Epic Games, Inc.
N/A
Epic Games, Inc.
000000000
2824.00000000
NS
USD
2729226.56000000
0.116929320933
Long
EC
CORP
US
Y
3
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME BITCOIN FUT JAN22
000000000
5.00000000
NC
USD
-138540.63000000
-0.00593555039
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Bitcoin Futures
BTCF2 CURNCY
2022-01-28
1283915.63000000
USD
-138540.63000000
N
N
N
Diameter Capital CLO
2549008BUJNKS7JJUU65
Diameter Capital Clo 2 Ltd
25255MAA8
250000.00000000
PA
USD
240062.48000000
0.010285090721
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
6.18000000
N
N
N
N
N
N
BRISTOW GROUP INC
5493005Q24EN3UC1PV68
Bristow Group Inc
11040GAA1
1204000.00000000
PA
USD
1252424.88000000
0.053658128967
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.88000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
5725217.50000000
PA
USD
5726877.81000000
0.245358865842
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP ANTHEM INC
000000000
-278885.00000000
PA
USD
-278885.00000000
-0.01194837912
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
2049-12-31
278885.00000000
USD
279192.78000000
USD
CDS
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
1200000.00000000
PA
USD
1364100.00000000
0.058442669810
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VODAFONE GR
000000000
-227806.25000000
PA
USD
-227806.25000000
-0.00975999226
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
227806.25000000
USD
228066.33000000
USD
CDS
N
N
N
SPDR Blackstone Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
320329.00000000
NS
USD
14616612.27000000
0.626225236161
Long
EC
RF
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-10841.13000000
-0.00046447077
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
174664008.00000000
HKD
22391906.92000000
USD
2022-03-17
-10841.13000000
N
N
N
ISRAEL AMPLIFY PROGRAM CORP
N/A
ISRAEL AMPLIFY PROGRAM CORP
000000000
64193.00000000
NS
USD
16690.18000000
0.000715063909
Long
EC
CORP
US
N
3
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP EASY TACTIC RRP BARC OPEN
000000000
-1415312.50000000
PA
USD
-1415312.50000000
-0.06063678697
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1415312.50000000
USD
1417164.20000000
USD
CDS
N
N
N
OCP CLO Ltd
254900PS626FB00CVF06
OCP CLO 2021-22 Ltd
67118JAA4
350000.00000000
PA
USD
346502.49000000
0.014845341699
Long
ABS-CBDO
CORP
KY
N
2
2034-12-02
Floating
6.72000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
40357.00000000
NS
USD
14501077.24000000
0.621275323684
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBQ8
238150224.63000000
PA
USD
1021188.16000000
0.043751163733
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.16000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
59095.00000000
NS
8340940.32000000
0.357354168340
Long
EC
CORP
FR
N
2
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO Ltd
09075JAS8
1500000.00000000
PA
USD
1499982.90000000
0.064264354040
Long
ABS-CBDO
CORP
KY
N
2
2031-06-15
Floating
3.55000000
N
N
N
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
2000000.00000000
PA
USD
2085000.00000000
0.089328470460
Long
DBT
CORP
IN
N
2
2026-10-22
Fixed
5.45000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
1791000.00000000
PA
USD
2016106.31000000
0.086376831155
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KNE5
3114803.00000000
PA
USD
3274356.60000000
0.140284540441
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP QATAR RRP BNPNR OPEN
000000000
-1277650.00000000
PA
USD
-1277650.00000000
-0.05473885864
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.34000000
2049-12-31
1277650.00000000
USD
1279592.74000000
USD
CDS
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742857AA3
340000.00000000
PA
USD
340915.93000000
0.014605994524
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
6.00000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AQ3
445000.00000000
PA
USD
457237.50000000
0.019589605041
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10756.00000000
-0.00046082351
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1735527.76000000
EUR
1968091.26000000
USD
2022-03-17
-10756.00000000
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
47000.00000000
PA
USD
50760.00000000
0.002174730532
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.994000 02-JUL-2031
000000000
12402277.00000000
OU
Notional Amount
USD
-109747.64000000
-0.00470196106
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-07-02
0.00000000
USD
-115.40000000
USD
12402277.00000000
USD
-109632.24000000
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
200000.00000000
PA
USD
167912.50000000
0.007193940909
Long
DBT
CORP
VG
N
2
2023-09-26
Fixed
6.75000000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
898324AC2
1015000.00000000
PA
USD
1110156.25000000
0.047562858410
Long
DBT
MX
N
2
2026-01-30
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
315190.00000000
NS
USD
14022803.10000000
0.600784437647
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
131934.59000000
0.005652525240
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13235992.16000000
USD
11722251.00000000
EUR
2022-03-24
131934.59000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP YUZHOU GROU
000000000
-693962.50000000
PA
USD
-693962.50000000
-0.02973170680
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
693962.50000000
USD
694708.51000000
USD
CDS
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2019-2 Ltd
87242BAQ3
1400000.00000000
PA
USD
1402940.70000000
0.060106737111
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
4.08000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
820000.00000000
PA
USD
188600.00000000
0.008080263563
Long
DBT
CORP
KY
N
2
2022-04-17
Fixed
11.75000000
Y
Y
N
N
N
N
Venture CDO Ltd
549300XV21TPC3ROUZ78
Venture 40 CLO Ltd
923268AL0
1350000.00000000
PA
USD
1352764.94000000
0.057957037401
Long
ABS-CBDO
CORP
KY
N
2
2031-11-24
Floating
4.76000000
N
N
N
N
N
N
GoldenTree Loan Opportunities X, Limited
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd
38137PAY6
750000.00000000
PA
USD
741858.15000000
0.031783718867
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
3.18000000
N
N
N
N
N
N
Fanatics Commerce Intermediate Holdco, LLC
N/A
Fanatics Commerce Intermediate Holdco, LLC Term Loan B
30709UAB0
1698000.00000000
PA
USD
1687387.50000000
0.072293402613
Long
LON
CORP
US
N
2
2028-11-24
Floating
3.75000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
2500000.00000000
PA
USD
2375000.00000000
0.101753053882
Long
DBT
CORP
VG
N
2
2022-05-20
Fixed
6.50000000
N
N
N
N
N
N
Hippo Holdings Inc
N/A
Hippo Holdings Inc
433539111
11689.00000000
NS
USD
5582.67000000
0.000239180514
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Hippo Holdings Inc
Hippo Holdings Inc
11.50000000
11.50000000
USD
2026-07-30
XXXX
-13197.46000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
15158.00000000
NS
3044986.01000000
0.130457526545
Long
EP
CORP
DE
N
2
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAU8
2410000.00000000
PA
USD
2394803.99000000
0.102601523971
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
4.14000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-4 Ltd
69701PAG6
1000000.00000000
PA
USD
1001042.00000000
0.042888033921
Long
ABS-CBDO
CORP
KY
N
2
2028-11-25
Floating
3.78000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP ARGENTINA R
000000000
-1126089.41000000
PA
USD
-1126089.41000000
-0.04824548901
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
2049-12-31
1126089.41000000
USD
1126377.19000000
USD
CDS
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
43000.00000000
PA
USD
44612.50000000
0.001911350785
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAS6
1891584.18000000
PA
USD
1881547.06000000
0.080611856580
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.36000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
54542000.00000000
PA
7571740.37000000
0.324399034041
Long
DBT
NUSS
BR
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
922000.00000000
PA
USD
571351.88000000
0.024478652055
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
1049000.00000000
PA
USD
1162619.81000000
0.049810575230
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
86000.00000000
PA
USD
91912.50000000
0.003937843185
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
1408000.00000000
PA
2470138.32000000
0.105829102135
Long
DBT
NUSS
AT
N
2
2117-09-20
Fixed
2.10000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
529607.00000000
NS
9785805.72000000
0.419257101771
Long
EC
CORP
DE
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP AZUL INVEST
000000000
-1602500.00000000
PA
USD
-1602500.00000000
-0.06865653425
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.50000000
2049-12-31
1602500.00000000
USD
1600897.50000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FEDEX CORP
000000000
44.00000000
NC
USD
2002.00000000
0.000085772468
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
FedEx Corp
FedEx Corp
100.00000000
280.00000000
USD
2022-01-21
XXXX
-37506.43000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AJ9
1275000.00000000
PA
USD
1297799.04000000
0.055602111850
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
3.70000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
2872000.00000000
PA
USD
2960493.50000000
0.126837580893
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
941583.00000000
NS
13090830.43000000
0.560855568044
Long
EC
CORP
NL
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
200000.00000000
PA
USD
201500.00000000
0.008632943308
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
Elmwood CLO X Ltd
N/A
Elmwood CLO X Ltd
29002WAA4
1000000.00000000
PA
USD
999978.80000000
0.042842482828
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.94000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
94941.33000000
0.004067608533
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9079666.52000000
USD
8045156.00000000
EUR
2022-03-24
94941.33000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
929000.00000000
PA
USD
942818.88000000
0.040393558020
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VIACOMCBS I
000000000
-224437.50000000
PA
USD
-224437.50000000
-0.00961566359
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
224437.50000000
USD
224693.73000000
USD
CDS
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
17198.00000000
NS
USD
7137341.98000000
0.305787933922
Long
EC
CORP
US
N
1
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAC6
5000000.00000000
PA
USD
5325000.00000000
0.228141057651
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
8.50000000
N
N
N
N
N
N
Volta Inc
N/A
Volta Inc
92873V110
41430.00000000
NS
USD
77059.80000000
0.003301503150
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Volta Inc
Volta Inc
11.50000000
11.50000000
USD
2026-08-26
XXXX
-67559.91000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
603463.95000000
0.025854442029
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
23882116.00000000
EUR
27801887.70000000
USD
2022-01-20
603463.95000000
N
N
N
OVG Business Services, LLC
N/A
OVG Business Services, LLC Initial Term Loan
000000000
5247000.00000000
PA
USD
5168295.00000000
0.221427284047
Long
LON
CORP
US
N
3
2028-10-13
Floating
7.25000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-G
009703AA7
6168229.28000000
PA
USD
6090177.74000000
0.260923866833
Long
ABS-MBS
CORP
US
N
2
2061-06-25
Variable
1.88000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP BANK OF BAH
000000000
-1580052.50000000
PA
USD
-1580052.50000000
-0.06769480722
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1580052.50000000
USD
1581555.74000000
USD
CDS
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
116685.00000000
NS
USD
960317.55000000
0.041143260382
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1982044.83000000
-0.08491752184
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
280265798.19000000
EUR
317569175.93000000
USD
2022-03-16
-1982044.83000000
N
N
N
METALLOINVEST FINANCE
635400ZS3HCCUYTNHA25
Metalloinvest Finance DAC
59126LAB4
2963000.00000000
PA
USD
2928036.60000000
0.125447017233
Long
DBT
CORP
IE
N
2
2028-10-22
Fixed
3.38000000
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003AAE3
250000.00000000
PA
USD
242582.25000000
0.010393046212
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.23000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.640000 27-MAY-2026
000000000
106500000.00000000
OU
Notional Amount
USD
3078284.73000000
0.131884156629
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-27
0.00000000
USD
-876.32000000
USD
106500000.00000000
USD
3079161.05000000
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
000000000
1000000.00000000
PA
USD
1033800.00000000
0.044291497727
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.38000000
N
N
N
N
N
N
Arrival SA
549300IID9QLI5KRBG37
Arrival SA
000000000
214096.00000000
NS
USD
1588592.32000000
0.068060682077
Long
EC
CORP
LU
N
1
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: SNAP US EQUITY
000000000
450989.82000000
OU
Notional Amount
USD
-27157.07000000
-0.00116350097
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Snap Inc
Snap Inc
Y
equity-performance leg
2022-03-16
0.00000000
USD
0.00000000
USD
450989.82000000
USD
-27157.07000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO
000000000
-1256.00000000
NC
USD
-3768.00000000
-0.00016143389
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
78.00000000
USD
2022-01-21
XXXX
29865.80000000
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
86000.00000000
PA
USD
89440.00000000
0.003831912900
Long
DBT
US
N
2
2028-10-01
Fixed
5.88000000
N
N
N
N
N
N
DIGITAL ROOM HOLDINGS INC
N/A
DIGITAL ROOM HOLDINGS INC
000000000
984000.00000000
PA
USD
975695.04000000
0.041802084201
Long
LON
CORP
US
N
2
2028-12-15
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
64000.00000000
PA
USD
64960.00000000
0.002783106686
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ENERGY TRANSFER LP
000000000
-1137.00000000
NC
USD
-15918.00000000
-0.00068198109
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Energy Transfer LP
Energy Transfer LP
100.00000000
8.00000000
USD
2022-01-21
XXXX
25886.87000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
1132000.00000000
PA
USD
1043421.00000000
0.044703693993
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AL3
250000.00000000
PA
USD
250019.20000000
0.010711670370
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
3.22000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1971000.00000000
PA
USD
2239548.75000000
0.095949863002
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS
032523AB8
247000.00000000
PA
USD
239281.25000000
0.010251620178
Long
DBT
CORP
TR
N
2
2028-06-29
Fixed
3.38000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
32000.00000000
PA
USD
33440.00000000
0.001432682998
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QBA5
4175205.06000000
PA
USD
4128287.86000000
0.176869851393
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.61000000
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
2881000.00000000
PA
USD
2671767.38000000
0.114467574811
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
N
N
N
N
N
N
APOLLO FINCO
N/A
Apollo Finco 2021 EUR Term Loan B
000000000
3566000.00000000
PA
3912718.63000000
0.167634134561
Long
LON
CORP
BE
N
2
2028-10-31
Floating
4.29000000
N
N
N
N
N
N
Climate Real Impact Solutions II Acquisition Corp
N/A
Climate Real Impact Solutions II Acquisition Corp
187171103
47791.00000000
NS
USD
466440.16000000
0.019983878203
Long
EC
CORP
US
N
1
N
N
N
JINGRUI HOLDINGS LTD
549300RXCFKI6KHCMP52
Jingrui Holdings Ltd
000000000
374000.00000000
PA
USD
168183.13000000
0.007205535616
Long
DBT
CORP
KY
N
2
2022-03-11
Fixed
12.75000000
N
N
N
N
N
N
Auto1 Group SE
391200S2LPXG5ZD5G304
Auto1 Group SE
000000000
216524.00000000
NS
4785517.66000000
0.205027804762
Long
EC
CORP
DE
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR22
000000000
29.00000000
NC
USD
49208.72000000
0.002108268436
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH2 INDEX
2022-03-18
3202851.28000000
USD
49208.72000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-6.00000000
NC
USD
-321.00000000
-0.00001375272
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
4250.00000000
USD
2022-01-21
XXXX
11937.38000000
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
75000.00000000
0.003213254333
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
8.95000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
1519000.00000000
PA
USD
1731470.13000000
0.074182051971
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
2524000.00000000
PA
USD
2304412.00000000
0.098728824590
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP ABBVIE INC
000000000
-185115.00000000
PA
USD
-185115.00000000
-0.00793095434
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
185115.00000000
USD
185326.34000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE.COM INC
000000000
52.00000000
NC
USD
1222.00000000
0.000052354623
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
salesforce.com Inc
salesforce.com Inc
100.00000000
290.00000000
USD
2022-01-21
XXXX
-22214.57000000
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
306000.00000000
PA
USD
312829.92000000
0.013402694612
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
27000.00000000
PA
USD
27545.94000000
0.001180161480
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.912000 22-FEB-2051
000000000
1178616.00000000
OU
Notional Amount
USD
-56204.85000000
-0.00240800637
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-22
0.00000000
USD
-35.96000000
USD
1178616.00000000
USD
-56168.89000000
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
250000.00000000
PA
USD
242361.15000000
0.010383573538
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP UNITEDHEALT
000000000
-275137.50000000
PA
USD
-275137.50000000
-0.01178782352
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
2049-12-31
275137.50000000
USD
275441.14000000
USD
CDS
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
29000.00000000
PA
USD
30595.00000000
0.001310793550
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
CVC Cordatus Loan Fund
5493000ECZZ2KY8H5K38
CVC Cordatus Loan Fund XVIII DAC
000000000
1750000.00000000
PA
1972450.59000000
0.084506472069
Long
ABS-CBDO
CORP
IE
N
2
2034-07-29
Floating
6.28000000
N
N
N
N
N
N
Cydsa SAB de CV
4469000001BNTACN9916
Cydsa SAB de CV
232553AA5
620000.00000000
PA
USD
637553.75000000
0.027314964663
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
Provident Funding Mortgage Warehouse Securitization Trust
N/A
Provident Funding Mortgage Warehouse Securitization Trust 2021-1
74387PAG7
3645000.00000000
PA
USD
3653534.77000000
0.156529819078
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
5.60000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
1947000.00000000
PA
USD
1937265.00000000
0.082999002075
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Gracechurch Mortgage Finance Plc
N/A
Grace Trust 2020-GRCE
38406JAN8
2000000.00000000
PA
USD
1727283.40000000
0.074002678260
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.68000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP EMPRESAS PU
000000000
-2056560.00000000
PA
USD
-2056560.00000000
-0.08811000441
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
2056560.00000000
USD
2057151.26000000
USD
CDS
N
N
N
TVC DSCR 21 1 CERT
N/A
TVC DSCR 21 1 CERT
000000000
1322747.38000000
PA
USD
1659518.86000000
0.071099415570
Long
ABS-MBS
CORP
US
N
3
2051-02-01
None
0.00000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
289000.00000000
PA
USD
287555.00000000
0.012319831330
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
750000.00000000
PA
USD
513750.00000000
0.022010792181
Long
DBT
CORP
KY
N
2
2024-03-10
Fixed
8.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
6353700.00000000
PA
USD
6476802.94000000
0.277488201489
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
129399.00000000
NS
USD
18211615.26000000
0.780247355297
Long
EC
CORP
US
N
1
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
650000.00000000
PA
USD
149296.88000000
0.006396384621
Long
DBT
CORP
KY
N
2
2023-10-19
Fixed
9.88000000
Y
Y
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
636000.00000000
PA
USD
651264.00000000
0.027902358266
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEERE + CO
000000000
-27.00000000
NC
USD
-4252.50000000
-0.00018219152
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Deere & Co
Deere & Co
100.00000000
320.00000000
USD
2022-01-21
XXXX
11674.02000000
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
455000.00000000
PA
USD
468904.80000000
0.020089471738
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
4721.00000000
NS
USD
1221039.44000000
0.052313470286
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.834000 08-MAR-2026
000000000
48830000.00000000
OU
Notional Amount
USD
-814965.02000000
-0.03491586509
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-03-09
377.32000000
USD
0.00000000
USD
48830000.00000000
USD
-815342.34000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDZ2
290000.00000000
PA
USD
295407.41000000
0.012656255202
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
SPROTT PVT RESOURCE STREAM
N/A
SPROTT PVT RESOURCE STREAM
000000000
4640000.00000000
NS
USD
5373584.00000000
0.230222560964
Long
EC
CORP
CA
N
3
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
255400.50000000
PA
USD
254016.23000000
0.010882916689
Long
LON
CORP
US
N
2
2027-02-28
Floating
3.10000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.940000 14-OCT-2026
000000000
5628164.00000000
OU
Notional Amount
USD
98366.06000000
0.004214335580
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-10-14
0.00000000
USD
-49.18000000
USD
5628164.00000000
USD
98415.24000000
N
N
N
Allegany Park CLO, Ltd.
N/A
Allegany Park CLO Ltd
017154AJ4
600000.00000000
PA
USD
600308.34000000
0.025719244996
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
3.83000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
2335000.00000000
PA
USD
2267985.50000000
0.097168189804
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
KINS Technology Group Inc
N/A
KINS Technology Group Inc
49714K208
312827.00000000
NS
USD
3187707.13000000
0.136572183309
Long
EC
CORP
US
N
1
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
575000.00000000
PA
USD
563500.00000000
0.024142250889
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-71411.43000000
-0.00305950782
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2360906.00000000
GBP
3123205.01000000
USD
2022-03-17
-71411.43000000
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
84679.00000000
NS
USD
1758782.83000000
0.075352220660
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
36000.00000000
PA
USD
37080.00000000
0.001588632942
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DR HORTON INC
000000000
-156.00000000
NC
USD
-34944.00000000
-0.00149711945
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
DR Horton Inc
DR Horton Inc
100.00000000
115.00000000
USD
2022-02-18
XXXX
5089.00000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRSWAP: IBXXLLTR INDEX
000000000
21589591.00000000
OU
Notional Amount
USD
93097.08000000
0.003988594609
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Markit iBoxx USD Liquid Leveraged Loans Total Return Index
IBXXLLTR Index
Y
equity-performance leg
2022-03-21
0.00000000
USD
-6452.89000000
USD
21589591.00000000
USD
99549.97000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
200000.00000000
PA
USD
204162.50000000
0.008747013837
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAL4
43000.00000000
PA
USD
44320.10000000
0.001898823378
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
MN MINING/ENERGY RESOURC
N/A
Mongolian Mining Corp/Energy Resources LLC
000000000
390000.00000000
PA
USD
319507.50000000
0.013688784784
Long
DBT
CORP
XX
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
Invesco Euro CLO
5493004UWK07M4U35L23
Invesco Euro CLO V DAC
000000000
3150000.00000000
PA
3587708.67000000
0.153709605731
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
3.80000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.682000 19-FEB-2026
000000000
15214286.00000000
OU
Notional Amount
USD
344400.56000000
0.014755287889
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-02-19
0.00000000
USD
-116.34000000
USD
15214286.00000000
USD
344516.90000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
1470000.00000000
PA
USD
1469356.88000000
0.062952231487
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
860000.00000000
PA
USD
852905.00000000
0.036541342493
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP LOGAN PROPE
000000000
-1400625.00000000
PA
USD
-1400625.00000000
-0.06000752467
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1400625.00000000
USD
1402224.05000000
USD
CDS
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
390000.00000000
PA
USD
366478.13000000
0.015701165856
Long
DBT
CORP
KY
N
2
2026-06-29
Fixed
5.50000000
N
N
N
N
N
N
Ares Euro CLO
635400XCOLUI5RNVIZ11
Ares European CLO XII DAC
000000000
675000.00000000
PA
764735.41000000
0.032763858264
Long
ABS-CBDO
CORP
IE
N
2
2032-04-20
Floating
6.10000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LLOYDS BANKING GROUP PLC
000000000
3165.00000000
NC
10709.96000000
0.000458851005
N/A
DE
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Call
Purchased
Lloyds Banking Group PLC
Lloyds Banking Group PLC
1000.00000000
0.52000000
GBP
2022-01-21
XXXX
-44906.09000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COMCAST CORP
000000000
151.00000000
NC
USD
302.00000000
0.000012938704
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Comcast Corp
Comcast Corp
100.00000000
57.50000000
USD
2022-01-21
XXXX
-14667.76000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
102144.47000000
0.004376215477
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10735600.77000000
USD
9505133.65000000
EUR
2022-03-17
102144.47000000
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec Inc
576323AP4
27000.00000000
PA
USD
28046.25000000
0.001201596457
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: UHS US EQUITY
000000000
669659.97000000
OU
Notional Amount
USD
-9482.56000000
-0.00040626502
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Universal Health Services Inc
Universal Health Services Inc
Y
equity-performance leg
2022-06-10
0.00000000
USD
0.00000000
USD
669659.97000000
USD
-9482.56000000
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
272000.00000000
PA
USD
274176.36000000
0.011746645024
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.18000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP ALBERTSONS
000000000
-3496920.00000000
PA
USD
-3496920.00000000
-0.14981991123
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.50000000
2049-12-31
3496920.00000000
USD
3498765.60000000
USD
CDS
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP LYB INTERNA
000000000
-190585.00000000
PA
USD
-190585.00000000
-0.00816530769
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
190585.00000000
USD
190802.58000000
USD
CDS
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
7374319.77000000
PA
USD
7334350.96000000
0.314228466704
Long
LON
CORP
US
N
2
2028-03-13
Floating
2.85000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
5320.32000000
0.000227940550
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
76002243.00000000
JPY
666422.70000000
USD
2022-03-17
5320.32000000
N
N
N
Project Ruby Ultimate Parent Corp.
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp. 2021 Term Loan
74339UAS9
926002.80000000
PA
USD
924456.38000000
0.039606846250
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.00000000
N
N
N
N
N
N
Exo Imaging, Inc. SERIES C
N/A
Exo Imaging, Inc. SERIES C
000000000
253147.00000000
NS
USD
1374588.21000000
0.058892020293
Long
EC
CORP
US
Y
3
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: HYG US EQUITY
000000000
10675332.00000000
OU
Notional Amount
USD
-78940.87000000
-0.00338209456
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-03-17
0.00000000
USD
0.00000000
USD
10675332.00000000
USD
-78940.87000000
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
30856.00000000
NS
USD
9815910.72000000
0.420546902060
Long
EC
CORP
US
N
1
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-E
009740AF8
954860.00000000
PA
USD
464257.42000000
0.019890362219
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
4.30000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2533000.00000000
PA
USD
2777434.50000000
0.118994712561
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
135958.45000000
0.005824921047
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1201457858.00000000
JPY
10586790.08000000
USD
2022-03-17
135958.45000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
3788000.00000000
PA
USD
1041700.00000000
0.044629960517
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.38000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
1506000.00000000
PA
USD
1677119.25000000
0.071853475962
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.38000000
N
N
N
N
N
N
Jack Ohio Finance LLC
5493002ERZW63JFJI167
Jack Ohio Finance LLC Term Loan
46647KAG2
1198000.00000000
PA
USD
1194262.24000000
0.051166244234
Long
LON
CORP
US
N
2
2028-10-04
Floating
4.85000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2021-A
76042UAD5
800000.00000000
PA
USD
798221.84000000
0.034198530482
Long
ABS-O
CORP
US
N
2
2031-12-22
Fixed
5.23000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.699000 26-NOV-2041
000000000
2070005.00000000
OU
Notional Amount
USD
20632.47000000
0.000883964981
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2041-11-26
0.00000000
USD
-49.23000000
USD
2070005.00000000
USD
20681.70000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
247000.00000000
PA
USD
241884.29000000
0.010363143239
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
5392.99000000
0.000231053979
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
79254404.00000000
JPY
694784.16000000
USD
2022-03-17
5392.99000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
1200000.00000000
PA
USD
786000.00000000
0.033674905411
Long
DBT
CORP
KY
N
2
2024-04-14
Fixed
7.88000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust 2020-EYP
05493AAN0
4000000.00000000
PA
USD
3997753.60000000
0.171277321039
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
3.81000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-26220.88000000
-0.00112339141
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4089333.00000000
EUR
4636322.18000000
USD
2022-03-16
-26220.88000000
N
N
N
Park Avenue Trust
N/A
245 Park Avenue Trust 2017-245P
90187LAN9
2000000.00000000
PA
USD
1888827.80000000
0.080923788171
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.66000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.573500 28-JUN-2024
000000000
17797812.00000000
OU
Notional Amount
USD
216338.16000000
0.009268660400
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-06-28
0.00000000
USD
-114.23000000
USD
17797812.00000000
USD
216452.39000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PUB3
7660255.21000000
PA
USD
5066822.95000000
0.217079877323
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Variable
8.33000000
N
N
N
N
N
N
Ocean Beach SPC
5493008P344HOGXDXU46
Ocean Beach Spc
67463NAB4
1046899.42000000
PA
USD
1049076.66000000
0.044946001646
Long
ABS-O
CORP
US
N
2
2022-09-26
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBE4
2000000.00000000
PA
USD
2096088.80000000
0.089803552256
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
5.70000000
N
N
N
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
500000.00000000
PA
USD
64625.00000000
0.002768754150
Long
DBT
CORP
VG
N
2
2022-10-24
Fixed
11.50000000
Y
N
N
N
N
N
Cypher Bidco
N/A
Cypher Bidco EUR Term Loan
000000000
1827670.00000000
PA
1961155.51000000
0.084022552539
Long
LON
CORP
US
N
3
2028-03-01
Floating
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 2.035000 07-JUN-2051
000000000
1359787.00000000
OU
Notional Amount
USD
-98537.53000000
-0.00422168193
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-06-07
0.00000000
USD
-42.35000000
USD
1359787.00000000
USD
-98495.18000000
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502VAA1
825000.00000000
PA
USD
831960.94000000
0.035644027939
Long
DBT
CORP
MU
N
2
2026-08-19
Fixed
3.58000000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
4009.00000000
NS
USD
340925.36000000
0.014606398537
Long
EC
CORP
US
N
1
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP PETROLEOS M
000000000
-1274495.48000000
PA
USD
-1274495.48000000
-0.05460370831
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.00000000
2049-12-31
1274495.48000000
USD
1274495.48000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICRON TECHNOLOGY INC
000000000
-137.00000000
NC
USD
-20550.00000000
-0.00088043168
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Micron Technology Inc
Micron Technology Inc
100.00000000
105.00000000
USD
2022-02-18
XXXX
13121.50000000
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAD8
2362000.00000000
PA
USD
2362700.33000000
0.101226094309
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
5.41000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.547000 16-JUL-2024
000000000
24810265.00000000
OU
Notional Amount
USD
273848.57000000
0.011732601388
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-16
0.00000000
USD
-160.57000000
USD
24810265.00000000
USD
274009.14000000
N
N
N
MANAPPURAM FINANCE LTD
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
1200000.00000000
PA
USD
1225500.00000000
0.052504575803
Long
DBT
CORP
IN
N
2
2023-01-13
Fixed
5.90000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
2624000.00000000
PA
USD
2485092.00000000
0.106469768495
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Embark Technology Inc
N/A
Embark Technology Inc
29079J111
34926.00000000
NS
USD
68454.96000000
0.002932842624
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Northern Genesis Acquisition Corp II
Northern Genesis Acquisition Corp II
1.00000000
11.50000000
USD
2026-11-10
XXXX
30210.26000000
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-1 Ltd
863171AA2
1500000.00000000
PA
USD
1495078.95000000
0.064054252192
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Floating
5.09000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
4304000.00000000
PA
USD
4312435.84000000
0.184759375322
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-4 Ltd
69689JAA9
600000.00000000
PA
USD
599454.24000000
0.025682652455
Long
ABS-CBDO
CORP
KY
N
2
2027-10-24
Floating
6.02000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
292122.00000000
NS
USD
12190251.06000000
0.522271693871
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
18862.00000000
NS
USD
12243512.82000000
0.524553608286
Long
EC
CORP
US
N
1
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAF2
25000.00000000
PA
USD
26000.00000000
0.001113928168
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP CITIGROUP I
000000000
-283985.00000000
PA
USD
-283985.00000000
-0.01216688042
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
283985.00000000
USD
284255.18000000
USD
CDS
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
18250000.00000000
PA
USD
1547446.70000000
0.066297864187
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Fixed
1.36000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DICK'S SPORTING GOODS INC
000000000
-140.00000000
NC
USD
-9100.00000000
-0.00038987485
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
100.00000000
100.00000000
USD
2022-01-21
XXXX
19061.72000000
N
N
N
DELHI INTL AIRPORT
335800HBF5DARYMEUD12
Delhi International Airport Ltd
000000000
600000.00000000
PA
USD
594000.00000000
0.025448974318
Long
DBT
CORP
IN
N
2
2029-06-04
Fixed
6.45000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
256000.00000000
PA
USD
262553.60000000
0.011248686571
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Northwoods Capital 20 Ltd
N/A
Northwoods Capital 20 Ltd
66860VAE1
1250000.00000000
PA
USD
1251273.75000000
0.053608810654
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
7.97000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-TWN3
36263JAE4
2500000.00000000
PA
USD
2524334.00000000
0.108151028849
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.81000000
N
N
N
N
N
N
ORYX FUNDING LTD
549300S728CF0BBRC295
Oryx Funding Ltd
67114NAA9
1308000.00000000
PA
USD
1383210.00000000
0.059261407014
Long
DBT
CORP
KY
N
2
2031-02-03
Fixed
5.80000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
3626000.00000000
PA
USD
3538749.38000000
0.151612023721
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
9236.06000000
0.000395704130
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
81604569.00000000
JPY
719070.04000000
USD
2022-03-17
9236.06000000
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
3809000.00000000
PA
USD
3953056.38000000
0.169362340561
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2018-CX12 Commercial Mortgage Trust
12595XAZ6
2300000.00000000
PA
USD
2477845.66000000
0.106159310717
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.74000000
N
N
N
N
N
N
DAVIS STANDARD LLC
N/A
DAVIS STANDARD LLC
000000000
1574000.00000000
PA
USD
1530715.00000000
0.065581021420
Long
LON
CORP
US
N
3
2028-12-10
Floating
6.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP PETROLEOS M
000000000
-2288756.39000000
PA
USD
-2288756.39000000
-0.09805808516
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
2288756.39000000
USD
2289748.18000000
USD
CDS
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
2500000.00000000
PA
USD
2646593.00000000
0.113389019003
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
4.85000000
N
N
N
N
N
N
AGL CLO 1 Ltd.
549300U1G1VA46DEO184
AGL CLO 9 LTD
001207AJ8
850000.00000000
PA
USD
853751.99000000
0.036577630417
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.83000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8437.00000000
0.000361469690
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
301520.37000000
EUR
351826.96000000
USD
2022-01-20
8437.00000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SAUDI ARABI
000000000
-1060518.75000000
PA
USD
-1060518.75000000
-0.04543621958
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
1060518.75000000
USD
1060947.67000000
USD
CDS
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
420000.00000000
PA
USD
416850.00000000
0.017859267583
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.38000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR22
000000000
-407.00000000
NC
-433946.37000000
-0.01859173404
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Future
VGH2 INDEX
2022-03-18
-17018724.49000000
EUR
-433946.37000000
N
N
N
Kose Corp
353800NX4GGAVDHHY664
Kose Corp
000000000
10600.00000000
NS
1202484.90000000
0.051518530872
Long
EC
CORP
JP
N
2
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
38000.00000000
PA
USD
40125.72000000
0.001719121915
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
40000.00000000
PA
USD
41850.00000000
0.001792995917
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
4118000.00000000
PA
USD
1456742.50000000
0.062411788671
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MAR22 MC FP P @ 650
000000000
-1500.00000000
NC
-17179.96000000
-0.00073604774
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
1.00000000
650.00000000
EUR
2022-03-18
XXXX
8294.55000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MCDONALD'S CORP
000000000
-80.00000000
NC
USD
-16560.00000000
-0.00070948655
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
280.00000000
USD
2022-02-18
XXXX
3072.55000000
N
N
N
Leslie's Poolmart, Inc.
549300MZRH1GJYUMRM83
Leslie's Poolmart, Inc. 2021 Term Loan B
52706YAJ2
4800782.20000000
PA
USD
4779370.71000000
0.204764448579
Long
LON
CORP
US
N
2
2028-03-09
Floating
3.00000000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
059501AD8
855000.00000000
PA
USD
863977.50000000
0.037015725941
Long
DBT
CORP
CO
N
2
2031-04-22
Fixed
6.65000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
3926000.00000000
PA
USD
4088811.22000000
0.175178538266
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
302000.00000000
PA
USD
286563.85000000
0.012277367103
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.88000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
4251.00000000
NS
USD
2282574.45000000
0.097793229895
Long
EC
CORP
US
N
1
N
N
N
RKPF OVERSEAS 2020 A LTD
254900LKOLISWWIE7W36
RKPF Overseas 2020 A Ltd
000000000
1300000.00000000
PA
USD
1207440.00000000
0.051730824159
Long
DBT
CORP
VG
N
2
2026-01-12
Fixed
5.20000000
N
N
N
N
N
N
CONSTELLATION AUTOMOTIVE
254900HVTSU7VICDRM89
Constellation Automotive Financing PLC
000000000
317000.00000000
PA
422081.41000000
0.018083398928
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
400000.00000000
PA
USD
150000.00000000
0.006426508666
Long
DBT
CORP
KY
N
2
2025-01-25
Fixed
7.10000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-INV1
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAF4
1225000.00000000
PA
USD
1214522.58000000
0.052034265904
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
4.26000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
200000.00000000
PA
USD
224000.00000000
0.009596919608
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
4153000.00000000
PA
USD
4215295.00000000
0.180597532321
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
1580000.00000000
PA
USD
1635300.00000000
0.070061797479
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.13000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
465000.00000000
PA
USD
474300.00000000
0.020320620402
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAL0
4400000.00000000
PA
USD
4383042.84000000
0.187784418638
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
2.76000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAN1
4826000.00000000
PA
USD
4822745.83000000
0.206622785810
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
3.86000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
3902000.00000000
PA
USD
3453270.00000000
0.147949797212
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAG0
4560000.00000000
PA
USD
4566980.90000000
0.195664948882
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
4.46000000
N
N
N
N
N
N
LogMeIn, Inc.
549300D12V5KRBV00592
LogMeIn, Inc. Term Loan B
54142KAD3
869517.00000000
PA
USD
863839.05000000
0.037009794273
Long
LON
CORP
US
N
2
2027-08-31
Floating
4.84000000
N
N
N
N
N
N
INSPIRED ENTERTAINMENT
894500C0TCVBHY3RSJ33
Inspired Entertainment Financing PLC
000000000
675000.00000000
PA
931919.14000000
0.039926576196
Long
DBT
CORP
GB
N
2
2026-06-01
Fixed
7.88000000
N
N
N
N
N
N
Jo-Ann Stores, Inc.
549300GM65RR2EMGLI48
Jo-Ann Stores, Inc. 2021 Term Loan B1
47759DAE5
3790500.00000000
PA
USD
3745506.77000000
0.160470211445
Long
LON
CORP
US
N
2
2028-07-07
Floating
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.195000 05-FEB-2031
000000000
3049387.00000000
OU
Notional Amount
USD
80505.37000000
0.003449123053
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-05
0.00000000
USD
-45.12000000
USD
3049387.00000000
USD
80550.49000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1365.00000000
NS
USD
468044.85000000
0.020052628564
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BP PLC
000000000
366.00000000
NC
USD
16836.00000000
0.000721311332
N/A
DE
GB
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
BP PLC
BP PLC
100.00000000
27.00000000
USD
2022-01-21
XXXX
-16592.69000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
111887.00000000
NS
6954835.17000000
0.297968723281
Long
EC
CORP
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAC HOLDINGS INC
000000000
10.00000000
NC
USD
475.00000000
0.000020350610
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Generac Holdings Inc
Generac Holdings Inc
100.00000000
440.00000000
USD
2022-01-21
XXXX
-15006.31000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
700000.00000000
PA
USD
780412.50000000
0.033435517963
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
147532.00000000
NS
USD
12407441.20000000
0.531576855984
Long
EC
CORP
US
N
1
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP STEEL DYNAM
000000000
-226992.50000000
PA
USD
-226992.50000000
-0.00972512845
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
226992.50000000
USD
227234.37000000
USD
CDS
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
7203000.00000000
PA
USD
7131497.26000000
0.305537526297
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.36000000
N
N
N
N
N
N
MCM 2021 VFN1
N/A
MCM 2021 VFN1
000000000
1689763.00000000
PA
USD
625888.22000000
0.026815173799
Long
ABS-MBS
CORP
US
N
3
2028-08-25
Fixed
3.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR5 Trust
03217JAH4
2899000.00000000
PA
USD
2860559.84000000
0.122556084013
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
4.11000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP ADANI ELECT RRP BNPNR OPEN
000000000
-942500.00000000
PA
USD
-942500.00000000
-0.04037989611
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.32000000
2049-12-31
942500.00000000
USD
944259.33000000
USD
CDS
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
1200000.00000000
PA
USD
544357.56000000
0.023322123845
Long
DBT
CORP
KY
N
2
2023-04-16
Fixed
9.70000000
N
N
N
N
N
N
Sarcos Technology and Robotics Corp
N/A
Sarcos Technology and Robotics Corp
80359A114
68671.00000000
NS
USD
139402.13000000
0.005972459976
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Sarcos Technology and Robotics Corp
Sarcos Technology and Robotics Corp
11.50000000
11.50000000
USD
2027-06-15
XXXX
66911.58000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAM4
2090000.00000000
PA
USD
2174195.65000000
0.093149914578
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
5.09000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
2985000.00000000
PA
USD
3314842.50000000
0.142019093689
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.64000000
N
N
N
N
N
N
TPGI Trust
N/A
TPGI Trust 2021-DGWD
87267HAU1
2435000.00000000
PA
USD
2415345.65000000
0.103481598344
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
3.96000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TAYLOR MORR
000000000
-3551590.00000000
PA
USD
-3551590.00000000
-0.15216215942
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
3551590.00000000
USD
3553389.47000000
USD
CDS
N
N
N
BlueMountain EUR CLO
635400J5FTCFKRFIPZ49
BlueMountain EUR 2021-1 CLO DAC
000000000
2600000.00000000
PA
2961090.05000000
0.126863139118
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
3.20000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UBER TECHNOLOGIES INC
000000000
-712.00000000
NC
USD
-1068.00000000
-0.00004575674
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Uber Technologies Inc
Uber Technologies Inc
100.00000000
60.00000000
USD
2022-01-21
XXXX
30766.04000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES CHINA LARGE-CAP ETF
000000000
1245.00000000
NC
USD
59137.50000000
0.002533651041
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
39.00000000
USD
2022-02-18
XXXX
-69265.69000000
N
N
N
HEALTH AND HAPPINESS H&H
2138007WU5DJFZFDDV59
Health & Happiness H&H International Holdings Ltd
000000000
800000.00000000
PA
USD
798400.00000000
0.034206163460
Long
DBT
CORP
KY
N
2
2024-10-24
Fixed
5.63000000
N
N
N
N
N
N
SEAZEN GROUP LTD
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
1500000.00000000
PA
USD
1271250.00000000
0.054464660946
Long
DBT
CORP
KY
N
2
2024-08-12
Fixed
6.00000000
N
N
N
N
N
N
DOUGLAS GMBH
529900381YTPHVY9AI06
Douglas GmbH
000000000
1102000.00000000
PA
1250862.70000000
0.053591199878
Long
DBT
CORP
DE
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAG1
1670000.00000000
PA
USD
1715447.21000000
0.073495575743
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.93000000
N
N
N
N
N
N
ADLER PELZER HLDG GMBH
984500950ABB2CB7E742
Adler Pelzer Holding GmbH
000000000
3303000.00000000
PA
3507685.83000000
0.150281155899
Long
DBT
CORP
DE
N
2
2024-04-01
Fixed
4.13000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
19998.00000000
NS
4716700.50000000
0.202079444261
Long
EC
CORP
DE
N
2
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
251000.00000000
PA
USD
268507.25000000
0.011503761127
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-1 Ltd
05875JAQ2
2700000.00000000
PA
USD
2699970.84000000
0.115675906678
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
3.17000000
N
N
N
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd
290015AS5
5750000.00000000
PA
USD
5850689.40000000
0.250663374217
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
4.53000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1070000.00000000
PA
USD
502900.00000000
0.021545941388
Long
DBT
CORP
KY
N
2
2025-05-25
Fixed
7.75000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815L107
328616.00000000
NS
USD
5681770.64000000
0.243426321716
Long
EC
CORP
US
N
1
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
1470000.00000000
PA
USD
1359750.00000000
0.058256301059
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
67539.73000000
0.002893631067
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5763216.74000000
USD
5113927.00000000
EUR
2022-03-16
67539.73000000
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
54967.00000000
NS
8156648.19000000
0.349458468536
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.557000 12-AUG-2024
000000000
24673596.00000000
OU
Notional Amount
USD
293488.07000000
0.012574024168
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-12
0.00000000
USD
-164.25000000
USD
24673596.00000000
USD
293652.32000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP CONTROLADOR RRP CSFB OPEN
000000000
-1340005.40000000
PA
USD
-1340005.40000000
-0.05741037543
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1340005.40000000
USD
1342238.74000000
USD
CDS
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
5Y RTP 1.420000 06-JAN-2022
000000000
-7663367.00000000
OU
Notional Amount
USD
-7068.46000000
-0.00030283679
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
7663367.00000000
OU
Notional Amount
N/A
-7068.46000000
0.00000000
DIR
US
N/A
N/A
2027-01-06
0.00000000
N/A
0.00000000
N/A
7663367.00000000
USD
1.00000000
0.01420000
USD
2022-01-06
XXXX
9024.61000000
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
200000.00000000
PA
USD
187225.00000000
0.008021353900
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
409902.50000000
PA
USD
407467.68000000
0.017457297178
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
361000.00000000
PA
USD
445047.36000000
0.019067338106
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DN8
254000.00000000
PA
USD
292057.03000000
0.012512713562
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 19 Ltd
33883JAU5
700000.00000000
PA
USD
700035.77000000
0.029991906283
Long
ABS-CBDO
CORP
KY
N
2
2034-11-16
Floating
3.12000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR22
000000000
2103.00000000
NC
USD
735974.53000000
0.031531644634
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVH2 COMDTY
2022-03-31
253480579.11000000
USD
735974.53000000
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAF8
1550000.00000000
PA
USD
1526437.06000000
0.065397739963
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.96000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BLACKROCK SWAPTION 0.0130000 CALL USD 20
000000000
9779236.00000000
OU
Notional Amount
USD
50965.37000000
0.002183529279
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
9779236.00000000
OU
Notional Amount
N/A
50965.37000000
0.00000000
DIR
US
N/A
N/A
2032-04-25
0.00000000
N/A
0.00000000
N/A
9779236.00000000
USD
1.00000000
0.01300000
USD
2022-04-21
XXXX
-65668.19000000
N
N
N
HONO 2021-LULU Mortgage Trust
N/A
HONO 2021-LULU Mortgage Trust
40390MAQ8
1305000.00000000
PA
USD
1302216.44000000
0.055791368246
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.51000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAC0
593000.00000000
PA
USD
555863.38000000
0.023815072192
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP FEL ENERGY RRP NOMSI OPEN
000000000
-1151726.25000000
PA
USD
-1151726.25000000
-0.04934385817
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1151726.25000000
USD
1153425.05000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BP PLC
000000000
-366.00000000
NC
USD
-1281.00000000
-0.00005488238
N/A
DE
GB
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
BP PLC
BP PLC
100.00000000
30.00000000
USD
2022-01-21
XXXX
6394.12000000
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AH4
17000.00000000
PA
USD
17552.50000000
0.000752008622
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company 2021 Term Loan
000000000
1337000.00000000
PA
USD
1337842.31000000
0.057317701328
Long
LON
CORP
US
N
2
2027-06-22
Variable
3.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
60000.00000000
PA
USD
63147.00000000
0.002705431618
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
22456.00000000
NS
USD
1567204.24000000
0.067144344200
Long
EC
CORP
US
N
1
N
N
N
Starwood Mortgage Residential Trust 2020-INV1
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAE7
2540000.00000000
PA
USD
2528379.75000000
0.108324362499
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
3.26000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
S&P 500 Index Down-and-in barrier option; Barrier price USD 3,657.24000
000000000
-994.00000000
NC
USD
-981.47000000
-0.00004204950
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
S&P 500 Index Down-and-in barrier option; Barrier price USD 3,657.24000
SPX INDEX
1.00000000
4114.39500000
USD
2022-01-21
XXXX
37426.69000000
N
N
N
RKPF OVERSEAS 2019 A LTD
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd
000000000
1500000.00000000
PA
USD
1439531.25000000
0.061674400356
Long
DBT
CORP
VG
N
2
2025-09-04
Fixed
6.00000000
N
N
N
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863108
66058.00000000
NS
USD
673791.60000000
0.028867517044
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
23509.00000000
NS
USD
3045590.95000000
0.130483444226
Long
EC
CORP
US
N
1
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP TAKEDA PHAR
000000000
-265200.00000000
PA
USD
-265200.00000000
-0.01136206732
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
265200.00000000
USD
265452.31000000
USD
CDS
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
175000.00000000
PA
USD
183531.25000000
0.007863101124
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.415000 28-FEB-2023
000000000
88483602.00000000
OU
Notional Amount
-130063.77000000
-0.00557237296
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-02-28
227.62000000
MXN
0.00000000
MXN
88483602.00000000
MXN
-130073.41000000
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
146920.00000000
NS
5217193.77000000
0.223522273175
Long
EC
CORP
FR
N
2
N
N
N
DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP
N/A
DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP
000000000
5016900.00000000
NS
USD
3488802.43000000
0.149472127007
Long
EC
CORP
US
Y
N/A
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
000000000
200000.00000000
PA
USD
212412.50000000
0.009100471813
Long
DBT
CORP
PE
N
2
2026-05-24
Fixed
4.88000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
55000.00000000
PA
USD
58258.48000000
0.002495990844
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.553500 20-JUL-2024
000000000
24484977.00000000
OU
Notional Amount
USD
271418.96000000
0.011628508657
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-22
0.00000000
USD
-159.14000000
USD
24484977.00000000
USD
271578.10000000
N
N
N
Pronovias SL
95980020140005338087
Pronovias SL EUR Term Loan B1
000000000
1473362.71000000
PA
1174196.02000000
0.050306539322
Long
LON
CORP
ES
N
2
2024-10-02
Floating
4.50000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
398000.00000000
PA
USD
421880.00000000
0.018074769840
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
51000.00000000
PA
USD
53417.40000000
0.002288582560
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BE8
185000.00000000
PA
USD
240808.25000000
0.010317042036
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TWILIO INC
000000000
-60.00000000
NC
USD
-12570.00000000
-0.00053854142
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Twilio Inc
Twilio Inc
100.00000000
390.00000000
USD
2022-04-14
XXXX
32989.61000000
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
23000.00000000
PA
USD
23920.00000000
0.001024813915
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
LATCH INC
N/A
LATCH INC
000000000
177841.00000000
NS
USD
1346256.37000000
0.057678188191
Long
EC
CORP
US
Y
2
N
N
N
Rad CLO Ltd
N/A
Rad CLO 9 Ltd
48661PAA1
5000000.00000000
PA
USD
5035666.50000000
0.215745029350
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
7.71000000
N
N
N
N
N
N
SHIBA BIDCO SPA
815600658C215B62EA21
Shiba Bidco SpA
000000000
1882000.00000000
PA
2164082.84000000
0.092716647504
Long
DBT
CORP
IT
N
2
2028-10-31
Fixed
4.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-C
00969HAC5
1181050.69000000
PA
USD
956652.24000000
0.040986226072
Long
ABS-O
CORP
US
N
2
2060-09-27
None
0.00000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
45000.00000000
PA
USD
46358.55000000
0.001986157488
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
PICARD BONDCO
52990070XME2A28A7N53
Picard Bondco SA
000000000
750000.00000000
PA
859211.43000000
0.036811531340
Long
DBT
CORP
LU
N
2
2027-07-01
Fixed
5.38000000
N
N
N
N
N
N
Gitlab Inc
N/A
Gitlab Inc
37637K108
4380.00000000
NS
USD
381060.00000000
0.016325902615
Long
EC
CORP
US
N
1
N
N
N
TVC DSCR 21 1 A
N/A
TVC DSCR 21 1 A
000000000
5290988.53000000
PA
USD
5290988.53000000
0.226683890940
Long
ABS-MBS
CORP
US
N
3
2051-02-01
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP MEXICO
000000000
-3515191.23000000
PA
USD
-3515191.23000000
-0.15060271268
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
3515191.23000000
USD
3519380.17000000
USD
CDS
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. 2nd Lien Term Loan B1
71360HAG2
159000.00000000
PA
USD
160788.75000000
0.006888735302
Long
LON
CORP
US
N
2
2029-02-01
Floating
8.50000000
N
N
N
N
N
N
Kindstar Globalgene Technology Inc
N/A
Kindstar Globalgene Technology Inc
000000000
707000.00000000
NS
519714.97000000
0.022266351724
Long
EC
CORP
KY
N
2
N
N
N
Snorkel AI Inc
N/A
Snorkel AI Inc
000000000
12621.00000000
NS
USD
180732.72000000
0.007743202609
Long
EC
CORP
US
Y
3
N
N
N
Austerlitz Acquisition Corp I
N/A
Austerlitz Acquisition Corp I
000000000
56283.00000000
NS
USD
59097.15000000
0.002531922310
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Austerlitz Acquisition Corp I
Austerlitz Acquisition Corp I
11.50000000
11.50000000
USD
2026-02-19
XXXX
-44562.75000000
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
37536.00000000
NS
USD
10554747.84000000
0.452201189757
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
47154.85000000
0.002020273681
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4605186.23000000
USD
4080288.17000000
EUR
2022-03-17
47154.85000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
30Y RTR 1.520000 05-JUL-2022
000000000
9678570.00000000
OU
Notional Amount
USD
278481.59000000
0.011931095676
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
9678570.00000000
OU
Notional Amount
N/A
278481.59000000
0.01000000
DIR
US
N/A
N/A
2052-07-07
0.00000000
N/A
0.00000000
N/A
9678570.00000000
USD
1.00000000
0.01520000
USD
2022-07-05
XXXX
22337.94000000
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
351000.00000000
PA
USD
312390.00000000
0.013383846948
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.13000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
2000000.00000000
PA
USD
1931625.00000000
0.082757365349
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP WYNN LAS VE
000000000
-266602.50000000
PA
USD
-266602.50000000
-0.01142215517
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.33000000
2049-12-31
266602.50000000
USD
266712.47000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP MGM GROWTH RRP BNPNR OPEN
000000000
-155230.00000000
PA
USD
-155230.00000000
-0.00665057960
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.52000000
2049-12-31
155230.00000000
USD
155599.96000000
USD
CDS
N
N
N
Regatta XXIV Funding Ltd.
N/A
Regatta XXIV Funding Ltd
75889TAA2
500000.00000000
PA
USD
500000.00000000
0.021421695554
Long
ABS-CBDO
CORP
KY
N
3
2035-01-20
Floating
6.89000000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
3000.00000000
NS
USD
614250.00000000
0.026316552988
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
91000.00000000
PA
USD
93730.00000000
0.004015711048
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
140000.00000000
PA
USD
141976.80000000
0.006082767570
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
384000.00000000
PA
USD
376780.73000000
0.016142564177
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80000000
N
N
N
N
N
N
Bytedance Ltd Series E-1
N/A
Bytedance Ltd Series E-1
000000000
40558.00000000
NS
USD
6633267.47000000
0.284191672542
Long
EP
CORP
US
Y
3
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
3174000.00000000
PA
USD
3541588.88000000
0.151733677530
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008510AE9
250000.00000000
PA
USD
250006.98000000
0.010711146823
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.47000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAL6
1750000.00000000
PA
USD
1756983.90000000
0.075275148398
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
4.28000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
2700000.00000000
PA
USD
1700156.25000000
0.072840459163
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALCOA CORP
000000000
162.00000000
NC
USD
98820.00000000
0.004233783909
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alcoa Corp
Alcoa Corp
100.00000000
55.00000000
USD
2022-01-21
XXXX
58651.05000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
3650000.00000000
PA
USD
3811473.45000000
0.163296447717
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Floating
4.05000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP FIVE POINT
000000000
-3451856.25000000
PA
USD
-3451856.25000000
-0.14788922736
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
3451856.25000000
USD
3453605.19000000
USD
CDS
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
249000.00000000
PA
USD
237082.16000000
0.010157403705
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Apidos CLO
549300CXPXW83QGWOL98
Apidos CLO XXXII
03768RAN6
250000.00000000
PA
USD
250164.50000000
0.010717895514
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
3.63000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
BLACKROCK SWAPTION 0.0160000 CALL USD 20
000000000
4604000.00000000
OU
Notional Amount
USD
120252.38000000
0.005152019748
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS Swap
N/A
4604000.00000000
OU
Notional Amount
N/A
120252.38000000
0.01000000
DIR
US
N/A
N/A
2052-04-22
0.00000000
N/A
0.00000000
N/A
4604000.00000000
USD
1.00000000
0.01600000
USD
2022-04-20
XXXX
-22386.61000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
352540.55000000
0.015104032665
N/A
DFE
XX
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
52613443.80000000
USD
46453275.00000000
EUR
2022-03-17
352540.55000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP FRIGORIFICO
000000000
-670625.00000000
PA
USD
-670625.00000000
-0.02873184916
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
670625.00000000
USD
671390.63000000
USD
CDS
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
5000000.00000000
PA
USD
5112500.00000000
0.219036837040
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1431.71000000
0.000061339311
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
299392.21000000
USD
263834.54000000
EUR
2022-03-17
1431.71000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
4558000.00000000
PA
USD
4423880.85000000
0.189534057472
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
1529000.00000000
PA
USD
1556044.19000000
0.066666209813
Long
DBT
CORP
OM
N
2
2028-05-06
Fixed
5.13000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP TARGA RESOU
000000000
-310887.50000000
PA
USD
-310887.50000000
-0.01331947475
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.33000000
2049-12-31
310887.50000000
USD
311015.74000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BP PLC
000000000
-425.00000000
NC
USD
-31237.50000000
-0.00133832042
N/A
DE
GB
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
BP PLC
BP PLC
100.00000000
24.00000000
USD
2022-04-14
XXXX
4062.16000000
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP CHARTER COM
000000000
-203287.50000000
PA
USD
-203287.50000000
-0.00870952586
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.33000000
2049-12-31
203287.50000000
USD
203542.80000000
USD
CDS
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
124000.00000000
PA
USD
130710.88000000
0.005600097353
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
RR Ltd
549300RJ4N2AJDFNE876
RR 19 Ltd
74983BAA9
250000.00000000
PA
USD
247509.63000000
0.010604151881
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Floating
6.62000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
2623000.00000000
PA
USD
2309551.50000000
0.098949018199
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
936.00000000
NC
USD
865800.00000000
0.037093808021
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
470.00000000
USD
2022-01-21
XXXX
279655.88000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
1883000.00000000
PA
USD
1793910.56000000
0.076857211735
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.445000 07-JAN-2051
000000000
7089628.00000000
OU
Notional Amount
USD
446308.57000000
0.019121372619
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-01-09
0.00000000
USD
-215.44000000
USD
7089628.00000000
USD
446524.01000000
N
N
N
ACV Auctions Inc
N/A
ACV Auctions Inc
00091G104
200364.00000000
NS
USD
3774857.76000000
0.161727707389
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAK2
1150000.00000000
PA
USD
1232117.13000000
0.052788076091
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.07000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
56084.00000000
NS
USD
9048592.56000000
0.387672390027
Long
EC
CORP
CH
N
1
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
190000.00000000
PA
USD
210679.60000000
0.009026228501
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.63000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVI CLO Ltd
04018PAE6
625000.00000000
PA
USD
618789.81000000
0.026511053843
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
6.63000000
N
N
N
N
N
N
Luxembourg Life Fund
N/A
Luxembourg Life Fund 2021 1st Lien Term Loan
000000000
3404008.35000000
PA
USD
3374393.48000000
0.144570459616
Long
LON
CORP
LU
N
3
2026-05-27
Floating
9.47000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XI Ltd
87249RAA6
500000.00000000
PA
USD
500007.45000000
0.021422014737
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.13000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2016-1 Ltd
05875FBG1
500000.00000000
PA
USD
500048.20000000
0.021423760605
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
3.27000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CAPITAL ONE FINANCIAL CORP
000000000
-199.00000000
NC
USD
-2985.00000000
-0.00012788752
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Capital One Financial Corp
Capital One Financial Corp
100.00000000
164.40000000
USD
2022-01-21
XXXX
62503.90000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
142000.00000000
PA
USD
145372.50000000
0.006228250873
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
1904227.50000000
PA
USD
1895906.03000000
0.081227043547
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.25000000
N
N
N
N
N
N
BROOKS AUTOMATION INC
N/A
BROOKS AUTOMATION INC
000000000
592000.00000000
PA
USD
589780.00000000
0.025268175207
Long
LON
CORP
US
N
2
2028-11-17
None
0.00000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
90000.00000000
PA
USD
91575.00000000
0.003923383540
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAF1
1200000.00000000
PA
USD
1239975.00000000
0.053124733889
Long
DBT
CORP
MX
N
2
2023-04-17
Fixed
5.95000000
N
N
N
N
N
N
510 Loan Acquisition Trust
N/A
510 Loan Acquisition Trust 2020-1
33831HAA6
5278377.30000000
PA
USD
5364203.71000000
0.229820677531
Long
ABS-O
CORP
US
N
2
2060-09-25
Variable
5.11000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
9467.00000000
NS
USD
2270943.96000000
0.097294940263
Long
EC
CORP
US
N
1
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAA1
91000.00000000
PA
USD
96005.00000000
0.004113179763
Long
DBT
US
N
2
2025-06-01
Fixed
7.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAQ4
750000.00000000
PA
USD
758458.20000000
0.032494921301
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
5.00000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
31136.00000000
NS
USD
1688816.64000000
0.072354631817
Long
EC
CORP
US
N
1
N
N
N
XP INC
5493008KDA8NBZRJST80
XP Inc
98379XAA2
862000.00000000
PA
USD
828489.75000000
0.035495310388
Long
DBT
CORP
KY
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
23019.00000000
NS
USD
1013986.95000000
0.043442639477
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
251000.00000000
PA
USD
293771.22000000
0.012586155274
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DR HORTON INC
000000000
161.00000000
NC
USD
78487.50000000
0.003362670659
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
DR Horton Inc
DR Horton Inc
100.00000000
105.00000000
USD
2022-01-21
XXXX
35327.93000000
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
UPL Corp Ltd
000000000
700000.00000000
PA
USD
703193.75000000
0.030127204856
Long
DBT
CORP
MU
N
2
2025-02-27
Fixed
5.25000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
219000.00000000
PA
USD
217905.00000000
0.009335789139
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
AMF MF PORTFOLIO
N/A
AMF MF Portfolio Term Loan
000000000
2975000.00000000
PA
USD
2930375.00000000
0.125547202218
Long
LON
CORP
US
N
2
2028-11-01
Fixed
6.69000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
109000.00000000
PA
USD
117992.50000000
0.005055198825
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAL4
2000000.00000000
PA
USD
2039588.20000000
0.087382874952
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Variable
4.73000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
8100.71000000
0.000347061886
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1344341.52000000
USD
1186145.63000000
EUR
2022-03-17
8100.71000000
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
3596689.00000000
PA
USD
3569713.83000000
0.152938645763
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.36000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.874000 13-JUL-2026
000000000
9703438.00000000
OU
Notional Amount
USD
-159743.94000000
-0.00684397209
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-07-13
80.45000000
USD
0.00000000
USD
9703438.00000000
USD
-159824.39000000
N
N
N
Luxembourg Life Fund
N/A
Luxembourg Life Fund 2021 Term Loan
000000000
2896000.00000000
PA
USD
2885140.00000000
0.123609181422
Long
LON
CORP
LU
N
3
2023-04-01
Floating
9.47000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE.COM INC
000000000
47.00000000
NC
USD
123962.50000000
0.005310973870
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
salesforce.com Inc
salesforce.com Inc
100.00000000
280.00000000
USD
2022-01-21
XXXX
66643.13000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.34.V9)
000000000
20240000.00000000
OU
Notional Amount
USD
291128.05000000
0.012472912908
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V9
2I65BRYM6
Y
sell protection
2025-06-20
0.00000000
USD
-702628.78000000
USD
20240000.00000000
USD
993756.83000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP QUICKEN LOA
000000000
-3566388.75000000
PA
USD
-3566388.75000000
-0.15279618806
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
3566388.75000000
USD
3568195.72000000
USD
CDS
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
42500.00000000
PA
USD
44259.59000000
0.001896230924
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP VERIZON COM
000000000
-271422.50000000
PA
USD
-271422.50000000
-0.01162866032
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
271422.50000000
USD
271732.37000000
USD
CDS
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
127000.00000000
PA
USD
134712.71000000
0.005771549321
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
71000.00000000
PA
USD
73317.44000000
0.003141167756
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAA3
2569000.00000000
PA
USD
2588267.50000000
0.110890156795
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
KME SE
213800C12EAJKHXISN21
KME SE
000000000
2500000.00000000
PA
2723860.33000000
0.116699413442
Long
DBT
CORP
DE
N
2
2023-02-01
Fixed
6.75000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
MAR22 CHTR US C @ 680
000000000
-3200.00000000
NC
USD
-60160.00000000
-0.00257745840
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
Charter Communications Inc
Charter Communications Inc
1.00000000
680.00000000
USD
2022-03-18
XXXX
-25920.00000000
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
000000000
4000000.00000000
PA
USD
4135200.00000000
0.177165990910
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TWILIO INC
000000000
-60.00000000
NC
USD
-149700.00000000
-0.00641365564
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Twilio Inc
Twilio Inc
100.00000000
260.00000000
USD
2022-04-14
XXXX
-32187.22000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TESLA INC
000000000
-27.00000000
NC
USD
-9450.00000000
-0.00040487004
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Tesla Inc
Tesla Inc
100.00000000
1400.00000000
USD
2022-01-21
XXXX
33662.48000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
2000000.00000000
PA
USD
2013541.60000000
0.086266950281
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
3.05000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
263573.00000000
NS
671389.11000000
0.028764586225
Long
EC
CORP
GB
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.35.V1)
000000000
9212877.00000000
OU
Notional Amount
USD
-408495.33000000
-0.01750132518
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S35.V1
2I65BRYO2
Y
sell protection
2025-12-22
0.00000000
USD
-614636.59000000
USD
9212877.00000000
USD
206141.26000000
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
78488CAH3
8808922.50000000
PA
USD
8764877.89000000
0.375517091457
Long
LON
CORP
US
N
2
2028-08-25
Floating
3.50000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAH9
887000.00000000
PA
USD
870610.63000000
0.037299911724
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.13000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2021-B
56847JAE7
540000.00000000
PA
USD
539117.86000000
0.023097637329
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
4.68000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES CHINA LARGE-CAP ETF
000000000
2193.00000000
NC
USD
12061.50000000
0.000516755561
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
44.00000000
USD
2022-02-18
XXXX
-190931.02000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
43000.00000000
PA
USD
44634.00000000
0.001912271918
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
4057000.00000000
PA
USD
4130026.00000000
0.176944319205
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
JINGRUI HOLDINGS LTD
549300RXCFKI6KHCMP52
Jingrui Holdings Ltd
000000000
370000.00000000
PA
USD
204189.13000000
0.008748154756
Long
DBT
CORP
KY
N
2
2022-07-25
Fixed
12.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LBA
05609BAR0
1320000.00000000
PA
USD
1298647.55000000
0.055638464896
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
3.11000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
405000.00000000
PA
USD
418668.75000000
0.017937189001
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BM4
67000.00000000
PA
USD
68482.71000000
0.002934031528
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-NQM1R
64828BAF8
1022000.00000000
PA
USD
1020011.39000000
0.043700746916
Long
ABS-MBS
CORP
US
N
2
2055-07-25
Variable
4.33000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
71000.00000000
PA
USD
67450.00000000
0.002889786730
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
-293.00000000
NC
USD
-22707.50000000
-0.00097286630
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
488.00000000
USD
2022-01-21
XXXX
21846.60000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1920000.00000000
PA
USD
1899648.00000000
0.081387362231
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CH7
200000.00000000
PA
USD
232750.00000000
0.009971799280
Long
DBT
NUSS
ID
N
2
2029-02-11
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.494500 23-JUL-2024
000000000
16157667.00000000
OU
Notional Amount
USD
208057.08000000
0.008913870851
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-23
0.00000000
USD
-105.25000000
USD
16157667.00000000
USD
208162.33000000
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
240000.00000000
PA
USD
188400.00000000
0.008071694884
Long
DBT
CORP
VG
N
2
2023-04-22
Fixed
6.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TAY5
1900000.00000000
PA
USD
1818365.93000000
0.077904962716
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.40000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BARCLAYS PLC
000000000
346.00000000
NC
11708.21000000
0.000501619420
N/A
DE
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Call
Purchased
Barclays PLC
Barclays PLC
1000.00000000
2.05000000
GBP
2022-01-21
XXXX
-10039.81000000
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
62000.00000000
PA
USD
66425.87000000
0.002845909528
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.850000 15-OCT-2051
000000000
1452634.00000000
OU
Notional Amount
USD
-45748.98000000
-0.00196004144
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-10-16
0.00000000
USD
-45.37000000
USD
1452634.00000000
USD
-45703.61000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
1844000.00000000
PA
USD
1916100.40000000
0.082092238839
Long
DBT
NUSS
EG
N
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.590000 14-OCT-2031
000000000
33196629.00000000
OU
Notional Amount
USD
136372.10000000
0.005842643216
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
528.35000000
USD
0.00000000
USD
33196629.00000000
USD
135843.75000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP BROADCOM IN
000000000
-492442.50000000
PA
USD
-492442.50000000
-0.02109790662
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.32000000
2049-12-31
492442.50000000
USD
493042.19000000
USD
CDS
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863116
3188.00000000
NS
USD
6471.64000000
0.000277267003
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Gores Holdings VIII Inc
Gores Holdings VIII Inc
11.50000000
11.50000000
USD
2027-12-31
XXXX
1480.11000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1003000.00000000
PA
USD
1168181.56000000
0.050048859460
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
27000.00000000
PA
USD
28080.00000000
0.001203042422
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
40000.00000000
PA
USD
40400.00000000
0.001730873000
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: LQD US EQUITY
000000000
1400426.06000000
OU
Notional Amount
USD
-7733.44000000
-0.00033132679
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
Y
equity-performance leg
2022-01-21
0.00000000
USD
0.00000000
USD
1400426.06000000
USD
-7733.44000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
-2782.00000000
NC
USD
-87633.00000000
-0.00375449489
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Devon Energy Corp
Devon Energy Corp
100.00000000
50.00000000
USD
2022-01-21
XXXX
183922.38000000
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAE1
400000.00000000
PA
USD
411982.52000000
0.017650728234
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
3.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
171000.00000000
PA
USD
177840.00000000
0.007619268674
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP INDONESIA RRP CSFB OPEN
000000000
-1630925.00000000
PA
USD
-1630925.00000000
-0.06987435764
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1630925.00000000
USD
1633643.21000000
USD
CDS
N
N
N
GENNEIA SA
529900YZ70LX0XWS9P67
Genneia SA
372319AB9
1378110.00000000
PA
USD
1287068.61000000
0.055142383841
Long
DBT
CORP
AR
N
2
2027-09-02
Fixed
8.75000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
2786000.00000000
PA
USD
2979801.13000000
0.127664785237
Long
DBT
CORP
KY
N
2
2030-02-28
Fixed
3.93000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630QAG6
3650000.00000000
PA
USD
3657006.91000000
0.156678577330
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
4.02000000
N
N
N
N
N
N
CAREMAX CORP
N/A
CAREMAX CORP
000000000
60750.00000000
NS
USD
466560.00000000
0.019989012555
Long
EC
CORP
US
Y
2
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP MEXICO CITY
000000000
-201042.43000000
PA
USD
-201042.43000000
-0.00861333945
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
201042.43000000
USD
201079.96000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
261.00000000
NC
USD
28710.00000000
0.001230033758
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Devon Energy Corp
Devon Energy Corp
100.00000000
46.00000000
USD
2022-01-21
XXXX
-21456.41000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.850000 27-MAY-2026
000000000
35500000.00000000
OU
Notional Amount
USD
698227.96000000
0.029914453572
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-27
0.00000000
USD
-292.10000000
USD
35500000.00000000
USD
698520.06000000
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
877000.00000000
PA
USD
885770.00000000
0.037949390541
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702CAA7
250000.00000000
PA
USD
249985.65000000
0.010710232974
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.17000000
N
N
N
N
N
N
HONO Mortgage Trust
N/A
HONO 2021-LULU Mortgage Trust
40390MAN5
1080000.00000000
PA
USD
1077640.42000000
0.046169769988
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.46000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-NQM1R
64828BAE1
1370000.00000000
PA
USD
1368584.93000000
0.058634819420
Long
ABS-MBS
CORP
US
N
2
2055-07-25
Variable
3.53000000
N
N
N
N
N
N
Relativity Space, Inc. SERIES E
N/A
Relativity Space, Inc. SERIES E
000000000
35677.00000000
NS
USD
824138.70000000
0.035308896651
Long
EC
CORP
US
Y
3
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
52000.00000000
PA
USD
55380.00000000
0.002372666999
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.412000 30-NOV-2031
000000000
2669557.00000000
OU
Notional Amount
USD
39617.46000000
0.001697346333
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-28
0.00000000
USD
-42.38000000
USD
2669557.00000000
USD
39659.84000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
98248.36000000
0.004209292913
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2421950.98000000
USD
52267219.00000000
MXN
2022-03-17
98248.36000000
N
N
N
OFFERPAD SOLUTIONS INC
N/A
OFFERPAD SOLUTIONS INC
000000000
202591.00000000
NS
USD
1296582.40000000
0.055549986867
Long
EC
CORP
US
Y
2
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-2 Ltd
86315VAA8
1000000.00000000
PA
USD
1000000.00000000
0.042843391108
Long
ABS-CBDO
CORP
KY
N
3
2029-12-28
Floating
5.93000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP PETROLEOS M
000000000
-954114.03000000
PA
USD
-954114.03000000
-0.04087748054
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.00000000
2049-12-31
954114.03000000
USD
953849.00000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DIAMONDBACK ENERGY INC
000000000
-326.00000000
NC
USD
-4890.00000000
-0.00020950418
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Diamondback Energy Inc
Diamondback Energy Inc
100.00000000
140.00000000
USD
2022-01-21
XXXX
101964.96000000
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
42654.00000000
NS
USD
6425825.10000000
0.275304137952
Long
EC
CORP
US
N
1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
66000.00000000
PA
USD
63715.74000000
0.002729798368
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP MAF SUKUK L RRP BARC OPEN
000000000
-2906843.75000000
PA
USD
-2906843.75000000
-0.12453904367
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
2906843.75000000
USD
2910013.02000000
USD
CDS
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR22
000000000
-36.00000000
NC
USD
95927.71000000
0.004109868397
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNH2 COMDTY
2022-03-22
-7155302.71000000
USD
95927.71000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689NAA0
750000.00000000
PA
USD
751965.23000000
0.032216740448
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
5.51000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
90136.00000000
NS
USD
8847749.76000000
0.379067603395
Long
EC
CORP
US
N
1
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
1200000.00000000
PA
USD
1228500.00000000
0.052633105976
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.13000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
700000.00000000
PA
USD
701260.55000000
0.030044380012
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
Surf Holdings, LLC
N/A
Surf Holdings, LLC USD Term Loan
86875TAB3
525957.82000000
PA
USD
521282.05000000
0.022333490745
Long
LON
CORP
US
N
2
2027-03-05
Floating
3.69000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
244000.00000000
PA
USD
239902.43000000
0.010278233636
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2020-1 LLC
00140WBC3
500000.00000000
PA
USD
493316.30000000
0.021135343180
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.42000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-2
70018QAG0
1000000.00000000
PA
USD
999986.00000000
0.042842791300
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.50000000
N
N
N
N
N
N
SINIC HOLDINGS GROUP CO
300300N5XRCGHA7P7B13
Sinic Holdings Group Co Ltd
000000000
1100000.00000000
PA
USD
43890.00000000
0.001880396435
Long
DBT
CORP
KY
N
2
2022-01-24
Fixed
8.50000000
Y
Y
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-RPL2
64830HAG9
9329000.00000000
PA
USD
9220348.87000000
0.395031012791
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.99000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAQ8
2350000.00000000
PA
USD
2335521.89000000
0.100061677775
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.25000000
N
N
N
N
N
N
Cruise, Series G
N/A
Cruise, Series G
000000000
71581.00000000
NS
USD
1761608.41000000
0.075473278089
Long
EP
CORP
US
Y
3
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1606000.00000000
PA
USD
2360318.13000000
0.101124032783
Long
DBT
NUSS
QA
N
2
2040-01-20
Fixed
6.40000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
14980.00000000
NS
USD
1060284.40000000
0.045426179235
Long
EC
CORP
US
N
1
N
N
N
VOLOCOPTER GMBH
N/A
VOLOCOPTER GMBH
000000000
780.00000000
NS
4582863.76000000
0.196345424465
Long
EC
CORP
DE
Y
3
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP PANAMA
000000000
-1546606.25000000
PA
USD
-1546606.25000000
-0.06626185645
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1546606.25000000
USD
1547164.75000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALCOA CORP
000000000
-378.00000000
NC
USD
-2457.00000000
-0.00010526621
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alcoa Corp
Alcoa Corp
100.00000000
40.00000000
USD
2022-01-21
XXXX
67353.33000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
200000.00000000
PA
USD
209287.50000000
0.008966586216
Long
DBT
CORP
BR
N
2
2024-03-20
Fixed
4.75000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
200000.00000000
PA
USD
205500.00000000
0.008804316872
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
VALCOUR PACKAGING LLC
N/A
Valcour Packaging LLC 2021 1st Lien Term Loan
91889CAB4
858000.00000000
PA
USD
856927.50000000
0.036713680033
Long
LON
CORP
US
N
3
2028-10-04
Floating
4.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2140000.00000000
PA
USD
2072188.75000000
0.088779593066
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
1907.00000000
NS
USD
2626682.73000000
0.112535995518
Long
EC
CORP
CA
N
1
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
1652000.00000000
PA
USD
1696913.75000000
0.072701539468
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAP/CDSWAP/SCDS: (FUNOTR)
000000000
2964000.00000000
OU
Notional Amount
USD
-192611.67000000
-0.00825213710
N/A
DCR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Fideicomiso Fibra UNO Banco Actinver SA Institucion de Banca Multiple Grupo Financiero Actinver
Fideicomiso Fibra UNO Banco Actinver SA Institucion de Banca Multiple Grupo Financiero Actinver
Y
sell protection
2026-06-23
0.00000000
USD
-295812.24000000
USD
2964000.00000000
USD
103200.57000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
-95.00000000
NC
USD
-1282.50000000
-0.00005494664
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Devon Energy Corp
Devon Energy Corp
100.00000000
35.00000000
USD
2022-01-21
XXXX
13231.39000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CALPINE COR
000000000
-3542953.75000000
PA
USD
-3542953.75000000
-0.15179215318
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
3542953.75000000
USD
3544748.85000000
USD
CDS
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDY2
4560000.00000000
PA
USD
4985816.45000000
0.213609284161
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
6.05000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
79000.00000000
PA
USD
81322.60000000
0.003484135957
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
65108.00000000
NS
11276886.62000000
0.483140063943
Long
EC
CORP
DE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
OVINTIV INC
000000000
-817.00000000
NC
USD
-4085.00000000
-0.00017501525
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Ovintiv Inc
Ovintiv Inc
100.00000000
50.00000000
USD
2022-01-21
XXXX
60276.00000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
2423000.00000000
PA
USD
2386655.00000000
0.102252393605
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Jeld-Wen Inc.
549300XWE6NM0N1HFW16
Jeld-Wen Inc. 2021 Term Loan B
47579SAU4
4893735.00000000
PA
USD
4887617.83000000
0.209402122278
Long
LON
CORP
US
N
2
2028-07-28
Floating
2.35000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
8471103.35000000
PA
USD
8387747.69000000
0.359359554799
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAQ9
2320000.00000000
PA
USD
2263308.48000000
0.096967810407
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
3.11000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
64000.00000000
PA
USD
65280.00000000
0.002796816571
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITEDHEALTH GROUP INC
000000000
-30.00000000
NC
USD
-12225.00000000
-0.00052376045
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
430.00000000
USD
2022-03-18
XXXX
14408.22000000
N
N
N
Breeze Aviation Group, Inc. SERIES B
N/A
Breeze Aviation Group, Inc. SERIES B
000000000
5637.00000000
NS
USD
2865117.99000000
0.122751370616
Long
EC
CORP
US
Y
3
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
750000.00000000
PA
USD
112406.25000000
0.004815864931
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
11.50000000
Y
N
N
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012EAA9
1480000.00000000
PA
USD
1484813.55000000
0.063614447645
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.45000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
67000.00000000
PA
USD
66046.59000000
0.002829659886
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-G
009703AC3
1302159.50000000
PA
USD
1202283.87000000
0.051509918065
Long
ABS-MBS
CORP
US
N
3
2061-06-25
None
0.00000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
1439000.00000000
PA
USD
1406622.50000000
0.060264477909
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
Genius Sports Ltd
N/A
Genius Sports Ltd
000000000
42127.00000000
NS
USD
92258.13000000
0.003952651146
N/A
DE
GG
N
1
N/A
N/A
Call
Purchased
Genius Sports Ltd
Genius Sports Ltd
11.50000000
11.50000000
USD
2028-12-31
XXXX
-7862.66000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
297000.00000000
PA
USD
287135.67000000
0.012301865810
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
NU Holdings Ltd/Cayman Islands
5493002DG1RHWK9W2X27
NU Holdings Ltd/Cayman Islands
000000000
141621.00000000
NS
USD
1328404.98000000
0.056913374108
Long
EC
CORP
KY
N
1
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
2800000.00000000
PA
USD
2660280.00000000
0.113975416497
Long
DBT
CORP
VG
N
2
2027-01-27
Fixed
5.05000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
179000.00000000
PA
USD
168886.50000000
0.007235670372
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Liberty Media Acquisition Corp
N/A
Liberty Media Acquisition Corp
53073L203
279322.00000000
NS
USD
2963606.42000000
0.126970948942
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DX0
1254000.00000000
PA
USD
964247.63000000
0.041311638337
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.88000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
1002000.00000000
PA
USD
1015376.70000000
0.043502181080
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.13000000
N
N
N
N
N
N
CROWN PROPTECH ACQUISITIONS
N/A
CROWN PROPTECH ACQUISITIONS
000000000
51000.00000000
NS
USD
122910.00000000
0.005265881201
Long
EC
CORP
US
N
3
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
5768.00000000
NS
USD
1481914.56000000
0.063490245083
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR22
000000000
-61.00000000
NC
783326.73000000
0.033560373458
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Future
UBH2 COMDTY
2022-03-08
-13299174.25000000
EUR
783326.73000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.172500 04-FEB-2031
000000000
5186749.00000000
OU
Notional Amount
USD
147242.51000000
0.006308368443
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-04
0.00000000
USD
-76.70000000
USD
5186749.00000000
USD
147319.21000000
N
N
N
Crown City CLO I
549300K60T4GC7BSX929
Crown City CLO I
22823TAE5
625000.00000000
PA
USD
624964.81000000
0.026775611783
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.13000000
N
N
N
N
N
N
CHAMPION PATH HOLDINGS
549300QWJFPV5413KI88
Champion Path Holdings Ltd
000000000
390000.00000000
PA
USD
371304.38000000
0.015907938772
Long
DBT
CORP
VG
N
2
2028-01-27
Fixed
4.85000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAL0
2498532.90000000
PA
USD
2453794.92000000
0.105128895456
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
3.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN MAR22P 129.5
000000000
465.00000000
NC
USD
254296.88000000
0.010894940687
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
465.00000000
NC
N/A
254296.88000000
0.01000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYH2 Comdty
2022-03-22
465.00000000
USD
1000.00000000
129.50000000
USD
2022-02-18
XXXX
-30702.62000000
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP ROYALTY PHA
000000000
-223543.75000000
PA
USD
-223543.75000000
-0.00957737231
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
223543.75000000
USD
223756.43000000
USD
CDS
N
N
N
Banc of America Merrill Lynch Large Loan Inc
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAN6
3000000.00000000
PA
USD
2991206.40000000
0.128153425680
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.60000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2020-A
76042EAD1
5110000.00000000
PA
USD
5350350.38000000
0.229227153896
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
7.00000000
N
N
N
N
N
N
J.P. Morgan Securities Plc
K6Q0W1PS1L1O4IQL9C32
@JAN22 DAB C @ 104.000000
000000000
-65.00000000
NC
-888.03000000
-0.00003804621
N/A
DE
DE
N
1
J.P. Morgan Securities Plc
K6Q0W1PS1L1O4IQL9C32
Call
Written
Daimler AG
Daimler AG
100.00000000
104.00000000
EUR
2022-01-21
XXXX
2885.22000000
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
205000.00000000
PA
USD
236603.45000000
0.010136894145
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
650961.00000000
NS
3316827.09000000
0.142104120255
Long
EC
CORP
JE
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
319000.00000000
PA
USD
436640.58000000
0.018707163142
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467CAE7
1300000.00000000
PA
USD
1287406.25000000
0.055156849483
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
6.52000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-137365.87000000
-0.00588521969
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8227396.00000000
AUD
5849537.04000000
USD
2022-03-17
-137365.87000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
900000.00000000
PA
USD
451856.25000000
0.019359054043
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
860000.00000000
PA
USD
489125.00000000
0.020955773675
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
218000.00000000
PA
USD
183051.88000000
0.007842563287
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
REGIONAL MGMT ISSUANCE
N/A
REGIONAL MGMT ISSUANCE
75907WAA3
4780000.00000000
PA
USD
4744150.00000000
0.203255473926
Long
ABS-O
CORP
US
N
3
2033-10-17
Fixed
3.88000000
N
N
N
N
N
N
MCM TR 2021 VFN1
N/A
MCM TR 2021 VFN1
55293CAA1
2352361.00000000
PA
USD
2352361.00000000
0.100783122350
Long
DBT
CORP
US
N
3
2059-01-01
Variable
1.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.570700 27-AUG-2024
000000000
8111324.00000000
OU
Notional Amount
USD
98259.20000000
0.004209757335
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-54.79000000
USD
8111324.00000000
USD
98313.99000000
N
N
N
CARESYNTAX INC C 2
N/A
CARESYNTAX INC C 2
000000000
7084.00000000
NS
USD
1062104.12000000
0.045504142210
Long
EC
CORP
US
N
3
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
105000.00000000
PA
USD
112612.50000000
0.004824701381
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
415000.00000000
PA
USD
441404.38000000
0.018911260489
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
3048000.00000000
PA
USD
2689860.00000000
0.115242724006
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
1215000.00000000
PA
USD
1221075.00000000
0.052314993797
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
64000.00000000
PA
USD
74240.00000000
0.003180693355
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
5.90000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP MGM GROWTH RRP BNPNR OPEN
000000000
-3932775.00000000
PA
USD
-3932775.00000000
-0.16849341746
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.59000000
2049-12-31
3932775.00000000
USD
3943409.88000000
USD
CDS
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
1324000.00000000
PA
USD
1469474.50000000
0.062957270727
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
Regatta XVII Funding Ltd
N/A
Regatta XVII Funding Ltd
75888BAG9
750000.00000000
PA
USD
759781.88000000
0.032551632241
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
4.27000000
N
N
N
N
N
N
Twin River Worldwide Holdings, Inc.
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc. 2021 Term Loan B
05875CAB0
9266000.00000000
PA
USD
9262108.28000000
0.396820127526
Long
LON
CORP
US
N
2
2028-10-02
Floating
3.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.705000 30-NOV-2051
000000000
977584.00000000
OU
Notional Amount
USD
5451.92000000
0.000233578740
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-11-30
0.00000000
USD
-30.11000000
USD
977584.00000000
USD
5482.03000000
N
N
N
Mirion Technologies
N/A
Mirion Technologies
000000000
477390.00000000
NS
USD
4998273.30000000
0.214142977857
Long
EC
CORP
US
Y
2
N
N
N
Vita Global FinCo Limited
N/A
Vita Global FinCo Limited GBP Incremental Term Loan
000000000
3027552.00000000
PA
4087698.02000000
0.175130845003
Long
LON
CORP
JE
N
3
2027-06-07
None
0.00000000
N
N
N
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
11806.00000000
NS
USD
1259109.90000000
0.053944537893
Long
EC
CORP
US
N
1
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
1200000.00000000
PA
USD
1023000.00000000
0.043828789103
Long
DBT
CORP
KY
N
2
2024-08-10
Fixed
6.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
252000.00000000
PA
USD
238697.84000000
0.010226624915
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.161500 18-JUN-2031
000000000
12910000.00000000
OU
Notional Amount
USD
-214157.93000000
-0.00917525195
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-18
0.00000000
USD
-120.13000000
USD
12910000.00000000
USD
-214037.80000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
3958000.00000000
PA
USD
3857318.38000000
0.165260599983
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP EGYPT ARAB
000000000
-786625.00000000
PA
USD
-786625.00000000
-0.03370168253
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
786625.00000000
USD
787477.18000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP BAHRAIN (KI RRP BARC OPEN
000000000
-1747812.50000000
PA
USD
-1747812.50000000
-0.07488221452
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1747812.50000000
USD
1750099.22000000
USD
CDS
N
N
N
BCP MODULAR SERVICES
213800227GGD6UI7PI97
BCP V Modular Services Finance II PLC
000000000
2355000.00000000
PA
3171672.09000000
0.135885187818
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
6.13000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2021 Term Loan B
78466YAN8
6924645.00000000
PA
USD
6902555.38000000
0.295728879791
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.25000000
N
N
N
N
N
N
Petco Health & Wellness Co Inc
N/A
Petco Health & Wellness Co Inc
71601V105
19461.00000000
NS
USD
385133.19000000
0.016500411887
Long
EC
CORP
US
N
1
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
05462GAJ3
1271000.00000000
PA
USD
1306588.00000000
0.055978660701
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HOME DEPOT INC/THE
000000000
-63.00000000
NC
USD
-24097.50000000
-0.00103241861
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
440.00000000
USD
2022-02-18
XXXX
-151.83000000
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
1200000.00000000
PA
USD
1271475.00000000
0.054474300709
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AC3
340000.00000000
PA
USD
341248.65000000
0.014620249377
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
3.85000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
TRS: Blackrock Capital Allocation Trust - CFD CITI
000000000
764722.00000000
OU
Notional Amount
USD
5485004.94000000
0.234996211875
N/A
DE
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Blackrock Capital Allocation Trust - CFD CITI
BCAT_CG
LEONARDO SPA
764722.00000000
USD
5485004.94000000
USD
Y
Multi - See Part E
Multi - See Part E
2023-02-24
0.00000000
USD
0.00000000
USD
764722.00000000
USD
62532.77000000
N
N
N
KraneShares CSI China Internet ETF
549300URDNVSGEWBN526
KraneShares CSI China Internet ETF
500767306
40520.00000000
NS
USD
1478574.80000000
0.063347158439
Long
EC
RF
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AN2
1000000.00000000
PA
USD
1010936.40000000
0.043311943570
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
4.97000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
153000.00000000
PA
USD
156060.00000000
0.006686139616
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.88000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP BANK OF AME
000000000
-288772.50000000
PA
USD
-288772.50000000
-0.01237199315
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
288772.50000000
USD
289102.18000000
USD
CDS
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
195094.00000000
NS
USD
14883721.26000000
0.637669091088
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-20946.85000000
-0.00089743408
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1085881.53000000
USD
934822.69000000
EUR
2022-02-03
-20946.85000000
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2021 Term Loan D
389376AZ7
5942000.00000000
PA
USD
5907833.50000000
0.253111621242
Long
LON
CORP
US
N
2
2028-12-01
Floating
3.10000000
N
N
N
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
2000.00000000
NS
USD
526680.00000000
0.022564757228
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
76691.00000000
NS
5394947.62000000
0.231137850892
Long
EC
CORP
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CF INDUSTRIES HOLDINGS INC
000000000
128.00000000
NC
USD
80640.00000000
0.003454891058
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CF Industries Holdings Inc
CF Industries Holdings Inc
100.00000000
65.00000000
USD
2022-01-21
XXXX
46615.23000000
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
24000.00000000
PA
USD
24390.00000000
0.001044950309
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP THETA CAPIT RRP BARC OPEN
000000000
-1458000.00000000
PA
USD
-1458000.00000000
-0.06246566423
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1458000.00000000
USD
1459907.55000000
USD
CDS
N
N
N
CIFC Funding Ltd
254900SVOWCOSOG16T40
CIFC Funding 2019-III Ltd
12554VAU0
1000000.00000000
PA
USD
999997.90000000
0.042843301137
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
3.17000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.165000 14-OCT-2026
000000000
8887047.00000000
OU
Notional Amount
USD
57675.47000000
0.002471012718
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-10-14
0.00000000
USD
-78.79000000
USD
8887047.00000000
USD
57754.26000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CJ3
1466000.00000000
PA
USD
1920460.00000000
0.082279018887
Long
DBT
NUSS
ID
N
2
2049-02-11
Fixed
5.35000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018YAA5
1000000.00000000
PA
USD
980526.20000000
0.042009067478
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.82000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-279.00000000
NC
USD
-10183.50000000
-0.00043629567
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Apple Inc
Apple Inc
100.00000000
195.00000000
USD
2022-01-21
XXXX
54681.02000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
95914.00000000
NS
USD
17031448.98000000
0.729685029790
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
22122.49000000
0.000947802491
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3415959.24000000
USD
19495221.00000000
BRL
2022-03-17
22122.49000000
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828M2B6
1500000.00000000
PA
USD
1530000.00000000
0.065550388395
Long
DBT
CORP
IN
N
2
2023-09-02
Fixed
4.40000000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
740000.00000000
PA
USD
155168.75000000
0.006647955444
Long
DBT
CORP
KY
N
2
2022-01-23
Fixed
8.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COMCAST CORP
000000000
-388.00000000
NC
USD
-38024.00000000
-0.00162907710
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Comcast Corp
Comcast Corp
100.00000000
50.00000000
USD
2022-01-21
XXXX
4344.30000000
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
2000000.00000000
PA
USD
1615000.00000000
0.069192076639
Long
DBT
CORP
KY
N
2
2025-05-02
Fixed
7.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
4000000.00000000
PA
USD
3720000.00000000
0.159377414922
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
WESTERN ALLIANCE BK PHOENIX AZ
N/A
WESTERN ALLIANCE BK PHOENIX AZ
95763PEH0
12230000.00000000
PA
USD
12222868.20000000
0.523669122757
Long
ABS-MBS
CORP
US
N
2
2024-12-30
Variable
5.65000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO II-2 LTD
87249TAJ3
250000.00000000
PA
USD
250004.10000000
0.010711023434
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
3.08000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
65040.00000000
NS
USD
1732015.20000000
0.074205404619
Long
EC
CORP
GB
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
202000.00000000
PA
USD
244314.49000000
0.010467261248
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
1864000.00000000
PA
USD
1701249.50000000
0.072887297701
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
N
N
N
N
N
N
Flexera Software LLC
FHBIRN3K4PSRU4ZOQQ49
Flexera Software LLC 2021 Term Loan B
33937KAV6
255717.00000000
PA
USD
255681.20000000
0.010954249650
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C3
90349DAU6
2400000.00000000
PA
USD
2431670.64000000
0.104181016275
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
5.05000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2409.00000000
NS
USD
792585.09000000
0.033957032997
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP UKRAINE (GO RRP BARC OPEN
000000000
-2087371.37000000
PA
USD
-2087371.37000000
-0.08943006799
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
2087371.37000000
USD
2090102.35000000
USD
CDS
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
389000.00000000
PA
USD
405532.50000000
0.017374387504
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
WANDA GROUP OVERSEAS
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd
000000000
1500000.00000000
PA
USD
1402500.00000000
0.060087856029
Long
DBT
CORP
HK
N
2
2022-07-24
Fixed
7.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO 34 Ltd
64132PAA9
500000.00000000
PA
USD
503687.15000000
0.021579665563
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
7.93000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2019-4 Ltd
33834WAG7
1950000.00000000
PA
USD
1950767.91000000
0.083577512529
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
3.78000000
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001RAE8
2500000.00000000
PA
USD
2510750.50000000
0.107569065646
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.93000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
85000.00000000
PA
USD
89451.88000000
0.003832421880
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.38000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
1173.00000000
NS
USD
470513.76000000
0.020158405041
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-31577.49000000
-0.00135288675
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1472237.36000000
USD
1265000.00000000
EUR
2022-01-20
-31577.49000000
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
400000.00000000
PA
USD
59825.00000000
0.002563105873
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
10.50000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION MAR23 0.8 CALL
000000000
124707682.00000000
OU
Notional Amount
USD
102545.88000000
0.004393413243
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
124707682.00000000
OU
Notional Amount
N/A
102545.88000000
0.00000000
DIR
US
N/A
N/A
2024-03-20
0.00000000
N/A
0.00000000
N/A
124707682.00000000
USD
1.00000000
0.80000000
USD
2023-03-16
XXXX
-294024.55000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
885000.00000000
PA
USD
568612.50000000
0.024361287726
Long
DBT
CORP
KY
N
2
2026-01-07
Fixed
6.63000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
5007.00000000
NS
USD
3162020.64000000
0.135471686971
Long
EC
CORP
US
N
1
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
800000.00000000
PA
USD
846650.00000000
0.036273357081
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR22
000000000
-693.00000000
NC
USD
-2252484.30000000
-0.09650406583
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESH2 INDEX
2022-03-18
-162629540.70000000
USD
-2252484.30000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP REDSUN PROP
000000000
-991500.00000000
PA
USD
-991500.00000000
-0.04247922228
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
991500.00000000
USD
992565.86000000
USD
CDS
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
1668000.00000000
PA
USD
1860132.75000000
0.079694394921
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
725000.00000000
PA
USD
731706.25000000
0.031348777045
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
-518.00000000
NC
USD
-518.00000000
-0.00002219287
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
490.00000000
USD
2021-12-31
XXXX
80692.92000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VTR COMUNIC
000000000
-1186753.76000000
PA
USD
-1186753.76000000
-0.05084455548
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.42000000
2049-12-31
1186753.76000000
USD
1187072.21000000
USD
CDS
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
104063.00000000
PA
USD
104160.56000000
0.004462591610
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
90000.00000000
PA
USD
90900.00000000
0.003894464251
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
INDIA GREEN ENERGY HLDNG
2549005BFUXXT5HWAG36
India Green Energy Holdings
45410FAA3
1402000.00000000
PA
USD
1447565.00000000
0.062018593449
Long
DBT
CORP
MU
N
2
2024-04-29
Fixed
5.38000000
N
N
N
N
N
N
10X FUTURE TECHNOLOGIES HOLDINGS LIMITED
N/A
10X FUTURE TECHNOLOGIES HOLDINGS LIMITED
000000000
114500.00000000
NS
3580071.95000000
0.153382422749
Long
EC
CORP
GB
Y
3
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
TRSWAP: IBXXLLTR INDEX
000000000
26618061.00000000
OU
Notional Amount
USD
78436.36000000
0.003360479648
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit iBoxx USD Liquid Leveraged Loans Total Return Index
IBXXLLTR Index
Y
equity-performance leg
2022-03-21
0.00000000
USD
-7955.84000000
USD
26618061.00000000
USD
86392.20000000
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
105000.00000000
PA
USD
108882.90000000
0.004664912669
Long
DBT
US
N
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJN0
277000.00000000
PA
USD
305657.30000000
0.013095395248
Long
DBT
CORP
US
N
2
2052-03-13
Fixed
3.48000000
N
N
N
N
N
N
CINEMARK HOLDINGS INC
549300LL2QMPTYIE0K55
Cinemark Holdings Inc
17243VAB8
4035000.00000000
PA
USD
5765006.25000000
0.246992417510
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.50000000
N
N
N
N
Y
Cinemark Holdings Inc
Cinemark Holdings Inc
USD
XXXX
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
700000.00000000
PA
USD
475781.25000000
0.020384082175
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
LIGHTNING EMOTORS WARRANTS
N/A
LIGHTNING EMOTORS WARRANTS
000000000
82174.00000000
NS
USD
169149.43000000
0.007246935185
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Lightning eMotors Inc
Lightning eMotors Inc
1.00000000
11.50000000
USD
2025-12-15
XXXX
169149.43000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP YANGO JUSTI RRP BARC OPEN
000000000
-1540000.00000000
PA
USD
-1540000.00000000
-0.06597882230
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1540000.00000000
USD
1542014.83000000
USD
CDS
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
115000.00000000
PA
USD
132216.65000000
0.005664609646
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
280000.00000000
PA
USD
73465.00000000
0.003147489727
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
N
Y
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
-29.00000000
NC
-13651.92000000
-0.00058489454
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Put
Written
Pandora A/S
Pandora A/S
100.00000000
835.50000000
DKK
2022-01-21
XXXX
-9249.13000000
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP ZHENRO PROP
000000000
-656006.25000000
PA
USD
-656006.25000000
-0.02810553233
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
656006.25000000
USD
656711.46000000
USD
CDS
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAQ7
1790000.00000000
PA
USD
1786517.91000000
0.076540485540
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
3.46000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
96512.00000000
NS
USD
11611358.72000000
0.497469982939
Long
EC
CORP
TW
N
1
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAC2
876000.00000000
PA
USD
824151.75000000
0.035309455757
Long
DBT
CORP
LU
N
2
2026-06-30
Fixed
8.00000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
1948000.00000000
PA
USD
2066462.75000000
0.088534271808
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
30Y RTR 1.550000 06-JUL-2022
000000000
2043564.00000000
OU
Notional Amount
USD
63877.05000000
0.002736709435
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2043564.00000000
OU
Notional Amount
N/A
63877.05000000
0.00000000
DIR
US
N/A
N/A
2052-07-06
0.00000000
N/A
0.00000000
N/A
2043564.00000000
USD
1.00000000
0.01550000
USD
2022-07-06
XXXX
8103.64000000
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
1428000.00000000
PA
USD
1454150.25000000
0.062300727890
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
91000.00000000
PA
USD
92678.95000000
0.003970680502
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
40571.00000000
NS
USD
4206806.99000000
0.180233877189
Long
EC
CORP
US
N
1
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAF2
2647000.00000000
PA
USD
3070189.13000000
0.131537313672
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP GILEAD SCIE
000000000
-230312.50000000
PA
USD
-230312.50000000
-0.00986736851
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
230312.50000000
USD
230575.44000000
USD
CDS
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
1275000.00000000
PA
USD
1282968.75000000
0.054966731935
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.13000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
128000.00000000
PA
USD
135680.00000000
0.005812991305
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
251000.00000000
PA
USD
262028.31000000
0.011226181366
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP EQUATE PETR RRP BNPNR OPEN
000000000
-822278.75000000
PA
USD
-822278.75000000
-0.03522921008
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
2049-12-31
822278.75000000
USD
823308.43000000
USD
CDS
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCC7
74000.00000000
PA
USD
76960.00000000
0.003297227379
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
9565.00000000
NS
USD
569882.70000000
0.024415707401
Long
EC
CORP
US
N
1
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP PANAMA REPU
000000000
-1791000.00000000
PA
USD
-1791000.00000000
-0.07673251347
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1791000.00000000
USD
1791646.75000000
USD
CDS
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
7001.00000000
NS
USD
9440148.40000000
0.404447970021
Long
EC
CORP
US
N
1
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1111000.00000000
PA
USD
1374862.50000000
0.058903771807
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITEDHEALTH GROUP INC
000000000
-30.00000000
NC
USD
-29025.00000000
-0.00124352942
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
530.00000000
USD
2022-03-18
XXXX
-13189.63000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
374000.00000000
PA
USD
398310.00000000
0.017064951112
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
314982.00000000
NS
USD
6917004.72000000
0.296347938516
Long
EC
CORP
US
N
1
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
132000.00000000
PA
USD
134771.34000000
0.005774061229
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.88000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2020-3 Ltd
13876TAA8
250000.00000000
PA
USD
250749.33000000
0.010742951615
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
7.37000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
23000.00000000
PA
USD
23575.00000000
0.001010032945
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
3885000.00000000
PA
5462310.06000000
0.234023886255
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
Opendoor GP II LLC
N/A
Opendoor GP II LLC Mezzanine Term Loan
000000000
4442174.00000000
PA
USD
4442174.00000000
0.190317798052
Long
LON
CORP
US
N
3
2026-01-23
Fixed
10.00000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2020-2
58551VAG7
1370000.00000000
PA
USD
1364528.49000000
0.058461027775
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Floating
4.85000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP KWG GROUP H
000000000
-554435.00000000
PA
USD
-554435.00000000
-0.02375387554
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
554435.00000000
USD
554670.63000000
USD
CDS
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.625000 25-JAN-2051
000000000
5110029.00000000
OU
Notional Amount
USD
103482.83000000
0.004433555358
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-01-25
0.00000000
USD
-155.50000000
USD
5110029.00000000
USD
103638.33000000
N
N
N
CNTL AMR BOTTLING CORP
549300DT8SH0CF6BTT37
Central American Bottling Corp
15238XAB5
2008000.00000000
PA
USD
2058576.50000000
0.088196398115
Long
DBT
CORP
VG
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DICK'S SPORTING GOODS INC
000000000
-64.00000000
NC
USD
-14400.00000000
-0.00061694483
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
100.00000000
110.00000000
USD
2022-01-21
XXXX
4081.48000000
N
N
N
ARES CLO Ltd
N/A
Ares LV CLO Ltd
04018DAE3
5400000.00000000
PA
USD
5341089.24000000
0.228830375253
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.47000000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
11323.00000000
NS
USD
2400815.69000000
0.102859085585
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
1416000.00000000
PA
USD
1496535.00000000
0.064116634312
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP MEXICO
000000000
-190419.90000000
PA
USD
-190419.90000000
-0.00815823425
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
2049-12-31
190419.90000000
USD
190456.71000000
USD
CDS
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
1116000.00000000
PA
USD
1134865.98000000
0.048621507036
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.09000000
N
N
N
N
N
N
Signal Parent, Inc
N/A
Signal Parent, Inc Term Loan B
82666KAB4
4776000.00000000
PA
USD
4632720.00000000
0.198481434854
Long
LON
CORP
US
N
2
2028-04-03
Floating
4.25000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2020-3
35564CHL4
8000000.00000000
PA
USD
8184051.20000000
0.350632506411
Long
ABS-MBS
USGSE
US
N
2
2060-04-26
Variable
4.75000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP BIOCEANICO RRP CSFB OPEN
000000000
-1710593.75000000
PA
USD
-1710593.75000000
-0.07328763705
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
2049-12-31
1710593.75000000
USD
1713537.40000000
USD
CDS
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAF7
176000.00000000
PA
USD
186213.28000000
0.007978008384
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.63000000
N
N
N
N
N
N
LMIRT CAPITAL PTE LTD
5493009IDXHZSVD2BI70
LMIRT Capital Pte Ltd
000000000
2000000.00000000
PA
USD
2050000.00000000
0.087828951771
Long
DBT
SG
N
2
2024-06-19
Fixed
7.25000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
271000.00000000
PA
USD
275742.50000000
0.011813743772
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (ITRAXX.XO.35.V1)
000000000
4639000.00000000
OU
Notional Amount
-637663.07000000
-0.02731964830
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S35.V1
2I667KJN9
Y
sell protection
2026-06-23
0.00000000
EUR
-513220.49000000
EUR
4639000.00000000
EUR
-17178.76000000
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
81000.00000000
PA
USD
82178.55000000
0.003520807758
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.972500 28-MAY-2051
000000000
717622.00000000
OU
Notional Amount
USD
-41658.38000000
-0.00178478626
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-05-30
0.00000000
USD
-22.34000000
USD
717622.00000000
USD
-41636.04000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR22
000000000
10.00000000
NC
USD
-6507.70000000
-0.00027881193
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE US MSCI Emerging Markets EM Index Futures
MESH2 INDEX
2022-03-18
619657.70000000
USD
-6507.70000000
N
N
N
Octagon Investment Partners 54 Ltd
N/A
Octagon 54 Ltd
67577FAJ7
250000.00000000
PA
USD
250099.40000000
0.010715106410
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.18000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
200000.00000000
PA
USD
212437.50000000
0.009101542898
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
72000.00000000
PA
USD
76320.00000000
0.003269807609
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SLST RRP BNPNR OPEN
000000000
-6720000.00000000
PA
USD
-6720000.00000000
-0.28790758824
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.00000000
2049-12-31
6720000.00000000
USD
6754346.67000000
USD
ACMO
N
N
N
Informatica Inc
N/A
Informatica Inc
45674M101
27147.00000000
NS
USD
1003896.06000000
0.043010311530
Long
EC
CORP
US
N
1
N
N
N
BCP V MODULAR SERVICES
213800K8U94KVZL98H64
BCP V Modular Services Finance PLC
000000000
3137000.00000000
PA
3513436.86000000
0.150527549527
Long
DBT
CORP
GB
N
2
2029-11-30
Fixed
6.75000000
N
N
N
N
N
N
BERKSHIRE GREY INC LEGENDED
N/A
BERKSHIRE GREY INC LEGENDED
000000000
49000.00000000
NS
USD
269500.00000000
0.011546293903
Long
EC
CORP
US
N
2
N
N
N
TICP CLO Ltd
N/A
TICP CLO XI Ltd
87249QAG5
250000.00000000
PA
USD
250019.20000000
0.010711670370
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
3.18000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
90000.00000000
PA
USD
93712.50000000
0.004014961289
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
1590000.00000000
PA
USD
1665326.25000000
0.071348223851
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AQ5
1700000.00000000
PA
USD
1733928.43000000
0.074287373880
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.27000000
N
N
N
N
N
N
AVIANCA MIDCO 2 LTD
N/A
Avianca Midco 2 Ltd
05368PAA7
1111936.00000000
PA
USD
1111907.95000000
0.047637907178
Long
DBT
CORP
GB
N
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
Regatta XX Funding Ltd
N/A
REGATTA XX FUNDING LTD
75884YAG3
1500000.00000000
PA
USD
1499853.90000000
0.064258827242
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
3.18000000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
665437.00000000
NS
USD
14706157.70000000
0.630061666040
Long
EC
RF
US
N
1
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
920000.00000000
PA
USD
885385.00000000
0.037932895836
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.835000 08-NOV-2051
000000000
2451700.00000000
OU
Notional Amount
USD
65749.62000000
0.002816936684
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-11-08
76.70000000
USD
0.00000000
USD
2451700.00000000
USD
65672.92000000
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
788200.00000000
NS
7955176.94000000
0.340826756975
Long
EC
CORP
HK
N
2
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XX Ltd
08182KAE8
250000.00000000
PA
USD
249986.05000000
0.010710250111
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.89000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
8502.00000000
NS
USD
5543048.94000000
0.237483013668
Long
EC
CORP
US
N
1
N
N
N
Post CLO LTD
N/A
Post CLO 2021-1 LTD
73742GAA2
750000.00000000
PA
USD
749772.90000000
0.032122813597
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.58000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
059593AE3
691000.00000000
PA
USD
685947.06000000
0.029388298171
Long
DBT
CORP
CO
N
2
2031-04-16
Fixed
7.50000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP FORD MOTOR
000000000
-1415362.50000000
PA
USD
-1415362.50000000
-0.06063892914
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.38000000
2049-12-31
1415362.50000000
USD
1415721.06000000
USD
CDS
N
N
N
SCIH Salt Holdings Inc.
N/A
SCIH Salt Holdings Inc. 2021 Incremental Term Loan B
78397GAF8
6644291.78000000
PA
USD
6572334.10000000
0.281581080340
Long
LON
CORP
US
N
2
2027-03-16
Floating
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
316000.00000000
PA
USD
380093.23000000
0.016284482910
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
JD Health International Inc
254900OM3MAXYK8PCC84
JD Health International Inc
000000000
413500.00000000
NS
3261867.85000000
0.139749480040
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-363.00000000
-0.00001555215
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
255754.00000000
DKK
38850.45000000
USD
2022-03-17
-363.00000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
39000.00000000
PA
USD
40560.00000000
0.001737727943
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
000000000
1812000.00000000
PA
USD
1855035.00000000
0.079475990024
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
13717.76000000
0.000587715356
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1556197.80000000
USD
1376878.39000000
EUR
2022-03-17
13717.76000000
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
125400.00000000
NS
7317228.27000000
0.313494872599
Long
EC
CORP
KY
N
2
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-PALM
85237AAN3
1220000.00000000
PA
USD
1220340.99000000
0.052283546319
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
3.73000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
14022.00000000
NS
USD
547979.76000000
0.023477311177
Long
EC
CORP
US
N
1
N
N
N
SALT PAY CO LTD
N/A
SALT PAY CO LTD
000000000
1235.00000000
NS
USD
2398802.25000000
0.102772822988
Long
EC
CORP
KY
Y
3
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
549000.00000000
PA
USD
588905.44000000
0.025230706091
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP AT INC
000000000
-229401.25000000
PA
USD
-229401.25000000
-0.00982832747
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
229401.25000000
USD
229663.15000000
USD
CDS
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
110000.00000000
PA
USD
106700.00000000
0.004571389831
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2017-A LLC
83404F104
105000.00000000
PA
USD
1591319.20000000
0.068177510863
Long
ABS-O
CORP
US
N
3
2040-03-26
None
0.00000000
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAB6
1908000.00000000
PA
USD
1888085.25000000
0.080891974811
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
418.00000000
NC
USD
151525.00000000
0.006491844837
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
General Motors Co
General Motors Co
100.00000000
65.00000000
USD
2022-06-17
XXXX
24961.95000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES MSCI EMERGING MARKETS
000000000
-1289.00000000
NC
USD
-3867.00000000
-0.00016567539
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
100.00000000
57.00000000
USD
2022-01-21
XXXX
20337.25000000
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
47338.00000000
NS
5781116.62000000
0.247682640393
Long
EC
CORP
DE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
774.00000000
NC
USD
838629.00000000
0.035929710241
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
468.00000000
USD
2022-01-21
XXXX
406537.50000000
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan
50106JAF3
522000.00000000
PA
USD
517108.86000000
0.022154697134
Long
LON
CORP
US
N
2
2026-12-22
Floating
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRSWAP: IBXXLLTR INDEX
000000000
21589591.00000000
OU
Notional Amount
USD
135306.31000000
0.005796981158
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Markit iBoxx USD Liquid Leveraged Loans Total Return Index
IBXXLLTR INDEX
Y
equity-performance leg
2022-06-21
0.00000000
USD
-5999.51000000
USD
21589591.00000000
USD
141305.82000000
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2021 Term Loan
35039KAB2
1389991.14000000
PA
USD
1379065.81000000
0.059083855861
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.75000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP WANDA GROUP
000000000
-1179375.00000000
PA
USD
-1179375.00000000
-0.05052842438
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1179375.00000000
USD
1180721.45000000
USD
CDS
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-980M
12659RAL3
2410000.00000000
PA
USD
2259257.87000000
0.096794268538
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Variable
3.54000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAG6
250000.00000000
PA
USD
250187.98000000
0.010718901477
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
2.67000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1464000.00000000
PA
USD
1485960.00000000
0.063663565451
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KCP2
4342044.00000000
PA
USD
4438683.57000000
0.190168256195
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
5.05000000
N
N
N
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast Inc
888787108
56874.00000000
NS
USD
1974096.54000000
0.084576990148
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FORD MOTOR CO
000000000
1037.00000000
NC
USD
93330.00000000
0.003998573692
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Ford Motor Co
Ford Motor Co
100.00000000
22.00000000
USD
2022-02-18
XXXX
-33413.54000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR22
000000000
-161.00000000
NC
645057.98000000
0.027636471324
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKH2 COMDTY
2022-03-08
-24235196.03000000
EUR
645057.98000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-D
63942CAD4
1340000.00000000
PA
USD
1294243.02000000
0.055449759894
Long
ABS-O
CORP
US
N
3
2060-04-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AHL3
17312GAB7
3791995.05000000
PA
USD
3261268.94000000
0.139723820705
Long
ABS-O
CORP
US
N
2
2045-07-25
Floating
0.27000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MAR22 MC FP C @ 800
000000000
-2250.00000000
NC
-15918.06000000
-0.00068198367
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
1.00000000
800.00000000
EUR
2022-03-18
XXXX
3300.76000000
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VTR COMUNIC
000000000
-1189178.58000000
PA
USD
-1189178.58000000
-0.05094844300
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.42000000
2049-12-31
1189178.58000000
USD
1189497.68000000
USD
CDS
N
N
N
Index And Options Market
N/A
NASDAQ 100 E-MINI MAR22
000000000
-150.00000000
NC
USD
27901.32000000
0.001195387165
N/A
DE
US
N
1
Index And Options Market
N/A
Short
CME E-Mini NASDAQ 100 Index Future
NQH2 Index
2022-03-18
-48990151.32000000
USD
27901.32000000
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
1500000.00000000
PA
USD
1455000.00000000
0.062337134062
Long
DBT
CORP
KY
N
2
2025-10-20
Fixed
5.95000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
3689000.00000000
PA
USD
3974897.50000000
0.170298088207
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
S&P 500 Index Down-and-out barrier option; Barrier price USD 4,197.97800
000000000
3349.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
N/A
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
S&P 500 Index Down-and-out barrier option; Barrier price USD 4,197.97800
SPX INDEX
1.00000000
4664.42000000
USD
2021-12-31
XXXX
-116377.75000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP VISTRA OPER
000000000
-3466190.00000000
PA
USD
-3466190.00000000
-0.14850333382
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
3466190.00000000
USD
3467186.53000000
USD
CDS
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
351000.00000000
PA
USD
377978.77000000
0.016193892273
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Apidos CLO
549300OGB01ASKLNI660
Apidos CLO XXXVII
03769FAA9
750000.00000000
PA
USD
736075.80000000
0.031535983384
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
6.43000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
5433000.00000000
PA
USD
5473068.38000000
0.234484809166
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
TRSWAP: IBXXLLTR INDEX
000000000
26618060.00000000
OU
Notional Amount
USD
166820.74000000
0.007147166208
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit iBoxx USD Liquid Leveraged Loans Total Return Index
IBXXLLTR INDEX
Y
equity-performance leg
2022-06-21
0.00000000
USD
-7396.86000000
USD
26618060.00000000
USD
174217.60000000
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-G
009703AB5
693076.93000000
PA
USD
677375.83000000
0.029021077611
Long
ABS-MBS
CORP
US
N
2
2061-06-25
Variable
3.75000000
N
N
N
N
N
N
Crown PropTech Acquisitions
N/A
Crown PropTech Acquisitions
000000000
133056.00000000
NS
USD
1321246.08000000
0.056606662555
Long
EC
CORP
KY
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICRON TECHNOLOGY INC
000000000
-137.00000000
NC
USD
-4452.50000000
-0.00019076019
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Micron Technology Inc
Micron Technology Inc
100.00000000
72.50000000
USD
2022-02-18
XXXX
20862.04000000
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
1750000.00000000
PA
USD
757203.13000000
0.032441149846
Long
DBT
CORP
VG
N
2
2022-11-18
Fixed
12.38000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
2101000.00000000
PA
USD
2096798.00000000
0.089833936788
Long
DBT
CORP
LU
N
2
2026-01-24
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAM9
1000000.00000000
PA
USD
1034074.90000000
0.044303275375
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.42000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
36446.00000000
NS
USD
6011767.70000000
0.257564514822
Long
EC
CORP
JE
N
1
N
N
N
PsiQuantum Corp
N/A
PsiQuantum Corp
000000000
36048.00000000
NS
USD
940492.32000000
0.040293880300
Long
EC
CORP
US
Y
3
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
2122000.00000000
PA
USD
2120960.22000000
0.090869128230
Long
DBT
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
276000.00000000
PA
USD
293586.72000000
0.012578250669
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
68978.00000000
NS
8444505.43000000
0.361791248853
Long
EC
CORP
FR
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP KROGER CO
000000000
-270510.00000000
PA
USD
-270510.00000000
-0.01158956572
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
270510.00000000
USD
270818.83000000
USD
CDS
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
450000.00000000
PA
USD
118350.00000000
0.005070515337
Long
DBT
CORP
KY
N
2
2025-11-11
None
0.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
2800000.00000000
PA
USD
723275.00000000
0.030987553703
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.88000000
N
Y
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2118000.00000000
PA
USD
2025867.00000000
0.086795012214
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-2 Ltd
92917XAA4
250000.00000000
PA
USD
248696.08000000
0.010654983422
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.73000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
30Y RTR 1.550000 06-JUL-2022
000000000
2043564.00000000
OU
Notional Amount
USD
63877.05000000
0.002736709435
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2043564.00000000
OU
Notional Amount
N/A
63877.05000000
0.00000000
DIR
US
N/A
N/A
2052-07-06
0.00000000
N/A
0.00000000
N/A
2043564.00000000
USD
1.00000000
0.01550000
USD
2022-07-06
XXXX
8830.66000000
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust
92927BAA0
1386764.51000000
PA
USD
1247975.87000000
0.053467518292
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.89000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
-146.00000000
NC
USD
-511.00000000
-0.00002189297
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
70.00000000
USD
2022-01-21
XXXX
5678.10000000
N
N
N
Balboa Bay Loan Funding Ltd
549300G0EX8VHFWPJW18
Balboa Bay Loan Funding 2021-1 Ltd
05765YAA7
250000.00000000
PA
USD
249972.80000000
0.010709682436
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.34000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
453000.00000000
PA
USD
447337.50000000
0.019165455469
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.13000000
N
N
N
N
N
N
TML HOLDINGS PTE LTD
254900EBGMM47QH02V57
TML Holdings Pte Ltd
000000000
700000.00000000
PA
USD
707000.00000000
0.030290277513
Long
DBT
CORP
SG
N
2
2026-06-09
Fixed
4.35000000
N
N
N
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAU1
500000.00000000
PA
USD
493727.60000000
0.021152964667
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
3.02000000
N
N
N
N
N
N
WIN Waste Innovations Holdings, Inc.
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc. 2021 Term Loan B
38723BAJ0
1738265.00000000
PA
USD
1733484.77000000
0.074268365981
Long
LON
CORP
US
N
2
2028-03-24
Floating
3.25000000
N
N
N
N
N
N
NBK TIER 1 FNC LTD
5493000G4QCCEE8YHF19
NBK Tier 1 Ltd
62879NAA5
1400000.00000000
PA
USD
1381187.50000000
0.059174756256
Long
DBT
CORP
AE
N
2
2026-08-24
Fixed
3.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UBER TECHNOLOGIES INC
000000000
874.00000000
NC
USD
14421.00000000
0.000617844543
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Uber Technologies Inc
Uber Technologies Inc
100.00000000
50.00000000
USD
2022-01-21
XXXX
-153132.95000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ARK INNOVATION ETF
000000000
-289.00000000
NC
USD
-36847.50000000
-0.00157867185
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ARK Innovation ETF
ARK Innovation ETF
100.00000000
108.00000000
USD
2022-02-18
XXXX
16264.25000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2182.33000000
-0.00009349841
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
350077.36000000
EUR
396975.58000000
USD
2022-03-17
-2182.33000000
N
N
N
FORNO D ASOLO SPA
81560063C1143F7B5254
Forno d'Asolo SpA
000000000
3040000.00000000
PA
3322597.28000000
0.142351334762
Long
DBT
CORP
IT
N
2
2027-04-30
Floating
5.50000000
N
N
N
N
N
N
TICP CLO Ltd
549300T5OQR4UD880D68
TICP CLO IX Ltd
87249AAG0
500000.00000000
PA
USD
499799.35000000
0.021413099027
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.03000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
28000.00000000
PA
USD
28910.00000000
0.001238602436
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135U109
83794.00000000
NS
USD
1028990.32000000
0.044085434726
Long
EC
CORP
CA
N
1
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1987000.00000000
PA
2082557.54000000
0.089223827191
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
1300.00000000
NS
USD
205855.00000000
0.008819526276
Long
EC
CORP
US
N
1
N
N
N
LUYE PHARMA GROUP LTD
5299009HZHEY886D5W65
Luye Pharma Group Ltd
000000000
1185000.00000000
PA
USD
1186185.00000000
0.050820187881
Long
DBT
CORP
BM
N
1
2024-07-09
Fixed
1.50000000
N
N
N
N
N
Luye Pharma Group Ltd
Luye Pharma Group Ltd
USD
XXXX
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAQ9
3000000.00000000
PA
USD
2977205.70000000
0.127553588214
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.16000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VCC7
2236875.66000000
PA
USD
950151.19000000
0.040707699045
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.90000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
8396.00000000
NS
USD
27995118.64000000
1.199405817015
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FORD MOTOR CO
000000000
-1037.00000000
NC
USD
-15555.00000000
-0.00066642894
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Ford Motor Co
Ford Motor Co
100.00000000
27.00000000
USD
2022-02-18
XXXX
17399.28000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
4566000.00000000
PA
USD
4636727.34000000
0.198653122889
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Social Professional Loan Program LLC
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E105
115068.00000000
PA
USD
3184165.32000000
0.136420440158
Long
ABS-O
CORP
US
N
2
2042-02-25
None
0.00000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP PARSLEY ENE RRP RBCMK OPEN
000000000
-1279781.25000000
PA
USD
-1279781.25000000
-0.05483016862
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
1279781.25000000
USD
1281212.12000000
USD
CDS
N
N
N
Eaton Vance CDO Ltd
5493007R7GEORNX00105
Eaton Vance CLO 2019-1 Ltd
27830VAG5
500000.00000000
PA
USD
499976.60000000
0.021420693018
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.62000000
N
N
N
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR22
000000000
10.00000000
NC
36525.69000000
0.001564884422
N/A
DE
IT
N
2
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Future
STH2 INDEX
2022-03-18
1325544.80000000
EUR
36525.69000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
850000.00000000
PA
USD
855355.00000000
0.036646308801
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGS2
2400000.00000000
PA
USD
2509474.80000000
0.107514410332
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
5.50000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
23000.00000000
PA
USD
24353.09000000
0.001043368959
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
SITKA HOLDINGS L
N/A
Sitka Holdings LLC
82987VAA4
2385000.00000000
PA
USD
2441144.83000000
0.104586922703
Long
DBT
CORP
KY
N
2
2026-07-06
Floating
5.25000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
2000000.00000000
PA
USD
532900.00000000
0.022831243121
Long
DBT
CORP
HK
N
2
2024-04-15
Fixed
7.50000000
N
N
N
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2019-2 Ltd
87242BAS9
750000.00000000
PA
USD
750685.35000000
0.032161906049
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
5.02000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.397750 08-MAR-2024
000000000
79575000.00000000
OU
Notional Amount
USD
922258.01000000
0.039512660625
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-08
0.00000000
USD
-444.47000000
USD
79575000.00000000
USD
922702.48000000
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
44000.00000000
NS
USD
711920.00000000
0.030501066997
Long
EC
CORP
US
N
1
N
N
N
PLANET LABS PBC
N/A
PLANET LABS PBC
000000000
195900.00000000
NS
USD
1072209.48000000
0.045937090101
Long
STIV
CORP
US
Y
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MAR22 MC FP C @ 730
000000000
1500.00000000
NC
28499.73000000
0.001221025078
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
1.00000000
730.00000000
EUR
2022-03-18
XXXX
-18350.02000000
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
230000.00000000
PA
USD
241500.00000000
0.010346678952
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAQ3
250000.00000000
PA
USD
250004.88000000
0.010711056852
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
3.17000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
EUR P USD C @1.125000 EO
000000000
64905822.00000000
OU
Notional Amount
12857.77000000
0.000550870468
N/A
DFE
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
12857.77000000
0.00000000
DFE
XX
73019049.75000000
USD
64905822.00000000
EUR
2022-01-06
1.00000000
1.12500000
EUR
2022-01-06
XXXX
-426002.93000000
N
N
N
SARCOS TECHNOLOGY AND ROBOTICS
N/A
SARCOS TECHNOLOGY AND ROBOTICS
000000000
964459.00000000
NS
USD
9625300.82000000
0.412380527565
Long
EC
CORP
US
Y
2
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
1275000.00000000
PA
USD
1281375.00000000
0.054898450281
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
OCP CLO Ltd
25490028U8Y2XMZWXO46
OCP CLO 2020-20 Ltd
670864AA5
2250000.00000000
PA
USD
2267730.68000000
0.097157272451
Long
ABS-CBDO
CORP
KY
N
2
2033-10-09
Floating
7.78000000
N
N
N
N
N
N
Fanatics Holdings Inc
N/A
Fanatics Holdings Inc
000000000
126282.00000000
NS
USD
8566970.88000000
0.367038084024
Long
STIV
CORP
US
Y
3
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
65000.00000000
0.002784820422
Long
DBT
CORP
KY
N
2
2023-10-25
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.383000 14-OCT-2031
000000000
4388060.00000000
OU
Notional Amount
USD
67506.09000000
0.002892189816
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-68.81000000
USD
4388060.00000000
USD
67574.90000000
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
1372000.00000000
PA
USD
1428423.50000000
0.061198506678
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
Trinitas CLO Ltd
5493004FCKEPFTK2QI86
Trinitas CLO XVI Ltd
89642EAA4
1500000.00000000
PA
USD
1475097.45000000
0.063198176973
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TJX COS INC/THE
000000000
-192.00000000
NC
USD
-15648.00000000
-0.00067041338
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
TJX Cos Inc/The
TJX Cos Inc/The
100.00000000
77.50000000
USD
2022-01-21
XXXX
-7242.55000000
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630RAA7
800000.00000000
PA
USD
802377.52000000
0.034376573905
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.85000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
355000.00000000
PA
USD
354556.25000000
0.015190392088
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
342000.00000000
PA
USD
333727.88000000
0.014298034086
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.88000000
N
N
N
N
N
N
ROCKET LAB USA INC
N/A
ROCKET LAB USA INC
000000000
152578.00000000
NS
USD
1873657.84000000
0.080273855642
Long
EC
CORP
US
Y
2
N
N
N
Noodle Partners Inc., SERIES C
N/A
Noodle Partners Inc., SERIES C
000000000
196272.00000000
NS
USD
1595691.36000000
0.068364829024
Long
EC
CORP
US
Y
3
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJB6
4000000.00000000
PA
USD
4159493.60000000
0.178206811117
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
5.55000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VERIZON COM
000000000
-360213.75000000
PA
USD
-360213.75000000
-0.01543277857
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
360213.75000000
USD
360624.99000000
USD
CDS
N
N
N
Mythic AI Inc. series C
N/A
Mythic AI Inc. series C
000000000
81588.00000000
NS
USD
622516.44000000
0.026670715310
Long
EC
CORP
US
Y
3
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BP4
238000.00000000
PA
USD
239863.90000000
0.010276582880
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C11
90276XBA2
671000.00000000
PA
USD
693758.37000000
0.029722961180
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.91000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
122000.00000000
PA
USD
122610.00000000
0.005253028183
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
VITA GLOBAL FINCO LIMITED
N/A
VITA GLOBAL FINCO LIMITED EUR TERM LOAN B
000000000
5045920.00000000
PA
5723522.31000000
0.245215104844
Long
LON
CORP
JE
N
3
2027-04-23
Floating
7.00000000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
604000.00000000
PA
USD
601831.64000000
0.025784508333
Long
LON
CORP
US
N
2
2028-04-24
Floating
3.75000000
N
N
N
N
N
N
Floor & Decor Holdings Inc
549300M5FR3N688XGQ36
Floor & Decor Holdings Inc
339750101
4802.00000000
NS
USD
624308.02000000
0.026747472672
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
JAN22 SPX P @ 4571.55
000000000
994.00000000
NC
USD
15807.25000000
0.000677236194
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
S&P 500 Index
SPX INDEX
1.00000000
4571.55000000
USD
2022-01-21
XXXX
-124843.75000000
N
N
N
Regatta XVII Funding Ltd
N/A
Regatta XVII Funding Ltd
75888DAA8
250000.00000000
PA
USD
252654.63000000
0.010824581128
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
7.73000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
35866.00000000
NS
USD
677150.08000000
0.029011405716
Long
EC
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.990000 02-JUL-2031
000000000
5315000.00000000
OU
Notional Amount
USD
-46061.21000000
-0.00197341843
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-07-02
0.00000000
USD
-49.45000000
USD
5315000.00000000
USD
-46011.76000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
163671.00000000
NS
USD
10204886.85000000
0.437211958529
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP DP WORLD SA RRP BARC OPEN
000000000
-1654605.00000000
PA
USD
-1654605.00000000
-0.07088888914
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
1654605.00000000
USD
1656769.77000000
USD
CDS
N
N
N
Climate Real Impact Solutions II Acquisition Corp
N/A
Climate Real Impact Solutions II Acquisition Corp
187171111
9558.00000000
NS
USD
10896.12000000
0.000466826730
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
3M Co
3M Co
11.50000000
11.50000000
USD
2027-12-31
XXXX
573.26000000
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
190000.00000000
PA
USD
195225.00000000
0.008364101029
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ARK INNOVATION ETF
000000000
289.00000000
NC
USD
128605.00000000
0.005509874313
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
ARK Innovation ETF
ARK Innovation ETF
100.00000000
97.00000000
USD
2022-02-18
XXXX
-19137.97000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP GENERAL MOT
000000000
-402737.50000000
PA
USD
-402737.50000000
-0.01725464022
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.32000000
2049-12-31
402737.50000000
USD
403227.94000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP CHINA AOYUA
000000000
-879000.00000000
PA
USD
-879000.00000000
-0.03765934078
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
879000.00000000
USD
879952.25000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P BIOTECH ETF
000000000
302.00000000
NC
USD
3624.00000000
0.000155264449
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P Biotech ETF
SPDR S&P Biotech ETF
100.00000000
135.00000000
USD
2022-01-21
XXXX
-91193.23000000
N
N
N
Triton Water Holdings, Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc Term Loan
89678QAB2
4992043.41000000
PA
USD
4933037.46000000
0.211348053250
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.00000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
61328.00000000
NS
USD
1489043.84000000
0.063795687614
Long
EC
CORP
US
N
1
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
2294000.00000000
PA
USD
2351780.13000000
0.100758235910
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
725000.00000000
PA
USD
1145500.00000000
0.049077104514
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAE6
58686807.75000000
PA
USD
745615.89000000
0.031944713191
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
323000.00000000
PA
USD
352877.50000000
0.015118468745
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.178750 17-JUN-2031
000000000
12910000.00000000
OU
Notional Amount
USD
-224424.67000000
-0.00961511391
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-17
0.00000000
USD
-120.13000000
USD
12910000.00000000
USD
-224304.54000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SIRIUS XM R
000000000
-3490716.25000000
PA
USD
-3490716.25000000
-0.14955412154
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.48000000
2049-12-31
3490716.25000000
USD
3492484.88000000
USD
CDS
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2020-1
75907QAD0
2050000.00000000
PA
USD
2081585.58000000
0.089182185129
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
6.77000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
206103.00000000
NS
15747122.94000000
0.674660146947
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
74285.00000000
NS
USD
10778010.65000000
0.461766525646
Long
EC
CORP
US
N
1
N
N
N
CML LA QUINTA RESORT
N/A
CML La Quinta Resort Term Loan
000000000
5568054.07000000
PA
USD
5568054.07000000
0.238554318232
Long
LON
CORP
US
N
3
2026-12-09
Floating
3.11000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TENET HEALT
000000000
-4023787.50000000
PA
USD
-4023787.50000000
-0.17239270159
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
2049-12-31
4023787.50000000
USD
4025346.72000000
USD
CDS
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO
000000000
4512.00000000
NC
USD
36096.00000000
0.001546475045
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
84.00000000
USD
2022-01-21
XXXX
-199526.73000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP MOTOROLA SO
000000000
-229168.75000000
PA
USD
-229168.75000000
-0.00981836638
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
229168.75000000
USD
229430.38000000
USD
CDS
N
N
N
SimilarWeb Ltd
254900GWO7PNBAYCPJ12
SimilarWeb Ltd
000000000
29929.00000000
NS
USD
536028.39000000
0.022965273957
Long
EC
CORP
IL
N
1
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP UNITEDHEALT
000000000
-227125.00000000
PA
USD
-227125.00000000
-0.00973080520
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
227125.00000000
USD
227341.08000000
USD
CDS
N
N
N
McAfee, LLC
549300713UKUTLV9T378
McAfee, LLC 2018 USD Term Loan B
57906PAG4
239789.85000000
PA
USD
239924.13000000
0.010279163337
Long
LON
CORP
US
N
2
2024-09-30
Floating
3.85000000
N
N
N
N
N
N
The Enterprise Development Authority
N/A
The Enterprise Development Authority Term Loan B
000000000
5892900.00000000
PA
USD
5880642.77000000
0.251946678162
Long
LON
CORP
US
N
2
2028-02-28
Floating
5.00000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
600000.00000000
PA
USD
648862.50000000
0.027799469862
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FREEPORT-MCMORAN INC
000000000
-531.00000000
NC
USD
-13009.50000000
-0.00055737109
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Freeport-McMoRan Inc
Freeport-McMoRan Inc
100.00000000
46.00000000
USD
2022-01-21
XXXX
48056.50000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
2230000.00000000
PA
USD
1504553.13000000
0.064460158191
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP GHANA
000000000
-737587.50000000
PA
USD
-737587.50000000
-0.03160074973
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
2049-12-31
737587.50000000
USD
738380.41000000
USD
CDS
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAS3
1140000.00000000
PA
USD
1116140.03000000
0.047819223836
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
4.75000000
N
N
N
N
N
N
MAVERICK GAMING LLC
N/A
Maverick Gaming LLC Term Loan B
000000000
947000.00000000
PA
USD
948183.75000000
0.040623407243
Long
LON
CORP
US
N
2
2026-09-03
Floating
8.50000000
N
N
N
N
N
N
DT Midstream, Inc
N/A
DT Midstream, Inc Term Loan B
23345NAB1
4748140.00000000
PA
USD
4754834.88000000
0.203713250418
Long
LON
CORP
US
N
2
2028-06-26
Floating
2.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAA8
64745.00000000
PA
USD
64745.00000000
0.002773895357
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
136453.00000000
NS
USD
9849177.54000000
0.421972165440
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
1707000.00000000
PA
USD
1482742.88000000
0.063525733120
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.38000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
5Y RTP 1.630000 07-FEB-2022
000000000
-50827357.00000000
OU
Notional Amount
USD
-68033.43000000
-0.00291478284
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
50827357.00000000
OU
Notional Amount
N/A
-68033.43000000
0.00000000
DIR
US
N/A
N/A
2027-02-09
0.00000000
N/A
0.00000000
N/A
50827357.00000000
USD
1.00000000
1.63000000
USD
2022-02-07
XXXX
90547.92000000
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167PAE0
500000.00000000
PA
USD
495039.05000000
0.021209151633
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
6.32000000
N
N
N
N
N
N
Credit Suisse ABS Repackaging Trust
549300MV4IKF86LLTT11
Credit Suisse ABS Repackaging Trust 2013-A
22546U108
4744.00000000
PA
USD
3700320.00000000
0.158534256985
Long
ABS-O
CORP
US
N
3
2043-04-25
None
0.00000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
49.00000000
NC
1128.97000000
0.000048368903
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Call
Purchased
Pandora A/S
Pandora A/S
100.00000000
934.97000000
DKK
2022-01-21
XXXX
-19199.55000000
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
45000.00000000
PA
USD
46856.25000000
0.002007480644
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
2022-02-16
BlackRock Capital Allocation Trust
Ann Frechette
Ann Frechette
Assistant Treasurer