0001752724-22-193729.txt : 20220825
0001752724-22-193729.hdr.sgml : 20220825
20220825144015
ACCESSION NUMBER: 0001752724-22-193729
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220825
DATE AS OF CHANGE: 20220825
PERIOD START: 20221231
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: 221196617
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
2022-12-31
2022-06-30
N
2079633523.47
170032593.87
1909600929.60
0.00000000
5325566.45000000
0.00000000
0.00000000
0.00000000
0.00000000
101000000.00000000
0.00000000
0.00000000
0.00000000
14418152.95000000
0.00000000
0.00000000
0.00000000
EUR
USD
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAQ7
3190000.00000000
PA
USD
2820928.48000000
0.147723455528
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
4.25000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
-25.00000000
NC
-40418.88000000
-0.00211661396
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Put
Written
Pandora A/S
Pandora A/S
100.00000000
550.00000000
DKK
2022-09-16
XXXX
-32107.60000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P BIOTECH ETF
000000000
237.00000000
NC
USD
71574.00000000
0.003748112963
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P Biotech ETF
SPDR S&P Biotech ETF
100.00000000
80.00000000
USD
2022-08-19
XXXX
7055.69000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
32363.84000000
0.001694795991
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3071614.00000000
EUR
3260957.81000000
USD
2022-08-18
32363.84000000
N
N
N
FRESH MARKET INC
529900QM5ZSBEBR6CS58
Fresh Market Inc/The
35804HAA4
3000000.00000000
PA
USD
3000000.00000000
0.157100887075
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INTUIT INC
000000000
19.00000000
NC
USD
45410.00000000
0.002377983760
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Intuit Inc
Intuit Inc
100.00000000
450.00000000
USD
2023-01-20
XXXX
-31151.01000000
N
N
N
On Holding AG
N/A
On Holding AG
000000000
104674.00000000
NS
USD
1851683.06000000
0.096967017102
Long
EC
CORP
CH
N
1
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: SHW US EQUITY
000000000
685313.07000000
OU
Notional Amount
USD
116311.00000000
0.006090853758
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Sherwin-Williams Co/The
Sherwin-Williams Co/The
Y
equity-performance leg
2022-09-02
0.00000000
USD
0.00000000
USD
685313.07000000
USD
116311.00000000
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
242000.00000000
PA
USD
209920.48000000
0.010992897874
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
918000.00000000
PA
USD
743580.00000000
0.038939025870
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP
000000000
-76.00000000
NC
USD
-23788.00000000
-0.00124570530
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
220.00000000
USD
2022-08-19
XXXX
14529.78000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP22
000000000
-443.00000000
NC
USD
-778554.77000000
-0.04077054833
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESM2 INDEX
2022-09-16
-83158870.23000000
USD
-778554.77000000
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AM7
242000.00000000
PA
USD
181500.00000000
0.009504603668
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALCOA CORP
000000000
99.00000000
NC
USD
346.50000000
0.000018145152
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alcoa Corp
Alcoa Corp
100.00000000
100.00000000
USD
2022-07-15
XXXX
-49544.34000000
N
N
N
CML HYATT LOST PINES
N/A
CML Hyatt Lost Pines Term Loan
000000000
5000000.00000000
PA
USD
4925000.00000000
0.257907289615
Long
LON
CORP
US
N
3
2026-09-09
Floating
4.63000000
N
N
N
N
N
N
TPB Acquisition Corp I
N/A
TPB Acquisition Corp I
000000000
25681.00000000
NS
USD
5136.20000000
0.000268967192
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
-14699.29000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
STARBUCKS CORP
000000000
-47.00000000
NC
USD
-12267.00000000
-0.00064238552
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Starbucks Corp
Starbucks Corp
100.00000000
80.00000000
USD
2022-08-19
XXXX
-340.05000000
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
1407000.00000000
PA
USD
1410957.19000000
0.073887542058
Long
DBT
CORP
KY
N
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust
N/A
Banc of America Commercial Mortgage Trust 2007-4
059513AY7
543424.63000000
PA
USD
542646.34000000
0.028416740460
Long
ABS-MBS
CORP
US
N
2
2051-02-10
Variable
6.35000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
419059.00000000
NS
USD
14415629.60000000
0.754902732636
Long
EC
CORP
US
N
1
N
N
N
LSF11 A5 Holdco LLC
254900FPK7P5WNA66Y10
LSF11 A5 Holdco LLC Term Loan
50216YAB6
1431193.99000000
PA
USD
1335490.05000000
0.069935557178
Long
LON
CORP
US
N
2
2028-10-15
Floating
5.14000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
22998.00000000
NS
14094959.25000000
0.738110200488
Long
EC
CORP
FR
N
2
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
92735LAA0
1668000.00000000
PA
USD
1613006.04000000
0.084468226580
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-221585.97000000
-0.01160378415
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
9670979.00000000
USD
1275123416.00000000
JPY
2022-09-21
-221585.97000000
N
N
N
Starwood Residential Mortgage Trust
N/A
STAR 2021-1 Trust
85573GAE2
3758500.00000000
PA
USD
3571559.35000000
0.187031714042
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.52000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 3 Ltd
48661WAQ1
250000.00000000
PA
USD
232682.70000000
0.012184886192
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
3.79000000
N
N
N
N
N
N
MIP V Waste Holdings, LLC
254900RELOGHR3ZGIQ56
MIP V Waste Holdings, LLC Term Loan B
000000000
1509217.50000000
PA
USD
1456394.89000000
0.076266976383
Long
LON
CORP
US
N
2
2028-12-08
Floating
4.92000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
28293.00000000
NS
USD
5912671.14000000
0.309628627026
Long
EC
CORP
US
N
1
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2005-WF2
86359DDJ3
182214.17000000
PA
USD
168466.18000000
0.008822062106
Long
ABS-O
CORP
US
N
2
2035-05-25
Floating
3.42000000
N
N
N
N
N
N
Ares Euro CLO
635400CUKHLJ66G85B27
Ares European CLO VII DAC
000000000
500000.00000000
PA
446229.79000000
0.023367698616
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Floating
5.26000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
72296.00000000
NS
USD
11931731.84000000
0.624828552136
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
2796.00000000
NS
USD
1077690.24000000
0.056435364232
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
85538.00000000
NS
USD
3373618.72000000
0.176666164521
Long
EC
CORP
US
N
1
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
410000.00000000
PA
USD
38898.75000000
0.002037009377
Long
DBT
CORP
KY
N
2
2025-08-18
Fixed
5.98000000
Y
Y
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
405000.00000000
PA
USD
357412.50000000
0.018716606933
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.63000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
316000.00000000
PA
USD
278080.00000000
0.014562204892
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos Inc
83570H108
25912.00000000
NS
USD
467452.48000000
0.024479066424
Long
EC
CORP
US
N
1
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018YAC1
2150000.00000000
PA
USD
1624439.60000000
0.085066967386
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
233045.23000000
0.012203870787
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
4.14000000
N
N
N
N
N
N
EXSCIENTIA PLC
213800XOQHH5CV85AD30
EXSCIENTIA PLC
000000000
200700.00000000
NS
USD
2185623.00000000
0.114454437370
Long
EC
CORP
GB
Y
2
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
EUR P USD C @1.005000 EO
000000000
-14076112.00000000
OU
Notional Amount
-4012.29000000
-0.00021011143
N/A
DFE
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
-4012.29000000
0.00000000
DFE
US
-14076112.00000000
EUR
-14146492.56000000
USD
2022-07-11
1.00000000
1.00500000
EUR
2022-07-11
XXXX
20518.39000000
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
1200000.00000000
PA
USD
79350.00000000
0.004155318463
Long
DBT
CORP
HK
N
2
2022-09-15
Fixed
10.25000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES CHINA LARGE-CAP ETF
000000000
-754.00000000
NC
USD
-3770.00000000
-0.00019742344
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
29.00000000
USD
2022-07-15
XXXX
11136.85000000
N
N
N
PROJECT MONTELENA
549300FLZTJM5YJF8D34
PROJECT MONTELENA
168863DW5
290000.00000000
PA
USD
240265.00000000
0.012581948211
Long
DBT
NUSS
CL
Y
2
2052-01-31
Fixed
4.00000000
N
N
N
N
N
N
Pikes Peak CLO
635400BKNXKWEO3G2J74
Pikes Peak CLO 6
72132YAU9
500000.00000000
PA
USD
453514.70000000
0.023749187223
Long
ABS-CBDO
CORP
KY
N
2
2034-05-18
Floating
7.89000000
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
1890811.40000000
0.099016049410
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
3.02000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
422.00000000
NC
USD
6330.00000000
0.000331482871
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
General Motors Co
General Motors Co
100.00000000
45.00000000
USD
2022-09-16
XXXX
-79010.70000000
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
42287815.87000000
NS
USD
42287815.87000000
2.214484461884
Long
STIV
RF
US
N
1
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-C
00969HAA9
307641.94000000
PA
USD
301657.78000000
0.015796901610
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
153000.00000000
PA
USD
137353.34000000
0.007192777185
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
977624.63000000
0.051195232199
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
2627759.56000000
0.137607785965
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
56193.00000000
NS
USD
10257470.22000000
0.537152556903
Long
EC
CORP
US
N
1
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
560000.00000000
PA
USD
465150.00000000
0.024358492541
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
2Y RTP 2.600000 15-FEB-2023
000000000
-47688203.00000000
NC
USD
-616670.94000000
-0.03229318390
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
47688203.00000000
OU
Notional Amount
N/A
-616670.94000000
-0.03000000
DIR
US
N/A
N/A
2025-02-17
0.00000000
N/A
0.00000000
N/A
47688203.00000000
USD
1.00000000
2.60000000
USD
2023-02-15
XXXX
-415230.58000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.630000 26-MAY-2026
000000000
70700000.00000000
OU
Notional Amount
USD
6346314.10000000
0.332337191589
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-26
0.00000000
USD
-516.53000000
USD
70700000.00000000
USD
6346830.63000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD C CNH P @7.000000 EO
000000000
7783985.00000000
OU
Notional Amount
USD
155.68000000
0.000008152488
N/A
DFE
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
155.68000000
0.00000000
DFE
US
54487895.00000000
CNY
7783985.00000000
USD
2022-07-14
1.00000000
7.00000000
USD
2022-07-14
XXXX
-35798.55000000
N
N
N
Tory Burch LLC
549300GGL74W33KY2650
Tory Burch LLC Term Loan B
89148GAF7
1314324.31000000
PA
USD
1174269.91000000
0.061492948175
Long
LON
CORP
US
N
2
2028-04-16
Floating
4.67000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592ECC8
1000756.54000000
PA
USD
636906.38000000
0.033352852427
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
3.03000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
164000.00000000
PA
USD
145588.00000000
0.007624001315
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TE CONNECTIVITY LTD
000000000
-51.00000000
NC
USD
-9817.50000000
-0.00051411265
N/A
DE
CH
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
TE Connectivity Ltd
TE Connectivity Ltd
100.00000000
125.00000000
USD
2022-08-19
XXXX
4901.00000000
N
N
N
Golub Capital Partners CLO, LTD
254900ZZ9HHZTOQ1XK24
Golub Capital Partners CLO 55B LTD
38178QAA6
1000000.00000000
PA
USD
928152.90000000
0.048604547977
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.62000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVI Ltd
83614XAW1
250000.00000000
PA
USD
234912.65000000
0.012301661900
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
4.41000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
106220.00000000
NS
USD
3373547.20000000
0.176662419236
Long
EC
CORP
US
N
1
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
366000.00000000
PA
USD
96258.00000000
0.005040739062
Long
DBT
CORP
VG
N
2
2022-07-28
Fixed
9.13000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
5644.00000000
NS
USD
253020.52000000
0.013249916046
Long
EC
CORP
US
N
1
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
2830000.00000000
PA
USD
2673529.30000000
0.140004608217
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION MAR23 0.6 CALL
000000000
-124707682.00000000
NC
USD
-17067.49000000
-0.00089377260
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
124707682.00000000
OU
Notional Amount
N/A
-17067.49000000
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
219877.11000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
2643000.00000000
PA
USD
1960445.25000000
0.102662562612
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
METALSA SA DE CV
549300F2FONGJR575V67
Metalsa S A P I De Cv
000000000
485000.00000000
PA
USD
341318.75000000
0.017873826133
Long
DBT
CORP
MX
N
2
2031-05-04
Fixed
3.75000000
N
N
N
N
N
N
Alkami Technology Inc
N/A
Alkami Technology Inc
01644J108
114063.00000000
NS
USD
1584335.07000000
0.082966814973
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
1085609.69000000
0.056850081772
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Variable
6.66000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALCOA CORP
000000000
-99.00000000
NC
USD
-242055.00000000
-0.01267568507
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alcoa Corp
Alcoa Corp
100.00000000
70.00000000
USD
2022-07-15
XXXX
-204616.23000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN AUG22C 120
000000000
-292.00000000
NC
USD
-100375.00000000
-0.00525633384
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
292.00000000
NC
N/A
-100375.00000000
-0.01000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYU2 Comdty
2022-09-21
292.00000000
USD
1000.00000000
120.00000000
USD
2022-07-22
XXXX
-41526.78000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-26.00000000
NC
USD
-4862.00000000
-0.00025460817
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
125.00000000
USD
2022-08-19
XXXX
5869.79000000
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBJ4
164000.00000000
PA
USD
112282.39000000
0.005879887690
Long
DBT
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
N
APCOA PARKING HOLDINGS G
529900H8FIYAOV5FUW68
APCOA Parking Holdings GmbH
000000000
852000.00000000
PA
808032.33000000
0.042314198609
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
400901.00000000
NS
655894.70000000
0.034347213065
Long
EC
CORP
GB
N
1
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
569000.00000000
PA
USD
453777.50000000
0.023762949261
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
864000.00000000
PA
USD
822769.92000000
0.043085961430
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NIKE INC
000000000
94.00000000
NC
USD
18941.00000000
0.000991882634
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
NIKE Inc
NIKE Inc
100.00000000
135.00000000
USD
2023-01-20
XXXX
-63859.76000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CF INDUSTRIES HOLDINGS INC
000000000
-85.00000000
NC
USD
-30600.00000000
-0.00160242904
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
CF Industries Holdings Inc
CF Industries Holdings Inc
100.00000000
95.00000000
USD
2022-08-19
XXXX
-2738.65000000
N
N
N
Khosla Ventures Acquisition Co
N/A
Khosla Ventures Acquisition Co
482504107
122505.00000000
NS
USD
1194423.75000000
0.062548343556
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DZ0
328000.00000000
PA
USD
230187.70000000
0.012054230621
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
682000.00000000
PA
USD
531235.38000000
0.027819183147
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
515000.00000000
PA
USD
159650.00000000
0.008360385540
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
122947.68000000
0.006438396530
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
Mirion Technologies Inc
549300BNTOWVWFNVTJ65
Mirion Technologies Inc
60471A101
200869.00000000
NS
USD
1157005.44000000
0.060588860324
Long
EC
CORP
US
N
1
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-1 Ltd
863171AE4
1000000.00000000
PA
USD
395200.00000000
0.020695423524
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Variable
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE SEP22
000000000
-205.00000000
NC
289854.74000000
0.015178812258
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKU2 Comdty
2022-09-08
-25516192.15000000
EUR
289854.74000000
N
N
N
GALAXY UNIVERSAL LLC
N/A
Galaxy Universal LLC 1st Lien Term Loan
000000000
13291282.44000000
PA
USD
12959000.38000000
0.678623485102
Long
LON
CORP
US
N
3
2026-11-12
Floating
7.16000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
2464000.00000000
PA
USD
2066680.00000000
0.108225753766
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EQT CORP
000000000
-235.00000000
NC
USD
-57575.00000000
-0.00301502785
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
EQT Corp
EQT Corp
100.00000000
50.00000000
USD
2023-01-20
XXXX
35898.99000000
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
334000.00000000
PA
USD
252527.38000000
0.013224091802
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
340000.00000000
PA
USD
263032.50000000
0.013774213026
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COMCAST CORP
000000000
-77.00000000
NC
USD
-4543.00000000
-0.00023790310
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Comcast Corp
Comcast Corp
100.00000000
42.50000000
USD
2022-08-19
XXXX
290.43000000
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAD1
2320000.00000000
PA
USD
1877828.18000000
0.098336157617
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
197100.00000000
0.010321528280
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
562000.00000000
PA
USD
535369.63000000
0.028035681262
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.88000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
396700.00000000
NS
6172406.30000000
0.323230168373
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
4452900.00000000
PA
USD
3387160.99000000
0.177375332065
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2020-2
35564CGD3
10000000.00000000
PA
USD
9589987.00000000
0.502198488246
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Variable
4.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PROCTER + GAMBLE CO/THE
000000000
-192.00000000
NC
USD
-14976.00000000
-0.00078424762
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
120.00000000
USD
2022-08-19
XXXX
11667.38000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.540000 28-MAY-2031
000000000
1495045.00000000
OU
Notional Amount
USD
177318.36000000
0.009285623883
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-05-28
0.00000000
USD
-22.00000000
USD
1495045.00000000
USD
177340.36000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIVA
12433XAG4
2006135.00000000
PA
USD
1618770.39000000
0.084770088080
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
3.67000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
-12.00000000
NC
USD
-6030.00000000
-0.00031577278
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
260.00000000
USD
2022-10-21
XXXX
3303.03000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
487000.00000000
PA
USD
464111.00000000
0.024304083267
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
2590039.38000000
0.135632494719
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
4.53000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAE6
850000.00000000
PA
USD
847952.44000000
0.044404693507
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
5.69000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
KROGER CO/THE
000000000
529.00000000
NC
USD
75382.50000000
0.003947552539
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Kroger Co/The
Kroger Co/The
100.00000000
45.00000000
USD
2022-08-19
XXXX
-31262.55000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
USD/JPY One-touch barrier option; Barrier price USD 118.00000
000000000
228695.00000000
OU
Notional Amount
USD
3524.42000000
0.000184563169
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
USD/JPY One-touch barrier option; Barrier price USD 118.00000
N/A
1.00000000
NC
USD
3524.42000000
0.00000000
DFE
US
26986010.00000000
JPY
228695.00000000
USD
2022-08-24
1.00000000
118.00000000
USD
2022-08-24
XXXX
-19167.84000000
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
1129465.00000000
PA
USD
967578.78000000
0.050669161551
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.93000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
36310.00000000
NS
USD
4198888.40000000
0.219883030790
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VCB9
933583.82000000
PA
USD
593911.95000000
0.031101364729
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.90000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
1400000.00000000
PA
USD
1204000.00000000
0.063049822679
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.13000000
N
N
N
N
N
N
Gulf Stream Meridian 7 Ltd
N/A
Gulf Stream Meridian 7 Ltd
40256JAA3
750000.00000000
PA
USD
705013.80000000
0.036919431126
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
7.15000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
800000.00000000
PA
USD
726000.00000000
0.038018414672
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
2.00000000
NC
USD
2080.00000000
0.000108923281
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alphabet Inc
Alphabet Inc
100.00000000
2400.00000000
USD
2022-07-15
XXXX
-12714.46000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.572600 27-AUG-2024
000000000
8111320.00000000
OU
Notional Amount
USD
438505.64000000
0.022963208343
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-44.65000000
USD
8111320.00000000
USD
438550.29000000
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAC0
980000.00000000
PA
USD
930036.86000000
0.048703205239
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
37925.00000000
NS
USD
6732066.75000000
0.352537886091
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
656000.00000000
PA
USD
504218.00000000
0.026404365026
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RAYMOND JAMES FINANCIAL INC
000000000
-51.00000000
NC
USD
-6502.50000000
-0.00034051617
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Raymond James Financial Inc
Raymond James Financial Inc
100.00000000
85.00000000
USD
2022-07-15
XXXX
3607.90000000
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2074.00000000
NS
USD
512029.12000000
0.026813409653
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
390993.15000000
0.020475123568
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
77819224.75000000
USD
74251868.00000000
EUR
2022-09-15
390993.15000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
749000.00000000
PA
USD
550138.07000000
0.028809059603
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
-300.00000000
NC
USD
-36750.00000000
-0.00192448586
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
215.00000000
USD
2022-08-19
XXXX
5650.07000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
EUR P USD C @1.000000 EO
000000000
-15364171.00000000
OU
Notional Amount
-35550.75000000
-0.00186168478
N/A
DFE
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
-35550.75000000
0.00000000
DFE
US
-15364171.00000000
EUR
-15364171.00000000
USD
2022-08-12
1.00000000
1.00000000
EUR
2022-08-12
XXXX
75856.01000000
N
N
N
Excelerate Energy Inc
N/A
Excelerate Energy Inc
30069T101
62026.00000000
NS
USD
1235557.92000000
0.064702415088
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HOME DEPOT INC/THE
000000000
-47.00000000
NC
USD
-4864.50000000
-0.00025473908
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
325.00000000
USD
2022-08-19
XXXX
22290.10000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
954000.00000000
PA
USD
729333.00000000
0.038192953757
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
360117.15000000
0.018858241238
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
643277.18000000
0.033686471871
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.04000000
N
N
N
N
N
N
Symphony CLO Ltd
5493005CJY0RF4FJJP54
Symphony CLO XXI Ltd
87166RDL8
500000.00000000
PA
USD
462691.15000000
0.024229730035
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.34000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.626000 23-AUG-2051
000000000
1035587.00000000
OU
Notional Amount
USD
266859.47000000
0.013974619820
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-08-23
0.00000000
USD
-31.29000000
USD
1035587.00000000
USD
266890.76000000
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
350000.00000000
PA
USD
119000.00000000
0.006231668520
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
000000000
228.00000000
NC
USD
-172065.49000000
-0.00901054703
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term US Treasury Bond Future
WNU2 Comdty
2022-09-21
35362440.49000000
USD
-172065.49000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
28680.00000000
NS
USD
14730908.40000000
0.771412925688
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
81254.00000000
NS
381527.74000000
0.019979448799
Long
EC
CORP
GB
N
2
N
N
N
KIRK BEAUTY SUN GMBH
9845005056B369360745
Kirk Beauty SUN GmbH
000000000
820391.00000000
PA
494395.62000000
0.025889996822
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
8.25000000
N
N
Y
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
1036000.00000000
PA
USD
643809.25000000
0.033714334760
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
13267.00000000
NS
6267834.04000000
0.328227429241
Long
EC
CORP
NL
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP22
000000000
-8.00000000
NC
USD
3097.60000000
0.000162211902
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Russell 2000 Index Futures
RTYU2 Index
2022-09-16
-686297.60000000
USD
3097.60000000
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
2774.00000000
NS
USD
673832.34000000
0.035286552784
Long
EC
CORP
US
N
1
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
3669802.50000000
PA
USD
3397429.76000000
0.177913076357
Long
LON
CORP
US
N
2
2028-10-23
Floating
4.92000000
N
N
N
N
N
N
VIVO ENERGY INVESTMENTS
724500P3OXMB2IERLM56
Vivo Energy Investments BV
92856HAB0
1540000.00000000
PA
USD
1451450.00000000
0.076008027515
Long
DBT
CORP
NL
N
2
2027-09-24
Fixed
5.13000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
563000.00000000
PA
USD
375802.50000000
0.019679635371
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HOME DEPOT INC/THE
000000000
-47.00000000
NC
USD
-27377.50000000
-0.00143367651
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
250.00000000
USD
2022-08-19
XXXX
14346.77000000
N
N
N
TPG Pace Beneficial Finance Corp
N/A
TPG Pace Beneficial Finance Corp
000000000
17970.00000000
NS
USD
5297.56000000
0.000277417125
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
-123738.23000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP22
000000000
-131.00000000
NC
-154070.56000000
-0.00806820721
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Future
DUU2 Comdty
2022-09-08
-14150974.09000000
EUR
-154070.56000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.660000 04-FEB-2051
000000000
2952457.00000000
OU
Notional Amount
USD
736986.74000000
0.038593756872
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-06
0.00000000
USD
-88.70000000
USD
2952457.00000000
USD
737075.44000000
N
N
N
Inkia Energy Ltd
N/A
Inkia Energy Ltd
000000000
1262000.00000000
PA
USD
1147473.50000000
0.060089701581
Long
DBT
CORP
BM
N
2
2027-11-09
Fixed
5.88000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (ITRAXX.XO.34.V1)
000000000
29059704.29322000
OU
Notional Amount
-5702950.07000000
-0.29864617164
N/A
DCR
XX
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S34
2I667KJJ8
Y
sell protection
2025-12-22
0.00000000
EUR
-2355411.82000000
EUR
29059704.29322000
EUR
-2792311.66000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592ECD6
1535979.33000000
PA
USD
410224.14000000
0.021482192097
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
3.03000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-119490.12000000
-0.00625733461
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
78961000.00000000
CNY
11671988.17000000
USD
2022-09-15
-119490.12000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EQT CORP
000000000
235.00000000
NC
USD
163325.00000000
0.008552834127
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
EQT Corp
EQT Corp
100.00000000
35.00000000
USD
2023-01-20
XXXX
31201.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.680000 27-FEB-2024
000000000
62782309.00000000
OU
Notional Amount
-237454.37000000
-0.01243476405
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-02-27
154.29000000
MXN
0.00000000
MXN
62782309.00000000
MXN
-237462.79000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
THERMO FISHER SCIENTIFIC INC
000000000
-12.00000000
NC
USD
-14880.00000000
-0.00077922039
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Thermo Fisher Scientific Inc
Thermo Fisher Scientific Inc
100.00000000
580.00000000
USD
2022-08-19
XXXX
-2429.32000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-53452.25000000
-0.00279913196
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1177709.00000000
CHF
1186470.61000000
USD
2022-09-15
-53452.25000000
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
700000.00000000
PA
USD
95506.25000000
0.005001372198
Long
DBT
CORP
KY
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
CML ST REGIS ASPEN
N/A
CML ST Regis Aspen Term Loan
000000000
4526250.00000000
PA
USD
4446015.88000000
0.232824346232
Long
LON
CORP
US
N
3
2027-02-09
Floating
4.31000000
N
N
N
N
N
N
GLOBALFOUNDRIES Inc
549300BA76VK784VMX48
GLOBALFOUNDRIES Inc
000000000
67419.00000000
NS
USD
2719682.46000000
0.142421509009
Long
EC
CORP
KY
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
41865.00000000
NS
USD
4449412.20000000
0.233002201194
Long
EC
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
1803000.00000000
PA
USD
1631715.00000000
0.085447957984
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
93954.00000000
NS
USD
3680178.18000000
0.192719752224
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
299312.45000000
0.015674083802
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
21945749.00000000
CAD
17351106.57000000
USD
2022-09-14
299312.45000000
N
N
N
BX Trust
N/A
BX Trust 2021-LBA
05609BBM0
1030000.00000000
PA
USD
933291.86000000
0.048873659702
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
4.33000000
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
813559.90000000
0.042603660659
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
5.81000000
N
N
N
N
N
N
Diversey Holdings Ltd
N/A
Diversey Holdings Ltd
000000000
490148.00000000
NS
USD
3234976.80000000
0.169405908316
Long
EC
CORP
KY
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
367000.00000000
PA
USD
322593.00000000
0.016893215488
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.88000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
913000.00000000
PA
USD
857078.75000000
0.044882610639
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAL8
328000.00000000
PA
USD
248036.14000000
0.012988899206
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Emerald Technologies (U.S.) Acquisitionco, Inc
N/A
Emerald Technologies (U.S.) Acquisitionco, Inc Term Loan
29102UAB5
1174612.50000000
PA
USD
1127263.87000000
0.059031384648
Long
LON
CORP
US
N
2
2027-12-29
Floating
7.88000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AR4
724000.00000000
PA
USD
593009.34000000
0.031054097785
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
USD P JPY C @130.0000 EO
000000000
13892703.00000000
OU
Notional Amount
USD
132397.46000000
0.006933252804
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
FX Contract
N/A
1.00000000
NC
USD
132397.46000000
0.01000000
DFE
US
1806051390.00000000
JPY
13892703.00000000
USD
2022-09-08
1.00000000
130.00000000
USD
2022-09-08
XXXX
-44414.42000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BOOKING HOLDINGS INC
000000000
6.00000000
NC
USD
17160.00000000
0.000898617074
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Booking Holdings Inc
Booking Holdings Inc
100.00000000
2600.00000000
USD
2023-01-20
XXXX
-92626.28000000
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
109781.00000000
NS
USD
8503636.26000000
0.445309599937
Long
EC
CORP
US
N
1
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2020-NQM1
452760AE1
3602500.00000000
PA
USD
3295121.01000000
0.172555477897
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
23181.00000000
NS
USD
2583290.64000000
0.135279083705
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE INC
000000000
-122.00000000
NC
USD
-211060.00000000
-0.01105257107
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Salesforce Inc
Salesforce Inc
100.00000000
160.00000000
USD
2023-01-20
XXXX
-70439.50000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DOMINO'S PIZZA INC
000000000
11.00000000
NC
USD
22825.00000000
0.001195275915
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Domino's Pizza Inc
Domino's Pizza Inc
100.00000000
400.00000000
USD
2022-09-16
XXXX
5427.61000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PROCTER + GAMBLE CO/THE
000000000
288.00000000
NC
USD
8064.00000000
0.000422287184
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
130.00000000
USD
2022-07-15
XXXX
-90673.40000000
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
29333.00000000
NS
USD
525354.03000000
0.027511194713
Long
EC
CORP
US
N
1
N
N
N
YANLORD LAND HK CO LTD
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
400000.00000000
PA
USD
296000.00000000
0.015500620858
Long
DBT
CORP
HK
N
2
2026-05-20
Fixed
5.13000000
N
N
N
N
N
N
Science Strategic Acquisition Corp Alpha
N/A
Science Strategic Acquisition Corp Alpha
808641112
11388.00000000
NS
USD
1031.75000000
0.000054029613
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
-6872.43000000
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
50143.00000000
NS
USD
3318965.17000000
0.173804124126
Long
EC
CORP
US
N
1
N
N
N
LIGHTNING EMOTORS INC
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228RAA3
945000.00000000
PA
USD
666225.00000000
0.034888179497
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
KANE BIDCO LTD
213800IT8MD1MLYZWC24
Kane Bidco Ltd
000000000
699000.00000000
PA
742999.67000000
0.038908635751
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
6.50000000
N
N
N
N
N
N
Offerpad Solutions Inc
N/A
Offerpad Solutions Inc
67623L117
60706.00000000
NS
USD
15583.23000000
0.000816046418
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
-130997.55000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAJ7
1540000.00000000
PA
USD
1426418.84000000
0.074697221701
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.87000000
N
N
N
N
N
N
Ariston Holding NV
815600CC86D25A205563
Ariston Holding NV
000000000
476063.00000000
NS
3898827.08000000
0.204169730940
Long
EC
CORP
NL
N
1
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
1200000.00000000
PA
USD
99000.00000000
0.005184329273
Long
DBT
CORP
KY
N
2
2023-07-28
Fixed
9.25000000
Y
Y
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAA4
2000000.00000000
PA
USD
1860360.00000000
0.097421402093
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
596000.00000000
PA
USD
458286.75000000
0.023999084986
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CB0
502000.00000000
PA
USD
395306.86000000
0.020701019457
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.700000 22-FEB-2026
000000000
4157941.00000000
OU
Notional Amount
USD
334686.57000000
0.017526519013
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-02-23
0.00000000
USD
-28.04000000
USD
4157941.00000000
USD
334714.61000000
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
4639.00000000
NS
USD
165890.64000000
0.008687188900
Long
EC
CORP
CW
N
1
N
N
N
FREEWIRE TECH NOTES + WTS
N/A
FREEWIRE TECH NOTES + WTS
000000000
2255000.00000000
PA
USD
2308218.00000000
0.120874365121
Long
DBT
CORP
US
N
3
2025-03-31
Variable
1.00000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
487000.00000000
PA
USD
467915.69000000
0.024503323325
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
11615200.00000000
PA
USD
8715029.75000000
0.456379634870
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBOTT LABORATORIES
000000000
100.00000000
NC
USD
30850.00000000
0.001615520788
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Abbott Laboratories
Abbott Laboratories
100.00000000
125.00000000
USD
2023-01-20
XXXX
-29872.92000000
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAF3
1374000.00000000
PA
USD
1191802.16000000
0.062411058851
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DC1
328000.00000000
PA
USD
237544.33000000
0.012439474987
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
10Y RTP 3.750000 05-MAY-2023
000000000
-11690367.00000000
NC
USD
-126119.42000000
-0.00660449091
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
11690367.00000000
OU
Notional Amount
N/A
-126119.42000000
-0.01000000
DIR
US
N/A
N/A
2033-05-09
0.00000000
N/A
0.00000000
N/A
11690367.00000000
USD
1.00000000
3.75000000
USD
2023-05-05
XXXX
70278.75000000
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-2
70019FAA6
600000.00000000
PA
USD
535110.24000000
0.028022097795
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
8.05000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
585000.00000000
PA
USD
529425.00000000
0.027724379046
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
CDX.NA.HY.38.V2 5YR RTR @ 103.0000
000000000
-3707999.00000000
NC
USD
-3920.84000000
-0.00020532248
N/A
DCR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Written
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX Swap
N/A
3707999.00000000
OU
Notional Amount
N/A
-3920.84000000
0.00000000
DCR
US
CDX.NA.HY.S38
2I65BRZG8
buy protection
2027-06-20
0.00000000
N/A
0.00000000
N/A
3707999.00000000
USD
1.00000000
1.03000000
USD
2022-09-21
XXXX
13185.64000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
60083.00000000
NS
USD
9202312.28000000
0.481897140777
Long
EC
CORP
US
N
1
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAD8
2830000.00000000
PA
USD
2741229.69000000
0.143549871992
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
6.77000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
12145.00000000
NS
USD
2354308.25000000
0.123287971507
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VCA1
1244940.33000000
PA
USD
919461.39000000
0.048149400000
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.90000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KC4
194000.00000000
PA
USD
171438.66000000
0.008977721855
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-874.39000000
-0.00004578914
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
180119998.00000000
HKD
23001777.75000000
USD
2022-09-14
-874.39000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAE1
2400000.00000000
PA
USD
2153312.88000000
0.112762454532
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.71000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
529000.00000000
PA
USD
415860.13000000
0.021777331774
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
154000.00000000
PA
USD
152075.00000000
0.007963705800
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
161866.00000000
NS
7377818.55000000
0.386353946295
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
35799.00000000
NS
USD
8608943.52000000
0.450824221257
Long
EC
CORP
US
N
1
N
N
N
Pronovias SL
95980020140005338087
Pronovias SL EUR Term Loan B3
000000000
3719637.00000000
PA
2676635.26000000
0.140167257907
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
2671054.20000000
0.139874994748
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.51000000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
550000.00000000
PA
USD
450312.50000000
0.023581497737
Long
LON
CORP
US
N
2
2028-10-06
Floating
5.60000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
1185000.00000000
PA
USD
990740.79000000
0.051882085656
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
MI Windows and Doors, LLC
N/A
MI Windows and Doors, LLC 2022 Term Loan
55336CAJ1
538046.24000000
PA
USD
503519.81000000
0.026367802936
Long
LON
CORP
US
N
2
2027-12-18
Floating
5.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO
000000000
-706.00000000
NC
USD
-270045.00000000
-0.01414143635
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
77.00000000
USD
2022-07-15
XXXX
-214434.08000000
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AE1
5535000.00000000
PA
USD
4520592.75000000
0.236729710377
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
128350.00000000
0.006721299618
Long
LON
CORP
US
N
2
2027-12-15
Floating
5.32000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
79002.00000000
NS
7201063.96000000
0.377097845334
Long
EC
CORP
DE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONSUMER STAPLES SELECT SECTOR
000000000
2079.00000000
NC
USD
72765.00000000
0.003810482016
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Consumer Staples Select Sector SPDR Fund
Consumer Staples Select Sector SPDR Fund
100.00000000
68.00000000
USD
2022-07-15
XXXX
-335184.03000000
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
4264200.28000000
PA
USD
3917734.01000000
0.205159829432
Long
LON
CORP
US
N
2
2027-10-19
Floating
5.28000000
N
N
N
N
N
N
Rotor Acquisition Corp
N/A
ROTOR ACQUI ROTOR ACQUISITION
000000000
23869.00000000
NS
USD
57285.60000000
0.002999872858
Long
EC
CORP
US
N
3
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
3771000.00000000
PA
USD
3553564.14000000
0.186089359557
Long
DBT
US
N
2
2032-05-15
Fixed
5.13000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAG1
1375000.00000000
PA
USD
1220554.78000000
0.063916746220
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.69000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.450000 11-DEC-2050
000000000
2192646.00000000
OU
Notional Amount
USD
646151.11000000
0.033836970855
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-12-12
0.00000000
USD
-66.27000000
USD
2192646.00000000
USD
646217.38000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
KROGER CO/THE
000000000
-529.00000000
NC
USD
-21160.00000000
-0.00110808492
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Kroger Co/The
Kroger Co/The
100.00000000
40.00000000
USD
2022-08-19
XXXX
11344.20000000
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
1500000.00000000
PA
1390864.55000000
0.072835351535
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
546200.13000000
0.028602841647
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
119.00000000
NC
USD
9698.50000000
0.000507880984
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
General Motors Co
General Motors Co
100.00000000
38.00000000
USD
2022-09-16
XXXX
-35392.61000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
-81.00000000
NC
USD
-4374.00000000
-0.00022905309
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
105.00000000
USD
2022-08-19
XXXX
12859.15000000
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
2465000.00000000
PA
USD
1897763.05000000
0.099380086204
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.38000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
11864.00000000
NS
USD
6445473.92000000
0.337529890150
Long
EC
CORP
US
N
1
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
1143000.00000000
PA
USD
953190.56000000
0.049915694175
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
-843564.76000000
-0.04417492403
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-06-29
79.73000000
USD
0.00000000
USD
10678687.00000000
USD
-843644.49000000
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
13266.00000000
NS
USD
6358128.48000000
0.332955874782
Long
EC
CORP
US
N
1
N
N
N
Cordatus CLO PLC
635400BFCX9PFNPQKM71
CVC Cordatus Loan Fund XIX DAC
000000000
2300000.00000000
PA
2227719.65000000
0.116658911056
Long
ABS-CBDO
CORP
IE
N
2
2033-12-23
Floating
3.80000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBVIE INC
000000000
-106.00000000
NC
USD
-70225.00000000
-0.00367746993
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
AbbVie Inc
AbbVie Inc
100.00000000
165.00000000
USD
2023-01-20
XXXX
-33362.14000000
N
N
N
Tishman Speyer Innovation Corp II
N/A
Tishman Speyer Innovation Corp II
88825H118
42507.00000000
NS
USD
5568.42000000
0.000291601240
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
-32687.88000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
5Y RTP 2.910000 04-OCT-2022
000000000
-23669424.00000000
NC
USD
-272755.55000000
-0.01428337961
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
23669424.00000000
OU
Notional Amount
N/A
-272755.55000000
-0.01000000
DIR
US
N/A
N/A
2027-10-06
0.00000000
N/A
0.00000000
N/A
23669424.00000000
USD
1.00000000
2.91000000
USD
2022-10-04
XXXX
-90500.99000000
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP2
85236WCU8
2500000.00000000
PA
USD
2332854.00000000
0.122164477605
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.24000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AC7
627000.00000000
PA
USD
424792.50000000
0.022245092857
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.38.V2)
000000000
64870739.01000000
OU
Notional Amount
USD
-495121.64000000
-0.02592801628
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-22
653741.67000000
USD
0.00000000
USD
64870739.01000000
USD
-1148863.31000000
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
22824DAN9
1250000.00000000
PA
USD
1131441.13000000
0.059250135065
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
4.36000000
N
N
N
N
N
N
Pear Therapeutics Inc
N/A
Pear Therapeutics Inc
704723113
9900.00000000
NS
USD
1203.84000000
0.000063041443
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
-10241.35000000
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-E
009740AH4
16075.45000000
PA
USD
7603.69000000
0.000398182148
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
COMMERZBANK AG
000000000
-447.00000000
NC
-54338.30000000
-0.00284553171
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Put
Written
Commerzbank AG
Commerzbank AG
100.00000000
7.20000000
EUR
2022-12-16
XXXX
-31628.02000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701VAA6
1250000.00000000
PA
USD
1193546.25000000
0.062502391546
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
7.06000000
N
N
N
N
N
N
NEW HOME CO INC/THE
549300PLCE8TB3TVRQ85
New Home Co Inc/The
645370AC1
618000.00000000
PA
USD
505215.00000000
0.026456574887
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
KRAFT HEINZ CO/THE
000000000
705.00000000
NC
USD
9870.00000000
0.000516861918
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Kraft Heinz Co/The
Kraft Heinz Co/The
100.00000000
35.00000000
USD
2022-07-15
XXXX
-48111.34000000
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
000000000
295000.00000000
PA
USD
223056.88000000
0.011680811238
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
456443.45000000
0.023902556964
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
46023.00000000
NS
USD
1250444.91000000
0.065482001533
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-191.00000000
NC
USD
-46222.00000000
-0.00242050573
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Apple Inc
Apple Inc
100.00000000
120.00000000
USD
2022-08-19
XXXX
44075.15000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
2000000.00000000
OU
Notional Amount
USD
-341842.88000000
-0.01790127322
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-436165.59000000
USD
2000000.00000000
USD
94322.71000000
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas SA ESP / Gases del Pacifico SAC
74348DAA5
200000.00000000
PA
USD
160125.00000000
0.008385259847
Long
DBT
CORP
XX
N
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
Highland Transcend Partners I Corp
N/A
Highland Transcend Partners I Corp
000000000
96960.00000000
NS
USD
956025.60000000
0.050064156608
Long
EC
CORP
KY
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAG8
780000.00000000
PA
USD
711982.21000000
0.037284345590
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.93000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
18600.00000000
NS
USD
941160.00000000
0.049285690293
Long
EC
CORP
US
N
1
N
N
N
Blend Labs Inc
N/A
Blend Labs Inc
09352U108
24434.00000000
NS
USD
57664.24000000
0.003019701085
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
812547.93000000
0.042550666864
Long
LON
CORP
GB
N
2
2029-07-30
Floating
8.69000000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
600000.00000000
PA
USD
503550.00000000
0.026369383895
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
400000.00000000
PA
USD
221000.00000000
0.011573098681
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
47545.00000000
NS
2274170.44000000
0.119091397828
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
-229183.93000000
-0.01200166623
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-01
155.05000000
MXN
0.00000000
MXN
62782309.00000000
MXN
-229192.37000000
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
94000.00000000
PA
USD
84793.56000000
0.004440381164
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.38000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP22
000000000
-61.00000000
NC
248699.62000000
0.013023643639
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
Long Gilt Future
G U2 Comdty
2022-09-28
-7157084.25000000
GBP
248699.62000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SAP SE
000000000
71.00000000
NC
USD
30885.00000000
0.001617353632
N/A
DE
DE
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SAP SE
SAP SE
100.00000000
100.00000000
USD
2022-12-16
XXXX
-17005.95000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
613000.00000000
PA
USD
417146.50000000
0.021844695063
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Marqeta Inc
N/A
Marqeta Inc
57142B104
84708.00000000
NS
USD
686981.88000000
0.035975154250
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICRON TECHNOLOGY INC
000000000
-263.00000000
NC
USD
-152540.00000000
-0.00798805643
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Micron Technology Inc
Micron Technology Inc
100.00000000
60.00000000
USD
2022-07-15
XXXX
-97108.56000000
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
6594.00000000
NS
USD
673906.80000000
0.035290452028
Long
EC
CORP
US
N
1
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
46143NAB6
586000.00000000
PA
USD
496928.00000000
0.026022609870
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
1907860.21000000
0.099908843802
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DYNATRACE INC
000000000
-112.00000000
NC
USD
-44800.00000000
-0.00234603991
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Dynatrace Inc
Dynatrace Inc
100.00000000
35.00000000
USD
2023-01-20
XXXX
2607.26000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
328000.00000000
PA
USD
234666.88000000
0.012288791671
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.53000000
N
N
N
N
N
N
J&J Ventures Gaming, LLC
549300BYPH8FLKS5ZS70
J&J Ventures Gaming, LLC Term Loan
46604BAB4
1435411.01000000
PA
USD
1365434.72000000
0.071503668585
Long
LON
CORP
US
N
2
2028-04-26
Floating
6.25000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-D
00970CAC3
1240332.68000000
PA
USD
1082214.08000000
0.056672263991
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
138935.33000000
0.007275621196
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
1397000.00000000
PA
USD
1270658.81000000
0.066540542073
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
223193.48000000
0.011687964565
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
8.09000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBF2
24279399.58000000
PA
USD
1705404.45000000
0.089306850639
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.60000000
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
6965267.40000000
0.364749895752
Long
LON
CORP
US
N
3
2026-07-20
Floating
7.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO
000000000
-934.00000000
NC
USD
-141034.00000000
-0.00738552216
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
72.00000000
USD
2022-08-19
XXXX
-56254.47000000
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBM7
257000.00000000
PA
USD
173406.72000000
0.009080783178
Long
DBT
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
91920.00000000
NS
USD
5081337.60000000
0.266094214829
Long
EC
CORP
US
N
1
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
2445000.00000000
PA
USD
2313581.25000000
0.121155222231
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
-127.00000000
NC
USD
-118110.00000000
-0.00618506192
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
90.00000000
USD
2022-09-16
XXXX
-87339.94000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-97.00000000
NC
USD
-8487.50000000
-0.00044446459
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Apple Inc
Apple Inc
100.00000000
125.00000000
USD
2022-07-15
XXXX
20474.94000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CSX CORP
000000000
198.00000000
NC
USD
1485.00000000
0.000077764939
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CSX Corp
CSX Corp
100.00000000
40.00000000
USD
2022-08-19
XXXX
-14338.23000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CK0
1079000.00000000
PA
USD
1001312.00000000
0.052435667813
Long
DBT
NUSS
ID
N
2
2029-09-18
Fixed
3.40000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
328000.00000000
PA
USD
215704.47000000
0.011295787861
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP AZUL INVEST
000000000
-207975.00000000
PA
USD
-207975.00000000
-0.01089101899
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.00000000
2049-12-31
207975.00000000
USD
208071.77000000
USD
CDS
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2021-A
56848DAE9
1420000.00000000
PA
USD
1280263.20000000
0.067043494803
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
2000000.00000000
PA
USD
1588427.30000000
0.083181112628
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
585000.00000000
PA
USD
527962.50000000
0.027647792364
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
5718220.80000000
0.299445853390
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBA9
2000000.00000000
PA
USD
1841973.60000000
0.096458562176
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.68000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1113000.00000000
PA
USD
278250.00000000
0.014571107276
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DYNATRACE INC
000000000
-111.00000000
NC
USD
-37185.00000000
-0.00194726549
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Dynatrace Inc
Dynatrace Inc
100.00000000
35.00000000
USD
2022-11-18
XXXX
-7923.93000000
N
N
N
Sixth Street CLO XVI, LTD.
N/A
Sixth Street CLO XIX Ltd
83011MAA2
3750000.00000000
PA
USD
3310627.50000000
0.173367505675
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.96000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
428000.00000000
PA
USD
322369.60000000
0.016881516708
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.88000000
N
N
N
N
N
N
IPS CORPORATION
25490024F0AS5UR7DB02
IPS Corporation 2021 Term Loan
12659EAC2
632391.49000000
PA
USD
579428.70000000
0.030342920922
Long
LON
CORP
US
N
2
2028-10-02
Floating
5.17000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.495000 03-MAR-2023
000000000
88455786.00000000
OU
Notional Amount
-139028.13000000
-0.00728048085
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-03
131.81000000
MXN
0.00000000
MXN
88455786.00000000
MXN
-139032.71000000
N
N
N
LITIGATION FEE RESIDUAL
N/A
LITIGATION FEE RESIDUAL
53689HAA7
4386198.30000000
PA
USD
4194521.43000000
0.219654345836
Long
ABS-O
CORP
US
N
3
2027-10-30
Fixed
4.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SERVICENOW INC
000000000
-11.00000000
NC
USD
-12485.00000000
-0.00065380152
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ServiceNow Inc
ServiceNow Inc
100.00000000
550.00000000
USD
2022-08-19
XXXX
8600.71000000
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AS8
3931962.09000000
PA
USD
3734998.71000000
0.195590536855
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
4.82000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2020-HB4 LLC
12529LAE0
3400000.00000000
PA
USD
3296860.32000000
0.172646560278
Long
ABS-O
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
439515.85000000
0.023016109972
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Floating
5.97000000
N
N
N
N
N
N
SVF INVESTMENT CORP 3
N/A
SVF INVESTMENT CORP 3
000000000
38900.00000000
NS
USD
375689.94000000
0.019673740946
Long
EC
CORP
US
Y
3
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VINO
05608KAN0
450000.00000000
PA
USD
402387.39000000
0.021071805305
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.28000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: JNK US EQUITY
000000000
944205.28000000
OU
Notional Amount
USD
3861.09000000
0.000202193554
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SPDR Bloomberg High Yield Bond ETF
SPDR Bloomberg High Yield Bond ETF
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
944205.28000000
USD
3861.09000000
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
56281.00000000
NS
USD
2308083.81000000
0.120867337998
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
513122.18000000
0.026870649885
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-26
0.00000000
USD
-58.36000000
USD
3857737.00000000
USD
513180.54000000
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
2575000.00000000
PA
USD
2167340.50000000
0.113497038381
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
9786.00000000
NS
650876.70000000
0.034084435648
Long
EP
CORP
DE
N
2
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: UHS US EQUITY
000000000
601060.50000000
OU
Notional Amount
USD
73853.14000000
0.003867464602
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Universal Health Services Inc
Universal Health Services Inc
Y
equity-performance leg
2022-08-10
0.00000000
USD
0.00000000
USD
601060.50000000
USD
73853.14000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
2249000.00000000
PA
USD
2072925.79000000
0.108552826816
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NORTHROP GRUMMAN CORP
000000000
18.00000000
NC
USD
22410.00000000
0.001173543626
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Northrop Grumman Corp
Northrop Grumman Corp
100.00000000
500.00000000
USD
2022-08-19
XXXX
-8827.23000000
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AU9
80000.00000000
PA
USD
49851.77000000
0.002610585763
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
500000.00000000
PA
USD
41343.75000000
0.002165046600
Long
DBT
CORP
KY
N
2
2022-03-23
None
0.00000000
Y
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592ECB0
833964.10000000
PA
USD
572555.22000000
0.029982977653
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
3.03000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-C
64035GAE9
110000.00000000
PA
USD
93055.34000000
0.004873025487
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.44000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
-55.00000000
NC
USD
-16170.00000000
-0.00084677378
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
265.00000000
USD
2022-07-15
XXXX
16563.64000000
N
N
N
STAR ENERGY CO ISSUE
N/A
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
1192000.00000000
PA
USD
1010071.00000000
0.052894350036
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ARCHER-DANIELS-MIDLAND CO
000000000
-71.00000000
NC
USD
-20767.50000000
-0.00108753089
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Archer-Daniels-Midland Co
Archer-Daniels-Midland Co
100.00000000
80.00000000
USD
2022-08-19
XXXX
-10986.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
40211.77000000
0.002105768245
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3393914.83000000
USD
22996444.00000000
CNY
2022-09-15
40211.77000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-240201.30000000
-0.01257861243
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
164353284.80000000
MXN
7816000.00000000
USD
2022-09-21
-240201.30000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
129000.00000000
PA
USD
95311.65000000
0.004991181587
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
544909.26000000
0.028535242707
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
8.36000000
N
N
N
N
N
N
Crown Point CLO Ltd
N/A
Crown Point CLO 9 Ltd
22846DAQ6
500000.00000000
PA
USD
470388.00000000
0.024632790689
Long
ABS-CBDO
CORP
KY
N
2
2034-07-14
Floating
4.79000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
151000.00000000
PA
USD
143545.89000000
0.007517062218
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAD3
250000.00000000
PA
USD
223987.13000000
0.011729525605
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
5.57000000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
10449.00000000
NS
USD
493506.27000000
0.025843424264
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.620000 19-NOV-2031
000000000
22524149.00000000
OU
Notional Amount
USD
-2658245.23000000
-0.13920422789
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-19
345.16000000
USD
0.00000000
USD
22524149.00000000
USD
-2658590.39000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.565000 27-AUG-2024
000000000
8070970.00000000
OU
Notional Amount
USD
437806.55000000
0.022926599124
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-44.43000000
USD
8070970.00000000
USD
437850.98000000
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
3316000.00000000
PA
USD
2824270.36000000
0.147898459632
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300FCCXHK7O37PQ68
iShares iBoxx High Yield Corporate Bond ETF
464288513
115955.00000000
NS
USD
8535447.55000000
0.446975460563
Long
EC
RF
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
76417.00000000
NS
USD
2998603.08000000
0.157027734618
Long
EC
CORP
US
N
1
N
N
N
CAP HILL BRANDS PREF EQUITY
U246OE781574J2BUD366
CAP HILL BRANDS PREF EQUITY
000000000
296456.00000000
NS
USD
2163595.19000000
0.113300907873
Long
EC
CORP
US
N
3
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
FSWP: CNY 2.595000 15-SEP-2026
000000000
157107000.00000000
OU
Notional Amount
43248.65000000
0.002264800426
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
43248.65000000
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
591000.00000000
PA
USD
537810.00000000
0.028163476025
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
983000.00000000
PA
USD
978085.00000000
0.051219340378
Long
DBT
CORP
MX
N
2
2024-01-15
Fixed
4.88000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAN6
750000.00000000
PA
USD
696836.33000000
0.036491201863
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
4.32000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
682000.00000000
PA
USD
353702.25000000
0.018522312411
Long
DBT
CORP
NL
N
2
2027-10-01
Fixed
7.65000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
882000.00000000
PA
USD
761386.50000000
0.039871498185
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1116000.00000000
PA
USD
845370.00000000
0.044269458968
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Whitebox CLO III Ltd
549300JXCQSPB1A61C68
Whitebox CLO III Ltd
96467HAJ5
500000.00000000
PA
USD
471010.55000000
0.024665391742
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
4.39000000
N
N
N
N
N
N
Profrac Services, LLC
N/A
Profrac Services, LLC 2022 Term Loan
000000000
1771598.52000000
PA
USD
1736166.55000000
0.090917768371
Long
LON
CORP
US
N
3
2025-03-04
Floating
10.01000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 2.010000 27-MAY-2051
000000000
4357381.00000000
OU
Notional Amount
USD
806845.25000000
0.042252034835
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-05-30
0.00000000
USD
-133.96000000
USD
4357381.00000000
USD
806979.21000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAQ7
4555000.00000000
PA
USD
4076003.49000000
0.213447921333
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
4.25000000
N
N
N
N
N
N
Sarcos Technology and Robotics Corp
N/A
Sarcos Technology and Robotics Corp
80359A106
45102.00000000
NS
USD
119971.32000000
0.006282533598
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAF8
3500000.00000000
PA
USD
3274997.25000000
0.171501657714
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
NC
USD
-13484.64000000
-0.00070614963
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
124707682.00000000
OU
Notional Amount
N/A
-13484.64000000
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
123693.81000000
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 1 Ltd
402564AA6
2625000.00000000
PA
USD
2431563.75000000
0.127333607368
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
7.49000000
N
N
N
N
N
N
Pikes Peak CLO
2549002NRPBIF0UZPU88
Pikes Peak Clo 4
72132WAM1
1000000.00000000
PA
USD
933057.10000000
0.048861366033
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.29000000
N
N
N
N
N
N
JINGRUI HOLDINGS LTD
549300RXCFKI6KHCMP52
Jingrui Holdings Ltd
000000000
355300.00000000
PA
USD
55319.69000000
0.002896924123
Long
DBT
CORP
KY
N
2
2023-09-09
Fixed
12.75000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
51083.00000000
NS
3340719.44000000
0.174943329164
Long
EC
CORP
NL
N
2
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
412776.00000000
PA
USD
321965.28000000
0.016860343698
Long
DBT
CORP
AR
N
2
2026-02-12
Variable
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
USD P JPY C @125.0000 EO
000000000
-13892703.00000000
OU
Notional Amount
USD
-57071.22000000
-0.00298864642
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
FX Contract
N/A
1.00000000
NC
USD
-57071.22000000
0.00000000
DFE
JP
-13892703.00000000
USD
-1736587875.00000000
JPY
2022-09-08
1.00000000
125.00000000
USD
2022-09-08
XXXX
8182.67000000
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2019-16 Ltd
67570RAE9
400000.00000000
PA
USD
347142.84000000
0.018178816035
Long
ABS-CBDO
CORP
KY
N
2
2033-04-10
Floating
7.34000000
N
N
N
N
N
N
Amorepacific Corp
N/A
Amorepacific Corp
000000000
26343.00000000
NS
2647766.70000000
0.138655499112
Long
EC
CORP
KR
N
2
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
417631.50000000
PA
USD
332017.04000000
0.017386723836
Long
DBT
CORP
MU
N
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
1131.00000000
NC
USD
2827.50000000
0.000148067586
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Devon Energy Corp
Devon Energy Corp
100.00000000
80.00000000
USD
2022-07-15
XXXX
-372923.67000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
-18.73000000
-0.00000098083
N/A
DFE
DK
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
16142.94000000
USD
113840.93000000
DKK
2022-09-15
-18.73000000
N
N
N
iShares China Large-Cap ETF
5493001YVWPO25CNKN94
iShares China Large-Cap ETF
464287184
9792.00000000
NS
USD
332046.72000000
0.017388278087
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
232436.50000000
0.012171993446
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.39000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
9760.00000000
NS
215790.62000000
0.011300299274
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTP 3.350000 08-DEC-2022
000000000
-23451892.00000000
NC
USD
-262076.30000000
-0.01372413973
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
23451892.00000000
OU
Notional Amount
N/A
-262076.30000000
-0.01000000
DIR
US
N/A
N/A
2032-12-08
0.00000000
N/A
0.00000000
N/A
23451892.00000000
USD
1.00000000
3.35000000
USD
2022-12-08
XXXX
-10554.76000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JBA1
5000089.00000000
PA
USD
4568319.31000000
0.239229005348
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.28000000
N
N
N
N
N
N
CONTINUUM ENERGY LEVANTE
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte Ltd
21218MAB1
849161.25000000
PA
USD
662345.78000000
0.034685036529
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
8894.40000000
0.000465772710
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
-102285.60000000
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
22020.00000000
NS
USD
3896218.80000000
0.204033143239
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
283312.01000000
0.014836189363
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
47698.00000000
NS
USD
1836373.00000000
0.096165275767
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
1715000.00000000
PA
USD
1413646.73000000
0.074028385098
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
419841.26000000
PA
USD
349866.32000000
0.018321436409
Long
LON
CORP
US
N
2
2028-05-17
Floating
6.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
198000.00000000
PA
USD
142032.20000000
0.007437794871
Long
DBT
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
000000000
46897.00000000
NS
6388.94000000
0.000334569380
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
-32703.04000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21688.11000000
0.001135740439
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1770413.81000000
USD
1470179.00000000
GBP
2022-09-15
21688.11000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTP 3.450000 18-APR-2023
000000000
-11734504.00000000
NC
USD
-177674.71000000
-0.00930428485
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
11734504.00000000
OU
Notional Amount
N/A
-177674.71000000
-0.01000000
DIR
US
N/A
N/A
2033-04-20
0.00000000
N/A
0.00000000
N/A
11734504.00000000
USD
1.00000000
3.45000000
USD
2023-04-18
XXXX
-190.34000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DYNATRACE INC
000000000
111.00000000
NC
USD
38295.00000000
0.002005392823
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Dynatrace Inc
Dynatrace Inc
100.00000000
45.00000000
USD
2022-11-18
XXXX
-23526.67000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FEDEX CORP
000000000
78.00000000
NC
USD
50505.00000000
0.002644793433
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
FedEx Corp
FedEx Corp
100.00000000
210.00000000
USD
2022-08-19
XXXX
-48338.87000000
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
467000.00000000
PA
USD
352585.00000000
0.018463805423
Long
DBT
CORP
KY
N
2
2025-03-03
Fixed
5.50000000
N
N
N
N
N
N
SambaNova Systems, Inc. SERIES D
N/A
SambaNova Systems, Inc. SERIES D
000000000
13158.00000000
NS
USD
999744.84000000
0.052353600404
Long
EC
CORP
US
Y
3
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
470000.00000000
PA
USD
475375.63000000
0.024893977722
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
737000.00000000
PA
USD
595041.65000000
0.031160523687
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES RUSSELL 2000 ETF
000000000
196.00000000
NC
USD
151116.00000000
0.007913485883
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
175.00000000
USD
2022-07-15
XXXX
51772.65000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701DAA6
250000.00000000
PA
USD
243013.83000000
0.012725896088
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
6.33000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MORGAN STANLEY
000000000
-73.00000000
NC
USD
-16936.00000000
-0.00088688687
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Morgan Stanley
Morgan Stanley
100.00000000
80.00000000
USD
2022-08-19
XXXX
2869.28000000
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAC2
495000.00000000
PA
USD
343808.44000000
0.018004203635
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.25000000
N
N
N
N
N
N
WillScot Mobile Mini Holdings Corp
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
24898.00000000
NS
USD
807193.16000000
0.042270253825
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
328000.00000000
PA
USD
236284.90000000
0.012373522464
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.390000 07-JAN-2027
000000000
37638884.00000000
OU
Notional Amount
USD
-2494731.55000000
-0.13064151317
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-07
314.27000000
USD
0.00000000
USD
37638884.00000000
USD
-2495045.82000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-98.00000000
NC
USD
-54390.00000000
-0.00284823908
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Apple Inc
Apple Inc
100.00000000
140.00000000
USD
2022-07-15
XXXX
-6474.03000000
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAL5
1910000.00000000
PA
USD
1773856.54000000
0.092891478659
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
47993.00000000
NS
USD
6819805.30000000
0.357132487436
Long
EC
CORP
US
N
1
N
N
N
HYDROFARM HOLDINGS LLC
N/A
Hydrofarm Holdings LLC 2021 Term Loan
000000000
1926320.00000000
PA
USD
1772214.40000000
0.092805484775
Long
LON
CORP
US
N
3
2028-09-27
Floating
7.15000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
328000.00000000
PA
USD
227847.92000000
0.011931703450
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK II
549300X92PKHJD8UYG94
Arabian Centres Sukuk II Ltd
03847QAA1
1562000.00000000
PA
USD
1415367.25000000
0.074118483504
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
633000.00000000
PA
USD
41145.00000000
0.002154638666
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
-150.00000000
NC
USD
-525.00000000
-0.00002749265
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
340.00000000
USD
2022-07-15
XXXX
27489.98000000
N
N
N
Apidos CLO
549300KJKTO0Q1OATW69
Apidos CLO XXXV
03768TAA0
375000.00000000
PA
USD
349460.70000000
0.018300195322
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.81000000
N
N
N
N
N
N
Post CLO LTD
N/A
Post CLO 2018-1 Ltd
73742DAG6
500000.00000000
PA
USD
472672.15000000
0.024752404686
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
3.99000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
JUL22 FANG C @ 157.65
000000000
453.00000000
NC
USD
6795.00000000
0.000355833509
N/A
DE
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Call
Purchased
Diamondback Energy Inc
Diamondback Energy Inc
100.00000000
157.65000000
USD
2022-07-15
XXXX
-305425.80000000
N
N
N
RENEW POWER PVT LTD
335800BITJZHVZ1CN475
ReNew Power Pvt Ltd
000000000
518000.00000000
PA
USD
469534.63000000
0.024588102295
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.88000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
36.00000000
NS
USD
78453.36000000
0.004108364150
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-220.00000000
NC
USD
-81950.00000000
-0.00429147256
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
95.00000000
USD
2022-08-19
XXXX
29344.91000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX INVESTMENT GRA
000000000
733.00000000
NC
USD
104452.50000000
0.005469860135
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
108.00000000
USD
2022-08-19
XXXX
-116348.47000000
N
N
N
Lehman Brothers Small Balance Commercial
N/A
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2
52521VAH5
2735000.00000000
PA
USD
2342957.44000000
0.122693564067
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
2.22000000
N
N
N
N
N
N
PLANET LABS PBC
N/A
PLANET LABS PBC
000000000
156720.00000000
NS
USD
678597.60000000
0.035536094975
Long
STIV
CORP
US
Y
2
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAE9
488000.00000000
PA
USD
373661.60000000
0.019567522941
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
MARCOLIN SPA
815600C8D55034EB5379
Marcolin SpA
000000000
928000.00000000
PA
840206.80000000
0.043999077868
Long
DBT
CORP
IT
N
2
2026-11-15
Fixed
6.13000000
N
N
N
N
N
N
KANE BIDCO LTD
213800IT8MD1MLYZWC24
Kane Bidco Ltd
000000000
615000.00000000
PA
569447.50000000
0.029820235797
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIX CLO Ltd
04018GAA4
700000.00000000
PA
USD
624005.90000000
0.032677293476
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
7.43000000
N
N
N
N
N
N
MNTN DIGITAL
N/A
MNTN DIGITAL
000000000
58924.00000000
NS
USD
853808.76000000
0.044711371196
Long
EP
CORP
US
Y
3
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
000000000
434000.00000000
PA
USD
321648.25000000
0.016843741800
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
ROTOR ACQUI
N/A
ROTOR ACQUI ROTOR ACQUISITION
000000000
25291.00000000
NS
USD
10116.40000000
0.000529765138
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Rotor Acquisition Corp
Rotor Acquisition Corp
1.00000000
11.50000000
USD
2027-06-15
XXXX
-15174.60000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
74000.00000000
PA
USD
56924.50000000
0.002980963148
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467CAC1
1000000.00000000
PA
USD
596700.00000000
0.031247366439
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Variable
0.00000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135U109
194649.00000000
NS
3703351.47000000
0.193933267029
Long
EC
CORP
CA
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
19525007.00000000
NS
10045744.33000000
0.526065115191
Long
EC
CORP
GB
N
2
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
65000.00000000
PA
USD
42412.50000000
0.002221013791
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
10Y RTP 3.200000 12-AUG-2022
000000000
-5845183.00000000
NC
USD
-24132.01000000
-0.00126372005
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
5845183.00000000
OU
Notional Amount
N/A
-24132.01000000
0.00000000
DIR
US
N/A
N/A
2032-08-16
0.00000000
N/A
0.00000000
N/A
5845183.00000000
USD
1.00000000
3.20000000
USD
2022-08-12
XXXX
13861.68000000
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2020-2
58551VAF9
1368000.00000000
PA
USD
1347707.50000000
0.070575347922
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Floating
4.87000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBOTT LABORATORIES
000000000
-100.00000000
NC
USD
-71250.00000000
-0.00373114606
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
105.00000000
USD
2023-01-20
XXXX
-18474.14000000
N
N
N
Cano Health, Inc.
N/A
Cano Health, Inc.
000000000
277311.00000000
NS
USD
1214622.18000000
0.063606073979
Long
EC
CORP
US
Y
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
90891.49000000
0.004759711235
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1310624995.00000000
JPY
9798439.75000000
USD
2022-09-15
90891.49000000
N
N
N
KINS TECHNOLOGY
N/A
KINS TECHNOLOGY KINS TECHNOLOGY GROUP
000000000
117311.00000000
NS
USD
80944.59000000
0.004238822297
Long
EC
CORP
US
N
3
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
2286000.00000000
PA
2125398.05000000
0.111300639681
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
1500000.00000000
PA
1245249.43000000
0.065209930027
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
363355.00000000
NS
15344917.50000000
0.803566717115
Long
EC
CORP
CA
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
2056000.00000000
PA
USD
1649197.27000000
0.086363451359
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
2853.00000000
NS
181258.11000000
0.009491936623
Long
EC
CORP
DK
N
2
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAG2
170000.00000000
PA
USD
110451.38000000
0.005784003258
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
320000.00000000
PA
USD
26860.00000000
0.001406576608
Long
DBT
CORP
KY
N
2
2021-12-17
None
0.00000000
Y
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
23974.00000000
NS
USD
2725364.32000000
0.142719050758
Long
EC
CORP
KY
N
1
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
328000.00000000
PA
USD
211538.24000000
0.011077615051
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
-422.00000000
NC
USD
-125756.00000000
-0.00658545971
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
General Motors Co
General Motors Co
100.00000000
32.00000000
USD
2022-09-16
XXXX
-51580.16000000
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
1150000.00000000
PA
USD
873137.50000000
0.045723558596
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
176350.00000000
NS
USD
6572564.50000000
0.344185237769
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
884941.74000000
0.046341710787
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-15
0.00000000
USD
-85.50000000
USD
16466440.00000000
USD
885027.24000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.150000 10-NOV-2026
000000000
23694686.00000000
OU
Notional Amount
USD
1844757.55000000
0.096604349181
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-11-10
0.00000000
USD
-191.92000000
USD
23694686.00000000
USD
1844949.47000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
283000.00000000
PA
USD
228058.38000000
0.011942724600
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
84041.00000000
NS
USD
6521581.60000000
0.341515418164
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd
254900MN6N176YEZLX15
OCP CLO 2020-18 Ltd
671078AU7
500000.00000000
PA
USD
461510.55000000
0.024167905599
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
4.26000000
N
N
N
N
N
N
OCEANA AUSTRALIAN FIXINC TRUST
N/A
OCEANA AUSTRALIAN FIXINC TRUST
000000000
4163000.00000000
PA
2909430.54000000
0.152358039572
Long
DBT
CORP
AU
N
3
2023-08-31
Fixed
10.00000000
N
N
N
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
9028.00000000
NS
USD
1892539.64000000
0.099106552089
Long
EC
CORP
US
N
1
N
N
N
ConnectWise, LLC
N/A
ConnectWise, LLC 2021 Term Loan B
20786NAC1
791468.36000000
PA
USD
722871.80000000
0.037854600340
Long
LON
CORP
US
N
2
2028-09-29
Floating
5.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
497000.00000000
PA
USD
423009.13000000
0.022151703187
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
1648009.08000000
0.086301229458
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
5.22000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MERCEDES-BENZ GROUP AG
000000000
94.00000000
NC
886.57000000
0.000046426977
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Call
Purchased
Mercedes-Benz Group AG
Mercedes-Benz Group AG
100.00000000
70.00000000
EUR
2022-08-19
XXXX
-22355.79000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1410772.69000000
0.073877880353
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40548325.00000000
EUR
43947450.54000000
USD
2022-07-21
1410772.69000000
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAG7
997000.00000000
PA
USD
497129.13000000
0.026033142437
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
102200.00000000
0.005351903553
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4350.30000000
0.000227811996
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2788188.00000000
EUR
2942493.02000000
USD
2022-09-21
4350.30000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
624000.00000000
PA
USD
434789.52000000
0.022768606427
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: HYG US EQUITY
000000000
2915520.90000000
OU
Notional Amount
USD
-7634.54000000
-0.00039979766
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
2915520.90000000
USD
-7634.54000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.130000 08-MAR-2024
000000000
77139467.00000000
OU
Notional Amount
USD
-2285666.86000000
-0.11969343042
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-08
287.83000000
USD
0.00000000
USD
77139467.00000000
USD
-2285954.69000000
N
N
N
EVgo Inc
N/A
EVgo Inc
30052F118
40220.00000000
NS
USD
50275.00000000
0.002632749032
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
-92042.24000000
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
83000.00000000
PA
USD
76048.75000000
0.003982442028
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
636000.00000000
PA
USD
477795.00000000
0.025020672780
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MERCEDES-BENZ GROUP AG
000000000
-94.00000000
NC
-59350.65000000
-0.00310801325
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Put
Written
Mercedes-Benz Group AG
Mercedes-Benz Group AG
100.00000000
60.00000000
EUR
2022-08-19
XXXX
-44503.32000000
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
1425000.00000000
PA
USD
1264689.50000000
0.066227947441
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
4.26000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
52128.00000000
NS
USD
4660764.48000000
0.244070078085
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HUMANA INC
000000000
17.00000000
NC
USD
50830.00000000
0.002661812696
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Humana Inc
Humana Inc
100.00000000
500.00000000
USD
2023-01-20
XXXX
14118.07000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
328000.00000000
PA
USD
217697.55000000
0.011400159406
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC 2nd Lien Term Loan
62984CAB9
141000.00000000
PA
USD
126900.00000000
0.006645367523
Long
LON
CORP
US
N
3
2030-01-24
Floating
8.15000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX INVESTMENT GRA
000000000
683.00000000
NC
USD
52249.50000000
0.002736147599
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
109.00000000
USD
2022-07-15
XXXX
-24403.01000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
2024000.00000000
PA
USD
1837543.86000000
0.096226590148
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
900000.00000000
PA
USD
252099.00000000
0.013201658843
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
Y
Y
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKB4
328000.00000000
PA
USD
232871.46000000
0.012194770980
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
472000.00000000
PA
USD
115640.00000000
0.006055715527
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
296310.34000000
0.015516872421
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
35.00000000
NC
USD
88287.50000000
0.004623348189
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Eli Lilly & Co
Eli Lilly & Co
100.00000000
340.00000000
USD
2023-01-20
XXXX
14224.05000000
N
N
N
Great Canadian Gaming Corporation
549300FU60SSFLTE0M84
Great Canadian Gaming Corporation 2021 Term Loan
000000000
276000.00000000
PA
USD
259026.00000000
0.013564404791
Long
LON
CORP
CA
N
2
2026-11-01
Floating
6.10000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRSWAP: HYG US EQUITY
000000000
4989952.20000000
OU
Notional Amount
USD
36655.09000000
0.001919515718
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-07-15
0.00000000
USD
0.00000000
USD
4989952.20000000
USD
36655.09000000
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
141000.00000000
PA
USD
119145.00000000
0.006239261730
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
4639.00000000
NS
USD
976880.62000000
0.051156270656
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-4157.06000000
-0.00021769260
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
5736291.00000000
DKK
808320.11000000
USD
2022-09-15
-4157.06000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
19734.43000000
0.001033432152
N/A
DFE
CA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5272439.31000000
USD
6811061.00000000
CAD
2022-09-15
19734.43000000
N
N
N
Henley CLO
6354009HFM8XXW6PPK55
Henley CLO IV DAC
000000000
1000000.00000000
PA
983060.94000000
0.051479915241
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
749465.53000000
0.039247233198
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-06
0.00000000
USD
-91.63000000
USD
3049387.00000000
USD
749557.16000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIX LTD
55820EAA9
500000.00000000
PA
USD
439132.60000000
0.022996040334
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
6.74000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAD2
155000.00000000
PA
USD
156703.45000000
0.008206083667
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
2177000.00000000
PA
USD
2098083.75000000
0.109870272761
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
American Auto Auction Group, LLC
N/A
American Auto Auction Group, LLC 2021 Term Loan B
000000000
2984005.00000000
PA
USD
2782584.66000000
0.145715506149
Long
LON
CORP
US
N
2
2027-12-30
Floating
7.05000000
N
N
N
N
N
N
AltC Acquisition Corp
N/A
AltC Acquisition Corp
02156V109
115008.00000000
NS
USD
1109827.20000000
0.058118279206
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
1422.54000000
0.000074494098
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
25938032.00000000
JPY
193540.57000000
USD
2022-09-15
1422.54000000
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2020-D
00970CAB5
525000.00000000
PA
USD
502682.93000000
0.026323978073
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
2293000.00000000
PA
USD
2242164.19000000
0.117415327739
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
192615.00000000
0.010086662454
Long
LON
CORP
US
N
2
2027-12-15
Floating
5.57000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 2 Ltd
09077LAJ1
750000.00000000
PA
USD
714436.35000000
0.037412861447
Long
ABS-CBDO
CORP
KY
N
2
2034-10-19
Floating
4.34000000
N
N
N
N
N
N
ECL Entertainment, LLC
254900UPSGHOBB360Z85
ECL Entertainment, LLC Term Loan
000000000
3624390.00000000
PA
USD
3531533.13000000
0.184935662486
Long
LON
CORP
US
N
2
2028-05-01
Floating
9.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
1500000.00000000
OU
Notional Amount
USD
-256382.16000000
-0.01342595492
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-166709.39000000
USD
1500000.00000000
USD
-89672.77000000
N
N
N
Liberty Media Corp-Liberty SiriusXM
549300ZKUTPIBZLWLL89
Liberty Media Corp-Liberty SiriusXM
531229607
254348.00000000
NS
USD
9169245.40000000
0.480165528717
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
10Y RTP 3.230000 17-AUG-2022
000000000
-11245084.00000000
NC
USD
-47965.01000000
-0.00251178187
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
11245084.00000000
OU
Notional Amount
N/A
-47965.01000000
0.00000000
DIR
US
N/A
N/A
2032-08-19
0.00000000
N/A
0.00000000
N/A
11245084.00000000
USD
1.00000000
3.23000000
USD
2022-08-17
XXXX
37497.63000000
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
766000.00000000
PA
USD
787926.75000000
0.041261330458
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES RUSSELL 2000 ETF
000000000
59.00000000
NC
USD
16077.50000000
0.000841929837
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
165.00000000
USD
2022-07-15
XXXX
-22404.02000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
10Y RTP 3.280000 24-MAR-2023
000000000
-11451708.00000000
NC
USD
-204297.33000000
-0.01069843059
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
11451708.00000000
OU
Notional Amount
N/A
-204297.33000000
-0.01000000
DIR
US
N/A
N/A
2033-03-28
0.00000000
N/A
0.00000000
N/A
11451708.00000000
USD
1.00000000
3.28000000
USD
2023-03-24
XXXX
-106957.81000000
N
N
N
OCEANA AUSTRALIAN TRUST 10.25
N/A
OCEANA AUSTRALIAN TRUST 10.25
000000000
4163000.00000000
PA
3002819.67000000
0.157248544628
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
238281.00000000
NS
USD
536132.25000000
0.028075617354
Long
EC
CORP
GG
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
328000.00000000
PA
USD
230345.67000000
0.012062503030
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
2517000.00000000
PA
USD
2156037.03000000
0.112905109993
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LYONDELLBASELL INDUSTRIES NV
000000000
-144.00000000
NC
USD
-9360.00000000
-0.00049015476
N/A
DE
NL
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
LyondellBasell Industries NV
LyondellBasell Industries NV
100.00000000
124.80000000
USD
2023-01-20
XXXX
37117.92000000
N
N
N
Herschend Entertainment Company, LLC
54930087KQ7RPDXK0716
Herschend Entertainment Company, LLC 2021 Term Loan
42778EAF8
389514.98000000
PA
USD
370526.12000000
0.019403327378
Long
LON
CORP
US
N
2
2028-08-27
Floating
5.44000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
3000.00000000
NS
USD
418740.00000000
0.021928141817
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
559000.00000000
PA
USD
461175.00000000
0.024150333865
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.491500 23-JUL-2024
000000000
16157667.00000000
OU
Notional Amount
USD
881000.42000000
0.046135315831
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-23
0.00000000
USD
-84.90000000
USD
16157667.00000000
USD
881085.32000000
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd
03835JBG7
3000000.00000000
PA
USD
2974458.30000000
0.155763345832
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
5.29000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
750000.00000000
PA
USD
694125.00000000
0.036349217747
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
455187.85000000
0.023836805006
Long
ABS-CBDO
CORP
KY
N
2
2034-10-19
Floating
7.99000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18765.44000000
0.000982689090
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1870585.00000000
EUR
1989954.51000000
USD
2022-09-21
18765.44000000
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
500000.00000000
PA
USD
449315.00000000
0.023529261692
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTP 3.000000 31-AUG-2022
000000000
-11824296.00000000
NC
USD
-131221.90000000
-0.00687169229
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
11824296.00000000
OU
Notional Amount
N/A
-131221.90000000
-0.01000000
DIR
US
N/A
N/A
2032-09-02
0.00000000
N/A
0.00000000
N/A
11824296.00000000
USD
1.00000000
3.00000000
USD
2022-08-31
XXXX
-28941.74000000
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAJ8
550000.00000000
PA
USD
525318.81000000
0.027509350349
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
4.34000000
N
N
N
N
N
N
Battalion CLO LTD
549300JMWGEYZEC6GK98
Battalion CLO IX Ltd
07132EAQ8
250000.00000000
PA
USD
229540.23000000
0.012020324584
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
4.29000000
N
N
N
N
N
N
Snorkel AI, Inc.
N/A
Snorkel AI, Inc.
000000000
45203.00000000
NS
USD
432140.68000000
0.022629894723
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
-341842.88000000
-0.01790127322
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-446788.08000000
USD
2000000.00000000
USD
104945.20000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
100130.00000000
NS
USD
25716387.90000000
1.346689117154
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: SHW US EQUITY
000000000
66833.52000000
OU
Notional Amount
USD
11342.02000000
0.000593947134
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Sherwin-Williams Co/The
Sherwin-Williams Co/The
Y
equity-performance leg
2022-09-02
0.00000000
USD
0.00000000
USD
66833.52000000
USD
11342.02000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.630000 09-FEB-2027
000000000
50827357.00000000
OU
Notional Amount
USD
-2876416.04000000
-0.15062917049
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-02-09
432.78000000
USD
0.00000000
USD
50827357.00000000
USD
-2876848.82000000
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
000000000
2.00000000
NS
20.33000000
0.000001064620
Long
EC
CORP
KY
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
1829.00000000
NS
USD
432869.43000000
0.022668057146
Long
EC
CORP
US
N
1
N
N
N
Tishman Speyer Innovation Corp II
N/A
Tishman Speyer Innovation Corp II
88825H100
212535.00000000
NS
USD
2080717.65000000
0.108960862856
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BANK OF AMERICA CORP
000000000
-228.00000000
NC
USD
-9576.00000000
-0.00050146603
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
35.00000000
USD
2022-08-19
XXXX
5875.38000000
N
N
N
Park River Holdings Inc
N/A
Park River Holdings Inc Term Loan
70082HAC0
2199881.55000000
PA
USD
1790153.61000000
0.093744906710
Long
LON
CORP
US
N
2
2027-12-28
Floating
4.22000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM 2020 Ltd
00166DAA9
950000.00000000
PA
USD
836227.91000000
0.043790715486
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
7.04000000
N
N
N
N
N
N
ALME Loan Funding BV
5493007Y7TGLM40XAY97
Alme Loan Funding V DAC
000000000
2250000.00000000
PA
1988030.68000000
0.104107127786
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
5.41000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AX3
248000.00000000
PA
USD
170050.48000000
0.008905027085
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
Vertiv Holdings Co
549300KTTIRAOGXCRV69
Vertiv Holdings Co
92537N108
361167.00000000
NS
USD
2968792.74000000
0.155466657665
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
41010.00000000
NS
USD
10481745.90000000
0.548897192996
Long
EC
CORP
US
N
1
N
N
N
Sovos Brands Intermediate, Inc.
549300LNTCFBIDJ7R637
Sovos Brands Intermediate, Inc. 2021 Term Loan
84611UAH1
336122.13000000
PA
USD
316586.71000000
0.016578684325
Long
LON
CORP
US
N
2
2028-06-08
Floating
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS
000000000
92.00000000
NC
USD
64170.00000000
0.003360387974
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
ConocoPhillips
ConocoPhillips
100.00000000
90.00000000
USD
2022-08-19
XXXX
25784.92000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HALLIBURTON CO
000000000
136.00000000
NC
USD
7208.00000000
0.000377461064
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Halliburton Co
Halliburton Co
100.00000000
39.00000000
USD
2022-08-19
XXXX
-35774.25000000
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L4G9
4628000.00000000
PA
USD
1990040.00000000
0.104212349771
Long
DBT
MUN
US
N
2
2051-11-01
Variable
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
KRAFT HEINZ CO/THE
000000000
-705.00000000
NC
USD
-3172.50000000
-0.00016613418
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Kraft Heinz Co/The
Kraft Heinz Co/The
100.00000000
32.50000000
USD
2022-07-15
XXXX
18004.71000000
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919401
49432.00000000
NS
USD
460211.92000000
0.024099900291
Long
EC
CORP
CA
N
1
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900CAS3
250000.00000000
PA
USD
231769.05000000
0.012137041117
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
4.21000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEA6
230000.00000000
PA
USD
167807.47000000
0.008787567464
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.13000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
1873.00000000
NS
USD
406422.27000000
0.021283099714
Long
EC
CORP
US
N
1
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAS3
2400000.00000000
PA
USD
2197707.36000000
0.115087258595
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.94000000
N
N
N
N
N
N
JUMPCLOUD INC SERIES E-1
N/A
JUMPCLOUD INC SERIES E-1
000000000
1125428.00000000
NS
USD
5672157.12000000
0.297033638394
Long
EC
CORP
US
Y
3
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
63.00000000
NC
USD
913.50000000
0.000047837220
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
450.00000000
USD
2022-08-19
XXXX
-57464.17000000
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
43337.00000000
NS
USD
3942800.26000000
0.206472472802
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03765XAN6
250000.00000000
PA
USD
231596.75000000
0.012128018289
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
4.01000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
127.00000000
NC
USD
215582.50000000
0.011289400662
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
100.00000000
USD
2022-09-16
XXXX
144803.83000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
-127.00000000
NC
USD
-4572.00000000
-0.00023942175
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
115.00000000
USD
2022-09-16
XXXX
34710.28000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALIGN TECHNOLOGY INC
000000000
-26.00000000
NC
USD
-93210.00000000
-0.00488112456
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Align Technology Inc
Align Technology Inc
100.00000000
230.00000000
USD
2023-01-20
XXXX
-26328.84000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALIBABA GROUP HOLDING LTD
000000000
-279.00000000
NC
USD
-1395.00000000
-0.00007305191
N/A
DE
KY
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
100.00000000
70.00000000
USD
2022-07-15
XXXX
72474.36000000
N
N
N
DEEP INSTINCT LTD, Series D-2
N/A
DEEP INSTINCT LTD, Series D-2
000000000
350490.00000000
NS
USD
1717401.00000000
0.089935073521
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
-668618.72000000
-0.03501353134
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-06-22
92.39000000
USD
0.00000000
USD
3001176.00000000
USD
-668711.11000000
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
125000.00000000
PA
USD
109531.25000000
0.005735818845
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP22
000000000
105.00000000
NC
USD
-113748.81000000
-0.00595667965
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USM2 COMDTY
2022-09-21
14613592.56000000
USD
-113748.81000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBG5
328000.00000000
PA
USD
221918.28000000
0.011621186215
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
955000.00000000
PA
USD
233975.00000000
0.012252560017
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
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
2925520.23000000
PA
USD
2776640.51000000
0.145404229070
Long
LON
CORP
NL
N
2
2026-07-21
Floating
4.50000000
N
N
N
N
N
N
TITAN HOLDINGS II BV
549300XU72VK2GL31495
Titan Holdings II BV
000000000
566000.00000000
PA
490229.96000000
0.025671853862
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008511AS6
250000.00000000
PA
USD
230902.60000000
0.012091667762
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.14000000
N
N
N
N
N
N
TPB Acquisition Corp I
N/A
TPB Acquisition Corp I
000000000
77043.00000000
NS
USD
745005.81000000
0.039013691209
Long
EC
CORP
KY
N
1
N
N
N
Think & Learn Private Limited
N/A
Think & Learn Private Limited
000000000
2279.00000000
NS
8220271.98000000
0.430470673352
Long
EC
CORP
IN
Y
3
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
16336.00000000
NS
USD
3249720.48000000
0.170177990051
Long
EC
CORP
US
N
1
N
N
N
Rocket Lab USA Inc
N/A
Rocket Lab USA Inc
773122106
122062.00000000
NS
USD
462614.98000000
0.024225741244
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-BHAR
12659VAN0
2500000.00000000
PA
USD
2356675.00000000
0.123411911016
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.83000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAG1
1900000.00000000
PA
USD
1875497.98000000
0.098214132121
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
4.88000000
N
N
N
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
45647.00000000
NS
USD
581999.25000000
0.030477532817
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
1017000.00000000
PA
USD
809023.50000000
0.042366103171
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
3645602.31000000
0.190909118941
Long
DBT
CORP
US
N
2
2024-09-30
Floating
6.75000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
1126000.00000000
PA
USD
966856.79000000
0.050631353127
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
3694.09000000
0.000193448271
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
570226.16000000
USD
738638.98000000
CAD
2022-09-15
3694.09000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
436000.00000000
PA
USD
352424.25000000
0.018455387433
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-21.00000000
NC
USD
-76440.00000000
-0.00400293060
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alphabet Inc
Alphabet Inc
100.00000000
2100.00000000
USD
2022-07-15
XXXX
75394.08000000
N
N
N
Anchorage Capital Europe CLO
635400DODOOELVF8BK72
Anchorage Capital Europe CLO 2021-4 DAC
000000000
868000.00000000
PA
821934.63000000
0.043042219830
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
3795.00000000
NS
5476685.88000000
0.286797403326
Long
EC
CORP
NL
N
2
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
881000.00000000
PA
USD
876383.56000000
0.045893544898
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
861000.00000000
PA
USD
830311.70000000
0.043480901539
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
972181.00000000
0.050910165832
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-107.82000000
USD
7216878.00000000
USD
972288.82000000
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
513000.00000000
PA
USD
123120.00000000
0.006447420405
Long
DBT
CORP
UA
N
2
2026-11-09
Fixed
6.88000000
N
N
N
N
N
N
URSA MAJOR TECHNOLOGIES INC
N/A
URSA MAJOR TECHNOLOGIES INC
000000000
290420.00000000
NS
USD
1475333.60000000
0.077258739097
Long
EC
CORP
US
Y
3
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-10267.02000000
-0.00053765264
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7212007.00000000
MXN
343657.52000000
USD
2022-09-15
-10267.02000000
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250TAA8
500000.00000000
PA
USD
448683.60000000
0.023496197192
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
7.21000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
254425.49000000
PA
USD
239556.86000000
0.012544865070
Long
LON
CORP
US
N
2
2026-02-06
Floating
4.87000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
7495.00000000
NS
USD
1085126.10000000
0.056824757632
Long
EC
CORP
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
226000.00000000
PA
USD
183060.00000000
0.009586296129
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
924810.05000000
0.048429493077
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
7.18000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
1416.00000000
NS
USD
518340.96000000
0.027143941541
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
59120.65000000
0.003095968853
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1733510350.00000000
JPY
12898899.72000000
USD
2022-09-15
59120.65000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
328000.00000000
PA
USD
227721.28000000
0.011925071697
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
-35.00000000
NC
USD
-6965.00000000
-0.00036473589
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
260.00000000
USD
2022-08-19
XXXX
11506.55000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1Y RTP 3.220000 03-APR-2023
000000000
-93289189.00000000
NC
-434364.97000000
-0.02274637403
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
93289189.00000000
OU
Notional Amount
N/A
-434364.97000000
-0.02000000
DIR
US
N/A
N/A
2024-04-03
0.00000000
N/A
0.00000000
N/A
93289189.00000000
GBP
1.00000000
3.22000000
GBP
2023-04-03
XXXX
-128516.43000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.551500 13-AUG-2024
000000000
16080008.00000000
OU
Notional Amount
USD
869328.09000000
0.045524071366
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-13
0.00000000
USD
-86.86000000
USD
16080008.00000000
USD
869414.95000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-9.00000000
NC
USD
-2902.50000000
-0.00015199510
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alphabet Inc
Alphabet Inc
100.00000000
1800.00000000
USD
2022-07-15
XXXX
29070.43000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAG1
750000.00000000
PA
USD
707729.25000000
0.037061630994
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
4.82000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
452000.00000000
PA
USD
457650.00000000
0.023965740323
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.38000000
N
N
N
N
N
N
Latch Inc
N/A
Latch Inc
51818V114
10196.00000000
NS
USD
1223.52000000
0.000064072025
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
-21431.50000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
4742.00000000
NS
USD
10372887.90000000
0.543196630207
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAF8
1400000.00000000
PA
USD
1243486.44000000
0.065117607596
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
4.71000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2641.90000000
0.000138348277
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1921133.30000000
USD
1825591.00000000
EUR
2022-09-21
2641.90000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1487000.00000000
PA
1315836.15000000
0.068906342136
Long
DBT
NUSS
ES
N
2
2031-10-31
Fixed
0.50000000
N
N
N
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series 1
46090E103
14100.00000000
NS
USD
3951948.00000000
0.206951512158
Long
EC
RF
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
22068.00000000
NS
2373702.20000000
0.124303573757
Long
EC
CORP
CH
N
2
N
N
N
HILONG HOLDING LTD
5493007WSRWZ0UF15X65
Hilong Holding Ltd
000000000
410000.00000000
PA
USD
222758.13000000
0.011665166608
Long
DBT
CORP
KY
N
2
2024-11-18
Fixed
9.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
OCCIDENTAL PETROLEUM CORP
000000000
122.00000000
NC
USD
1403.00000000
0.000073470848
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Occidental Petroleum Corp
Occidental Petroleum Corp
100.00000000
75.00000000
USD
2022-07-15
XXXX
-51694.96000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
3296000.00000000
PA
3583569.82000000
0.187660665872
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.080000 18-MAR-2024
000000000
103985715.00000000
OU
Notional Amount
USD
-3260365.44000000
-0.17073543427
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-18
394.63000000
USD
0.00000000
USD
103985715.00000000
USD
-3260760.07000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
1128000.00000000
PA
USD
1014187.74000000
0.053109931204
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
200000.00000000
PA
USD
4000.00000000
0.000209467849
Long
DBT
CORP
KY
N
3
2022-06-18
Fixed
10.50000000
Y
Y
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
923.10000000
0.000048339942
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
401403.58000000
USD
54318494.00000000
JPY
2022-09-15
923.10000000
N
N
N
JUMPCLOUD INC
N/A
JUMPCLOUD INC
000000000
74023.00000000
NS
USD
373075.92000000
0.019536852659
Long
EC
CORP
US
Y
3
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
85778.00000000
NS
USD
12889860.06000000
0.675002816567
Long
EC
CORP
US
N
1
N
N
N
Dartry Park CLO
549300EK539GMKPB1K76
Dartry Park CLO DAC
000000000
1000000.00000000
PA
940673.04000000
0.049260189677
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
-1639471.99000000
-0.08585416798
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-04-08
188.48000000
USD
0.00000000
USD
13010720.00000000
USD
-1639660.47000000
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAE4
1000000.00000000
PA
USD
941309.30000000
0.049293508680
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
3.98000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.520000 08-JAN-2051
000000000
2421811.00000000
OU
Notional Amount
USD
671056.70000000
0.035141200949
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-01-09
0.00000000
USD
-72.56000000
USD
2421811.00000000
USD
671129.26000000
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAQ5
328000.00000000
PA
USD
217542.67000000
0.011392048811
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
PROOF ACQUISITION CORP I
N/A
PROOF ACQUISITION CORP I
000000000
72784.00000000
NS
USD
5094.88000000
0.000266803389
Long
STIV
CORP
US
N
3
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.567500 27-AUG-2024
000000000
8070970.00000000
OU
Notional Amount
USD
437318.97000000
0.022901066040
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-44.43000000
USD
8070970.00000000
USD
437363.40000000
N
N
N
Ares Euro CLO
635400YZA9JLL9KZ2M47
Ares European CLO VIII DAC
000000000
1905000.00000000
PA
1857860.11000000
0.097290490447
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
5756225.00000000
0.301436017901
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
164084.76000000
0.008592620450
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
740000.00000000
PA
USD
608115.49000000
0.031845160974
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10689.76000000
0.000559790259
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
31147603.56000000
USD
29581320.00000000
EUR
2022-09-15
10689.76000000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
52006.00000000
NS
USD
4909366.40000000
0.257088605472
Long
EC
CORP
US
N
1
N
N
N
BRF GMBH
5299002S6DY5RA2IOQ11
BRF GmbH
000000000
200000.00000000
PA
USD
179975.00000000
0.009424744050
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
200000.00000000
PA
USD
25000.00000000
0.001309174058
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
1695419.18000000
0.088783952380
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-08-26
0.00000000
EUR
-147.80000000
EUR
9317157.00000000
EUR
1695593.24000000
N
N
N
LG Energy Solution Ltd
N/A
LG Energy Solution Ltd
000000000
14421.00000000
NS
4159559.23000000
0.217823481625
Long
EC
CORP
KR
N
2
N
N
N
CIFC European Funding CLO
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC
000000000
700000.00000000
PA
655838.43000000
0.034344266377
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
3.60000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
328000.00000000
PA
USD
222164.09000000
0.011634058538
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
3500.00000000
NS
USD
494305.00000000
0.025885251328
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
10549.00000000
NS
USD
563949.54000000
0.029532324333
Long
EC
CORP
BM
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
6232500.00000000
PA
USD
5405719.92000000
0.283081131570
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
226924.00000000
NS
USD
971234.72000000
0.050860612023
Long
EC
CORP
US
Y
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
292000.00000000
PA
USD
214010.97000000
0.011207104410
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
66673.00000000
NS
USD
10350983.25000000
0.542049550225
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
38885.00000000
NS
USD
4727638.30000000
0.247572056900
Long
EC
CORP
US
N
1
N
N
N
Medical Solutions Holdings, Inc.
549300JH2XHZ7TIKYR39
Medical Solutions Holdings, Inc. 2021 2nd Lien Term Loan
58462QAM3
1052000.00000000
PA
USD
967840.00000000
0.050682840848
Long
LON
CORP
US
N
2
2029-11-01
Floating
9.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1575043.43000000
0.082480240011
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
46184276.00000000
GBP
57871045.40000000
USD
2022-09-14
1575043.43000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GLENCORE PLC
000000000
112.00000000
NC
20290.79000000
0.001062567036
N/A
DE
JE
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Call
Purchased
Glencore PLC
Glencore PLC
1009.00000000
5.80000000
GBP
2023-01-20
XXXX
-42579.93000000
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
245820.00000000
NS
5047024.63000000
0.264297348821
Long
EC
CORP
GB
N
2
N
N
N
Golub Capital Partners CLO, LTD
254900DPK2EA9C8DGV68
Golub Capital Partners CLO 53B Ltd
38178CAA7
250000.00000000
PA
USD
213256.93000000
0.011167617625
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAV0
1735000.00000000
PA
USD
1668405.50000000
0.087369328017
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
5.11000000
N
N
N
N
N
N
Vantage Towers AG
213800BBQO965UPQ7J59
Vantage Towers AG
000000000
214732.00000000
NS
6008249.71000000
0.314633786403
Long
EC
CORP
DE
N
2
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
407000.00000000
PA
USD
315425.00000000
0.016517849101
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2018-TAN
12528DAG4
1500000.00000000
PA
USD
1484639.85000000
0.077746079140
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
2303957.10000000
0.120651234731
Long
EP
CORP
US
Y
3
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd
29001QAE0
2375000.00000000
PA
USD
2276387.86000000
0.119207517377
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
8.77000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP
000000000
-94.00000000
NC
USD
-58985.00000000
-0.00308886527
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
200.00000000
USD
2023-01-20
XXXX
9893.87000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1307000.00000000
PA
USD
1248021.63000000
0.065355101720
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
383000.00000000
PA
USD
303719.00000000
0.015904841440
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
629000.00000000
PA
USD
434821.43000000
0.022770277457
Long
DBT
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
906000.00000000
PA
USD
800847.38000000
0.041937944603
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.400000 07-APR-2031
000000000
22642153.00000000
OU
Notional Amount
USD
-2887743.52000000
-0.15122235621
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-04-07
327.78000000
USD
0.00000000
USD
22642153.00000000
USD
-2888071.30000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
234000.00000000
PA
USD
163776.72000000
0.008576489331
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Whitebox CLO III Ltd
549300JXCQSPB1A61C68
Whitebox CLO III Ltd
96467JAA0
500000.00000000
PA
USD
465004.30000000
0.024350862674
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.89000000
N
N
N
N
N
N
Li Auto Inc
2549003R73Q70J5H4I65
Li Auto Inc
50202M102
51389.00000000
NS
USD
1968712.59000000
0.103095498095
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
3226647.90000000
0.168969749123
Long
EC
CORP
US
Y
2
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
746100.00000000
PA
USD
636050.25000000
0.033308019499
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
23947.30000000
0.001254047357
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
-28102.40000000
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
320000.00000000
PA
USD
260390.40000000
0.013635854275
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EUR P CHF C @1.000000 EO
000000000
-11404070.00000000
OU
Notional Amount
-89428.55000000
-0.00468310151
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
-89428.55000000
0.00000000
DFE
CH
-11404070.00000000
EUR
-11404070.00000000
CHF
2022-07-21
1.00000000
1.00000000
EUR
2022-07-21
XXXX
-1154.41000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
1265000.00000000
PA
USD
1219118.45000000
0.063841529981
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
139284.00000000
NS
1401241.61000000
0.073378766645
Long
EC
CORP
KY
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
-119.00000000
NC
USD
-24811.50000000
-0.00129930288
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
General Motors Co
General Motors Co
100.00000000
30.00000000
USD
2022-09-16
XXXX
-7121.10000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DOLLAR TREE INC
000000000
119.00000000
NC
USD
85382.50000000
0.004471222163
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Dollar Tree Inc
Dollar Tree Inc
100.00000000
145.00000000
USD
2022-09-16
XXXX
1334.71000000
N
N
N
Cano Health Inc
N/A
Cano Health Inc
13781Y111
33630.00000000
NS
USD
22868.40000000
0.001197548641
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
-136874.10000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
-100.00000000
NC
USD
-19050.00000000
-0.00099759063
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
315.00000000
USD
2022-08-19
XXXX
11682.97000000
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
734000.00000000
PA
USD
588025.75000000
0.030793122316
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
400000.00000000
PA
USD
235000.00000000
0.012306236154
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
653656108
39840.00000000
NS
USD
7667208.00000000
0.401508392730
Long
EC
CORP
IL
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
52278.00000000
NS
USD
4477087.92000000
0.234451494582
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
203163.00000000
NS
7906730.85000000
0.414051476800
Long
EC
CORP
ES
N
2
N
N
N
OSD CLO 2021-23 Ltd
2549004IE8HHQL34D058
OSD CLO 2021-23 Ltd
671025AA2
250000.00000000
PA
USD
221528.00000000
0.011600748437
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
7.04000000
N
N
N
N
N
N
BANK BAHRAIN & KUWAIT
549300MCPF5HTBF8ZR90
BBK BSC
000000000
453000.00000000
PA
USD
448554.94000000
0.023489459658
Long
DBT
CORP
BH
N
2
2024-07-09
Fixed
5.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-E
009740AG6
14704406.35000000
PA
USD
587049.90000000
0.030742020015
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FEDEX CORP
000000000
-78.00000000
NC
USD
-13377.00000000
-0.00070051285
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
FedEx Corp
FedEx Corp
100.00000000
180.00000000
USD
2022-08-19
XXXX
19988.36000000
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
688000.00000000
PA
USD
550400.00000000
0.028822776082
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Niagara Park CLO, Ltd.
N/A
Niagara Park Clo Ltd
65357KAE7
1000000.00000000
PA
USD
877196.80000000
0.045936131806
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Floating
6.99000000
N
N
N
N
N
N
iShares MSCI Brazil ETF
F6BK0XM2JFWYXJ2MDK09
iShares MSCI Brazil ETF
464286400
23271.00000000
NS
USD
637392.69000000
0.033378319004
Long
EC
RF
US
N
1
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
1198000.00000000
PA
USD
1088158.38000000
0.056983548925
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
221991.83000000
0.011625037805
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
43706.00000000
NS
USD
3964571.26000000
0.207612553939
Long
EC
RF
US
N
1
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EUR P CHF C @0.990000 EO
000000000
11404070.00000000
OU
Notional Amount
61272.24000000
0.003208641085
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
61272.24000000
0.00000000
DFE
XX
11290029.30000000
CHF
11404070.00000000
EUR
2022-07-29
1.00000000
0.99000000
EUR
2022-07-29
XXXX
-962.58000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD/CNH Up-and-out barrier option; Barrier price USD 7.13000
000000000
9281268.00000000
OU
Notional Amount
USD
9.28000000
0.000000485965
N/A
DFE
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD/CNH Up-and-out barrier option; Barrier price USD 7.13000
N/A
1.00000000
NC
USD
9.28000000
0.00000000
DFE
US
63391060.44000000
CNY
9281268.00000000
USD
2022-07-01
1.00000000
6.83000000
USD
2022-07-01
XXXX
-33171.25000000
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
290021AA2
500000.00000000
PA
USD
448825.35000000
0.023503620208
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
7.06000000
N
N
N
N
N
N
Romark CLO Ltd
549300HD9K8XL8QM2Z46
Romark CLO IV Ltd
77588MAA7
750000.00000000
PA
USD
687982.80000000
0.036027569390
Long
ABS-CBDO
CORP
KY
N
2
2034-07-10
Floating
7.94000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
152000.00000000
PA
USD
145501.70000000
0.007619482046
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
790000.00000000
PA
USD
587463.75000000
0.030763692083
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-12.00000000
NC
USD
-56220.00000000
-0.00294407062
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alphabet Inc
Alphabet Inc
100.00000000
1600.00000000
USD
2023-01-20
XXXX
-1080.92000000
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
283000.00000000
PA
USD
282878.31000000
0.014813477811
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1500.00000000
NS
514407.29000000
0.026937947192
Long
EC
CORP
JP
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14173.94000000
0.000742246182
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
5380469.46000000
EUR
5681474.98000000
USD
2022-09-15
14173.94000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.380000 14-OCT-2031
000000000
6390990.00000000
OU
Notional Amount
USD
871647.29000000
0.045645520825
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-95.53000000
USD
6390990.00000000
USD
871742.82000000
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: SNAP US EQUITY
000000000
308450.70000000
OU
Notional Amount
USD
-17534.45000000
-0.00091822588
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Snap Inc
Snap Inc
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
308450.70000000
USD
-17534.45000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
106.00000000
NC
USD
79765.00000000
0.004177050752
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
80.00000000
USD
2023-01-20
XXXX
22075.74000000
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001RAC2
1000000.00000000
PA
USD
718776.80000000
0.037640157629
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
686677.08000000
PA
USD
655776.61000000
0.034341029051
Long
LON
CORP
US
N
2
2028-07-10
Floating
4.42000000
N
N
N
N
N
N
KINS PRIVATE
N/A
KINS PRIVATE KINS PRIVATE PLACEMENT
000000000
184016.00000000
NS
USD
18401.60000000
0.000963635894
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
2025-12-31
XXXX
-165614.40000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
909000.00000000
PA
USD
762423.75000000
0.039925815817
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300O2Y407FNHQWX93
BlueMountain CLO 2016-2 Ltd
09628WBC5
1000000.00000000
PA
USD
918953.30000000
0.048122792870
Long
ABS-CBDO
CORP
KY
N
2
2032-08-20
Floating
4.58000000
N
N
N
N
N
N
DREAM FINDERS HOMES INC
N/A
DREAM FINDERS HOMES INC
000000000
10172.00000000
NS
USD
9574395.00000000
0.501381982569
Long
EP
CORP
US
N
3
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.960000 21-JAN-2052
000000000
9600013.00000000
OU
Notional Amount
USD
1821662.29000000
0.095394920570
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2052-01-22
0.00000000
USD
-296.39000000
USD
9600013.00000000
USD
1821958.68000000
N
N
N
OCP CLO Ltd
25490028U8Y2XMZWXO46
OCP CLO 2020-20 Ltd
670859AE7
3500000.00000000
PA
USD
3444440.65000000
0.180374893864
Long
ABS-CBDO
CORP
KY
N
2
2033-10-09
Floating
4.94000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AM5
289000.00000000
PA
USD
218155.81000000
0.011424157090
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
1447420.62000000
0.075797021124
Long
EP
CORP
US
Y
3
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAS7
1275000.00000000
PA
USD
992594.59000000
0.051979163531
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
1417000.00000000
PA
USD
1081578.33000000
0.056638971694
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.88000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
228234AA8
500000.00000000
PA
USD
444525.60000000
0.023278455362
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.81000000
N
N
N
N
N
N
SONDER HOLDINGS INC
N/A
SONDER HOLDINGS INC
000000000
223319.00000000
NS
USD
232251.76000000
0.012162319173
Long
EC
CORP
US
Y
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICRON TECHNOLOGY INC
000000000
131.00000000
NC
USD
168662.50000000
0.008832342788
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Micron Technology Inc
Micron Technology Inc
100.00000000
67.50000000
USD
2022-07-15
XXXX
110533.98000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
200.00000000
NC
USD
115400.00000000
0.006043147456
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
255.00000000
USD
2022-08-19
XXXX
-4822.23000000
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
174000.00000000
PA
USD
135059.30000000
0.007072645279
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
56718.77000000
0.002970189693
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
11373589.23000000
USD
10851801.00000000
EUR
2022-09-15
56718.77000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP
000000000
-100.00000000
NC
USD
-42500.00000000
-0.00222559590
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp
Microsoft Corp
100.00000000
280.00000000
USD
2022-08-19
XXXX
28974.65000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
744000.00000000
PA
USD
710427.00000000
0.037202903967
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
9800.00000000
NS
USD
1659728.00000000
0.086914913701
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HALLIBURTON CO
000000000
-136.00000000
NC
USD
-27404.00000000
-0.00143506423
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Halliburton Co
Halliburton Co
100.00000000
30.00000000
USD
2022-08-19
XXXX
-10556.66000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLIX Ltd
55821QAA1
250000.00000000
PA
USD
224067.20000000
0.011733718628
Long
ABS-CBDO
CORP
KY
N
2
2034-10-19
Floating
7.29000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400J5FTCFKRFIPZ49
BlueMountain EUR 2021-1 CLO DAC
000000000
3000000.00000000
PA
2485364.96000000
0.130151013307
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
5.41000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
1102000.00000000
PA
USD
815570.66000000
0.042708958052
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
2273187.86000000
0.119039943098
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
4.92000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
646000.00000000
PA
USD
561333.63000000
0.029395337072
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
963000.00000000
PA
USD
814726.89000000
0.042664772381
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.38000000
N
N
N
N
N
N
FLYR CONVERTIBLE NOTES
N/A
FLYR CONVERTIBLE NOTES
000000000
2119000.00000000
PA
USD
2187867.50000000
0.114571975017
Long
DBT
CORP
US
N
3
2023-07-20
Fixed
8.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS
000000000
-94.00000000
NC
USD
-27260.00000000
-0.00142752339
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ConocoPhillips
ConocoPhillips
100.00000000
125.00000000
USD
2023-01-20
XXXX
28222.23000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.560000 07-MAR-2027
000000000
25627564.00000000
OU
Notional Amount
USD
-1290508.01000000
-0.06757998438
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-03-08
221.66000000
USD
0.00000000
USD
25627564.00000000
USD
-1290729.67000000
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
2488618.15000000
PA
USD
2325315.03000000
0.121769684647
Long
LON
CORP
US
N
2
2028-08-02
Floating
4.67000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
241000.00000000
PA
USD
175492.40000000
0.009190003904
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-171.00000000
NC
USD
-52155.00000000
-0.00273119892
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Apple Inc
Apple Inc
100.00000000
100.00000000
USD
2023-01-20
XXXX
691.70000000
N
N
N
HOMES BY WEST BAY LLC
N/A
HOMES BY WEST BAY LLC
000000000
5256000.00000000
PA
USD
4960612.80000000
0.259772223772
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
335000.00000000
PA
USD
93836.85000000
0.004913950791
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
Y
Y
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 2nd Lien Term Loan
75774EAK1
620000.00000000
PA
USD
530720.00000000
0.027792194262
Long
LON
CORP
US
N
2
2029-04-27
Floating
8.97000000
N
N
N
N
N
N
Innovid Corp
N/A
Innovid Corp
457679116
8959.00000000
NS
USD
1433.44000000
0.000075064898
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
1433.44000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
360.00000000
NC
USD
174600.00000000
0.009143271627
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Apple Inc
Apple Inc
100.00000000
130.00000000
USD
2022-08-19
XXXX
-31238.34000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.569000 27-AUG-2024
000000000
7990260.00000000
OU
Notional Amount
USD
432656.15000000
0.022656888321
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-43.98000000
USD
7990260.00000000
USD
432700.13000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
517000.00000000
PA
USD
383027.95000000
0.020058010239
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
2611269.69000000
0.136744261563
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
648969.24000000
0.033984547762
Long
DBT
CORP
LU
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
1880000.00000000
PA
USD
1602700.00000000
0.083928530571
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
XPO LOGISTICS INC
000000000
-78.00000000
NC
USD
-43290.00000000
-0.00226696580
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
XPO Logistics Inc
XPO Logistics Inc
100.00000000
45.00000000
USD
2023-01-20
XXXX
-12098.52000000
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
182000.00000000
PA
USD
159250.00000000
0.008339438755
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
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
599330.78000000
0.031385132396
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
4.07000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1110236.00000000
PA
USD
1092611.00000000
0.057216719109
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
77617.00000000
NS
USD
4334909.45000000
0.227006039995
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAL MOTORS CO
000000000
-422.00000000
NC
USD
-1688.00000000
-0.00008839543
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
General Motors Co
General Motors Co
100.00000000
52.50000000
USD
2022-09-16
XXXX
27333.14000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.575000 01-FEB-2051
000000000
5274771.00000000
OU
Notional Amount
USD
1405361.86000000
0.073594531622
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-01
0.00000000
USD
-158.44000000
USD
5274771.00000000
USD
1405520.30000000
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
475000.00000000
PA
USD
400008.92000000
0.020947252056
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
878000.00000000
PA
USD
782133.38000000
0.040957949269
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
37000.00000000
PA
USD
46077.01000000
0.002412913048
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DOMINO'S PIZZA INC
000000000
-11.00000000
NC
USD
-4070.00000000
-0.00021313353
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Domino's Pizza Inc
Domino's Pizza Inc
100.00000000
300.00000000
USD
2022-09-16
XXXX
2739.50000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
-268.00000000
NC
USD
-202742.00000000
-0.01061698268
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
310.00000000
USD
2022-12-16
XXXX
30083.25000000
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
1500000.00000000
PA
USD
1206843.75000000
0.063198741228
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
668000.00000000
PA
USD
517700.00000000
0.027110376412
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MARATHON OIL CORP
000000000
1114.00000000
NC
USD
6127.00000000
0.000320852378
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp
Marathon Oil Corp
100.00000000
30.00000000
USD
2022-07-15
XXXX
-195204.69000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.820000 18-OCT-2051
000000000
2256965.00000000
OU
Notional Amount
USD
502348.77000000
0.026306479129
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-10-18
0.00000000
USD
-69.59000000
USD
2256965.00000000
USD
502418.36000000
N
N
N
GVC Holdings (Gibraltar) Limited
N/A
GVC Holdings (Gibraltar) Limited 2021 USD Term Loan B4
000000000
1474727.14000000
PA
USD
1408733.10000000
0.073771073220
Long
LON
CORP
GI
N
2
2027-03-16
Floating
3.74000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
35.00000000
NC
USD
65975.00000000
0.003454910341
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Eli Lilly & Co
Eli Lilly & Co
100.00000000
320.00000000
USD
2022-08-19
XXXX
25646.98000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
391000.00000000
PA
USD
357765.00000000
0.018735066288
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
American Rock Salt Company LLC
549300FBKBNV4GSVVR46
American Rock Salt Company LLC 2021 Term Loan
02932JAP2
427290.00000000
PA
USD
384561.00000000
0.020138291411
Long
LON
CORP
US
N
2
2028-06-09
Floating
5.67000000
N
N
N
N
N
N
Digital Room Holdings, Inc.
549300I680V3FDWE2N30
Digital Room Holdings, Inc. 2021 Term Loan
78473KAB5
2460.00000000
PA
USD
2146.35000000
0.000112397829
Long
LON
CORP
US
N
2
2028-12-21
Floating
6.92000000
N
N
N
N
N
N
HERENS MIDCO SARL
222100BJH5XPZD1JHF79
Herens Midco Sarl
000000000
1006000.00000000
PA
687869.01000000
0.036021610554
Long
DBT
CORP
LU
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
189000.00000000
PA
USD
158412.80000000
0.008295597134
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
-768.44000000
-0.00004024086
N/A
DFE
DK
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
187045.73000000
USD
1315164.02000000
DKK
2022-09-15
-768.44000000
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn Inc
541056AA5
575000.00000000
PA
USD
400352.55000000
0.020965246915
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
2083399.00000000
NS
3899016.50000000
0.204179650290
Long
EC
CORP
IT
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEVON ENERGY CORP
000000000
645.00000000
NC
USD
5482.50000000
0.000287101871
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Devon Energy Corp
Devon Energy Corp
100.00000000
70.00000000
USD
2022-07-15
XXXX
-248568.64000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4932655.54000000
0.258308186990
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
280265798.00000000
EUR
300117304.74000000
USD
2022-09-14
4932655.54000000
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
3400000.00000000
PA
USD
3196054.06000000
0.167367642655
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.97000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AHL2
17312TAJ2
4656770.62000000
PA
USD
3417311.51000000
0.178954223211
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
1.82000000
N
N
N
N
N
N
ASTRA SPACE INC
N/A
ASTRA SPACE INC
000000000
205519.00000000
NS
USD
267174.70000000
0.013991127458
Long
EC
CORP
US
Y
2
N
N
N
Taboola.com Ltd
N/A
Taboola.com Ltd
000000000
64770.00000000
NS
USD
163868.10000000
0.008581274624
Long
EC
CORP
US
Y
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBT2
13978098.97000000
PA
USD
288358.40000000
0.015100453478
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
219220.93000000
0.011479934189
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
6.66000000
N
N
N
N
N
N
MODERN LAND CHINA CO LTD
549300PDOU6AR9Z9IN08
Modern Land China Co Ltd
000000000
680000.00000000
PA
USD
108800.00000000
0.005697525504
Long
DBT
CORP
KY
N
3
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
704226.13000000
PA
USD
623240.13000000
0.032637192427
Long
LON
CORP
US
N
2
2028-04-05
Floating
4.47000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
498000.00000000
PA
USD
607062.00000000
0.031789992903
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
1882357.60000000
0.098573349584
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
2.23000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: PPG US EQUITY
000000000
26015.58000000
OU
Notional Amount
USD
2933.40000000
0.000153613247
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
PPG Industries Inc
PPG Industries Inc
Y
equity-performance leg
2022-09-02
0.00000000
USD
0.00000000
USD
26015.58000000
USD
2933.40000000
N
N
N
ARES CLO Ltd
N/A
Ares LV CLO Ltd
04018BAU1
1500000.00000000
PA
USD
1384651.05000000
0.072509969414
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.19000000
N
N
N
N
N
N
FEL ENERGY VI SARL
254900H2U8PBIY32VI94
FEL Energy VI Sarl
000000000
577377.81000000
PA
USD
419609.32000000
0.021973665465
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
WHEEL BIDCO LTD
213800GGDN5YSVU1G348
Wheel Bidco Ltd
000000000
360000.00000000
PA
349355.44000000
0.018294683176
Long
DBT
CORP
JE
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI SEP22
000000000
-135.00000000
NC
USD
-548307.83000000
-0.02871321549
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini NASDAQ 100 Index Future
NQU2 INDEX
2022-09-16
-30581342.17000000
USD
-548307.83000000
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
31333.00000000
NS
USD
654546.37000000
0.034276605119
Long
EC
US
N
1
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
3884480.14000000
PA
USD
2991049.71000000
0.156632187575
Long
LON
CORP
US
N
2
2028-05-17
Floating
7.13000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
61925.00000000
NS
8169253.28000000
0.427798979010
Long
EC
CORP
GB
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP22
000000000
-530.00000000
NC
USD
402804.62000000
0.021093654373
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year US Treasury Note Future
TUU2 Comdty
2022-09-30
-111619992.12000000
USD
402804.62000000
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
2445000.00000000
PA
USD
1916683.72000000
0.100370904218
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES CHINA LARGE-CAP ETF
000000000
754.00000000
NC
USD
25259.00000000
0.001322737102
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
32.00000000
USD
2022-07-15
XXXX
-34479.78000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.420000 10-JAN-2027
000000000
15326734.00000000
OU
Notional Amount
USD
-995677.05000000
-0.05214058259
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-11
128.26000000
USD
0.00000000
USD
15326734.00000000
USD
-995805.31000000
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
9658.00000000
NS
USD
1938457.18000000
0.101511114178
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.570000 27-MAY-2031
000000000
8424270.00000000
OU
Notional Amount
USD
978241.78000000
0.051227550470
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-05-27
0.00000000
USD
-123.82000000
USD
8424270.00000000
USD
978365.60000000
N
N
N
AFFINITY GAMING
N/A
Affinity Gaming
00842XAA7
1000000.00000000
PA
USD
840040.00000000
0.043990343059
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.88000000
N
N
N
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
39263.00000000
NS
6154052.78000000
0.322269050282
Long
EC
CORP
JP
N
2
N
N
N
Ares Euro CLO
635400XCOLUI5RNVIZ11
Ares European CLO XII DAC
000000000
875000.00000000
PA
829806.53000000
0.043454447321
Long
ABS-CBDO
CORP
IE
N
2
2032-04-20
Floating
3.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
321000.00000000
PA
USD
276120.19000000
0.014459575596
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
2626320.00000000
0.137532400581
Long
EC
CORP
US
Y
3
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
2138000.00000000
PA
USD
2070163.83000000
0.108408191361
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
Y
N
N
N
N
N
Diameter Capital CLO
2549008BUJNKS7JJUU65
Diameter Capital Clo 2 Ltd
25255MAA8
250000.00000000
PA
USD
235197.63000000
0.012316585437
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
7.10000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
1608600.22000000
PA
USD
1476566.31000000
0.077323292375
Long
LON
CORP
US
N
2
2027-08-02
Floating
6.67000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDJ8
972000.00000000
PA
USD
869514.75000000
0.045533846183
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.75000000
N
N
N
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
585000.00000000
PA
USD
594067.50000000
0.031109510410
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
38662.00000000
NS
USD
12197087.76000000
0.638724435610
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBQ8
218892841.94000000
PA
USD
1348533.13000000
0.070618583657
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
12.00000000
NC
USD
79140.00000000
0.004144321401
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alphabet Inc
Alphabet Inc
100.00000000
2200.00000000
USD
2022-07-15
XXXX
1036.08000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMERICAN TOWER CORP
000000000
-41.00000000
NC
USD
-13940.00000000
-0.00072999545
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
American Tower Corp
American Tower Corp
100.00000000
280.00000000
USD
2022-08-19
XXXX
5648.14000000
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
52880.00000000
NS
4730245.41000000
0.247708583331
Long
EC
CORP
FR
N
2
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO Ltd
09075JAS8
1500000.00000000
PA
USD
1416370.80000000
0.074171036369
Long
ABS-CBDO
CORP
KY
N
2
2031-06-15
Floating
5.18000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
CIE FINANCIERE RICHEMONT SA
000000000
-53.00000000
NC
-18570.68000000
-0.00097249010
N/A
DE
CH
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Put
Written
Cie Financiere Richemont SA
Cie Financiere Richemont SA
100.00000000
100.00000000
CHF
2022-07-15
XXXX
-2309.59000000
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
600000.00000000
PA
USD
561000.00000000
0.029377865883
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
316000.00000000
PA
USD
319160.00000000
0.016713439706
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742857AA3
340000.00000000
PA
USD
335046.78000000
0.017545382116
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
7.52000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AQ3
2000000.00000000
PA
USD
1513080.00000000
0.079235403405
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
324.00000000
NC
USD
1477926.00000000
0.077394495210
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
325.00000000
USD
2022-07-15
XXXX
1109248.80000000
N
N
N
ICON PLC
6354008SRQGEMC4XFI67
ICON PLC
000000000
1838.00000000
NS
USD
398294.60000000
0.020857478325
Long
EC
CORP
IE
N
1
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
898324AC2
495000.00000000
PA
USD
465702.19000000
0.024387409053
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
228415.00000000
NS
USD
7110558.95000000
0.372358372882
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: JNK US EQUITY
000000000
1888410.56000000
OU
Notional Amount
USD
8095.66000000
0.000423945122
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SPDR Bloomberg High Yield Bond ETF
SPDR Bloomberg High Yield Bond ETF
Y
equity-performance leg
2022-07-15
0.00000000
USD
0.00000000
USD
1888410.56000000
USD
8095.66000000
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
520000.00000000
PA
USD
42900.00000000
0.002246542685
Long
DBT
CORP
KY
N
2
2022-04-17
None
0.00000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-3.00000000
NC
USD
-5235.00000000
-0.00027414104
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alphabet Inc
Alphabet Inc
100.00000000
2000.00000000
USD
2022-07-15
XXXX
878.16000000
N
N
N
GoldenTree Loan Opportunities X, Limited
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd
38137PAY6
750000.00000000
PA
USD
695439.60000000
0.036418059355
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
4.11000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD C CNH P @6.900000 EO
000000000
-9123256.00000000
OU
Notional Amount
USD
-2636.62000000
-0.00013807178
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
-2636.62000000
0.00000000
DFE
CN
-9123256.00000000
USD
-62950466.40000000
CNY
2022-07-21
1.00000000
6.90000000
USD
2022-07-21
XXXX
18985.50000000
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AX6
328000.00000000
PA
USD
219001.17000000
0.011468426025
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.13000000
N
N
N
N
N
N
Fanatics Commerce Intermediate Holdco, LLC
N/A
Fanatics Commerce Intermediate Holdco, LLC Term Loan B
30709UAB0
1207000.00000000
PA
USD
1137090.56000000
0.059545978553
Long
LON
CORP
US
N
2
2028-11-24
Floating
4.92000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP22
000000000
-1841.00000000
NC
USD
2428084.37000000
0.127151402806
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYU2 Comdty
2022-09-21
-236350146.87000000
USD
2428084.37000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-4 Ltd
69702JAC8
500000.00000000
PA
USD
467274.20000000
0.024469730442
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
8.55000000
N
N
N
N
N
N
Hippo Holdings Inc
N/A
Hippo Holdings Inc
433539111
11689.00000000
NS
USD
2220.91000000
0.000116302310
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
-16559.22000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
4443.00000000
NS
598204.14000000
0.031326133682
Long
EP
CORP
DE
N
2
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAU8
2410000.00000000
PA
USD
2215242.36000000
0.116005513280
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
5.36000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SAP SE
000000000
-71.00000000
NC
USD
-26625.00000000
-0.00139427037
N/A
DE
DE
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SAP SE
SAP SE
100.00000000
80.00000000
USD
2022-12-16
XXXX
-2193.90000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT SEP22
000000000
10.00000000
NC
-28505.65000000
-0.00149275430
N/A
DE
IT
N
2
Italian Derivatives Market
N/A
Long
MIL FTSE/MIB Index Future
STU2 INDEX
2022-09-16
1090019.80000000
EUR
-28505.65000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-4 Ltd
69701PAG6
1000000.00000000
PA
USD
978193.70000000
0.051225032667
Long
ABS-CBDO
CORP
KY
N
2
2028-11-25
Floating
5.12000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE INC
000000000
61.00000000
NC
USD
55052.50000000
0.002882932195
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Salesforce Inc
Salesforce Inc
100.00000000
200.00000000
USD
2023-01-20
XXXX
-29494.32000000
N
N
N
AIVEN COMMON
N/A
AIVEN COMMON
000000000
15156.00000000
NS
USD
1696562.64000000
0.088843831907
Long
EC
CORP
FI
N
3
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAS6
1729460.93000000
PA
USD
1604864.51000000
0.084041879385
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
4.57000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
4820.00000000
NS
USD
3245884.40000000
0.169977106194
Long
EC
CORP
US
N
1
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
54542000.00000000
PA
8155032.67000000
0.427054288861
Long
DBT
NUSS
BR
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
12.00000000
NC
USD
26520.00000000
0.001388771841
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Eli Lilly & Co
Eli Lilly & Co
100.00000000
330.00000000
USD
2022-10-21
XXXX
6813.25000000
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
1408000.00000000
PA
1246062.38000000
0.065252501749
Long
DBT
NUSS
AT
N
2
2117-09-20
Fixed
2.10000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
PANDORA A/S
000000000
25.00000000
NC
530.11000000
0.000027760250
N/A
DE
DK
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Call
Purchased
Pandora A/S
Pandora A/S
100.00000000
696.25000000
DKK
2022-09-16
XXXX
-19143.76000000
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
351089.00000000
NS
6982895.24000000
0.365673012185
Long
EC
CORP
DE
N
2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: LQD US EQUITY
000000000
2442639.36000000
OU
Notional Amount
USD
74815.93000000
0.003917882990
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
2022-07-19
0.00000000
USD
0.00000000
USD
2442639.36000000
USD
74815.93000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AJ9
1275000.00000000
PA
USD
1153082.33000000
0.060383418971
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
3.83000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
791000.00000000
PA
USD
713383.13000000
0.037357707515
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
903653.00000000
NS
8902427.71000000
0.466193096788
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTP 3.400000 06-APR-2023
000000000
-11867058.00000000
NC
USD
-186240.30000000
-0.00975283877
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
11867058.00000000
OU
Notional Amount
N/A
-186240.30000000
-0.01000000
DIR
US
N/A
N/A
2033-04-10
0.00000000
N/A
0.00000000
N/A
11867058.00000000
USD
1.00000000
3.40000000
USD
2023-04-06
XXXX
-50065.81000000
N
N
N
Elmwood CLO X Ltd
N/A
Elmwood CLO X Ltd
29002WAA4
1000000.00000000
PA
USD
875680.10000000
0.045856706834
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.91000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
453000.00000000
PA
USD
365888.10000000
0.019160448360
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
16457.00000000
NS
USD
4513661.39000000
0.236366736108
Long
EC
CORP
US
N
1
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAC6
5000000.00000000
PA
USD
4937500.00000000
0.258561876644
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
12843.30000000
0.000672564607
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
-131776.41000000
N
N
N
OVG Business Services, LLC
N/A
OVG Business Services, LLC Initial Term Loan
000000000
5233882.50000000
PA
USD
4906764.84000000
0.256952369677
Long
LON
CORP
US
N
2
2028-10-13
Floating
7.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
OTIS WORLDWIDE CORP
000000000
117.00000000
NC
USD
17257.50000000
0.000903722852
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Otis Worldwide Corp
Otis Worldwide Corp
100.00000000
85.00000000
USD
2023-01-20
XXXX
-24249.76000000
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-F
009703AA7
5585932.89000000
PA
USD
5178242.46000000
0.271168827985
Long
ABS-MBS
CORP
US
N
2
2061-06-25
Variable
1.88000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
89788.00000000
NS
USD
896084.24000000
0.046925209666
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1Y RTP 2.470000 03-APR-2023
000000000
46644595.00000000
NC
398241.80000000
0.020854713350
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
46644595.00000000
OU
Notional Amount
N/A
398241.80000000
0.02000000
DIR
US
N/A
N/A
2024-04-03
0.00000000
N/A
0.00000000
N/A
46644595.00000000
GBP
1.00000000
2.47000000
GBP
2023-04-03
XXXX
92393.25000000
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003AAE3
250000.00000000
PA
USD
226694.63000000
0.011871309156
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.16000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.640000 27-MAY-2026
000000000
106500000.00000000
OU
Notional Amount
USD
9524625.97000000
0.498775729649
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-27
0.00000000
USD
-778.49000000
USD
106500000.00000000
USD
9525404.46000000
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
000000000
1000000.00000000
PA
USD
865000.00000000
0.045297422440
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.38000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
EUR P USD C @1.030000 EO
000000000
14076112.00000000
OU
Notional Amount
25194.81000000
0.001319375666
N/A
DFE
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
25194.81000000
0.00000000
DFE
XX
14498395.36000000
USD
14076112.00000000
EUR
2022-07-11
1.00000000
1.03000000
EUR
2022-07-11
XXXX
-49628.16000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP22
000000000
-86.00000000
NC
-8358.68000000
-0.00043771868
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXU2 Comdty
2022-09-08
-12787103.78000000
EUR
-8358.68000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MARATHON OIL CORP
000000000
1168.00000000
NC
USD
3504.00000000
0.000183493836
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp
Marathon Oil Corp
100.00000000
33.00000000
USD
2022-07-15
XXXX
-221738.18000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
VULCAN MATERIALS CO
000000000
-51.00000000
NC
USD
-10965.00000000
-0.00057420374
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Vulcan Materials Co
Vulcan Materials Co
100.00000000
160.00000000
USD
2022-08-19
XXXX
651.04000000
N
N
N
Buttermilk Park CLO Ltd
N/A
Madison Park Funding LVII Ltd
124166AL3
250000.00000000
PA
USD
230172.98000000
0.012053459779
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
4.14000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP22
000000000
1465.00000000
NC
USD
-653113.28000000
-0.03420155854
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-09-30
164916238.28000000
USD
-653113.28000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-21.00000000
NC
USD
-88725.00000000
-0.00464625873
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alphabet Inc
Alphabet Inc
100.00000000
1900.00000000
USD
2022-08-19
XXXX
43331.25000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
2Y RTR 1.400000 15-FEB-2023
000000000
-47688203.00000000
NC
USD
-47763.07000000
-0.00250120688
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
47688203.00000000
OU
Notional Amount
N/A
-47763.07000000
0.00000000
DIR
US
N/A
N/A
2025-02-17
0.00000000
N/A
0.00000000
N/A
47688203.00000000
USD
1.00000000
1.40000000
USD
2023-02-15
XXXX
109373.50000000
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
1475000.00000000
PA
USD
957182.81000000
0.050124756181
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
3419345.58000000
0.179060741278
Long
LON
CORP
BE
N
2
2028-10-31
Floating
5.10000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EUR P CHF C @0.970000 EO
000000000
-11404070.00000000
OU
Notional Amount
-20185.06000000
-0.00105703027
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
-20185.06000000
0.00000000
DFE
CH
-11404070.00000000
EUR
-11061947.90000000
CHF
2022-07-29
1.00000000
0.97000000
EUR
2022-07-29
XXXX
829.76000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
457000.00000000
PA
USD
383537.25000000
0.020084680733
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.380000 08-APR-2032
000000000
2084753.00000000
OU
Notional Amount
USD
64916.64000000
0.003399487243
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-04-08
0.00000000
USD
-32.50000000
USD
2084753.00000000
USD
64949.14000000
N
N
N
Auto1 Group SE
391200S2LPXG5ZD5G304
Auto1 Group SE
000000000
169548.00000000
NS
1248614.04000000
0.065386124432
Long
EC
CORP
DE
N
2
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCD4
1365000.00000000
PA
USD
997498.01000000
0.052235940742
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.580000 24-MAY-2032
000000000
14246078.00000000
OU
Notional Amount
USD
264846.66000000
0.013869215074
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-05-24
13914.21000000
USD
0.00000000
USD
14246078.00000000
USD
250932.45000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
643000.00000000
PA
USD
497239.94000000
0.026038945221
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
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
1363000.00000000
PA
USD
1167395.87000000
0.061132975581
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.912000 22-FEB-2051
000000000
1178616.00000000
OU
Notional Amount
USD
235190.57000000
0.012316215726
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-02-22
0.00000000
USD
-35.45000000
USD
1178616.00000000
USD
235226.02000000
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
578000.00000000
PA
USD
403351.27000000
0.021122280773
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE
000000000
595.00000000
NC
USD
9817.50000000
0.000514112652
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
57.50000000
USD
2022-07-15
XXXX
-36728.84000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN SEP22P 115
000000000
226.00000000
NC
USD
102406.25000000
0.005362704239
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
226.00000000
NC
N/A
102406.25000000
0.01000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYU2 Comdty
2022-09-21
226.00000000
USD
1000.00000000
115.00000000
USD
2022-08-26
XXXX
-102955.43000000
N
N
N
CVC Cordatus Loan Fund
5493000ECZZ2KY8H5K38
CVC Cordatus Loan Fund XVIII DAC
000000000
1000000.00000000
PA
840032.74000000
0.043989962875
Long
ABS-CBDO
CORP
IE
N
2
2034-07-29
Floating
6.06000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-8.00000000
NC
USD
-112480.00000000
-0.00589023592
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alphabet Inc
Alphabet Inc
100.00000000
2000.00000000
USD
2023-01-20
XXXX
-20360.41000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
504000.00000000
PA
USD
413532.00000000
0.021655414678
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
1347081.20000000
0.070542550494
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.77000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
10Y RTP 3.270000 23-MAR-2023
000000000
-35296876.00000000
NC
USD
-636859.77000000
-0.03335041160
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
35296876.00000000
OU
Notional Amount
N/A
-636859.77000000
-0.03000000
DIR
US
N/A
N/A
2033-03-23
0.00000000
N/A
0.00000000
N/A
35296876.00000000
USD
1.00000000
3.27000000
USD
2023-03-23
XXXX
-341071.95000000
N
N
N
SONDER SECURED NOTES
N/A
SONDER SECURED NOTES
000000000
8568000.00000000
PA
USD
7754040.00000000
0.406055520805
Long
DBT
CORP
US
N
3
2027-01-19
None
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS
000000000
-57.00000000
NC
USD
-9091.50000000
-0.00047609423
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ConocoPhillips
ConocoPhillips
100.00000000
105.00000000
USD
2022-08-19
XXXX
1668.19000000
N
N
N
TVC DSCR 21 1 CERT
N/A
TVC DSCR 21 1 CERT
000000000
1322747.38000000
PA
USD
1667719.90000000
0.087333425227
Long
ABS-MBS
CORP
US
N
3
2051-02-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
6353700.00000000
PA
USD
4910466.96000000
0.257146238456
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
112982.00000000
NS
USD
12275494.30000000
0.642830347939
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
636000.00000000
PA
USD
475664.40000000
0.024909099730
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
286000.00000000
PA
USD
253110.00000000
0.013254601842
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.834000 08-MAR-2026
000000000
48830000.00000000
OU
Notional Amount
USD
-3703017.83000000
-0.19391579531
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-03-09
333.18000000
USD
0.00000000
USD
48830000.00000000
USD
-3703351.01000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDZ2
618000.00000000
PA
USD
462835.03000000
0.024237264594
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
6136864.00000000
0.321368926086
Long
EC
CORP
CA
N
3
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE
000000000
476.00000000
NC
USD
17374.00000000
0.000909823604
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
60.00000000
USD
2022-07-15
XXXX
-53183.08000000
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
254100.76000000
PA
USD
238537.09000000
0.012491462813
Long
LON
CORP
US
N
2
2027-02-28
Floating
4.67000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AE3
1378000.00000000
PA
USD
1254214.26000000
0.065679390942
Long
DBT
US
N
2
2052-05-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.940000 14-OCT-2026
000000000
5628164.00000000
OU
Notional Amount
USD
480632.12000000
0.025169244136
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-10-14
0.00000000
USD
-44.18000000
USD
5628164.00000000
USD
480676.30000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1080000.00000000
PA
USD
815400.00000000
0.042700021107
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
575000.00000000
PA
USD
474375.00000000
0.024841577768
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
108661.00000000
NS
USD
1209396.93000000
0.063332443509
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RAYMOND JAMES FINANCIAL INC
000000000
51.00000000
NC
USD
3697.50000000
0.000193626843
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Raymond James Financial Inc
Raymond James Financial Inc
100.00000000
100.00000000
USD
2022-07-15
XXXX
-11138.03000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS
000000000
94.00000000
NC
USD
122670.00000000
0.006423855272
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
ConocoPhillips
ConocoPhillips
100.00000000
90.00000000
USD
2023-01-20
XXXX
44152.21000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALIBABA GROUP HOLDING LTD
000000000
186.00000000
NC
USD
3999.00000000
0.000209415482
N/A
DE
KY
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
100.00000000
85.00000000
USD
2022-07-15
XXXX
-129405.62000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-30435.78000000
-0.00159382934
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1880000.00000000
CHF
1948877.42000000
USD
2022-09-15
-30435.78000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
-4.00000000
NC
USD
-13460.00000000
-0.00070485931
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Alphabet Inc
Alphabet Inc
100.00000000
2500.00000000
USD
2022-08-19
XXXX
13891.24000000
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
328000.00000000
PA
USD
229021.67000000
0.011993169172
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
1806000.00000000
PA
USD
1603116.22000000
0.083950326748
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.63000000
N
N
N
N
N
N
MN MINING/ENERGY RESOURC
N/A
Mongolian Mining Corp/Energy Resources LLC
000000000
390000.00000000
PA
USD
262470.00000000
0.013744756610
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
3068867.97000000
0.160707293468
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
1232861.40000000
0.064561206526
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-02-19
0.00000000
USD
-102.39000000
USD
15214286.00000000
USD
1232963.79000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT SEP22
000000000
3.00000000
NC
-1093.71000000
-0.00005727427
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
ICF FTSE 100 Index Future
Z U2 INDEX
2022-09-16
215063.21000000
GBP
-1093.71000000
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CV9
1355000.00000000
PA
USD
979319.14000000
0.051283968541
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
551000.00000000
PA
USD
401644.56000000
0.021032905554
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD C CNH P @6.700000 EO
000000000
9123256.00000000
OU
Notional Amount
USD
43654.78000000
0.002286068221
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
43654.78000000
0.00000000
DFE
US
61125815.20000000
CNY
9123256.00000000
USD
2022-07-21
1.00000000
6.70000000
USD
2022-07-21
XXXX
-39275.62000000
N
N
N
Ares Euro CLO
635400XCOLUI5RNVIZ11
Ares European CLO XII DAC
000000000
675000.00000000
PA
595688.47000000
0.031194395685
Long
ABS-CBDO
CORP
IE
N
2
2032-04-20
Floating
6.10000000
N
N
N
N
N
N
SONDER WARRANTS
N/A
SONDER WARRANTS
000000000
126000.00000000
NS
USD
2520.00000000
0.000131964745
Long
STIV
CORP
US
N
3
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
272000.00000000
PA
USD
203580.52000000
0.010660893427
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.18000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS
000000000
-92.00000000
NC
USD
-18124.00000000
-0.00094909882
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
ConocoPhillips
ConocoPhillips
100.00000000
75.00000000
USD
2022-08-19
XXXX
-6737.14000000
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
35179.00000000
NS
249599.76000000
0.013070781236
Long
EC
CORP
DE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DYNATRACE INC
000000000
112.00000000
NC
USD
48720.00000000
0.002551318406
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Dynatrace Inc
Dynatrace Inc
100.00000000
45.00000000
USD
2023-01-20
XXXX
-13662.47000000
N
N
N
Project Ruby Ultimate Parent Corp.
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp. 2021 Term Loan
74339UAS9
921337.80000000
PA
USD
861736.46000000
0.045126520763
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.92000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ADOBE INC
000000000
-18.00000000
NC
USD
-108495.00000000
-0.00568155358
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Adobe Inc
Adobe Inc
100.00000000
400.00000000
USD
2023-01-20
XXXX
-45980.26000000
N
N
N
Exo Imaging, Inc. SERIES C
N/A
Exo Imaging, Inc. SERIES C
000000000
253147.00000000
NS
USD
989804.77000000
0.051833069132
Long
EC
CORP
US
Y
3
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
932.00000000
NS
USD
363209.72000000
0.019020189735
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
5Y RTP 2.910000 05-JUL-2022
000000000
23669424.00000000
NC
USD
28848.29000000
0.001510697316
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
23669424.00000000
OU
Notional Amount
N/A
28848.29000000
0.00000000
DIR
US
N/A
N/A
2027-07-07
0.00000000
N/A
0.00000000
N/A
23669424.00000000
USD
1.00000000
2.91000000
USD
2022-07-05
XXXX
-56361.64000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NIKE INC
000000000
-177.00000000
NC
USD
-17169.00000000
-0.00089908837
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
NIKE Inc
NIKE Inc
100.00000000
95.00000000
USD
2022-07-15
XXXX
24526.55000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-614.00000000
NC
USD
-98854.00000000
-0.00517668369
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Apple Inc
Apple Inc
100.00000000
115.00000000
USD
2022-08-19
XXXX
16893.14000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
82500000.00000000
PA
4005636.10000000
0.209762994870
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-E
009740AF8
954860.00000000
PA
USD
640838.92000000
0.033558787601
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
3.91000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1251000.00000000
PA
USD
81315.00000000
0.004258219544
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.38000000
Y
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
735000.00000000
PA
USD
676797.19000000
0.035441812973
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
570802.68000000
PA
USD
536554.52000000
0.028097730352
Long
LON
CORP
US
N
3
2028-10-04
Floating
6.42000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2021-A
76042UAD5
800000.00000000
PA
USD
728191.92000000
0.038133198864
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
441322.15000000
0.023110700416
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2041-11-26
0.00000000
USD
-48.20000000
USD
2070005.00000000
USD
441370.35000000
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
57475.00000000
NS
USD
1670223.50000000
0.087464531154
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP22
000000000
76.00000000
NC
145187.95000000
0.007603051912
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 5 Year Euro BOBL Future
OEU2 Comdty
2022-09-08
9299895.27000000
EUR
145187.95000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10Y RTP 3.460000 27-SEP-2022
000000000
-11553498.00000000
NC
USD
-56472.23000000
-0.00295727914
N/A
DIR
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
11553498.00000000
OU
Notional Amount
N/A
-56472.23000000
0.00000000
DIR
US
N/A
N/A
2032-09-29
0.00000000
N/A
0.00000000
N/A
11553498.00000000
USD
1.00000000
3.46000000
USD
2022-09-27
XXXX
39710.64000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
233000.00000000
PA
USD
15145.00000000
0.000793097644
Long
DBT
CORP
KY
N
2
2024-04-14
None
0.00000000
Y
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust 2020-EYP
05493AAN0
4000000.00000000
PA
USD
3760004.40000000
0.196900008882
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
5.02000000
N
N
N
N
N
N
Park Avenue Trust
N/A
245 Park Avenue Trust 2017-245P
90187LAN9
2000000.00000000
PA
USD
1635000.00000000
0.085619983456
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.78000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SEP22 SPX P @ 3700
000000000
-1565.00000000
NC
USD
-222101.73000000
-0.01163079293
N/A
DE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
S&P 500 INDEX
SPX Index
1.00000000
3700.00000000
USD
2022-09-16
XXXX
25168.27000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.573500 28-JUN-2024
000000000
17797812.00000000
OU
Notional Amount
USD
926500.21000000
0.048518001622
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-06-28
0.00000000
USD
-91.34000000
USD
17797812.00000000
USD
926591.55000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PUB3
7658087.11000000
PA
USD
3887715.22000000
0.203587836586
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Variable
7.65000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBE4
2000000.00000000
PA
USD
1695196.40000000
0.088772286068
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
6.58000000
N
N
N
N
N
N
Cypher Bidco
N/A
Cypher Bidco EUR Term Loan
000000000
1827670.00000000
PA
1776447.04000000
0.093027135275
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
245223.69000000
0.012841619743
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-06-07
0.00000000
USD
-41.82000000
USD
1359787.00000000
USD
245265.51000000
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502VAA1
372951.90000000
PA
USD
306752.94000000
0.016063719662
Long
DBT
CORP
MU
N
2
2026-08-19
Fixed
3.58000000
N
N
N
N
N
N
LESSEN SERIES B PREFERRED
N/A
LESSEN SERIES B PREFERRED
000000000
489075.00000000
NS
USD
4465254.75000000
0.233831827414
Long
EP
CORP
US
N
3
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAD8
2362000.00000000
PA
USD
2233598.85000000
0.116966786901
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
5.41000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
55.00000000
NC
USD
825.00000000
0.000043202743
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
320.00000000
USD
2022-07-15
XXXX
-28532.47000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BOSTON SCIENTIFIC CORP
000000000
-177.00000000
NC
USD
-8850.00000000
-0.00046344761
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Boston Scientific Corp
Boston Scientific Corp
100.00000000
42.00000000
USD
2022-08-19
XXXX
-1202.82000000
N
N
N
MANAPPURAM FINANCE LTD
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
1000000.00000000
PA
USD
980000.00000000
0.051319623111
Long
DBT
CORP
IN
N
2
2023-01-13
Fixed
5.90000000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
86074QAQ5
425000.00000000
PA
USD
333625.00000000
0.017470927816
Long
DBT
CORP
US
N
2
2029-11-16
Fixed
4.50000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
1280000.00000000
PA
USD
1001040.00000000
0.052421423999
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-240.00000000
NC
USD
-93600.00000000
-0.00490154767
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
80.00000000
USD
2023-01-20
XXXX
7770.92000000
N
N
N
Embark Technology Inc
N/A
Embark Technology Inc
29079J111
34926.00000000
NS
USD
4460.05000000
0.000233559270
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
2027-12-31
XXXX
-33784.65000000
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-1 Ltd
863171AA2
1500000.00000000
PA
USD
1272191.55000000
0.066620807011
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Floating
5.09000000
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
596193.30000000
0.031220832099
Long
ABS-CBDO
CORP
KY
N
2
2027-10-24
Floating
7.08000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BY3
328000.00000000
PA
USD
231828.45000000
0.012140151714
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4048.96000000
0.000212031735
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
361300.00000000
EUR
384609.78000000
USD
2022-09-15
4048.96000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
269826.00000000
NS
USD
7895108.76000000
0.413442863250
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
12445.00000000
NS
USD
5917846.40000000
0.309899639671
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTR 2.520000 30-JUN-2022
000000000
11644492.00000000
NC
USD
0.12000000
0.000000006284
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
11644492.00000000
OU
Notional Amount
N/A
0.12000000
0.00000000
DIR
US
N/A
N/A
2032-07-05
0.00000000
N/A
0.00000000
N/A
11644492.00000000
USD
1.00000000
2.52000000
USD
2022-06-30
XXXX
-64044.59000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
18250000.00000000
PA
USD
1347976.03000000
0.070589410023
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Fixed
1.36000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.130000 07-MAR-2024
000000000
51255128.00000000
OU
Notional Amount
USD
-1514877.83000000
-0.07932955030
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-07
190.94000000
USD
0.00000000
USD
51255128.00000000
USD
-1515068.77000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
LVMH MOET HENNESSY LOUIS VUITT
000000000
-18.00000000
NC
-55080.25000000
-0.00288438537
N/A
DE
FR
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Put
Written
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
100.00000000
520.00000000
EUR
2022-12-16
XXXX
-12483.43000000
N
N
N
Northwoods Capital 20 Ltd
N/A
Northwoods Capital 20 Ltd
66860VAE1
1250000.00000000
PA
USD
1222878.50000000
0.064038432378
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
9.03000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-TWN3
36263JAE4
2500000.00000000
PA
USD
2445399.75000000
0.128058156659
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
5.02000000
N
N
N
N
N
N
ORYX FUNDING LTD
549300S728CF0BBRC295
Oryx Funding Ltd
67114NAA9
574000.00000000
PA
USD
541999.50000000
0.028382867414
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
1770000.00000000
PA
USD
1469100.00000000
0.076932304400
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
3221000.00000000
PA
USD
2928243.31000000
0.153343207191
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
2098869.14000000
0.109911401249
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.90000000
N
N
N
N
N
N
Davis-Standard, LLC
N/A
Davis-Standard, LLC Term Loan
000000000
1534650.00000000
PA
USD
1468153.62000000
0.076882745354
Long
LON
CORP
US
N
2
2028-12-10
Floating
8.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
2500000.00000000
PA
USD
2527296.00000000
0.132346814500
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
5.73000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.760000 28-JAN-2032
000000000
35747378.00000000
OU
Notional Amount
USD
-3715281.55000000
-0.19455800907
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-01-28
555.15000000
USD
0.00000000
USD
35747378.00000000
USD
-3715836.70000000
N
N
N
AGL CLO Ltd.
549300U1G1VA46DEO184
AGL CLO 9 LTD
001207AJ8
850000.00000000
PA
USD
804223.68000000
0.042114751178
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
4.76000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
-37.00000000
NC
USD
-7640.50000000
-0.00040010977
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
260.00000000
USD
2022-07-15
XXXX
16803.52000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
-35.00000000
NC
USD
-33687.50000000
-0.00176411204
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
260.00000000
USD
2023-01-20
XXXX
21918.20000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
349.00000000
NC
USD
523.50000000
0.000027414104
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
450.00000000
USD
2022-07-15
XXXX
-164553.52000000
N
N
N
Kose Corp
353800NX4GGAVDHHY664
Kose Corp
000000000
10098.00000000
NS
920290.52000000
0.048192819019
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
1751908.00000000
PA
USD
451116.31000000
0.023623590825
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3T2
443000.00000000
PA
USD
220252.96000000
0.011533978465
Long
DBT
MUN
US
N
2
2043-11-01
Variable
1.00000000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2022 DIP Term Loan
000000000
4613000.00000000
PA
USD
4553907.47000000
0.238474301065
Long
LON
CORP
US
N
2
2023-11-10
Floating
6.68000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1200000.00000000
PA
USD
1095972.00000000
0.057392724469
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
214302.22000000
0.011222356288
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.88000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
35188.00000000
NS
USD
2622561.64000000
0.137335586684
Long
EC
CORP
US
N
1
N
N
N
RKPF OVERSEAS 2020 A LTD
254900LKOLISWWIE7W36
RKPF Overseas 2020 A Ltd
000000000
530000.00000000
PA
USD
241150.00000000
0.012628292972
Long
DBT
CORP
VG
N
2
2026-01-12
Fixed
5.20000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP22
000000000
-407.00000000
NC
145656.76000000
0.007627602068
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX EURO STOXX 50 Future
VGU2 INDEX
2022-09-16
-14178668.39000000
EUR
145656.76000000
N
N
N
CONSTELLATION AUTOMOTIVE
254900HVTSU7VICDRM89
Constellation Automotive Financing PLC
000000000
317000.00000000
PA
302919.09000000
0.015862952583
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
40000.00000000
0.002094678494
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
1178349.55000000
0.061706586529
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
4.26000000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco, Inc. 2021 Term Loan
02090CAE0
852000.00000000
PA
USD
781284.00000000
0.040913469819
Long
LON
CORP
US
N
2
2029-02-01
Floating
5.75000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
1282000.00000000
PA
USD
960589.78000000
0.050303168851
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
1683000.00000000
PA
USD
1317014.82000000
0.068968065504
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
4180337.04000000
0.218911552419
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.97000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN AUG22C 118
000000000
292.00000000
NC
USD
360437.50000000
0.018875016995
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
292.00000000
NC
N/A
360437.50000000
0.02000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYU2 Comdty
2022-09-21
292.00000000
USD
1000.00000000
118.00000000
USD
2022-07-22
XXXX
145535.72000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAN1
4826000.00000000
PA
USD
4227996.34000000
0.221407325188
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
2829000.00000000
PA
USD
2785574.85000000
0.145872093316
Long
DBT
CORP
US
N
2
2027-05-15
None
0.00000000
Y
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAG0
4560000.00000000
PA
USD
4517903.90000000
0.236588903470
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
5.04000000
N
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group, Inc. Term Loan B
54142KAD3
867321.25000000
PA
USD
656995.85000000
0.034404876946
Long
LON
CORP
US
N
2
2027-08-31
Floating
6.35000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
260.00000000
NC
USD
177970.00000000
0.009319748290
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
430.00000000
USD
2023-01-20
XXXX
-209489.58000000
N
N
N
INSPIRED ENTERTAINMENT
894500C0TCVBHY3RSJ33
Inspired Entertainment Financing PLC
000000000
675000.00000000
PA
798629.62000000
0.041821807248
Long
DBT
CORP
GB
N
2
2026-06-01
Fixed
7.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.195000 05-FEB-2031
000000000
3049387.00000000
OU
Notional Amount
USD
422506.77000000
0.022125396120
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-05
0.00000000
USD
-42.78000000
USD
3049387.00000000
USD
422549.55000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
15973.00000000
NS
USD
4783434.31000000
0.250493924455
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.600000 26-MAY-2032
000000000
2455642.00000000
OU
Notional Amount
USD
36762.82000000
0.001925157211
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-05-26
0.00000000
USD
-38.76000000
USD
2455642.00000000
USD
36801.58000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
57439.00000000
NS
3216709.69000000
0.168449315254
Long
EC
CORP
FR
N
2
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
342000.00000000
PA
USD
316948.50000000
0.016597630169
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
129215.00000000
NS
USD
8163803.70000000
0.427513601059
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-41625.50000000
-0.00217980099
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3019522.89000000
USD
402048658.00000000
JPY
2022-09-15
-41625.50000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NICE LTD
000000000
-40.00000000
NC
USD
-6600.00000000
-0.00034562195
N/A
DE
IL
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Nice Ltd
Nice Ltd
100.00000000
230.00000000
USD
2022-08-19
XXXX
4186.29000000
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
7203000.00000000
PA
USD
6484943.01000000
0.339596766501
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.58000000
N
N
N
N
N
N
MCM 2021 VFN1
N/A
MCM 2021 VFN1
000000000
2382389.00000000
PA
USD
1595933.80000000
0.083574205231
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
2702060.20000000
0.141498684783
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
4.11000000
N
N
N
N
N
N
Sarcos Technology and Robotics Corp
N/A
Sarcos Technology and Robotics Corp
80359A114
68671.00000000
NS
USD
37432.56000000
0.001960229460
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
-35057.99000000
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
847000.00000000
PA
USD
847423.50000000
0.044376994526
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
2228724.33000000
0.116711523096
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
5.17000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
1374000.00000000
PA
USD
1188510.00000000
0.062238658432
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
20113.00000000
NS
USD
582271.35000000
0.030491781867
Long
EC
CORP
US
N
1
N
N
N
F5 Inc
N/A
F5 Inc
315616102
25930.00000000
NS
USD
3968327.20000000
0.207809241108
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FORTIVE CORP
000000000
-147.00000000
NC
USD
-9922.50000000
-0.00051961118
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Fortive Corp
Fortive Corp
100.00000000
60.00000000
USD
2022-08-19
XXXX
6654.42000000
N
N
N
DOUGLAS GMBH
529900381YTPHVY9AI06
Douglas GmbH
000000000
1102000.00000000
PA
889227.49000000
0.046566142496
Long
DBT
CORP
DE
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALIGN TECHNOLOGY INC
000000000
26.00000000
NC
USD
56030.00000000
0.002934120900
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Align Technology Inc
Align Technology Inc
100.00000000
290.00000000
USD
2023-01-20
XXXX
-54123.33000000
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAG1
1670000.00000000
PA
USD
1504839.51000000
0.078803873975
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
2639301.37000000
0.138212195495
Long
DBT
CORP
DE
N
2
2024-04-01
Fixed
4.13000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
158000.00000000
PA
USD
148994.00000000
0.007802363189
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
2530593.09000000
0.132519473088
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.09000000
N
N
N
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd
290015AS5
5750000.00000000
PA
USD
5565453.18000000
0.291445877184
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
5.46000000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
619000.00000000
PA
USD
471213.75000000
0.024676032709
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
37686.00000000
NS
3225277.42000000
0.168897981248
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
1329893.36000000
0.069642475523
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-12
0.00000000
USD
-132.89000000
USD
24673596.00000000
USD
1330026.25000000
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
407852.98000000
PA
USD
381089.67000000
0.019956508404
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.21000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
1776000.00000000
PA
USD
1625040.00000000
0.085098408510
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
361000.00000000
PA
USD
324530.30000000
0.016994666004
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
150.00000000
NC
USD
1425.00000000
0.000074622921
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
325.00000000
USD
2022-07-15
XXXX
-73459.37000000
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 19 Ltd
33883JAU5
700000.00000000
PA
USD
648824.47000000
0.033976966597
Long
ABS-CBDO
CORP
KY
N
2
2034-11-16
Floating
4.41000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SERVICENOW INC
000000000
21.00000000
NC
USD
84945.00000000
0.004448311617
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
ServiceNow Inc
ServiceNow Inc
100.00000000
550.00000000
USD
2023-01-20
XXXX
-32596.81000000
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAF8
1550000.00000000
PA
USD
1405212.49000000
0.073586709569
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.96000000
N
N
N
N
N
N
HONO 2021-LULU Mortgage Trust
N/A
HONO 2021-LULU Mortgage Trust
40390MAQ8
1305000.00000000
PA
USD
1228239.90000000
0.064319192610
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.72000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX INVESTMENT GRA
000000000
-683.00000000
NC
USD
-7854.50000000
-0.00041131630
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
105.00000000
USD
2022-07-15
XXXX
15893.42000000
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
51186.00000000
NS
USD
1377927.12000000
0.072157857625
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
2448640.77000000
0.128227879031
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
3.26000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EUR P USD C @1.005000 EO
000000000
14076112.00000000
OU
Notional Amount
4012.29000000
0.000210111439
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
4012.29000000
0.00000000
DFE
XX
14146492.56000000
USD
14076112.00000000
EUR
2022-07-11
1.00000000
1.00500000
EUR
2022-07-11
XXXX
-8994.04000000
N
N
N
RKPF OVERSEAS 2019 A LTD
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd
000000000
200000.00000000
PA
USD
98000.00000000
0.005131962311
Long
DBT
CORP
VG
N
2
2025-09-04
Fixed
6.00000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
13140.00000000
NS
USD
1249482.60000000
0.065431608281
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: MXN 4.415000 28-FEB-2023
000000000
88483602.00000000
OU
Notional Amount
-140513.36000000
-0.00735825783
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-02-28
130.26000000
MXN
0.00000000
MXN
88483602.00000000
MXN
-140517.57000000
N
N
N
KINS Technology Group Inc
N/A
KINS Technology Group Inc
49714K117
156413.00000000
NS
USD
18769.56000000
0.000982904842
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Kins Technology Group Inc
Kins Technology Group Inc
11.50000000
11.50000000
USD
2025-12-31
XXXX
-1855.12000000
N
N
N
DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP
N/A
DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP
000000000
5016900.00000000
NS
USD
5259717.96000000
0.275435452427
Long
EC
CORP
US
Y
N/A
N
N
N
Elevation CLO Ltd
N/A
Elevation CLO 2021-12 Ltd
28623NAA5
500000.00000000
PA
USD
445622.15000000
0.023335878355
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
8.33000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: HYG US EQUITY
000000000
4806135.24000000
OU
Notional Amount
USD
-125923.41000000
-0.00659422647
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-07-15
0.00000000
USD
0.00000000
USD
4806135.24000000
USD
-125923.41000000
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
942000.00000000
PA
USD
783440.79000000
0.041026414359
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.553500 20-JUL-2024
000000000
24484977.00000000
OU
Notional Amount
USD
1294822.65000000
0.067805928973
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-22
0.00000000
USD
-128.33000000
USD
24484977.00000000
USD
1294950.98000000
N
N
N
Pronovias SL
95980020140005338087
Pronovias SL EUR Term Loan B1
000000000
1473362.71000000
PA
1060225.66000000
0.055520797228
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
250000.00000000
PA
USD
236292.31000000
0.012373910503
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
AIVEN SERIES D PREFERRED
N/A
AIVEN SERIES D PREFERRED
000000000
22734.00000000
NS
USD
2544843.96000000
0.133265747861
Long
EC
CORP
FI
N
2
N
N
N
FLYR SECURED NOTES WTS
N/A
FLYR SECURED NOTES WTS
000000000
1113000.00000000
PA
USD
1120679.70000000
0.058686591665
Long
DBT
CORP
US
N
3
2027-01-20
Fixed
10.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PROCTER + GAMBLE CO/THE
000000000
-288.00000000
NC
USD
-5472.00000000
-0.00028655201
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
115.00000000
USD
2022-07-15
XXXX
15722.70000000
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BE8
185000.00000000
PA
USD
172203.31000000
0.009017764252
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
Highland Transcend Partners I Corp
N/A
Highland Transcend Partners I Corp
000000000
32320.00000000
NS
USD
3907.49000000
0.000204623381
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Highland Transcend Partners I Corp
Highland Transcend Partners I Corp
1.00000000
11.50000000
USD
2027-12-31
XXXX
-24806.24000000
N
N
N
LATCH INC
N/A
LATCH INC
000000000
142273.00000000
NS
USD
162191.22000000
0.008493461512
Long
EC
CORP
US
Y
2
N
N
N
Rad CLO Ltd
N/A
Rad CLO 9 Ltd
48661PAA1
5000000.00000000
PA
USD
4715883.50000000
0.246956493731
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
8.63000000
N
N
N
N
N
N
SHIBA BIDCO SPA
815600658C215B62EA21
Shiba Bidco SpA
000000000
1882000.00000000
PA
1617238.36000000
0.084689860322
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
1176816.64000000
PA
USD
1044557.51000000
0.054700303807
Long
ABS-O
CORP
US
N
2
2060-09-27
None
0.00000000
N
N
N
N
N
N
PICARD BONDCO
52990070XME2A28A7N53
Picard Bondco SA
000000000
750000.00000000
PA
703008.87000000
0.036814439032
Long
DBT
CORP
LU
N
2
2027-07-01
Fixed
5.38000000
N
N
N
N
N
N
TVC DSCR 21 1 A
N/A
TVC DSCR 21 1 A
000000000
5290988.53000000
PA
USD
5118502.30000000
0.268040417275
Long
ABS-MBS
CORP
US
N
3
2051-02-01
None
0.00000000
N
N
N
N
N
N
Kindstar Globalgene Technology Inc
N/A
Kindstar Globalgene Technology Inc
000000000
2024500.00000000
NS
559308.76000000
0.029289300781
Long
EC
CORP
KY
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP22
000000000
778.00000000
NC
USD
-528060.68000000
-0.02765293375
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-09-21
92611654.43000000
USD
-528060.68000000
N
N
N
Snorkel AI Inc
N/A
Snorkel AI Inc
000000000
12621.00000000
NS
USD
120656.76000000
0.006318428009
Long
EC
CORP
US
Y
3
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
6700.00000000
NS
USD
1152132.00000000
0.060333653075
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
30Y RTR 1.520000 05-JUL-2022
000000000
9678570.00000000
NC
USD
0.10000000
0.000000005236
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
9678570.00000000
OU
Notional Amount
N/A
0.10000000
0.00000000
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
-256143.55000000
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
1050000.00000000
PA
USD
624750.00000000
0.032716259733
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
Regatta XXIV Funding Ltd.
N/A
Regatta XXIV Funding Ltd
75889TAA2
500000.00000000
PA
USD
456994.75000000
0.023931426871
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
7.86000000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
4161.00000000
NS
USD
701378.16000000
0.036729043703
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
712000.00000000
PA
USD
494317.31000000
0.025885895965
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
6712996.83000000
0.351539252308
Long
EP
CORP
US
Y
3
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
1050000.00000000
PA
USD
1019550.00000000
0.053390736472
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
VALERO ENERGY CORP
000000000
-42.00000000
NC
USD
-10374.00000000
-0.00054325486
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Valero Energy Corp
Valero Energy Corp
100.00000000
125.00000000
USD
2022-08-19
XXXX
249.27000000
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008510AE9
250000.00000000
PA
USD
220486.05000000
0.011546184680
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.39000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAL6
1750000.00000000
PA
USD
1716941.80000000
0.089911026612
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
5.21000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
654000.00000000
PA
USD
91560.00000000
0.004794719073
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALBEMARLE CORP
000000000
-95.00000000
NC
USD
-94050.00000000
-0.00492511280
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Albemarle Corp
Albemarle Corp
100.00000000
180.00000000
USD
2022-09-16
XXXX
-14400.65000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
3650000.00000000
PA
USD
3437407.21000000
0.180006573976
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Floating
4.93000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
249000.00000000
PA
USD
175493.20000000
0.009190045798
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
236516.78000000
0.012385665315
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
4.56000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
373000.00000000
PA
USD
299169.31000000
0.015666587995
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-220.00000000
NC
USD
-327800.00000000
-0.01716589026
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
121.00000000
USD
2022-07-15
XXXX
-243826.20000000
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: PPG US EQUITY
000000000
655025.94000000
OU
Notional Amount
USD
73875.99000000
0.003868661187
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
PPG Industries Inc
PPG Industries Inc
Y
equity-performance leg
2022-09-02
0.00000000
USD
0.00000000
USD
655025.94000000
USD
73875.99000000
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
1000000.00000000
PA
USD
960000.00000000
0.050272283864
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
1189000.00000000
PA
USD
867494.40000000
0.045428046590
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
592000.00000000
PA
USD
557516.00000000
0.029195419386
Long
DBT
CORP
OM
N
2
2028-05-06
Fixed
5.13000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
10Y RTP 3.570000 11-MAY-2023
000000000
-33632725.00000000
NC
USD
-460836.61000000
-0.02413261340
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
33632725.00000000
OU
Notional Amount
N/A
-460836.61000000
-0.02000000
DIR
US
N/A
N/A
2033-05-15
0.00000000
N/A
0.00000000
N/A
33632725.00000000
USD
1.00000000
3.57000000
USD
2023-05-11
XXXX
185248.04000000
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FM3
328000.00000000
PA
USD
234124.30000000
0.012260378405
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
Maverick Gaming LLC
N/A
Maverick Gaming LLC Term Loan B
57770JAC0
942265.00000000
PA
USD
859034.73000000
0.044985039370
Long
LON
CORP
US
N
2
2026-09-03
Floating
9.07000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP22
000000000
-33.00000000
NC
320546.57000000
0.016786050165
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Future
UBU2 Comdty
2022-09-08
-5703359.64000000
EUR
320546.57000000
N
N
N
RR Ltd
549300RJ4N2AJDFNE876
RR 19 Ltd
74983BAA9
250000.00000000
PA
USD
230554.75000000
0.012073451914
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Floating
7.54000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
1279000.00000000
PA
USD
588340.00000000
0.030809578633
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
1221000.00000000
PA
USD
866910.00000000
0.045397443338
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
2070057.63000000
0.108402629990
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-01-09
0.00000000
USD
-212.40000000
USD
7089628.00000000
USD
2070270.03000000
N
N
N
ACV Auctions Inc
N/A
ACV Auctions Inc
00091G104
191733.00000000
NS
USD
1253933.82000000
0.065664705151
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
1046342.11000000
0.054793757888
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.24000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAN8
328000.00000000
PA
USD
227116.75000000
0.011893414298
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
54432.00000000
NS
USD
6158980.80000000
0.322527115719
Long
EC
CORP
CH
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
EUR P USD C @1.030000 EO
000000000
30728342.00000000
OU
Notional Amount
207153.96000000
0.010848023625
N/A
DFE
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
207153.96000000
0.01000000
DFE
XX
31650192.26000000
USD
30728342.00000000
EUR
2022-08-12
1.00000000
1.03000000
EUR
2022-08-12
XXXX
-240385.62000000
N
N
N
ARES CLO Ltd
N/A
Ares LVI CLO Ltd
04018PAE6
625000.00000000
PA
USD
571357.31000000
0.029920246745
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
7.68000000
N
N
N
N
N
N
Luxembourg Life Fund
N/A
Luxembourg Life Fund 2021 1st Lien Term Loan
000000000
3396999.01000000
PA
USD
3346044.02000000
0.175222161245
Long
LON
CORP
LU
N
3
2026-05-27
Floating
11.50000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XI Ltd
87249RAA6
500000.00000000
PA
USD
446863.65000000
0.023400891938
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
7.06000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SHERWIN-WILLIAMS CO/THE
000000000
73.00000000
NC
USD
162425.00000000
0.008505703861
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Sherwin-Williams Co/The
Sherwin-Williams Co/The
100.00000000
240.00000000
USD
2022-09-16
XXXX
72910.27000000
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: PPG US EQUITY
000000000
726375.60000000
OU
Notional Amount
USD
81897.83000000
0.004288740580
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
PPG Industries Inc
PPG Industries Inc
Y
equity-performance leg
2022-09-02
0.00000000
USD
0.00000000
USD
726375.60000000
USD
81897.83000000
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2016-1 Ltd
05875FBG1
500000.00000000
PA
USD
489996.10000000
0.025659607324
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
4.19000000
N
N
N
N
N
N
COBHAM ULTRA SENIORCO SARL
N/A
Cobham Ultra US Co-Borrower LLC
000000000
276000.00000000
PA
USD
261970.92000000
0.013718621306
Long
LON
CORP
US
N
2
2028-11-17
None
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ENERGY SELECT SECTOR SPDR FUND
000000000
235.00000000
NC
USD
136887.50000000
0.007168382559
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Energy Select Sector SPDR Fund
Energy Select Sector SPDR Fund
100.00000000
65.00000000
USD
2023-01-20
XXXX
36723.65000000
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
328000.00000000
PA
USD
232049.27000000
0.012151715387
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
90000.00000000
PA
USD
70200.00000000
0.003676160757
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
585000.00000000
PA
USD
571837.50000000
0.029945392837
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
4942944.52000000
PA
USD
4762198.83000000
0.249381886874
Long
ABS-O
CORP
US
N
2
2060-09-25
Variable
5.11000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
2485000.00000000
PA
USD
1926580.86000000
0.100889187376
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
467000.00000000
PA
USD
361925.00000000
0.018952912851
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAQ4
750000.00000000
PA
USD
671529.23000000
0.035165945910
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
5.00000000
N
N
N
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group Inc
62482R107
15882.00000000
NS
USD
583504.68000000
0.030556367613
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
11042.00000000
NS
USD
608524.62000000
0.031866585869
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
694000.00000000
PA
USD
619395.00000000
0.032435834650
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
251000.00000000
PA
USD
222713.20000000
0.011662813761
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
47466.00000000
NS
USD
4151376.36000000
0.217394969579
Long
EC
CORP
NL
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-402.63000000
-0.00002108451
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
46958.52000000
USD
44199.62000000
EUR
2022-09-15
-402.63000000
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
4800.00000000
NS
5402051.30000000
0.282889017085
Long
EC
CORP
FR
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.000000 17-FEB-2025
000000000
13414899.00000000
OU
Notional Amount
USD
245828.59000000
0.012873296519
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-02-18
0.00000000
USD
-59.36000000
USD
13414899.00000000
USD
245887.95000000
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
UPL Corp Ltd
000000000
700000.00000000
PA
USD
535631.25000000
0.028049381506
Long
DBT
CORP
MU
N
2
2025-02-27
Fixed
5.25000000
N
N
N
N
N
N
AMF MF PORTFOLIO
N/A
AMF MF Portfolio Term Loan
000000000
2975000.00000000
PA
USD
2975000.00000000
0.155791713016
Long
LON
CORP
US
N
3
2028-11-01
Fixed
6.67000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX INVESTMENT GRA
000000000
-733.00000000
NC
USD
-32618.50000000
-0.00170813176
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
103.00000000
USD
2022-08-19
XXXX
52972.54000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAL4
2000000.00000000
PA
USD
2011051.00000000
0.105312632017
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Variable
4.89000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SALESFORCE INC
000000000
61.00000000
NC
USD
41022.50000000
0.002148223713
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Salesforce Inc
Salesforce Inc
100.00000000
210.00000000
USD
2023-01-20
XXXX
-47464.41000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.874000 13-JUL-2026
000000000
9703438.00000000
OU
Notional Amount
USD
-788424.03000000
-0.04128737150
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-07-13
71.76000000
USD
0.00000000
USD
9703438.00000000
USD
-788495.79000000
N
N
N
Luxembourg Life Fund
N/A
Luxembourg Life Fund 2021 Term Loan
000000000
2896000.00000000
PA
USD
2881520.00000000
0.150896449375
Long
LON
CORP
LU
N
3
2023-04-01
Floating
11.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.34.V9)
000000000
20020000.00000000
OU
Notional Amount
USD
-1166228.91000000
-0.06107186543
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S34
2I65BRYM6
Y
sell protection
2025-06-20
0.00000000
USD
-596569.71000000
USD
20020000.00000000
USD
-569659.20000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
55767.00000000
NS
USD
4260041.13000000
0.223085413500
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDP2
1314000.00000000
PA
USD
1212270.12000000
0.063482903742
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
42500.00000000
PA
USD
32938.51000000
0.001724889713
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
458000.00000000
PA
USD
409140.56000000
0.021425448304
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
KME SE
213800C12EAJKHXISN21
KME SE
000000000
916666.64000000
PA
930928.01000000
0.048749872058
Long
DBT
CORP
DE
N
2
2023-02-01
Fixed
6.75000000
N
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
000000000
1000000.00000000
PA
USD
907500.00000000
0.047523018340
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
2000000.00000000
PA
USD
1671928.00000000
0.087553790642
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
3.93000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITED PARCEL SERVICE INC
000000000
-56.00000000
NC
USD
-34300.00000000
-0.00179618680
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
United Parcel Service Inc
United Parcel Service Inc
100.00000000
190.00000000
USD
2022-08-19
XXXX
2254.33000000
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
2470000.00000000
PA
USD
1927301.53000000
0.100926926674
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTP 3.000000 31-AUG-2022
000000000
-11644492.00000000
NC
USD
-129226.50000000
-0.00676719926
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
11644492.00000000
OU
Notional Amount
N/A
-129226.50000000
-0.01000000
DIR
US
N/A
N/A
2032-09-02
0.00000000
N/A
0.00000000
N/A
11644492.00000000
USD
1.00000000
3.00000000
USD
2022-08-31
XXXX
-33159.44000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
1477000.00000000
PA
USD
1191067.57000000
0.062372590604
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.35.V1)
000000000
9120748.23000000
OU
Notional Amount
USD
-1092400.47000000
-0.05720569429
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S35
2I65BRYO2
Y
sell protection
2025-12-22
0.00000000
USD
-533269.72000000
USD
9120748.23000000
USD
-559130.75000000
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
78488CAH3
3176920.18000000
PA
USD
2977568.44000000
0.155926214417
Long
LON
CORP
US
N
2
2028-08-25
Floating
4.69000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAH9
887000.00000000
PA
USD
781128.57000000
0.040905330422
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
447969.15000000
0.023458783615
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
4.68000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.470000 14-JAN-2027
000000000
5554428.00000000
OU
Notional Amount
USD
-348874.13000000
-0.01826947843
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-14
46.58000000
USD
0.00000000
USD
5554428.00000000
USD
-348920.71000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PROCTER + GAMBLE CO/THE
000000000
192.00000000
NC
USD
48288.00000000
0.002528695878
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
135.00000000
USD
2022-08-19
XXXX
-27020.00000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
1312000.00000000
PA
USD
1046976.00000000
0.054826952782
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
57088.52000000
0.002989552377
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
1209160.92000000
0.063320084382
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
4.33000000
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
910076.18000000
0.047657925061
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
1030000.00000000
PA
USD
794183.67000000
0.041588986352
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BOOKING HOLDINGS INC
000000000
-6.00000000
NC
USD
-220920.00000000
-0.01156890932
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Booking Holdings Inc
Booking Holdings Inc
100.00000000
2000.00000000
USD
2023-01-20
XXXX
-140688.65000000
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
62000.00000000
PA
USD
44269.77000000
0.002318273379
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
VALERO ENERGY CORP
000000000
83.00000000
NC
USD
128650.00000000
0.006737009707
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Valero Energy Corp
Valero Energy Corp
100.00000000
105.00000000
USD
2023-01-20
XXXX
39961.07000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.494500 23-JUL-2024
000000000
16157667.00000000
OU
Notional Amount
USD
879825.85000000
0.046073807168
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-23
0.00000000
USD
-84.90000000
USD
16157667.00000000
USD
879910.75000000
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
240000.00000000
PA
USD
79200.00000000
0.004147463418
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
1675916.28000000
0.087762644750
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.51000000
N
N
N
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
23838.00000000
NS
USD
553518.36000000
0.028986075122
Long
EC
CORP
GB
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.850000 15-OCT-2051
000000000
1452634.00000000
OU
Notional Amount
USD
314699.92000000
0.016479878864
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-10-16
0.00000000
USD
-44.79000000
USD
1452634.00000000
USD
314744.71000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
572000.00000000
PA
USD
510510.00000000
0.026733857953
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
-3947408.75000000
-0.20671380542
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
503.64000000
USD
0.00000000
USD
33196629.00000000
USD
-3947912.39000000
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863116
13238.00000000
NS
USD
7478.15000000
0.000391607999
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
-14810.08000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
489000.00000000
PA
USD
498780.00000000
0.026119593485
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAE1
400000.00000000
PA
USD
355670.36000000
0.018625376354
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
821000.00000000
PA
USD
675272.50000000
0.035361969589
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAN0
972000.00000000
PA
USD
925830.00000000
0.048482904760
Long
DBT
NUSS
RO
N
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
GENNEIA SA
529900YZ70LX0XWS9P67
Genneia SA
372319AB9
521991.00000000
PA
USD
490671.54000000
0.025694978065
Long
DBT
CORP
AR
N
2
2027-09-02
Fixed
8.75000000
N
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
1991.00000000
NS
USD
189622.84000000
0.009929972124
Long
EC
CORP
US
N
1
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
990000.00000000
PA
USD
946873.13000000
0.049584869556
Long
DBT
CORP
KY
N
2
2030-02-28
Fixed
3.93000000
N
N
N
N
N
N
CAREMAX CORP
N/A
CAREMAX CORP
000000000
60750.00000000
NS
USD
220522.50000000
0.011548093456
Long
EC
CORP
US
Y
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP
000000000
-106.00000000
NC
USD
-26182.00000000
-0.00137107180
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
110.00000000
USD
2023-01-20
XXXX
13034.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.850000 27-MAY-2026
000000000
35500000.00000000
OU
Notional Amount
USD
2894275.81000000
0.151564432397
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-27
0.00000000
USD
-259.49000000
USD
35500000.00000000
USD
2894535.30000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702CAA7
250000.00000000
PA
USD
218500.98000000
0.011442232594
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.06000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-200.00000000
NC
USD
-53100.00000000
-0.00278068570
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
90.00000000
USD
2022-08-19
XXXX
25377.30000000
N
N
N
HONO Mortgage Trust
N/A
HONO 2021-LULU Mortgage Trust
40390MAN5
1080000.00000000
PA
USD
1020038.62000000
0.053416324017
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.67000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
193990.00000000
NS
5033561.99000000
0.263592351259
Long
EC
CORP
GB
N
2
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-NQM1R
64828BAE1
1370000.00000000
PA
USD
1230286.72000000
0.064426378356
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
616141.79000000
0.032265473924
Long
EC
CORP
US
Y
3
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.412000 30-NOV-2031
000000000
2669557.00000000
OU
Notional Amount
USD
362344.20000000
0.018974865082
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-28
0.00000000
USD
-40.44000000
USD
2669557.00000000
USD
362384.64000000
N
N
N
OFFERPAD SOLUTIONS INC
N/A
OFFERPAD SOLUTIONS INC
000000000
202591.00000000
NS
USD
441648.38000000
0.023127784091
Long
EC
CORP
US
Y
2
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAQ7
328000.00000000
PA
USD
220996.56000000
0.011572918538
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-2 Ltd
86315VAA8
1000000.00000000
PA
USD
882019.40000000
0.046188676719
Long
ABS-CBDO
CORP
KY
N
2
2029-12-28
Floating
5.84000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
2Y RTP 2.700000 15-FEB-2023
000000000
-47688203.00000000
NC
USD
-562838.59000000
-0.02947414725
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
47688203.00000000
OU
Notional Amount
N/A
-562838.59000000
-0.03000000
DIR
US
N/A
N/A
2025-02-17
0.00000000
N/A
0.00000000
N/A
47688203.00000000
USD
1.00000000
2.70000000
USD
2023-02-15
XXXX
-383368.18000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
900000.00000000
PA
USD
279731.25000000
0.014648675839
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
Y
Y
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
40817.00000000
NS
USD
4862121.04000000
0.254614509483
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
131464.21000000
0.006884381336
N/A
DFE
MX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
7187239.72000000
USD
149307718.00000000
MXN
2022-09-21
131464.21000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689NAA0
750000.00000000
PA
USD
740899.20000000
0.038798640517
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
6.83000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
73499.00000000
NS
USD
5590333.94000000
0.292748807007
Long
EC
CORP
US
N
1
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
827000.00000000
PA
USD
736120.97000000
0.038548419127
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.13000000
N
N
N
N
N
N
OAFIT A NOTE UPSIZE (PT2)
N/A
OAFIT A NOTE UPSIZE (PT2)
000000000
100000.00000000
PA
67817.08000000
0.003551374475
Long
ABS-O
CORP
AU
N
3
2026-03-28
Variable
1.00000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
700000.00000000
PA
USD
565626.95000000
0.029620165199
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
460000.00000000
PA
USD
348450.00000000
0.018247268033
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
14371.78000000
0.000752606462
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
23843556.00000000
ZAR
1468334.88000000
USD
2022-09-21
14371.78000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MASTERCARD INC
000000000
-39.00000000
NC
USD
-19792.50000000
-0.00103647310
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Mastercard Inc
Mastercard Inc
100.00000000
350.00000000
USD
2022-08-19
XXXX
10654.53000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EQT CORP
000000000
-750.00000000
NC
USD
-13125.00000000
-0.00068731638
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
EQT Corp
EQT Corp
100.00000000
55.00000000
USD
2022-08-19
XXXX
86997.33000000
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
244000.00000000
PA
USD
179831.93000000
0.009417251909
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
445615.75000000
0.023335543206
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.34000000
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
947248.80000000
0.049604542253
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.44000000
N
N
N
N
N
N
SINIC HOLDINGS GROUP CO
300300N5XRCGHA7P7B13
Sinic Holdings Group Co Ltd
000000000
1100000.00000000
PA
USD
22000.00000000
0.001152073171
Long
DBT
CORP
KY
N
3
2022-01-24
None
0.00000000
Y
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-RPL2
64830HAG9
9329000.00000000
PA
USD
9173703.87000000
0.480399005247
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.98000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAQ8
2350000.00000000
PA
USD
2121236.90000000
0.111082732895
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.47000000
N
N
N
N
N
N
Cruise, Series G
N/A
Cruise, Series G
000000000
71581.00000000
NS
USD
1337133.08000000
0.070021597668
Long
EP
CORP
US
Y
3
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033G407
7981.00000000
NS
USD
419481.36000000
0.021966964589
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
106389.00000000
NS
USD
9120728.97000000
0.477624870653
Long
EC
CORP
US
N
1
N
N
N
VOLOCOPTER GMBH
N/A
VOLOCOPTER GMBH
000000000
780.00000000
NS
4229355.38000000
0.221478493984
Long
EC
CORP
DE
Y
3
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAC HOLDINGS INC
000000000
18.00000000
NC
USD
2745.00000000
0.000143747311
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Generac Holdings Inc
Generac Holdings Inc
100.00000000
300.00000000
USD
2022-08-19
XXXX
-25886.78000000
N
N
N
Valcour Packaging LLC
N/A
Valcour Packaging LLC 2021 1st Lien Term Loan
91889CAB4
428000.00000000
PA
USD
399110.00000000
0.020900178346
Long
LON
CORP
US
N
3
2028-10-04
Floating
5.22000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRSWAP: HYG US EQUITY
000000000
7190584.74000000
OU
Notional Amount
USD
-18600.85000000
-0.00097407001
N/A
DE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
7190584.74000000
USD
-18600.85000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DOLLAR TREE INC
000000000
-119.00000000
NC
USD
-32963.00000000
-0.00172617218
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Dollar Tree Inc
Dollar Tree Inc
100.00000000
125.00000000
USD
2022-09-16
XXXX
-2928.52000000
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
10000.00000000
NS
USD
312400.00000000
0.016359439040
Long
EC
CORP
CA
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
LVMH MOET HENNESSY LOUIS VUITT
000000000
18.00000000
NC
48100.91000000
0.002518898543
N/A
DE
FR
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Call
Purchased
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
100.00000000
640.00000000
EUR
2022-12-16
XXXX
-30825.94000000
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
806000.00000000
PA
USD
705250.00000000
0.036931800203
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FREEPORT-MCMORAN INC
000000000
-273.00000000
NC
USD
-90772.50000000
-0.00475348009
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Freeport-McMoRan Inc
Freeport-McMoRan Inc
100.00000000
32.00000000
USD
2022-07-15
XXXX
-64079.50000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
88875.00000000
NS
9136038.53000000
0.478426585805
Long
EC
CORP
DE
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
1524000.00000000
PA
USD
1271076.96000000
0.066562439318
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MARATHON OIL CORP
000000000
1222.00000000
NC
USD
18330.00000000
0.000959886420
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp
Marathon Oil Corp
100.00000000
27.00000000
USD
2022-07-15
XXXX
-289832.92000000
N
N
N
Jeld-Wen Inc.
549300XWE6NM0N1HFW16
Jeld-Wen Inc. 2021 Term Loan B
47579SAU4
3124586.26000000
PA
USD
2958983.19000000
0.154952961329
Long
LON
CORP
US
N
2
2028-07-28
Floating
3.92000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
4064347.34000000
PA
USD
3321344.00000000
0.173928696227
Long
LON
CORP
US
N
2
2027-12-17
Floating
5.42000000
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
2131994.39000000
0.111646069969
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
4.32000000
N
N
N
N
N
N
Breeze Aviation Group, Inc. SERIES B
N/A
Breeze Aviation Group, Inc. SERIES B
000000000
5637.00000000
NS
USD
2023795.74000000
0.105980035337
Long
EC
CORP
US
Y
3
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012EAA9
1480000.00000000
PA
USD
1421603.34000000
0.074445048594
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
8.38000000
N
N
N
N
N
N
Scientific Games Holdings LP
549300W5GPFXXB6TQ330
Scientific Games Holdings LP 2022 USD Term Loan B
80875CAB3
1608000.00000000
PA
USD
1485390.00000000
0.077785362217
Long
LON
CORP
US
N
2
2029-04-04
Floating
4.18000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAU4
510000.00000000
PA
USD
506175.00000000
0.026506847171
Long
DBT
CORP
ID
N
2
2027-06-06
Fixed
4.40000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: LQD US EQUITY
000000000
1206695.85000000
OU
Notional Amount
USD
36702.89000000
0.001922018859
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
2022-07-19
0.00000000
USD
0.00000000
USD
1206695.85000000
USD
36702.89000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
XPO LOGISTICS INC
000000000
78.00000000
NC
USD
30810.00000000
0.001613426110
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
XPO Logistics Inc
XPO Logistics Inc
100.00000000
57.50000000
USD
2023-01-20
XXXX
-22715.87000000
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-F
009703AC3
1277415.88000000
PA
USD
1153145.41000000
0.060386722279
Long
ABS-MBS
CORP
US
N
2
2061-06-25
None
0.00000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
701000.00000000
PA
USD
553790.00000000
0.029000300084
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP WYNN LAS VE
000000000
-875727.50000000
PA
USD
-875727.50000000
-0.04585918902
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.50000000
2049-12-31
875727.50000000
USD
875642.36000000
USD
CDS
N
N
N
Genius Sports Ltd
N/A
Genius Sports Ltd
000000000
42127.00000000
NS
USD
18540.09000000
0.000970888195
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
-81580.70000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
297000.00000000
PA
USD
200978.46000000
0.010524631449
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INTUIT INC
000000000
-19.00000000
NC
USD
-74860.00000000
-0.00392019080
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Intuit Inc
Intuit Inc
100.00000000
370.00000000
USD
2023-01-20
XXXX
-15291.41000000
N
N
N
NU Holdings Ltd/Cayman Islands
5493002DG1RHWK9W2X27
NU Holdings Ltd/Cayman Islands
000000000
140205.00000000
NS
USD
524366.70000000
0.027459491240
Long
EC
CORP
KY
N
1
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
744000.00000000
PA
USD
442680.00000000
0.023181806896
Long
DBT
CORP
VG
N
2
2027-01-27
Fixed
5.05000000
N
N
N
N
N
N
Liberty Media Acquisition Corp
N/A
Liberty Media Acquisition Corp
53073L203
267290.00000000
NS
USD
2651516.80000000
0.138851880458
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HT3
328000.00000000
PA
USD
220676.21000000
0.011556142782
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CLOROX CO/THE
000000000
83.00000000
NC
USD
2282.50000000
0.000119527591
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Clorox Co/The
Clorox Co/The
100.00000000
120.00000000
USD
2022-07-15
XXXX
-29262.71000000
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KL4
328000.00000000
PA
USD
237484.30000000
0.012436331398
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
1002000.00000000
PA
USD
772830.24000000
0.040470772087
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
COMMERZBANK AG
000000000
447.00000000
NC
97668.42000000
0.005114598473
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Call
Purchased
Commerzbank AG
Commerzbank AG
100.00000000
9.00000000
EUR
2022-12-16
XXXX
57043.29000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ALPHABET INC
000000000
8.00000000
NC
USD
96800.00000000
0.005069121956
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alphabet Inc
Alphabet Inc
100.00000000
2500.00000000
USD
2023-01-20
XXXX
-43067.76000000
N
N
N
CROWN PROPTECH ACQUISITIONS
N/A
CROWN PROPTECH ACQUISITIONS
000000000
51000.00000000
NS
USD
164220.00000000
0.008599702558
Long
EC
CORP
US
N
3
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
2896.00000000
NS
USD
486701.76000000
0.025487092745
Long
EC
CORP
US
N
1
N
N
N
MAF GLOBAL SECURITIES
54930037VUDNYTS17017
MAF Global Securities Ltd
000000000
366000.00000000
PA
USD
352343.63000000
0.018451165609
Long
DBT
CORP
KY
N
2
2026-03-20
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-224917.12000000
-0.01177822635
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3874018.04000000
USD
19495221.00000000
BRL
2022-09-15
-224917.12000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN SEP22P 113
000000000
-452.00000000
NC
USD
-84750.00000000
-0.00443810005
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
452.00000000
NC
N/A
-84750.00000000
0.00000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYU2 Comdty
2022-09-21
452.00000000
USD
1000.00000000
113.00000000
USD
2022-08-26
XXXX
111901.64000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.172500 04-FEB-2031
000000000
5186749.00000000
OU
Notional Amount
USD
727184.90000000
0.038080464285
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-04
0.00000000
USD
-72.75000000
USD
5186749.00000000
USD
727257.65000000
N
N
N
Crown City CLO I
549300K60T4GC7BSX929
Crown City CLO I
22823TAE5
625000.00000000
PA
USD
546446.56000000
0.028615746438
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.06000000
N
N
N
N
N
N
CHAMPION PATH HOLDINGS
549300QWJFPV5413KI88
Champion Path Holdings Ltd
000000000
390000.00000000
PA
USD
222982.50000000
0.011676916184
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
2454485.98000000
PA
USD
2134032.95000000
0.111752823164
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
3.80000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
45153.00000000
NS
USD
2174568.48000000
0.113875545738
Long
EC
CORP
US
N
1
N
N
N
Banc of America Merrill Lynch Large Loan Inc
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAN6
3000000.00000000
PA
USD
2702937.00000000
0.141544600136
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.72000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2020-A
76042EAD1
5110000.00000000
PA
USD
4871764.65000000
0.255119516045
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
7.00000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
6650.00000000
NS
USD
469955.50000000
0.024610141978
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
205000.00000000
PA
USD
171285.86000000
0.008969720183
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HOME DEPOT INC/THE
000000000
-16.00000000
NC
USD
-7240.00000000
-0.00037913680
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
300.00000000
USD
2022-08-19
XXXX
1720.25000000
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
1090087.00000000
NS
5904386.46000000
0.309194783500
Long
EC
CORP
JE
N
2
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: UHS US EQUITY
000000000
603115.52000000
OU
Notional Amount
USD
119528.67000000
0.006259353362
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Universal Health Services Inc
Universal Health Services Inc
Y
equity-performance leg
2022-08-10
0.00000000
USD
0.00000000
USD
603115.52000000
USD
119528.67000000
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
319000.00000000
PA
USD
296227.87000000
0.015512553717
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
1191250.32000000
0.062382160666
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
7.58000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
560000.00000000
PA
USD
58800.00000000
0.003079177386
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
22198.00000000
NS
USD
10623296.86000000
0.556309786790
Long
EC
CORP
US
N
1
N
N
N
REGIONAL MGMT ISSUANCE
N/A
REGIONAL MGMT ISSUANCE
75907WAA3
4780000.00000000
PA
USD
4565822.54000000
0.239098257087
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
5744148.00000000
PA
USD
5622084.86000000
0.294411506239
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
438878.28000000
0.022982722368
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-08-27
0.00000000
USD
-44.65000000
USD
8111324.00000000
USD
438922.93000000
N
N
N
CARESYNTAX INC C 2
N/A
CARESYNTAX INC C 2
000000000
7084.00000000
NS
USD
497155.12000000
0.026034503455
Long
EC
CORP
US
N
3
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
202000.00000000
PA
USD
142826.63000000
0.007479396756
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
281000.00000000
PA
USD
172112.50000000
0.009013008808
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
764000.00000000
PA
USD
622660.00000000
0.032606812782
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
916000.00000000
PA
USD
878673.00000000
0.046013435916
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
728893.43000000
0.038169934812
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
5.19000000
N
N
N
N
N
N
Twin River Worldwide Holdings, Inc.
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc. 2021 Term Loan B
05875CAB0
2492000.00000000
PA
USD
2307043.76000000
0.120812873739
Long
LON
CORP
US
N
2
2028-10-02
Floating
4.37000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.705000 30-NOV-2051
000000000
977584.00000000
OU
Notional Amount
USD
241046.22000000
0.012622858329
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-11-30
0.00000000
USD
-29.74000000
USD
977584.00000000
USD
241075.96000000
N
N
N
Mirion Technologies
N/A
Mirion Technologies
000000000
477390.00000000
NS
USD
2749766.40000000
0.143996913563
Long
EC
CORP
US
Y
2
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
34382.00000000
NS
USD
16093182.74000000
0.842751094773
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONSUMER STAPLES SELECT SECTOR
000000000
-1663.00000000
NC
USD
-315138.50000000
-0.01650284596
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Consumer Staples Select Sector SPDR Fund
Consumer Staples Select Sector SPDR Fund
100.00000000
66.00000000
USD
2022-09-16
XXXX
-145064.62000000
N
N
N
Vita Global FinCo Limited
N/A
Vita Global FinCo Limited GBP Incremental Term Loan
000000000
3027552.00000000
PA
3607308.55000000
0.188903791053
Long
LON
CORP
JE
N
3
2027-07-06
Floating
7.45000000
N
N
N
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
700000.00000000
PA
USD
119000.00000000
0.006231668520
Long
DBT
CORP
KY
N
2
2024-08-10
Fixed
6.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
40.00000000
NC
USD
4180.00000000
0.000218893902
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com Inc
Amazon.com Inc
100.00000000
115.00000000
USD
2022-07-15
XXXX
-19137.39000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
30048.57000000
0.001573552334
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
49852195.00000000
ZAR
3070000.00000000
USD
2022-09-21
30048.57000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
252000.00000000
PA
USD
170625.08000000
0.008935117141
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 6 Ltd
40256HAA7
250000.00000000
PA
USD
219654.55000000
0.011502641551
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
7.40000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
1724000.00000000
PA
USD
1418852.00000000
0.074300969276
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3398.43000000
0.000177965455
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
420879.80000000
EUR
445721.85000000
USD
2022-08-16
3398.43000000
N
N
N
BCP MODULAR SERVICES
213800227GGD6UI7PI97
BCP V Modular Services Finance II PLC
000000000
2355000.00000000
PA
2234625.50000000
0.117020549443
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
1863330.00000000
PA
USD
1715195.27000000
0.089819566141
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.02000000
N
N
N
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
05462GAJ3
620000.00000000
PA
USD
545910.00000000
0.028587648421
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EQT CORP
000000000
-402.00000000
NC
USD
-57285.00000000
-0.00299984143
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
EQT Corp
EQT Corp
100.00000000
41.00000000
USD
2022-08-19
XXXX
-7828.55000000
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
585000.00000000
PA
USD
540503.44000000
0.028304523297
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
WALT DISNEY CO/THE
000000000
-52.00000000
NC
USD
-10036.00000000
-0.00052555483
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Walt Disney Co/The
Walt Disney Co/The
100.00000000
105.00000000
USD
2022-08-19
XXXX
4317.75000000
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AC3
340000.00000000
PA
USD
335587.24000000
0.017573684365
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
5.37000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
TRS: Blackrock Capital Allocation Trust - CFD CITI
000000000
644026.00000000
OU
Notional Amount
USD
6534160.49000000
0.342174136423
N/A
DE
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Blackrock Capital Allocation Trust - CFD CITI
BCAT_CG
LEONARDO SPA
644026.00000000
USD
6534160.49000000
USD
Y
Multi - See Part E
Multi - See Part E
2023-02-24
0.00000000
USD
0.00000000
USD
644026.00000000
USD
-71879.53000000
N
N
N
KraneShares CSI China Internet ETF
549300URDNVSGEWBN526
KraneShares CSI China Internet ETF
500767306
40520.00000000
NS
USD
1327435.20000000
0.069513749151
Long
EC
RF
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AN2
1000000.00000000
PA
USD
949635.50000000
0.049729526482
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.19000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
96000.00000000
PA
USD
93600.00000000
0.004901547676
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.88000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
146967.00000000
NS
USD
7992065.46000000
0.418520191109
Long
EC
CORP
US
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2021 Term Loan D
389376AZ7
955919.09000000
PA
USD
912902.73000000
0.047805942898
Long
LON
CORP
US
N
2
2028-12-01
Floating
4.06000000
N
N
N
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
2000.00000000
NS
USD
167620.00000000
0.008777750230
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
86776.00000000
NS
3749524.01000000
0.196351182693
Long
EC
CORP
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COSTCO WHOLESALE CORP
000000000
-13.00000000
NC
USD
-12025.00000000
-0.00062971272
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Costco Wholesale Corp
Costco Wholesale Corp
100.00000000
510.00000000
USD
2022-08-19
XXXX
945.72000000
N
N
N
CIFC Funding Ltd
254900SVOWCOSOG16T40
CIFC Funding 2019-III Ltd
12554VAU0
1000000.00000000
PA
USD
932337.10000000
0.048823661821
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
4.09000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.165000 14-OCT-2026
000000000
8887047.00000000
OU
Notional Amount
USD
674540.87000000
0.035323656348
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-10-14
0.00000000
USD
-70.78000000
USD
8887047.00000000
USD
674611.65000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
440000.00000000
PA
USD
375595.00000000
0.019668769227
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1220241.75000000
-0.06390035379
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
74259705.44000000
USD
69347995.00000000
EUR
2022-09-14
-1220241.75000000
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018YAA5
1250000.00000000
PA
USD
1137330.25000000
0.059558530390
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.74000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
48498.00000000
NS
USD
6630646.56000000
0.347226818819
Long
EC
CORP
US
N
1
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
359000.00000000
PA
USD
32310.00000000
0.001691976553
Long
DBT
CORP
KY
N
2
2022-01-23
None
0.00000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
380000.00000000
PA
USD
106400.00000000
0.005571844794
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
1500000.00000000
PA
USD
1036875.00000000
0.054297994095
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INTUIT INC
000000000
14.00000000
NC
USD
15610.00000000
0.000817448282
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Intuit Inc
Intuit Inc
100.00000000
390.00000000
USD
2022-07-15
XXXX
-13821.21000000
N
N
N
WESTERN ALLIANCE BK PHOENIX AZ
N/A
WESTERN ALLIANCE BK PHOENIX AZ
95763PEH0
12230000.00000000
PA
USD
12222899.38000000
0.640076111743
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
242685.98000000
0.012708727579
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
4.01000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
1180000.00000000
PA
USD
1007210.76000000
0.052744567955
Long
DBT
CORP
XX
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
CIE FINANCIERE RICHEMONT SA
000000000
53.00000000
NC
1138.11000000
0.000059599363
N/A
DE
CH
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Call
Purchased
Cie Financiere Richemont SA
Cie Financiere Richemont SA
100.00000000
130.00000000
CHF
2022-07-15
XXXX
-24528.62000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
862.19000000
0.000045150271
N/A
DFE
HK
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6802164.51000000
USD
53269393.00000000
HKD
2022-09-15
862.19000000
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
38981.00000000
NS
USD
1105111.35000000
0.057871324467
Long
EC
CORP
GB
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
850000.00000000
PA
USD
646425.00000000
0.033851313642
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
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
2389946.88000000
0.125154258303
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
5.19000000
N
N
N
N
N
N
WANDA GROUP OVERSEAS
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd
000000000
334000.00000000
PA
USD
323980.00000000
0.016965848464
Long
DBT
CORP
HK
N
2
2022-07-24
Fixed
7.50000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2019-4 Ltd
33834WAG7
1950000.00000000
PA
USD
1872317.27000000
0.098047568001
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
4.71000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L4F1
1840806.00000000
PA
USD
561445.83000000
0.029401212645
Long
DBT
MUN
US
N
2
2051-11-01
None
0.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CY4
328000.00000000
PA
USD
221296.95000000
0.011588649050
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001RAE8
3000000.00000000
PA
USD
2829751.50000000
0.148185490284
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.86000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD/CNH One-touch barrier option; Barrier price USD 7.13000
000000000
228319.00000000
OU
Notional Amount
USD
0.23000000
0.000000012044
N/A
DFE
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
USD/CNH One-touch barrier option; Barrier price USD 7.13000
N/A
1.00000000
NC
USD
0.23000000
0.00000000
DFE
US
1627914.47000000
CNY
228319.00000000
USD
2022-07-01
1.00000000
7.13000000
USD
2022-07-01
XXXX
-8333.41000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION MAR23 0.8 CALL
000000000
124707682.00000000
NC
USD
21731.56000000
0.001138015784
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
124707682.00000000
OU
Notional Amount
N/A
21731.56000000
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
-374838.87000000
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
1100000.00000000
PA
USD
979000.00000000
0.051267256148
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
688000.00000000
PA
USD
675874.00000000
0.035393468317
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
316000.00000000
PA
USD
249403.00000000
0.013060477513
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONSUMER STAPLES SELECT SECTOR
000000000
-2079.00000000
NC
USD
-37422.00000000
-0.00195967646
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Consumer Staples Select Sector SPDR Fund
Consumer Staples Select Sector SPDR Fund
100.00000000
63.00000000
USD
2022-07-15
XXXX
122177.63000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HUMANA INC
000000000
-17.00000000
NC
USD
-28135.00000000
-0.00147334448
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Humana Inc
Humana Inc
100.00000000
390.00000000
USD
2023-01-20
XXXX
7287.72000000
N
N
N
INDIA GREEN ENERGY HLDNG
2549005BFUXXT5HWAG36
India Green Energy Holdings
45410FAA3
562000.00000000
PA
USD
525470.00000000
0.027517267710
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
1871885.23000000
0.098024943378
Long
EC
CORP
GB
Y
3
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GY3
1450000.00000000
PA
USD
983144.44000000
0.051484287882
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
PROOF ACQUISITION CORP
N/A
PROOF ACQUISITION CORP
000000000
29114.00000000
NS
USD
32316.54000000
0.001692319033
Long
STIV
CORP
US
N
3
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GENERAC HOLDINGS INC
000000000
-18.00000000
NC
USD
-46260.00000000
-0.00242249567
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Generac Holdings Inc
Generac Holdings Inc
100.00000000
220.00000000
USD
2022-08-19
XXXX
-26668.00000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJN0
277000.00000000
PA
USD
216613.96000000
0.011343415089
Long
DBT
CORP
US
N
2
2052-03-13
Fixed
3.48000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ADOBE INC
000000000
18.00000000
NC
USD
19035.00000000
0.000996805128
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Adobe Inc
Adobe Inc
100.00000000
480.00000000
USD
2023-01-20
XXXX
-45324.52000000
N
N
N
CINEMARK HOLDINGS INC
549300LL2QMPTYIE0K55
Cinemark Holdings Inc
17243VAB8
4035000.00000000
PA
USD
5195062.50000000
0.272049642387
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
LIGHTNING EMOTORS WARRANTS
N/A
LIGHTNING EMOTORS WARRANTS
000000000
82174.00000000
NS
USD
53976.81000000
0.002826601577
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Lightning eMotors Inc
Lightning eMotors Inc
1.00000000
11.50000000
USD
2025-05-18
XXXX
53976.81000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
115000.00000000
PA
USD
118139.50000000
0.006186606749
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAQ7
1790000.00000000
PA
USD
1763137.47000000
0.092330153524
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
4.83000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
86068.00000000
NS
USD
7036059.00000000
0.368457036804
Long
EC
CORP
TW
N
1
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAC2
423000.00000000
PA
USD
281295.00000000
0.014730564676
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
950000.00000000
PA
USD
868062.50000000
0.045457796262
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
NC
USD
0.02000000
0.000000001047
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
0.02000000
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
-55773.39000000
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
696000.00000000
PA
USD
515823.00000000
0.027012083624
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
1485000.00000000
PA
USD
1167685.20000000
0.061148126914
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
1831000.00000000
PA
USD
1547231.62000000
0.081023820004
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAF2
1291000.00000000
PA
USD
1292452.38000000
0.067681805133
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
1275000.00000000
PA
USD
1160539.09000000
0.060773906841
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.13000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
6218.00000000
NS
USD
283416.44000000
0.014841658045
Long
EC
CORP
US
N
1
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
191750.00000000
0.010041365032
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
1770000.00000000
PA
USD
1588598.54000000
0.083190079946
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
301414.00000000
NS
USD
7345459.18000000
0.384659384384
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
OTIS WORLDWIDE CORP
000000000
-117.00000000
NC
USD
-45045.00000000
-0.00235886981
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Otis Worldwide Corp
Otis Worldwide Corp
100.00000000
65.00000000
USD
2023-01-20
XXXX
-15539.55000000
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2020-3 Ltd
13876TAA8
250000.00000000
PA
USD
231109.98000000
0.012102527623
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
8.29000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
3885000.00000000
PA
4232644.34000000
0.221650726829
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
6663261.00000000
PA
USD
6310108.17000000
0.330441197016
Long
LON
CORP
US
N
3
2026-01-23
Fixed
10.00000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EUR P CHF C @1.000000 EO
000000000
11404070.00000000
OU
Notional Amount
89428.55000000
0.004683101511
N/A
DFE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
89428.55000000
0.00000000
DFE
XX
11404070.00000000
CHF
11404070.00000000
EUR
2022-07-21
1.00000000
1.00000000
EUR
2022-07-21
XXXX
28726.85000000
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2020-2
58551VAG7
822000.00000000
PA
USD
809814.84000000
0.042407543243
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Floating
6.37000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
456000.00000000
PA
USD
451316.88000000
0.023634094066
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
1342000.00000000
PA
USD
1120570.00000000
0.058680847009
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.625000 25-JAN-2051
000000000
5110029.00000000
OU
Notional Amount
USD
1309697.33000000
0.068584870781
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-01-25
0.00000000
USD
-153.31000000
USD
5110029.00000000
USD
1309850.64000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
814000.00000000
PA
USD
692477.94000000
0.036262966218
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
CSMC 2022 LION
N/A
CSMC 2022 LION
12660TAA0
3400000.00000000
PA
USD
3367564.00000000
0.176349097227
Long
ABS-MBS
CORP
US
N
2
2027-02-15
Variable
0.81000000
N
N
N
N
N
N
Signal Parent, Inc
N/A
Signal Parent, Inc Term Loan B
82666KAB4
2864824.59000000
PA
USD
2186806.55000000
0.114516416289
Long
LON
CORP
US
N
2
2028-04-03
Floating
5.17000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-2374.89000000
-0.00012436577
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1881150.00000000
NOK
188913.88000000
USD
2022-09-15
-2374.89000000
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2020-3
35564CHL4
8000000.00000000
PA
USD
7684427.20000000
0.402410109928
Long
ABS-MBS
USGSE
US
N
2
2060-04-26
Variable
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRSWAP: HYG US EQUITY
000000000
2519550.42000000
OU
Notional Amount
USD
-7067.88000000
-0.00037012340
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
2519550.42000000
USD
-7067.88000000
N
N
N
LMIRT CAPITAL PTE LTD
5493009IDXHZSVD2BI70
LMIRT Capital Pte Ltd
000000000
1000000.00000000
PA
USD
870000.00000000
0.045559257251
Long
DBT
SG
N
2
2024-06-19
Fixed
7.25000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
170000.00000000
PA
USD
145835.73000000
0.007636974183
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
-1159261.96000000
-0.06070702742
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S35
2I667KJN9
Y
sell protection
2026-06-23
0.00000000
EUR
-457276.06000000
EUR
4639000.00000000
EUR
-599957.37000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.972500 28-MAY-2051
000000000
717622.00000000
OU
Notional Amount
USD
138215.88000000
0.007237945785
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-05-30
0.00000000
USD
-22.07000000
USD
717622.00000000
USD
138237.95000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP22
000000000
10.00000000
NC
USD
-427.20000000
-0.00002237116
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE US MSCI Emerging Markets EM Index Futures
MESU2 Index
2022-09-16
501777.20000000
USD
-427.20000000
N
N
N
Octagon Investment Partners 54 Ltd
N/A
Octagon 54 Ltd
67577FAJ7
250000.00000000
PA
USD
233053.58000000
0.012204308051
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.09000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
988000.00000000
PA
USD
791635.00000000
0.041455520246
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1429000.00000000
PA
USD
1145715.04000000
0.059997616373
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Informatica Inc
N/A
Informatica Inc
45674M101
55545.00000000
NS
USD
1153669.65000000
0.060414175135
Long
EC
CORP
US
N
1
N
N
N
BCP V MODULAR SERVICES
213800K8U94KVZL98H64
BCP V Modular Services Finance PLC
000000000
3137000.00000000
PA
2391597.43000000
0.125240692593
Long
DBT
CORP
GB
N
2
2029-11-30
Fixed
6.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
37.00000000
NC
USD
943.50000000
0.000049408228
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
315.00000000
USD
2022-07-15
XXXX
-19522.05000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
1080000.00000000
PA
USD
912600.00000000
0.047790089848
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.88000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XI Ltd
87249QAG5
250000.00000000
PA
USD
233668.48000000
0.012236508496
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
4.11000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
677000.00000000
PA
USD
532841.31000000
0.027903280823
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
1613496.35000000
0.084493902625
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
7.48000000
N
N
N
N
N
N
AVIANCA MIDCO 2 LTD
N/A
Avianca Midco 2 Ltd
05368PAA7
762936.00000000
PA
USD
658890.60000000
0.034504099248
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
1397978.85000000
0.073207905815
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
4.14000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
448000.00000000
PA
USD
372568.00000000
0.019510254431
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
-540019.55000000
-0.02827918344
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-11-08
75.74000000
USD
0.00000000
USD
2451700.00000000
USD
-540095.29000000
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
457770.00000000
NS
5001853.30000000
0.261931863483
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
234813.10000000
0.012296448768
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.79000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
8523.00000000
NS
USD
3993281.19000000
0.209116005763
Long
EC
CORP
US
N
1
N
N
N
Post CLO LTD
N/A
Post CLO 2021-1 LTD
73742GAA2
750000.00000000
PA
USD
703782.38000000
0.036854945401
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.49000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
059593AE3
337000.00000000
PA
USD
285038.81000000
0.014926616633
Long
DBT
CORP
CO
N
2
2031-04-16
Fixed
7.50000000
N
N
N
N
N
N
SCIH Salt Holdings Inc.
N/A
SCIH Salt Holdings Inc. 2021 Incremental Term Loan B
78397GAF8
857181.61000000
PA
USD
762891.63000000
0.039950317271
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
272347.42000000
0.014262007091
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
000000000
1083000.00000000
PA
USD
992677.80000000
0.051983520986
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
119988.00000000
NS
5431272.28000000
0.284419231045
Long
EC
CORP
KY
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CF INDUSTRIES HOLDINGS INC
000000000
136.00000000
NC
USD
9860.00000000
0.000516338248
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CF Industries Holdings Inc
CF Industries Holdings Inc
100.00000000
115.00000000
USD
2022-08-19
XXXX
-99093.27000000
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-PALM
85237AAN3
1220000.00000000
PA
USD
1146159.87000000
0.060020910769
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
4.94000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
328000.00000000
PA
USD
224003.04000000
0.011730358763
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
9538.00000000
NS
USD
276315.86000000
0.014469822239
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONSUMER STAPLES SELECT SECTOR
000000000
1663.00000000
NC
USD
503057.50000000
0.026343593166
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Consumer Staples Select Sector SPDR Fund
Consumer Staples Select Sector SPDR Fund
100.00000000
73.00000000
USD
2022-09-16
XXXX
50340.42000000
N
N
N
SALT PAY CO LTD
N/A
SALT PAY CO LTD
000000000
1235.00000000
NS
USD
1460103.45000000
0.076461182405
Long
EC
CORP
KY
Y
3
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MOSAIC CO/THE
000000000
245.00000000
NC
USD
15190.00000000
0.000795454158
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Mosaic Co/The
Mosaic Co/The
100.00000000
70.00000000
USD
2022-09-16
XXXX
-131729.41000000
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BY7
328000.00000000
PA
USD
238150.27000000
0.012471206224
Long
DBT
CORP
US
N
2
2051-12-13
Fixed
2.61000000
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
1237999.79000000
0.064830288402
Long
ABS-O
CORP
US
N
3
2040-03-26
None
0.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAL4
1440000.00000000
PA
USD
1124370.00000000
0.058879841466
Long
DBT
NUSS
RO
N
2
2032-03-27
Fixed
3.63000000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan
50106JAF3
519390.00000000
PA
USD
508352.96000000
0.026620900321
Long
LON
CORP
US
N
2
2026-12-22
Floating
7.65000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRSWAP: HYG US EQUITY
000000000
2644977.30000000
OU
Notional Amount
USD
19344.24000000
0.001012999087
N/A
DE
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-07-15
0.00000000
USD
0.00000000
USD
2644977.30000000
USD
19344.24000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE
000000000
-476.00000000
NC
USD
-4998.00000000
-0.00026173007
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
55.00000000
USD
2022-07-15
XXXX
22976.77000000
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2021 Term Loan
35039KAB2
827873.04000000
PA
USD
720249.54000000
0.037717280549
Long
LON
CORP
US
N
3
2028-01-31
Floating
4.49000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-980M
12659RAL3
2410000.00000000
PA
USD
2026274.02000000
0.106109815333
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Variable
3.65000000
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
232437.05000000
0.012172022248
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
3.56000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1588000.00000000
PA
USD
1365680.00000000
0.071516513153
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
1390000.00000000
PA
USD
1196485.35000000
0.062656303285
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KCP2
3251227.00000000
PA
USD
2494773.44000000
0.130643706825
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
5.93000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS
000000000
-534.00000000
NC
USD
-25365.00000000
-0.00132828800
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ConocoPhillips
ConocoPhillips
100.00000000
120.00000000
USD
2022-08-19
XXXX
123021.37000000
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast Inc
888787108
50102.00000000
NS
USD
648319.88000000
0.033950542752
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-D
63942CAD4
1340000.00000000
PA
USD
1202152.59000000
0.062953079429
Long
ABS-O
CORP
US
N
2
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
3526771.05000000
PA
USD
2657297.84000000
0.139154615962
Long
ABS-O
CORP
US
N
2
2045-07-25
Floating
1.79000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
850000.00000000
PA
USD
501500.00000000
0.026262031622
Long
DBT
CORP
KY
N
2
2025-10-20
Fixed
5.95000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
OCCIDENTAL PETROLEUM CORP
000000000
494.00000000
NC
USD
15561.00000000
0.000814882301
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Occidental Petroleum Corp
Occidental Petroleum Corp
100.00000000
70.00000000
USD
2022-07-15
XXXX
-138555.75000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
973000.00000000
PA
USD
969455.65000000
0.050767447531
Long
DBT
NUSS
HU
N
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
2321000.00000000
PA
USD
2115011.25000000
0.110756714516
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
37279.40000000
0.001952208936
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4851293.00000000
EUR
5136505.85000000
USD
2022-08-18
37279.40000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
351000.00000000
PA
USD
281387.03000000
0.014735384008
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CSX CORP
000000000
-198.00000000
NC
USD
-36135.00000000
-0.00189228018
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
CSX Corp
CSX Corp
100.00000000
30.00000000
USD
2022-08-19
XXXX
-21426.38000000
N
N
N
Apidos CLO
549300OGB01ASKLNI660
Apidos CLO XXXVII
03769FAA9
750000.00000000
PA
USD
675941.03000000
0.035396978474
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
7.44000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
1733000.00000000
PA
USD
1529155.88000000
0.080077248408
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
3880000.00000000
PA
USD
3690850.00000000
0.193278603020
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
340.00000000
NS
USD
594656.60000000
0.031140359788
Long
EC
CORP
US
N
1
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-F
009703AB5
705488.47000000
PA
USD
638739.45000000
0.033448844734
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
1309271.04000000
0.068562547268
Long
EC
CORP
KY
N
1
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
719000.00000000
PA
USD
623193.25000000
0.032634737464
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
944295.10000000
0.049449865956
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.57000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SERVICENOW INC
000000000
-21.00000000
NC
USD
-112350.00000000
-0.00588342822
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
ServiceNow Inc
ServiceNow Inc
100.00000000
450.00000000
USD
2023-01-20
XXXX
-22833.87000000
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
38867.00000000
NS
USD
3461883.69000000
0.181288332883
Long
EC
CORP
JE
N
1
N
N
N
PsiQuantum Corp
N/A
PsiQuantum Corp
000000000
36048.00000000
NS
USD
921386.88000000
0.048250232062
Long
EC
CORP
US
Y
3
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
1335000.00000000
PA
USD
1241049.38000000
0.064989986167
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
925000.00000000
PA
USD
833027.25000000
0.043623106644
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
TRSWAP: HYG US EQUITY
000000000
1992926.13000000
OU
Notional Amount
USD
-52170.82000000
-0.00273202736
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-07-15
0.00000000
USD
0.00000000
USD
1992926.13000000
USD
-52170.82000000
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
74217.00000000
NS
USD
6766363.89000000
0.354333923131
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NORTHROP GRUMMAN CORP
000000000
-18.00000000
NC
USD
-5535.00000000
-0.00028985113
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Northrop Grumman Corp
Northrop Grumman Corp
100.00000000
400.00000000
USD
2022-08-19
XXXX
10877.31000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
3660000.00000000
PA
USD
2940584.76000000
0.153989491438
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
10Y RTP 3.100000 24-AUG-2022
000000000
-22802392.00000000
NC
USD
-171980.20000000
-0.00900608065
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
22802392.00000000
OU
Notional Amount
N/A
-171980.20000000
-0.01000000
DIR
US
N/A
N/A
2032-08-26
0.00000000
N/A
0.00000000
N/A
22802392.00000000
USD
1.00000000
3.10000000
USD
2022-08-24
XXXX
-34025.73000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
VALERO ENERGY CORP
000000000
-83.00000000
NC
USD
-31747.50000000
-0.00166252013
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Valero Energy Corp
Valero Energy Corp
100.00000000
150.00000000
USD
2023-01-20
XXXX
31170.44000000
N
N
N
VOLTA SERIES C
N/A
VOLTA SERIES C
000000000
2732.00000000
NS
192679.86000000
0.010090058975
Long
EC
CORP
SE
N
3
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
TRSWAP: HYG US EQUITY
000000000
996500.88000000
OU
Notional Amount
USD
-26431.74000000
-0.00138414993
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
996500.88000000
USD
-26431.74000000
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
13724.00000000
NS
USD
1113016.40000000
0.058285287923
Long
EC
CORP
US
N
1
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-2 Ltd
92917XAA4
250000.00000000
PA
USD
220440.10000000
0.011543778418
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.66000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
30Y RTR 1.550000 06-JUL-2022
000000000
2043564.00000000
NC
USD
0.02000000
0.000000001047
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
0.02000000
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
-55046.37000000
N
N
N
Vaco Holdings, LLC
54930076HTNXBP03T379
Vaco Holdings, LLC 2022 Term Loan
000000000
1160170.00000000
PA
USD
1112800.26000000
0.058273969327
Long
LON
CORP
US
N
2
2029-01-21
Floating
7.20000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust
92927BAA0
1245421.18000000
PA
USD
1043903.81000000
0.054666071524
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
1.29000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
28830.27000000
0.001509753663
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
76291498.00000000
SEK
7508971.71000000
USD
2022-09-15
28830.27000000
N
N
N
Balboa Bay Loan Funding Ltd
549300G0EX8VHFWPJW18
Balboa Bay Loan Funding 2021-1 Ltd
05765YAA7
250000.00000000
PA
USD
217688.80000000
0.011399701195
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.22000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
1318000.00000000
PA
USD
985244.54000000
0.051594263740
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
611756.25000000
0.032035816516
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
467964.20000000
0.024505863646
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
4.08000000
N
N
N
N
N
N
WIN Waste Innovations Holdings, Inc.
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc. 2021 Term Loan B
38723BAJ0
644400.14000000
PA
USD
610730.23000000
0.031982086965
Long
LON
CORP
US
N
2
2028-03-24
Floating
5.00000000
N
N
N
N
N
N
NBK TIER 1 FNC LTD
5493000G4QCCEE8YHF19
NBK Tier 1 Ltd
62879NAA5
1161000.00000000
PA
USD
1041489.56000000
0.054539644585
Long
DBT
CORP
AE
N
2
2026-08-24
Fixed
3.63000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CG5
328000.00000000
PA
USD
221810.28000000
0.011615530583
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLIED MATERIALS INC
000000000
-42.00000000
NC
USD
-8148.00000000
-0.00042668600
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Applied Materials Inc
Applied Materials Inc
100.00000000
105.00000000
USD
2022-08-19
XXXX
7004.03000000
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
5516.00000000
NS
USD
1788452.68000000
0.093655834173
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
49720.00000000
NS
USD
4509106.80000000
0.236128226065
Long
EC
CORP
BM
N
1
N
N
N
FORNO D ASOLO SPA
81560063C1143F7B5254
Forno d'Asolo SpA
000000000
3040000.00000000
PA
2930906.56000000
0.153482673503
Long
DBT
CORP
IT
N
2
2027-04-30
Floating
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9152.74000000
-0.00047930119
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4402536.00000000
EUR
4628081.44000000
USD
2022-09-15
-9152.74000000
N
N
N
TICP CLO Ltd
549300T5OQR4UD880D68
TICP CLO IX Ltd
87249AAG0
500000.00000000
PA
USD
471568.65000000
0.024694617743
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.96000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
10Y RTP 3.450000 23-SEP-2022
000000000
-16650874.00000000
NC
USD
-78700.86000000
-0.00412132497
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Put
Written
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
16650874.00000000
OU
Notional Amount
N/A
-78700.86000000
0.00000000
DIR
US
N/A
N/A
2032-09-23
0.00000000
N/A
0.00000000
N/A
16650874.00000000
USD
1.00000000
3.45000000
USD
2022-09-23
XXXX
37192.40000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP
000000000
-108.00000000
NC
USD
-27702.00000000
-0.00145066959
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
215.00000000
USD
2022-08-19
XXXX
56835.30000000
N
N
N
LUYE PHARMA GROUP LTD
5299009HZHEY886D5W65
Luye Pharma Group Ltd
000000000
785000.00000000
PA
USD
786764.57000000
0.041200470622
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
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
7596.00000000
NS
USD
238210.56000000
0.012474363428
Long
EC
CORP
US
N
1
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAQ9
3000000.00000000
PA
USD
2839199.10000000
0.148680232397
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
4.37000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VCC7
2228587.91000000
PA
USD
561581.42000000
0.029408313082
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
145900.00000000
NS
USD
15496039.00000000
0.811480491017
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GLENCORE PLC
000000000
-112.00000000
NC
-85462.05000000
-0.00447538795
N/A
DE
JE
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Put
Written
Glencore PLC
Glencore PLC
1009.00000000
4.50000000
GBP
2023-01-20
XXXX
-43333.42000000
N
N
N
CLARIFY HEALTH
N/A
CLARIFY HEALTH
000000000
345315.00000000
NS
USD
3090569.25000000
0.161843723580
Long
EC
CORP
US
N
3
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
4566000.00000000
PA
USD
3845530.86000000
0.201378769793
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
10Y RTP 3.670000 23-JUN-2023
000000000
-11100582.00000000
NC
USD
-146879.24000000
-0.00769161963
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Put
Written
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
11100582.00000000
OU
Notional Amount
N/A
-146879.24000000
-0.01000000
DIR
US
N/A
N/A
2033-06-23
0.00000000
N/A
0.00000000
N/A
11100582.00000000
USD
1.00000000
3.67000000
USD
2023-06-23
XXXX
42715.52000000
N
N
N
Social Professional Loan Program LLC
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E105
115068.00000000
PA
USD
2281798.44000000
0.119490853017
Long
ABS-O
CORP
US
N
2
2042-02-25
None
0.00000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493007R7GEORNX00105
Eaton Vance CLO 2019-1 Ltd
27830VAG5
500000.00000000
PA
USD
459491.60000000
0.024062179321
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.54000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
799000.00000000
PA
USD
696312.52000000
0.036463771524
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.38000000
N
N
N
N
N
N
SITKA HOLDINGS L
N/A
Sitka Holdings LLC
82987VAA4
2385000.00000000
PA
USD
2307383.32000000
0.120830655464
Long
DBT
CORP
KY
N
2
2026-07-06
Floating
6.75000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
2000000.00000000
PA
USD
120000.00000000
0.006284035483
Long
DBT
CORP
HK
N
2
2024-04-15
None
0.00000000
Y
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
21983.00000000
NS
USD
203342.75000000
0.010648442135
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
TRSWAP: JNK US EQUITY
000000000
9677850.00000000
OU
Notional Amount
USD
-153871.06000000
-0.00805776000
N/A
DE
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
SPDR Bloomberg High Yield Bond ETF
SPDR Bloomberg High Yield Bond ETF
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
9677850.00000000
USD
-153871.06000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE
000000000
-595.00000000
NC
USD
-3867.50000000
-0.00020252922
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
52.50000000
USD
2022-07-15
XXXX
8490.86000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
-35.00000000
NC
USD
-49612.50000000
-0.00259805592
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
280.00000000
USD
2023-01-20
XXXX
5731.69000000
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
230000.00000000
PA
USD
183833.63000000
0.009626808782
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-14100.67000000
-0.00073840925
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
9060251.00000000
AUD
6243521.34000000
USD
2022-09-15
-14100.67000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
1322000.00000000
PA
USD
1181656.48000000
0.061879760408
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAQ3
250000.00000000
PA
USD
224054.85000000
0.011733071896
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
4.23000000
N
N
N
N
N
N
SARCOS TECHNOLOGY AND ROBOTICS
N/A
SARCOS TECHNOLOGY AND ROBOTICS
000000000
964459.00000000
NS
USD
2565460.94000000
0.134345396477
Long
EC
CORP
US
Y
2
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
874000.00000000
PA
USD
845595.00000000
0.044281241535
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
2092729.95000000
0.109589910518
Long
ABS-CBDO
CORP
KY
N
2
2033-10-09
Floating
8.65000000
N
N
N
N
N
N
Fanatics Holdings Inc
N/A
Fanatics Holdings Inc
000000000
126282.00000000
NS
USD
7632484.08000000
0.399690006518
Long
STIV
CORP
US
Y
3
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.383000 14-OCT-2031
000000000
4388060.00000000
OU
Notional Amount
USD
597376.44000000
0.031282789547
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-65.59000000
USD
4388060.00000000
USD
597442.03000000
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
669000.00000000
PA
USD
345103.65000000
0.018072029849
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
1312228.80000000
0.068717436175
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.06000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST
000000000
179.00000000
NC
USD
284341.50000000
0.014890100627
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
350.00000000
USD
2022-12-16
XXXX
-33245.52000000
N
N
N
Noodle Partners Inc., SERIES C
N/A
Noodle Partners Inc., SERIES C
000000000
196272.00000000
NS
USD
1132489.44000000
0.059305031875
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
3087062.40000000
0.161660080498
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.43000000
N
N
N
N
N
N
Mythic AI Inc. series C
N/A
Mythic AI Inc. series C
000000000
81588.00000000
NS
USD
420994.08000000
0.022046181140
Long
EC
CORP
US
Y
3
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELI LILLY + CO
000000000
35.00000000
NC
USD
122062.50000000
0.006392042342
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Eli Lilly & Co
Eli Lilly & Co
100.00000000
320.00000000
USD
2023-01-20
XXXX
53349.48000000
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BP4
238000.00000000
PA
USD
163667.10000000
0.008570748865
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
606316.67000000
0.031750962235
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
5.07000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
77000.00000000
PA
USD
64526.00000000
0.003379030613
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
5175768.99000000
0.271039299875
Long
LON
CORP
JE
N
3
2027-07-06
Floating
7.00000000
N
N
N
N
N
N
Regatta XVII Funding Ltd
N/A
Regatta XVII Funding Ltd
75888DAA8
250000.00000000
PA
USD
236082.28000000
0.012362911870
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
8.65000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
35866.00000000
NS
USD
486701.62000000
0.025487085414
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
2816000.00000000
PA
USD
2387880.00000000
0.125046022076
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
328000.00000000
PA
USD
235161.89000000
0.012314713841
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
Climate Real Impact Solutions II Acquisition Corp
N/A
Climate Real Impact Solutions II Acquisition Corp
187171111
9558.00000000
NS
USD
1624.86000000
0.000085088982
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
-8698.00000000
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
1409000.00000000
PA
USD
1215487.94000000
0.063651411201
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
INVESCO QQQ TRUST SERIES 1
000000000
-324.00000000
NC
USD
-1000836.00000000
-0.05241074113
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
100.00000000
310.00000000
USD
2022-07-15
XXXX
-749907.07000000
N
N
N
Triton Water Holdings, Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc Term Loan
89678QAB2
1177342.69000000
PA
USD
1038169.01000000
0.054365757468
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.75000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
49065.00000000
NS
USD
873357.00000000
0.045735053144
Long
EC
CORP
US
N
1
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
1118000.00000000
PA
USD
1111851.00000000
0.058224259465
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAE6
53941255.57000000
PA
USD
1403594.62000000
0.073501986632
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EV1
328000.00000000
PA
USD
246579.99000000
0.012912645054
Long
DBT
CORP
US
N
2
2051-09-22
Fixed
2.65000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2020-1
75907QAD0
2050000.00000000
PA
USD
1950709.69000000
0.102152740908
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
6.77000000
N
N
N
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
186917.00000000
NS
10855825.66000000
0.568486613706
Long
EC
CORP
DE
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
3079.79000000
0.000161279247
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
600072.92000000
USD
776261.35000000
CAD
2022-09-15
3079.79000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-120.00000000
NC
USD
-30060.00000000
-0.00157415088
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Amazon.com Inc
Amazon.com Inc
100.00000000
85.00000000
USD
2022-09-16
XXXX
21375.45000000
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
000000000
439000.00000000
PA
USD
335404.78000000
0.017564129489
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
CML LA QUINTA RESORT
N/A
CML La Quinta Resort Term Loan
000000000
6800000.00000000
PA
USD
6726984.80000000
0.352271759807
Long
LON
CORP
US
N
3
2026-12-09
Floating
3.60000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
561000.00000000
PA
USD
388492.50000000
0.020344172124
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.88000000
N
N
N
N
N
N
OAFIT A NOTE UPSIZE
N/A
OAFIT A NOTE UPSIZE
000000000
810000.00000000
PA
552840.72000000
0.028950589174
Long
DBT
CORP
AU
N
3
2024-01-21
Fixed
8.00000000
N
N
N
N
N
N
ALTUS POWER INC
N/A
ALTUS POWER INC
000000000
121750.00000000
NS
USD
768242.50000000
0.040230526079
Long
STIV
CORP
US
Y
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
1335000.00000000
PA
USD
974779.83000000
0.051046258665
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.91000000
N
N
N
N
N
N
The Enterprise Development Authority
N/A
The Enterprise Development Authority Term Loan B
000000000
4267395.99000000
PA
USD
4059360.44000000
0.212576375360
Long
LON
CORP
US
N
2
2028-02-28
Floating
5.92000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MERCK + CO INC
000000000
-164.00000000
NC
USD
-49200.00000000
-0.00257645454
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Merck & Co Inc
Merck & Co Inc
100.00000000
100.00000000
USD
2023-01-20
XXXX
-20538.25000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
940000.00000000
PA
USD
897288.75000000
0.046988286195
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
880000.00000000
PA
USD
118800.00000000
0.006221195128
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NIKE INC
000000000
-94.00000000
NC
USD
-141470.00000000
-0.00740835416
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
NIKE Inc
NIKE Inc
100.00000000
110.00000000
USD
2023-01-20
XXXX
-70731.46000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
10Y RTP 3.200000 23-NOV-2022
000000000
-10952955.00000000
NC
USD
-148455.69000000
-0.00777417353
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
10952955.00000000
OU
Notional Amount
N/A
-148455.69000000
-0.01000000
DIR
US
N/A
N/A
2032-11-25
0.00000000
N/A
0.00000000
N/A
10952955.00000000
USD
1.00000000
3.20000000
USD
2022-11-23
XXXX
-23711.78000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAS3
1140000.00000000
PA
USD
1011197.56000000
0.052953344561
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
4.75000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
63497.00000000
NS
USD
5702665.57000000
0.298631273246
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
833000.00000000
PA
USD
500841.25000000
0.026227534886
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.38000000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167PAE0
500000.00000000
PA
USD
454831.55000000
0.023818146658
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
7.19000000
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
0.193774518154
Long
ABS-O
CORP
US
N
3
2043-04-25
None
0.00000000
N
N
N
N
N
N
2022-07-29
BlackRock Capital Allocation Trust
Ann Frechette
Ann Frechette
Assistant Treasurer