0001752724-22-042993.txt : 20220224
0001752724-22-042993.hdr.sgml : 20220224
20220224130957
ACCESSION NUMBER: 0001752724-22-042993
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FPA FUNDS TRUST
CENTRAL INDEX KEY: 0000924727
IRS NUMBER: 043236699
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08544
FILM NUMBER: 22669192
BUSINESS ADDRESS:
STREET 1: 11601 WILSHIRE BOULEVARD
STREET 2: SUITE 1200
CITY: LOS ANGELES
STATE: CA
ZIP: 90025
BUSINESS PHONE: 310-473-0225
MAIL ADDRESS:
STREET 1: 11601 WILSHIRE BOULEVARD
STREET 2: SUITE 1200
CITY: LOS ANGELES
STATE: CA
ZIP: 90025
FORMER COMPANY:
FORMER CONFORMED NAME: UAM FUNDS TRUST
DATE OF NAME CHANGE: 19951101
FORMER COMPANY:
FORMER CONFORMED NAME: REGIS FUND II
DATE OF NAME CHANGE: 19940606
0000924727
S000009495
FPA Crescent Fund
C000025975
Institutional Class
FPACX
C000221940
Supra Institutional Class
FPCSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000924727
XXXXXXXX
S000009495
C000025975
C000221940
FPA FUNDS TRUST
811-08544
0000924727
549300H7BXP5EUEHOJ64
11601 WILSHIRE BOULEVARD
SUITE 1200
LOS ANGELES
90025
310-473-0225
FPA Crescent Fund
S000009495
549300FMOJ71ODO86B07
2021-12-31
2021-12-31
N
10655380270.23
367002972.37
10288377297.86
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Artisan Acquisition Corp
N/A
Artisan Acquisition Corp
000000000
10692.00000000
NS
USD
7591.32000000
0.000073785396
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Artisan Acquisition Corp
Artisan Acquisition Corp
11.50000000
11.50000000
USD
2028-12-31
XXXX
-1426.99000000
N
N
N
Lead Edge Growth Opportunities Ltd
N/A
Lead Edge Growth Opportunities Ltd
000000000
111893.00000000
NS
USD
1121167.86000000
0.010897421697
Long
EC
CORP
KY
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796M97
110000000.00000000
PA
USD
109985810.00000000
1.069029710087
Long
STIV
UST
US
N
2
2022-03-10
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796N39
120000000.00000000
PA
USD
119986644.00000000
1.166234873841
Long
STIV
UST
US
N
2
2022-03-31
None
0.00000000
N
N
N
N
N
N
ESM Acquisition Corp
N/A
ESM Acquisition Corp
000000000
157.00000000
NS
USD
1559.01000000
0.000015153118
Long
EC
CORP
KY
N
1
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
1515451.00000000
NS
USD
71953613.48000000
0.699367950813
Long
EC
CORP
CA
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-505929.00000000
NS
USD
-240296037.84000000
-2.33560678115
Short
EC
RF
US
N
1
N
N
N
VIKING ACQ 1 AS
N/A
VIKING ACQ 1 AS
000000000
3187500.00000000
NS
2412952.58000000
0.023453189070
N/A
DE
NO
N
3
N/A
N/A
Call
Purchased
VIKING ACQ 1 ASA
VIKING ACQ 1 ASA
1.00000000
1.00000000
NOK
2026-05-31
XXXX
-122889.81000000
N
N
N
Mason Industrial Technology Inc
N/A
Mason Industrial Technology Inc
57520Y205
760239.00000000
NS
USD
7541570.88000000
0.073301849860
Long
EC
CORP
US
N
1
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
Nestle Finance International Ltd
64106HAB7
45200000.00000000
PA
USD
45199121.11000000
0.439322157434
Long
STIV
CORP
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796D30
70000000.00000000
PA
USD
69994911.00000000
0.680329939052
Long
STIV
UST
US
N
2
2022-02-24
None
0.00000000
N
N
N
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
369704.00000000
NS
58848549.13000000
0.571990581471
Long
EC
CORP
IE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
167627585 SWAPTION MAR23 0.04 CALL
000000000
4776000000.00000000
NC
USD
740280.00000000
0.007195303774
N/A
DIR
US
Y
3
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-03-01
XXXX
-525360.00000000
N
N
N
Golden Arrow Merger Corp
N/A
Golden Arrow Merger Corp
380799205
1032132.00000000
NS
USD
10114893.60000000
0.098313789504
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q85
127000000.00000000
PA
USD
126999047.50000000
1.234393372474
Long
STIV
UST
US
N
2
2022-01-25
None
0.00000000
N
N
N
N
N
N
Apollo Strategic Growth Capital II
N/A
Apollo Strategic Growth Capital II
000000000
206968.00000000
NS
USD
2061401.28000000
0.020036213878
Long
EC
CORP
KY
N
1
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
77119MAK3
25000000.00000000
PA
USD
24999500.00000000
0.242987783945
Long
STIV
CORP
US
N
2
2022-01-19
None
0.00000000
N
N
N
N
N
N
MCDERMOTT INTL LTD
N/A
MCDERMOTT INTL LTD
58004K109
31609578.00000000
NS
USD
12959926.98000000
0.125966676812
Long
EC
CORP
BM
N
1
N
N
N
GX Acquisition Corp II
N/A
GX Acquisition Corp II
36260F105
648196.00000000
NS
USD
6293983.16000000
0.061175664322
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
4809287.00000000
NS
USD
230749590.26000000
2.242818119704
Long
EC
CORP
US
N
1
N
N
N
Flame Acquisition Corp
N/A
Flame Acquisition Corp
33850F207
1032145.00000000
NS
USD
10300807.10000000
0.100120814019
Long
EC
CORP
US
N
1
N
N
N
Atlantic Coastal Acquisition Corp
549300DD1GOILOBIY455
Atlantic Coastal Acquisition Corp
048453112
412865.00000000
NS
USD
256017.59000000
0.002488415642
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Atlantic Coastal Acquisition Corp
Atlantic Coastal Acquisition Corp
11.50000000
11.50000000
USD
2027-12-31
XXXX
-131935.39000000
N
N
N
VIKING ACQ 1 ASA
N/A
VIKING ACQ 1 ASA
000000000
6375000.00000000
NS
4825977.54000000
0.046907081654
Long
EC
CORP
NO
N
3
N
N
N
ESCROW ALTEGRITY INC
N/A
ESCROW ALTEGRITY INC
021ESC017
4756180.00000000
NS
USD
28204147.40000000
0.274136013711
Long
EC
CORP
US
Y
2
N
N
N
Ares Acquisition Corp
N/A
Ares Acquisition Corp
000000000
494451.00000000
NS
USD
4909898.43000000
0.047722768011
Long
EC
CORP
KY
N
1
N
N
N
MCDERMOTT LC
N/A
MCDERMOTT LC
000000000
40000826.89000000
PA
USD
21200438.25000000
0.206062021601
Long
DBT
CORP
US
Y
3
2025-12-31
Variable
4.13100000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OIS CAP SWAPTION 0.351 JAN29 0.351 PUT
000000000
-260061813.00000000
NC
USD
-3501472.25000000
-0.03403327996
N/A
DIR
US
Y
3
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.35100000
USD
2029-01-11
XXXX
3536754.84000000
N
N
N
FTAC Hera Acquisition Corp
N/A
FTAC Hera Acquisition Corp
000000000
124395.00000000
NS
USD
1238974.20000000
0.012042464658
Long
EC
CORP
KY
N
1
N
N
N
Northern Star Investment Corp III
N/A
Northern Star Investment Corp III
66574L209
550747.00000000
NS
USD
5466163.98000000
0.053129505477
Long
EC
CORP
US
N
1
N
N
N
Landcadia Holdings IV Inc
N/A
Landcadia Holdings IV Inc
51477A203
1243001.00000000
NS
USD
12430010.00000000
0.120816039693
Long
EC
CORP
US
N
1
N
N
N
Angel Pond Holdings Corp
N/A
Angel Pond Holdings Corp
000000000
948163.00000000
NS
USD
9367850.44000000
0.091052749804
Long
EC
CORP
KY
N
1
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
000000000
5535770.00000000
NS
282559989.79000000
2.746399958026
Long
EC
CORP
CH
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
1183677.00000000
NS
USD
49631576.61000000
0.482404320653
Long
EC
CORP
US
N
1
N
N
N
FPS LLC
N/A
FPS LLC
000000000
1185445.85500000
NS
USD
83704350.79000000
0.813581659834
Long
EC
CORP
US
Y
3
N
N
N
Gores Holdings VII Inc
N/A
Gores Holdings VII Inc
38286T200
4846.00000000
NS
USD
48411.54000000
0.000470545923
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
3571897.00000000
NS
USD
215706859.83000000
2.096607206219
Long
EC
CORP
US
N
1
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp
74981W206
9883.00000000
NS
USD
97841.70000000
0.000950992534
Long
EC
CORP
US
N
1
N
N
N
Disruptive Acquisition Corp I
N/A
Disruptive Acquisition Corp I
000000000
1032135.00000000
NS
USD
10125244.35000000
0.098414395748
Long
EC
CORP
KY
N
1
N
N
N
J.P. MORGAN PRIME BROKER USD
N/A
J.P. MORGAN PRIME BROKER USD
000000000
200949411.86000000
NS
USD
200949411.86000000
1.953169154301
Long
STIV
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
6979258.00000000
NS
USD
351266055.14000000
3.414202696600
Long
EC
CORP
US
N
1
N
N
N
EPIC GAMES, INC.
N/A
EPIC GAMES, INC.
000000000
33130.00000000
NS
USD
29320050.00000000
0.284982258631
Long
EC
CORP
US
Y
3
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
693390.00000000
NS
USD
114575763.60000000
1.113642708494
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
167627319 SWAPTION FEB23 0.04 CALL
000000000
4776000000.00000000
NC
USD
682968.00000000
0.006638247997
N/A
DIR
US
Y
3
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-02-15
XXXX
-582672.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S26
121000000.00000000
PA
USD
120989134.20000000
1.175978783604
Long
STIV
UST
US
N
2
2022-03-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R76
50000000.00000000
PA
USD
49998890.00000000
0.485974498722
Long
STIV
UST
US
N
2
2022-02-08
None
0.00000000
N
N
N
N
N
N
Metals Acquisition Corp
N/A
Metals Acquisition Corp
000000000
539903.00000000
NS
USD
5318044.55000000
0.051689828201
Long
EC
CORP
KY
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
965437.00000000
NS
53275783.76000000
0.517824941850
Long
EC
CORP
NL
Y
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K81
75000000.00000000
PA
USD
74999422.50000000
0.728972318264
Long
STIV
UST
US
N
2
2022-01-20
None
0.00000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
1192689.00000000
NS
USD
66993341.13000000
0.651155563122
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
120086.00000000
NS
USD
347893945.44000000
3.381426782553
Long
EC
CORP
US
N
1
N
N
N
Agile Growth Corp
N/A
Agile Growth Corp
000000000
972411.00000000
NS
USD
9539351.91000000
0.092719693629
Long
EC
CORP
KY
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
2521536.00000000
NS
2767269.53000000
0.026897045567
N/A
DE
CH
N
1
N/A
N/A
Call
Purchased
Cie Financiere Richemont SA
Cie Financiere Richemont SA
67.00000000
67.00000000
CHF
2023-11-22
XXXX
2767269.53000000
N
N
N
Nexon Co Ltd
5299005SFO0GAJFLKN43
Nexon Co Ltd
000000000
4096691.00000000
NS
79205779.22000000
0.769856867870
Long
EC
CORP
JP
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OIS CAP SWAPTION 0.676 JAN29 0.676 CALL
000000000
260061813.00000000
NC
USD
14960835.98000000
0.145414923528
N/A
DIR
US
Y
3
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.67600000
USD
2029-01-11
XXXX
7922608.89000000
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
429743.00000000
NS
USD
97886860.54000000
0.951431481428
Long
EC
CORP
NL
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
167631399 SWAPTION MAR23 0.04 CALL
000000000
4776000000.00000000
NC
USD
764160.00000000
0.007427410347
N/A
DIR
US
Y
3
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-03-08
XXXX
-501480.00000000
N
N
N
Pine Technology Acquisition Corp
N/A
Pine Technology Acquisition Corp
722850112
322523.66600000
NS
USD
183838.49000000
0.001786856028
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Pine Technology Acquisition Corp
Pine Technology Acquisition Corp
11.50000000
11.50000000
USD
2028-03-31
XXXX
6921.67000000
N
N
N
Artisan Acquisition Corp
N/A
Artisan Acquisition Corp
000000000
32078.00000000
NS
USD
317892.98000000
0.003089826226
Long
EC
CORP
KY
N
1
N
N
N
Forest Road Acquisition Corp II
N/A
Forest Road Acquisition Corp II
34619V202
1242983.00000000
NS
USD
12319204.51000000
0.119739042935
Long
EC
CORP
US
N
1
N
N
N
Peridot Acquisition Corp II
N/A
Peridot Acquisition Corp II
000000000
582407.00000000
NS
USD
5783301.51000000
0.056211988951
Long
EC
CORP
KY
N
1
N
N
N
Haymaker Acquisition Corp III
N/A
Haymaker Acquisition Corp III
42087R108
7337.00000000
NS
USD
72122.71000000
0.000701011519
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796L80
100000000.00000000
PA
USD
99995980.00000000
0.971931501975
Long
STIV
UST
US
N
2
2022-02-17
None
0.00000000
N
N
N
N
N
N
African Gold Acquisition Corp
N/A
African Gold Acquisition Corp
000000000
175509.00000000
NS
USD
1769130.72000000
0.017195430035
Long
EC
CORP
KY
N
1
N
N
N
TLG Acquisition One Corp
N/A
TLG Acquisition One Corp
87257M207
1242983.00000000
NS
USD
12305531.70000000
0.119606147245
Long
EC
CORP
US
N
1
N
N
N
Digital Transformation Opportunities Corp
N/A
Digital Transformation Opportunities Corp
25401K206
72255.00000000
NS
USD
716047.05000000
0.006959766630
Long
EC
CORP
US
N
1
N
N
N
Ross Acquisition Corp II
N/A
Ross Acquisition Corp II
000000000
231224.00000000
NS
USD
2316864.48000000
0.022519241012
Long
EC
CORP
KY
N
1
N
N
N
Colonnade Acquisition Corp II
N/A
Colonnade Acquisition Corp II
000000000
1032132.00000000
NS
USD
10197464.16000000
0.099116351051
Long
EC
CORP
KY
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
03785EAB0
25000000.00000000
PA
USD
24999652.78000000
0.242989268921
Long
STIV
CORP
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R92
118000000.00000000
PA
USD
117994347.80000000
1.146870341006
Long
STIV
UST
US
N
2
2022-02-22
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796P45
200000000.00000000
PA
USD
199937900.00000000
1.943337556658
Long
STIV
UST
US
N
2
2022-05-05
None
0.00000000
N
N
N
N
N
N
GACP II LP
N/A
GACP II LP GACP II LP
000000000
958312.21300000
NS
USD
29634927.37000000
0.288042774016
Long
EC
CORP
US
Y
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q51
125000000.00000000
PA
USD
124999912.50000000
1.214962368516
Long
STIV
UST
US
N
2
2022-01-04
None
0.00000000
N
N
N
N
N
N
FPS SHELBY HOLDCO I LLC
N/A
FPS SHELBY HOLDCO I LLC
000000000
107799.34500000
NS
USD
8876467.89000000
0.086276656007
Long
STIV
CORP
US
Y
3
N
N
N
InterPrivate IV InfraTech Partners Inc
N/A
InterPrivate IV InfraTech Partners Inc
46064T201
866479.00000000
NS
USD
8534818.15000000
0.082955921064
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
167626548 SWAPTION FEB23 0.04 CALL
000000000
9204500000.00000000
NC
USD
920450.00000000
0.008946503159
N/A
DIR
US
Y
3
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-02-22
XXXX
-1610787.50000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
92424.00000000
NS
USD
267437162.16000000
2.599410523325
Long
EC
CORP
US
N
1
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
1112150.00000000
NS
54534473.77000000
0.530059038380
Long
EC
CORP
FR
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
676970.00000000
NS
101746094.71000000
0.988942101988
Long
EC
CORP
CH
N
1
N
N
N
Haymaker Acquisition Corp III
N/A
Haymaker Acquisition Corp III
42087R116
1834.00000000
NS
USD
1320.48000000
0.000012834677
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Haymaker Acquisition Corp III
Haymaker Acquisition Corp III
11.50000000
11.50000000
USD
2027-02-12
XXXX
41.86000000
N
N
N
Orion Acquisition Corp
N/A
Orion Acquisition Corp
68626A207
252217.00000000
NS
USD
2484337.45000000
0.024147029002
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q93
90000000.00000000
PA
USD
89994492.00000000
0.874719981534
Long
STIV
UST
US
N
2
2022-02-01
None
0.00000000
N
N
N
N
N
N
Macondray Capital Acquisition Corp I
N/A
Macondray Capital Acquisition Corp I
000000000
1030833.00000000
NS
USD
10277405.01000000
0.099893352590
Long
EC
CORP
KY
N
1
N
N
N
Mission Advancement Corp
N/A
Mission Advancement Corp
60501L200
613285.00000000
NS
USD
6071521.50000000
0.059013402446
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Corp
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635502
503402.00000000
NS
USD
36260046.06000000
0.352436978254
Long
EC
CORP
US
N
1
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
4041690.00000000
NS
124699634.20000000
1.212043751796
Long
EC
CORP
NL
N
1
N
N
N
Fusion Acquisition Corp II
N/A
Fusion Acquisition Corp II
36118N201
173927.00000000
NS
USD
1721007.67000000
0.016727688149
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
2314290.00000000
NS
USD
153969713.70000000
1.496540311872
Long
EC
CORP
US
N
1
N
N
N
Pine Technology Acquisition Corp
N/A
Pine Technology Acquisition Corp
722850104
967571.00000000
NS
USD
9520898.64000000
0.092540333274
Long
EC
CORP
US
N
1
N
N
N
Pershing Square Tontine Holdings Ltd
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
457176.00000000
NS
USD
9015510.72000000
0.087628111401
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
000000000
3912174.00000000
NS
72548474.89000000
0.705149828681
Long
EC
CORP
KY
N
1
N
N
N
Glenfarne Merger Corp
N/A
Glenfarne Merger Corp
378579205
1033214.00000000
NS
USD
10249482.88000000
0.099621957703
Long
EC
CORP
US
N
1
N
N
N
MCDERMOTT SENIOR EXIT LC
N/A
MCDERMOTT SENIOR EXIT LC
000000000
-19843000.00000000
PA
USD
-9326210.00000000
-0.09064801698
Short
DBT
CORP
US
N
3
2024-06-30
None
0.00000000
N
N
N
N
N
N
Monument Circle Acquisition Corp
N/A
Monument Circle Acquisition Corp
61531M200
69903.00000000
NS
USD
692738.73000000
0.006733216618
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
167622663 SWAPTION FEB23 0.04 CALL
000000000
9204500000.00000000
NC
USD
902041.00000000
0.008767573096
N/A
DIR
US
Y
3
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-02-15
XXXX
-1629196.50000000
N
N
N
ESC GCB GULFPORT ENERG
N/A
ESC GCB GULFPORT ENERG
402ESCAS6
8822000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2025-05-15
None
0.00000000
Y
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
536804.00000000
NS
USD
357194749.64000000
3.471827862633
Long
EC
CORP
US
N
1
N
N
N
Queen's Gambit Growth Capital
N/A
Queen's Gambit Growth Capital
000000000
27467.00000000
NS
USD
17584.37000000
0.000170914902
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Queen's Gambit Growth Capital
Queen's Gambit Growth Capital
11.50000000
11.50000000
USD
2027-12-31
XXXX
-14600.75000000
N
N
N
ESC CB GULFPORT ENERGY
N/A
ESC CB GULFPORT ENERGY
402ESCAP2
9417000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2023-05-01
None
0.00000000
Y
N
N
N
N
N
Global Partner Acquisition Corp II
N/A
Global Partner Acquisition Corp II
000000000
387688.00000000
NS
USD
3818726.80000000
0.037116900842
Long
EC
CORP
KY
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
3597611.00000000
NS
USD
43674997.54000000
0.424508124804
Long
EC
CORP
US
N
1
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
-1426732.00000000
NS
-18040352.03000000
-0.17534691339
Short
EC
CORP
JP
N
1
N
N
N
Plum Acquisition Corp I
N/A
Plum Acquisition Corp I
000000000
969880.00000000
NS
USD
9436932.40000000
0.091724206128
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
167631649 SWAPTION FEB23 0.04 CALL
000000000
5062500000.00000000
NC
USD
374625.00000000
0.003641244767
N/A
DIR
US
Y
3
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-02-15
XXXX
-891000.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K65
75000000.00000000
PA
USD
74999812.50000000
0.728976108949
Long
STIV
UST
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
167627186 SWAPTION MAR23 0.04 CALL
000000000
9204500000.00000000
NC
USD
975677.00000000
0.009483293348
N/A
DIR
US
Y
3
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-03-08
XXXX
-1555560.50000000
N
N
N
Atlantic Coastal Acquisition Corp
549300DD1GOILOBIY455
Atlantic Coastal Acquisition Corp
048453104
1238597.00000000
NS
USD
12088706.72000000
0.117498672239
Long
EC
CORP
US
N
1
N
N
N
BigBear.ai Holdings Inc
549300XGCF2ELN28CS63
BigBear.ai Holdings Inc
08975B117
266952.00000000
NS
USD
216231.12000000
0.002101702860
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
BigBear.ai Holdings Inc
BigBear.ai Holdings Inc
1.00000000
11.50000000
USD
2028-12-31
XXXX
-120702.52000000
N
N
N
Slam Corp
N/A
Slam Corp
000000000
714327.00000000
NS
USD
7057550.76000000
0.068597316716
Long
EC
CORP
KY
N
1
N
N
N
Cisco Systems Inc/California
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc/California
17277BB20
60000000.00000000
PA
USD
59995733.33000000
0.583140874338
Long
STIV
CORP
US
N
2
2022-02-02
None
0.00000000
N
N
N
N
N
N
LG Corp
N/A
LG Corp
000000000
1610540.00000000
NS
109604783.18000000
1.065326241513
Long
EC
CORP
KR
N
1
N
N
N
COVA Acquisition Corp
N/A
COVA Acquisition Corp
000000000
334885.00000000
NS
USD
3348850.00000000
0.032549836607
Long
EC
CORP
KY
N
1
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635601
1345.00000000
PA
USD
727362.55000000
0.007069749960
Long
DBT
CORP
US
N
3
2022-01-31
Fixed
10.00000000
N
N
Y
N
N
Gulfport Energy Corp
Gulfport Energy Corp
USD
XXXX
N
N
N
Gores Technology Partners II Inc
N/A
Gores Technology Partners II Inc
38287L206
6490.00000000
NS
USD
65419.20000000
0.000635855374
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
5262897.00000000
NS
USD
83469546.42000000
0.811299430449
Long
EC
CORP
US
N
1
N
N
N
ESC CB GULFPORT ENERGY
N/A
ESC CB GULFPORT ENERGY
402ESCAT4
9128000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-01-15
None
0.00000000
Y
N
N
N
N
N
Heliogen Inc
N/A
Heliogen Inc
42329E105
254759.00000000
PA
USD
3953859.68000000
0.038430352674
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
2430289.00000000
NS
203448914.01000000
1.977463579726
Long
EC
CORP
NL
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
2789666.00000000
NS
USD
116022208.94000000
1.127701731585
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
1683454.00000000
NS
USD
295900709.58000000
2.876067828903
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
47816GBF5
40000000.00000000
PA
USD
39997000.00000000
0.388759070959
Long
STIV
CORP
US
N
2
2022-02-15
None
0.00000000
N
N
N
N
N
N
Queen's Gambit Growth Capital
N/A
Queen's Gambit Growth Capital
000000000
82401.00000000
NS
USD
815769.90000000
0.007929043389
Long
EC
CORP
KY
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
895761.00000000
NS
USD
301289212.35000000
2.928442490271
Long
EC
CORP
US
N
1
N
N
N
Churchill Capital Corp VII
N/A
Churchill Capital Corp VII
17144M201
616422.00000000
NS
USD
6177164.86000000
0.060040224820
Long
EC
CORP
US
N
1
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863108
235462.00000000
NS
USD
2401712.40000000
0.023343937828
Long
EC
CORP
US
N
1
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
345972.00000000
NS
53670711.26000000
0.521663520943
Long
EC
CORP
ZA
N
1
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
77119MAM9
25000000.00000000
PA
USD
24999444.44000000
0.242987243918
Long
STIV
CORP
US
N
2
2022-01-21
None
0.00000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
77119MAA5
60000000.00000000
PA
USD
59999250.04000000
0.583175055725
Long
STIV
CORP
US
N
2
2022-01-10
None
0.00000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
790294.00000000
NS
USD
237530764.64000000
2.308729139330
Long
EC
CORP
IE
N
1
N
N
N
Broadscale Acquisition Corp
N/A
Broadscale Acquisition Corp
11134Y119
209280.00000000
NS
USD
196723.20000000
0.001912091618
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Broadscale Acquisition Corp
Broadscale Acquisition Corp
11.50000000
11.50000000
USD
2026-02-02
XXXX
-54774.12000000
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
1944520.00000000
NS
USD
313728856.80000000
3.049352173984
Long
EC
CORP
CH
N
1
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Take Back Term Loan
000000000
33083089.95000000
PA
USD
14225728.68000000
0.138269896876
Long
LON
CORP
NL
Y
2
2025-06-30
Variable
4.08700000
N
N
N
N
N
N
Stratim Cloud Acquisition Corp
N/A
Stratim Cloud Acquisition Corp
86309R206
671649.00000000
NS
USD
6582160.20000000
0.063976660356
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
1012913.00000000
NS
68638527.24000000
0.667146288018
Long
EC
CORP
DE
N
1
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1963022.00000000
NS
92732865.76000000
0.901336168720
Long
EC
CORP
JP
N
1
N
N
N
Heliogen Inc
N/A
Heliogen Inc
42329E113
98835.00000000
PA
USD
168019.50000000
0.001633100100
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Heliogen Inc
Heliogen Inc
1.00000000
11.50000000
USD
2026-12-30
XXXX
27200.86000000
N
N
N
Silver Spike Acquisition Corp II
N/A
Silver Spike Acquisition Corp II
000000000
130768.00000000
NS
USD
1301141.60000000
0.012646713493
Long
EC
CORP
KY
N
1
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
606686.00000000
NS
USD
97124361.74000000
0.944020217456
Long
EC
CORP
US
N
1
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
801618.00000000
NS
80246092.11000000
0.779968403051
Long
EC
CORP
KR
N
1
N
N
N
MCDERMOTT SUPER SENIOR EXIT LC
N/A
MCDERMOTT SUPER SENIOR EXIT LC 06/24 FIXED 4.75
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
Y
2
2024-06-30
Variable
0.00000000
N
N
N
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863116
29432.75000000
NS
USD
59748.48000000
0.000580737644
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
2580.76000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
167627538 SWAPTION FEB23 0.04 CALL
000000000
4776000000.00000000
NC
USD
702072.00000000
0.006823933256
N/A
DIR
US
Y
3
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-02-22
XXXX
-563568.00000000
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
867600.00000000
NS
USD
130703940.00000000
1.270403837417
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
5586312.00000000
NS
85182204.26000000
0.827945960707
Long
EC
CORP
KY
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
02314QBB4
17000000.00000000
PA
USD
16998838.33000000
0.165223706692
Long
STIV
CORP
US
N
2
2022-02-11
None
0.00000000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
10113170.00000000
NS
57520514.71000000
0.559082477680
Long
EC
CORP
HK
N
1
N
N
N
SHS MCDERMOTT INTRL
N/A
SHS MCDERMOTT INTRL
58004K208
1053862.00000000
NS
USD
432083.42000000
0.004199723702
Long
EC
CORP
BM
N
1
N
N
N
BurTech Acquisition Corp
N/A
BurTech Acquisition Corp
123013203
438637.00000000
NS
USD
4390756.37000000
0.042676859944
Long
EC
CORP
US
N
1
N
N
N
Tio Tech A
9845003AFE50FBFE3940
Tio Tech A
000000000
297050.00000000
NS
USD
2946736.00000000
0.028641406848
Long
EC
CORP
KY
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
46063352.00000000
NS
233777755.65000000
2.272250996263
Long
EC
CORP
JE
N
1
N
N
N
McDermott Technology Americas Inc
N/A
McDermott Technology Americas Inc 2020 Roll Off Exit LC
000000000
-11282457.36000000
PA
USD
-5302754.96000000
-0.05154121788
Short
LON
CORP
US
Y
3
2024-06-28
Variable
6.35000000
N
N
N
N
N
N
Babylon Holdings Ltd/Jersey
549300613X6447C00597
Babylon Holdings Ltd/Jersey
000000000
12409.00000000
NS
USD
8438.12000000
0.000082016043
N/A
DE
JE
N
1
N/A
N/A
Call
Purchased
Babylon Holdings Ltd/Jersey
Babylon Holdings Ltd/Jersey
1.00000000
1.00000000
USD
2026-10-21
XXXX
-17993.05000000
N
N
N
TCW Special Purpose Acquisition Corp
N/A
TCW Special Purpose Acquisition Corp
87301L205
118726.00000000
NS
USD
1175387.40000000
0.011424419672
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R84
100000000.00000000
PA
USD
99996470.00000000
0.971936264631
Long
STIV
UST
US
N
2
2022-02-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
167632178 SWAPTION MAR23 0.04 CALL
000000000
5062500000.00000000
NC
USD
415125.00000000
0.004034892850
N/A
DIR
US
Y
3
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-03-01
XXXX
-850500.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796L98
40000000.00000000
PA
USD
39996684.00000000
0.388755999532
Long
STIV
UST
US
N
2
2022-03-03
None
0.00000000
N
N
N
N
N
N
U.S. FARMING REALTY TRUST II
N/A
U.S. FARMING REALTY TRUST II COMMON STOCK
000000000
120000.00000000
NS
USD
8343236.40000000
0.081093802826
Long
EC
CORP
US
Y
3
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
4697583.00000000
NS
USD
182266220.40000000
1.771574030803
Long
EC
CORP
US
N
1
N
N
N
MCDERMOTT PREF SHARE MDR
N/A
MCDERMOTT PREF SHARE MDR
000000000
22590.63400000
NS
USD
13554380.40000000
0.131744589137
Long
EP
CORP
US
Y
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q77
100000000.00000000
PA
USD
99998360.00000000
0.971954634875
Long
STIV
UST
US
N
2
2022-01-18
None
0.00000000
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Make Whole Term Loan
000000000
1074101.50000000
PA
USD
612237.86000000
0.005950771849
Long
LON
CORP
NL
Y
2
2024-06-30
Variable
3.09000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
86091.00000000
NS
USD
27847855.77000000
0.270672963906
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
4577152.00000000
NS
USD
145690748.16000000
1.416071202893
Long
EC
CORP
US
N
1
N
N
N
GX Acquisition Corp II
N/A
GX Acquisition Corp II
36260F113
216065.00100000
NS
USD
108032.50000000
0.001050044111
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
GX Acquisition Corp II
GX Acquisition Corp II
11.50000000
11.50000000
USD
2028-12-31
XXXX
-7704.79000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K73
100000000.00000000
PA
USD
99999440.00000000
0.971965132157
Long
STIV
UST
US
N
2
2022-01-13
None
0.00000000
N
N
N
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
3486932.00000000
NS
USD
98854522.20000000
0.960836868031
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
167627024 SWAPTION MAR23 0.04 CALL
000000000
9204500000.00000000
NC
USD
948063.50000000
0.009214898254
N/A
DIR
US
Y
3
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-03-01
XXXX
-1583174.00000000
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
14118980.00000000
NS
USD
5788781.80000000
0.056265255758
Long
EC
CORP
BM
Y
1
N
N
N
Cisco Systems Inc/California
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc/California
17277BB38
20000000.00000000
PA
USD
19998533.33000000
0.194379859437
Long
STIV
CORP
US
N
2
2022-02-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C31
85000000.00000000
PA
USD
84997458.50000000
0.826150286281
Long
STIV
UST
US
N
2
2022-01-27
None
0.00000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
390978.00000000
NS
USD
254905926.66000000
2.477610601557
Long
EC
CORP
US
N
1
N
N
N
Kismet Acquisition Three Corp
N/A
Kismet Acquisition Three Corp
000000000
1032132.00000000
NS
USD
10114893.60000000
0.098313789504
Long
EC
CORP
KY
N
1
N
N
N
Northern Star Investment Corp IV
N/A
Northern Star Investment Corp IV
66575B200
425470.00000000
NS
USD
4216407.70000000
0.040982242174
Long
EC
CORP
US
N
1
N
N
N
Virgin Orbit Holdings Inc
N/A
Virgin Orbit Holdings Inc
92771A119
94559.00000000
NS
USD
132382.60000000
0.001286719918
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Virgin Orbit Holdings Inc
Virgin Orbit Holdings Inc
1.00000000
1.00000000
USD
2026-12-29
XXXX
-21748.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
167632304 SWAPTION MAR23 0.04 CALL
000000000
5062500000.00000000
NC
USD
440437.50000000
0.004280922902
N/A
DIR
US
Y
3
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-03-08
XXXX
-825187.50000000
N
N
N
Accelerate Acquisition Corp
N/A
Accelerate Acquisition Corp
00439D201
1824.00000000
NS
USD
18185.28000000
0.000176755570
Long
EC
CORP
US
N
1
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
2039158.00000000
NS
227886351.87000000
2.214988285056
Long
EC
CORP
BE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q69
77000000.00000000
PA
USD
76999360.90000000
0.748411131034
Long
STIV
UST
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
Steenbok Lux Finco 2 SARL EUR 2nd Lien Fixed Rate Term Loan A2
000000000
741987.98000000
PA
763445.56000000
0.007420466200
Long
LON
CORP
LU
Y
2
2022-12-29
Variable
10.75000000
N
N
N
N
N
N
Lazard Growth Acquisition Corp I
N/A
Lazard Growth Acquisition Corp I
000000000
37457.00000000
NS
USD
370449.73000000
0.003600662371
Long
EC
CORP
KY
N
1
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
3205123.00000000
NS
73013489.60000000
0.709669634833
Long
EC
CORP
IM
N
1
N
N
N
Broadscale Acquisition Corp
N/A
Broadscale Acquisition Corp
11134Y101
837121.00000000
NS
USD
8320982.74000000
0.080877503799
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
167632041 SWAPTION FEB23 0.04 CALL
000000000
5062500000.00000000
NC
USD
394875.00000000
0.003838068808
N/A
DIR
US
Y
3
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
100.00000000
0.04000000
USD
2023-02-22
XXXX
-870750.00000000
N
N
N
FOOTPATH VENTURES SPV IV LP
N/A
FOOTPATH VENTURES SPV IV LP
000000000
150000.00000000
NS
USD
15108447.90000000
0.146849667956
Long
EC
CORP
US
Y
3
N
N
N
U.S. FARMING REALTY TRUST LP
N/A
U.S. FARMING REALTY TRUST LP LIMITED PARTNERSHIP
000000000
350000.00000000
NS
USD
5966000.60000000
0.057987770347
Long
EC
CORP
US
Y
3
N
N
N
Nestle Capital Corp
549300VIRTXBZ81J0S95
Nestle Capital Corp
64105HAC6
125000000.00000000
PA
USD
124997326.39000000
1.214937232288
Long
STIV
CORP
US
N
2
2022-01-12
None
0.00000000
N
N
N
N
N
N
Alpha Partners Technology Merger Corp
N/A
Alpha Partners Technology Merger Corp
000000000
40319.00000000
NS
USD
397142.15000000
0.003860104839
Long
EC
CORP
KY
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
15136.00000000
NS
USD
50468570.24000000
0.490539652453
Long
EC
CORP
US
N
1
N
N
N
DHC Acquisition Corp
N/A
DHC Acquisition Corp
000000000
520584.00000000
NS
USD
5091311.52000000
0.049486049865
Long
EC
CORP
KY
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
1123039.00000000
NS
USD
103443122.29000000
1.005436710719
Long
EC
CORP
US
N
1
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
104822000.00000000
PA
USD
104822000.00000000
1.018838996328
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
105499400.00000000
USD
106918513.38000000
USD
UST
N
N
N
ESC GCB GULFPORT ENERG
N/A
ESC GCB GULFPORT ENERG
402ESCAQ0
18209000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2024-10-15
None
0.00000000
Y
N
N
N
N
N
Fortress Value Acquisition Corp IV
N/A
Fortress Value Acquisition Corp IV
34964K207
493906.00000000
NS
USD
4850156.92000000
0.047142098113
Long
EC
CORP
US
N
1
N
N
N
Hudson Executive Investment Corp III
N/A
Hudson Executive Investment Corp III
44376L206
1243215.00000000
NS
USD
12195939.15000000
0.118540939906
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
5195127.00000000
NS
USD
295394921.22000000
2.871151714871
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
02314QBE8
43000000.00000000
PA
USD
42996846.67000000
0.417916697893
Long
STIV
CORP
US
N
2
2022-02-14
None
0.00000000
N
N
N
N
N
N
SOUND HOLDING FP LUXEMBOURG
N/A
SOUND HOLDING FP LUXEMBOURG COMMON STOCK
000000000
1146250.00000000
NS
55564380.31000000
0.540069426901
Long
EC
CORP
LU
Y
3
N
N
N
Twelve Seas Investment Co II
N/A
Twelve Seas Investment Co II
90118T205
990015.00000000
NS
USD
9830848.95000000
0.095552959085
Long
EC
CORP
US
N
1
N
N
N
2022-01-31
FPA FUNDS TRUST
Lake Setzler
Lake Setzler
Treasurer