0001145549-23-052347.txt : 20230825
0001145549-23-052347.hdr.sgml : 20230825
20230825153443
ACCESSION NUMBER: 0001145549-23-052347
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230825
DATE AS OF CHANGE: 20230825
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JNL SERIES TRUST
CENTRAL INDEX KEY: 0000933691
IRS NUMBER: 381659835
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08894
FILM NUMBER: 231207867
BUSINESS ADDRESS:
STREET 1: 1 CORPORATE WAY
CITY: LANSING
STATE: MI
ZIP: 48951
BUSINESS PHONE: (517) 367-4336
MAIL ADDRESS:
STREET 1: 1 CORPORATE WAY
CITY: LANSING
STATE: MI
ZIP: 48951
0000933691
S000048717
JNL Multi-Manager Alternative Fund
C000153487
JNL Multi-Manager Alternative Fund (A)
C000192217
JNL Multi-Manager Alternative Fund (I)
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000933691
XXXXXXXX
S000048717
C000153487
C000192217
JNL Series Trust
811-8894
0000933691
549300T5WIPN6IWM0D45
1 Corporate Way
Lansing
48951
517-367-4336
JNL Multi-Manager Alternative Fund
S000048717
549300WLIS7O5K800R06
2023-12-31
2023-06-30
N
1541215120.920000000000
469774500.540000000000
1071440620.380000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
4213781.250000000000
0.000000000000
0.000000000000
103867269.240000000000
USD
EUR
N
Absolute VaR
0
Jupiter Acquisition Corporation
N/A
Jupiter Acquisition Corporation
482082104
9270
NS
USD
95017.5
0.0088682003
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA Corporation
482480100
-7645
NS
USD
-3707977.9
-0.3460740455
Short
EC
CORP
US
N
1
N
N
N
Kaman Corporation
5493003YK076OLTEQF95
Kaman Corporation
483548AF0
3049000
PA
USD
2944090.01
0.2747786442
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25
N
N
N
N
N
Kaman Corporation
Kaman Corporation
USD
XXXX
N
N
N
Karyopharm Therapeutics Inc.
549300J1VANRCNTYST87
Karyopharm Therapeutics Inc.
48576U106
-9754
NS
USD
-17459.66
-0.0016295499
Short
EC
CORP
US
N
1
N
N
N
Karyopharm Therapeutics Inc.
549300J1VANRCNTYST87
Karyopharm Therapeutics Inc.
48576UAA4
344000
PA
USD
224817.42
0.0209827232
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3
N
N
N
N
N
Karyopharm Therapeutics Inc.
Karyopharm Therapeutics Inc.
USD
XXXX
N
N
N
Keycorp Student Loan Trust 200
N/A
Keycorp Student Loan Trust 200
493268CL8
301546.81
PA
USD
282350.85
0.0263524496
Long
ABS-CBDO
CORP
US
N
2
2038-12-27
Floating
6.84
N
N
N
N
N
N
Kinder Morgan Energy Partners, L.P.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, L.P.
494550AW6
10000
PA
USD
10769.24
0.0010051178
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95
N
N
N
N
N
N
Kinder Morgan Energy Partners, L.P.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, L.P.
494550BQ8
60000
PA
USD
59841.9
0.0055851812
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.5
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
66680
NS
USD
1148229.6
0.1071668908
Long
EC
CORP
US
N
1
N
N
N
KLDiscovery
549300ZSG089YPZ24F88
KLDiscovery
498455112
34651
NS
USD
45.05
0.0000042046
Long
EC
CORP
US
N
1
N
N
N
Kronos Acquisition Holdings Inc
N/A
Kronos Acquisition Holdings Inc
50106GAF9
95000
PA
USD
84091.19
0.0078484228
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7
N
N
N
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
501812AB7
1503000
PA
USD
1447295.81
0.1350794232
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.13
N
N
N
N
N
LCI Industries
LCI Industries
USD
XXXX
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
-4761
NS
USD
-601599.96
-0.0561486982
Short
EC
CORP
US
N
1
N
N
N
LCM XVII Limited Partnership
549300K6S4MWQOINB710
LCM XVII Limited Partnership
50190BAB6
500000
PA
USD
356331.5
0.0332572327
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.26
N
N
N
N
N
N
LCM XX Limited Partnership
549300VQTTD2PAP2Y421
LCM XX Limited Partnership
50190CAC2
500000
PA
USD
470104.5
0.0438759266
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
10.7
N
N
N
N
N
N
Li Auto Inc.
2549003R73Q70J5H4I65
Li Auto Inc.
50202M102
-40414
NS
USD
-1418531.4
-0.1323947751
Short
EC
CORP
KY
N
1
N
N
N
Li Auto Inc.
2549003R73Q70J5H4I65
Li Auto Inc.
50202MAB8
1362000
PA
USD
1895781.42
0.1769376094
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.25
N
N
N
N
N
Li Auto Inc.
Li Auto Inc.
USD
XXXX
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
N/A
9052
NS
743659.74
0.0694074619
Long
EC
CORP
DE
N
2
N
N
N
Lamar Advertising Company
529900Y8WW4MKVPTB543
Lamar Advertising Company
512816109
23843
NS
USD
2366417.75
0.2208631729
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
49661
NS
USD
5708531.95
0.5327903237
Long
EC
CORP
US
N
1
N
N
N
Landcadia Holdings IV Inc.
N/A
Landcadia Holdings IV Inc.
51477A112
3355
NS
USD
550.22
0.0000513533
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AE7
30000
PA
USD
27948.93
0.0026085375
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.5
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AG2
120000
PA
USD
115988.4
0.0108254623
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.2
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AH0
10000
PA
USD
9395.9
0.0008769408
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.9
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2019-GS7
N/A
Legacy Mortgage Asset Trust 2019-GS7
52474MAB5
4310431.61
PA
USD
3774795.39
0.3523102744
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Fixed
4.5
N
N
N
N
N
N
Lehman Mortgage Trust 2006-5
N/A
Lehman Mortgage Trust 2006-5
52520TAF5
687347.54
PA
USD
280167.87
0.0261487071
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.65
N
N
N
N
N
N
Lehman Mortgage Trust 2007-2
N/A
Lehman Mortgage Trust 2007-2
52521DAC6
10755942.92
PA
USD
1937371.19
0.1808192776
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.46
N
N
N
N
N
N
Lehman Mortgage Trust 2007-2
N/A
Lehman Mortgage Trust 2007-2
52521DAQ5
10861776.4
PA
USD
1135260.92
0.1059564943
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Floating
1.54
N
N
N
N
N
N
LendingTree, Inc.
549300ISY5YHUJZTON08
LendingTree, Inc.
52603BAD9
1584000
PA
USD
1219228.56
0.1137933859
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.5
N
N
N
N
N
LendingTree, Inc.
LendingTree, Inc.
USD
XXXX
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057104
-11156
NS
USD
-1397958.36
-0.1304746463
Short
EC
CORP
US
N
1
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
Lennox International Inc.
526107107
10692
NS
USD
3486340.44
0.3253881152
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corporation
549300MIX43II8JLN536
Liberty Broadband Corporation
530307AE7
1265000
PA
USD
1232850.03
0.1150647088
Long
DBT
CORP
US
N
2
2053-03-31
Fixed
3.13
N
N
N
N
N
Former Charter Communications Parent, Inc.
Former Charter Communications Parent, Inc.
USD
XXXX
N
N
N
Liberty Media Corporation
549300ZKUTPIBZLWLL89
Liberty Media Corporation
530715AG6
1865000
PA
USD
447836.86
0.0417976369
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4
N
N
N
N
N
Lumen Technologies Inc.
Lumen Technologies Inc.
USD
XXXX
N
N
N
Liberty Media Corporation
549300ZKUTPIBZLWLL89
Liberty Media Corporation
530715AL5
4564000
PA
USD
1067629.14
0.0996442658
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75
N
N
N
N
N
Lumen Technologies Inc.
Lumen Technologies Inc.
USD
XXXX
N
N
N
Liberty Resources Acquisition Corp.
N/A
Liberty Resources Acquisition Corp.
53118A105
7925
NS
USD
85907
0.0080178965
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corporation
549300ZKUTPIBZLWLL89
Liberty Media Corporation
531229409
-9790
NS
USD
-321209.9
-0.0299792535
Short
EC
CORP
US
N
1
N
N
N
Liberty Media Corporation
549300ZKUTPIBZLWLL89
Liberty Media Corporation
531229AJ1
1920000
PA
USD
1807274.88
0.1686770919
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
2.75
N
N
N
N
N
Sirius XM Holdings Inc.
Sirius XM Holdings Inc.
USD
XXXX
N
N
N
Liberty Media Corporation
549300ZKUTPIBZLWLL89
Liberty Media Corporation
531229AK8
2403000
PA
USD
2635802.64
0.2460054799
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
0.5
N
N
N
N
N
Liberty Media Corporation
Liberty Media Corporation
USD
XXXX
N
N
N
Liberty Media Corporation
549300ZKUTPIBZLWLL89
Liberty Media Corporation
531229AN2
674000
PA
USD
730508.16
0.0681799949
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.75
N
N
N
N
N
Liberty Media Corporation
Liberty Media Corporation
USD
XXXX
N
N
N
Life Storage Inc.
W9EE01AFDDF9DQCQZC68
Life Storage Inc.
53223X107
16113
NS
USD
2142384.48
0.1999536362
Long
EC
CORP
US
N
1
N
N
N
Lithium Americas Corp.
529900Q9ENG7EHHZ5R75
Lithium Americas Corp.
53680Q207
-5066
NS
USD
-102383.86
-0.0095557195
Short
EC
CORP
CA
N
1
N
N
N
Lithium Americas Corp.
529900Q9ENG7EHHZ5R75
Lithium Americas Corp.
53680QAA6
657000
PA
USD
514286.46
0.0479995298
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.75
N
N
N
N
N
Lithium Americas Corp.
Lithium Americas Corp.
USD
XXXX
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
-17034
NS
USD
-1551967.74
-0.1448486935
Short
EC
CORP
US
N
1
N
N
N
Live Oak Crestview Climate Acquisition Corp.
N/A
Live Oak Crestview Climate Acquisition Corp.
538086109
20543
NS
USD
210565.75
0.0196525823
Long
EC
CORP
US
N
1
N
N
N
Live Oak Crestview Climate Acquisition Corp.
N/A
Live Oak Crestview Climate Acquisition Corp.
538086117
6847
NS
USD
236.56
0.0000220787
Long
EC
CORP
US
N
1
N
N
N
Livent Corporation
254900OOLQ2VNMZTJL47
Livent Corporation
53814L108
-127587
NS
USD
-3499711.41
-0.3266360584
Short
EC
CORP
US
N
1
N
N
N
Livent Corporation
254900OOLQ2VNMZTJL47
Livent Corporation
53814LAB4
1135000
PA
USD
3647765.15
0.3404542520
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.13
N
N
N
N
N
Livent Corporation
Livent Corporation
USD
XXXX
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
200000
PA
USD
191000
0.0178264662
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
7.5
N
N
N
Y
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
Lucid Group, Inc.
N/A
Lucid Group, Inc.
549498103
-8995
NS
USD
-61975.55
-0.0057843196
Short
EC
CORP
US
N
1
N
N
N
Lucid Group, Inc.
N/A
Lucid Group, Inc.
549498AA1
1677000
PA
USD
1080613.52
0.1008561277
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.25
N
N
N
N
N
Lucid Group, Inc.
Lucid Group, Inc.
USD
XXXX
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
70000
PA
USD
57568.87
0.0053730341
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.7
N
N
N
N
N
N
M3-Brigade Acquisition III Corp.
N/A
M3-Brigade Acquisition III Corp.
55407R103
41007
NS
USD
428113.08
0.0399567715
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding XIV, Ltd.
254900Q2IOW6JYPYIV98
Madison Park Funding XIV, Ltd.
55818TAG7
500000
PA
USD
438248.5
0.0409027334
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
11.07
N
N
N
N
N
N
Madison Park Funding XXII Ltd
N/A
Madison Park Funding XXII Ltd
55819VAG1
500000
PA
USD
450636.5
0.0420589337
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Floating
11.96
N
N
N
N
N
N
Madison Park Funding XLV Ltd
N/A
Madison Park Funding XLV Ltd
55820DAE3
500000
PA
USD
485231
0.0452877174
Long
ABS-CBDO
CORP
US
N
2
2034-07-17
Floating
11.61
N
N
N
N
N
N
Madison Park Funding XLVIII Ltd
N/A
Madison Park Funding XLVIII Ltd
55821WAA8
1000000
PA
USD
925096
0.0863413224
Long
ABS-CBDO
CORP
US
N
2
2033-04-19
Floating
11.51
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBE2
150000
PA
USD
122317.64
0.0114161847
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBF9
230000
PA
USD
186934.53
0.0174470266
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39
N
N
N
N
N
N
Magellan Midstream Partners, L.P.
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, L.P.
559080106
50623
NS
USD
3154825.36
0.2944470557
Long
EC
CORP
US
N
1
N
N
N
MannKind Corporation
213800GFBCNY1ZFST722
MannKind Corporation
56400P706
-204890
NS
USD
-833902.3
-0.0778300061
Short
EC
CORP
US
N
1
N
N
N
MannKind Corporation
213800GFBCNY1ZFST722
MannKind Corporation
56400PAQ5
1665000
PA
USD
1757390.85
0.1640213015
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.5
N
N
N
N
N
MannKind Corporation
MannKind Corporation
USD
XXXX
N
N
N
Maquia Capital Investments Corp.
N/A
Maquia Capital Investments Corp.
56564V101
7056
NS
USD
77968.8
0.0072770062
Long
EC
CORP
US
N
1
N
N
N
Marathon Digital Holdings, Inc.
549300M8ISKPTX2W7F94
Marathon Digital Holdings, Inc.
565788106
-14953
NS
USD
-207248.58
-0.0193429833
Short
EC
CORP
US
N
1
N
N
N
Marathon Digital Holdings, Inc.
549300M8ISKPTX2W7F94
Marathon Digital Holdings, Inc.
565788AB2
1952000
PA
USD
1037253.76
0.0968092622
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
1
N
N
N
N
N
Marathon Digital Holdings, Inc.
Marathon Digital Holdings, Inc.
USD
XXXX
N
N
N
Marble Point CLO XII Ltd.
6354001RDKFQVFWCL963
Marble Point CLO XII Ltd.
56606LAG8
500000
PA
USD
425486
0.0397115801
Long
ABS-CBDO
CORP
US
N
2
2031-07-16
Floating
8.26
N
N
N
N
N
N
The Marcus Corporation
549300NL0OKPNEMP6B79
The Marcus Corporation
566330106
-97446
NS
USD
-1445124.18
-0.1348767400
Short
EC
CORP
US
N
1
N
N
N
The Marcus Corporation
549300NL0OKPNEMP6B79
The Marcus Corporation
566330AA4
1185000
PA
USD
1767783
0.1649912246
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5
N
N
N
N
N
The Marcus Corporation
The Marcus Corporation
USD
XXXX
N
N
N
MarketWise, Inc.
N/A
MarketWise, Inc.
57064P107
7060
NS
USD
14120
0.0013178518
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation
57164Y107
-4885
NS
USD
-599487.2
-0.0559515095
Short
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation
57164YAD9
758000
PA
USD
699183.75
0.0652564161
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0
N
N
N
N
N
Marriott Vacations Worldwide Corporation
Marriott Vacations Worldwide Corporation
USD
XXXX
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation
57164YAE7
1212000
PA
USD
1145510.89
0.1069131474
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.25
N
N
N
N
N
Marriott Vacations Worldwide Corporation
Marriott Vacations Worldwide Corporation
USD
XXXX
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
5697
NS
USD
1046481.93
0.0976705484
Long
EC
CORP
US
N
1
N
N
N
Masco Corporation
5GCSNMQXHEYA1JO8QN11
Masco Corporation
574599106
-31682
NS
USD
-1817913.16
-0.1696699869
Short
EC
CORP
US
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
-13477
NS
USD
-564012.45
-0.0526405700
Short
EC
CORP
US
N
1
N
N
N
MVC Acquisition Corp.
N/A
MVC Acquisition Corp.
57767XAA8
170000
PA
USD
146994.51
0.0137193333
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75
N
N
N
N
N
N
Maxeon Solar Technologies, Ltd.
5493007JPB074ITT6Y72
Maxeon Solar Technologies, Ltd.
57779BAB0
1515000
PA
USD
2487251.25
0.2321408394
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
Maxeon Solar Technologies, Ltd.
Maxeon Solar Technologies, Ltd.
USD
XXXX
N
N
N
McDermott International, Ltd.
ZAKWBIG8QLOPMZ888610
McDermott International, Ltd.
58004K208
52019
NS
USD
9363.42
0.0008739094
Long
EC
CORP
BM
N
3
N
N
N
MED Trust 2021-MDLN
N/A
MED Trust 2021-MDLN
58403YBA3
547373.04
PA
USD
506996.07
0.0473191011
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
10.44
N
N
N
N
N
N
Mediaalpha, Inc.
N/A
Mediaalpha, Inc.
58450V104
184569
NS
USD
1902906.39
0.1776025991
Long
EC
CORP
US
N
1
N
N
N
MercadoLibre S.R.L
549300DKPDN9M5S8GB14
MercadoLibre S.R.L
58733R102
-3209
NS
USD
-3801381.4
-0.3547916075
Short
EC
CORP
US
N
1
N
N
N
MercadoLibre S.R.L
549300DKPDN9M5S8GB14
MercadoLibre S.R.L
58733RAD4
1479000
PA
USD
4056926.58
0.3786422227
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2
N
N
N
N
N
MercadoLibre S.R.L
MercadoLibre S.R.L
USD
XXXX
N
N
N
Mesa Laboratories, Inc.
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
-865
NS
USD
-111152.5
-0.0103741167
Short
EC
CORP
US
N
1
N
N
N
Mesa Laboratories, Inc.
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064RAA7
1090000
PA
USD
969608.41
0.0904957672
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.38
N
N
N
N
N
Mesa Laboratories, Inc.
Mesa Laboratories, Inc.
USD
XXXX
N
N
N
MetroNet Infrastructure Issuer LLC
N/A
MetroNet Infrastructure Issuer LLC
59170DAB7
500000
PA
USD
487212.2
0.0454726273
Long
ABS-CBDO
CORP
US
N
2
2028-02-20
Fixed
8.01
N
N
N
N
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
48000
PA
USD
48120
0.0044911495
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.5
N
N
N
N
N
N
Abu Dhabi Islamic Bank Public Joint Stock Company
5493006DOLY8O98XHD74
Abu Dhabi Islamic Bank Public Joint Stock Company
N/A
280997
NS
814922.51
0.0760585789
Long
EC
CORP
AE
N
2
N
N
N
Accton Technology Corporation
529900M1YRZ0GWMDF920
Accton Technology Corporation
N/A
338000
NS
3820030.32
0.3565321538
Long
EC
CORP
TW
N
2
N
N
N
Xiamen Xiangyu Co., Ltd.
300300J43OY0HAWA6E69
Xiamen Xiangyu Co., Ltd.
N/A
162900
NS
195171.36
0.0182157888
Long
EC
CORP
CN
N
2
N
N
N
Milos CLO, Ltd.
254900GFWI4EEB8IJS18
Milos CLO, Ltd.
60162QAC4
500000
PA
USD
435078
0.0406068233
Long
ABS-CBDO
CORP
US
N
2
2030-10-21
Floating
11.4
N
N
N
N
N
N
Anhui Heli Co., Ltd.
N/A
Anhui Heli Co., Ltd.
N/A
201100
NS
552589.68
0.0515744568
Long
EC
CORP
CN
N
2
N
N
N
Mirum Pharmaceuticals, Inc.
254900YZKR40F7F27K81
Mirum Pharmaceuticals, Inc.
604749101
-6556
NS
USD
-169603.72
-0.0158295025
Short
EC
CORP
US
N
1
N
N
N
Mirum Pharmaceuticals, Inc.
254900YZKR40F7F27K81
Mirum Pharmaceuticals, Inc.
604749AA9
265000
PA
USD
295000.65
0.0275330844
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4
N
N
N
N
N
Mirum Pharmaceuticals, Inc.
Mirum Pharmaceuticals, Inc.
USD
XXXX
N
N
N
Mitek Systems, Inc.
549300ABZAQ3R25XG118
Mitek Systems, Inc.
606710200
-30452
NS
USD
-330099.68
-0.0308089570
Short
EC
CORP
US
N
1
N
N
N
Mitek Systems, Inc.
549300ABZAQ3R25XG118
Mitek Systems, Inc.
606710AA9
1520000
PA
USD
1298856.72
0.1212252639
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.75
N
N
N
N
N
Mitek Systems, Inc.
Mitek Systems, Inc.
USD
XXXX
N
N
N
MoneyGram International, Inc.
5299002DLX0Q04KC4156
MoneyGram International, Inc.
606950AA1
511000
PA
USD
447913.55
0.0418047945
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9
N
N
N
N
N
N
Model N, Inc.
549300WCIL3W0EYSBN94
Model N, Inc.
607525102
-3306
NS
USD
-116900.16
-0.0109105589
Short
EC
CORP
US
N
1
N
N
N
Model N, Inc.
549300WCIL3W0EYSBN94
Model N, Inc.
607525AB8
151000
PA
USD
185500.48
0.0173131834
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.63
N
N
N
N
N
Model N, Inc.
Model N, Inc.
USD
XXXX
N
N
N
Bangkok Bank Public Company Limited
549300CCL2BKJGMYXV60
Bangkok Bank Public Company Limited
N/A
220100
NS
991738.38
0.0925612079
Long
EC
CORP
TH
N
2
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
-7827
NS
USD
-3216818.73
-0.3002330385
Short
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937PAD8
1816000
PA
USD
3595680
0.3355930260
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.25
N
N
N
N
N
MongoDB, Inc.
MongoDB, Inc.
USD
XXXX
N
N
N
Moneylion Technologies Inc.
N/A
Moneylion Technologies Inc.
60938K114
40481
NS
USD
890.58
0.0000831199
Long
EC
CORP
US
N
1
N
N
N
Mahindra and Mahindra Limited
3358003B573EV4KB4Z02
Mahindra and Mahindra Limited
N/A
80784
NS
1437200.01
0.1341371591
Long
EC
CORP
IN
N
2
N
N
N
Monterey Capital Acquisition Corporation
N/A
Monterey Capital Acquisition Corporation
61244M109
18035
NS
USD
188646.1
0.0176067713
Long
EC
CORP
US
N
1
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369105
11723
NS
USD
4076321.56
0.3804524005
Long
EC
CORP
US
N
1
N
N
N
Apollo Tyres Limited.
335800W2PJ4XBSHQYC34
Apollo Tyres Limited.
N/A
331966
NS
1651498.02
0.1541380818
Long
EC
CORP
IN
N
2
N
N
N
Morgan Stanley Capital I Trust 2018-H4
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAL0
550000
PA
USD
334216.74
0.0311932116
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
3
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust 2006-13ARX
N/A
Morgan Stanley Mortgage Loan Trust 2006-13ARX
61750PAA6
4294924.85
PA
USD
1341619.85
0.1252164445
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Floating
5.33
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
N/A
8900
NS
207977.54
0.0194110188
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RAJ5
569000
PA
USD
327536.88
0.0305697650
Long
ABS-MBS
CORP
US
N
2
2026-10-19
Fixed
3
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAU8
350000
PA
USD
211903.09
0.0197773993
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
2.7
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-UBS11
N/A
Morgan Stanley Capital I Trust 2016-UBS11
61767FBB6
15147088.65
PA
USD
531122.06
0.0495708348
Long
ABS-CBDO
CORP
US
N
2
2049-08-17
Variable
1.58
N
N
N
N
N
N
Cathay Pacific Airways Limited
EQNZNT235RBOJ6LJQZ02
Cathay Pacific Airways Limited
N/A
-1327400
NS
-1360453.21
-0.1269742050
Short
EC
CORP
HK
N
2
N
N
N
Mosaic Solar Loan Trust 2020-1
N/A
Mosaic Solar Loan Trust 2020-1
61946NAE8
490216.95
PA
USD
355431.31
0.0331732159
Long
ABS-CBDO
CORP
US
N
2
2046-04-20
Fixed
0
N
N
N
N
N
N
Nanya Technology Corporation
254900STKVKJBRRO0835
Nanya Technology Corporation
N/A
216000
NS
493910.62
0.0460978061
Long
EC
CORP
TW
N
2
N
N
N
Myers Park CLO, Ltd.
N/A
Myers Park CLO, Ltd.
62848GAA8
1000000
PA
USD
843300
0.0787071149
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
10.75
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886E108
9140
NS
USD
230328
0.0214970383
Long
EC
CORP
US
N
1
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAU2
118000
PA
USD
117991.78
0.0110124423
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
39000
PA
USD
39043.99
0.0036440648
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13
N
N
N
N
N
N
NCL Corporation Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HAT8
730000
PA
USD
1194725.3
0.1115064407
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
USD
XXXX
N
N
N
NCL Corporation Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HAX9
1805000
PA
USD
2484763
0.2319086054
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.38
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
USD
XXXX
N
N
N
NCL Corporation Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBD2
1502000
PA
USD
1382047.28
0.1289896289
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.13
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
USD
XXXX
N
N
N
NCL Corporation Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBK6
1712000
PA
USD
1609935.7
0.1502589756
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.5
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
USD
XXXX
N
N
N
NIO, Inc.
549300JBU4TV5OCKJV96
NIO, Inc.
62914VAE6
277000
PA
USD
262792.95
0.0245270662
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0
N
N
N
N
N
NIO, Inc.
NIO, Inc.
USD
XXXX
N
N
N
NGL Energy Operating LLC
5493008CQD36WWZJ3O79
NGL Energy Operating LLC
62922LAA6
140000
PA
USD
137887.15
0.0128693226
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.5
N
N
N
N
N
N
Nabors Energy Transition Corp.
N/A
Nabors Energy Transition Corp.
629567108
36390
NS
USD
387189.6
0.0361372896
Long
EC
CORP
US
N
1
N
N
N
Kiatnakin Phatra Bank Public Company Limited
254900UPQE3MNOEDXK30
Kiatnakin Phatra Bank Public Company Limited
N/A
55400
NS
93608.39
0.0087366848
Long
EC
CORP
TH
N
2
N
N
N
National Instruments Corporation
549300TP4OOPCYWDUP86
National Instruments Corporation
636518102
11196
NS
USD
642650.4
0.0599800295
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
-42982
NS
USD
-1044032.78
-0.0974419637
Short
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845RAB3
2478000
PA
USD
2608194.12
0.2434287137
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.5
N
N
N
N
N
National Vision Holdings, Inc.
National Vision Holdings, Inc.
USD
XXXX
N
N
N
Natixis Commercial Mortgage Securities Trust 2019-FAME
N/A
Natixis Commercial Mortgage Securities Trust 2019-FAME
63873VAL7
420000
PA
USD
312828.81
0.0291970273
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Variable
4.54
N
N
N
N
N
N
Navigator Aviation Designated Activity Company
N/A
Navigator Aviation Designated Activity Company
63943BAB9
268526.79
PA
USD
215801.55
0.0201412515
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
3.57
N
N
N
N
N
N
nCino, Inc.
549300WVRR2WR3L6MZ46
nCino, Inc.
63947X101
157993
NS
USD
4758749.16
0.4441449269
Long
EC
CORP
US
N
1
N
N
N
Near Intelligence, Inc.
N/A
Near Intelligence, Inc.
639494111
10000
NS
USD
1262
0.0001177853
Long
EC
CORP
US
N
1
N
N
N
Neogenomics, Inc.
549300KN62PPGHBVXB46
Neogenomics, Inc.
64049M209
-10045
NS
USD
-161423.15
-0.0150659912
Short
EC
CORP
US
N
1
N
N
N
Neogenomics, Inc.
549300KN62PPGHBVXB46
Neogenomics, Inc.
64049MAA8
1060000
PA
USD
996039.6
0.0929626506
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25
N
N
N
N
N
Neogenomics, Inc.
Neogenomics, Inc.
USD
XXXX
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
-86816
NS
USD
-6632742.4
-0.6190489957
Short
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 34, Ltd.
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO 34, Ltd.
64133HAL2
500000
PA
USD
459583
0.0428939310
Long
ABS-CBDO
CORP
US
N
2
2031-07-21
Floating
11
N
N
N
N
N
N
Bharti Airtel Limited
335800KQ1FPKOQ84OR26
Bharti Airtel Limited
N/A
61566
NS
661007.58
0.0616933470
Long
EC
CORP
IN
N
2
N
N
N
Hyundai Mobis Co., Ltd.
988400HJA9E0ZVDHRS65
Hyundai Mobis Co., Ltd.
N/A
3369
NS
597224.19
0.0557402976
Long
EC
CORP
KR
N
2
N
N
N
SK Hynix Inc.
988400XAIK6XISWQV045
SK Hynix Inc.
N/A
27016
NS
2380367.08
0.2221650957
Long
EC
CORP
KR
N
2
N
N
N
Newmont Corporation
549300VSP3RIX7FGDZ51
Newmont Corporation
651639106
-16499
NS
USD
-703847.34
-0.0656916797
Short
EC
CORP
US
N
1
N
N
N
NextGen Healthcare, Inc.
N/A
NextGen Healthcare, Inc.
65343C102
-16986
NS
USD
-275512.92
-0.0257142500
Short
EC
CORP
US
N
1
N
N
N
NextGen Healthcare, Inc.
N/A
NextGen Healthcare, Inc.
65343CAA0
813000
PA
USD
783761.27
0.0731502292
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.75
N
N
N
N
N
NextGen Healthcare, Inc.
NextGen Healthcare, Inc.
USD
XXXX
N
N
N
LG Corp.
N/A
LG Corp.
N/A
18130.213
NS
1214414.54
0.1133440824
Long
EC
CORP
KR
N
2
N
N
N
NioCorp Developments Ltd.
5299001QL26XJPOD3A17
NioCorp Developments Ltd.
654484153
2329
NS
USD
1577.66
0.0001472466
Long
EC
CORP
US
N
1
N
N
N
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4
N/A
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4
65535VSF6
6906805.22
PA
USD
941302.24
0.0878538878
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.69
N
N
N
N
N
N
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-WF1
N/A
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-WF1
65537BAE0
2945082.62
PA
USD
790987.05
0.0738246278
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.26
N
N
N
N
N
N
Supalai Public Company Limited
N/A
Supalai Public Company Limited
N/A
2175600
NS
1241564.69
0.1158780679
Long
EC
CORP
TH
N
2
N
N
N
AP (Thailand) Public Company Limited
N/A
AP (Thailand) Public Company Limited
N/A
2941300
NS
955802.13
0.0892071956
Long
EC
CORP
TH
N
2
N
N
N
Naspers Limited
21380044BQ8812EEKT59
Naspers Limited
N/A
7195
NS
1301931.75
0.1215122635
Long
EC
CORP
ZA
N
2
N
N
N
Nintendo Co., Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co., Ltd.
N/A
19580
NS
891721.49
0.0832264031
Long
EC
CORP
JP
N
2
N
N
N
PT Bank Mandiri (Persero) Tbk.
549300RSKQN4Z5ZSGH94
PT Bank Mandiri (Persero) Tbk.
N/A
6683200
NS
2349466.22
0.2192810479
Long
EC
CORP
ID
N
2
N
N
N
Northern Oil and Gas Incorporated
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Incorporated
665531AG4
60000
PA
USD
58805.21
0.0054884245
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.13
N
N
N
N
N
N
Northern Star Investment Corp. III
N/A
Northern Star Investment Corp. III
66574L118
989
NS
USD
11.87
0.0000011079
Long
EC
CORP
US
N
1
N
N
N
Northern Star Investment Corp. IV
N/A
Northern Star Investment Corp. IV
66575B119
764
NS
USD
38.2
0.0000035653
Long
EC
CORP
US
N
1
N
N
N
AMSR 2020-SFR4 Trust
N/A
AMSR 2020-SFR4 Trust
66981FAJ9
3700000
PA
USD
3378491.09
0.3153222891
Long
ABS-CBDO
CORP
US
N
2
2025-11-19
Fixed
4.87
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
72335
NS
USD
7299324.85
0.6812626581
Long
EC
CORP
CH
N
1
N
N
N
NovaStar Mortgage Funding Trust, Series 2006-3
N/A
NovaStar Mortgage Funding Trust, Series 2006-3
66988WAD8
3492805.56
PA
USD
1771943.57
0.1653795401
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Floating
5.47
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
670100205
27309
NS
USD
4419415.47
0.4124741386
Long
EC
CORP
DK
N
1
N
N
N
Nubia Brand International Corp.
N/A
Nubia Brand International Corp.
67022R103
17032
NS
USD
181390.8
0.0169296176
Long
EC
CORP
US
N
1
N
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc.
67059N108
-1038
NS
USD
-29115.9
-0.0027174534
Short
EC
CORP
US
N
1
N
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc.
67059NAH1
132000
PA
USD
111629.63
0.0104186483
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25
N
N
N
N
N
Nutanix, Inc.
Nutanix, Inc.
USD
XXXX
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
50608
NS
USD
2104786.72
0.1964445514
Long
EC
CORP
US
N
1
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704AJ4
1501000
PA
USD
1369958.2
0.1278613274
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.38
N
N
N
N
N
NuVasive, Inc.
NuVasive, Inc.
USD
XXXX
N
N
N
Oca Acquisition Corp.
N/A
Oca Acquisition Corp.
670865104
3400
NS
USD
35632
0.0033256159
Long
EC
CORP
US
N
1
N
N
N
OHA Credit Funding 3 Ltd.
N/A
OHA Credit Funding 3 Ltd.
67112TAG5
1000000
PA
USD
958977
0.0895035135
Long
ABS-CBDO
CORP
US
N
2
2035-07-02
Floating
11.5
N
N
N
N
N
N
Oi S.A. - In Judicial Reorganization
254900YEMWCRRAGD4978
Oi S.A. - In Judicial Reorganization
67117EAA6
26726
PA
USD
26057.85
0.0024320387
Long
DBT
CORP
US
Y
2
2024-06-30
Fixed
14
N
N
N
N
N
N
Oak Street Health, Inc.
2549007CJE6GSEURLA30
Oak Street Health, Inc.
67181AAB3
2685000
PA
USD
2638769.67
0.2462823996
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
Oak Street Health, Inc.
Oak Street Health, Inc.
USD
XXXX
N
N
N
Oak Woods Acquisition Corporation
N/A
Oak Woods Acquisition Corporation
67190B104
11827
NS
USD
121463.29
0.0113364462
Long
EC
CORP
KY
N
1
N
N
N
Pt. Bank Negara Indonesia (Persero) Tbk.
549300HZ8J3MLVXQ8F85
Pt. Bank Negara Indonesia (Persero) Tbk.
N/A
1757300
NS
1079090.42
0.1007139733
Long
EC
CORP
ID
N
2
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
50000
PA
USD
38940.64
0.0036344189
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.4
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CN3
560000
PA
USD
417447.46
0.0389613248
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CX1
170000
PA
USD
131657.78
0.0122879213
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.3
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CY9
89000
PA
USD
65081.25
0.0060741817
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.4
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
120000
PA
USD
123530.62
0.0115293949
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DL6
640000
PA
USD
660697.76
0.0616644308
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.6
N
N
N
N
N
N
Octagon Investment Partners 20-R, Ltd.
N/A
Octagon Investment Partners 20-R, Ltd.
67576VAA2
500000
PA
USD
426446.5
0.0398012257
Long
ABS-CBDO
CORP
US
N
2
2031-05-12
Floating
12.14
N
N
N
N
N
N
Octagon Investment Partners XVI, Ltd.
549300QEN35HTPJ3BX33
Octagon Investment Partners XVI, Ltd.
67590DAE6
1500000
PA
USD
153990
0.0143722384
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-17
Variable
0
N
N
N
N
N
N
Octagon Investment Partners XVI, Ltd.
549300QEN35HTPJ3BX33
Octagon Investment Partners XVI, Ltd.
67590DAG1
500000
PA
USD
399576
0.0372933406
Long
ABS-CBDO
CORP
US
N
2
2030-07-17
Floating
11.01
N
N
N
N
N
N
Octagon Investment Partners 40 Ltd.
N/A
Octagon Investment Partners 40 Ltd.
67592EAE2
1000000
PA
USD
872132
0.0813980713
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
12.25
N
N
N
N
N
N
Octagon 57 Ltd
N/A
Octagon 57 Ltd
67592YAA6
1500000
PA
USD
1322215.5
0.1234053922
Long
ABS-CBDO
CORP
US
N
2
2034-10-16
Floating
11.86
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
N/A
27622
NS
1247303.15
0.1164136515
Long
EP
CORP
KR
N
1
2500-01-01
Fixed
1
N
N
N
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
9395
NS
USD
3473801.25
0.3242178039
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Limited
549300ZG62N2599PWR15
Singapore Airlines Limited
N/A
185100
NS
979956.14
0.0914615445
Long
EC
CORP
SG
N
2
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
-33766
NS
USD
-2084037.52
-0.1945079812
Short
EC
CORP
US
N
1
N
N
N
Operadora de Servicios Mega SA de CV SOFOM ER.
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV SOFOM ER.
68373NAA3
200000
PA
USD
101167.68
0.0094422106
Long
DBT
CORP
US
Y
2
2025-02-11
Fixed
8.25
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389X105
137393
NS
USD
16362132.37
1.5271151811
Long
EC
CORP
US
N
1
N
N
N
Swire Pacific Limited
549300KZOZHII0DGF611
Swire Pacific Limited
N/A
50244
NS
386030.69
0.0360291259
Long
EC
CORP
HK
N
2
N
N
N
Tsingtao Brewery Co., Ltd.
5299001HPFTEVOPKOQ55
Tsingtao Brewery Co., Ltd.
N/A
226000
NS
2063049.54
0.1925491251
Long
EC
CORP
CN
N
2
N
N
N
Mizrahi-Tefahot Bank Ltd.
YZO9YEGEO4VYDZMDWF93
Mizrahi-Tefahot Bank Ltd.
N/A
21902
NS
729838.93
0.0681175341
Long
EC
CORP
IL
N
2
N
N
N
United Overseas Bank Limited
IO66REGK3RCBAMA8HR66
United Overseas Bank Limited
N/A
64300
NS
1334709.58
0.1245714932
Long
EC
CORP
SG
N
2
N
N
N
PECF USS Intermediate Holding III Corporation
N/A
PECF USS Intermediate Holding III Corporation
69291HAA3
120000
PA
USD
68659.95
0.0064081899
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8
N
N
N
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
24921
NS
USD
1772879.94
0.1654669336
Long
EC
CORP
US
N
1
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327RAJ0
1284000
PA
USD
1281924.8
0.1196449692
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331C108
14430
NS
USD
249350.4
0.0232724423
Long
EC
CORP
US
N
1
N
N
N
PRKCM 2022-AFC2 Trust
N/A
PRKCM 2022-AFC2 Trust
69377TAD8
2000000
PA
USD
1906045.2
0.1778955514
Long
ABS-CBDO
CORP
US
N
2
2026-08-25
Variable
6.24
N
N
N
N
N
N
PRPM 2022-5, LLC
N/A
PRPM 2022-5, LLC
69377VAA9
3340880.66
PA
USD
3257409.76
0.3040214920
Long
ABS-CBDO
CORP
US
N
2
2025-09-25
Fixed
6.9
N
N
N
N
N
N
PT ABM Investama Tbk.
254900NA4NGP8BT2KH46
PT ABM Investama Tbk.
69379AAB1
200000
PA
USD
181244.42
0.0169159556
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
9.5
N
N
N
N
N
N
Pacific Gas And Electric Company
1HNPXZSMMB7HMBMVBS46
Pacific Gas And Electric Company
694308JH1
20000
PA
USD
13498.07
0.0012598057
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.3
N
N
N
N
N
N
Pacira Pharmaceuticals, Inc.
549300P56LERYBDHCF69
Pacira Pharmaceuticals, Inc.
695127100
-7387
NS
USD
-295997.09
-0.0276260844
Short
EC
CORP
US
N
1
N
N
N
Pacira Pharmaceuticals, Inc.
549300P56LERYBDHCF69
Pacira Pharmaceuticals, Inc.
695127AF7
2120000
PA
USD
1955789.04
0.1825382576
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.75
N
N
N
N
N
Pacira Pharmaceuticals, Inc.
Pacira Pharmaceuticals, Inc.
USD
XXXX
N
N
N
PAGAYA AI Debt Trust 2022-2
N/A
PAGAYA AI Debt Trust 2022-2
69546VAE7
879249.52
PA
USD
848215.35
0.0791658757
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Variable
5.31
N
N
N
N
N
N
Pagaya AI Debt Selection Trust 2021-5
N/A
Pagaya AI Debt Selection Trust 2021-5
69547EAD6
750000
PA
USD
386607
0.0360829142
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
Fixed
0
N
N
N
N
N
N
Pagerduty, Inc.
549300U1SB749EDAGH21
Pagerduty, Inc.
69553P100
-4018
NS
USD
-90324.64
-0.0084302049
Short
EC
CORP
US
N
1
N
N
N
Pagerduty, Inc.
549300U1SB749EDAGH21
Pagerduty, Inc.
69553PAB6
578000
PA
USD
547946.31
0.0511410805
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
1.25
N
N
N
N
N
Pagerduty, Inc.
Pagerduty, Inc.
USD
XXXX
N
N
N
Palmer Square Loan Funding 2022-3 Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAJ2
250000
PA
USD
250816.75
0.0234093001
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
9.41
N
N
N
N
N
N
Government of the Republic of Panama
549300SHS4T08CL0LP14
Government of the Republic of Panama
698299BL7
200000
PA
USD
131000
0.0122265292
Long
DBT
NUSS
US
N
2
2060-07-23
Fixed
3.87
N
N
N
N
N
N
Papaya Growth Opportunity Corp. I
549300U6L3FU6EKJUM40
Papaya Growth Opportunity Corp. I
69882P102
28348
NS
USD
300488.8
0.0280453059
Long
EC
CORP
US
N
1
N
N
N
PAR Technology Corporation
549300HYPTHBJQINVG57
PAR Technology Corporation
698884103
-8312
NS
USD
-273714.16
-0.0255463676
Short
EC
CORP
US
N
1
N
N
N
PAR Technology Corporation
549300HYPTHBJQINVG57
PAR Technology Corporation
698884AE3
1170000
PA
USD
929841.12
0.0867841953
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.5
N
N
N
N
N
PAR Technology Corporation
PAR Technology Corporation
USD
XXXX
N
N
N
Paratek Pharmaceuticals, Inc.
5493007V5QDIWECEYV79
Paratek Pharmaceuticals, Inc.
699374AB0
820000
PA
USD
802866.1
0.0749333267
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75
N
N
N
N
N
Paratek Pharmaceuticals, Inc.
Paratek Pharmaceuticals, Inc.
USD
XXXX
N
N
N
Park Aerospace Holdings Limited
635400CPI3EOIFF6OC33
Park Aerospace Holdings Limited
70014LAB6
50000
PA
USD
49530.87
0.0046228292
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.5
N
N
N
N
N
N
Park River Holdings, Inc.
N/A
Park River Holdings, Inc.
70082LAA5
50000
PA
USD
39243.75
0.0036627088
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.63
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
-49096
NS
USD
-684398.24
-0.0638764507
Short
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
2485000
PA
USD
2085886.64
0.1946805637
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75
N
N
N
N
N
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
Pegasystems Inc.
549300FMCOKPL06FYN26
Pegasystems Inc.
705573AB9
1802000
PA
USD
1641070.59
0.1531648660
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.75
N
N
N
N
N
Pegasystems Inc.
Pegasystems Inc.
USD
XXXX
N
N
N
PENN Entertainment, Inc.
N/A
PENN Entertainment, Inc.
707569109
-23054
NS
USD
-553987.62
-0.0517049297
Short
EC
CORP
US
N
1
N
N
N
PENN Entertainment, Inc.
N/A
PENN Entertainment, Inc.
707569AU3
750000
PA
USD
932707.5
0.0870517210
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75
N
N
N
N
N
PENN Entertainment, Inc.
PENN Entertainment, Inc.
USD
XXXX
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
-16851
NS
USD
-227151.48
-0.0212005664
Short
EC
CORP
US
N
1
N
N
N
PennyMac Corp.
EWN0I878407TKQNXZ933
PennyMac Corp.
70932AAD5
383000
PA
USD
360545.09
0.0336504966
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.5
N
N
N
N
N
PennyMac Mortgage Investment Trust
PennyMac Mortgage Investment Trust
USD
XXXX
N
N
N
PennyMac Corp.
EWN0I878407TKQNXZ933
PennyMac Corp.
70932AAF0
1514000
PA
USD
1340421.41
0.1251045914
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.5
N
N
N
N
N
PennyMac Financial Services, Inc.
PennyMac Financial Services, Inc.
USD
XXXX
N
N
N
Groupe Bruxelles Lambert - Groep Brussel Lambert
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert - Groep Brussel Lambert
N/A
24470
NS
1927910.22
0.1799362637
Long
EC
CORP
BE
N
2
N
N
N
Lafarge
549300DNNL29KCEPRZ85
Lafarge
N/A
56418
NS
3796307.68
0.3543180656
Long
EC
CORP
CH
N
2
N
N
N
PetIQ, Inc.
549300GROACFGKVYOX14
PetIQ, Inc.
71639T106
-28431
NS
USD
-431298.27
-0.0402540525
Short
EC
CORP
US
N
1
N
N
N
PetIQ, Inc.
549300GROACFGKVYOX14
PetIQ, Inc.
71639TAB2
1608000
PA
USD
1476505.8
0.1378056583
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4
N
N
N
N
N
PetIQ, Inc.
PetIQ, Inc.
USD
XXXX
N
N
N
Petrobras Global Finance B.V.
549300FNENFFSMO3GT38
Petrobras Global Finance B.V.
71647NAN9
270000
PA
USD
235213.79
0.0219530402
Long
DBT
CORP
US
N
2
2115-06-05
Fixed
6.85
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
250000
PA
USD
156688.45
0.0146240909
Long
DBT
CORP
US
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
Phoenix Biotech Acquisition Corp.
N/A
Phoenix Biotech Acquisition Corp.
71902K113
2967
NS
USD
180.99
0.0000168922
Long
EC
CORP
US
N
1
N
N
N
Jumbo S.A.
549300TGIVUUMY40MZ05
Jumbo S.A.
N/A
28017
NS
771285.91
0.0719858754
Long
EC
CORP
GR
N
2
N
N
N
Plains All American Pipeline, L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline, L.P.
726503AE5
90000
PA
USD
80359.18
0.0075001058
Long
DBT
CORP
US
N
2
2500-12-31
Floating
9.43
N
N
N
N
N
N
Plains All American Pipeline, L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline, L.P.
72650RAM4
50000
PA
USD
49158.69
0.0045880928
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.7
N
N
N
N
N
N
Planet Labs Inc.
N/A
Planet Labs Inc.
72703X106
-173029
NS
USD
-557153.38
-0.0520003974
Short
EC
CORP
US
N
1
N
N
N
Plug Power Inc.
549300JPDKRSJ8JSM954
Plug Power Inc.
72919P202
-331234
NS
USD
-3441521.26
-0.3212050388
Short
EC
CORP
US
N
1
N
N
N
Plug Power Inc.
549300JPDKRSJ8JSM954
Plug Power Inc.
72919PAD5
1807000
PA
USD
3744013.65
0.3494373443
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.75
N
N
N
N
N
Plug Power Inc.
Plug Power Inc.
USD
XXXX
N
N
N
Porch Group Inc
549300NXEI7CVW8IXQ90
Porch Group Inc
733245104
-1910
NS
USD
-2635.8
-0.0002460052
Short
EC
CORP
US
N
1
N
N
N
Porch Group Inc
549300NXEI7CVW8IXQ90
Porch Group Inc
733245AA2
2871000
PA
USD
1011484.88
0.0944041938
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
0.75
N
N
N
N
N
Porch Group Inc
Porch Group Inc
USD
XXXX
N
N
N
Power & Digital Infrastructure Acquisition II Corp.
N/A
Power & Digital Infrastructure Acquisition II Corp.
73919C100
26046
NS
USD
271659.78
0.0253546277
Long
EC
CORP
US
N
1
N
N
N
Artera Services, LLC
549300J2G34D0WX8Z443
Artera Services, LLC
73939VAA2
80000
PA
USD
70034.02
0.0065364350
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03
N
N
N
N
N
N
Premier Entertainment Sub, LLC
549300KRDMIL2NJVZ267
Premier Entertainment Sub, LLC
74052HAA2
110000
PA
USD
82967.86
0.0077435799
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.63
N
N
N
N
N
N
Premier Entertainment Sub, LLC
549300KRDMIL2NJVZ267
Premier Entertainment Sub, LLC
74052HAB0
85000
PA
USD
62696.67
0.0058516234
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.88
N
N
N
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
35723
NS
USD
7064580.48
0.6593534299
Long
EC
CORP
US
N
1
N
N
N
Prime Number Acquisition I Corp.
N/A
Prime Number Acquisition I Corp.
74168P107
16818
NS
USD
177261.72
0.0165442411
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
98946
NS
USD
8341147.8
0.7784983733
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet Inc.
02079K107
95382
NS
USD
11538360.54
1.0769015399
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet Inc.
02079K305
109589
NS
USD
13117803.3
1.2243145397
Long
EC
CORP
US
N
1
N
N
N
Altaba Inc.
549300ZJC0V1K2ZCKG85
Altaba Inc.
N/A
1829320
NS
USD
4198289.4
0.3918359375
Long
EC
CORP
US
N
3
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
122256
NS
USD
15937292.16
1.4874638740
Long
EC
CORP
US
N
1
N
N
N
biote Corp.
N/A
biote Corp.
090683103
1062
NS
USD
7179.12
0.0006700437
Long
EC
CORP
US
N
1
N
N
N
Blackline, Inc.
529900P9N7PK9LV5EK56
Blackline, Inc.
09239BAB5
849000
PA
USD
852625.23
0.0795774599
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.13
N
N
N
N
N
Blackline, Inc.
Blackline, Inc.
USD
XXXX
N
N
N
Blackline, Inc.
529900P9N7PK9LV5EK56
Blackline, Inc.
09239BAD1
1878000
PA
USD
1598709.47
0.1492112059
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
Blackline, Inc.
Blackline, Inc.
USD
XXXX
N
N
N
H & R Block, Inc.
549300CE3KUCWLZBG404
H & R Block, Inc.
093671105
-64771
NS
USD
-2064251.77
-0.1926613319
Short
EC
CORP
US
N
1
N
N
N
Bloom Energy Corporation
549300XB5J9BFW5JXV97
Bloom Energy Corporation
093712107
-95510
NS
USD
-1561588.5
-0.1457466210
Short
EC
CORP
US
N
1
N
N
N
Bloom Energy Corporation
549300XB5J9BFW5JXV97
Bloom Energy Corporation
093712AH0
1362000
PA
USD
1653849.36
0.1543575377
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
2.5
N
N
N
N
N
Bloom Energy Corporation
Bloom Energy Corporation
USD
XXXX
N
N
N
Bloom Energy Corporation
549300XB5J9BFW5JXV97
Bloom Energy Corporation
093712AJ6
978000
PA
USD
1104171.78
0.1030548739
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3
N
N
N
N
N
Bloom Energy Corporation
Bloom Energy Corporation
USD
XXXX
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
The Boeing Company
097023105
76193
NS
USD
16088913.88
1.5016150754
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
The Boeing Company
097023BY0
20000
PA
USD
15647.96
0.0014604598
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
The Boeing Company
097023CP8
90000
PA
USD
73077.55
0.0068204946
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
The Boeing Company
097023CW3
20000
PA
USD
19939.84
0.0018610308
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.8
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
The Boeing Company
097023CX1
30000
PA
USD
29639.08
0.0027662830
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
Boot Barn Holdings, Inc.
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
-21431
NS
USD
-1814991.39
-0.1693972914
Short
EC
CORP
US
N
1
N
N
N
Braemar Hotel & Resorts Inc.
549300JDUUEBN868C776
Braemar Hotel & Resorts Inc.
10482B101
-94481
NS
USD
-379813.62
-0.0354488726
Short
EC
CORP
US
N
1
N
N
N
Braemar Hotel & Resorts Inc.
549300JDUUEBN868C776
Braemar Hotel & Resorts Inc.
10482BAB7
998000
PA
USD
928721.83
0.0866797294
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.5
N
N
N
N
N
Braemar Hotel & Resorts Inc.
Braemar Hotel & Resorts Inc.
USD
XXXX
N
N
N
Braskem Idesa, S.A.P.I.
YH0V7ZHY352ITDGEYB83
Braskem Idesa, S.A.P.I.
10554NAB4
300000
PA
USD
192208.14
0.0179392247
Long
DBT
CORP
US
N
2
2032-02-20
Fixed
6.99
N
N
N
N
N
N
BRAVO Residential Funding Trust 2022-RPL1
N/A
BRAVO Residential Funding Trust 2022-RPL1
10568PAA5
314956.67
PA
USD
279776.2
0.0261121517
Long
ABS-MBS
CORP
US
N
2
2025-01-29
Fixed
3.13
N
N
N
N
N
N
Bridgebio Pharma, Inc.
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806X102
-2329
NS
USD
-40058.8
-0.0037387793
Short
EC
CORP
US
N
1
N
N
N
Bridgebio Pharma, Inc.
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806XAB8
139000
PA
USD
107406.83
0.0100245247
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.5
N
N
N
N
N
Bridgebio Pharma, Inc.
Bridgebio Pharma, Inc.
USD
XXXX
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122157
25297
NS
USD
25297
0.0023610268
Long
EC
CORP
US
N
3
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135F101
2164
NS
USD
1877118.52
0.1751957583
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135F101
-5044
NS
USD
-4375316.92
-0.4083583203
Short
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
-2730
NS
USD
-429674.7
-0.0401025210
Short
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017AB2
1500000
PA
USD
1557870
0.1453995649
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25
N
N
N
N
N
Burlington Stores, Inc.
Burlington Stores, Inc.
USD
XXXX
N
N
N
Burtech Acquisition Corp.
N/A
Burtech Acquisition Corp.
123013112
14057
NS
USD
246
0.0000229597
Long
EC
CORP
US
N
1
N
N
N
BX Trust 2017-APPL
N/A
BX Trust 2017-APPL
12433PAQ9
266157.84
PA
USD
266173.22
0.0248425545
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
9.57
N
N
N
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
16604
NS
USD
3046834
0.2843679754
Long
EC
CORP
US
N
1
N
N
N
CF Acquisition Corp. IV
N/A
CF Acquisition Corp. IV
12520T102
22070
NS
USD
231735
0.0216283568
Long
EC
CORP
US
N
1
N
N
N
CF Acquisition Corp. VII
N/A
CF Acquisition Corp. VII
12521H107
23190
NS
USD
246973.5
0.0230506008
Long
EC
CORP
US
N
1
N
N
N
CF 2019-CF2 Mortgage Trust
N/A
CF 2019-CF2 Mortgage Trust
12528YAR4
3079600
PA
USD
132780.96
0.0123927502
Long
ABS-CBDO
CORP
US
N
2
2052-11-18
Variable
1.07
N
N
N
N
N
N
C5 Acquisition Corporation
N/A
C5 Acquisition Corporation
12530D105
26592
NS
USD
283204.8
0.0264321508
Long
EC
CORP
US
N
1
N
N
N
C5 Acquisition Corporation
N/A
C5 Acquisition Corporation
12530D113
1738
NS
USD
85.86
0.0000080135
Long
EC
CORP
US
N
1
N
N
N
Clas 2019-1 Limited
549300OROZU0B82MDO61
Clas 2019-1 Limited
12563CAA5
1000000
PA
USD
29600
0.0027626356
Long
ABS-CBDO
CORP
US
N
3
2039-04-15
Variable
0
N
N
N
N
N
N
CIFC Funding 2021-I Ltd
N/A
CIFC Funding 2021-I Ltd
12563KAA7
500000
PA
USD
458404.5
0.0427839389
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Floating
11.26
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896100
-1254
NS
USD
-73672.5
-0.0068760227
Short
EC
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896BW9
277000
PA
USD
274057.98
0.0255784572
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.38
N
N
N
N
N
CMS Energy Corporation
CMS Energy Corporation
USD
XXXX
N
N
N
XPO Cnw, Inc.
N/A
XPO Cnw, Inc.
12612WAB0
120000
PA
USD
119772.36
0.0111786279
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.7
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BA4
200000
PA
USD
94430.31
0.0088133965
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
280000
PA
USD
196656.52
0.0183544021
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13
N
N
N
N
N
N
CSAIL 2016-C5 Commercial Mortgage Trust
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LBE9
344000
PA
USD
303673.67
0.0283425571
Long
ABS-MBS
CORP
US
N
2
2025-11-18
Variable
4.8
N
N
N
N
N
N
CSAIL 2016-C6 Commercial Mortgage Trust
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAV0
1000000
PA
USD
716366.3
0.0668601028
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
5.08
N
N
N
N
N
N
CTR Partnership, L.P.
254900L7G64R08G6RJ22
CTR Partnership, L.P.
126458AE8
30000
PA
USD
26010.13
0.0024275848
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.88
N
N
N
N
N
N
CSMC 2021-B33
N/A
CSMC 2021-B33
12658WAJ8
338000
PA
USD
239400.19
0.0223437665
Long
ABS-MBS
CORP
US
N
2
2031-10-10
Variable
3.77
N
N
N
N
N
N
CWABS, Inc.
549300I38TM1UFUB6822
CWABS, Inc.
126671YX8
66416.41
PA
USD
63684.72
0.0059438404
Long
ABS-CBDO
CORP
US
N
2
2033-08-26
Floating
5.65
N
N
N
N
N
N
CWABS Asset-Backed Certificates Trust 2006-12
N/A
CWABS Asset-Backed Certificates Trust 2006-12
12667AAA4
242398.49
PA
USD
212687.97
0.0198506540
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Floating
5.41
N
N
N
N
N
N
California Institute of Technology
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
90000
PA
USD
61340.4
0.0057250396
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65
N
N
N
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
-63717
NS
USD
-1264782.45
-0.1180450345
Short
EC
CORP
US
N
1
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193AE4
1459000
PA
USD
1894876.25
0.1768531278
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.75
N
N
N
N
N
Topgolf Callaway Brands Corp.
Topgolf Callaway Brands Corp.
USD
XXXX
N
N
N
Cameron LNG, LLC
549300C39FLHGVD73K22
Cameron LNG, LLC
133434AB6
20000
PA
USD
16683.65
0.0015571232
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.3
N
N
N
N
N
N
Camtek Ltd.
N/A
Camtek Ltd.
13469VAA6
191000
PA
USD
169991.34
0.0158656800
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0
N
N
N
N
N
Camtek Ltd.
Camtek Ltd.
USD
XXXX
N
N
N
Canna-Global Acquisition Corp.
N/A
Canna-Global Acquisition Corp.
13767K101
4825
NS
USD
51772.25
0.0048320223
Long
EC
CORP
US
N
1
N
N
N
Canyon Capital CLO 2014-1 Ltd
N/A
Canyon Capital CLO 2014-1 Ltd
13875LAW8
700000
PA
USD
540221.5
0.0504201063
Long
ABS-CBDO
CORP
US
N
2
2031-01-30
Floating
10.8
N
N
N
N
N
N
CarMax, Inc.
529900F60CID3NCZM330
CarMax, Inc.
143130102
19270
NS
USD
1612899
0.1505355471
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategies CLO 2014-2-R Limited
549300K65HYRGER5BW54
Carlyle Global Market Strategies CLO 2014-2-R Limited
14314NAA9
1000000
PA
USD
806333
0.0752569004
Long
ABS-CBDO
CORP
KY
N
2
2031-05-15
Floating
10.67
N
N
N
N
N
N
Carlyle US CLO 2020-2, Ltd.
N/A
Carlyle US CLO 2020-2, Ltd.
14315HAG8
1500000
PA
USD
1355400
0.1265025774
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
11.96
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658300
-185944
NS
USD
-3501325.52
-0.3267867069
Short
EC
CORP
PA
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
130000
PA
USD
127304.03
0.0118815759
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
120000
PA
USD
110390.79
0.0103030245
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BS0
300000
PA
USD
318017.13
0.0296812650
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
10.5
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BT8
1501000
PA
USD
2956174.47
0.2759065144
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.75
N
N
N
N
N
Carnival Corporation
Carnival Corporation
USD
XXXX
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BU5
733000
PA
USD
1221661.78
0.1140204839
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.75
N
N
N
N
N
Carnival Corporation
Carnival Corporation
USD
XXXX
N
N
N
Cascade MH Asset Trust 2019-MH1
N/A
Cascade MH Asset Trust 2019-MH1
14732FAC6
4100000
PA
USD
3738359.5
0.3489096296
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Fixed
5.99
N
N
N
N
N
N
Castle United States Holding Corporation
N/A
Castle United States Holding Corporation
14852LAA1
195000
PA
USD
110275.29
0.0102922447
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
9.5
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust 2018-1
N/A
Castlelake Aircraft Securitization Trust 2018-1
14856CAC3
889061.22
PA
USD
235512.32
0.0219809027
Long
ABS-CBDO
CORP
US
N
2
2025-06-15
Fixed
6.63
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
130000
PA
USD
111579.62
0.0104139808
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
12000
PA
USD
12030.54
0.0011228378
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.5
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527205
-34152
NS
USD
-1245181.92
-0.1162156723
Short
EC
CORP
US
N
1
N
N
N
Century Aluminum Company
549300U5ODNGEYWKSW73
Century Aluminum Company
156431108
-32808
NS
USD
-286085.76
-0.0267010373
Short
EC
CORP
US
N
1
N
N
N
Century Aluminum Company
549300U5ODNGEYWKSW73
Century Aluminum Company
156431AQ1
815000
PA
USD
631735.84
0.0589613487
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.75
N
N
N
N
N
Century Aluminum Company
Century Aluminum Company
USD
XXXX
N
N
N
Cerence Inc.
5493002WL2W5WMS89568
Cerence Inc.
156727109
-23033
NS
USD
-673254.59
-0.0628363884
Short
EC
CORP
US
N
1
N
N
N
Cerence Inc.
5493002WL2W5WMS89568
Cerence Inc.
156727AB5
1026000
PA
USD
1100456.82
0.1027081482
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3
N
N
N
N
N
Cerence Inc.
Cerence Inc.
USD
XXXX
N
N
N
Cerence Inc.
5493002WL2W5WMS89568
Cerence Inc.
156727AC3
831000
PA
USD
837315.6
0.0781485772
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
1.5
N
N
N
N
N
Cerence Inc.
Cerence Inc.
USD
XXXX
N
N
N
Cetus Capital Acquisition Corp.
N/A
Cetus Capital Acquisition Corp.
15719Y105
7601
NS
USD
77986.26
0.0072786357
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175BM5
60000
PA
USD
50949.81
0.0047552621
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175BR4
50000
PA
USD
47734.34
0.0044551550
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175BT0
10000
PA
USD
7541.04
0.0007038225
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.8
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175CE2
30000
PA
USD
19983.39
0.0018650954
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.5
N
N
N
N
N
N
Former Charter Communications Parent, Inc.
0J0XRGZE3PBRFEZ7MV65
Former Charter Communications Parent, Inc.
16119P108
4984
NS
USD
1830972.08
0.1708888057
Long
EC
CORP
US
N
1
N
N
N
Former Charter Communications Parent, Inc.
0J0XRGZE3PBRFEZ7MV65
Former Charter Communications Parent, Inc.
16119P108
-1171
NS
USD
-430190.27
-0.0401506403
Short
EC
CORP
US
N
1
N
N
N
The Cheesecake Factory Incorporated
529900872XMLK10SY247
The Cheesecake Factory Incorporated
163072101
-1348
NS
USD
-46613.84
-0.0043505761
Short
EC
CORP
US
N
1
N
N
N
The Cheesecake Factory Incorporated
529900872XMLK10SY247
The Cheesecake Factory Incorporated
163072AA9
585000
PA
USD
495986.99
0.0462915985
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.38
N
N
N
N
N
The Cheesecake Factory Incorporated
The Cheesecake Factory Incorporated
USD
XXXX
N
N
N
The Chefs' Warehouse, Inc.
549300JYEDC8C547E980
The Chefs' Warehouse, Inc.
163086101
-27359
NS
USD
-978357.84
-0.0913123715
Short
EC
CORP
US
N
1
N
N
N
The Chefs' Warehouse, Inc.
549300JYEDC8C547E980
The Chefs' Warehouse, Inc.
163086AD3
1590000
PA
USD
1648464.3
0.1538549378
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.38
N
N
N
N
N
The Chefs' Warehouse, Inc.
The Chefs' Warehouse, Inc.
USD
XXXX
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092AD1
458000
PA
USD
401789.66
0.0374999466
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.13
N
N
N
N
N
Chegg, Inc.
Chegg, Inc.
USD
XXXX
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092AF6
1270000
PA
USD
954970.15
0.0891295450
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0
N
N
N
N
N
Chegg, Inc.
Chegg, Inc.
USD
XXXX
N
N
N
Chenango Park CLO, Ltd
N/A
Chenango Park CLO, Ltd
16410LAA1
1000000
PA
USD
793018
0.0740141810
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
11.06
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, L.P.
16411QAN1
50000
PA
USD
41252.39
0.0038501798
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
30000
PA
USD
28057.7
0.0026186892
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764100
-11560
NS
USD
-1818966
-0.1697682508
Short
EC
CORP
US
N
1
N
N
N
Chinook Therapeutics, Inc.
549300X0O3003W5QYQ48
Chinook Therapeutics, Inc.
16961L106
22871
NS
USD
878703.82
0.0820114343
Long
EC
CORP
US
N
1
N
N
N
CHL Mortgage Pass-Through Trust 2002-HYB1
N/A
CHL Mortgage Pass-Through Trust 2002-HYB1
17025JAA1
962964.77
PA
USD
499673.66
0.0466356838
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
N
N
N
N
N
N
Churchill Capital Corp VII
N/A
Churchill Capital Corp VII
17144M110
1608
NS
USD
225.12
0.0000210110
Long
EC
CORP
US
N
1
N
N
N
Churchill Capital Corp. V
N/A
Churchill Capital Corp. V
17144T107
10061
NS
USD
102320.37
0.0095497938
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
-50069
NS
USD
-826138.5
-0.0771053929
Short
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243VAB8
878000
PA
USD
1210911.26
0.1130171133
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.5
N
N
N
N
N
Cinemark Holdings, Inc.
Cinemark Holdings, Inc.
USD
XXXX
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967424
45250
NS
USD
2083310
0.1944400801
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967JM4
700000
PA
USD
673457.61
0.0628553367
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
5.95
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Series 2007 AHL3
N/A
Citigroup Mortgage Loan Trust Series 2007 AHL3
17312GAA9
2457343.07
PA
USD
1766159.55
0.1648397043
Long
ABS-CBDO
CORP
US
N
2
2045-07-25
Floating
5.21
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC27
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
291000
PA
USD
230225.41
0.0214874633
Long
ABS-MBS
CORP
US
N
2
2025-01-10
Variable
4.57
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2018-B2
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FAY2
2521950
PA
USD
132497.96
0.0123663372
Long
ABS-CBDO
CORP
US
N
2
2051-03-10
Variable
1.56
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2020-555
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAN8
500000
PA
USD
314695.55
0.0293712544
Long
ABS-MBS
CORP
US
N
2
2029-12-12
Variable
3.62
N
N
N
N
N
N
Clean Earth Acquisitions Corp.
N/A
Clean Earth Acquisitions Corp.
184493104
27480
NS
USD
287990.4
0.0268788017
Long
EC
CORP
US
N
1
N
N
N
Clearwater Analytics Holdings, Inc.
N/A
Clearwater Analytics Holdings, Inc.
185123106
242992
NS
USD
3856283.04
0.3599157029
Long
EC
CORP
US
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc.
18915M107
-1502
NS
USD
-98185.74
-0.0091638993
Short
EC
CORP
US
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc.
18915MAC1
1211000
PA
USD
1028333.97
0.0959767579
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0
N
N
N
N
N
Cloudflare, Inc.
Cloudflare, Inc.
USD
XXXX
N
N
N
Coherus Biosciences, Inc.
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
-54076
NS
USD
-230904.52
-0.0215508462
Short
EC
CORP
US
N
1
N
N
N
Coherus Biosciences, Inc.
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249HAB9
2802000
PA
USD
1709284.45
0.1595314213
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.5
N
N
N
N
N
Coherus Biosciences, Inc.
Coherus Biosciences, Inc.
USD
XXXX
N
N
N
Collegium Pharmaceutical, Inc.
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc.
19459J104
-30305
NS
USD
-651254.45
-0.0607830651
Short
EC
CORP
US
N
1
N
N
N
Collegium Pharmaceutical, Inc.
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc.
19459JAB0
1588000
PA
USD
1353987.56
0.1263707511
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.88
N
N
N
N
N
Collegium Pharmaceutical, Inc.
Collegium Pharmaceutical, Inc.
USD
XXXX
N
N
N
Cologix Data Centers US Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAE3
1500000
PA
USD
1228333.5
0.1146431708
Long
ABS-CBDO
CORP
US
N
2
2026-12-28
Fixed
5.99
N
N
N
N
N
N
Presidencia de la Republica de Colombia
549300MHDRBVRF6B9117
Presidencia de la Republica de Colombia
195325CU7
200000
PA
USD
138111.2
0.0128902337
Long
DBT
NUSS
US
N
2
2045-06-15
Fixed
5
N
N
N
N
N
N
Presidencia de la Republica de Colombia
549300MHDRBVRF6B9117
Presidencia de la Republica de Colombia
195325EA9
200000
PA
USD
126523.2
0.0118086992
Long
DBT
NUSS
US
N
2
2042-02-22
Fixed
4.13
N
N
N
N
N
N
Colombier Acquisition Corp.
N/A
Colombier Acquisition Corp.
19533H108
32643
NS
USD
335243.61
0.0312890517
Long
EC
CORP
US
N
1
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
197677AG2
50000
PA
USD
51430.98
0.0048001708
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
197677AH0
170000
PA
USD
188365.1
0.0175805450
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
89790
NS
USD
3730774.5
0.3482017042
Long
EC
CORP
US
N
1
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica Incorporated
200340AS6
180000
PA
USD
178392.96
0.0166498224
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
3.7
N
N
N
N
N
N
COMM 2018-HCLV Mortgage Trust
N/A
COMM 2018-HCLV Mortgage Trust
20048KAG2
1000000
PA
USD
761006.4
0.0710264653
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Floating
7.37
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
60000
PA
USD
45793.83
0.0042740427
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.82
N
N
N
N
N
N
Compass, Inc.
N/A
Compass, Inc.
20464U100
-578262
NS
USD
-2023917
-0.1888967957
Short
EC
CORP
US
N
1
N
N
N
Concord Acquisition Corp. II
N/A
Concord Acquisition Corp. II
20607U108
55434
NS
USD
568752.84
0.0530830014
Long
EC
CORP
US
N
1
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc.
20717M103
-2118
NS
USD
-74786.58
-0.0069800023
Short
EC
CORP
US
N
1
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc.
20717MAB9
693000
PA
USD
577708.36
0.0539188406
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0
N
N
N
N
N
Confluent, Inc.
Confluent, Inc.
USD
XXXX
N
N
N
CONMED Corporation
Z6C0YCECH9DCU5ZIQW84
CONMED Corporation
207410101
-3641
NS
USD
-494775.49
-0.0461785264
Short
EC
CORP
US
N
1
N
N
N
CONMED Corporation
Z6C0YCECH9DCU5ZIQW84
CONMED Corporation
207410AG6
750000
PA
USD
839310
0.0783347191
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.25
N
N
N
N
N
CONMED Corporation
CONMED Corporation
USD
XXXX
N
N
N
Connecticut Avenue Securities Trust 2022-R03
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust 2022-R03
20753XAJ3
1000000
PA
USD
1088192.5
0.1015634912
Long
ABS-MBS
USGA
US
N
2
2042-03-25
Floating
14.92
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
20754CAB5
103423.12
PA
USD
103949.71
0.0097018638
Long
ABS-MBS
USGA
US
N
2
2040-01-25
Floating
7.2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
20754HAD0
103776.44
PA
USD
106838.37
0.0099714691
Long
ABS-MBS
USGA
US
N
2
2039-07-25
Floating
9.25
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2021-R01
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust 2021-R01
20754LAJ8
1250000
PA
USD
1225515.25
0.1143801370
Long
ABS-MBS
USGA
US
N
2
2041-12-26
Floating
11.07
N
N
N
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848V105
-11595
NS
USD
-359445
-0.0335478227
Short
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AQ4
100000
PA
USD
77817.38
0.0072628738
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.9
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
40000
PA
USD
38117.62
0.0035576045
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75
N
N
N
N
N
N
Conyers Park III Acquisition Corp.
N/A
Conyers Park III Acquisition Corp.
21289P102
40555
NS
USD
414066.55
0.0386457767
Long
EC
CORP
US
N
1
N
N
N
The Cooper Companies, Inc.
QJKMVPIGLH7530PCUE20
The Cooper Companies, Inc.
216648402
10623
NS
USD
4073176.89
0.3801589013
Long
EC
CORP
US
N
1
N
N
N
Copa Holdings, S.A.
529900BB9UQJV6QQHA59
Copa Holdings, S.A.
21720AAB8
3816000
PA
USD
8414852.4
0.7853773919
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.5
N
N
N
N
N
Copa Holdings, S.A.
Copa Holdings, S.A.
USD
XXXX
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
200000
PA
USD
200500
0.0187131229
Long
DBT
CORP
FR
N
2
2500-12-31
Fixed
8.13
N
N
N
Y
Y
Credit Agricole SA
Credit Agricole SA
USD
XXXX
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
250000
PA
USD
221624.75
0.0206847441
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.19
N
N
N
Y
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
CrowdStrike Holdings, Inc.
549300YBY08K9KM4HX32
CrowdStrike Holdings, Inc.
22788C105
-27247
NS
USD
-4001766.89
-0.3734940429
Short
EC
CORP
US
N
1
N
N
N
Cutera, Inc.
529900NPKPEWJWR21Z42
Cutera, Inc.
232109108
-30348
NS
USD
-459165.24
-0.0428549405
Short
EC
CORP
US
N
1
N
N
N
Cutera, Inc.
529900NPKPEWJWR21Z42
Cutera, Inc.
232109AB4
454000
PA
USD
376152.17
0.0351071411
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25
N
N
N
N
N
Cutera, Inc.
Cutera, Inc.
USD
XXXX
N
N
N
Cutera, Inc.
529900NPKPEWJWR21Z42
Cutera, Inc.
232109AC2
1988000
PA
USD
1235192.11
0.1152833005
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.25
N
N
N
N
N
Cutera, Inc.
Cutera, Inc.
USD
XXXX
N
N
N
DCP Midstream, LP
52990024YYS3MLGW0E91
DCP Midstream, LP
23311RAA4
70000
PA
USD
74272.11
0.0069319856
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75
N
N
N
N
N
N
DA32 Life Science Tech Acquisition Corp.
N/A
DA32 Life Science Tech Acquisition Corp.
23312M106
7370
NS
USD
75616.2
0.0070574326
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
-12139
NS
USD
-1477194.91
-0.1378699745
Short
EC
CORP
US
N
1
N
N
N
DICE Therapeutics, Inc
N/A
DICE Therapeutics, Inc
23345J104
46457
NS
USD
2158392.22
0.2014476751
Long
EC
CORP
US
N
1
N
N
N
DOLP Trust 2021-NYC
N/A
DOLP Trust 2021-NYC
23345LAN9
375000
PA
USD
184775.4
0.0172455101
Long
ABS-MBS
CORP
US
N
2
2031-05-12
Fixed
3.7
N
N
N
N
N
N
DOLP Trust 2021-NYC
N/A
DOLP Trust 2021-NYC
23345LAQ2
375000
PA
USD
171766.73
0.0160313812
Long
ABS-MBS
CORP
US
N
2
2031-05-12
Fixed
3.7
N
N
N
N
N
N
Danimer Scientific, Inc.
549300L6Q02MAX72BH35
Danimer Scientific, Inc.
236272100
-25288
NS
USD
-60185.44
-0.0056172446
Short
EC
CORP
US
N
1
N
N
N
Danimer Scientific, Inc.
549300L6Q02MAX72BH35
Danimer Scientific, Inc.
236272AA8
763000
PA
USD
312830
0.0291971383
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
3.25
N
N
N
N
N
Danimer Scientific, Inc.
Danimer Scientific, Inc.
USD
XXXX
N
N
N
Data Knights Acquisition Corporation
N/A
Data Knights Acquisition Corporation
237699103
4909
NS
USD
53704.46
0.0050123599
Long
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc.
23804L103
-10166
NS
USD
-1000131.08
-0.0933445177
Short
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc.
23804LAB9
1362000
PA
USD
1697079.24
0.1583922812
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.13
N
N
N
N
N
Datadog, Inc.
Datadog, Inc.
USD
XXXX
N
N
N
Dealer Tire, LLC
549300XTS06OMOCRSE50
Dealer Tire, LLC
24229JAA1
100000
PA
USD
91537.03
0.0085433601
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
220000
PA
USD
224428.6
0.0209464338
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7
N
N
N
N
N
N
Deluxe Corporation
KWGNKB8TX9LE5TV29231
Deluxe Corporation
248019101
-78170
NS
USD
-1366411.6
-0.1275303152
Short
EC
CORP
US
N
1
N
N
N
Desktop Metal Operating, Inc.
254900C3ZY0EFO5PGJ27
Desktop Metal Operating, Inc.
25058X105
-435377
NS
USD
-770617.29
-0.0719234716
Short
EC
CORP
US
N
1
N
N
N
Desktop Metal Operating, Inc.
254900C3ZY0EFO5PGJ27
Desktop Metal Operating, Inc.
25058XAC9
878000
PA
USD
1072380.42
0.1000877136
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6
N
N
N
N
N
Desktop Metal Operating, Inc.
Desktop Metal Operating, Inc.
USD
XXXX
N
N
N
Detroit, City of
549300BQRJP7MKKHOY28
Detroit, City of
251093S84
60000
PA
USD
44685.42
0.0041705923
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
4
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
251799AA0
30000
PA
USD
34502.33
0.0032201813
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.95
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MAU7
80000
PA
USD
69420.4
0.0064791645
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MAV5
20000
PA
USD
20107.84
0.0018767106
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBB8
150000
PA
USD
150050.18
0.0140045260
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBD4
32000
PA
USD
31520.5
0.0029418802
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBE2
39000
PA
USD
38868.06
0.0036276448
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88
N
N
N
N
N
N
Devon Financing Corporation, U.L.C.
N/A
Devon Financing Corporation, U.L.C.
25179SAD2
80000
PA
USD
90850.14
0.0084792510
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.88
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V.
25257DAA6
660000
PA
USD
673687.46
0.0628767892
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.63
N
N
N
N
N
N
Digital Transformation Opportunities Corp.
N/A
Digital Transformation Opportunities Corp.
25401K115
195
NS
USD
25.08
0.0000023408
Long
EC
CORP
US
N
1
N
N
N
DigitalOcean Holdings, Inc.
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402D102
-2918
NS
USD
-117128.52
-0.0109318723
Short
EC
CORP
US
N
1
N
N
N
DigitalOcean Holdings, Inc.
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402DAB8
2122000
PA
USD
1668927.54
0.1557648187
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0
N
N
N
N
N
DigitalOcean Holdings, Inc.
DigitalOcean Holdings, Inc.
USD
XXXX
N
N
N
Direct Selling Acquisition Corp.
N/A
Direct Selling Acquisition Corp.
25460L103
8606
NS
USD
91481.78
0.0085382034
Long
EC
CORP
US
N
1
N
N
N
Dish Network Corporation
529900U350CWHH15G169
Dish Network Corporation
25470M109
-4760
NS
USD
-31368.4
-0.0029276844
Short
EC
CORP
US
N
1
N
N
N
Dish Network Corporation
529900U350CWHH15G169
Dish Network Corporation
25470MAB5
1330000
PA
USD
662602.01
0.0618421588
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38
N
N
N
N
N
Dish Network Corporation
Dish Network Corporation
USD
XXXX
N
N
N
Dish Network Corporation
529900U350CWHH15G169
Dish Network Corporation
25470MAD1
580000
PA
USD
516849.6
0.0482387535
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38
N
N
N
N
N
Dish Network Corporation
Dish Network Corporation
USD
XXXX
N
N
N
Dish Network Corporation
529900U350CWHH15G169
Dish Network Corporation
25470MAF6
733000
PA
USD
386941.17
0.0361141031
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0
N
N
N
N
N
Dish Network Corporation
Dish Network Corporation
USD
XXXX
N
N
N
Docuformas, S.A.P.I. de C.V.
549300HM88E943FM9K17
Docuformas, S.A.P.I. de C.V.
25615WAB9
200000
PA
USD
44048.3
0.0041111284
Long
DBT
CORP
US
Y
2
2024-07-24
Fixed
0
Y
N
N
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163AD8
1498000
PA
USD
1446238.11
0.1349807056
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0
N
N
N
N
N
DocuSign, Inc.
DocuSign, Inc.
USD
XXXX
N
N
N
Presidencia de la Republica Dominicana
254900EHU7Q8FGVPI369
Presidencia de la Republica Dominicana
25714PEB0
200000
PA
USD
168750
0.0157498229
Long
DBT
NUSS
US
N
2
2049-06-05
Fixed
6.4
N
N
N
N
N
N
Presidencia de la Republica Dominicana
254900EHU7Q8FGVPI369
Presidencia de la Republica Dominicana
25714PEE4
210000
PA
USD
160912.5
0.0150183311
Long
DBT
NUSS
US
N
2
2060-01-30
Fixed
5.88
N
N
N
N
N
N
Camtek Ltd.
N/A
Camtek Ltd.
N/A
-1590
NS
USD
-56651.7
-0.0052874325
Short
EC
CORP
IL
N
1
N
N
N
Douglas Emmett, Inc.
N/A
Douglas Emmett, Inc.
25960P109
47796
NS
USD
600795.72
0.0560736366
Long
EC
CORP
US
N
1
N
N
Dryden 40 Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund
26244FAG2
500000
PA
USD
403813
0.0376887895
Long
ABS-CBDO
CORP
KY
N
2
2031-08-15
Floating
11.07
N
N
N
N
N
N
Dryden 95 CLO Ltd
N/A
Dryden 95 CLO Ltd
262485AC9
520000
PA
USD
319091.24
0.0297815142
Long
ABS-CBDO
CORP
US
N
2
2034-08-21
Variable
0
N
N
N
N
N
N
DUET Acquisition Corp.
N/A
DUET Acquisition Corp.
26431Q106
9856
NS
USD
103586.56
0.0096679702
Long
EC
CORP
US
N
1
N
N
N
DCP Midstream, LLC
VQOHU6HCVU6YY1KUKU03
DCP Midstream, LLC
26439XAH6
40000
PA
USD
41084.13
0.0038344757
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
-165
NS
USD
-14807.1
-0.0013819805
Short
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBX2
279000
PA
USD
274323.12
0.0256032033
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.13
N
N
N
N
N
Duke Energy Corporation
Duke Energy Corporation
USD
XXXX
N
N
N
Dune Acquisition Corporation
N/A
Dune Acquisition Corporation
265334102
10912
NS
USD
108574.4
0.0101334967
Long
EC
CORP
US
N
1
N
N
N
Doximity, Inc.
N/A
Doximity, Inc.
26622P107
108062
NS
USD
3676269.24
0.3431146038
Long
EC
CORP
US
N
1
N
N
N
Dye & Durham Limited
N/A
Dye & Durham Limited
267488AA2
2635000
PA
1539130.4
0.1436505552
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
3.75
N
N
N
N
N
Dye & Durham Limited
Dye & Durham Limited
CAD
XXXX
N
N
N
Dynavax Technologies Corporation
549300T5URIXWDILX594
Dynavax Technologies Corporation
268158201
-218250
NS
USD
-2819790
-0.2631774404
Short
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corporation
549300T5URIXWDILX594
Dynavax Technologies Corporation
268158AD4
2765000
PA
USD
3840225.55
0.3584170207
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.5
N
N
N
N
N
Dynavax Technologies Corporation
Dynavax Technologies Corporation
USD
XXXX
N
N
N
EG Acquisition Corp.
N/A
EG Acquisition Corp.
26846A118
6370
NS
USD
1937.17
0.0001808005
Long
EC
CORP
US
N
1
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAG4
30000
PA
USD
31412.35
0.0029317864
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAN9
50000
PA
USD
43016.66
0.0040148431
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.63
N
N
N
N
N
N
Eagle Bulk Shipping Inc.
549300EC4INNZBWR8W37
Eagle Bulk Shipping Inc.
269442AB5
3163000
PA
USD
4850966.58
0.4527517893
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5
N
N
N
N
N
Eagle Bulk Shipping Inc.
Eagle Bulk Shipping Inc.
USD
XXXX
N
N
N
Ecopetrol S.A.
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AJ8
350000
PA
USD
238984.38
0.0223049580
Long
DBT
CORP
US
N
2
2045-05-28
Fixed
5.88
N
N
N
N
N
N
Ecopetrol S.A.
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
50000
PA
USD
47652.09
0.0044474784
Long
DBT
CORP
US
N
2
2026-06-26
Fixed
5.38
N
N
N
N
N
N
Ecopetrol S.A.
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AQ2
150000
PA
USD
99085.12
0.0092478405
Long
DBT
CORP
US
N
2
2051-11-02
Fixed
5.88
N
N
N
N
N
N
Ecopetrol S.A.
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AS8
160000
PA
USD
158285.51
0.0147731481
Long
DBT
CORP
US
N
2
2033-01-13
Fixed
8.88
N
N
N
N
N
N
EF Hutton Acquisition Corporation I
N/A
EF Hutton Acquisition Corporation I
28201D109
9702
NS
USD
100803.78
0.0094082470
Long
EC
CORP
US
N
1
N
N
N
8X8, Inc.
254900XWSOC5U1BRW939
8X8, Inc.
282914100
-133364
NS
USD
-564129.72
-0.0526515151
Short
EC
CORP
US
N
1
N
N
N
8X8, Inc.
254900XWSOC5U1BRW939
8X8, Inc.
282914AE0
1267000
PA
USD
1079252.14
0.1007290670
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4
N
N
N
N
N
8X8, Inc.
8X8, Inc.
USD
XXXX
N
N
N
Elmwood CLO II Ltd
N/A
Elmwood CLO II Ltd
29001RAC2
650000
PA
USD
455312.65
0.0424953694
Long
ABS-CBDO
CORP
US
N
2
2031-04-21
Variable
0
N
N
N
N
N
N
Elmwood CLO IX Ltd
N/A
Elmwood CLO IX Ltd
29003VAA5
500000
PA
USD
485206
0.0452853841
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
11.2
N
N
N
N
N
N
Lumen Technologies Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc.
29078EAA3
155000
PA
USD
94770.3
0.0088451285
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8
N
N
N
N
N
N
Emersub CX, Inc.
254900545H80W6GA2J08
Emersub CX, Inc.
29109X106
9370
NS
USD
1570505.7
0.1465788836
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
-37920
NS
USD
-1843670.4
-0.1720739689
Short
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AM4
931000
PA
USD
1212431.99
0.1131590465
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.25
N
N
N
N
N
Encore Capital Group, Inc.
Encore Capital Group, Inc.
USD
XXXX
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AN2
1666000
PA
USD
1624085.11
0.1515795723
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4
N
N
N
N
N
Encore Capital Group, Inc.
Encore Capital Group, Inc.
USD
XXXX
N
N
N
Enel Finance International SA
0YQH6LCEF474UTUV4B96
Enel Finance International SA
29268BAF8
150000
PA
USD
146926.22
0.0137129597
Long
DBT
CORP
US
N
2
2039-10-07
Fixed
6
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAR0
60000
PA
USD
60698.82
0.0056651595
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.5
N
N
N
N
N
N
Progress Residential 2021-SFR2 Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAQ7
4000000
PA
USD
3463318.4
0.3232394156
Long
ABS-CBDO
CORP
US
N
2
2026-04-17
Fixed
4.25
N
N
N
N
N
N
Progress Residential 2021-SFR9 Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAN5
5000000
PA
USD
3931500
0.3669358736
Long
ABS-CBDO
CORP
US
N
2
2028-11-17
Fixed
4.05
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
320000
PA
USD
245624.71
0.0229247151
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.63
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
270000
PA
USD
242712.39
0.0226529017
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.75
N
N
N
N
N
N
PROOF Acquisition Corp I
N/A
PROOF Acquisition Corp I
74349W104
37520
NS
USD
395460.8
0.0369092596
Long
EC
CORP
US
N
1
N
N
N
PROOF Acquisition Corp I
N/A
PROOF Acquisition Corp I
74349W112
7828
NS
USD
568.31
0.0000530417
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
400000
PA
USD
340181.59
0.0317499247
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
7.13
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
340000
PA
USD
307068.39
0.0286593941
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.5
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
20000
PA
USD
19004.55
0.0017737381
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6
N
N
N
N
N
N
Energy Transfer Operating, L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating, L.P.
29279FAA7
20000
PA
USD
19533.01
0.0018230604
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25
N
N
N
N
N
N
Endure Digital, Inc.
N/A
Endure Digital, Inc.
29279XAA8
100000
PA
USD
75013.81
0.0070012102
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I S.a r.l.
29280BAA3
140000
PA
USD
103045.75
0.0096174952
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
0
Y
N
N
N
N
N
Uni-Select Inc.
549300GQ1WI8PKN1NQ40
Uni-Select Inc.
90457D100
36799
NS
1306958.26
0.1219813992
Long
EC
CORP
CA
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
60000
PA
USD
63722.43
0.0059473599
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.13
N
N
N
N
N
N
PT Kawasan Industri Jababeka Tbk
254900JFBW45600V8I61
PT Kawasan Industri Jababeka Tbk
74390MAA2
140000
PA
USD
92435.36
0.0086272032
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
7
N
N
N
N
N
N
Pyxus International, Inc.
8YFRT44YTZ40IQKXOL79
Pyxus International, Inc.
747328AB8
97018
PA
USD
58825.73
0.0054903397
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
8.5
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAT0
40000
PA
USD
41622.65
0.0038847370
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.95
N
N
N
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
-1350
NS
USD
-80122.5
-0.0074780159
Short
EC
CORP
US
N
1
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
-6261
NS
USD
-193464.9
-0.0180565209
Short
EC
CORP
US
N
1
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736LAD1
1813000
PA
USD
1579434.84
0.1474122606
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.75
N
N
N
N
N
Q2 Holdings, Inc.
Q2 Holdings, Inc.
USD
XXXX
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404KAE6
1059000
PA
USD
974060.79
0.0909113180
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.75
N
N
N
N
N
Envestnet, Inc.
Envestnet, Inc.
USD
XXXX
N
N
N
Envista Holdings Corporation
549300BX623VURJZ5269
Envista Holdings Corporation
29415F104
-79283
NS
USD
-2682936.72
-0.2504046112
Short
EC
CORP
US
N
1
N
N
N
Envista Holdings Corporation
549300BX623VURJZ5269
Envista Holdings Corporation
29415FAB0
1818000
PA
USD
3087909.36
0.2882016326
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.38
N
N
N
N
N
Envista Holdings Corporation
Envista Holdings Corporation
USD
XXXX
N
N
N
ESH Acquisition Corp.
N/A
ESH Acquisition Corp.
296424203
12090
NS
USD
122592.6
0.0114418473
Long
EC
CORP
US
N
1
N
N
N
ETSY, Inc.
54930089Q7XT501AEA40
ETSY, Inc.
29786A106
-4480
NS
USD
-379052.8
-0.0353778635
Short
EC
CORP
US
N
1
N
N
N
ETSY, Inc.
54930089Q7XT501AEA40
ETSY, Inc.
29786AAJ5
438000
PA
USD
521220
0.0486466529
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.13
N
N
N
N
N
ETSY, Inc.
ETSY, Inc.
USD
XXXX
N
N
N
ETSY, Inc.
54930089Q7XT501AEA40
ETSY, Inc.
29786AAN6
438000
PA
USD
334792.75
0.0312469719
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.25
N
N
N
N
N
ETSY, Inc.
ETSY, Inc.
USD
XXXX
N
N
N
Everbridge, Inc.
549300WCY0UMR64ATW81
Everbridge, Inc.
29978AAC8
578000
PA
USD
532860.51
0.0497330883
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.13
N
N
N
N
N
Everbridge, Inc.
Everbridge, Inc.
USD
XXXX
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736LAF6
1212000
PA
USD
1056197.4
0.0985773154
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.13
N
N
N
N
N
Q2 Holdings, Inc.
Q2 Holdings, Inc.
USD
XXXX
N
N
N
Q-Si Operations Inc.
N/A
Q-Si Operations Inc.
74765K113
13237
NS
USD
3145.11
0.0002935403
Long
EC
CORP
US
N
1
N
N
N
Everbridge, Inc.
549300WCY0UMR64ATW81
Everbridge, Inc.
29978AAE4
715000
PA
USD
589744.16
0.0550421693
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
Everbridge, Inc.
Everbridge, Inc.
USD
XXXX
N
N
N
Everest Consolidator Acquisition Corporation
N/A
Everest Consolidator Acquisition Corporation
29978K102
11565
NS
USD
123167.25
0.0114954807
Long
EC
CORP
US
N
1
N
N
N
EVERTEC, Inc.
N/A
EVERTEC, Inc.
30040P103
170173
NS
USD
6267471.59
0.5849574368
Long
EC
CORP
PR
N
1
N
N
N
Evolent Health, Inc.
549300CZOCFHQ2BBTR11
Evolent Health, Inc.
30050B101
-43027
NS
USD
-1303718.1
-0.1216789876
Short
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
-16452
NS
USD
-5422414.68
-0.5060863455
Short
EC
CORP
US
N
1
N
N
N
Radiology Partners, Inc.
549300SFTAG2177WUZ08
Radiology Partners, Inc.
75041VAA2
230000
PA
USD
85707.31
0.0079992590
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
9.25
N
N
N
N
N
N
Evolent Health, Inc.
549300CZOCFHQ2BBTR11
Evolent Health, Inc.
30050BAD3
2120000
PA
USD
2401769.2
0.2241626045
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.5
N
N
N
N
N
Evolent Health, Inc.
Evolent Health, Inc.
USD
XXXX
N
N
N
Exact Sciences Corporation
549300VM3X1FYD4N9Z14
Exact Sciences Corporation
30063P105
-1878
NS
USD
-176344.2
-0.0164586069
Short
EC
CORP
US
N
1
N
N
N
Exact Sciences Corporation
549300VM3X1FYD4N9Z14
Exact Sciences Corporation
30063PAB1
292000
PA
USD
315059.24
0.0294051984
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.38
N
N
N
N
N
Exact Sciences Corporation
Exact Sciences Corporation
USD
XXXX
N
N
N
ExcelFin Acquisition Corp.
N/A
ExcelFin Acquisition Corp.
30069X102
6231
NS
USD
64740.09
0.0060423404
Long
EC
CORP
US
N
1
N
N
N
Radius Global Infrastructure, Inc.
213800NT341MQ5USBX63
Radius Global Infrastructure, Inc.
750481103
19061
NS
USD
284008.9
0.0265071992
Long
EC
CORP
US
N
1
N
N
N
Radius Global Infrastructure, Inc.
213800NT341MQ5USBX63
Radius Global Infrastructure, Inc.
750481AA1
2250000
PA
USD
2218954.5
0.2071000910
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.5
N
N
N
N
N
Radius Global Infrastructure, Inc.
Radius Global Infrastructure, Inc.
USD
XXXX
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
8689
NS
USD
1052498.57
0.0982320952
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc.
529900SDJHKRQWED6A16
Extra Space Storage Inc.
30225T102
-14421
NS
USD
-2146565.85
-0.2003438930
Short
EC
CORP
US
N
1
N
N
N
RAMP Series 2006-RZ3 Trust
N/A
RAMP Series 2006-RZ3 Trust
75156MAD7
158696.95
PA
USD
149349.19
0.0139391010
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Floating
5.68
N
N
N
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABJ7
100000
PA
USD
104115.56
0.0097173430
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25
N
N
N
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc.
302301106
-146371
NS
USD
-1226588.98
-0.1144803507
Short
EC
CORP
US
N
1
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc.
302301AF3
973000
PA
USD
1006208.49
0.0939117363
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.88
N
N
N
N
N
EZCORP, Inc.
EZCORP, Inc.
USD
XXXX
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc.
302301AG1
1465000
PA
USD
1436532.12
0.1340748234
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.75
N
N
N
N
N
EZCORP, Inc.
EZCORP, Inc.
USD
XXXX
N
N
N
FREMF 2018-KF56 Mortgage Trust
N/A
FREMF 2018-KF56 Mortgage Trust
30307QAE9
376338.11
PA
USD
361331.7
0.0337239128
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Floating
10.99
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
104625
NS
USD
30025282.5
2.8023281859
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
28400
NS
USD
1104192
0.1030567611
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
-1648
NS
USD
-64074.24
-0.0059801951
Short
EC
CORP
US
N
1
N
N
N
Fusion Acquisition Corp. II
N/A
Fusion Acquisition Corp. II
36118N110
3926
NS
USD
19.63
0.0000018321
Long
EC
CORP
US
N
3
N
N
N
JNL Government Money Market Fund
N/A
JNL Government Money Market Fund
46628D437
165669514.5
NS
USD
165669514.5
15.4623141356
Long
STIV
RF
US
N
1
N
N
N
LPL Financial Holdings Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc.
50212V100
21639
NS
USD
4704967.77
0.4391253869
Long
EC
CORP
US
N
1
N
N
N
Rapid7, Inc.
549300GNVG5D60KEYN14
Rapid7, Inc.
753422104
-419
NS
USD
-18972.32
-0.0017707300
Short
EC
CORP
US
N
1
N
N
N
Rapid7, Inc.
549300GNVG5D60KEYN14
Rapid7, Inc.
753422AF1
261000
PA
USD
227768.7
0.0212581729
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.25
N
N
N
N
N
Rapid7, Inc.
Rapid7, Inc.
USD
XXXX
N
N
N
FTAC Zeus Acquisition Corp.
N/A
FTAC Zeus Acquisition Corp.
30320F106
84574
NS
USD
881683.95
0.0822895766
Long
EC
CORP
US
N
1
N
N
N
FAST Acquisition Corp. II
N/A
FAST Acquisition Corp. II
311874101
9696
NS
USD
100741.44
0.0094024287
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage 1990 Corporation
52990090AP0E7HCB6F33
Monster Beverage 1990 Corporation
61174X109
201366
NS
USD
11566463.04
1.0795244104
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
28217
NS
USD
12429306.33
1.1600555452
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 44, Ltd.
549300HMTDFWN3B2DI35
Neuberger Berman Loan Advisers CLO 44, Ltd.
64134EAA2
940000
PA
USD
868418.06
0.0810514408
Long
ABS-CBDO
CORP
US
N
2
2034-10-16
Floating
11.26
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
715ESC018
30920
NS
USD
3092
0.0002885834
Long
EC
CORP
US
N
3
N
N
N
Realogy Holdings Corp.
5493004HBTOTE9DI9P12
Realogy Holdings Corp.
75605Y106
-31312
NS
USD
-209164.16
-0.0195217687
Short
EC
CORP
US
N
1
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC
75606DAP6
2297000
PA
USD
1697322.21
0.1584149581
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.25
N
N
N
N
N
Realogy Holdings Corp.
Realogy Holdings Corp.
USD
XXXX
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136A9F52
811084.26
PA
USD
470023.49
0.0438683657
Long
ABS-MBS
USGA
US
N
2
2042-11-25
Floating
0
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136AM4V8
320105.74
PA
USD
282994.51
0.0264125239
Long
ABS-MBS
USGA
US
N
2
2045-04-25
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136AMMH9
238279150
PA
USD
1298811.99
0.1212210892
Long
ABS-CBDO
USGA
US
N
2
2024-12-25
Variable
0.49
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B2XW7
2733671.35
PA
USD
215925.32
0.0201528032
Long
ABS-CBDO
USGA
US
N
2
2048-08-25
Floating
1.1
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B4KD9
12424297.33
PA
USD
263475.86
0.0245908037
Long
ABS-CBDO
USGA
US
N
2
2029-02-25
Variable
0.61
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B4TD0
9483244.44
PA
USD
145725.22
0.0136008676
Long
ABS-CBDO
USGA
US
N
2
2029-05-25
Variable
0.44
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B5NX9
7942057.5
PA
USD
185267.55
0.0172914435
Long
ABS-CBDO
USGA
US
N
2
2029-06-25
Variable
0.68
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B6XA6
3519009.4
PA
USD
251564.48
0.0234790874
Long
ABS-CBDO
USGA
US
N
2
2031-02-25
Variable
1.4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B7FE6
26737294.88
PA
USD
173487.61
0.0161919948
Long
ABS-CBDO
USGA
US
N
2
2029-11-25
Variable
0.21
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B7FZ9
3726913.52
PA
USD
231925.46
0.0216461328
Long
ABS-CBDO
USGA
US
N
2
2031-03-25
Variable
1.14
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234103
51840
NS
USD
3450988.8
0.3220886659
Long
EC
CORP
US
N
1
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234103
-2475
NS
USD
-164760.75
-0.0153774971
Short
EC
CORP
US
N
1
N
N
N
Redfin Corporation
549300HXWD3JEMZU3O57
Redfin Corporation
75737F108
-7437
NS
USD
-92367.54
-0.0086208735
Short
EC
CORP
US
N
1
N
N
N
Redfin Corporation
549300HXWD3JEMZU3O57
Redfin Corporation
75737FAE8
1381000
PA
USD
956182.3
0.0892426777
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.5
N
N
N
N
N
Redfin Corporation
Redfin Corporation
USD
XXXX
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B9EB9
11910878.27
PA
USD
463888.21
0.0432957460
Long
ABS-CBDO
USGA
US
N
2
2032-07-25
Variable
0.99
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B9EN3
9766958.09
PA
USD
217572.67
0.0203065542
Long
ABS-CBDO
USGA
US
N
2
2027-12-25
Variable
0.89
N
N
N
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
1500000
PA
1314514.49
0.1226866394
Long
DBT
CORP
DE
N
2
2026-04-30
Fixed
1
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
6990
NS
308229.12
0.0287677277
Long
EC
CORP
DE
Y
2
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136B9NV5
3492318.33
PA
USD
180685.91
0.0168638286
Long
ABS-CBDO
USGA
US
N
2
2030-09-25
Variable
1.33
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BB6R8
5672625.86
PA
USD
295626.63
0.0275915085
Long
ABS-CBDO
USGA
US
N
2
2050-10-25
Floating
0
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BBGH9
2454066.76
PA
USD
283280.78
0.0264392421
Long
ABS-CBDO
USGA
US
N
2
2050-08-25
Floating
1
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BCUM0
7494610.11
PA
USD
313357.14
0.0292463375
Long
ABS-CBDO
USGA
US
N
2
2050-11-25
Floating
0
N
N
N
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
-47991
NS
USD
-305702.67
-0.0285319283
Short
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075AC9
749000
PA
USD
743040.21
0.0693496397
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.75
N
N
N
N
N
Redwood Trust, Inc.
Redwood Trust, Inc.
USD
XXXX
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
-27144
NS
-1196934.37
-0.1117126182
Short
EC
CORP
DE
Y
2
N
N
N
AON Public Limited Company
635400FALWQYX5E6QC64
AON Public Limited Company
N/A
7078
NS
USD
2443325.6
0.2280411582
Long
EC
CORP
IE
N
1
N
N
N
AON Public Limited Company
635400FALWQYX5E6QC64
AON Public Limited Company
N/A
-1247
NS
USD
-430464.4
-0.0401762255
Short
EC
CORP
IE
N
1
N
N
N
Herbalife Nutrition Ltd.
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
N/A
20630
NS
USD
273141.2
0.0254928920
Long
EC
CORP
KY
N
1
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BCUR9
5355728.56
PA
USD
285304.48
0.0266281187
Long
ABS-CBDO
USGA
US
N
2
2050-11-25
Floating
0
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BGL82
4678604.49
PA
USD
559526.94
0.0522219271
Long
ABS-CBDO
USGA
US
N
2
2051-09-25
Fixed
2.5
N
N
N
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075AF2
1318000
PA
USD
1107416.55
0.1033577157
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.75
N
N
N
N
N
Redwood Trust, Inc.
Redwood Trust, Inc.
USD
XXXX
N
N
N
Redwoods Acquisition Corp
N/A
Redwoods Acquisition Corp
758083109
17359
NS
USD
181575.14
0.0169468225
Long
EC
CORP
US
N
1
N
N
N
Reese Park CLO, Ltd.
N/A
Reese Park CLO, Ltd.
758464AL5
500000
PA
USD
429701
0.0401049757
Long
ABS-CBDO
CORP
US
N
2
2034-10-16
Floating
11.76
N
N
N
N
N
N
Regency Centers Corporation
529900053A7X7FJ97S58
Regency Centers Corporation
758849103
-2402
NS
USD
-148371.54
-0.0138478547
Short
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BKBW1
12710743.45
PA
USD
373606.88
0.0348695833
Long
ABS-CBDO
USGA
US
N
2
2031-11-25
Variable
0.67
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BKEK4
7426497.84
PA
USD
226152.45
0.0211073246
Long
ABS-CBDO
USGA
US
N
2
2051-01-25
Floating
0
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3136BLQ29
34805000
PA
USD
395221.22
0.0368868990
Long
ABS-CBDO
USGA
US
N
2
2030-05-25
Variable
0.27
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137AJR89
3570645.58
PA
USD
310008.09
0.0289337630
Long
ABS-CBDO
USGA
US
N
2
2041-12-15
Floating
0.71
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137ATC59
128564.57
PA
USD
71559.93
0.0066788517
Long
ABS-MBS
USGA
US
N
2
2042-08-15
Floating
0
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137AUQX0
77281.12
PA
USD
39141.83
0.0036531964
Long
ABS-MBS
USGA
US
N
2
2042-10-15
Floating
0
N
N
N
N
N
N
Herbalife Nutrition Ltd.
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
N/A
-32849
NS
USD
-434920.76
-0.0405921478
Short
EC
CORP
KY
N
1
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V.
N5200EAB7
391762.25
PA
USD
219386.86
0.0204758767
Long
LON
CORP
US
N
2
2025-06-30
Floating
6.02
N
N
Y
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
12018
NS
USD
8635413.72
0.8059628836
Long
EC
CORP
US
N
1
N
N
N
Repay Holdings Corporation
N/A
Repay Holdings Corporation
76029L100
-8332
NS
USD
-65239.56
-0.0060889571
Short
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137AX2S1
91999.63
PA
USD
43775.49
0.0040856665
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Floating
0
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137AYZ61
583989.19
PA
USD
499468.49
0.0466165348
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Floating
0
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137BWNK6
119115.37
PA
USD
92076.63
0.0085937222
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Floating
0
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137F7LN3
3634148.16
PA
USD
563736.69
0.0526148327
Long
ABS-CBDO
USGA
US
N
2
2050-11-25
Fixed
3
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V.
N5200EAC5
7362.69
PA
USD
5522.02
0.0005153827
Long
LON
CORP
US
N
2
2024-06-28
Floating
8.15
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138LCTA3
1466472.93
PA
USD
1388999.46
0.1296384917
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
3.26
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138LMBB8
1142805.73
PA
USD
1046721.82
0.0976929379
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.24
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138LMPS6
1500000
PA
USD
1404195.9
0.1310568102
Long
ABS-MBS
USGA
US
N
2
2030-03-01
Fixed
3.4
N
N
N
N
N
N
Feutune Light Acquisition Corporation
N/A
Feutune Light Acquisition Corporation
31561T102
4127
NS
USD
43416.04
0.0040521182
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon Corporation
320517105
31680
NS
USD
357033.6
0.0333227613
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
310000
PA
USD
318241.37
0.0297021938
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.63
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AQ0
279000
PA
USD
279898.38
0.0261235550
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4
N
N
N
N
N
FirstEnergy Corp.
FirstEnergy Corp.
USD
XXXX
N
N
N
Five 2023-V1 Mortgage Trust
N/A
Five 2023-V1 Mortgage Trust
337964AR1
417000
PA
USD
330749.1
0.0308695689
Long
ABS-MBS
CORP
US
N
2
2028-02-11
Variable
6.62
N
N
N
N
N
N
Repay Holdings Corporation
N/A
Repay Holdings Corporation
76029LAA8
1205000
PA
USD
978332.27
0.0913099850
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0
N
N
N
N
N
Repay Holdings Corporation
Repay Holdings Corporation
USD
XXXX
N
N
N
Retail Opportunity Investments Corp.
N/A
Retail Opportunity Investments Corp.
76131N101
-83646
NS
USD
-1130057.46
-0.1054708435
Short
EC
CORP
US
N
1
N
N
N
Fisker Group Inc.
549300UUN5RWU44MBX79
Fisker Group Inc.
33813J106
-4801
NS
USD
-27077.64
-0.0025272180
Short
EC
CORP
US
N
1
N
N
N
Fisker Group Inc.
549300UUN5RWU44MBX79
Fisker Group Inc.
33813JAA4
2157000
PA
USD
982222.31
0.0916730513
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
2.5
N
N
N
N
N
Fisker Group Inc.
Fisker Group Inc.
USD
XXXX
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
-3135
NS
USD
-258480.75
-0.0241245987
Short
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307AD3
1513000
PA
USD
1458401.88
0.1361159781
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.5
N
N
N
N
N
Five9, Inc.
Five9, Inc.
USD
XXXX
N
N
N
Revance Therapeutics, Inc.
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330109
-14611
NS
USD
-369804.41
-0.0345146901
Short
EC
CORP
US
N
1
N
N
N
Revance Therapeutics, Inc.
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330AB5
658000
PA
USD
696262.7
0.0649837879
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.75
N
N
N
N
N
Revance Therapeutics, Inc.
Revance Therapeutics, Inc.
USD
XXXX
N
N
N
Meridan Management Ltd
549300EXJV1RPGZNH608
Meridan Management Ltd
33835G205
38376
NS
USD
0.04
0.0000000037
Long
EC
CORP
VG
Y
3
N
N
N
Fiverr International Ltd
549300Z8OREY6THCPF67
Fiverr International Ltd
33835LAA3
2405000
PA
USD
2024490.52
0.1889503237
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0
N
N
N
N
N
Fiverr International Ltd
Fiverr International Ltd
USD
XXXX
N
N
N
Flame Acquisition Corp.
N/A
Flame Acquisition Corp.
33850F116
6721
NS
USD
2099.64
0.0001959642
Long
EC
CORP
US
N
1
N
N
N
Focus Impact Acquisition Corp.
N/A
Focus Impact Acquisition Corp.
34417L109
11696
NS
USD
123860.64
0.0115601964
Long
EC
CORP
US
N
1
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAF4
751000
PA
USD
689988.01
0.0643981567
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0
N
N
N
N
N
RingCentral, Inc.
RingCentral, Inc.
USD
XXXX
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAH0
1155000
PA
USD
954874.31
0.0891206000
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
RingCentral, Inc.
RingCentral, Inc.
USD
XXXX
N
N
N
Focus Financial Partners Inc.
5493006FFJCGLZ246V12
Focus Financial Partners Inc.
34417P100
6514
NS
USD
342050.14
0.0319243207
Long
EC
CORP
US
N
1
N
N
N
Fountainbleu Miami Beach Trust
N/A
Fountainbleu Miami Beach Trust
34461LAU8
99000
PA
USD
88281.2
0.0082394860
Long
ABS-MBS
CORP
US
N
2
2024-12-12
Variable
4.09
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company LLC
345397A86
200000
PA
USD
182380.85
0.0170220212
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company LLC
345397B93
200000
PA
USD
165731.17
0.0154680686
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.9
N
N
N
N
N
N
Forest Road Acquisition Corp. II
N/A
Forest Road Acquisition Corp. II
34619V111
2683
NS
USD
402.45
0.0000375616
Long
EC
CORP
US
N
1
N
N
N
Fortune Rise Acquisition Corporation
N/A
Fortune Rise Acquisition Corporation
34969G102
64303
NS
USD
691900.28
0.0645766333
Long
EC
CORP
US
N
1
N
N
N
Forum Merger IV Corporation
N/A
Forum Merger IV Corporation
349875104
19125
NS
USD
196222.5
0.0183138940
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac MSCR Trust MN1
S6XOOCT0IEG5ABCC6L87
Freddie Mac MSCR Trust MN1
35563FAB7
500000
PA
USD
455876.85
0.0425480275
Long
ABS-MBS
USGA
US
N
2
2051-01-25
Floating
8.82
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
35564KJA8
250000
PA
USD
244876.6
0.0228548923
Long
ABS-MBS
USGA
US
N
2
2034-01-25
Floating
8.12
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
35564TBD1
1400000
PA
USD
1443570.8
0.1347317595
Long
ABS-MBS
USGA
US
N
2
2049-07-26
Floating
8.4
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
35565WBD3
184336.56
PA
USD
198397.66
0.0185169067
Long
ABS-MBS
USGA
US
N
2
2050-06-27
Floating
10.25
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
35566CBD6
250000
PA
USD
246230.33
0.0229812390
Long
ABS-MBS
USGA
US
N
2
2050-12-27
Floating
8.07
N
N
N
N
N
N
Rockland Park Limited
N/A
Rockland Park Limited
77366PAA8
500000
PA
USD
451731
0.0421610859
Long
ABS-CBDO
CORP
US
N
2
2034-04-20
Floating
11.5
N
N
N
N
N
N
Roth CH Acquisition V Co.
N/A
Roth CH Acquisition V Co.
77867R100
8120
NS
USD
83554.8
0.0077983603
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BF8
1050000
PA
USD
1346866.5
0.1257061263
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
2.88
N
N
N
N
N
Royal Caribbean Cruises Ltd.
Royal Caribbean Cruises Ltd.
USD
XXXX
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BK7
300000
PA
USD
281272.76
0.0262518290
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.38
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc.
35671DCH6
20000
PA
USD
18889.69
0.0017630179
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63
N
N
N
N
N
N
Freshpet, Inc.
549300S4ZK8ZQ6HNPN59
Freshpet, Inc.
358039105
-12215
NS
USD
-803869.15
-0.0750269436
Short
EC
CORP
US
N
1
N
N
N
Freshpet, Inc.
549300S4ZK8ZQ6HNPN59
Freshpet, Inc.
358039AA3
1058000
PA
USD
1255327.58
0.1171625899
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3
N
N
N
N
N
Freshpet, Inc.
Freshpet, Inc.
USD
XXXX
N
N
N
Frigorifico Concepcion S.A.
529900Q6VZVL47QJCQ91
Frigorifico Concepcion S.A.
358648AA1
250000
PA
USD
195748.48
0.0182696527
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
7.7
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BP6
407000
PA
USD
908419.93
0.0847849067
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6
N
N
N
N
N
Royal Caribbean Cruises Ltd.
Royal Caribbean Cruises Ltd.
USD
XXXX
N
N
N
Ryan Specialty Group Holdings, Inc.
N/A
Ryan Specialty Group Holdings, Inc.
78351F107
129533
NS
USD
5814736.37
0.5427026248
Long
EC
CORP
US
N
1
N
N
N
fuboTV Inc.
N/A
fuboTV Inc.
35953DAB0
52000
PA
USD
29636.41
0.0027660338
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.25
N
N
N
N
N
fuboTV Inc.
fuboTV Inc.
USD
XXXX
N
N
N
Fusion Acquisition Corp. II
N/A
Fusion Acquisition Corp. II
36118N102
14032
NS
USD
145652.16
0.0135940487
Long
EC
CORP
US
N
1
N
N
N
Vitamin Oldco Holdings, Inc.
529900KBRR0AMACIJU82
Vitamin Oldco Holdings, Inc.
361ESC049
3463
NS
USD
173.15
0.0000161605
Long
EC
CORP
US
N
3
N
N
N
GSAA Home Equity Trust 2007-9
N/A
GSAA Home Equity Trust 2007-9
3622EEAC6
1608648.2
PA
USD
892881.31
0.0833346518
Long
ABS-CBDO
CORP
US
N
2
2037-10-25
Fixed
6.5
N
N
N
N
N
N
Gabon, Government of
213800XA7X746GRPXA35
Gabon, Government of
362420AE1
350000
PA
USD
277812.5
0.0259288751
Long
DBT
NUSS
US
N
2
2031-11-24
Fixed
7
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAS2
346000
PA
USD
217246.58
0.0202761194
Long
ABS-MBS
CORP
US
N
2
2047-11-13
Variable
4.66
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC28
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAG1
800000
PA
USD
691401.6
0.0645300903
Long
ABS-MBS
CORP
US
N
2
2048-02-12
Variable
4.45
N
N
N
N
N
N
GS Mortgage Securities Trust 2018-GS9
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2018-GS9
36255NAA3
1000000
PA
USD
629329.7
0.0587367781
Long
ABS-MBS
CORP
US
N
2
2028-03-10
Fixed
3
N
N
N
N
N
N
SEI Investments Company
5LJTIFADGZ6XH1RVOC11
SEI Investments Company
784117103
36821
NS
USD
2195268.02
0.2048893777
Long
EC
CORP
US
N
1
N
N
N
SG Residential Mortgage Trust 2021-2
N/A
SG Residential Mortgage Trust 2021-2
78432YAF6
4191000
PA
USD
2557777.36
0.2387232023
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Variable
4.04
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2018-SRP5
CU46ESEFJB81SUVBJO28
GS Mortgage Securities Corp Trust 2018-SRP5
36255TAL6
644422.82
PA
USD
180438.39
0.0168407270
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Floating
9.44
N
N
N
N
N
N
GS Mortgage Securities Corporation Trust 2021-IP
N/A
GS Mortgage Securities Corporation Trust 2021-IP
36262MAL2
500000
PA
USD
446951.15
0.0417149716
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Floating
9.74
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-A
N/A
SMB Private Education Loan Trust 2021-A
78448YAG6
484
PA
USD
1370379.24
0.1279006241
Long
ABS-CBDO
CORP
US
N
2
2053-01-15
Fixed
0
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-A
N/A
SMB Private Education Loan Trust 2021-A
78448YAL5
271396.65
PA
USD
247679.03
0.0231164495
Long
ABS-CBDO
CORP
US
N
2
2053-01-15
Fixed
3.86
N
N
N
N
N
N
GS Mortgage Securities Trust 2021-GSA3
N/A
GS Mortgage Securities Trust 2021-GSA3
36263UAB5
3608000
PA
USD
290793.98
0.0271404663
Long
ABS-CBDO
CORP
US
N
2
2054-12-17
Variable
1.53
N
N
N
N
N
N
GSR II Meteora Acquisition Corp.
N/A
GSR II Meteora Acquisition Corp.
36263W121
6
NS
USD
0.81
0.0000000756
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Corporation Trust 2021-ARDN
N/A
GS Mortgage Securities Corporation Trust 2021-ARDN
36266CAS5
500000
PA
USD
453466.3
0.0423230454
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
11.13
N
N
N
N
N
N
Galaxy XIX CLO, Ltd.
5493000B2531UL3WQV87
Galaxy XIX CLO, Ltd.
36319RAQ3
500000
PA
USD
434063
0.0405120911
Long
ABS-CBDO
CORP
US
N
2
2030-07-24
Floating
11.8
N
N
N
N
N
N
GCM Grosvenor Inc.
N/A
GCM Grosvenor Inc.
36831E116
39911
NS
USD
11586.16
0.0010813628
Long
EC
CORP
US
N
1
N
N
N
Getaround, Inc.
N/A
Getaround, Inc.
37427G119
596
NS
USD
11.92
0.0000011125
Long
EC
CORP
US
N
1
N
N
N
Gilbert Park CLO, Ltd.
N/A
Gilbert Park CLO, Ltd.
375414AA7
500000
PA
USD
415626.5
0.0387913704
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
11.66
N
N
N
N
N
N
Globus Medical, Inc.
5299003M2P4CIK0RF205
Globus Medical, Inc.
379577208
-37957
NS
USD
-2259959.78
-0.2109272074
Short
EC
CORP
US
N
1
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAL8
118748.78
PA
USD
107736.65
0.0100553076
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Floating
11.15
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAN4
927724.77
PA
USD
837107.95
0.0781291967
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Floating
12.65
N
N
N
N
N
N
Goal Acquisitions Corp.
N/A
Goal Acquisitions Corp.
38021H107
23720
NS
USD
246213.6
0.0229796776
Long
EC
CORP
US
N
1
N
N
N
Goal Acquisitions Corp.
N/A
Goal Acquisitions Corp.
38021H115
45463
NS
USD
1091.11
0.0001018358
Long
EC
CORP
US
N
1
N
N
N
Golden Arrow Merger Corp.
N/A
Golden Arrow Merger Corp.
380799114
4481
NS
USD
156.84
0.0000146382
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GFD1
120000
PA
USD
129248.93
0.0120630978
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
N/A
The Goldman Sachs Group, Inc.
381427AA1
8000
PA
USD
6151.33
0.0005741177
Long
DBT
CORP
US
N
2
2500-12-31
Floating
6.26
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38148LAF3
190000
PA
USD
177508.2
0.0165672457
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15
N
N
N
N
N
N
Gores Holdings IX, Inc.
N/A
Gores Holdings IX, Inc.
38287A101
107120
NS
USD
1097980
0.1024769809
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378U7Y7
4567870.57
PA
USD
99766.4
0.0093114260
Long
ABS-CBDO
USGA
US
N
2
2042-01-20
Variable
0
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
5493004JVD6CQEEJSS37
SPDR S&P 500 ETF Trust
78462F103
-53734
NS
USD
-23819207.52
-2.2231010349
Short
EC
RF
US
N
1
N
N
N
Sofi Professional Loan Program 2016-F LLC
N/A
Sofi Professional Loan Program 2016-F LLC
78471A103
100000
PA
USD
463946.1
0.0433011490
Long
ABS-CBDO
CORP
US
N
2
2040-02-27
Variable
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Q2P6
20916989.28
PA
USD
382048.81
0.0356574879
Long
ABS-CBDO
USGA
US
N
2
2071-05-20
Variable
0.03
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QDC3
5597544.43
PA
USD
410387.33
0.0383023867
Long
ABS-CBDO
USGA
US
N
2
2070-06-19
Variable
0.07
N
N
N
N
N
N
SoFi Professional Loan Program 2018-C Trust
N/A
SoFi Professional Loan Program 2018-C Trust
78490D104
50000
PA
USD
523857.65
0.0488928308
Long
ABS-CBDO
CORP
US
N
2
2048-01-25
Fixed
0
N
N
N
N
N
N
SWF Escrow Issuer Corporation
N/A
SWF Escrow Issuer Corporation
78500AAA6
205000
PA
USD
126182.24
0.0117768766
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QNT5
4454896.64
PA
USD
409271.35
0.0381982298
Long
ABS-CBDO
USGA
US
N
2
2070-11-20
Variable
0.02
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QQG0
5500104.75
PA
USD
413579.28
0.0386002987
Long
ABS-CBDO
USGA
US
N
2
2070-09-20
Variable
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380REA4
4782002.27
PA
USD
310588.18
0.0289879041
Long
ABS-CBDO
USGA
US
N
2
2062-12-16
Variable
0.98
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380RJ84
4685798.18
PA
USD
268951.7
0.0251018764
Long
ABS-CBDO
USGA
US
N
2
2063-04-16
Variable
0.72
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XJ73
213042.43
PA
USD
20084.7
0.0018745509
Long
ABS-CBDO
USGA
US
N
2
2048-07-20
Floating
1.04
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XQ75
2492464.7
PA
USD
76000.48
0.0070932984
Long
ABS-CBDO
USGA
US
N
2
2048-08-20
Floating
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XUC9
1604878.24
PA
USD
142803.03
0.0133281329
Long
ABS-CBDO
USGA
US
N
2
2048-07-20
Floating
1.04
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380YTQ8
1538943.05
PA
USD
141561.22
0.0132122320
Long
ABS-CBDO
USGA
US
N
2
2048-08-20
Floating
1.09
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381ABH8
1957752.73
PA
USD
172521.09
0.0161017873
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Floating
1.04
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381BAC8
1735717.7
PA
USD
152413.02
0.0142250552
Long
ABS-CBDO
USGA
US
N
2
2048-12-20
Floating
0.99
N
N
N
N
N
N
Sabre Corporation
529900VKCYZW8GZ4WW58
Sabre Corporation
78573M104
-34237
NS
USD
-109216.03
-0.0101933815
Short
EC
CORP
US
N
1
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc.
78573NAE2
722000
PA
USD
554444.02
0.0517475266
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4
N
N
N
N
N
Sabre Corporation
Sabre Corporation
USD
XXXX
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381E2N7
7655884.97
PA
USD
470509.25
0.0439137028
Long
ABS-CBDO
USGA
US
N
2
2064-01-16
Variable
0.7
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381WQ92
1677799.42
PA
USD
141566
0.0132126781
Long
ABS-CBDO
USGA
US
N
2
2049-07-20
Floating
0.94
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
34195
NS
USD
7224035.7
0.6742357498
Long
EC
CORP
US
N
1
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
400000
PA
USD
389816.02
0.0363824194
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
5.63
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HD64
4385365.48
PA
USD
164677.05
0.0153696852
Long
ABS-CBDO
USGA
US
N
2
2050-08-20
Floating
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HF88
4258105.89
PA
USD
209917.81
0.0195921086
Long
ABS-CBDO
USGA
US
N
2
2050-08-20
Floating
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HKF6
3554574.92
PA
USD
387359.09
0.0361531085
Long
ABS-CBDO
USGA
US
N
2
2050-08-20
Floating
1.09
N
N
N
N
N
N
The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities
549300M8ZYFG0OCMTT87
The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities
38382JPV2
2852635.41
PA
USD
366282.1
0.0341859449
Long
ABS-CBDO
USGA
US
N
2
2050-09-20
Floating
1.14
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
200000
PA
USD
173524.53
0.0161954407
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
2.8
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
200000
PA
USD
157383.38
0.0146889503
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KVY6
2616827.73
PA
USD
336685.77
0.0314236518
Long
ABS-CBDO
USGA
US
N
2
2050-10-20
Floating
1.14
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LAW1
2772983.97
PA
USD
361609.31
0.0337498227
Long
ABS-CBDO
USGA
US
N
2
2050-11-20
Floating
1.14
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
The Charles Schwab Corporation
808513AR6
33000
PA
USD
25033.22
0.0023364076
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
5
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
The Charles Schwab Corporation
808513BK0
242000
PA
USD
196080.5
0.0183006409
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
4
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNR8
5865154.36
PA
USD
772596.84
0.0721082275
Long
ABS-CBDO
USGA
US
N
2
2050-11-20
Fixed
2.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MGE3
2493906.54
PA
USD
321213.17
0.0299795587
Long
ABS-CBDO
USGA
US
N
2
2050-12-20
Floating
1.14
N
N
N
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
The Scotts Miracle-Gro Company
810186106
35310
NS
USD
2213583.9
0.2065988407
Long
EC
CORP
US
N
1
N
N
N
Sea Limited
529900OM6JLLW44YKI15
Sea Limited
81141R100
-9503
NS
USD
-551554.12
-0.0514778056
Short
EC
CORP
KY
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UAK7
6801438.29
PA
USD
145941.18
0.0136210236
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Floating
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VBP3
3926319.31
PA
USD
134040.22
0.0125102798
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Floating
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VET2
9878520.94
PA
USD
133606.01
0.0124697540
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Floating
0
N
N
N
N
N
N
The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities
549300M8ZYFG0OCMTT87
The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities
38382XY41
5516799.39
PA
USD
210056.55
0.0196050575
Long
ABS-CBDO
USGA
US
N
2
2051-09-20
Floating
0
N
N
N
N
N
N
Sea Limited
529900OM6JLLW44YKI15
Sea Limited
81141RAF7
1950000
PA
USD
1971313.5
0.1839871909
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
2.38
N
N
N
N
N
Sea Limited
Sea Limited
USD
XXXX
N
N
N
Sea Limited
529900OM6JLLW44YKI15
Sea Limited
81141RAG5
1954000
PA
USD
1554959.98
0.1451279661
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.25
N
N
N
N
N
Sea Limited
Sea Limited
USD
XXXX
N
N
N
Seagen Inc.
N/A
Seagen Inc.
81181C104
28086
NS
USD
5405431.56
0.5045012721
Long
EC
CORP
US
N
1
N
N
N
Seaport Global Acquisition II Corp.
N/A
Seaport Global Acquisition II Corp.
81221H105
23148
NS
USD
240970.68
0.0224903439
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382YHR7
7478247.13
PA
USD
411320.79
0.0383895087
Long
ABS-CBDO
USGA
US
N
2
2071-11-20
Variable
0.75
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383AXQ2
4416764.85
PA
USD
502542.15
0.0469034065
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Fixed
2.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DAS7
16428034.07
PA
USD
166558.91
0.0155453234
Long
ABS-CBDO
USGA
US
N
2
2051-11-20
Floating
0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FLN1
8999429.84
PA
USD
185144.37
0.0172799469
Long
ABS-CBDO
USGA
US
N
2
2051-12-20
Floating
0
N
N
N
N
N
N
Semtech Corporation
549300J7WUY317SW6O61
Semtech Corporation
816850101
-12922
NS
USD
-328994.12
-0.0307057726
Short
EC
CORP
US
N
1
N
N
N
Semtech Corporation
549300J7WUY317SW6O61
Semtech Corporation
816850AE1
760000
PA
USD
706773.4
0.0659647755
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.63
N
N
N
N
N
Semtech Corporation
Semtech Corporation
USD
XXXX
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FRZ8
9710552.61
PA
USD
188765.37
0.0176179031
Long
ABS-CBDO
USGA
US
N
2
2051-12-20
Floating
0
N
N
N
N
N
N
Graf Acquisition Corp. IV
N/A
Graf Acquisition Corp. IV
384272100
4356
NS
USD
44997.48
0.0041997176
Long
EC
CORP
US
N
1
N
N
N
Gran Tierra Energy Inc.
549300IH2S17MAIUCM32
Gran Tierra Energy Inc.
38502JAA9
200000
PA
USD
151171.9
0.0141092187
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
7.75
N
N
N
N
N
N
Granite Construction Incorporated
549300OM4BWMCIXVCZ39
Granite Construction Incorporated
387328107
-8629
NS
USD
-343261.62
-0.0320373909
Short
EC
CORP
US
N
1
N
N
N
Granite Construction Incorporated
549300OM4BWMCIXVCZ39
Granite Construction Incorporated
387328AC1
600000
PA
USD
647400
0.0604233205
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.75
N
N
N
N
N
Granite Construction Incorporated
Granite Construction Incorporated
USD
XXXX
N
N
N
Green Plains Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains Inc.
393222104
-17814
NS
USD
-574323.36
-0.0536029108
Short
EC
CORP
US
N
1
N
N
N
Green Plains Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains Inc.
393222AK0
751000
PA
USD
917256.38
0.0856096327
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.25
N
N
N
N
N
Green Plains Inc.
Green Plains Inc.
USD
XXXX
N
N
N
Conseco Finance Corp.
N/A
Conseco Finance Corp.
393505MR0
81032.9
PA
USD
80221.88
0.0074872913
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
7.75
N
N
N
N
N
N
Shapeways Holdings, Inc.
N/A
Shapeways Holdings, Inc.
81947T110
61389
NS
USD
620.03
0.0000578688
Long
EC
CORP
US
N
1
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
The Sherwin-Williams Company
824348106
-3930
NS
USD
-1043493.6
-0.0973916408
Short
EC
CORP
US
N
1
N
N
N
Shift4 Payments, LLC
N/A
Shift4 Payments, LLC
82452J109
-17985
NS
USD
-1221361.35
-0.1139924441
Short
EC
CORP
US
N
1
N
N
N
Shift4 Payments, LLC
N/A
Shift4 Payments, LLC
82452JAB5
2101000
PA
USD
2269542.22
0.2118215585
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0
N
N
N
N
N
Shift4 Payments, LLC
Shift4 Payments, LLC
USD
XXXX
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
The Greenbrier Companies, Inc.
393657101
-23534
NS
USD
-1014315.4
-0.0946683727
Short
EC
CORP
US
N
1
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
The Greenbrier Companies, Inc.
393657AM3
1983000
PA
USD
1952842.54
0.1822632541
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.88
N
N
N
N
N
The Greenbrier Companies, Inc.
The Greenbrier Companies, Inc.
USD
XXXX
N
N
N
GreenPoint Mortgage Funding, Inc.
N/A
GreenPoint Mortgage Funding, Inc.
39538WEE4
263278.23
PA
USD
179315.09
0.0167358869
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
5.71
N
N
N
N
N
N
Groupon, Inc.
5299005W5W1R5POQJL03
Groupon, Inc.
399473206
-6664
NS
USD
-39384.24
-0.0036758211
Short
EC
CORP
US
N
1
N
N
N
Shift4 Payments, LLC
N/A
Shift4 Payments, LLC
82452JAD1
146000
PA
USD
128381.74
0.0119821610
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.5
N
N
N
N
N
Shift4 Payments, LLC
Shift4 Payments, LLC
USD
XXXX
N
N
N
Shift Technologies, Inc.
5493000DBZBX1I1QVY71
Shift Technologies, Inc.
82452TAA5
1305000
PA
USD
169948.85
0.0158617143
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
4.75
N
N
N
N
N
Shift Technologies, Inc.
Shift Technologies, Inc.
USD
XXXX
N
N
N
Shopify Inc.
549300HGQ43STJLLP808
Shopify Inc.
82509L107
-2464
NS
USD
-159174.4
-0.0148561103
Short
EC
CORP
CA
N
1
N
N
N
Shopify Inc.
549300HGQ43STJLLP808
Shopify Inc.
82509LAA5
1200000
PA
USD
1086186
0.1013762200
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.13
N
N
N
N
N
Shopify Inc.
Shopify Inc.
USD
XXXX
N
N
N
Groupon, Inc.
5299005W5W1R5POQJL03
Groupon, Inc.
399473AF4
757000
PA
USD
274945.43
0.0256612849
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.13
N
N
N
N
N
Groupon, Inc.
Groupon, Inc.
USD
XXXX
N
N
N
Grove Collaborative Holdings, Inc.
N/A
Grove Collaborative Holdings, Inc.
39957D110
3626
NS
USD
36.26
0.0000033842
Long
EC
CORP
US
N
3
N
N
N
Grubhub Holdings Inc.
529900CR2K1AJ5W4RR39
Grubhub Holdings Inc.
40010PAA6
642000
PA
USD
370869.38
0.0346140862
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.5
N
N
N
N
N
N
Guess ?, Inc.
549300QVH3ZK2DW0KP86
Guess ?, Inc.
401617105
-52586
NS
USD
-1022797.7
-0.0954600452
Short
EC
CORP
US
N
1
N
N
N
Guess ?, Inc.
549300QVH3ZK2DW0KP86
Guess ?, Inc.
401617AE5
2012000
PA
USD
2022140.48
0.1887309891
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.75
N
N
N
N
N
Guess ?, Inc.
Guess ?, Inc.
USD
XXXX
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
-1672
NS
USD
-127205.76
-0.0118724041
Short
EC
CORP
US
N
1
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171VAA8
1043000
PA
USD
1018182.86
0.0950293316
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
1.25
N
N
N
N
N
Guidewire Software, Inc.
Guidewire Software, Inc.
USD
XXXX
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
402635502
6660
NS
USD
699766.2
0.0653107775
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
402635601
11
NS
USD
5500
0.0005133276
Long
EP
CORP
US
N
3
2500-01-01
Fixed
10
N
N
Y
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
402635AQ9
5847
PA
USD
5876.01
0.0005484214
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8
N
N
N
N
N
Sierracol Energy Andina, LLC
N/A
Sierracol Energy Andina, LLC
82653LAA9
250000
PA
USD
182434.95
0.0170270705
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6
N
N
N
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
920
NS
USD
193.2
0.0000180318
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
402ESCAP2
93000
PA
USD
0
0.0000000000
Long
DBT
CORP
US
N
3
2500-12-31
Fixed
0
N
N
N
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
402ESCAQ0
180000
PA
USD
0
0.0000000000
Long
DBT
CORP
US
N
3
2500-12-31
Fixed
0
N
N
N
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
N/A
85000
PA
USD
0
0.0000000000
Long
DBT
CORP
US
N
3
2500-12-31
Fixed
0
N
N
N
N
N
N
Gulfport Energy Operating Corporation
549300FJX18IDUFPHD40
Gulfport Energy Operating Corporation
N/A
89000
PA
USD
0
0.0000000000
Long
DBT
CORP
US
N
3
2500-12-31
Fixed
0
N
N
N
N
N
N
Silk Road Medical, Inc.
549300VL8KC0ZPDQHE14
Silk Road Medical, Inc.
82710M100
52593
NS
USD
1708746.57
0.1594812197
Long
EC
CORP
US
N
1
N
N
N
SilverBox Corp III
N/A
SilverBox Corp III
82836N206
4328
NS
USD
43981.14
0.0041048602
Long
EC
CORP
US
N
1
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
10000
PA
USD
8686.94
0.0008107719
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88
N
N
N
N
N
N
HPS Loan Management 4-2014, Ltd.
549300OYG05TXUTUVD98
HPS Loan Management 4-2014, Ltd.
40437BAA2
1000000
PA
USD
825228
0.0770204139
Long
ABS-CBDO
CORP
US
N
2
2031-02-05
Floating
10.43
N
N
N
N
N
N
Sizzle Acquisition Corp.
N/A
Sizzle Acquisition Corp.
83014E109
27383
NS
USD
292587.36
0.0273078465
Long
EC
CORP
US
N
1
N
N
N
SkyMiles IP Ltd.
Q2CCMS6R0AS67HJMBN42
SkyMiles IP Ltd.
830867AA5
116667.34
PA
USD
114099.2
0.0106491389
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.5
N
N
N
N
N
N
HPS Loan Management 4-2014, Ltd.
549300OYG05TXUTUVD98
HPS Loan Management 4-2014, Ltd.
40437MAA8
900000
PA
USD
755925.3
0.0705522346
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
10.76
N
N
N
N
N
N
Hackensack Meridian Health, Inc.
5493001CB3OCWTEJY668
Hackensack Meridian Health, Inc.
404530AB3
90000
PA
USD
78433.72
0.0073203982
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
4.21
N
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
-4729
NS
USD
-118225
-0.0110342092
Short
EC
CORP
US
N
1
N
N
N
Harmonic, Inc.
549300LRGRD8XC9BTL66
Harmonic, Inc.
413160102
-117184
NS
USD
-1894865.28
-0.1768521040
Short
EC
CORP
US
N
1
N
N
N
SkyMiles IP Ltd.
Q2CCMS6R0AS67HJMBN42
SkyMiles IP Ltd.
830867AB3
110000
PA
USD
106764.66
0.0099645895
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75
N
N
N
N
N
N
SMART Global Holdings, Inc.
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
83205YAC8
751000
PA
USD
1127566.42
0.1052383491
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2
N
N
N
N
N
SMART Global Holdings, Inc.
SMART Global Holdings, Inc.
USD
XXXX
N
N
N
Harmonic, Inc.
549300LRGRD8XC9BTL66
Harmonic, Inc.
413160AD4
1054000
PA
USD
1988623.96
0.1856028157
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2
N
N
N
N
N
Harmonic, Inc.
Harmonic, Inc.
USD
XXXX
N
N
N
Hat Holdings I LLC
N/A
Hat Holdings I LLC
418751AG8
1428000
PA
USD
1327571.62
0.1239052911
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
USD
XXXX
N
N
N
Snap One Holdings Corp.
254900UH1TKVPR8FDW43
Snap One Holdings Corp.
83303Y105
-50176
NS
USD
-584550.4
-0.0545574238
Short
EC
CORP
US
N
1
N
N
N
Snap Inc.
549300JNC0L6VP8A2Q35
Snap Inc.
83304A106
-80147
NS
USD
-948940.48
-0.0885667821
Short
EC
CORP
US
N
1
N
N
N
Hawaiian Brand Intellectual Property, Ltd.
N/A
Hawaiian Brand Intellectual Property, Ltd.
41984LAA5
10000
PA
USD
9467.47
0.0008836206
Long
DBT
CORP
US
N
2
2026-01-20
Fixed
5.75
N
N
N
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
-12312
NS
USD
-153900
-0.0143638385
Short
EC
CORP
US
N
1
N
N
N
Snap Inc.
549300JNC0L6VP8A2Q35
Snap Inc.
83304AAB2
1817000
PA
USD
1666908.53
0.1555763799
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75
N
N
N
N
N
Snap Inc.
Snap Inc.
USD
XXXX
N
N
N
Snap Inc.
549300JNC0L6VP8A2Q35
Snap Inc.
83304AAD8
1212000
PA
USD
1166566.97
0.1088783595
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.25
N
N
N
N
N
Snap Inc.
Snap Inc.
USD
XXXX
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225TAB3
1666000
PA
USD
1593120.83
0.1486896053
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.5
N
N
N
N
N
Health Catalyst, Inc.
Health Catalyst, Inc.
USD
XXXX
N
N
N
Heartland Media Acquisition Corp.
N/A
Heartland Media Acquisition Corp.
42237V108
28640
NS
USD
301865.6
0.0281738058
Long
EC
CORP
US
N
1
N
N
N
Snap Inc.
549300JNC0L6VP8A2Q35
Snap Inc.
83304AAH9
2724000
PA
USD
1933410.76
0.1804496417
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.13
N
N
N
N
N
Snap Inc.
Snap Inc.
USD
XXXX
N
N
N
SoFi Professional Loan Program 2018-A LLC
5493002WMPR84WZ75V46
SoFi Professional Loan Program 2018-A LLC
83406E105
21000
PA
USD
325501.74
0.0303798208
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Fixed
0
N
N
N
N
N
N
SoFi Professional Loan Program 2018-A LLC
5493002WMPR84WZ75V46
SoFi Professional Loan Program 2018-A LLC
83406E303
6218
PA
USD
96379.52
0.0089953207
Long
ABS-CBDO
CORP
US
N
2
2042-02-25
Fixed
0
N
N
N
N
N
N
SoFi Technologies, Inc.
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406F102
-20828
NS
USD
-173705.52
-0.0162123329
Short
EC
CORP
US
N
1
N
N
N
Heliogen Holdings, Inc.
N/A
Heliogen Holdings, Inc.
42329E113
1063
NS
USD
42.63
0.0000039788
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
-272784
NS
USD
-2013145.92
-0.1878915062
Short
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330PAK3
2528000
PA
USD
3325760.96
0.3104008656
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75
N
N
N
N
N
Helix Energy Solutions Group, Inc.
Helix Energy Solutions Group, Inc.
USD
XXXX
N
N
N
Hennessy Capital Investment Corp. VI
N/A
Hennessy Capital Investment Corp. VI
42600H108
22477
NS
USD
231513.1
0.0216076463
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
17009
NS
USD
2846115.97
0.2656345033
Long
EC
CORP
US
N
1
N
N
N
Herbalife Nutrition Ltd.
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
42703MAE3
731000
PA
USD
766197.65
0.0715109765
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.25
N
N
N
N
N
Herbalife Nutrition Ltd.
Herbalife Nutrition Ltd.
USD
XXXX
N
N
N
SoFi Technologies, Inc.
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406FAA0
904000
PA
USD
703655.52
0.0656737767
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0
N
N
N
N
N
SoFi Technologies, Inc.
SoFi Technologies, Inc.
USD
XXXX
N
N
N
SolarEdge Technologies Ltd.
5493000K6Y58XXPDF853
SolarEdge Technologies Ltd.
83417M104
-2244
NS
USD
-603748.2
-0.0563491983
Short
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies Ltd.
5493000K6Y58XXPDF853
SolarEdge Technologies Ltd.
83417MAD6
901000
PA
USD
1065099.13
0.0994081342
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0
N
N
N
N
N
SolarEdge Technologies Ltd.
SolarEdge Technologies Ltd.
USD
XXXX
N
N
N
Sound Point CLO XXI Ltd
5493001O6AOY43J70E72
Sound Point CLO XXI Ltd
83614CAJ6
500000
PA
USD
387988
0.0362118061
Long
ABS-CBDO
CORP
US
N
2
2034-07-17
Floating
11.73
N
N
N
N
N
N
Herbalife Nutrition Ltd.
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
42704MAA0
112000
PA
USD
102726.34
0.0095876839
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.88
N
N
N
N
N
N
Highlands Holdings Bond Issuer Limited
N/A
Highlands Holdings Bond Issuer Limited
43103QAA6
560000
PA
USD
517171.49
0.0482687963
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.63
N
N
Y
N
N
N
Sound Point CLO XXXII Ltd
N/A
Sound Point CLO XXXII Ltd
83616FAA6
500000
PA
USD
387623
0.0361777398
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Floating
11.96
N
N
N
N
N
N
South Africa, Parliament of
378900AAFB4F17004C49
South Africa, Parliament of
836205AX2
350000
PA
USD
247625
0.0231114068
Long
DBT
NUSS
US
N
2
2047-09-27
Fixed
5.65
N
N
N
N
N
N
Homeward Opportunities Fund Trust 2020-BPL1
N/A
Homeward Opportunities Fund Trust 2020-BPL1
43789YAB8
546302.42
PA
USD
530295.76
0.0494937143
Long
ABS-MBS
CORP
US
N
2
2023-08-25
Fixed
5.44
N
N
N
N
N
N
Howmet Aerospace Inc.
ABPN11VOHLHX6QR7XQ48
Howmet Aerospace Inc.
443201108
21685
NS
USD
1074708.6
0.1003050080
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
The Southern Company
842587107
-319
NS
USD
-22409.75
-0.0020915531
Short
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
The Southern Company
842587DN4
112000
PA
USD
111514.7
0.0104079216
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.88
N
N
N
N
N
The Southern Company
The Southern Company
USD
XXXX
N
N
N
HPS Loan Management 2013-2, Ltd.
549300BGJH0LJLGIUQ46
HPS Loan Management 2013-2, Ltd.
44330FAA3
1000000
PA
USD
875401
0.0817031745
Long
ABS-CBDO
CORP
US
N
2
2029-10-22
Floating
11.85
N
N
N
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
-4887
NS
USD
-2600323.83
-0.2426941615
Short
EC
CORP
US
N
1
N
N
N
Southport Acquisition Corporation
N/A
Southport Acquisition Corporation
84465L105
53761
NS
USD
565565.72
0.0527855403
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AT6
420000
PA
USD
371054.97
0.0346314077
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75
N
N
N
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573AD2
1502000
PA
USD
2869360.72
0.2678039889
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.38
N
N
N
N
N
HubSpot, Inc.
HubSpot, Inc.
USD
XXXX
N
N
N
Match Group FinanceCo 2, Inc.
549300IPGK4BWL134U96
Match Group FinanceCo 2, Inc.
44932FAA5
2262000
PA
USD
2013082.73
0.1878856086
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.88
N
N
N
N
N
Match Group, Inc.
Match Group, Inc.
USD
XXXX
N
N
N
Match Group FinanceCo 3, Inc.
5493003IEL8HSZKWUI17
Match Group FinanceCo 3, Inc.
44932KAA4
909000
PA
USD
806672.05
0.0752885447
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2
N
N
N
N
N
Match Group, Inc.
Match Group, Inc.
USD
XXXX
N
N
N
I3 Verticals, LLC
549300VET627YPCK1T69
I3 Verticals, LLC
44933TAB2
1445000
PA
USD
1313557.02
0.1225972765
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1
N
N
N
N
N
I3 Verticals, Inc.
I3 Verticals, Inc.
USD
XXXX
N
N
N
Spirit Airlines, Inc.
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
84859BAA9
48000
PA
USD
48479.75
0.0045247258
Long
DBT
CORP
US
N
2
2025-09-20
Fixed
8
N
N
N
N
N
N
Splunk Inc.
549300XGDSGBP6UEI867
Splunk Inc.
848637104
-715
NS
USD
-75854.35
-0.0070796597
Short
EC
CORP
US
N
1
N
N
N
Illinois, State of
54930048FV8RWPR02D67
Illinois, State of
452151LF8
150000
PA
USD
147406.08
0.0137577461
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
Illuminate Buyer LLC
N/A
Illuminate Buyer LLC
45232TAA9
80000
PA
USD
69904.42
0.0065243392
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9
N
N
N
N
N
N
IndyMac ABS, Inc.
N/A
IndyMac ABS, Inc.
456606HV7
218067.08
PA
USD
207565.91
0.0193726004
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
5.9
N
N
N
N
N
N
Insmed Incorporated
529900Q55QAG41CCAC11
Insmed Incorporated
457669307
-44257
NS
USD
-933822.7
-0.0871558052
Short
EC
CORP
US
N
1
N
N
N
Splunk Inc.
549300XGDSGBP6UEI867
Splunk Inc.
848637AD6
554000
PA
USD
554672.56
0.0517688568
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.13
N
N
N
N
N
Splunk Inc.
Splunk Inc.
USD
XXXX
N
N
N
Splunk Inc.
549300XGDSGBP6UEI867
Splunk Inc.
848637AF1
53000
PA
USD
45807
0.0042752719
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.13
N
N
N
N
N
Splunk Inc.
Splunk Inc.
USD
XXXX
N
N
N
Spotify USA Inc.
2138001WXZQOPMPA3D50
Spotify USA Inc.
84921RAB6
1354000
PA
USD
1144811.06
0.1068478307
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
Spotify Technology S.A.
Spotify Technology S.A.
USD
XXXX
N
N
N
Spruce Hill Mortgage Loan Trust 2020-SH1
N/A
Spruce Hill Mortgage Loan Trust 2020-SH1
85209FAF3
1200000
PA
USD
1038712.68
0.0969454266
Long
ABS-MBS
CORP
US
N
2
2024-02-29
Variable
4.68
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AF0
1364000
PA
USD
1281820.36
0.1196352216
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.13
N
N
N
N
N
Block, Inc.
Block, Inc.
USD
XXXX
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
-3868
NS
USD
-75039.2
-0.0070035799
Short
EC
CORP
US
N
1
N
N
N
Insmed Incorporated
529900Q55QAG41CCAC11
Insmed Incorporated
457669AB5
1971000
PA
USD
1648349.27
0.1538442018
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.75
N
N
N
N
N
Insmed Incorporated
Insmed Incorporated
USD
XXXX
N
N
N
Innoviva, Inc.
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
-25191
NS
USD
-320681.43
-0.0299299302
Short
EC
CORP
US
N
1
N
N
N
Innoviva, Inc.
549300ACOX4QTBES6535
Innoviva, Inc.
45781MAD3
2167000
PA
USD
1744560.69
0.1628238333
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.13
N
N
N
N
N
Innoviva, Inc.
Innoviva, Inc.
USD
XXXX
N
N
N
Inotiv, Inc.
549300FH5Z13X0Q5SK81
Inotiv, Inc.
45783Q100
-13714
NS
USD
-65415.78
-0.0061054041
Short
EC
CORP
US
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BBA2
277000
PA
USD
283091.23
0.0264215510
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.75
N
N
N
N
N
Starwood Property Trust, Inc.
Starwood Property Trust, Inc.
USD
XXXX
N
N
N
Starwood Mortgage Residential Trust 2021-4
N/A
Starwood Mortgage Residential Trust 2021-4
85573PAF9
3767000
PA
USD
2424081.45
0.2262450577
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
3.96
N
N
N
N
N
N
Inotiv, Inc.
549300FH5Z13X0Q5SK81
Inotiv, Inc.
45783QAB6
1562000
PA
USD
804394.07
0.0750759356
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.25
N
N
N
N
N
Inotiv, Inc.
Inotiv, Inc.
USD
XXXX
N
N
N
Insight Acquisition Corp.
N/A
Insight Acquisition Corp.
45784L100
7641
NS
USD
79466.4
0.0074167806
Long
EC
CORP
US
N
1
N
N
N
Integral Acquisition Corporation 1
N/A
Integral Acquisition Corporation 1
45827K101
5902
NS
USD
61911.98
0.0057783865
Long
EC
CORP
US
N
1
N
N
N
Integrated Rail And Resources Acquisition Corp.
549300G3080C4RIDLA64
Integrated Rail And Resources Acquisition Corp.
45827R106
1333
NS
USD
14276.43
0.0013324518
Long
EC
CORP
US
N
1
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A.
N/A
320000
PA
USD
0
0.0000000000
Long
DBT
CORP
US
N
3
2500-12-31
Fixed
0
N
N
N
N
N
N
International Flavors & Fragrances Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc.
459506101
27948
NS
USD
2224381.32
0.2076065885
Long
EC
CORP
US
N
1
N
N
N
Invesco QQQ Trust Series I
549300VY6FEJBCIMET58
Invesco QQQ Trust Series I
46090E103
-11490
NS
USD
-4244635.8
-0.3961615529
Short
EC
RF
US
N
1
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit Inc.
461202103
6387
NS
USD
2926459.53
0.2731331512
Long
EC
CORP
US
N
1
N
N
N
Galata Acquisition Corp.
N/A
Galata Acquisition Corp.
N/A
8087
NS
USD
84832.63
0.0079176231
Long
EC
CORP
KY
N
1
N
N
N
Finnovate Acquisition Corp.
N/A
Finnovate Acquisition Corp.
N/A
12968
NS
USD
137331.12
0.0128174271
Long
EC
CORP
KY
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222AB6
517000
PA
USD
486888.37
0.0454424035
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.13
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
Ionis Pharmaceuticals, Inc.
USD
XXXX
N
N
N
iShares iBoxx $ High Yield Corporate Bond ETF
5493000860OXIC4B5K91
iShares iBoxx $ High Yield Corporate Bond ETF
464288513
-121464
NS
USD
-9119517.12
-0.8511453595
Short
EC
RF
US
N
1
N
N
N
ESGEN Acquisition Corp
N/A
ESGEN Acquisition Corp
N/A
11592
NS
USD
126005.04
0.0117603381
Long
EC
CORP
KY
N
1
N
N
N
ESGEN Acquisition Corp
N/A
ESGEN Acquisition Corp
N/A
3464
NS
USD
242.48
0.0000226312
Long
EC
CORP
US
N
1
N
N
N
I3 Verticals, Inc.
549300944CYWVP06CJ97
I3 Verticals, Inc.
46571Y107
-10837
NS
USD
-247733.82
-0.0231215632
Short
EC
CORP
US
N
1
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741106
-367
NS
USD
-26460.7
-0.0024696376
Short
EC
CORP
US
N
1
N
N
N
Golden Star Acquisition Corporation
N/A
Golden Star Acquisition Corporation
N/A
9676
NS
USD
100727.16
0.0094010959
Long
EC
CORP
KY
N
1
N
N
N
G Squared Ascend II, Inc.
N/A
G Squared Ascend II, Inc.
N/A
14225
NS
USD
148748.05
0.0138829952
Long
EC
CORP
KY
N
1
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741AN6
139000
PA
USD
123952.69
0.0115687876
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
Itron, Inc.
Itron, Inc.
USD
XXXX
N
N
N
Turquoise Hill Resources Ltd
5299006XZISURYIA4G32
Turquoise Hill Resources Ltd
46579RAA2
1172000
PA
USD
1600518.36
0.1493800337
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.5
N
N
N
N
N
Turquoise Hill Resources Ltd
Turquoise Hill Resources Ltd
USD
XXXX
N
N
N
Hainan Manaslu Acquisition Corp.
N/A
Hainan Manaslu Acquisition Corp.
N/A
30000
NS
USD
317400
0.0296236669
Long
EC
CORP
KY
N
1
N
N
N
HCM Acquisition Corp
N/A
HCM Acquisition Corp
N/A
18812
NS
USD
199971.56
0.0186638024
Long
EC
CORP
KY
N
1
N
N
N
Healthcare AI Acquisition Corp.
N/A
Healthcare AI Acquisition Corp.
N/A
4412
NS
USD
47031.92
0.0043895965
Long
EC
CORP
KY
N
1
N
N
N
Pearl Holdings Acquisition Corp
N/A
Pearl Holdings Acquisition Corp
N/A
50392
NS
USD
532139.52
0.0496657967
Long
EC
CORP
KY
N
1
N
N
N
Iveric Bio, Inc.
549300GZXI59U71XPM70
Iveric Bio, Inc.
46583P102
65960
NS
USD
2594866.4
0.2421848071
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C31
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46590JAY3
19706227.15
PA
USD
278752.47
0.0260166046
Long
ABS-CBDO
CORP
US
N
2
2048-11-18
Variable
1.26
N
N
N
N
N
N
Horizon Therapeutics Public Limited Company
529900P0GSQ79OOZEV53
Horizon Therapeutics Public Limited Company
N/A
89764
NS
USD
9232227.4
0.8616648673
Long
EC
CORP
IE
N
1
N
N
N
Icon Public Limited Company
6354008SRQGEMC4XFI67
Icon Public Limited Company
N/A
2963
NS
USD
741342.6
0.0691911979
Long
EC
CORP
IE
N
1
N
N
N
Stratim Cloud Acquisition Corp.
N/A
Stratim Cloud Acquisition Corp.
86309R107
6764
NS
USD
69872.12
0.0065213245
Long
EC
CORP
US
N
1
N
N
N
Stratim Cloud Acquisition Corp.
N/A
Stratim Cloud Acquisition Corp.
86309R115
2414
NS
USD
4.83
0.0000004508
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Corp.
N/A
J.P. Morgan Chase Commercial Mortgage Securities Corp.
46635TBD3
334000
PA
USD
117340.11
0.0109516204
Long
ABS-MBS
CORP
US
N
2
2046-02-16
Variable
5.71
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C23
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643AAJ2
650000
PA
USD
501272.66
0.0467849221
Long
ABS-MBS
CORP
US
N
2
2024-10-18
Variable
3.36
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAG5
9737412.1
PA
USD
82467.12
0.0076968446
Long
ABS-CBDO
CORP
US
N
2
2047-11-18
Variable
0.99
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C26
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TAL6
348000
PA
USD
270355.21
0.0252328692
Long
ABS-MBS
CORP
US
N
2
2024-12-17
Variable
4.01
N
N
N
N
N
N
Iconic Sports Acquisition Corp.
N/A
Iconic Sports Acquisition Corp.
N/A
19571
NS
USD
208431.15
0.0194533552
Long
EC
CORP
KY
N
1
N
N
N
InFinT Acquisition Corporation
N/A
InFinT Acquisition Corporation
N/A
6948
NS
USD
74899.44
0.0069905358
Long
EC
CORP
KY
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Corp.
N/A
J.P. Morgan Chase Commercial Mortgage Securities Corp.
46651CAJ7
83000
PA
USD
78124.55
0.0072915427
Long
ABS-MBS
CORP
US
N
2
2024-05-07
Fixed
4.34
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Corp.
N/A
J.P. Morgan Chase Commercial Mortgage Securities Corp.
46651CAL2
85000
PA
USD
79225.21
0.0073942698
Long
ABS-MBS
CORP
US
N
2
2024-05-07
Variable
4.6
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust 2005-3XS
N/A
Structured Adjustable Rate Mortgage Loan Trust 2005-3XS
863579JH2
1207502.64
PA
USD
1027275.87
0.0958780030
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.79
N
N
N
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082100
-37362
NS
USD
-243226.62
-0.0227008959
Short
EC
CORP
US
N
1
N
N
N
Inflection Point Acquisition Corp II
N/A
Inflection Point Acquisition Corp II
N/A
14418
NS
USD
145910.16
0.0136181285
Long
EC
CORP
KY
N
1
N
N
N
Infinite Acquisition Corp.
N/A
Infinite Acquisition Corp.
N/A
54431
NS
USD
575335.67
0.0536973920
Long
EC
CORP
KY
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Corp.
N/A
J.P. Morgan Chase Commercial Mortgage Securities Corp.
46651CAN8
99000
PA
USD
91634.48
0.0085524553
Long
ABS-MBS
CORP
US
N
2
2024-05-07
Variable
4.6
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Corp.
N/A
J.P. Morgan Chase Commercial Mortgage Securities Corp.
46651CAQ1
104000
PA
USD
95747.5
0.0089363328
Long
ABS-MBS
CORP
US
N
2
2024-05-07
Variable
4.6
N
N
N
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082AA8
1051000
PA
USD
882923.03
0.0824052228
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.5
N
N
N
N
N
Summit Hotel Properties, Inc.
Summit Hotel Properties, Inc.
USD
XXXX
N
N
N
Sunnova Energy International Inc.
549300JK1Y1VVC3JU540
Sunnova Energy International Inc.
86745K104
-11463
NS
USD
-209887.53
-0.0195892825
Short
EC
CORP
US
N
1
N
N
N
Sunnova Energy International Inc.
549300JK1Y1VVC3JU540
Sunnova Energy International Inc.
86745KAG9
504000
PA
USD
408556.01
0.0381314655
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.63
N
N
N
N
N
Sunnova Energy International Inc.
Sunnova Energy International Inc.
USD
XXXX
N
N
N
Sunoco Logistics Partners Operations L.P.
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations L.P.
86765BAH2
40000
PA
USD
40728.82
0.0038013138
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
6.85
N
N
N
N
N
N
Infinite Acquisition Corp.
N/A
Infinite Acquisition Corp.
N/A
2445
NS
USD
325.19
0.0000303507
Long
EC
CORP
US
N
1
N
N
N
Integrated Wellness Acquisition Corp
N/A
Integrated Wellness Acquisition Corp
N/A
12464
NS
USD
133489.44
0.0124588743
Long
EC
CORP
KY
N
1
N
N
N
Investcorp India Acquisition Corp.
N/A
Investcorp India Acquisition Corp.
N/A
36579
NS
USD
391578.2
0.0365468877
Long
EC
CORP
KY
N
1
N
N
N
Investcorp Europe Acquisition Corp I
N/A
Investcorp Europe Acquisition Corp I
N/A
57056
NS
USD
608216.96
0.0567662779
Long
EC
CORP
KY
N
1
N
N
N
Israel Acquisitions Corp.
N/A
Israel Acquisitions Corp.
N/A
14686
NS
USD
152587.54
0.0142413436
Long
EC
CORP
KY
N
1
N
N
N
Israel Acquisitions Corp.
N/A
Israel Acquisitions Corp.
N/A
14686
NS
USD
2202.9
0.0002056017
Long
EC
CORP
US
N
1
N
N
N
IX Acquisition Corp.
N/A
IX Acquisition Corp.
N/A
9481
NS
USD
100119.36
0.0093443685
Long
EC
CORP
KY
N
1
N
N
N
Jaws Mustang Acquisition Corp.
N/A
Jaws Mustang Acquisition Corp.
N/A
11567
NS
USD
578.35
0.0000539787
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Corp.
N/A
J.P. Morgan Chase Commercial Mortgage Securities Corp.
46651CAS7
114000
PA
USD
104259.98
0.0097308220
Long
ABS-MBS
CORP
US
N
2
2024-05-07
Variable
4.6
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAS5
347000
PA
USD
325569.45
0.0303861403
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
9.24
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAU0
347000
PA
USD
3261.8
0.0003044312
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Variable
0.5
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAL5
136000
PA
USD
116898.79
0.0109104310
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
7.3
N
N
N
N
N
N
Freightos Ltd
N/A
Freightos Ltd
N/A
2568
NS
USD
359.78
0.0000335791
Long
EC
CORP
US
N
1
N
N
N
Kaixin Auto Holdings
549300WYFZM867Q8Q259
Kaixin Auto Holdings
N/A
65367
NS
USD
130.73
0.0000122013
Long
EC
CORP
HK
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities T
N/A
J.P. Morgan Chase Commercial Mortgage Securities T
46654PAQ9
140000
PA
USD
130890.72
0.0122163298
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
9.46
N
N
N
N
N
N
Jefferies Financial Group Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc.
47233W109
59510
NS
USD
1973946.7
0.1842329535
Long
EC
CORP
US
N
1
N
N
N
Kensington Capital Acquisition Corp. V
N/A
Kensington Capital Acquisition Corp. V
N/A
88271
NS
USD
932141.76
0.0869989192
Long
EC
CORP
KY
N
1
N
N
N
Kensington Capital Acquisition Corp. V
N/A
Kensington Capital Acquisition Corp. V
N/A
25101
NS
USD
1998.04
0.0001864816
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
-5603
NS
USD
-49642.58
-0.0046332554
Short
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143AP6
585000
PA
USD
479814.66
0.0447821980
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.5
N
N
N
N
N
JetBlue Airways Corporation
JetBlue Airways Corporation
USD
XXXX
N
N
N
Kernel Group Holdings, Inc.
N/A
Kernel Group Holdings, Inc.
N/A
17701
NS
USD
185860.5
0.0173467849
Long
EC
CORP
KY
N
1
N
N
N
Keyarch Acquisition Corporation
N/A
Keyarch Acquisition Corporation
N/A
6074
NS
USD
63534.04
0.0059297770
Long
EC
CORP
KY
N
1
N
N
N
Quadro Acquisition One Corp.
N/A
Quadro Acquisition One Corp.
N/A
2994
NS
USD
31466.94
0.0029368814
Long
EC
CORP
KY
N
1
N
N
N
LatAmGrowth SPAC
N/A
LatAmGrowth SPAC
N/A
6166
NS
USD
65852.88
0.0061461997
Long
EC
CORP
KY
N
1
N
N
N
Learn CW Investment Corp
N/A
Learn CW Investment Corp
N/A
37255
NS
USD
390804.95
0.0364747185
Long
EC
CORP
KY
N
1
N
N
N
Marfrig Holdings (Europe) B.V.
7245005TV4GTABYP1Z54
Marfrig Holdings (Europe) B.V.
N/A
200000
PA
USD
143022.98
0.0133486614
Long
DBT
CORP
US
Y
2
2031-01-29
Fixed
3.95
N
N
N
N
N
N
Mars Acquisition Corp.
N/A
Mars Acquisition Corp.
N/A
58799
NS
USD
609745.63
0.0569089522
Long
EC
CORP
KY
N
1
N
N
N
Mars Acquisition Corp.
N/A
Mars Acquisition Corp.
N/A
269
NS
USD
2851.4
0.0002661277
Long
EC
CORP
KY
N
1
N
N
N
MariaDB Public Limited Company
N/A
MariaDB Public Limited Company
N/A
3419
NS
USD
444.47
0.0000414834
Long
EC
CORP
US
N
1
N
N
N
McDermott International, Ltd.
ZAKWBIG8QLOPMZ888610
McDermott International, Ltd.
N/A
458934.7612
NS
USD
82608.26
0.0077100176
Long
EC
CORP
BM
N
3
N
N
N
Jaguar Global Growth Corp I
N/A
Jaguar Global Growth Corp I
N/A
61873
NS
USD
653378.88
0.0609813430
Long
EC
CORP
KY
N
1
N
N
N
Magnum Opus Acquisition Limited
N/A
Magnum Opus Acquisition Limited
N/A
15887
NS
USD
166019.15
0.0154949464
Long
EC
CORP
KY
N
1
N
N
N
Sunoco Logistics Partners Operations L.P.
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations L.P.
86765BAK5
40000
PA
USD
38100.27
0.0035559852
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.1
N
N
N
N
N
N
Sunoco Logistics Partners Operations L.P.
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations L.P.
86765BAV1
60000
PA
USD
53314.94
0.0049760051
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.4
N
N
N
N
N
N
Metals Acquisition Limited
984500A55FX8DC465F12
Metals Acquisition Limited
N/A
1988
NS
USD
2783.2
0.0002597624
Long
EC
CORP
US
N
1
N
N
N
Metal Sky Star Acquisition Corp.
N/A
Metal Sky Star Acquisition Corp.
N/A
4515
NS
USD
54631.5
0.0050988827
Long
EC
CORP
KY
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
28206
NS
USD
1188600.84
0.1109348309
Long
EC
CORP
US
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
616000
PA
USD
602824.44
0.0562629817
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63
N
N
N
N
N
N
Mountain & Co. I Acquisition Corp.
N/A
Mountain & Co. I Acquisition Corp.
N/A
39883
NS
USD
433528.21
0.0404621779
Long
EC
CORP
KY
N
1
N
N
N
Alpha Partners Technology Merger Corp.
N/A
Alpha Partners Technology Merger Corp.
N/A
30640
NS
USD
318656
0.0297408922
Long
EC
CORP
KY
N
1
N
N
N
TKC Holdings, Inc.
N/A
TKC Holdings, Inc.
87256YAA1
140000
PA
USD
107771.08
0.0100585210
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
10.5
N
N
N
N
N
N
TLG Acquisition One Corp.
N/A
TLG Acquisition One Corp.
87257M116
4472
NS
USD
178.88
0.0000166953
Long
EC
CORP
US
N
1
N
N
N
Alpha Partners Technology Merger Corp.
N/A
Alpha Partners Technology Merger Corp.
N/A
446
NS
USD
4625.02
0.0004316637
Long
EC
CORP
KY
N
1
N
N
N
Newcourt Acquisition Corp.
N/A
Newcourt Acquisition Corp.
N/A
8048
NS
USD
88125.6
0.0082249635
Long
EC
CORP
KY
N
1
N
N
N
Newcourt Acquisition Corp.
N/A
Newcourt Acquisition Corp.
N/A
4024
NS
USD
48.29
0.0000045070
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
-177595
NS
USD
-3866243.15
-0.3608453027
Short
EC
CORP
BM
N
1
N
N
N
Patria Latin American Opportunity Acquisition Corp.
N/A
Patria Latin American Opportunity Acquisition Corp.
N/A
41589
NS
USD
446665.86
0.0416883448
Long
EC
CORP
KY
N
1
N
N
N
Pegasus Digital Mobility Acquisition Corp.
N/A
Pegasus Digital Mobility Acquisition Corp.
N/A
5208
NS
USD
55465.2
0.0051766938
Long
EC
CORP
KY
N
1
N
N
N
Moringa Acquisition Corp.
N/A
Moringa Acquisition Corp.
N/A
6606
NS
USD
69495.12
0.0064861383
Long
EC
CORP
KY
N
1
N
N
N
Perception Capital Corp. II
N/A
Perception Capital Corp. II
N/A
32320
NS
USD
354550.4
0.0330909985
Long
EC
CORP
KY
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
40000
PA
USD
34733.79
0.0032417839
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.63
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
80000
PA
USD
67833.54
0.0063310592
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.88
N
N
N
N
N
N
TPI Composites, Inc.
549300TI9H56OIY0QE39
TPI Composites, Inc.
87266J104
-2808
NS
USD
-29118.96
-0.0027177390
Short
EC
CORP
US
N
1
N
N
N
TPI Composites, Inc.
549300TI9H56OIY0QE39
TPI Composites, Inc.
87266JAA2
53000
PA
USD
50866.54
0.0047474903
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.25
N
N
N
N
N
TPI Composites, Inc.
TPI Composites, Inc.
USD
XXXX
N
N
N
TTAN 2021-MHC
N/A
TTAN 2021-MHC
87303TAS6
437333.6
PA
USD
405691.77
0.0378641394
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Floating
9.39
N
N
N
N
N
N
Targa Resources Partners LP
6OQWTZ1SPC04IFT4T704
Targa Resources Partners LP
87612BBQ4
20000
PA
USD
19245.5
0.0017962265
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.5
N
N
N
N
N
N
Targa Resources Partners LP
6OQWTZ1SPC04IFT4T704
Targa Resources Partners LP
87612BBS0
40000
PA
USD
36964.19
0.0034499523
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88
N
N
N
N
N
N
Targa Resources Partners LP
6OQWTZ1SPC04IFT4T704
Targa Resources Partners LP
87612BBU5
10000
PA
USD
8672.64
0.0008094373
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4
N
N
N
N
N
N
Plum Acquisition Corp. I
N/A
Plum Acquisition Corp. I
N/A
2087
NS
USD
69.91
0.0000065249
Long
EC
CORP
US
N
1
N
N
N
Plum Acquisition Corp. I
N/A
Plum Acquisition Corp. I
N/A
14522
NS
USD
152771.44
0.0142585074
Long
EC
CORP
KY
N
1
N
N
N
Portage Fintech Acquisition Corporation
N/A
Portage Fintech Acquisition Corporation
N/A
44572
NS
USD
463103.08
0.0432224681
Long
EC
CORP
KY
N
1
N
N
N
PowerUp Acquisition Corp.
N/A
PowerUp Acquisition Corp.
N/A
662
NS
USD
6917.9
0.0006456634
Long
EC
CORP
KY
N
1
N
N
N
Teck Resources Limited
T8KI5SQ2JRWHL7XY0E11
Teck Resources Limited
878742204
58100
NS
USD
2446010
0.2282916994
Long
EC
CORP
CA
N
1
N
N
N
TechTarget, Inc.
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874R100
-815
NS
USD
-25370.95
-0.0023679287
Short
EC
CORP
US
N
1
N
N
N
TechTarget, Inc.
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874RAD2
1003000
PA
USD
791062.09
0.0738316314
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0
N
N
N
N
N
TechTarget, Inc.
TechTarget, Inc.
USD
XXXX
N
N
N
TEGNA Inc.
549300YC5EDBGX85AO10
TEGNA Inc.
87901JAJ4
348000
PA
USD
307381.83
0.0286886482
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63
N
N
N
N
N
N
Telesat Canada
5493004V5GLBY6SO5Y34
Telesat Canada
87952VAR7
155000
PA
USD
95574.69
0.0089202041
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
5.63
N
N
N
N
N
N
Tesla Inc.
54930043XZGB27CTOV49
Tesla Inc.
88160R101
53360
NS
USD
13968047.2
1.3036697447
Long
EC
CORP
US
N
1
N
N
N
Prenetics Global Limited
N/A
Prenetics Global Limited
N/A
116
NS
USD
9.44
0.0000008811
Long
EC
CORP
US
N
1
N
N
N
Project Energy Reimagined Acquisition Corp.
N/A
Project Energy Reimagined Acquisition Corp.
N/A
34201
NS
USD
354322.36
0.0330697150
Long
EC
CORP
KY
N
1
N
N
N
Pyrophyte Acquisition Corp.
N/A
Pyrophyte Acquisition Corp.
N/A
25906
NS
USD
276157.96
0.0257744531
Long
EC
CORP
KY
N
1
N
N
N
Pyrophyte Acquisition Corp.
N/A
Pyrophyte Acquisition Corp.
N/A
3950
NS
USD
316
0.0000294930
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Finance, LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance, LLC
88163VAD1
195000
PA
USD
173682.07
0.0162101442
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III B.V.
88167AAD3
6000
PA
USD
5984.34
0.0005585321
Long
DBT
CORP
US
N
2
2023-07-21
Fixed
2.8
N
N
N
N
N
N
RCF Acquisition Corp.
N/A
RCF Acquisition Corp.
N/A
49481
NS
USD
529446.7
0.0494144696
Long
EC
CORP
KY
N
1
N
N
N
Rigel Resource Acquisition Corp.
N/A
Rigel Resource Acquisition Corp.
N/A
94663
NS
USD
1014787.36
0.0947124218
Long
EC
CORP
KY
N
1
N
N
N
Ronshine China Holdings Limited
549300GNBBT32SFSEC47
Ronshine China Holdings Limited
N/A
200000
PA
USD
8000
0.0007466583
Long
DBT
CORP
US
Y
2
2024-08-05
Fixed
0
Y
N
N
N
N
N
Rose Hill Acquisition Corporation
N/A
Rose Hill Acquisition Corporation
N/A
4297
NS
USD
49995.6
0.0046662035
Long
EC
CORP
KY
N
1
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III B.V.
88167AAE1
48000
PA
USD
42967.52
0.0040102568
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.15
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III B.V.
88167AAN1
297000
PA
USD
299809.04
0.0279818624
Long
DBT
CORP
US
N
2
2025-01-31
Fixed
7.13
N
N
N
N
N
N
Ross Acquisition Corp. II
N/A
Ross Acquisition Corp. II
N/A
20013
NS
USD
210536.76
0.0196498766
Long
EC
CORP
KY
N
1
N
N
N
Ross Acquisition Corp. II
N/A
Ross Acquisition Corp. II
N/A
829
NS
USD
140.38
0.0000131020
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III B.V.
88167AAQ4
560000
PA
USD
507758.37
0.0473902483
Long
DBT
CORP
US
N
2
2029-05-09
Fixed
5.13
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III B.V.
88167AAR2
200000
PA
USD
209175.26
0.0195228047
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
8.13
N
N
N
N
N
N
Screaming Eagle Acquisition Corp.
N/A
Screaming Eagle Acquisition Corp.
N/A
148085
NS
USD
1528237.2
0.1426338680
Long
EC
CORP
KY
N
1
N
N
N
Screaming Eagle Acquisition Corp.
N/A
Screaming Eagle Acquisition Corp.
N/A
11898
NS
USD
1616.94
0.0001509127
Long
EC
CORP
US
N
1
N
N
N
SDCL EDGE Acquisition Corp
N/A
SDCL EDGE Acquisition Corp
N/A
9834
NS
USD
102617.79
0.0095775527
Long
EC
CORP
KY
N
1
N
N
N
Seagate Technology Holdings Public Limited Company
635400RUXIFEZSRU8X70
Seagate Technology Holdings Public Limited Company
N/A
-86765
NS
USD
-5368150.55
-0.5010217503
Short
EC
CORP
IE
N
1
N
N
N
Semper Paratus Acquisition Corp.
549300AC21G4NBK9D322
Semper Paratus Acquisition Corp.
N/A
3940
NS
USD
162.33
0.0000151506
Long
EC
CORP
US
N
1
N
N
N
SHUAA Partners Acquisition Corp I
N/A
SHUAA Partners Acquisition Corp I
N/A
7773
NS
USD
83093.37
0.0077552940
Long
EC
CORP
KY
N
1
N
N
N
Thaioil Treasury Center Company Limited
549300NH03B9E8VGJR89
Thaioil Treasury Center Company Limited
88323AAH5
200000
PA
USD
133385.26
0.0124491509
Long
DBT
CORP
US
Y
2
2050-06-18
Fixed
3.75
N
N
N
N
N
N
The Beauty Health Company
5493001Z2JZQT4C63C50
The Beauty Health Company
88331L108
-13681
NS
USD
-114509.97
-0.0106874770
Short
EC
CORP
US
N
1
N
N
N
SilverSPAC Inc.
N/A
SilverSPAC Inc.
N/A
23535
NS
USD
244528.65
0.0228224173
Long
EC
CORP
KY
N
1
N
N
N
SK Growth Opportunities Corporation
N/A
SK Growth Opportunities Corporation
N/A
33120
NS
USD
350740.8
0.0327354399
Long
EC
CORP
KY
N
1
N
N
N
Slam Corp.
N/A
Slam Corp.
N/A
101946
NS
USD
1089802.74
0.1017137786
Long
EC
CORP
KY
N
1
N
N
N
SMART Global Holdings, Inc.
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
N/A
-30683
NS
USD
-890113.83
-0.0830763565
Short
EC
CORP
KY
N
1
N
N
N
Social Capital Suvretta Holdings Corp. II
N/A
Social Capital Suvretta Holdings Corp. II
N/A
83520
NS
USD
864849.6
0.0807183883
Long
EC
CORP
KY
N
1
N
N
N
Social Capital Suvretta Holdings Corp. IV
N/A
Social Capital Suvretta Holdings Corp. IV
N/A
83520
NS
USD
864432
0.0806794127
Long
EC
CORP
KY
N
1
N
N
N
Spree Acquisition Corp. 1 Limited
N/A
Spree Acquisition Corp. 1 Limited
N/A
3103
NS
USD
32953.86
0.0030756590
Long
EC
CORP
KY
N
1
N
N
N
Spring Valley Acquisition Corp. II
N/A
Spring Valley Acquisition Corp. II
N/A
26456
NS
USD
278846.24
0.0260253564
Long
EC
CORP
KY
N
1
N
N
N
Spring Valley Acquisition Corp. II
N/A
Spring Valley Acquisition Corp. II
N/A
1794
NS
USD
215.28
0.0000200926
Long
EC
CORP
US
N
1
N
N
N
Spring Valley Acquisition Corp. II
N/A
Spring Valley Acquisition Corp. II
N/A
3589
NS
USD
502.46
0.0000468957
Long
EC
CORP
US
N
1
N
N
N
The Beauty Health Company
5493001Z2JZQT4C63C50
The Beauty Health Company
88331LAA6
1884000
PA
USD
1492218.43
0.1392721539
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
1.25
N
N
N
N
N
The Beauty Health Company
The Beauty Health Company
USD
XXXX
N
N
N
The ODP Corporation
549300OI428NU7XTM839
The ODP Corporation
88337F105
-35953
NS
USD
-1683319.46
-0.1571080495
Short
EC
CORP
US
N
1
N
N
N
The Trade Desk, Inc.
549300GXPD31VT3E0P46
The Trade Desk, Inc.
88339J105
46830
NS
USD
3616212.6
0.3375093805
Long
EC
CORP
US
N
1
N
N
N
THL Credit Wind River 2014-3 CLO Ltd
254900ZK5ODN8CA7YX85
THL Credit Wind River 2014-3 CLO Ltd
88432DBN3
500000
PA
USD
360737
0.0336684080
Long
ABS-CBDO
CORP
KY
N
2
2031-10-22
Floating
11.49
N
N
N
N
N
N
SWVL Holdings Corp.
N/A
SWVL Holdings Corp.
N/A
297
NS
USD
4.96
0.0000004629
Long
EC
CORP
VG
N
1
N
N
N
TLGY Acquisition Corporation
N/A
TLGY Acquisition Corporation
N/A
35840
NS
USD
385638.4
0.0359925126
Long
EC
CORP
KY
N
1
N
N
N
THL Credit Wind River 2018-3 CLO Ltd.
N/A
THL Credit Wind River 2018-3 CLO Ltd.
88432UAJ5
1000000
PA
USD
908128
0.0847576602
Long
ABS-CBDO
CORP
KY
N
2
2031-01-21
Floating
8.2
N
N
N
N
N
N
Wind River 2018-2 CLO Ltd.
254900CL04BC1Q11T078
Wind River 2018-2 CLO Ltd.
88433LAA3
500000
PA
USD
399078
0.0372468611
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
11.01
N
N
N
N
N
N
3D Systems Corporation
5493003HHDOCCW4OP744
3D Systems Corporation
88554D205
-9301
NS
USD
-92358.93
-0.0086200699
Short
EC
CORP
US
N
1
N
N
N
3D Systems Corporation
5493003HHDOCCW4OP744
3D Systems Corporation
88554DAD8
970000
PA
USD
733692.48
0.0684771947
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0
N
N
N
N
N
3D Systems Corporation
3D Systems Corporation
USD
XXXX
N
N
N
Target Global Acquisition I Corp.
N/A
Target Global Acquisition I Corp.
N/A
55924
NS
USD
594472.12
0.0554834406
Long
EC
CORP
KY
N
1
N
N
N
Target Global Acquisition I Corp.
N/A
Target Global Acquisition I Corp.
N/A
5919
NS
USD
390.65
0.0000364603
Long
EC
CORP
KY
N
1
N
N
N
Thunder Bridge Capital Partners IV, Inc.
N/A
Thunder Bridge Capital Partners IV, Inc.
88605L107
22850
NS
USD
231242
0.0215823440
Long
EC
CORP
US
N
1
N
N
N
Thunder Bridge Capital Partners III, Inc.
N/A
Thunder Bridge Capital Partners III, Inc.
88605T118
3735
NS
USD
448.2
0.0000418315
Long
EC
CORP
US
N
1
N
N
N
TenX Keane Acquisition
N/A
TenX Keane Acquisition
N/A
10651
NS
USD
112155.03
0.0104676851
Long
EC
CORP
KY
N
1
N
N
N
TKB Critical Technologies 1
N/A
TKB Critical Technologies 1
N/A
26993
NS
USD
285855.87
0.0266795812
Long
EC
CORP
KY
N
1
N
N
N
TMT Acquisition Corp
54930048KQ4ESQCPHC71
TMT Acquisition Corp
N/A
15141
NS
USD
155800.89
0.0145412529
Long
EC
CORP
KY
N
1
N
N
N
TMT Acquisition Corp
54930048KQ4ESQCPHC71
TMT Acquisition Corp
N/A
11242
NS
USD
3934.7
0.0003672345
Long
EC
CORP
KY
N
1
N
N
N
TortoiseEcofin Acquisition Corp. III
N/A
TortoiseEcofin Acquisition Corp. III
N/A
54316
NS
USD
562170.6
0.0524686660
Long
EC
CORP
KY
N
1
N
N
N
Tristar Acquisition I Corp.
N/A
Tristar Acquisition I Corp.
N/A
46105
NS
USD
482488.83
0.0450317844
Long
EC
CORP
KY
N
1
N
N
N
Twin Ridge Capital Acquisition Corp.
N/A
Twin Ridge Capital Acquisition Corp.
N/A
22987
NS
USD
245960.9
0.0229560925
Long
EC
CORP
KY
N
1
N
N
N
Vahanna Tech Edge Acquisition I Corp.
N/A
Vahanna Tech Edge Acquisition I Corp.
N/A
15526
NS
USD
165196.64
0.0154181797
Long
EC
CORP
VG
N
1
N
N
N
GoGreen Investments Corp
N/A
GoGreen Investments Corp
N/A
50390
NS
USD
558825.1
0.0521564228
Long
EC
CORP
KY
N
1
N
N
N
UTA Acquisition Corp
N/A
UTA Acquisition Corp
N/A
71939
NS
USD
760395.23
0.0709694234
Long
EC
CORP
KY
N
1
N
N
N
Spectrum Management Holding Company, LLC
B1WXCWLJVJXMWJX6O298
Spectrum Management Holding Company, LLC
88732JAN8
20000
PA
USD
20381.73
0.0019022734
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.3
N
N
N
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
-20075
NS
USD
-1587330.25
-0.1481491573
Short
EC
CORP
US
N
1
N
N
N
XPAC Acquisition Corp.
N/A
XPAC Acquisition Corp.
N/A
38198
NS
USD
396113.26
0.0369701552
Long
EC
CORP
KY
N
1
N
N
N
ZAPP ELECTRIC VEHICLES GROUP
N/A
ZAPP ELECTRIC VEHICLES GROUP
N/A
6785
NS
USD
346.04
0.0000322967
Long
EC
CORP
US
N
1
N
N
N
Valuence Merger Corp. I
N/A
Valuence Merger Corp. I
N/A
25271
NS
USD
270652.41
0.0252606075
Long
EC
CORP
KY
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
23690
NS
USD
3320390.4
0.3098996190
Long
EC
CORP
CH
Y
1
N
N
N
Transocean Ltd.
529900QO4W5DQGBGEF32
Transocean Ltd.
N/A
-90541
NS
USD
-634692.41
-0.0592372921
Short
EC
CORP
CH
Y
1
N
N
N
Akazoo Internet and Digital Appliances Enterprises Services SA
N/A
Akazoo Internet and Digital Appliances Enterprises Services SA
N/A
83011
NS
USD
0.08
0.0000000075
Long
EC
CORP
US
N
3
N
N
N
Intelsat Jackson Holdings, Ltd.
N/A
Intelsat Jackson Holdings, Ltd.
N/A
323
NS
USD
2422.5
0.0002260975
Long
EC
CORP
US
N
3
N
N
N
Intelsat Jackson Holdings, Ltd.
N/A
Intelsat Jackson Holdings, Ltd.
N/A
323
NS
USD
1615
0.0001507316
Long
EC
CORP
US
N
3
N
N
N
Intelsat Jackson Holdings, Ltd.
N/A
Intelsat Jackson Holdings, Ltd.
N/A
3091
NS
USD
78820.5
0.0073564973
Long
EC
CORP
US
N
3
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA Lux S.A.
N/A
200000
PA
USD
140890.5
0.0131496321
Long
DBT
CORP
US
Y
2
2052-02-02
Fixed
4.38
N
N
N
N
N
N
Trajectory Alpha Acquisition Corp.
N/A
Trajectory Alpha Acquisition Corp.
89301B104
12634
NS
USD
130761.9
0.0122043068
Long
EC
CORP
US
N
1
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BW8
332000
PA
USD
690560
0.0644515419
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
4.63
N
N
N
N
N
Transocean Ltd.
Transocean Ltd.
USD
XXXX
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
60167
NS
USD
4712881.11
0.4398639570
Long
EC
CORP
US
N
1
N
N
N
Travere Therapeutics, Inc.
N/A
Travere Therapeutics, Inc.
89422G107
-26206
NS
USD
-402524.16
-0.0375684991
Short
EC
CORP
US
N
1
N
N
N
Travere Therapeutics, Inc.
N/A
Travere Therapeutics, Inc.
89422GAA5
1205000
PA
USD
986021.38
0.0920276272
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.25
N
N
N
N
N
Travere Therapeutics, Inc.
Travere Therapeutics, Inc.
USD
XXXX
N
N
N
Treehouse Foods, Inc.
5493007M7EVHE470Q576
Treehouse Foods, Inc.
89469AAD6
517000
PA
USD
445401.93
0.0415703793
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading S.a r.l.
N/A
386500.64
PA
USD
261204.56
0.0243788181
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
7.25
N
N
N
N
N
N
Movida Europe S.A.
549300YRJE0V6QKU7C86
Movida Europe S.A.
N/A
200000
PA
USD
162445.68
0.0151614263
Long
DBT
CORP
US
Y
2
2031-02-08
Fixed
5.25
N
N
N
N
N
N
Simpar Europe
54930068BSUST41D5C30
Simpar Europe
N/A
200000
PA
USD
158712.87
0.0148130346
Long
DBT
CORP
US
Y
2
2031-01-26
Fixed
5.2
N
N
N
N
N
N
Spotify Technology S.A.
549300B4X0JHWV0DTD60
Spotify Technology S.A.
N/A
-488
NS
USD
-78348.4
-0.0073124351
Short
EC
CORP
LU
N
1
N
N
N
Tricon American Homes 2020-SFR1 Trust
N/A
Tricon American Homes 2020-SFR1 Trust
89613GAF3
5000000
PA
USD
4630740.5
0.4321975863
Long
ABS-CBDO
CORP
US
N
2
2026-07-17
Fixed
4.88
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc.
89616RAC3
15000
PA
USD
15557.72
0.0014520375
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
12.75
N
N
N
N
N
N
Triton Water Holdings Incorporated
N/A
Triton Water Holdings Incorporated
89680EAA7
80000
PA
USD
68512.75
0.0063944514
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AP6
75000
PA
USD
72906.48
0.0068045283
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75
N
N
N
N
N
N
Unigel Luxembourg SA
N/A
Unigel Luxembourg SA
N/A
400000
PA
USD
130149.26
0.0121471277
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
8.75
N
N
N
N
N
N
Team Health Holdings, Inc.
N/A
Team Health Holdings, Inc.
87817JAE8
293269.22
PA
USD
257986
0.0240784226
Long
LON
CORP
US
N
2
2024-01-12
Floating
7.9
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
188000
PA
USD
144621.03
0.0134978110
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
10.25
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAC3
2400000
PA
USD
2357242.32
0.2200068091
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
5.19
N
N
N
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings, Inc.
19633FAD3
156100.79
PA
USD
76636.12
0.0071526241
Long
LON
CORP
US
N
2
2024-03-15
Floating
8.07
N
N
N
N
N
N
Air Methods Corporation
N/A
Air Methods Corporation
00912YAL6
200160.68
PA
USD
70390.51
0.0065697071
Long
LON
CORP
US
N
2
2024-04-12
Floating
8.66
N
N
N
N
N
N
Twelve Seas Investment Company II
N/A
Twelve Seas Investment Company II
90118T106
13268
NS
USD
136527.72
0.0127424439
Long
EC
CORP
US
N
1
N
N
N
Twelve Seas Investment Company II
N/A
Twelve Seas Investment Company II
90118T114
4298
NS
USD
249.28
0.0000232659
Long
EC
CORP
US
N
1
N
N
N
Finastra USA, Inc.
N/A
Finastra USA, Inc.
02034DAC1
95444.03
PA
USD
91576.64
0.0085470569
Long
LON
CORP
US
N
2
2024-04-26
Floating
8.65
N
N
N
N
N
N
Finastra USA, Inc.
N/A
Finastra USA, Inc.
02034DAC1
17842.41
PA
USD
17119.44
0.0015977964
Long
LON
CORP
US
N
2
2024-04-26
Floating
8.65
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp.
90187BAB7
1201000
PA
USD
1058646.67
0.0988059114
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25
N
N
N
N
N
Two Harbors Investment Corp.
Two Harbors Investment Corp.
USD
XXXX
N
N
N
UBS Commercial Mortgage Trust 2018-C9
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JBB2
353000
PA
USD
277244.86
0.0258758959
Long
ABS-MBS
CORP
US
N
2
2028-03-17
Variable
5.11
N
N
N
N
N
N
Finastra USA, Inc.
N/A
Finastra USA, Inc.
02034DAC1
19564.97
PA
USD
18772.2
0.0017520523
Long
LON
CORP
US
N
2
2024-04-26
Floating
8.65
N
N
N
N
N
N
Finastra USA, Inc.
N/A
Finastra USA, Inc.
02034DAF4
190000
PA
USD
171262.2
0.0159842922
Long
LON
CORP
US
N
2
2025-04-27
Floating
12.4
N
N
N
N
N
N
Blackhawk Network Holdings, Inc
N/A
Blackhawk Network Holdings, Inc
05549YAB8
55000
PA
USD
52140
0.0048663453
Long
LON
CORP
US
N
2
2026-06-15
Floating
12.25
N
N
N
N
N
N
Zephyrus Capital Aviation Partners 2018-1 LLC
N/A
Zephyrus Capital Aviation Partners 2018-1 LLC
N/A
694176.53
PA
USD
603110.98
0.0562897251
Long
LON
CORP
US
N
2
2038-10-15
Floating
4.61
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAJ9
546000
PA
USD
497292.43
0.0464134382
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0
N
N
N
N
N
Uber Technologies, Inc.
Uber Technologies, Inc.
USD
XXXX
N
N
N
UEP Penonome II S.A.
549300DS6G5XB230S845
UEP Penonome II S.A.
90363PAA4
181511.69
PA
USD
135332.49
0.0126308904
Long
DBT
CORP
US
N
2
2038-10-01
Fixed
6.5
N
N
N
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc.
904311107
294591
NS
USD
2126947.02
0.1985128228
Long
EC
CORP
US
N
1
N
N
N
Unifrax Escrow Issuer Corporation
N/A
Unifrax Escrow Issuer Corporation
90473LAC6
135000
PA
USD
84475.62
0.0078843025
Long
DBT
CORP
US
Y
2
2029-09-30
Fixed
7.5
N
N
N
N
N
N
United Airlines Pass Through Certificates, Series 2015-1
K1OQBWM7XEOO08LDNP29
United Airlines Pass Through Certificates, Series 2015-1
90932LAG2
370000
PA
USD
351544.69
0.0328104688
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38
N
N
N
N
N
N
United Airlines Pass Through Certificates, Series 2015-1
K1OQBWM7XEOO08LDNP29
United Airlines Pass Through Certificates, Series 2015-1
90932LAH0
50000
PA
USD
45562.5
0.0042524522
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63
N
N
N
N
N
N
Minotaur Acquisition, Inc.
N/A
Minotaur Acquisition, Inc.
60441EAC4
232653.02
PA
USD
228290.78
0.0213068999
Long
LON
CORP
US
N
2
2026-02-27
Floating
10
N
N
N
N
N
N
Waterbridge Midstream Operating LLC
N/A
Waterbridge Midstream Operating LLC
94120XAB1
252315.77
PA
USD
250345.18
0.0233652874
Long
LON
CORP
US
N
2
2026-06-22
Floating
11.01
N
N
N
N
N
N
Charter Communications Operating, LLC
N/A
Charter Communications Operating, LLC
16117LBW8
137342.81
PA
USD
137186.24
0.0128039051
Long
LON
CORP
US
N
2
2025-04-30
Floating
6.8
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V.
N/A
264000
PA
USD
184800
0.0172478060
Long
LON
CORP
US
N
3
2024-06-30
Floating
0
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V.
N/A
484271.51
PA
USD
314776.48
0.0293788077
Long
LON
CORP
US
N
2
2024-06-28
Floating
9.18
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
N/A
Travelport Finance (Luxembourg) S.a.r.l.
L9308UAU4
370899.89
PA
USD
363715.56
0.0339464038
Long
LON
CORP
US
N
2
2025-02-28
Floating
6.65
N
N
Y
N
N
N
Jane Street Group, LLC
N/A
Jane Street Group, LLC
47077DAG5
28739.24
PA
USD
28646.99
0.0026736890
Long
LON
CORP
US
N
2
2028-01-21
Floating
8.02
N
N
N
N
N
N
Asurion LLC
N/A
Asurion LLC
04649VAZ3
65000
PA
USD
55128.45
0.0051452641
Long
LON
CORP
US
N
2
2028-02-05
Floating
10.4
N
N
N
N
N
N
Constant Contact Inc
N/A
Constant Contact Inc
21031HAE1
360000
PA
USD
298800
0.0278876864
Long
LON
CORP
US
N
2
2029-02-10
Floating
12.7
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp.
92531HAD9
238781.72
PA
USD
238433.1
0.0222535057
Long
LON
CORP
US
N
2
2025-08-27
Floating
9.15
N
N
N
N
N
N
Gobierno Federal de los Estados Unidos Mexicanos
254900EGTWEU67VP6075
Gobierno Federal de los Estados Unidos Mexicanos
91087BAS9
300000
PA
USD
236138.7
0.0220393642
Long
DBT
NUSS
US
N
2
2052-02-12
Fixed
4.4
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
-70912
NS
USD
-1386329.6
-0.1293893076
Short
EC
CORP
US
N
1
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912796CQ0
15900000
PA
USD
15733310.76
1.4684258241
Long
STIV
UST
US
N
2
2023-09-14
Fixed
0
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912796ZS1
-23000000
PA
USD
-22990480.3
-2.1457540309
Short
STIV
UST
US
N
2
2023-07-06
Fixed
0
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912797GG6
15900000
PA
USD
15802097.34
1.4748458327
Long
STIV
UST
US
N
2
2023-08-15
Fixed
0
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810RC4
30000
PA
USD
28143.75
0.0026267205
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63
N
N
N
N
N
N
DCert Buyer, Inc.
N/A
DCert Buyer, Inc.
24022KAJ8
200000
PA
USD
182334
0.0170176486
Long
LON
CORP
US
N
2
2029-02-16
Floating
12.26
N
N
N
N
N
N
Applied Systems, Inc.
N/A
Applied Systems, Inc.
03827FBA8
340000
PA
USD
339789.2
0.0317133020
Long
LON
CORP
US
N
2
2025-09-19
Floating
11.65
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810RH3
50000
PA
USD
43257.81
0.0040373502
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.13
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810RM2
1480000
PA
USD
1249212.5
0.1165918555
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3
N
N
N
N
N
N
DG Investment Intermediate Holdings 2, Inc.
N/A
DG Investment Intermediate Holdings 2, Inc.
23344MAF5
190000
PA
USD
167595.2
0.0156420428
Long
LON
CORP
US
N
2
2029-03-18
Floating
12.02
N
N
N
N
N
N
Rentpath, Inc.
N/A
Rentpath, Inc.
N/A
113747.85
PA
USD
1137.48
0.0001061636
Long
LON
CORP
US
N
3
2024-12-31
Floating
0
Y
N
N
N
N
N
Atlas Purchaser, Inc.
N/A
Atlas Purchaser, Inc.
04939JAC0
263233.65
PA
USD
173652.61
0.0162073947
Long
LON
CORP
US
N
2
2024-12-31
Floating
10.38
N
N
N
N
N
N
Cengage Learning, Inc.
N/A
Cengage Learning, Inc.
15134NAF3
181762.5
PA
USD
177854.61
0.0165995769
Long
LON
CORP
US
N
2
2026-06-29
Floating
9.88
N
N
N
N
N
N
Viad Corp
N/A
Viad Corp
92553BAL7
167025
PA
USD
162014.25
0.0151211600
Long
LON
CORP
US
N
2
2024-12-31
Floating
10.27
N
N
N
N
N
N
WebHelp
N/A
WebHelp
N/A
324000
PA
USD
322726.68
0.0301208181
Long
LON
CORP
US
N
2
2049-12-31
Floating
0
N
N
N
N
N
N
WebHelp
N/A
WebHelp
N/A
698218.83
PA
USD
695474.83
0.0649102542
Long
LON
CORP
US
N
2
2028-08-04
Floating
8.55
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
N/A
Cornerstone OnDemand, Inc.
86803YAB9
32751.27
PA
USD
30479.31
0.0028447036
Long
LON
CORP
US
N
2
2026-09-08
Floating
8.9
N
N
N
N
N
N
Diamond (BC) B.V.
N/A
Diamond (BC) B.V.
N2611UAF2
1325.76
PA
USD
1323.63
0.0001235374
Long
LON
CORP
US
N
2
2028-09-14
Floating
0
N
N
N
N
N
N
Diamond (BC) B.V.
N/A
Diamond (BC) B.V.
N2611UAF2
2002588.96
PA
USD
1999364.79
0.1866052819
Long
LON
CORP
US
N
2
2028-09-14
Floating
8.06
N
N
N
N
N
N
Diamond (BC) B.V.
N/A
Diamond (BC) B.V.
N2611UAF2
2120.91
PA
USD
2117.5
0.0001976311
Long
LON
CORP
US
N
2
2028-09-14
Floating
8.02
N
N
N
N
N
N
American Tire Distributors Holdings, Inc.
N/A
American Tire Distributors Holdings, Inc.
03021BAL8
237000
PA
USD
204950.49
0.0191284973
Long
LON
CORP
US
N
2
2028-10-07
Floating
11.49
N
N
N
N
N
N
Gulf Finance, LLC
N/A
Gulf Finance, LLC
40227UAC0
132494.1
PA
USD
128482.18
0.0119915353
Long
LON
CORP
US
N
2
2026-08-25
Floating
12
N
N
N
N
N
N
Gulf Finance, LLC
N/A
Gulf Finance, LLC
40227UAC0
74230.83
PA
USD
71983.12
0.0067183490
Long
LON
CORP
US
N
2
2026-08-25
Floating
12.02
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp.
04629UAH9
143023.84
PA
USD
99222.79
0.0092606896
Long
LON
CORP
US
N
2
2028-10-20
Floating
10.4
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp.
04629UAL0
519875
PA
USD
279432.81
0.0260801023
Long
LON
CORP
US
N
2
2029-10-22
Floating
14.03
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810RN0
30000
PA
USD
24750
0.0023099740
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810SF6
140000
PA
USD
118387.5
0.0110493757
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3
N
N
N
N
N
N
Vision Solutions, Inc.
N/A
Vision Solutions, Inc.
70477BAE2
32750.01
PA
USD
30982.82
0.0028916973
Long
LON
CORP
US
N
2
2028-04-24
Floating
9.51
N
N
N
N
N
N
Byju's Alpha, Inc.
N/A
Byju's Alpha, Inc.
Y8800HAB6
172814.16
PA
USD
107720.25
0.0100537769
Long
LON
CORP
US
N
2
2026-11-05
Floating
13.4
N
N
N
N
N
N
Ultimate Software Group Inc (The)
N/A
Ultimate Software Group Inc (The)
N/A
400000
PA
USD
386856
0.0361061540
Long
LON
CORP
US
N
2
2027-05-03
Floating
10.27
N
N
N
N
N
N
Riverbed Technology, Inc.
N/A
Riverbed Technology, Inc.
N/A
671222.29
PA
USD
165791.91
0.0154737376
Long
LON
CORP
US
N
2
2028-11-17
Floating
13.33
N
N
Y
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810SN9
3000000
PA
USD
1686562.5
0.1574107298
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810SQ2
490000
PA
USD
315131.25
0.0294119192
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13
N
N
N
N
N
N
Aveanna Healthcare, LLC
N/A
Aveanna Healthcare, LLC
05355JAD0
195365
PA
USD
119661.06
0.0111682400
Long
LON
CORP
US
N
2
2029-12-08
Floating
12.48
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
N/A
Intelsat Jackson Holdings S.A.
L5137LAQ8
179407.54
PA
USD
178510.5
0.0166607926
Long
LON
CORP
US
N
2
2029-01-25
Floating
9.44
N
N
N
N
N
N
Solis IV BV
N/A
Solis IV BV
N8137FAB6
25054.29
PA
USD
23699.86
0.0022119621
Long
LON
CORP
US
N
2
2029-02-09
Floating
8.67
N
N
N
N
N
N
Solis IV BV
N/A
Solis IV BV
N8137FAB6
53445.71
PA
USD
50556.43
0.0047185471
Long
LON
CORP
US
N
2
2029-02-09
Floating
8.67
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810SY5
880000
PA
USD
677600
0.0632419555
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TA6
800000
PA
USD
562000
0.0524527435
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TB4
703000
PA
USD
463980
0.0433043130
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TC2
2350000
PA
USD
1719906.25
0.1605227781
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2
N
N
N
N
N
N
LSF9 Atlantis Holdings, LLC
N/A
LSF9 Atlantis Holdings, LLC
50226BAH1
117187.5
PA
USD
115576.17
0.0107869879
Long
LON
CORP
US
N
2
2029-03-31
Floating
12.15
N
N
N
N
N
N
Envision Healthcare Corporation
N/A
Envision Healthcare Corporation
29373UAF8
212891.67
PA
USD
45239.48
0.0042223040
Long
LON
CORP
US
N
2
2027-03-31
Floating
9.15
N
N
Y
N
N
N
Envision Healthcare Corporation
N/A
Envision Healthcare Corporation
29373UAG6
520341.8
PA
USD
3741.26
0.0003491803
Long
LON
CORP
US
N
2
2027-03-31
Floating
8.65
N
N
Y
N
N
N
Farfetch US Holdings, Inc
N/A
Farfetch US Holdings, Inc
30745BAB8
254720
PA
USD
238163.2
0.0222283154
Long
LON
CORP
US
N
2
2027-09-27
Floating
11.3
N
N
N
N
N
N
Asurion LLC
N/A
Asurion LLC
04649VBC3
47990.55
PA
USD
45561.27
0.0042523374
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.5
N
N
N
N
N
N
Avaya Inc.
N/A
Avaya Inc.
N/A
286284
PA
USD
244772.82
0.0228452063
Long
LON
CORP
US
N
2
2028-08-01
Floating
7.5
N
N
N
N
N
N
Olympus Water US Holding Corporation
N/A
Olympus Water US Holding Corporation
N/A
70000
PA
USD
67535.3
0.0063032238
Long
LON
CORP
US
N
2
2028-11-09
Floating
0
N
N
N
N
N
N
The Arab Republic of Egypt
529900GFIVH4086NMH82
The Arab Republic of Egypt
N/A
230000
PA
USD
174800
0.0163144832
Long
DBT
NUSS
US
Y
2
2025-10-06
Fixed
5.25
N
N
N
N
N
N
Tower Semiconductor Ltd.
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd.
N/A
16739
NS
USD
628047.28
0.0586170869
Long
EC
CORP
IL
N
1
N
N
N
McDermott International, Ltd.
ZAKWBIG8QLOPMZ888610
McDermott International, Ltd.
N/A
273.494
NS
USD
164096.4
0.0153154918
Long
EP
CORP
BM
N
3
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML Holding N.V.
N/A
-5281
NS
USD
-3827404.75
-0.3572204261
Short
EC
CORP
NL
N
1
N
N
N
Coruripe Netherlands B.V.
724500EL5MDC9RD0FW48
Coruripe Netherlands B.V.
N/A
200000
PA
USD
135295.03
0.0126273941
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
10
N
N
N
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP Semiconductors N.V.
N/A
6610
NS
USD
1352934.8
0.1262724946
Long
EC
CORP
NL
N
1
N
N
N
NGD Holdings B.V.
984500ED2ABF0UF46690
NGD Holdings B.V.
N/A
100000
PA
USD
72000
0.0067199244
Long
DBT
CORP
US
Y
2
2026-12-31
Fixed
6.75
N
N
N
N
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
The Vanguard Group, Inc.
N/A
250000
PA
USD
161317.5
0.0150561307
Long
DBT
CORP
US
N
3
2050-08-22
Fixed
3.05
N
N
N
N
N
N
Banco Davivienda S.A.
549300P161V4IPKAQS70
Banco Davivienda S.A.
N/A
200000
PA
USD
146997.42
0.0137196049
Long
DBT
CORP
US
Y
2
2500-12-31
Fixed
6.65
N
N
N
N
N
N
BRF S.A.
254900MTXR9LUVQFU480
BRF S.A.
N/A
400000
PA
USD
267154.87
0.0249341741
Long
DBT
CORP
US
Y
2
2050-09-21
Fixed
5.75
N
N
N
N
N
N
Gobierno de la Provincia de Buenos Aires
549300L6AYROPOTQ4L07
Gobierno de la Provincia de Buenos Aires
N/A
50000
PA
USD
18750
0.0017499803
Long
DBT
NUSS
US
Y
2
2037-09-01
Fixed
5.25
N
N
N
N
N
N
Camposol SA
5493008B0STMH3JFSW17
Camposol SA
N/A
350000
PA
USD
237562.5
0.0221722507
Long
DBT
CORP
US
Y
2
2027-02-03
Fixed
6
N
N
N
N
N
N
Cap S.A.
54930079GPG23NTBB003
Cap S.A.
N/A
200000
PA
USD
145295.63
0.0135607730
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
3.9
N
N
N
N
N
N
Copa Holdings, S.A.
529900BB9UQJV6QQHA59
Copa Holdings, S.A.
N/A
-72924
NS
USD
-8063935.92
-0.7526255554
Short
EC
CORP
PA
N
1
N
N
N
Presidencia de la Republica Dominicana
254900EHU7Q8FGVPI369
Presidencia de la Republica Dominicana
N/A
150000
PA
USD
117750
0.0109898764
Long
DBT
NUSS
US
Y
2
2041-01-21
Fixed
5.3
N
N
N
N
N
N
Oi S.A. - In Judicial Reorganization
254900YEMWCRRAGD4978
Oi S.A. - In Judicial Reorganization
N/A
400000
PA
USD
26000
0.0024266394
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
0
Y
N
Y
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
Petroleos del Peru - Petroperu S.A.
N/A
400000
PA
USD
259500
0.0242197276
Long
DBT
CORP
US
Y
2
2047-06-19
Fixed
5.63
N
N
N
N
N
N
Empresas Publicas de Medellin E.S.P.
549300SU25TO8EMXB434
Empresas Publicas de Medellin E.S.P.
N/A
350000
PA
USD
261042.25
0.0243636693
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.38
N
N
N
N
N
N
VTR Finance N.V.
213800F4XI4RJB82XM19
VTR Finance N.V.
N/A
250000
PA
USD
93437.5
0.0087207353
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
6.38
N
N
N
N
N
N
Tecila Sociedad Anonima
5493003N7447U18U5U53
Tecila Sociedad Anonima
N/A
50000
PA
USD
42553.07
0.0039715752
Long
DBT
CORP
US
Y
2
2029-06-27
Fixed
8.5
N
N
N
N
N
N
Newcrest Mining Limited
5299006MN50OZJUJI655
Newcrest Mining Limited
N/A
10038
NS
USD
178776.78
0.0166856452
Long
EC
CORP
AU
N
1
N
N
N
Gran Tierra Energy Inc.
549300IH2S17MAIUCM32
Gran Tierra Energy Inc.
N/A
200000
PA
USD
151171.9
0.0141092187
Long
DBT
CORP
US
Y
2
2027-05-23
Fixed
7.75
N
N
N
N
N
N
Sierracol Energy Andina, LLC
N/A
Sierracol Energy Andina, LLC
N/A
200000
PA
USD
145947.96
0.0136216564
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TG3
200000
PA
USD
165750
0.0154698260
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TN8
721000
PA
USD
692047.38
0.0645903624
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TR9
1260000
PA
USD
1211568.75
0.1130784784
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912828ZN3
750000
PA
USD
649804.65
0.0606477520
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.5
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CFU0
8011000
PA
USD
7968441.56
0.7437128487
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.13
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CFV8
3600000
PA
USD
3679312.32
0.3433986214
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13
N
N
N
N
N
N
Nigeria, Federal Government of
549300GSBZD84TNEQ285
Nigeria, Federal Government of
N/A
200000
PA
USD
166250
0.0155164922
Long
DBT
NUSS
US
Y
2
2028-09-28
Fixed
6.13
N
N
N
N
N
N
OCP S.A.
213800D26TAPVTCVWG40
OCP S.A.
N/A
450000
PA
USD
327381.93
0.0305553032
Long
DBT
CORP
US
Y
2
2051-06-23
Fixed
5.13
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CHA2
1400000
PA
USD
1360406.32
0.1269698287
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.5
N
N
N
N
N
N
United States Steel Corporation
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909108
-126172
NS
USD
-3155561.72
-0.2945157818
Short
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
-18294
NS
USD
-1897819.56
-0.1771278337
Short
EC
CORP
US
N
1
N
N
N
UPL Corporation Limited
213800AQLATW4WEEH674
UPL Corporation Limited
N/A
400000
PA
USD
327500
0.0305663229
Long
DBT
CORP
US
Y
2
2500-12-31
Fixed
5.25
N
N
N
N
N
N
Cabinet of Ministers of Ukraine
6354001WLTJXOMEXPY07
Cabinet of Ministers of Ukraine
N/A
300000
PA
USD
69000
0.0064399276
Long
DBT
NUSS
US
Y
2
2035-03-15
Fixed
0
Y
Y
N
N
N
N
Adani Ports and Special Economic Zone Limited
335800QOAXP5TM7OYP69
Adani Ports and Special Economic Zone Limited
N/A
400000
PA
USD
268280.52
0.0250392336
Long
DBT
CORP
US
Y
2
2041-08-02
Fixed
5
N
N
N
N
N
N
Adani International Container Terminal Private Limited
335800J4SLERP6S94P28
Adani International Container Terminal Private Limited
N/A
183000
PA
USD
142740
0.0133222502
Long
DBT
CORP
US
Y
2
2031-02-16
Fixed
3
N
N
N
N
N
N
Adani Electricity Mumbai Limited
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Limited
N/A
200000
PA
USD
141705.18
0.0132256681
Long
DBT
CORP
US
Y
2
2031-07-22
Fixed
3.87
N
N
N
N
N
N
Eagle Bulk Shipping Inc.
549300EC4INNZBWR8W37
Eagle Bulk Shipping Inc.
N/A
-91312
NS
USD
-4386628.48
-0.4094140540
Short
EC
CORP
MH
N
1
N
N
N
Maxeon Solar Technologies, Ltd.
5493007JPB074ITT6Y72
Maxeon Solar Technologies, Ltd.
N/A
-66320
NS
USD
-1867571.2
-0.1743046852
Short
EC
CORP
SG
N
1
N
N
N
United States Steel Corporation
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AT5
1877000
PA
USD
3687967.14
0.3442063956
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5
N
N
N
N
N
United States Steel Corporation
United States Steel Corporation
USD
XXXX
N
N
N
Unity Software Inc.
549300D1ESJMGNQNG432
Unity Software Inc.
91332U101
-1160
NS
USD
-50367.2
-0.0047008858
Short
EC
CORP
US
N
1
N
N
N
Unity Software Inc.
549300D1ESJMGNQNG432
Unity Software Inc.
91332UAB7
2762000
PA
USD
2195461.32
0.2049074189
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0
N
N
N
N
N
Unity Software Inc.
Unity Software Inc.
USD
XXXX
N
N
N
The Regents of the University of California
RRR42I7GG51DB5HDQR14
The Regents of the University of California
913366KD1
20000
PA
USD
13376.82
0.0012484892
Long
DBT
MUN
US
N
2
2120-05-15
Fixed
3.71
N
N
N
N
N
N
Univar Solutions Inc.
549300VSXHFQVR770L55
Univar Solutions Inc.
91336L107
120717
NS
USD
4326497.28
0.4038018718
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions USA Inc.
549300VSXHFQVR770L55
Univar Solutions USA Inc.
91337CAA4
877000
PA
USD
896243.67
0.0836484685
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.13
N
N
N
N
N
N
Upstart Holdings, Inc.
549300WNB47JRNENIC75
Upstart Holdings, Inc.
91680MAB3
842000
PA
USD
575051.48
0.0536708679
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.25
N
N
N
N
N
Upstart Holdings, Inc.
Upstart Holdings, Inc.
USD
XXXX
N
N
N
Upstart Pass-Through Trust Series 2021-ST9
N/A
Upstart Pass-Through Trust Series 2021-ST9
91683MAB0
1500000
PA
USD
402643.5
0.0375796374
Long
ABS-CBDO
CORP
US
N
2
2029-11-20
Fixed
0
N
N
N
N
N
N
Elance, Inc.
5493004QJ6WWBXVE2S70
Elance, Inc.
91688FAB0
397000
PA
USD
321815.74
0.0300357980
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.25
N
N
N
N
N
Elance, Inc.
Elance, Inc.
USD
XXXX
N
N
N
Urstadt Biddle Properties Inc.
549300XXD0YL0AER3Z82
Urstadt Biddle Properties Inc.
917286205
6924
NS
USD
147204.24
0.0137389079
Long
EC
CORP
US
N
1
N
N
N
VOC Escrow Ltd.
N/A
VOC Escrow Ltd.
91832VAA2
80000
PA
USD
73555.07
0.0068650627
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5
N
N
N
N
N
N
Volt XCII, LLC
N/A
Volt XCII, LLC
91835MAB7
2000000
PA
USD
1728265.6
0.1613029754
Long
ABS-CBDO
CORP
US
N
2
2024-01-25
Fixed
4.95
N
N
N
N
N
N
VanEck Semiconductor ETF
549300ZLFKNTXC51ZN76
VanEck Semiconductor ETF
92189F676
-49224
NS
USD
-7494354
-0.6994651740
Short
EC
RF
US
N
1
N
N
N
Varex Imaging Corporation
549300CWYWPVCT8E9W67
Varex Imaging Corporation
92214X106
-86656
NS
USD
-2042481.92
-0.1906295021
Short
EC
CORP
US
N
1
N
N
N
Varex Imaging Corporation
549300CWYWPVCT8E9W67
Varex Imaging Corporation
92214XAB2
2270000
PA
USD
2892978.8
0.2700083182
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4
N
N
N
N
N
Varex Imaging Corporation
Varex Imaging Corporation
USD
XXXX
N
N
N
Veeco Instruments Inc.
5493004201F72ADDZW04
Veeco Instruments Inc.
922417100
-33951
NS
USD
-871861.68
-0.0813728417
Short
EC
CORP
US
N
1
N
N
N
Veeco Instruments Inc.
5493004201F72ADDZW04
Veeco Instruments Inc.
922417AF7
352000
PA
USD
708076.16
0.0660863651
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75
N
N
N
N
N
Veeco Instruments Inc.
Veeco Instruments Inc.
USD
XXXX
N
N
N
Veeco Instruments Inc.
5493004201F72ADDZW04
Veeco Instruments Inc.
922417AG5
187000
PA
USD
229149.8
0.0213870742
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.5
N
N
N
N
N
Veeco Instruments Inc.
Veeco Instruments Inc.
USD
XXXX
N
N
N
Veeco Instruments Inc.
5493004201F72ADDZW04
Veeco Instruments Inc.
922417AH3
212000
PA
USD
235917.84
0.0220187508
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.88
N
N
N
N
N
Veeco Instruments Inc.
Veeco Instruments Inc.
USD
XXXX
N
N
N
Vedanta Resources Finance II PLC
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAA9
200000
PA
USD
149524.97
0.0139555069
Long
DBT
CORP
US
N
2
2026-04-23
Fixed
9.25
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2019-1
N/A
Velocity Commercial Capital Loan Trust 2019-1
92257CAE0
403211.48
PA
USD
333468.19
0.0311233477
Long
ABS-MBS
CORP
US
N
2
2027-03-25
Variable
4.61
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2019-1
N/A
Velocity Commercial Capital Loan Trust 2019-1
92257CAF7
217902.96
PA
USD
183155.17
0.0170942903
Long
ABS-MBS
CORP
US
N
2
2027-08-25
Variable
5.7
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2019-1
N/A
Velocity Commercial Capital Loan Trust 2019-1
92257CAG5
380045.53
PA
USD
285947.47
0.0266881304
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Variable
6.79
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2018-2
N/A
Velocity Commercial Capital Loan Trust 2018-2
92259BAN0
251899.89
PA
USD
208883.95
0.0194956161
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Fixed
5.32
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2018-2
N/A
Velocity Commercial Capital Loan Trust 2018-2
92259BAR1
144924.19
PA
USD
114711.97
0.0107063301
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Fixed
6.36
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2018-2
N/A
Velocity Commercial Capital Loan Trust 2018-2
92259BAU4
327298.28
PA
USD
243226.12
0.0227008492
Long
ABS-MBS
CORP
US
N
2
2027-08-25
Fixed
7.05
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust 2020-2
N/A
Velocity Commercial Capital Loan Trust 2020-2
92259DAC0
1800000
PA
USD
1691323.38
0.1578550736
Long
ABS-MBS
CORP
US
N
2
2025-12-25
Variable
5
N
N
N
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
-1141
NS
USD
-53935.07
-0.0050338833
Short
EC
CORP
US
N
1
N
N
N
Ventas Realty, Limited Partnership
32SXKSJ72K64GM3HOU64
Ventas Realty, Limited Partnership
92277GAY3
272000
PA
USD
274953.92
0.0256620773
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75
N
N
N
N
N
Ventas, Inc.
Ventas, Inc.
USD
XXXX
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAB7
15000
PA
USD
15145.63
0.0014135762
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.38
N
N
N
N
N
N
ACCO Brands Corporation
JCT8P4Y190IH4I1NX328
ACCO Brands Corporation
00081T108
-199720
NS
USD
-1040541.2
-0.0971160865
Short
EC
CORP
US
N
1
N
N
N
ABRA Global Finance
N/A
ABRA Global Finance
000852AA1
3133110
PA
USD
2725805.7
0.2544056710
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5
N
N
Y
N
N
N
ASP AMC Merger Sub, Inc.
54930081QGNZXVDOZF63
ASP AMC Merger Sub, Inc.
00215JAA7
375000
PA
USD
2818.57
0.0002630636
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8
N
N
N
N
N
N
AREIT 2019-CRE3 Trust
N/A
AREIT 2019-CRE3 Trust
00217LAJ1
350000
PA
USD
329630.53
0.0307651702
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.87
N
N
N
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc.
N/A
2237
NS
USD
3914.75
0.0003653726
Long
EC
CORP
US
N
3
N
N
N
Accretion Acquisition Corp.
N/A
Accretion Acquisition Corp.
00438Y107
7063
NS
USD
73525.83
0.0068623336
Long
EC
CORP
US
N
1
N
N
N
Ace Securities Corp. Home Equity Loan Trust, Series 2006-CW1
N/A
Ace Securities Corp. Home Equity Loan Trust, Series 2006-CW1
00441QAD1
1955619
PA
USD
1440456.94
0.1344411359
Long
ABS-CBDO
CORP
US
N
2
2036-07-25
Floating
5.43
N
N
N
N
N
N
Achari Ventures Holdings Corp. I
549300WXLNJWTBJTI395
Achari Ventures Holdings Corp. I
00444X119
9957
NS
USD
243.95
0.0000227684
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
N/A
-7184
NS
-133427.65
-0.0124531073
Short
EC
CORP
GB
N
2
N
N
N
Adeia Inc.
N/A
Adeia Inc.
00676P107
-107754
NS
USD
-1186371.54
-0.1107267652
Short
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AerCap Ireland Capital Designated Activity Company
00774MAX3
150000
PA
USD
122621.43
0.0114445381
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
Aerojet Rocketdyne Holdings, Inc.
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
85352
NS
USD
4683264.24
0.4370997469
Long
EC
CORP
US
N
1
N
N
N
AI Candelaria (Spain), S.L.U
213800L5KA2MJ5FKRZ02
AI Candelaria (Spain), S.L.U
00870WAA4
250000
PA
USD
185594.63
0.0173219707
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.75
N
N
N
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc.
009066101
-778
NS
USD
-99708.48
-0.0093060201
Short
EC
CORP
US
N
1
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc.
009066AB7
1503000
PA
USD
1317716.17
0.1229854595
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0
N
N
N
N
N
Airbnb, Inc.
Airbnb, Inc.
USD
XXXX
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
ALEN 2021-ACEN Mortgage Trust
01449NAJ5
819000
PA
USD
500174.19
0.0466823994
Long
ABS-MBS
CORP
US
N
2
2034-04-17
Floating
9.19
N
N
N
N
N
N
Alibaba Group Holding Limited
5493001NTNQJDH60PM02
Alibaba Group Holding Limited
01609W102
29746
NS
USD
2479329.1
0.2314014471
Long
EC
CORP
KY
N
1
N
N
N
Alibaba Group Holding Limited
5493001NTNQJDH60PM02
Alibaba Group Holding Limited
01609WBA9
200000
PA
USD
123339.96
0.0115116001
Long
DBT
CORP
US
N
2
2061-02-09
Fixed
3.25
N
N
N
N
N
N
ATI Inc.
ZW1LRE7C3H17O2ZN9B45
ATI Inc.
01741R102
-68950
NS
USD
-3049658.5
-0.2846315925
Short
EC
CORP
US
N
1
N
N
N
ATI Inc.
ZW1LRE7C3H17O2ZN9B45
ATI Inc.
01741RAK8
1098000
PA
USD
3143826.54
0.2934205107
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
ATI Inc.
ATI Inc.
USD
XXXX
N
N
N
Bread Financial Payments, Inc.
549300G8S4PO686J7H97
Bread Financial Payments, Inc.
018581108
-10878
NS
USD
-341460.42
-0.0318692808
Short
EC
CORP
US
N
1
N
N
N
Bread Financial Payments, Inc.
549300G8S4PO686J7H97
Bread Financial Payments, Inc.
018581AM0
597000
PA
USD
615895.05
0.0574828916
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.25
N
N
N
N
N
Bread Financial Payments, Inc.
Bread Financial Payments, Inc.
USD
XXXX
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
-1401
NS
USD
-73524.48
-0.0068622076
Short
EC
CORP
US
N
1
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802AB4
305000
PA
USD
305451.4
0.0285084767
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.88
N
N
N
N
N
Alliant Energy Corporation
Alliant Energy Corporation
USD
XXXX
N
N
N
Allison Systems, Inc.
529900RP7DJ882LI9T83
Allison Systems, Inc.
01973R101
-40852
NS
USD
-2306503.92
-0.2152712783
Short
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F052672
2100000
PA
USD
2089908.45
0.1950559285
Long
ABS-MBS
USGA
US
N
2
2053-07-15
Fixed
5.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F060675
2100000
PA
USD
2118292.68
0.1977050935
Long
ABS-MBS
USGA
US
N
2
2053-07-15
Fixed
6
N
N
N
N
N
N
Alpha Healthcare Acquisition Corp. III
N/A
Alpha Healthcare Acquisition Corp. III
02073F104
9479
NS
USD
97633.7
0.0091123762
Long
EC
CORP
US
N
1
N
N
N
Alpha Holding, S.A. de C.V
549300R872G37EN6NT94
Alpha Holding, S.A. de C.V
02074AAB0
235682.7
PA
USD
713.59
0.0000666010
Long
DBT
CORP
US
Y
2
2025-02-10
Fixed
0
Y
N
N
N
N
N
Alphatec Holdings, Inc.
549300EZE8CQ8K65FS24
Alphatec Holdings, Inc.
02081G201
-26934
NS
USD
-484273.32
-0.0451983349
Short
EC
CORP
US
N
1
N
N
N
Alphatec Holdings, Inc.
549300EZE8CQ8K65FS24
Alphatec Holdings, Inc.
02081GAB8
653000
PA
USD
761515.54
0.0710739845
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75
N
N
N
N
N
Alphatec Holdings, Inc.
Alphatec Holdings, Inc.
USD
XXXX
N
N
N
Alpha Holding, S.A. de C.V
549300R872G37EN6NT94
Alpha Holding, S.A. de C.V
020ESCAC3
250000
PA
USD
0.25
0.0000000233
Long
DBT
CORP
US
Y
3
2500-12-31
Fixed
0
N
N
N
N
N
N
Altaba Inc.
549300ZJC0V1K2ZCKG85
Altaba Inc.
020ESCAD1
250000
PA
USD
0.25
0.0000000233
Long
DBT
CORP
US
Y
3
2500-12-31
Fixed
0
N
N
N
N
N
N
Alteryx, Inc.
549300XWZG0JHL7I0827
Alteryx, Inc.
02156BAD5
1026000
PA
USD
973177.42
0.0908288711
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.5
N
N
N
N
N
Alteryx, Inc.
Alteryx, Inc.
USD
XXXX
N
N
N
ALTC Acquisition Corp.
N/A
ALTC Acquisition Corp.
02156V109
9234
NS
USD
96310.62
0.0089888901
Long
EC
CORP
US
N
1
N
N
N
Altenergy Acquisition Corp.
N/A
Altenergy Acquisition Corp.
02157M116
2967
NS
USD
103.85
0.0000096926
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBE2
30000
PA
USD
29321.03
0.0027365987
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.8
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBF9
10000
PA
USD
9499.77
0.0008866352
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBG7
91000
PA
USD
88749.09
0.0082831553
Long
DBT
CORP
US
N
2
2059-02-14
Fixed
6.2
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
10000
PA
USD
7826.73
0.0007304866
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135AQ9
40000
PA
USD
40568.42
0.0037863433
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BJ4
80000
PA
USD
71795.13
0.0067008034
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CK0
390000
PA
USD
336863.28
0.0314402192
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.1
N
N
N
N
N
N
American Beverage Co Ambev
549300TH5Q6VRP8OT012
American Beverage Co Ambev
02319V103
1444593
NS
USD
4593805.74
0.4287503808
Long
EC
CORP
BR
N
1
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
8300
NS
USD
758952
0.0708347234
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc.
N/A
American Airlines Group Inc.
02376R102
-30563
NS
USD
-548300.22
-0.0511741117
Short
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc.
N/A
American Airlines Group Inc.
02376RAF9
697000
PA
USD
893226.41
0.0833668607
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.5
N
N
N
N
N
American Airlines Group Inc.
American Airlines Group Inc.
USD
XXXX
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
53840
NS
USD
3097953.6
0.2891390844
Long
EC
CORP
US
N
1
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WBB0
139000
PA
USD
140112
0.0130769729
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.63
N
N
N
N
N
American Water Works Company, Inc.
American Water Works Company, Inc.
USD
XXXX
N
N
N
American Water Works Company, Inc.
549300DXHIJQMD5WFW18
American Water Works Company, Inc.
030420103
-161
NS
USD
-22982.75
-0.0021450325
Short
EC
CORP
US
N
1
N
N
N
Amprius Technologies, Inc.
N/A
Amprius Technologies, Inc.
03214Q116
15314
NS
USD
7350.72
0.0006860595
Long
EC
CORP
US
N
1
N
N
N
AMSR 2020-SFR5 Trust
N/A
AMSR 2020-SFR5 Trust
03217JAH4
5000000
PA
USD
4546019.5
0.4242903819
Long
ABS-CBDO
CORP
US
N
2
2025-11-19
Fixed
4.11
N
N
N
N
N
N
Amyris, Inc.
549300BG17WCUK6EIM58
Amyris, Inc.
03236M200
9305
NS
USD
9584.15
0.0008945106
Long
EC
CORP
US
N
1
N
N
N
Amyris, Inc.
549300BG17WCUK6EIM58
Amyris, Inc.
03236MAJ0
2856000
PA
USD
513080.4
0.0478869655
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.5
N
N
N
N
N
Amyris, Inc.
Amyris, Inc.
USD
XXXX
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
19354
NS
USD
3770352.74
0.3518956318
Long
EC
CORP
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
03746AAA8
350000
PA
USD
360950.47
0.0336883317
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75
N
N
N
N
N
N
Apellis Pharmaceuticals, Inc.
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals, Inc.
03753U106
-22701
NS
USD
-2068061.1
-0.1930168654
Short
EC
CORP
US
N
1
N
N
N
Apellis Pharmaceuticals, Inc.
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals, Inc.
03753UAB2
963000
PA
USD
2312779.32
0.2158569757
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.5
N
N
N
N
N
Apellis Pharmaceuticals, Inc.
Apellis Pharmaceuticals, Inc.
USD
XXXX
N
N
N
Apidos CLO XXIV
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03762XAD1
500000
PA
USD
428194.5
0.0399643706
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
11.05
N
N
N
N
N
N
Arbor Multifamily Mortgage Securities Trust 2021-MF3
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF3
03882KBC5
273000
PA
USD
136102.38
0.0127027459
Long
ABS-MBS
CORP
US
N
2
2054-10-16
Fixed
2
N
N
N
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc.
038923108
-39831
NS
USD
-590295.42
-0.0550936196
Short
EC
CORP
US
N
1
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc.
038923AZ1
1501000
PA
USD
1498946.63
0.1399001122
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.5
N
N
N
N
N
Arbor Realty Trust, Inc.
Arbor Realty Trust, Inc.
USD
XXXX
N
N
N
Arcbest Corporation
5493006S3KBNE8ZS3J23
Arcbest Corporation
03937C105
-18813
NS
USD
-1858724.4
-0.1734789931
Short
EC
CORP
US
N
1
N
N
N
Arconic Corporation
549300B4YFWH3U74B152
Arconic Corporation
03966V107
51191
NS
USD
1514229.78
0.1413265235
Long
EC
CORP
US
N
1
N
N
N
Arconic Corporation
549300B4YFWH3U74B152
Arconic Corporation
03966VAA5
793000
PA
USD
803476.86
0.0749903303
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13
N
N
N
N
N
N
Arconic Corporation
549300B4YFWH3U74B152
Arconic Corporation
03966VAB3
950000
PA
USD
958318.91
0.0894420924
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6
N
N
N
N
N
N
Ardagh Packaging Finance Public Limited Company
6354001JXMLKNZDZR978
Ardagh Packaging Finance Public Limited Company
03969AAP5
210000
PA
USD
178313.37
0.0166423940
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25
N
N
N
N
N
N
Presidencia De La Nacion
549300KPBYGYF7HCHO27
Presidencia De La Nacion
040114HS2
329228
PA
USD
109468.31
0.0102169274
Long
DBT
NUSS
US
N
2
2030-07-09
Fixed
0.5
N
N
N
N
N
N
Presidencia De La Nacion
549300KPBYGYF7HCHO27
Presidencia De La Nacion
040114HU7
308448.36
PA
USD
107956.93
0.0100758668
Long
DBT
NUSS
US
N
2
2038-01-09
Fixed
3.88
N
N
N
N
N
N
Arisz Acquisition Corp.
N/A
Arisz Acquisition Corp.
040450108
16379
NS
USD
173126.03
0.0161582478
Long
EC
CORP
US
N
1
N
N
N
Arogo Capital Acquisition Corporation
N/A
Arogo Capital Acquisition Corporation
042644104
9103
NS
USD
95763.56
0.0089378318
Long
EC
CORP
US
N
1
N
N
N
Array Tech, Inc.
549300JM5FECYJQ85V37
Array Tech, Inc.
04271T100
-58940
NS
USD
-1332044
-0.1243227086
Short
EC
CORP
US
N
1
N
N
N
Array Tech, Inc.
549300JM5FECYJQ85V37
Array Tech, Inc.
04271TAB6
1650000
PA
USD
1882534.5
0.1757012441
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1
N
N
N
N
N
Array Tech, Inc.
Array Tech, Inc.
USD
XXXX
N
N
N
Arrowroot Acquisition Corp.
N/A
Arrowroot Acquisition Corp.
04282M102
21137
NS
USD
220458.91
0.0205759335
Long
EC
CORP
US
N
1
N
N
N
Arrowroot Acquisition Corp.
N/A
Arrowroot Acquisition Corp.
04282M110
13614
NS
USD
2838.52
0.0002649256
Long
EC
CORP
US
N
1
N
N
N
Artemis Strategic Investment Corp.
N/A
Artemis Strategic Investment Corp.
04303A103
69403
NS
USD
738447.92
0.0689210308
Long
EC
CORP
US
N
1
N
N
N
Athena Consumer Acquisition Corp.
549300I3J7Y1D6R3A720
Athena Consumer Acquisition Corp.
04684M114
1979
NS
USD
59.96
0.0000055962
Long
EC
CORP
US
N
1
N
N
N
Atlantic Coastal Acquisition Corp.
549300DD1GOILOBIY455
Atlantic Coastal Acquisition Corp.
048453112
5377
NS
USD
121.52
0.0000113417
Long
EC
CORP
US
N
1
N
N
N
Atlantic Coastal Acquisition Corp. II
N/A
Atlantic Coastal Acquisition Corp. II
04845A116
2274
NS
USD
34.34
0.0000032050
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
-1358
NS
USD
-3385982.88
-0.3160215149
Short
EC
CORP
US
N
1
N
N
N
Avaya Inc.
J6LB5QIFSP2MFEFG4U76
Avaya Inc.
05351X309
1905
NS
USD
23812.5
0.0022224750
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X507
29381
NS
USD
367262.5
0.0342774479
Long
EC
CORP
US
N
1
N
N
N
Pphm, Inc.
549300GRUS3ZMGP8MX22
Pphm, Inc.
05368M106
-41052
NS
USD
-573496.44
-0.0535257325
Short
EC
CORP
US
N
1
N
N
N
Avid SPV, LLC
N/A
Avid SPV, LLC
05369GAA6
1462000
PA
USD
1424985.08
0.1329971118
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25
N
N
N
N
N
Pphm, Inc.
Pphm, Inc.
USD
XXXX
N
N
N
Axonprime Infrastructure Acquisition Corporation
N/A
Axonprime Infrastructure Acquisition Corporation
05467C108
13
NS
USD
133.77
0.0000124851
Long
EC
CORP
US
N
1
N
N
N
BAC Capital Trust XIV
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
360000
PA
USD
274448.02
0.0256148605
Long
DBT
CORP
US
N
2
2500-12-31
Floating
5.95
N
N
N
N
N
N
B. A. T. Capital Corporation
2138005GYEXN7XRHFA84
B. A. T. Capital Corporation
05526DBB0
50000
PA
USD
45976.39
0.0042910815
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56
N
N
N
N
N
N
B. A. T. Capital Corporation
2138005GYEXN7XRHFA84
B. A. T. Capital Corporation
05526DBF1
70000
PA
USD
51708.12
0.0048260369
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54
N
N
N
N
N
N
BBCMS Trust 2018-CBM
N/A
BBCMS Trust 2018-CBM
05549RAJ6
470000
PA
USD
441168.6
0.0411752730
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
8.74
N
N
N
N
N
N
BHP Trust 2019-BXHP
N/A
BHP Trust 2019-BXHP
05550TAJ8
131600
PA
USD
123423.52
0.0115193990
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
7.76
N
N
N
N
N
N
BRP Group, Inc.
N/A
BRP Group, Inc.
05589G102
-46286
NS
USD
-1146967.08
-0.1070490570
Short
EC
CORP
US
N
1
N
N
N
BSREP Commercial Mortgage Trust 2021-DC
N/A
BSREP Commercial Mortgage Trust 2021-DC
05591UAN7
350000
PA
USD
263981.8
0.0246380243
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Floating
9.04
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
252000
PA
USD
201297.7
0.0187875741
Long
ABS-MBS
CORP
US
N
2
2029-12-11
Variable
4.08
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAS9
481000
PA
USD
472296.5
0.0440805110
Long
ABS-MBS
CORP
US
N
2
2034-04-17
Floating
8.79
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX Trust 2021-ARIA
05608RAQ8
260000
PA
USD
239183.02
0.0223234975
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Floating
8.34
N
N
N
N
N
N
Bain Capital Credit CLO 2019-3, Limited
549300434Q955VK1W392
Bain Capital Credit CLO 2019-3, Limited
05683UAE6
500000
PA
USD
436110
0.0407031423
Long
ABS-CBDO
CORP
US
N
2
2034-10-23
Floating
12.36
N
N
N
N
N
N
Bain Capital Credit CLO 2022-3, Limited
549300RZZ0GDV2ODIJ14
Bain Capital Credit CLO 2022-3, Limited
05684QAA2
500000
PA
USD
449549.5
0.0419574815
Long
ABS-CBDO
CORP
US
N
2
2035-07-17
Floating
12.34
N
N
N
N
N
N
Banco Davivienda S.A.
549300P161V4IPKAQS70
Banco Davivienda S.A.
059501AD8
200000
PA
USD
146997.42
0.0137196049
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.65
N
N
N
N
N
N
Banco GNB Sudameris S.A.
549300SO7QUETMQD9D84
Banco GNB Sudameris S.A.
059593AE3
150000
PA
USD
121840.14
0.0113716185
Long
DBT
CORP
US
N
2
2031-04-16
Fixed
7.5
N
N
N
N
N
N
Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte
549300QTVYRPFHS0J362
Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte
05962GAJ8
200000
PA
USD
181017.47
0.0168947739
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
7.63
N
N
N
N
N
N
Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte
549300QTVYRPFHS0J362
Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte
05973KAB3
250000
PA
USD
193170.57
0.0180290505
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.63
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
100000
PA
USD
98750
0.0092165630
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.25
N
N
N
N
N
N
Bank of Hawaii Corporation
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corporation
062540109
53080
NS
USD
2188488.4
0.2042566203
Long
EC
CORP
US
N
1
N
N
N
Bank 2019-BNK17
N/A
Bank 2019-BNK17
065403AE7
1978000
PA
USD
122139.72
0.0113995790
Long
ABS-CBDO
CORP
US
N
2
2052-04-17
Fixed
1.5
N
N
N
N
N
N
Bank 2021-BNK32
N/A
Bank 2021-BNK32
06542BBN6
1114950.65
PA
USD
44908.65
0.0041914269
Long
ABS-CBDO
CORP
US
N
2
2054-04-17
Variable
0.89
N
N
N
N
N
N
Bannix Acquisition Corp.
N/A
Bannix Acquisition Corp.
066644105
936
NS
USD
9781.2
0.0009129017
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
240000
PA
USD
236400
0.0220637519
Long
DBT
CORP
GB
N
2
2500-12-31
Fixed
7.75
N
N
N
Y
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
Barings CLO Ltd 2018-III
N/A
Barings CLO Ltd 2018-III
06760RAA5
500000
PA
USD
435138.5
0.0406124700
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
11
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
071734AF4
220000
PA
USD
93603.79
0.0087362555
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
7.25
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
071734AJ6
740000
PA
USD
296612.17
0.0276834912
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.25
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
071734AK3
620000
PA
USD
255735.66
0.0238683932
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25
N
N
N
N
N
N
Benchmark 2018-B4 Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAQ3
377000
PA
USD
248004.1
0.0231467890
Long
ABS-MBS
CORP
US
N
2
2028-07-17
Variable
2.95
N
N
N
N
N
N
Benchmark 2019-B14 Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAK8
17409384.7
PA
USD
513714.38
0.0479461363
Long
ABS-CBDO
CORP
US
N
2
2062-12-15
Variable
0.9
N
N
N
N
N
N
Benchmark 2020-B18 Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABP7
343000
PA
USD
300074.85
0.0280066710
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
3.76
N
N
N
N
N
N
Benchmark 2021-B31 Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAY3
617000
PA
USD
250704.19
0.0233987946
Long
ABS-MBS
CORP
US
N
2
2054-12-17
Fixed
2.25
N
N
N
N
N
N
Bentley Systems, Incorporated
549300WVEHPGE0Z56F71
Bentley Systems, Incorporated
08265T208
-3886
NS
USD
-210737.78
-0.0196686383
Short
EC
CORP
US
N
1
N
N
N
Bentley Systems, Incorporated
549300WVEHPGE0Z56F71
Bentley Systems, Incorporated
08265TAD1
606000
PA
USD
548107.61
0.0511561350
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.38
N
N
N
N
N
Bentley Systems, Incorporated
Bentley Systems, Incorporated
USD
XXXX
N
N
N
W. R. Berkley Corporation
SQOAGCLKBDWNVYV1OV80
W. R. Berkley Corporation
084423102
56462
NS
USD
3362876.72
0.3138649642
Long
EC
CORP
US
N
1
N
N
N
Berry Corporation (Bry)
N/A
Berry Corporation (Bry)
08579X101
3652
NS
USD
25125.76
0.0023450446
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
-73603
NS
USD
-6031765.85
-0.5629584818
Short
EC
CORP
US
N
1
N
N
N
BigBear.ai Holdings, LLC
549300XGCF2ELN28CS63
BigBear.ai Holdings, LLC
08975B117
3477
NS
USD
764.94
0.0000713936
Long
EC
CORP
US
N
1
N
N
N
Bilander Acquisition Corp.
N/A
Bilander Acquisition Corp.
09001T106
28568
NS
USD
289965.2
0.0270631143
Long
EC
CORP
US
N
1
N
N
N
Bill Holdings, Inc.
549300IBF9VZZIGOZW63
Bill Holdings, Inc.
090043100
-8248
NS
USD
-963778.8
-0.0899516764
Short
EC
CORP
US
N
1
N
N
N
Bill Holdings, Inc.
549300IBF9VZZIGOZW63
Bill Holdings, Inc.
090043AB6
2273000
PA
USD
2380376.52
0.2221659768
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0
N
N
N
N
N
Bill Holdings, Inc.
Bill Holdings, Inc.
USD
XXXX
N
N
N
Birch Grove CLO 6 Ltd
N/A
Birch Grove CLO 6 Ltd
09077FAJ4
270000
PA
USD
267300
0.0249477194
Long
ABS-CBDO
CORP
US
N
2
2035-07-20
Variable
0
N
N
N
N
N
N
Black Mountain Acquisition Corp.
N/A
Black Mountain Acquisition Corp.
09216A108
15290
NS
USD
162226.9
0.0151410071
Long
EC
CORP
US
N
1
N
N
N
Blackline, Inc.
529900P9N7PK9LV5EK56
Blackline, Inc.
09239B109
-2574
NS
USD
-138532.68
-0.0129295714
Short
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
The Home Depot, Inc.
437076102
13014
NS
USD
4042668.96
0.3773115265
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
The Home Depot, Inc.
437076102
-19152
NS
USD
-5949377.28
-0.5552689684
Short
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
380000
PA
USD
233962.85
0.0218362871
Long
DBT
CORP
US
N
2
2045-01-23
Fixed
6.38
N
N
N
N
N
N
Pool Corporation
5493005VZK1KMN6CO617
Pool Corporation
73278L105
12673
NS
USD
4747812.72
0.4431242040
Long
EC
CORP
US
N
1
N
N
N
Pool Corporation
5493005VZK1KMN6CO617
Pool Corporation
73278L105
-15987
NS
USD
-5989369.68
-0.5590015504
Short
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
20538
NS
USD
886625.46
0.0827507790
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
-2375
NS
USD
-102528.75
-0.0095692424
Short
EC
CORP
US
N
1
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TJ7
11730000
PA
USD
9974165.63
0.9309116567
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TL2
5980000
PA
USD
6143515.92
0.5733883711
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa Inc.
92826C839
53209
NS
USD
12636073.32
1.1793535806
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419LAF8
320000
PA
USD
263487.68
0.0245919069
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1
N
N
N
N
N
Wayfair Inc.
Wayfair Inc.
USD
XXXX
N
N
N
Slam Corp.
N/A
Slam Corp.
N/A
6731
NS
USD
1278.89
0.0001193617
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
14867
NS
USD
3360388.01
0.3136326873
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Incorporated
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Incorporated
92532F100
19109
NS
USD
6724648.19
0.6276267730
Long
EC
CORP
US
N
1
N
N
N
Muzinich U.S. High Yield Corporate Bond Fund
N/A
Muzinich U.S. High Yield Corporate Bond Fund
92535WAA8
82000
PA
USD
82094.62
0.0076620784
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75
N
N
N
N
N
N
Viking Cruises Limited
549300IJP90T4MV2GL84
Viking Cruises Limited
92676XAG2
110000
PA
USD
111149.3
0.0103738180
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.13
N
N
N
N
N
N
Virgin Galactic Holdings, Inc.
549300C631IMXCSMN048
Virgin Galactic Holdings, Inc.
92766K106
-29648
NS
USD
-115034.24
-0.0107364083
Short
EC
CORP
US
N
1
N
N
N
Virgin Galactic Holdings, Inc.
549300C631IMXCSMN048
Virgin Galactic Holdings, Inc.
92766KAA4
424000
PA
USD
235152.52
0.0219473217
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
2.5
N
N
N
N
N
Virgin Galactic Holdings, Inc.
Virgin Galactic Holdings, Inc.
USD
XXXX
N
N
N
Virgin Media Secured Finance PLC
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
210000
PA
USD
190580.46
0.0177873096
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.5
N
N
N
N
N
N
Virgin Orbit Holdings, Inc.
N/A
Virgin Orbit Holdings, Inc.
92771A119
1019
NS
USD
4.08
0.0000003808
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
-719
NS
USD
-21138.6
-0.0019729138
Short
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298AP3
53000
PA
USD
58030.76
0.0054161434
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25
N
N
N
N
N
Vishay Intertechnology, Inc.
Vishay Intertechnology, Inc.
USD
XXXX
N
N
N
Virtusa Corporation
C77OMXDER63WLJCSKT03
Virtusa Corporation
92837TAA0
85000
PA
USD
69688.4
0.0065041775
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.13
N
N
N
N
N
N
Viscogliosi Brothers Acquisition Corp.
N/A
Viscogliosi Brothers Acquisition Corp.
92838K100
5948
NS
USD
62632.44
0.0058456287
Long
EC
CORP
US
N
1
N
N
N
Viscogliosi Brothers Acquisition Corp.
N/A
Viscogliosi Brothers Acquisition Corp.
92838K118
2974
NS
USD
85.35
0.0000079659
Long
EC
CORP
US
N
1
N
N
N
Vitesse Energy, Inc.
N/A
Vitesse Energy, Inc.
92852X103
1565.8496
NS
USD
35075.03
0.0032736327
Long
EC
CORP
US
N
1
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563402
40026
NS
USD
5751335.94
0.5367853179
Long
EC
CORP
US
N
1
N
N
N
VMED O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK Financing I PLC
92858RAA8
200000
PA
USD
161914.94
0.0151118911
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
4.25
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C14
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAG9
120385.31
PA
USD
106034.97
0.0098964859
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.49
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
21140
NS
USD
383479.6
0.0357910268
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty L.P.
549300BMOJ05INE4YK86
Vornado Realty L.P.
929043AJ6
125000
PA
USD
117744.93
0.0109894032
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.5
N
N
N
N
N
N
Vornado Realty L.P.
549300BMOJ05INE4YK86
Vornado Realty L.P.
929043AK3
112000
PA
USD
94871.38
0.0088545626
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd
92917XAA4
500000
PA
USD
447773.5
0.0417917234
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Floating
11.85
N
N
N
N
N
N
Wix.Com Ltd.
5493008P6N29Q1AG9464
Wix.Com Ltd.
92940WAD1
581000
PA
USD
508670.73
0.0474754009
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0
N
N
N
N
N
Wix.Com Ltd.
Wix.Com Ltd.
USD
XXXX
N
N
N
Westinghouse Air Brake Technologies Corporation
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corporation
929740108
9080
NS
USD
995803.6
0.0929406242
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419L101
-42685
NS
USD
-2774951.85
-0.2589925935
Short
EC
CORP
US
N
1
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419LAM3
1159000
PA
USD
993770.64
0.0927508834
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.63
N
N
N
N
N
Wayfair Inc.
Wayfair Inc.
USD
XXXX
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419LAM3
-379000
PA
USD
-327811.5
-0.0305953959
Short
DBT
CORP
US
N
2
2025-10-01
Fixed
0.63
N
N
N
N
N
Wayfair Inc.
Wayfair Inc.
USD
XXXX
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419LAN1
1961000
PA
USD
2434836.43
0.2272488446
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.25
N
N
N
N
N
Wayfair Inc.
Wayfair Inc.
USD
XXXX
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419LAQ4
814000
PA
USD
1297467.16
0.1210955731
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.5
N
N
N
N
N
Wayfair Inc.
Wayfair Inc.
USD
XXXX
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
50190
NS
USD
2142109.2
0.1999279437
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746RN3
101000
PA
USD
99118.19
0.0092509270
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
5.88
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS4
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBL8
293000
PA
USD
241646.1
0.0225533824
Long
ABS-MBS
CORP
US
N
2
2025-11-18
Variable
3.84
N
N
N
N
N
N
Wells Fargo & Company
549300FWFHJGIW2B2U59
Wells Fargo & Company
95000DBK6
838000
PA
USD
649540.84
0.0606231300
Long
ABS-MBS
CORP
US
N
2
2026-04-17
Variable
5.23
N
N
N
N
N
N
Wells Fargo & Company
549300JPCJUA5JJLRW54
Wells Fargo & Company
95000LAJ2
470000
PA
USD
354397.16
0.0330766963
Long
ABS-MBS
CORP
US
N
2
2026-03-17
Fixed
3.12
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-RC1
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FAC9
484000
PA
USD
343647.99
0.0320734517
Long
ABS-MBS
CORP
US
N
2
2027-03-17
Fixed
3.25
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C46
N/A
Wells Fargo Commercial Mortgage Trust 2018-C46
95001QAZ4
800000
PA
USD
631166.08
0.0589081717
Long
ABS-MBS
CORP
US
N
2
2028-08-17
Variable
5.14
N
N
N
N
N
N
Werner Enterprises, Inc.
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
-35332
NS
USD
-1560967.76
-0.1456886859
Short
EC
CORP
US
N
1
N
N
N
Wesleyan University
MR0KVN5WYB7MX4TE2T37
Wesleyan University
95101VAA7
60000
PA
USD
50559.96
0.0047188765
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
4.78
N
N
N
N
N
N
Kiatnakin Phatra Bank Public Company Limited
254900UPQE3MNOEDXK30
Kiatnakin Phatra Bank Public Company Limited
N/A
4616
NS
444.75
0.0000415095
Long
EC
CORP
TH
N
2
N
N
N
Kiatnakin Phatra Bank Public Company Limited
254900UPQE3MNOEDXK30
Kiatnakin Phatra Bank Public Company Limited
N/A
4616
NS
255.44
0.0000238408
Long
EC
CORP
TH
N
2
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AD6
200000
PA
USD
170011.78
0.0158675877
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
50000
PA
USD
48014.5
0.0044813029
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AF1
10000
PA
USD
9618.85
0.0008977492
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AH7
100000
PA
USD
94030.38
0.0087760701
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.5
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AJ3
80000
PA
USD
66868.54
0.0062409935
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.3
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AL8
80000
PA
USD
66797.66
0.0062343782
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.5
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AA5
610000
PA
USD
506534.09
0.0472759834
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.5
N
N
N
N
N
N
Western Midstream Operating, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
30000
PA
USD
28661.83
0.0026750741
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.35
N
N
N
N
N
N
Wheel Pros, Inc.
N/A
Wheel Pros, Inc.
96289WAA7
295000
PA
USD
88500.85
0.0082599864
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
6.5
N
N
N
N
N
N
Whole Earth Brands, Inc.
N/A
Whole Earth Brands, Inc.
96684W126
25683
NS
USD
5139.17
0.0004796505
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
The Williams Companies, Inc.
969457BB5
40000
PA
USD
43939
0.0041009272
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.5
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
The Williams Companies, Inc.
969457BM1
140000
PA
USD
166262.71
0.0155176784
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
The Williams Companies, Inc.
969457BV1
70000
PA
USD
67693.81
0.0063180179
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75
N
N
N
N
N
N
Williams Partners L.P.
WUURD1P1N0874ONXXO03
Williams Partners L.P.
96950FAF1
70000
PA
USD
73454.86
0.0068557098
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.3
N
N
N
N
N
N
Willis Engine Structured Trust IV
N/A
Willis Engine Structured Trust IV
97064EAA6
712572.8
PA
USD
585769.05
0.0546711632
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
4.75
N
N
N
N
N
N
Willis-Knighton Medical Center
N/A
Willis-Knighton Medical Center
97068LAA6
60000
PA
USD
54048.8
0.0050444979
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.81
N
N
N
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
-16687
NS
USD
-1112856.03
-0.1038653948
Short
EC
CORP
US
N
1
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637AB6
1444000
PA
USD
1736900.96
0.1621089332
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
1.5
N
N
N
N
N
Winnebago Industries, Inc.
Winnebago Industries, Inc.
USD
XXXX
N
N
N
WisdomTree, Inc.
549300WIU8IS7UFO7871
WisdomTree, Inc.
97717P104
-16288
NS
USD
-111735.68
-0.0104285462
Short
EC
CORP
US
N
1
N
N
N
WisdomTree, Inc.
549300WIU8IS7UFO7871
WisdomTree, Inc.
97717PAE4
236000
PA
USD
246195.2
0.0229779603
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.75
N
N
N
N
N
WisdomTree, Inc.
WisdomTree, Inc.
USD
XXXX
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
-1017
NS
USD
-56535.03
-0.0052765435
Short
EC
CORP
US
N
1
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852AB8
217000
PA
USD
167421.58
0.0156258384
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.25
N
N
N
N
N
Wolfspeed, Inc.
Wolfspeed, Inc.
USD
XXXX
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva Inc.
98139A105
-12218
NS
USD
-1242081.88
-0.1159263385
Short
EC
CORP
US
N
1
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva Inc.
98139AAB1
1211000
PA
USD
1701224.91
0.1587792060
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.13
N
N
N
N
N
Workiva Inc.
Workiva Inc.
USD
XXXX
N
N
N
Wynn Macau, Limited
254900NMDQ8ENTHU1I31
Wynn Macau, Limited
98313RAC0
200000
PA
USD
194552.89
0.0181580655
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.88
N
N
N
N
N
N
Xometry, Inc.
5493006JFRGU7YRRXE44
Xometry, Inc.
98423F109
-5761
NS
USD
-122017.98
-0.0113882167
Short
EC
CORP
US
N
1
N
N
N
Xometry, Inc.
5493006JFRGU7YRRXE44
Xometry, Inc.
98423FAB5
554000
PA
USD
425351.78
0.0396990530
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1
N
N
N
N
N
Xometry, Inc.
Xometry, Inc.
USD
XXXX
N
N
N
Xperi Inc.
N/A
Xperi Inc.
98423J101
-115374
NS
USD
-1517168.1
-0.1416007636
Short
EC
CORP
US
N
1
N
N
N
Yamana Gold Inc.
549300WHE4O6UJ2KU013
Yamana Gold Inc.
98462YAD2
80000
PA
USD
75696.16
0.0070648955
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.63
N
N
N
N
N
N
Yotta Acquisition Corporation
N/A
Yotta Acquisition Corporation
98741Y103
24726
NS
USD
259128.48
0.0241850528
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
39844
NS
USD
2251186
0.2101083305
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954M200
-19322
NS
USD
-971123.72
-0.0906371946
Short
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAE1
1356000
PA
USD
1664842.56
0.1553835582
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.75
N
N
N
N
N
Zillow Group, Inc.
Zillow Group, Inc.
USD
XXXX
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAG6
164000
PA
USD
205060.68
0.0191387816
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.38
N
N
N
N
N
Zillow Group, Inc.
Zillow Group, Inc.
USD
XXXX
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAH4
23000
PA
USD
24177.37
0.0022565292
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.75
N
N
N
N
N
Zillow Group, Inc.
Zillow Group, Inc.
USD
XXXX
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis Inc.
98978V103
15116
NS
USD
2603126.36
0.2429557281
Long
EC
CORP
US
N
1
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
-8051
NS
USD
-1177861.3
-0.1099324851
Short
EC
CORP
US
N
1
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980GAB8
1805000
PA
USD
2107373.6
0.1966859908
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.13
N
N
N
N
N
Zscaler, Inc.
Zscaler, Inc.
USD
XXXX
N
N
N
Akouos, Inc.
N/A
Akouos, Inc.
N/A
14398
NS
USD
10798.5
0.0010078487
Long
EC
CORP
US
N
3
N
N
N
Bumrungrad Hospital Public Company Limited
5299000I7GZFH7G1KQ65
Bumrungrad Hospital Public Company Limited
N/A
152000
NS
970051.84
0.0905371536
Long
EC
CORP
TH
N
2
N
N
N
PT. Bank Central Asia Tbk
254900BR956G2OHVOM21
PT. Bank Central Asia Tbk
N/A
606400
NS
373080.1
0.0348204178
Long
EC
CORP
ID
N
2
N
N
N
Safran
969500UIC89GT3UL7L24
Safran
N/A
11900
NS
1863247.01
0.1739010986
Long
EC
CORP
FR
N
2
N
N
N
Heineken Holding N.V.
724500M1WJLFM9TYBS04
Heineken Holding N.V.
N/A
18697
NS
1625595.33
0.1517205246
Long
EC
CORP
NL
N
2
N
N
N
ITC Limited
335800WLOU3OFWFTMP43
ITC Limited
N/A
192508
NS
1062822.18
0.0991956213
Long
EC
CORP
IN
N
2
N
N
N
Phoenix Mills Limited
33580037PCXCE5PNQU51
Phoenix Mills Limited
N/A
24582
NS
469382.74
0.0438085631
Long
EC
CORP
IN
N
2
N
N
N
Riverbed Restructure
N/A
Riverbed Restructure
N/A
5762
NS
USD
0.01
0.0000000009
Long
EC
CORP
US
N
3
N
N
N
JYP Entertainment Corporation
N/A
JYP Entertainment Corporation
N/A
3347
NS
334650.27
0.0312336740
Long
EC
CORP
KR
N
2
N
N
N
The Indian Hotels Company Limited
33580076CH5SBY5HWA22
The Indian Hotels Company Limited
N/A
193644
NS
930731.89
0.0868673329
Long
EC
CORP
IN
N
2
N
N
N
Fufeng Group Limited
549300OQ91X6COVM4483
Fufeng Group Limited
N/A
576000
NS
291981.21
0.0272512731
Long
EC
CORP
KY
N
2
N
N
N
South Africa, Parliament of
378900AAFB4F17004C49
South Africa, Parliament of
N/A
34170000
PA
1158912.23
0.1081639251
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25
N
N
N
N
N
N
Power Grid Corporation of India Limited
3358009SHWZ3DZEQ4Z56
Power Grid Corporation of India Limited
N/A
193509
NS
603522.65
0.0563281472
Long
EC
CORP
IN
N
2
N
N
N
StorageVault Canada Inc.
549300873X4NMO0MB773
StorageVault Canada Inc.
86212H105
-26171
NS
-115569.24
-0.0107863411
Short
EC
CORP
CA
N
1
N
N
N
Bajaj Auto Limited
335800DLAO5NCNN8G863
Bajaj Auto Limited
N/A
18061
NS
1035422.65
0.0966383606
Long
EC
CORP
IN
N
2
N
N
N
Life Healthcare Group Holdings
529900NEEWARTDD80135
Life Healthcare Group Holdings
N/A
149175
NS
163062.87
0.0152190301
Long
EC
CORP
ZA
N
2
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
329000000
PA
23493.57
0.0021927085
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.38
N
N
N
N
N
N
Samsonite International S.A.
549300UULS5HYFJSEL12
Samsonite International S.A.
N/A
580200
NS
1641765.57
0.1532297300
Long
EC
CORP
LU
Y
2
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
N/A
316860
NS
1797827.44
0.1677953408
Long
EC
CORP
JE
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
N/A
19430
NS
313876.37
0.0292947984
Long
EC
CORP
IM
N
2
N
N
N
South Africa, Parliament of
378900AAFB4F17004C49
South Africa, Parliament of
N/A
11640000
PA
366309.17
0.0341884714
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.5
N
N
N
N
N
N
Cosan Overseas Limited
222100V5GTJGKUH55655
Cosan Overseas Limited
N/A
100000
PA
USD
99500
0.0092865622
Long
DBT
CORP
KY
Y
2
2500-12-31
Fixed
8.25
N
N
N
N
N
N
SITC International Holdings Company Limited
529900JUV4MOM9CE3V12
SITC International Holdings Company Limited
N/A
-201000
NS
-367607.43
-0.0343096410
Short
EC
CORP
KY
N
2
N
N
N
NEXON Co., Ltd.
5299005SFO0GAJFLKN43
NEXON Co., Ltd.
N/A
24990
NS
478685.87
0.0446768454
Long
EC
CORP
JP
N
2
N
N
N
Hankook Tire & Technology Co,. Ltd.
9884001BIEVM09M7AH02
Hankook Tire & Technology Co,. Ltd.
N/A
90459
NS
2376612.33
0.2218146563
Long
EC
CORP
KR
N
2
N
N
N
Gobierno Federal de los Estados Unidos Mexicanos
254900EGTWEU67VP6075
Gobierno Federal de los Estados Unidos Mexicanos
N/A
39320000
PA
2059585.21
0.1922257912
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75
N
N
N
N
N
N
Ministry of Finance of the Russian Federation
5493004EHVGF71PDBU58
Ministry of Finance of the Russian Federation
N/A
49633000
PA
276447.49
0.0258014756
Long
DBT
NUSS
RU
Y
2
2027-02-03
Fixed
0
Y
N
N
N
N
N
Gravita India Limited
335800PL6PSIRCLKWV57
Gravita India Limited
N/A
35886
NS
266700.24
0.0248917425
Long
EC
CORP
IN
N
2
N
N
N
Pharming Group N.V.
724500DCJ9MPG74JEH91
Pharming Group N.V.
N/A
-154877
NS
-181679.67
-0.0169565785
Short
EC
CORP
NL
N
2
N
N
N
Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.
549300J6ZJW5IH4WEE46
Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.
N/A
2916
NS
71888.88
0.0067095533
Long
EC
CORP
HU
N
2
N
N
N
Compagnie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Compagnie Financiere Richemont SA
N/A
7248
NS
1225874.74
0.1144136891
Long
EC
CORP
CH
N
2
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
2665000000
PA
204294.45
0.0190672676
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38
N
N
N
N
N
N
Dino Polska Spolka Akcyjna
259400H4L81SMPRTW956
Dino Polska Spolka Akcyjna
N/A
20236
NS
2367891.9
0.2210007587
Long
EC
CORP
PL
Y
2
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
30000000
PA
2129.26
0.0001987287
Long
DBT
NUSS
ID
N
2
2048-05-15
Fixed
7.38
N
N
N
N
N
N
Ministry of Finance of the Russian Federation
5493004EHVGF71PDBU58
Ministry of Finance of the Russian Federation
N/A
64530000
PA
241536.87
0.0225431877
Long
DBT
NUSS
RU
Y
2
2033-03-23
Fixed
0
Y
N
N
N
N
N
Muyuan Foods Co., Ltd.
3003006NCTDQW4KZR676
Muyuan Foods Co., Ltd.
N/A
202579
NS
1176894.37
0.1098422393
Long
EC
CORP
CN
N
2
N
N
N
BOE Technology Group Co., Ltd.
N/A
BOE Technology Group Co., Ltd.
N/A
5963300
NS
3364241.83
0.3139923731
Long
EC
CORP
CN
N
2
N
N
N
Weichai Power Co., Ltd.
529900OKTPKBG85F9502
Weichai Power Co., Ltd.
N/A
1542100
NS
2650015.43
0.2473319920
Long
EC
CORP
CN
N
2
N
N
N
Tech-Bank Food Co., Ltd.
N/A
Tech-Bank Food Co., Ltd.
N/A
1589400
NS
993740.57
0.0927480769
Long
EC
CORP
CN
N
2
N
N
N
Turquoise Hill Resources Ltd
5299006XZISURYIA4G32
Turquoise Hill Resources Ltd
46579R104
-129954
NS
-1186973.69
-0.1107829652
Short
EC
CORP
CA
N
1
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
Minejesa Capital B.V.
N/A
450000
PA
USD
353250
0.0329696292
Long
DBT
CORP
SG
Y
2
2037-08-10
Fixed
5.63
N
N
N
N
N
N
Gobierno Federal de los Estados Unidos Mexicanos
254900EGTWEU67VP6075
Gobierno Federal de los Estados Unidos Mexicanos
N/A
22050000
PA
1176521.86
0.1098074721
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8
N
N
N
N
N
N
Vedanta Resources Limited
2138007MYEKPEAZQTW83
Vedanta Resources Limited
N/A
200000
PA
USD
150000
0.0139998426
Long
DBT
CORP
GB
Y
2
2024-08-09
Fixed
6.13
N
N
N
N
N
N
Tecila Sociedad Anonima
5493003N7447U18U5U53
Tecila Sociedad Anonima
N/A
350000
PA
USD
238000
0.0222130835
Long
DBT
CORP
US
Y
2
2047-12-15
Fixed
7
N
N
N
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
17035000000
PA
1250426.38
0.1167051497
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25
N
N
N
N
N
N
Fideicomiso F/80460
N/A
Fideicomiso F/80460
N/A
200000
PA
USD
175074
0.0163400562
Long
DBT
CORP
US
Y
2
2047-07-31
Fixed
5.5
N
N
N
N
N
N
Ministry of Finance of the Russian Federation
5493004EHVGF71PDBU58
Ministry of Finance of the Russian Federation
N/A
104230000
PA
58229.05
0.0054346502
Long
DBT
NUSS
RU
Y
2
2029-05-23
Fixed
0
Y
N
N
N
N
N
Kenya, Government of
549300VVURQQYU45PR87
Kenya, Government of
N/A
240000
PA
USD
207600
0.0193757821
Long
DBT
NUSS
US
Y
2
2028-02-28
Fixed
7.25
N
N
N
N
N
N
Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.
5493007GRMPGDJG93Z17
Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.
N/A
200000
PA
USD
1000
0.0000933323
Long
DBT
CORP
US
Y
2
2500-12-31
Fixed
0
Y
N
N
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
247000000
PA
19278.93
0.0017993466
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38
N
N
N
N
N
N
LLPL Capital Pte. Ltd.
254900VXZ8FXTUQNON22
LLPL Capital Pte. Ltd.
N/A
206775
PA
USD
186614.44
0.0174171519
Long
DBT
CORP
US
Y
2
2039-02-04
Fixed
6.88
N
N
N
N
N
N
Ministry of Finance of the Russian Federation
5493004EHVGF71PDBU58
Ministry of Finance of the Russian Federation
N/A
29130000
PA
109034.08
0.0101763997
Long
DBT
NUSS
RU
Y
2
2030-04-10
Fixed
0
Y
N
N
N
N
N
Ministry of Finance of the Russian Federation
5493004EHVGF71PDBU58
Ministry of Finance of the Russian Federation
N/A
94046000
PA
352015.75
0.0328544339
Long
DBT
NUSS
RU
Y
2
2039-03-16
Fixed
0
Y
N
N
N
N
N
China Feihe Limited
N/A
China Feihe Limited
N/A
458000
NS
254693.18
0.0237710961
Long
EC
CORP
KY
Y
2
N
N
N
Origin Energy Finance Limited
5493002W5C9Z753C7Q57
Origin Energy Finance Limited
N/A
200000
PA
200584.45
0.0187210048
Long
DBT
CORP
AU
Y
2
2029-09-17
Fixed
1
N
N
N
N
N
N
Alibaba Group Holding Limited
5493001NTNQJDH60PM02
Alibaba Group Holding Limited
N/A
22799
NS
237499.74
0.0221663931
Long
EC
CORP
KY
Y
2
N
N
N
Lagardere SCA
969500VX2NV2AQQ65G45
Lagardere SCA
N/A
900000
PA
958284.5
0.0894388809
Long
DBT
CORP
FR
Y
2
2026-10-16
Fixed
2.13
N
N
N
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
21167000000
PA
1424404.62
0.1329429362
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.5
N
N
N
N
N
N
Pharming Group N.V.
724500DCJ9MPG74JEH91
Pharming Group N.V.
N/A
1100000
PA
1124856.23
0.1049854008
Long
DBT
CORP
NL
Y
2
2025-01-21
Fixed
3
N
N
N
N
N
Pharming Group N.V.
Pharming Group N.V.
EUR
XXXX
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
1300000
PA
1090007.66
0.1017329042
Long
DBT
CORP
DE
Y
2
2027-01-23
Fixed
1
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
Eletromidia S.A.
N/A
Eletromidia S.A.
N/A
664746
NS
2247658.36
0.2097790878
Long
EC
CORP
BR
N
1
N
N
N
Rianlon Corporation
N/A
Rianlon Corporation
N/A
68609
NS
384144.94
0.0358531245
Long
EC
CORP
CN
N
2
N
N
N
Dye & Durham Limited
N/A
Dye & Durham Limited
267488104
-6581
NS
-89965.59
-0.0083966940
Short
EC
CORP
CA
N
1
N
N
N
Bangkok Dusit Medical Services Public Company Limited.
N/A
Bangkok Dusit Medical Services Public Company Limited.
N/A
1231100
NS
965840.88
0.0901441351
Long
EC
CORP
TH
N
2
N
N
N
JDE Peet's N.V.
724500EHG519SE5ZRT89
JDE Peet's N.V.
N/A
51200
NS
1524567.04
0.1422913236
Long
EC
CORP
NL
N
2
N
N
N
Lagardere SCA
969500VX2NV2AQQ65G45
Lagardere SCA
N/A
900000
PA
956438.19
0.0892665605
Long
DBT
CORP
FR
Y
2
2027-10-07
Fixed
1.75
N
N
N
N
N
N
Urzad Rady Ministrow
259400R9L8QEP0TPXS31
Urzad Rady Ministrow
N/A
10230000
PA
1836189.33
0.1713757436
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75
N
N
N
N
N
N
Gobierno de la Provincia de Buenos Aires
549300L6AYROPOTQ4L07
Gobierno de la Provincia de Buenos Aires
N/A
1102491
PA
USD
413434.13
0.0385867515
Long
DBT
NUSS
US
N
2
2037-09-01
Fixed
5.25
N
N
N
N
N
N
Koztarsasagi Elnoki Hivatal
5299003F3UFKGCCMAP43
Koztarsasagi Elnoki Hivatal
N/A
68830000
PA
168281.45
0.0157060920
Long
DBT
NUSS
HU
N
2
2025-11-26
Fixed
1
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
240000
PA
286511.85
0.0267408053
Long
DBT
CORP
GB
Y
2
2500-12-31
Fixed
7.5
N
N
N
Y
Y
Credit Agricole SA
Credit Agricole SA
GBP
XXXX
N
N
N
Cathay Pacific Airways Limited
EQNZNT235RBOJ6LJQZ02
Cathay Pacific Airways Limited
N/A
18000000
PA
2322932.62
0.2168046064
Long
DBT
CORP
HK
Y
2
2026-02-05
Fixed
2.75
N
N
N
N
N
Cathay Pacific Airways Limited
Cathay Pacific Airways Limited
HKD
XXXX
N
N
N
StorageVault Canada Inc.
549300873X4NMO0MB773
StorageVault Canada Inc.
86212HAC9
406000
PA
297278.73
0.0277457028
Long
DBT
CORP
CA
N
2
2028-03-31
Fixed
5
N
N
N
N
N
StorageVault Canada Inc.
StorageVault Canada Inc.
CAD
XXXX
N
N
N
AMS-Osram AG
5299001JPPT2QFTV5D76
AMS-Osram AG
N/A
2200000
PA
1616255.39
0.1508488067
Long
DBT
CORP
AT
Y
2
2027-11-03
Fixed
2.13
N
N
N
N
N
AMS-Osram AG
AMS-Osram AG
EUR
XXXX
N
N
N
Presidence de la Republique de Cote d'Ivoire
254900ICW11T82O6H590
Presidence de la Republique de Cote d'Ivoire
N/A
290000
PA
245601.7
0.0229225676
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88
N
N
N
N
N
N
Just Eat Takeaway.Com N.V.
724500FVZIBSSQ7SHI95
Just Eat Takeaway.Com N.V.
N/A
800000
PA
727114.8
0.0678632848
Long
DBT
CORP
NL
Y
2
2026-04-30
Fixed
1.25
N
N
N
N
N
Just Eat Takeaway.Com N.V.
Just Eat Takeaway.Com N.V.
EUR
XXXX
N
N
N
Koztarsasagi Elnoki Hivatal
5299003F3UFKGCCMAP43
Koztarsasagi Elnoki Hivatal
N/A
198790000
PA
477948.13
0.0446079905
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.5
N
N
N
N
N
N
Compagnie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Compagnie Financiere Richemont SA
N/A
30600
NS
42222.22
0.0039406962
Long
EC
CORP
CH
N
1
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
N/A
1100000
PA
987383.54
0.0921547607
Long
DBT
CORP
SE
Y
2
2028-02-23
Fixed
3.5
N
N
N
N
N
Fastighets AB Balder
Fastighets AB Balder
EUR
XXXX
N
N
N
Yixintang Pharmaceutical Group Co., Ltd.
300300NE1YJT00E9JD69
Yixintang Pharmaceutical Group Co., Ltd.
N/A
270700
NS
983470.48
0.0917895459
Long
EC
CORP
CN
N
2
N
N
N
Zip Co Limited
254900RM95URFC15G140
Zip Co Limited
N/A
1200000
PA
175863.65
0.0164137561
Long
DBT
CORP
AU
Y
2
2028-04-23
Fixed
0
N
N
N
N
N
Zip Co Limited
Zip Co Limited
AUD
XXXX
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
2100000
PA
2229993.39
0.2081303758
Long
DBT
CORP
DE
Y
2
2030-02-21
Fixed
3.25
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
HK Inno.N Corporation
N/A
HK Inno.N Corporation
N/A
9874
NS
226341.9
0.0211250064
Long
EC
CORP
KR
N
2
N
N
N
China State Construction Engineering Corporation Limited
300300CWW8WOEV3BR645
China State Construction Engineering Corporation Limited
N/A
252900
NS
200144.53
0.0186799461
Long
EC
CORP
CN
N
2
N
N
N
Bharti Airtel Limited
335800KQ1FPKOQ84OR26
Bharti Airtel Limited
N/A
7895
NS
46844.13
0.0043720696
Long
EC
CORP
IN
N
1
N
N
N
PB Fintech Limited
98450083AC6B01HF1F87
PB Fintech Limited
N/A
146381
NS
1249850.62
0.1166514127
Long
EC
CORP
IN
N
2
N
N
N
AMS-Osram AG
5299001JPPT2QFTV5D76
AMS-Osram AG
N/A
-19804
NS
-142531.74
-0.0133028128
Short
EC
CORP
AT
N
2
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
14243000000
PA
1000358.78
0.0933657695
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
N/A
-114241
NS
-417006.81
-0.0389201979
Short
EC
CORP
SE
N
2
N
N
N
Hl Mando Corporation
988400P5GM9DGVVOJQ79
Hl Mando Corporation
N/A
21965
NS
904752.87
0.0844426516
Long
EC
CORP
KR
N
2
N
N
N
TPCO Holding Corp.
N/A
TPCO Holding Corp.
87270T106
24589
NS
4176.28
0.0003897817
Long
EC
CORP
CA
N
1
N
N
N
Samsung C&T Corporation
988400GFRE4IDFPE9E64
Samsung C&T Corporation
N/A
8800
NS
708459.1
0.0661221057
Long
EC
CORP
KR
N
2
N
N
N
Bank of Baroda
549300CQ6M9Q0TJEZR23
Bank of Baroda
N/A
1105749
NS
2579921.21
0.2407899384
Long
EC
CORP
IN
N
2
N
N
N
UBS Group Funding (Switzerland) AG
506700Q800G1L95S7805
UBS Group Funding (Switzerland) AG
N/A
200000
PA
USD
189500
0.0176864678
Long
DBT
CORP
US
Y
2
2500-12-31
Fixed
7
N
N
N
N
Y
UBS Group Funding (Switzerland) AG
UBS Group Funding (Switzerland) AG
USD
XXXX
N
N
N
Classys
N/A
Classys
N/A
13018
NS
321420.56
0.0299989149
Long
EC
CORP
KR
N
2
N
N
N
3SBio Inc.
529900P0TQC1E9Y7FN31
3SBio Inc.
N/A
218000
NS
219264.91
0.0204644948
Long
EC
CORP
KY
Y
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
690000
PA
368496.29
0.0343926003
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3
N
N
N
N
N
N
Zydus Lifesciences Limited
335800R9O14ORBXLPN13
Zydus Lifesciences Limited
N/A
129028
NS
919891.11
0.0858555381
Long
EC
CORP
IN
N
2
N
N
N
The Republic of Indonesia, The Government of
529900FWX0GRR7WG5W79
The Republic of Indonesia, The Government of
N/A
1729000000
PA
132680.64
0.0123833871
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25
N
N
N
N
N
N
Just Eat Takeaway.Com N.V.
724500FVZIBSSQ7SHI95
Just Eat Takeaway.Com N.V.
N/A
12230
NS
187940.46
0.0175409123
Long
EC
CORP
NL
Y
2
N
N
N
Shanghai Yto Express Co., Ltd. Dalian Branch
N/A
Shanghai Yto Express Co., Ltd. Dalian Branch
N/A
451204
NS
904939.3
0.0844600515
Long
EC
CORP
CN
N
2
N
N
N
Presidence de la Republique de Cote d'Ivoire
254900ICW11T82O6H590
Presidence de la Republique de Cote d'Ivoire
221625AN6
200000
PA
USD
174750
0.0163098166
Long
DBT
NUSS
US
N
2
2033-06-15
Fixed
6.13
N
N
N
N
N
N
RKP Overseas Finance 2016 (A) Limited
254900ARRYL5Z9TLGP06
RKP Overseas Finance 2016 (A) Limited
N/A
200000
PA
USD
56500
0.0052732740
Long
DBT
CORP
BM
Y
2
2500-12-31
Fixed
7.95
N
N
N
N
N
N
Ministry of Finance of the Russian Federation
5493004EHVGF71PDBU58
Ministry of Finance of the Russian Federation
N/A
79260000
PA
296671.51
0.0276890296
Long
DBT
NUSS
RU
Y
2
2034-05-10
Fixed
0
Y
N
N
N
N
N
Presidencia Da Republica Federativa Do Brasil
254900ZFY40OYEADAP90
Presidencia Da Republica Federativa Do Brasil
N/A
601000
PA
124767.52
0.0116448376
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10
N
N
N
N
N
N
Adyen B.V.
724500973ODKK3IFQ447
Adyen B.V.
N/A
2626
NS
4549809.3
0.4246440926
Long
EC
CORP
NL
Y
2
N
N
N
Hudbay Minerals Inc.
549300XKYRPJ5NQCYC63
Hudbay Minerals Inc.
N/A
1475150
PA
USD
1488568.22
0.1389314715
Long
DBT
CORP
US
N
2
2026-04-09
Fixed
8
N
N
N
N
N
N
Aris Mining Corporation
5493001GJ5TILX6L1F82
Aris Mining Corporation
N/A
205000
PA
USD
150325.1
0.0140301849
Long
DBT
CORP
US
Y
2
2026-08-08
Fixed
6.88
N
N
N
N
N
N
Enfragen Energia Sur SA.
2549002TO75PYMY3VY07
Enfragen Energia Sur SA.
N/A
400000
PA
USD
260000
0.0242663938
Long
DBT
CORP
US
Y
2
2030-12-30
Fixed
5.38
N
N
N
N
N
N
AfterNext HealthTech Acquisition Corp.
N/A
AfterNext HealthTech Acquisition Corp.
N/A
44711
NS
USD
463205.96
0.0432320701
Long
EC
CORP
KY
N
1
N
N
N
African Gold Acquisition Corp.
N/A
African Gold Acquisition Corp.
N/A
1419
NS
USD
14.19
0.0000013244
Long
EC
CORP
US
N
3
N
N
N
Alpha Star Acquisition Corporation
N/A
Alpha Star Acquisition Corporation
N/A
16672
NS
USD
178890.56
0.0166962645
Long
EC
CORP
KY
N
1
N
N
N
Alchemy Investments Acquisition Corp 1
N/A
Alchemy Investments Acquisition Corp 1
N/A
17364
NS
USD
177807.36
0.0165951670
Long
EC
CORP
KY
N
1
N
N
N
Altimar Acquisition Corp. III
N/A
Altimar Acquisition Corp. III
N/A
1923
NS
USD
38.46
0.0000035896
Long
EC
CORP
US
N
1
N
N
N
AP Acquisition Corp
N/A
AP Acquisition Corp
N/A
10266
NS
USD
110462.16
0.0103096857
Long
EC
CORP
KY
N
1
N
N
N
Apollo Strategic Growth Capital II
N/A
Apollo Strategic Growth Capital II
N/A
446
NS
USD
54.68
0.0000051034
Long
EC
CORP
US
N
1
N
N
N
Argo Group International Holdings, Ltd.
549300M4T8Y5TTWI6O03
Argo Group International Holdings, Ltd.
N/A
9341
NS
USD
276587.01
0.0258144973
Long
EC
CORP
BM
N
1
N
N
N
A SPAC II Acquisition Corp
N/A
A SPAC II Acquisition Corp
N/A
17813
NS
USD
187927.15
0.0175396701
Long
EC
CORP
VG
N
1
N
N
N
Aura Fat Projects Acquisition Corp.
N/A
Aura Fat Projects Acquisition Corp.
N/A
42920
NS
USD
454093.6
0.0423815927
Long
EC
CORP
KY
N
1
N
N
N
Waverley Capital Acquisition Corp. 1
N/A
Waverley Capital Acquisition Corp. 1
N/A
34180
NS
USD
354446.6
0.0330813106
Long
EC
CORP
KY
N
1
N
N
N
AXIOS Sustainable Growth Acquisition Corporation
N/A
AXIOS Sustainable Growth Acquisition Corporation
N/A
16610
NS
USD
173242.3
0.0161690995
Long
EC
CORP
KY
N
3
N
N
N
Battery Future Acquisition Corp.
N/A
Battery Future Acquisition Corp.
N/A
41845
NS
USD
443557
0.0413981878
Long
EC
CORP
KY
N
1
N
N
N
Bioplus Acquisition Corp.
N/A
Bioplus Acquisition Corp.
N/A
77112
NS
USD
821242.8
0.0766484660
Long
EC
CORP
KY
N
1
N
N
N
Black Spade Acquisition Co
N/A
Black Spade Acquisition Co
N/A
4785
NS
USD
49333.35
0.0046043942
Long
EC
CORP
KY
N
1
N
N
N
Blue World Acquisition Corporation
N/A
Blue World Acquisition Corporation
N/A
16525
NS
USD
175330.25
0.0163639726
Long
EC
CORP
KY
N
1
N
N
N
Blue Ocean Acquisition Corp.
N/A
Blue Ocean Acquisition Corp.
N/A
35380
NS
USD
373966.6
0.0349031568
Long
EC
CORP
KY
N
1
N
N
N
Blue Whale Acquisition Corp I
N/A
Blue Whale Acquisition Corp I
N/A
35693
NS
USD
362283.95
0.0338127884
Long
EC
CORP
KY
N
1
N
N
N
CapitalWorks Emerging Markets Acquisition Corp.
N/A
CapitalWorks Emerging Markets Acquisition Corp.
N/A
10173
NS
USD
107732.07
0.0100548801
Long
EC
CORP
KY
N
1
N
N
N
Cartesian Growth Corporation II
N/A
Cartesian Growth Corporation II
N/A
28826
NS
USD
307573.42
0.0287065297
Long
EC
CORP
KY
N
1
N
N
N
Cartesian Growth Corporation II
N/A
Cartesian Growth Corporation II
N/A
3237
NS
USD
420.81
0.0000392752
Long
EC
CORP
US
N
1
N
N
N
Cartica Acquisition Corp.
N/A
Cartica Acquisition Corp.
N/A
40488
NS
USD
432006.96
0.0403201962
Long
EC
CORP
KY
N
1
N
N
N
Capri Listco
549300PNRTNVMGVJY078
Capri Listco
N/A
30652
NS
USD
76.63
0.0000071521
Long
EC
CORP
US
N
3
N
N
N
Capri Listco
549300PNRTNVMGVJY078
Capri Listco
N/A
1566
NS
USD
1847.88
0.0001724669
Long
EC
CORP
KY
N
1
N
N
N
Chenghe Acquisition Co
N/A
Chenghe Acquisition Co
N/A
7626
NS
USD
81598.2
0.0076157464
Long
EC
CORP
KY
N
1
N
N
N
Consilium Acquisition Corp. I, Ltd.
N/A
Consilium Acquisition Corp. I, Ltd.
N/A
31182
NS
USD
327255.09
0.0305434649
Long
EC
CORP
KY
N
1
N
N
N
Compass Digital Acquisition Corporation
N/A
Compass Digital Acquisition Corporation
N/A
29074
NS
USD
302078.86
0.0281937099
Long
EC
CORP
KY
N
1
N
N
N
Core Parenterals Limited
N/A
Core Parenterals Limited
N/A
56342
NS
USD
583703.12
0.0544783452
Long
EC
CORP
KY
N
1
N
N
N
CT Trust
N/A
CT Trust
N/A
200000
PA
USD
161017.33
0.0150281151
Long
DBT
CORP
US
Y
2
2032-02-03
Fixed
5.13
N
N
N
N
N
N
Andretti Acquisition Corp.
N/A
Andretti Acquisition Corp.
N/A
43111
NS
USD
458701.04
0.0428116156
Long
EC
CORP
KY
N
1
N
N
N
DHC Acquisition Corporation
N/A
DHC Acquisition Corporation
N/A
8793
NS
USD
90304.11
0.0084282888
Long
EC
CORP
KY
N
1
N
N
N
DHC Acquisition Corporation
N/A
DHC Acquisition Corporation
N/A
2260
NS
USD
88.59
0.0000082683
Long
EC
CORP
US
N
1
N
N
N
Disruptive Acquisition Corporation I
N/A
Disruptive Acquisition Corporation I
N/A
4481
NS
USD
358.48
0.0000334578
Long
EC
CORP
US
N
1
N
N
N
Distoken Acquisition Corporation
N/A
Distoken Acquisition Corporation
N/A
17461
NS
USD
180197.52
0.0168182461
Long
EC
CORP
KY
N
1
N
N
N
ECARX Holdings Inc.
N/A
ECARX Holdings Inc.
N/A
1807
NS
USD
134.08
0.0000125140
Long
EC
CORP
US
N
1
N
N
N
Elliott Opportunity II Corp.
549300796AMMETN58424
Elliott Opportunity II Corp.
N/A
141547
NS
USD
1466426.92
0.1368649734
Long
EC
CORP
KY
N
1
N
N
N
Elliott Opportunity II Corp.
549300796AMMETN58424
Elliott Opportunity II Corp.
N/A
830
NS
USD
0.25
0.0000000233
Long
EC
CORP
US
N
3
N
N
N
Embrace Change Acquisition Corp.
N/A
Embrace Change Acquisition Corp.
N/A
8804
NS
USD
93146.32
0.0086935588
Long
EC
CORP
KY
N
1
N
N
N
Enterprise 4.0 Technology Acquisition Corp.
N/A
Enterprise 4.0 Technology Acquisition Corp.
N/A
19067
NS
USD
203826.23
0.0190235675
Long
EC
CORP
KY
N
1
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction and Development
N/A
3761000000
PA
244231.07
0.0227946435
Long
DBT
CORP
ID
N
2
2026-10-06
Fixed
5
N
N
N
N
N
N
Arya Sciences Acquisition Corp.
N/A
Arya Sciences Acquisition Corp.
N/A
37476
NS
USD
387876.6
0.0362014089
Long
EC
CORP
KY
N
1
N
N
N
ARYA Sciences Acquisition Corp IV
N/A
ARYA Sciences Acquisition Corp IV
N/A
13274
NS
USD
141235.36
0.0131818187
Long
EC
CORP
KY
N
1
N
N
N
Enphys Acquisition Corp.
549300KNB8BMJ5TPCU58
Enphys Acquisition Corp.
N/A
177547
NS
USD
1844713.33
0.1721713079
Long
EC
CORP
KY
N
1
N
N
N
EVe Mobility Acquisition Corp
N/A
EVe Mobility Acquisition Corp
N/A
7262
NS
USD
76178.38
0.0071099022
Long
EC
CORP
KY
N
1
N
N
N
Ares Acquisition Corp.
N/A
Ares Acquisition Corp.
N/A
118777
NS
USD
1255472.89
0.1171761520
Long
EC
CORP
KY
N
1
N
N
N
Ares Acquisition Corp.
N/A
Ares Acquisition Corp.
N/A
1064
NS
USD
851.2
0.0000794444
Long
EC
CORP
US
N
1
N
N
N
Ares Acquisition Corp II
N/A
Ares Acquisition Corp II
N/A
31519
NS
USD
324330.51
0.0302705072
Long
EC
CORP
KY
N
1
N
N
N
Ferguson Holdings Limited
213800DU1LGY3R2S2X42
Ferguson Holdings Limited
N/A
8860
NS
USD
1393766.6
0.1300834198
Long
EC
CORP
JE
N
1
N
N
N
Forbion European Acquisition Corp.
N/A
Forbion European Acquisition Corp.
N/A
15896
NS
USD
170564.08
0.0159191351
Long
EC
CORP
KY
N
1
N
N
N
Freedom Acquisition I Corp.
N/A
Freedom Acquisition I Corp.
N/A
19789
NS
USD
209763.4
0.0195776972
Long
EC
CORP
KY
N
1
N
N
N
Frontier Investment Corp
549300D3XEVQHIB48278
Frontier Investment Corp
N/A
5902
NS
USD
60967.66
0.0056902509
Long
EC
CORP
KY
N
1
N
N
N
Global Partner Acquisition Corporation II
N/A
Global Partner Acquisition Corporation II
N/A
241
NS
USD
2557.01
0.0002386516
Long
EC
CORP
KY
N
1
N
N
N
Global Partner Acquisition Corporation II
N/A
Global Partner Acquisition Corporation II
N/A
841
NS
USD
29.44
0.0000027477
Long
EC
CORP
US
N
1
N
N
N
HH&L Acquisition Co.
N/A
HH&L Acquisition Co.
N/A
28620
NS
USD
299651.4
0.0279671495
Long
EC
CORP
KY
N
1
N
N
N
Jackson National Asset Management, LLC
N/A
JNL Government Money Market Fund - Class SL
46628D395
962187.5
NS
USD
962187.5
0.0898031568
Long
STIV
RF
US
N
1
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
UNITED STATES DOLLAR
N/A
154002.8
PA
USD
1128.03
0.0001052816
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
140000
EUR
154002.8
USD
2023-07-18
1128.03
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
EURO DOLLAR
N/A
658000
PA
11483.83
0.0010718121
N/A
DFE
CORP
US
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
707027.58
USD
658000
EUR
2023-07-18
11483.83
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
7725954.84
PA
USD
793854.59
0.0740922618
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
998108380
JPY
7725954.84
USD
2023-07-18
793854.59
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
98539.93
PA
USD
1558.05
0.0001454164
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
1454153755
IDR
98539.93
USD
2023-07-18
1558.05
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
18483.03
PA
USD
136.02
0.0000126951
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
27429
AUD
18483.03
USD
2023-12-05
136.02
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
279335.44
PA
USD
122.73
0.0000114547
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
22969753
INR
279335.44
USD
2023-09-20
122.73
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
15885.31
PA
USD
-46.37
-0.0000043278
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
14520
EUR
15885.31
USD
2023-10-19
-46.37
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
5096184.69
PA
USD
4784.6
0.0004465576
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
76340846668
IDR
5096184.69
USD
2023-07-18
4784.6
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
196105.61
PA
USD
-3590.7
-0.0003351282
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
157325
GBP
196105.61
USD
2023-12-27
-3590.7
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
N/A
6776509
PA
24525.04
0.0022889780
N/A
DFE
CORP
MX
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
370284.91
USD
6776509
MXN
2023-07-18
24525.04
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
POLISH ZLOTY
N/A
179025
PA
1136.87
0.0001061067
N/A
DFE
CORP
PL
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
42860.87
USD
179025
PLN
2023-07-18
1136.87
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
128583.42
PA
USD
-268.17
-0.0000250289
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
118000
EUR
128583.42
USD
2023-07-18
-268.17
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
528531.6
PA
USD
4444.14
0.0004147817
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
7858207901
IDR
528531.6
USD
2023-07-18
4444.14
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
CANADIAN DOLLAR
N/A
1391015
PA
5216.77
0.0004868931
N/A
DFE
CORP
CA
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
1045027.35
USD
1391015
CAD
2023-07-18
5216.77
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
JAPANESE YEN
N/A
12326433
PA
-3057.24
-0.0002853392
N/A
DFE
CORP
JP
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
88667.25
USD
12326433
JPY
2023-07-18
-3057.24
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
108745.18
PA
USD
-1382.5
-0.0001290319
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
100000
EUR
108745.18
USD
2023-12-22
-1382.5
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
EURO DOLLAR
N/A
149072
PA
-2517.18
-0.0002349342
N/A
DFE
CORP
US
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
165298.23
USD
149072
EUR
2023-07-18
-2517.18
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
33147.94
PA
USD
-29.46
-0.0000027496
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
4777000
JPY
33147.94
USD
2023-07-18
-29.46
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
67324.84
PA
USD
7.98
0.0000007448
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
53000
GBP
67324.84
USD
2023-07-18
7.98
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
AUSTRALIAN DOLLAR
N/A
74496.3
PA
-287.42
-0.0000268256
N/A
DFE
CORP
AU
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
49934.12
USD
74496.3
AUD
2023-07-18
-287.42
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
SOUTH AFRICAN RAND
N/A
392187.5
PA
148.1
0.0000138225
N/A
DFE
CORP
ZA
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
20659.93
USD
392187.5
ZAR
2023-07-18
148.1
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
133565.43
PA
USD
9183.16
0.0008570853
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
17909000
JPY
133565.43
USD
2023-07-18
9183.16
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
BRAZILIAN REAL
N/A
3536000
PA
32813.21
0.0030625318
N/A
DFE
CORP
BR
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
703821.66
USD
3536000
BRL
2023-07-18
32813.21
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
1095.04
PA
USD
9.43
0.0000008801
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
1623
AUD
1095.04
USD
2023-12-05
9.43
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
172678.89
PA
USD
-3161.76
-0.0002950943
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
138531
GBP
172678.89
USD
2023-12-27
-3161.76
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
39384.74
PA
USD
-609.59
-0.0000568944
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
52896
CAD
39384.74
USD
2023-10-13
-609.59
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
54895.68
PA
USD
-356.49
-0.0000332720
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
50400
EUR
54895.68
USD
2023-10-04
-356.49
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
61055.49
PA
USD
87.42
0.0000081591
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
91148
AUD
61055.49
USD
2023-12-05
87.42
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
NORWEGIAN KRONE
N/A
996553
PA
-4135.72
-0.0003859962
N/A
DFE
CORP
NO
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
97028.26
USD
996553
NOK
2023-07-18
-4135.72
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
74414.24
PA
USD
1018.17
0.0000950281
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
109728
AUD
74414.24
USD
2023-12-05
1018.17
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
70321.65
PA
USD
595.12
0.0000555439
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
104242
AUD
70321.65
USD
2023-12-05
595.12
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
INDIAN RUPEE
N/A
7102155
PA
895.92
0.0000836183
N/A
DFE
CORP
IN
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
85635.2
USD
7102155
INR
2023-07-18
895.92
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
EURO DOLLAR
N/A
231622
PA
2555.98
0.0002385555
N/A
DFE
CORP
US
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
250366.59
USD
231622
EUR
2023-07-18
2555.98
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
SOUTH AFRICAN RAND
N/A
1332184
PA
-483.72
-0.0000451467
N/A
DFE
CORP
ZA
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
71164.51
USD
1332184
ZAR
2023-07-18
-483.72
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
86965.29
PA
USD
1602.76
0.0001495893
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
127618
AUD
86965.29
USD
2023-12-05
1602.76
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
11014.02
PA
USD
-53.21
-0.0000049662
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
8719
GBP
11014.02
USD
2023-12-27
-53.21
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
607894.86
PA
USD
8150.63
0.0007607169
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
2520940000
COP
607894.86
USD
2023-07-26
8150.63
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
638672.01
PA
USD
-14501.29
-0.0013534385
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
514494
GBP
638672.01
USD
2023-12-06
-14501.29
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
175168.18
PA
USD
-2083.96
-0.0001945007
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
139643
GBP
175168.18
USD
2023-12-27
-2083.96
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
42428.26
PA
USD
-446.48
-0.0000416710
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
3519000
INR
42428.26
USD
2023-07-18
-446.48
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
63700.5
PA
USD
194.03
0.0000181093
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
50000
GBP
63700.5
USD
2023-07-18
194.03
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
65516.27
PA
USD
273.98
0.0000255712
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
97538
AUD
65516.27
USD
2023-12-05
273.98
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
13947.35
PA
USD
118.03
0.0000110160
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
20675
AUD
13947.35
USD
2023-12-05
118.03
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
1648161.39
PA
USD
-98648.15
-0.0092070571
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
7107696
PLN
1648161.39
USD
2023-07-18
-98648.15
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
2500.64
PA
USD
-39.62
-0.0000036978
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
2000
GBP
2500.64
USD
2023-07-18
-39.62
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
SOUTH KOREAN WON
N/A
418560000
PA
-2450.14
-0.0002286772
N/A
DFE
CORP
KR
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
320315.91
USD
418560000
KRW
2023-07-18
-2450.14
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
8839.73
PA
USD
-67.59
-0.0000063083
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
11729000
KRW
8839.73
USD
2023-07-18
-67.59
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
SOUTH KOREAN WON
N/A
1194240000
PA
13600.88
0.0012694012
N/A
DFE
CORP
KR
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
893337.22
USD
1194240000
KRW
2023-07-18
13600.88
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
245106.29
PA
USD
-5203.06
-0.0004856135
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
331056
CAD
245106.29
USD
2023-10-13
-5203.06
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
NORWEGIAN KRONE
N/A
534000
PA
1390.4
0.0001297692
N/A
DFE
CORP
NO
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
48385.8
USD
534000
NOK
2023-07-18
1390.4
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
N/A
2366419
PA
-191.59
-0.0000178815
N/A
DFE
CORP
MX
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
138062.84
USD
2366419
MXN
2023-07-18
-191.59
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
1278.31
PA
USD
23.47
0.0000021905
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
1876
AUD
1278.31
USD
2023-12-05
23.47
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
91197.97
PA
USD
-26.05
-0.0000024313
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
136381
AUD
91197.97
USD
2023-12-05
-26.05
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
222467.2
PA
USD
3369.96
0.0003145261
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
200000
EUR
222467.2
USD
2023-09-20
3369.96
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
355301.12
PA
USD
2693.24
0.0002513662
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
527153
AUD
355301.12
USD
2023-12-05
2693.24
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
AUSTRALIAN DOLLAR
N/A
385008.8
PA
-801.29
-0.0000747862
N/A
DFE
CORP
AU
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
257383.39
USD
385008.8
AUD
2023-07-18
-801.29
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
UNITED STATES DOLLAR
N/A
1245306.14
PA
USD
5620.06
0.0005245330
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
1135282.51
EUR
1245306.14
USD
2023-07-18
5620.06
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
1943.82
PA
USD
-6.2
-0.0000005787
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
13230.03
DKK
1943.82
USD
2023-10-04
-6.2
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
INDIAN RUPEE
N/A
49884124
PA
4218.72
0.0003937428
N/A
DFE
CORP
IN
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
603558.67
USD
49884124
INR
2023-07-18
4218.72
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
INDONESIAN RUPIAH
N/A
11360500000
PA
-18324.61
-0.0017102777
N/A
DFE
CORP
ID
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
775990.44
USD
11360500000
IDR
2023-07-18
-18324.61
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
369390.52
PA
USD
-3006.78
-0.0002806296
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
492527.99
CAD
369390.52
USD
2023-10-13
-3006.78
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
UNITED STATES DOLLAR
N/A
178421.81
PA
USD
2615.83
0.0002441414
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
161000
EUR
178421.81
USD
2023-07-18
2615.83
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
SOUTH AFRICAN RAND
N/A
13947389
PA
-13887.7
-0.0012961708
N/A
DFE
CORP
ZA
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
753884.92
USD
13947389
ZAR
2023-07-18
-13887.7
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
JAPANESE YEN
N/A
337500000
PA
-77706.65
-0.0072525391
N/A
DFE
CORP
JP
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
2421724.48
USD
337500000
JPY
2023-07-18
-77706.65
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
19132.94
PA
USD
-612.89
-0.0000572024
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
6767000
HUF
19132.94
USD
2023-07-18
-612.89
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
120156.7
PA
USD
486.15
0.0000453735
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
94279
GBP
120156.7
USD
2023-12-27
486.15
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
106120.75
PA
USD
-1644.81
-0.0001535139
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
84900
GBP
106120.75
USD
2023-12-27
-1644.81
N
N
N
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
UNITED STATES DOLLAR
N/A
5635007.13
PA
USD
39180.38
0.0036567943
N/A
DFE
CORP
US
N
2
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
5106000
EUR
5635007.13
USD
2023-09-28
39180.38
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
51625.89
PA
USD
208.24
0.0000194355
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
76870
AUD
51625.89
USD
2023-12-05
208.24
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
INDONESIAN RUPIAH
N/A
1840748924
PA
-2763.36
-0.0002579107
N/A
DFE
CORP
ID
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
125528.43
USD
1840748924
IDR
2023-07-18
-2763.36
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
CANADIAN DOLLAR
N/A
4275350
PA
48810.62
0.0045556066
N/A
DFE
CORP
CA
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
3179164.06
USD
4275350
CAD
2023-07-18
48810.62
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
BRITISH POUND STERLING
N/A
471383.25
PA
10879.22
0.0010153824
N/A
DFE
CORP
GB
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
587838.48
USD
471383.25
GBP
2023-07-18
10879.22
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
215209.58
PA
USD
-3887.66
-0.0003628442
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
200000
EUR
215209.58
USD
2023-09-20
-3887.66
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
INDIAN RUPEE
N/A
30845761
PA
1385.45
0.0001293072
N/A
DFE
CORP
IN
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
374432.64
USD
30845761
INR
2023-07-18
1385.45
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
INDONESIAN RUPIAH
N/A
1135189788
PA
-111.64
-0.0000104196
N/A
DFE
CORP
ID
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
75820.85
USD
1135189788
IDR
2023-07-18
-111.64
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
CANADIAN DOLLAR
N/A
94000
PA
518.73
0.0000484143
N/A
DFE
CORP
CA
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
70453.15
USD
94000
CAD
2023-07-18
518.73
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
EURO DOLLAR
N/A
625934
PA
12211.74
0.0011397496
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
671284.8
USD
625934
EUR
2023-07-18
12211.74
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
51695.07
PA
USD
277.42
0.0000258922
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
76870
AUD
51695.07
USD
2023-12-05
277.42
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
140574.38
PA
USD
20.07
0.0000018732
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
128100
EUR
140574.38
USD
2023-10-19
20.07
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
1683629.75
PA
USD
-128305.09
-0.0119750071
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
31100008.72
MXN
1683629.75
USD
2023-07-18
-128305.09
N
N
N
Citibank, Inc.
E57ODZWZ7FF32TWEFA76
UNITED STATES DOLLAR
N/A
66955.15
PA
USD
4937.77
0.0004608534
N/A
DFE
CORP
US
N
2
Citibank, Inc.
E57ODZWZ7FF32TWEFA76
8928000
JPY
66955.15
USD
2023-07-19
4937.77
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
JAPANESE YEN
N/A
14530773
PA
-1531.06
-0.0001428973
N/A
DFE
CORP
JP
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
102450.74
USD
14530773
JPY
2023-07-18
-1531.06
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
52250.94
PA
USD
856.18
0.0000799092
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
7400000
JPY
52250.94
USD
2023-07-18
856.18
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
300558.89
PA
USD
1923.82
0.0001795545
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
446463
AUD
300558.89
USD
2023-12-05
1923.82
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
256686.61
PA
USD
112.3
0.0000104812
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
21184346
INR
256686.61
USD
2023-12-20
112.3
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
223862.07
PA
USD
45786.85
0.0042733913
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
16230000
RUB
223862.07
USD
2023-09-20
45786.85
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
616138.79
PA
USD
34992.2
0.0032659019
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
4215005.48
CNY
616138.79
USD
2023-07-18
34992.2
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
UNITED STATES DOLLAR
N/A
1305073.92
PA
USD
38966.26
0.0036368100
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
39370165
TWD
1305073.92
USD
2023-07-18
38966.26
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
NORWEGIAN KRONE
N/A
11784000
PA
-29326.41
-0.0027371008
N/A
DFE
CORP
NO
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
1127758.44
USD
11784000
NOK
2023-07-18
-29326.41
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
BRAZILIAN REAL
N/A
280000
PA
3011.25
0.0002810468
N/A
DFE
CORP
BR
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
55319.57
USD
280000
BRL
2023-07-18
3011.25
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
81820.91
PA
USD
2992.46
0.0002792931
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
11350000
JPY
81820.91
USD
2023-07-18
2992.46
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
42865.09
PA
USD
339.4
0.0000316770
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
6123000
JPY
42865.09
USD
2023-07-18
339.4
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
UNITED STATES DOLLAR
N/A
1077447.2
PA
USD
-11843.59
-0.0011053893
N/A
DFE
CORP
US
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
997553.17
EUR
1077447.2
USD
2023-07-18
-11843.59
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
JAPANESE YEN
N/A
39037563
PA
-18940.09
-0.0017677219
N/A
DFE
CORP
JP
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
290065.26
USD
39037563
JPY
2023-07-18
-18940.09
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
346092.75
PA
USD
-1059.35
-0.0000988716
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
1666402
BRL
346092.75
USD
2023-07-18
-1059.35
N
N
N
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
UNITED STATES DOLLAR
N/A
1410819.33
PA
USD
9389.89
0.0008763799
N/A
DFE
CORP
US
N
2
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
1854000
CAD
1410819.33
USD
2023-09-28
9389.89
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
204518.72
PA
USD
-16.21
-0.0000015129
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
1387679.97
DKK
204518.72
USD
2023-10-04
-16.21
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
302914.5
PA
USD
-14090.78
-0.0013151247
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
1521691
BRL
302914.5
USD
2023-07-18
-14090.78
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
169996.7
PA
USD
6040.47
0.0005637709
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
23607000
JPY
169996.7
USD
2023-07-18
6040.47
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
N/A
16000000
PA
9845.81
0.0009189319
N/A
DFE
CORP
MX
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
922339.05
USD
16000000
MXN
2023-07-18
9845.81
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
INDIAN RUPEE
N/A
17390000
PA
61.14
0.0000057063
N/A
DFE
CORP
IN
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
211814.86
USD
17390000
INR
2023-07-18
61.14
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MALAYSIAN RINGGIT
N/A
1319964
PA
-3375.29
-0.0003150235
N/A
DFE
CORP
MY
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
286450.52
USD
1319964
MYR
2023-07-18
-3375.29
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
84739.19
PA
USD
-1896.94
-0.0001770457
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
130000
AUD
84739.19
USD
2023-07-18
-1896.94
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
BRAZILIAN REAL
N/A
6594233.07
PA
100032.81
0.0093362906
N/A
DFE
CORP
BR
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
1273706.46
USD
6594233.07
BRL
2023-07-18
100032.81
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
107591.76
PA
USD
-1956.86
-0.0001826382
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
100000
EUR
107591.76
USD
2023-09-20
-1956.86
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
77689.69
PA
USD
-814.44
-0.0000760135
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
71610
EUR
77689.69
USD
2023-10-04
-814.44
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
230693.6
PA
USD
2293.65
0.0002140716
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
3424646508
IDR
230693.6
USD
2023-07-18
2293.65
N
N
N
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
UNITED STATES DOLLAR
N/A
561819.68
PA
USD
11607.24
0.0010833302
N/A
DFE
CORP
US
N
2
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
824000
AUD
561819.68
USD
2023-09-28
11607.24
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
577411.19
PA
USD
5201.73
0.0004854893
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
8579752880
IDR
577411.19
USD
2023-07-18
5201.73
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
INDONESIAN RUPIAH
N/A
36373000000
PA
-5363.26
-0.0005005653
N/A
DFE
CORP
ID
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
2431187.75
USD
36373000000
IDR
2023-07-18
-5363.26
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
34694.89
PA
USD
107.6
0.0000100426
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
4980000
JPY
34694.89
USD
2023-07-18
107.6
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
EURO DOLLAR
N/A
634000
PA
-5989.63
-0.0005590258
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
698293.94
USD
634000
EUR
2023-07-18
-5989.63
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
773905.25
PA
USD
15200.37
0.0014186852
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
14299989.04
ZAR
773905.25
USD
2023-07-18
15200.37
N
N
N
BNP Paribas Securities
2J5703FH5U5M97R1I237
UNITED STATES DOLLAR
N/A
593846.58
PA
USD
-8180.68
-0.0007635215
N/A
DFE
CORP
US
N
2
BNP Paribas Securities
2J5703FH5U5M97R1I237
797366
CAD
593846.58
USD
2023-07-18
-8180.68
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
6045.73
PA
USD
-32.01
-0.0000029876
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
5544
EUR
6045.73
USD
2023-10-04
-32.01
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
39544.69
PA
USD
1832.05
0.0001709894
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
5430000
JPY
39544.69
USD
2023-07-18
1832.05
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
N/A
1368435
PA
3454.73
0.0003224378
N/A
DFE
CORP
MX
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
76272.42
USD
1368435
MXN
2023-07-18
3454.73
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
INDIAN RUPEE
N/A
130619886
PA
11811.08
0.0011023551
N/A
DFE
CORP
IN
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
1579633.4
USD
130619886
INR
2023-07-18
11811.08
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
109202.61
PA
USD
-925.07
-0.0000863389
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
100000
EUR
109202.61
USD
2023-12-22
-925.07
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
N/A
3209000
PA
3671.6
0.0003426788
N/A
DFE
CORP
MX
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
183289.73
USD
3209000
MXN
2023-07-18
3671.6
N
N
N
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
UNITED STATES DOLLAR
N/A
476053.33
PA
USD
506.43
0.0000472663
N/A
DFE
CORP
US
N
2
State Street Brokerage Services, Inc.
571474TGEMMWANRLN572
3719000
HKD
476053.33
USD
2023-09-28
506.43
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
6718.95
PA
USD
97.6
0.0000091092
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
9899
AUD
6718.95
USD
2023-12-05
97.6
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
85863.66
PA
USD
919.26
0.0000857966
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
66921
GBP
85863.66
USD
2023-12-27
919.26
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
JAPANESE YEN
N/A
4300000
PA
-3417.11
-0.0003189267
N/A
DFE
CORP
JP
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
33281.63
USD
4300000
JPY
2023-07-18
-3417.11
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MALAYSIAN RINGGIT
N/A
1481296
PA
-21917.04
-0.0020455674
N/A
DFE
CORP
MY
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
339591.01
USD
1481296
MYR
2023-07-18
-21917.04
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
130140.04
PA
USD
-1037.83
-0.0000968630
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
119658
EUR
130140.04
USD
2023-10-04
-1037.83
N
N
N
Citibank, Inc.
E57ODZWZ7FF32TWEFA76
EURO DOLLAR
N/A
122448
PA
-147.84
-0.0000137982
N/A
DFE
CORP
US
N
2
Citibank, Inc.
E57ODZWZ7FF32TWEFA76
133856.48
USD
122448
EUR
2023-07-18
-147.84
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
SOUTH AFRICAN RAND
N/A
2662000
PA
6996.38
0.0006529881
N/A
DFE
CORP
ZA
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
134239.56
USD
2662000
ZAR
2023-07-18
6996.38
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
597895.41
PA
USD
1011.74
0.0000944280
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
11250000
ZAR
597895.41
USD
2023-07-18
1011.74
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
92781.17
PA
USD
-2478.53
-0.0002313269
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
75000
GBP
92781.17
USD
2023-07-18
-2478.53
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
AUSTRALIAN DOLLAR
N/A
634000
PA
2435.06
0.0002272697
N/A
DFE
CORP
AU
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
420082.69
USD
634000
AUD
2023-07-18
2435.06
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
AUSTRALIAN DOLLAR
N/A
162008
PA
-1672.72
-0.0001561188
N/A
DFE
CORP
AU
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
109640
USD
162008
AUD
2023-07-18
-1672.72
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
484528.24
PA
USD
-4808.65
-0.0004488023
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
385510
GBP
484528.24
USD
2023-12-27
-4808.65
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
INDIAN RUPEE
N/A
16000000
PA
1385.91
0.0001293501
N/A
DFE
CORP
IN
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
193554.63
USD
16000000
INR
2023-07-18
1385.91
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
UNITED STATES DOLLAR
N/A
208065.38
PA
USD
1684.44
0.0001572126
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
189000
EUR
208065.38
USD
2023-07-18
1684.44
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
12508.45
PA
USD
33.58
0.0000031341
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
235125
ZAR
12508.45
USD
2023-07-18
33.58
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
103678.34
PA
USD
1298.56
0.0001211976
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
153059
AUD
103678.34
USD
2023-12-05
1298.56
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
UNITED STATES DOLLAR
N/A
445237.46
PA
USD
1900.63
0.0001773901
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
406000
EUR
445237.46
USD
2023-07-18
1900.63
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
12268.63
PA
USD
-175.82
-0.0000164097
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
9804
GBP
12268.63
USD
2023-12-27
-175.82
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
BRITISH POUND STERLING
N/A
6747
PA
155.99
0.0000145589
N/A
DFE
CORP
GB
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
8413.57
USD
6747
GBP
2023-07-18
155.99
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
19709.17
PA
USD
-40.85
-0.0000038126
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
18000
EUR
19709.17
USD
2023-10-19
-40.85
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
221961.2
PA
USD
2863.96
0.0002672999
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
200000
EUR
221961.2
USD
2023-09-20
2863.96
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
JAPANESE YEN
N/A
16840000
PA
-4539.93
-0.0004237220
N/A
DFE
CORP
JP
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
121497.74
USD
16840000
JPY
2023-07-18
-4539.93
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
188220.48
PA
USD
-12382.53
-0.0011556898
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
962936
BRL
188220.48
USD
2023-07-18
-12382.53
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
325146.93
PA
USD
-3498.94
-0.0003265641
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
300000
EUR
325146.93
USD
2023-09-20
-3498.94
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
552910.16
PA
USD
4436.81
0.0004140976
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
823000
AUD
552910.16
USD
2023-07-18
4436.81
N
N
N
Citibank, Inc.
E57ODZWZ7FF32TWEFA76
JAPANESE YEN
N/A
20613976
PA
-3237.11
-0.0003021269
N/A
DFE
CORP
JP
N
2
Citibank, Inc.
E57ODZWZ7FF32TWEFA76
146406.08
USD
20613976
JPY
2023-07-18
-3237.11
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
50315.16
PA
USD
3212.56
0.0002998356
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
6782000
JPY
50315.16
USD
2023-07-18
3212.56
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
551993.6
PA
USD
4250.49
0.0003967079
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
500000
EUR
551993.6
USD
2023-09-20
4250.49
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
30365.55
PA
USD
261.44
0.0000244008
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
45006
AUD
30365.55
USD
2023-12-05
261.44
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
663530.57
PA
USD
-14422.71
-0.0013461045
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
534106
GBP
663530.57
USD
2023-12-27
-14422.71
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
14061.24
PA
USD
245.97
0.0000229569
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
20654
AUD
14061.24
USD
2023-12-05
245.97
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
N/A
1704348
PA
1085.42
0.0001013047
N/A
DFE
CORP
MX
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
98212.54
USD
1704348
MXN
2023-07-18
1085.42
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
AUSTRALIAN DOLLAR
N/A
1367068.97
PA
-8111.12
-0.0007570294
N/A
DFE
CORP
AU
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
919169.33
USD
1367068.97
AUD
2023-07-18
-8111.12
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
269541.88
PA
USD
-6644.02
-0.0006201016
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
365280
CAD
269541.88
USD
2023-10-13
-6644.02
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
88958.35
PA
USD
1099.79
0.0001026459
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
2732000
TWD
88958.35
USD
2023-07-18
1099.79
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
157344.55
PA
USD
6780.3
0.0006328209
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
2837819.08
ZAR
157344.55
USD
2023-07-18
6780.3
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
AUSTRALIAN DOLLAR
N/A
2500000
PA
-29145.55
-0.0027202207
N/A
DFE
CORP
AU
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
1695225
USD
2500000
AUD
2023-07-18
-29145.55
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
18668.58
PA
USD
320.9
0.0000299503
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
27430
AUD
18668.58
USD
2023-12-05
320.9
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
239406.23
PA
USD
803.88
0.0000750280
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
187976
GBP
239406.23
USD
2023-12-27
803.88
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
179464.33
PA
USD
-4704.42
-0.0004390743
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
145000
GBP
179464.33
USD
2023-07-18
-4704.42
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
388541.6
PA
USD
-8099.11
-0.0007559084
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
524592.01
CAD
388541.6
USD
2023-10-13
-8099.11
N
N
N
J.P. Morgan
ZBUT11V806EZRVTWT807
UNITED STATES DOLLAR
N/A
328797.9
PA
USD
152.03
0.0000141893
N/A
DFE
CORP
US
N
2
J.P. Morgan
ZBUT11V806EZRVTWT807
300000
EUR
328797.9
USD
2023-09-20
152.03
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
613702.59
PA
USD
-9937.38
-0.0009274784
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
213724719
HUF
613702.59
USD
2023-07-18
-9937.38
N
N
N
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
UNITED STATES DOLLAR
N/A
58926.9
PA
USD
-4112.1
-0.0003837917
N/A
DFE
CORP
US
N
2
Morgan Stanley & Co., Inc.
9R7GPTSO7KV3UQJZQ078
1082000
MXN
58926.9
USD
2023-07-18
-4112.1
N
N
N
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
UNITED STATES DOLLAR
N/A
122186.84
PA
USD
-85.89
-0.0000080163
N/A
DFE
CORP
US
N
2
Goldman Sachs & Co.
FOR8UP27PHTHYVLBNG30
10035694
INR
122186.84
USD
2023-07-18
-85.89
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-47
NC
USD
-63450
-0.0059219334
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
-47
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-10-13
-17251.3
USD
2500
96.250000000000
USD
2023-10-13
XXXX
-46198.7
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-47
NC
USD
-83425
-0.0077862458
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
-47
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-10-13
-25488.8
USD
2500
96.500000000000
USD
2023-10-13
XXXX
-57936.2
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
47
NC
USD
129837.5
0.0121180304
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
47
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-10-13
50636.2
USD
2500
97.000000000000
USD
2023-10-13
XXXX
79201.3
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-10
NC
USD
-5000
-0.0004666614
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
-10
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-12-15
-12104
USD
2500
96.750000000000
USD
2023-12-15
XXXX
7104
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-277
NC
USD
-102143.75
-0.0095333095
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
-277
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-12-15
-189118.3
USD
2500
97.000000000000
USD
2023-12-15
XXXX
86974.55
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-148
NC
USD
-80475
-0.0075109155
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
-148
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-12-15
-64339.2
USD
2500
95.380000000000
USD
2023-12-15
XXXX
-16135.8
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
74
NC
USD
88800
0.0082879068
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
74
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-12-15
70330.4
USD
2500
96.000000000000
USD
2023-12-15
XXXX
18469.6
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-64
NC
USD
-28800
-0.0026879698
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
-64
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-12-15
-25465.6
USD
2500
95.250000000000
USD
2023-12-15
XXXX
-3334.4
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
32
NC
USD
33400
0.0031172983
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
SNZ2OJLFK8MNNCLQOF39
SOFR 1 Year Midcurve Future, Dec. 2024
N/A
32
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
SOFR 1 Year Midcurve
SOFR 1 Year Midcurve
2023-12-15
28804.7
USD
2500
95.880000000000
USD
2023-12-15
XXXX
4595.3
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
INTEREST RATE SWAP
N/A
22445000
PA
156626.84
0.0146183407
N/A
DIR
CORP
BR
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
BRAZIBOR
BZDIOVRA
Y
2027-01-04
0.000000000000
BRL
0.000000000000
BRL
4687565.26
BRL
156626.84
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
INTEREST RATE SWAP
N/A
26632800
PA
400956.57
0.0374221924
N/A
DIR
CORP
BR
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
BRAZIBOR
BZDIOVRA
Y
2029-01-02
0.000000000000
BRL
0.000000000000
BRL
5562173.68
BRL
400956.57
N
N
N
BNP PARIBAS
N/A
INTEREST RATE SWAP
N/A
13789600
PA
184649.02
0.0172337147
N/A
DIR
CORP
BR
N
2
BNP PARIBAS
N/A
BRAZIBOR
BZDIOVRA
Y
2029-01-02
0.000000000000
BRL
0.000000000000
BRL
2879913.12
BRL
184649.02
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
EXCHANGE CLEARED CDS - SINGLE NAME
N/A
-296000
PA
USD
23008.14
0.0021474023
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
Teva Pharmaceutical Industries Ltd
Teva Pharmaceutical Industries Ltd
Y
Sell Protection
2026-06-20
-29603.700000000000
USD
0.000000000000
USD
-296000
USD
23008.14
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
17351000
PA
USD
-393067.68
-0.0366859042
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2025-10-13
0.000000000000
USD
0.000000000000
USD
17351000
USD
-393067.68
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
990000
PA
USD
126368.81
0.0117942896
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2052-04-21
0.000000000000
USD
1945.750000000000
USD
990000
USD
126368.81
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
5444000
PA
USD
65633.98
0.0061257692
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2029-04-30
0.000000000000
USD
85246.560000000000
USD
5444000
USD
65633.98
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
11380000
PA
USD
762777.14
0.0711917325
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2048-02-15
0.000000000000
USD
570612.710000000000
USD
11380000
USD
762777.14
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
7800000
PA
USD
55217.04
0.0051535324
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2032-05-15
0.000000000000
USD
162780.350000000000
USD
7800000
USD
55217.04
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
2227000
PA
USD
6883.05
0.0006424108
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2048-02-15
0.000000000000
USD
88538.140000000000
USD
2227000
USD
6883.05
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
27542750
PA
111423.96
0.0103994527
N/A
DIR
CORP
MX
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
28-Day MEXIBOR
MXIBTIIE
Y
2032-10-25
0.000000000000
MXN
0.000000000000
MXN
1609087.46
MXN
111423.96
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
2877000
PA
USD
567697.07
0.0529844640
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2048-05-15
-494541.550000000000
USD
0.000000000000
USD
2877000
USD
567697.07
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
30918000
PA
USD
-239515.04
-0.0223544857
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2025-06-21
-1991.450000000000
USD
0.000000000000
USD
30918000
USD
-239515.04
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
2647000
PA
USD
-19102.05
-0.0017828380
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2024-06-04
0.000000000000
USD
85.880000000000
USD
2647000
USD
-19102.05
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
83433000
PA
USD
-894790.75
-0.0835128642
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2025-03-01
0.000000000000
USD
4926.060000000000
USD
83433000
USD
-894790.75
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
20692000
PA
28429.14
0.0026533566
N/A
DIR
CORP
MX
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
28-Day MEXIBOR
MXIBTIIE
Y
2033-03-01
0.000000000000
MXN
0.000000000000
MXN
1208856.69
MXN
28429.14
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
EXCHANGE CLEARED CDS - INDEX
N/A
-17064000
PA
USD
112854.56
0.0105329738
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
CDX.NA.IG.40
2I65BYEC5
Y
Sell Protection
2028-06-20
142435.220000000000
USD
0.000000000000
USD
-17064000
USD
112854.56
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
EXCHANGE CLEARED CDS - INDEX
N/A
47700
PA
USD
-378.27
-0.0000353048
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
CDX.NA.HY.40
2I65BRZI4
Y
Purchase Protection
2028-06-20
0.000000000000
USD
-954.010000000000
USD
47700
USD
-378.27
N
N
N
LCH CLEARNET
213800WAVVOPS85N2205
EXCHANGE CLEARED IRS
N/A
3354000
PA
USD
-124176.67
-0.0115896922
N/A
DIR
CORP
US
N
2
LCH CLEARNET
213800WAVVOPS85N2205
U.S. SOFR
SOFRRATE
Y
2027-11-30
0.000000000000
USD
650.880000000000
USD
3354000
USD
-124176.67
N
N
N
LCH CLEARNET
213800WAVVOPS85N2205
EXCHANGE CLEARED IRS
N/A
13141000
PA
USD
-287557.03
-0.0268383543
N/A
DIR
CORP
US
N
2
LCH CLEARNET
213800WAVVOPS85N2205
U.S. SOFR
SOFRRATE
Y
2027-11-30
-1895.680000000000
USD
0.000000000000
USD
13141000
USD
-287557.03
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EXCHANGE CLEARED IRS
N/A
20406000
PA
USD
178197.19
0.0166315507
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
U.S. SOFR
SOFRRATE
Y
2025-06-15
0.000000000000
USD
4767.670000000000
USD
20406000
USD
178197.19
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
8
NC
USD
5125
0.0004783280
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond 1st Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond 1st Week Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States Long Bond 1st Week
United States Long Bond 1st Week
2023-07-07
8513.84
USD
1000
127.000000000000
USD
2023-07-07
XXXX
-3388.84
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
8
NC
USD
3375
0.0003149965
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond 1st Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond 1st Week Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States Long Bond 1st Week
United States Long Bond 1st Week
2023-07-07
7013.84
USD
1000
127.500000000000
USD
2023-07-07
XXXX
-3638.84
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-8
NC
USD
-62.5
-0.0000058333
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note 1st Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note 1st Week Future, Sep. 2023
N/A
-8
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note 1st Week
United States 5 Year Note 1st Week
2023-07-07
-861.16
USD
1000
108.750000000000
USD
2023-07-07
XXXX
798.66
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-15
NC
USD
-1406.25
-0.0001312485
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note 1st Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note 1st Week Future, Sep. 2023
N/A
-15
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note 1st Week
United States 5 Year Note 1st Week
2023-07-07
-2083.43
USD
1000
107.750000000000
USD
2023-07-07
XXXX
677.18
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
24
NC
USD
3375
0.0003149965
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note 1st Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note 1st Week Future, Sep. 2023
N/A
24
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 10 Year Note 1st Week
United States 10 Year Note 1st Week
2023-07-07
10541.52
USD
1000
113.000000000000
USD
2023-07-07
XXXX
-7166.52
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-4
NC
USD
-2250
-0.0002099976
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond 2nd Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond 2nd Week Future, Sep. 2023
N/A
-4
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States Long Bond 2nd Week
United States Long Bond 2nd Week
2023-07-14
-3930.58
USD
1000
128.000000000000
USD
2023-07-14
XXXX
1680.58
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-35
NC
USD
-2460.96
-0.0002296870
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note 2nd Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note 2nd Week Future, Sep. 2023
N/A
-35
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note 2nd Week
United States 5 Year Note 2nd Week
2023-07-14
-8408.21
USD
1000
108.500000000000
USD
2023-07-14
XXXX
5947.25
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-38
NC
USD
-1781.25
-0.0001662481
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note 2nd Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note 2nd Week Future, Sep. 2023
N/A
-38
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note 2nd Week
United States 5 Year Note 2nd Week
2023-07-14
-6910.83
USD
1000
108.750000000000
USD
2023-07-14
XXXX
5129.58
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
16
NC
USD
0.02
0.0000000019
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond 5th Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond 5th Week Future, Sep. 2023
N/A
16
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States Long Bond 5th Week
United States Long Bond 5th Week
2023-06-30
11152.68
USD
1000
128.500000000000
USD
2023-06-30
XXXX
-11152.66
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-13
NC
USD
-0.01
-0.0000000009
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note 5th Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note 5th Week Future, Sep. 2023
N/A
-13
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note 5th Week
United States 10 Year Note 5th Week
2023-06-30
-2821.26
USD
1000
113.500000000000
USD
2023-06-30
XXXX
2821.25
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
22
NC
USD
21656.25
0.0020212273
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note 5th Week Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note 5th Week Future, Sep. 2023
N/A
22
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 10 Year Note 5th Week
United States 10 Year Note 5th Week
2023-06-30
6741.19
USD
1000
113.250000000000
USD
2023-06-30
XXXX
14915.06
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - PHYSICALLY DELIVERED
N/A
17
NC
USD
-15821.91
-0.0014766950
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
AUD/USD Spot Rate
AUD/USD Spot Rate
2023-09-20
1151081.91
USD
-15821.91
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-83
NC
USD
-28220
-0.0026338370
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Amedisys, Inc.
Amedisys, Inc.
100
90.000000000000
USD
2023-09-15
XXXX
441.1
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-99
NC
USD
-143550
-0.0133978493
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Activision Blizzard, Inc.
Activision Blizzard, Inc.
100
70.000000000000
USD
2023-07-21
XXXX
-51909.39
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-428
NC
USD
-540564
-0.0504520726
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Activision Blizzard, Inc.
Activision Blizzard, Inc.
100
72.500000000000
USD
2023-08-18
XXXX
-100737.88
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-344
NC
USD
-519784
-0.0485126278
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Activision Blizzard, Inc.
Activision Blizzard, Inc.
100
70.000000000000
USD
2023-08-18
XXXX
-69151.4
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
8
NC
USD
14400
0.0013439849
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
AUD/USD Spot Rate
AUD/USD Spot Rate
2023-07-07
7100
USD
1000
65.000000000000
USD
2023-07-07
XXXX
7300
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
4
NC
USD
5280
0.0004927945
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
N/A
4
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
AUD/USD Spot Rate
AUD/USD Spot Rate
2023-07-07
2650
USD
1000
65.500000000000
USD
2023-07-07
XXXX
2630
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
4
NC
USD
3560
0.0003322629
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
N/A
4
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
AUD/USD Spot Rate
AUD/USD Spot Rate
2023-07-07
2610
USD
1000
66.000000000000
USD
2023-07-07
XXXX
950
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
16
NC
USD
400
0.0000373329
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
N/A
16
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
AUD/USD Spot Rate
AUD/USD Spot Rate
2023-07-07
7320
USD
1000
68.500000000000
USD
2023-07-07
XXXX
-6920
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
4
NC
USD
60
0.0000055999
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
AUD/USD Spot Rate Future, Sep. 2023
N/A
4
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
AUD/USD Spot Rate
AUD/USD Spot Rate
2023-07-07
1850
USD
1000
69.000000000000
USD
2023-07-07
XXXX
-1790
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - PHYSICALLY DELIVERED
N/A
-23
NC
USD
-20074.82
-0.0018736288
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
GBP/USD Spot Rate
GBP/USD Spot Rate
2023-09-20
-1805406.43
USD
-20074.82
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
22
NC
USD
0
0.0000000000
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
Burlington Stores, Inc.
Burlington Stores, Inc.
100
160.000000000000
USD
2023-06-30
XXXX
-6422.22
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-22
NC
USD
0
0.0000000000
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
Burlington Stores, Inc.
Burlington Stores, Inc.
100
140.000000000000
USD
2023-06-30
XXXX
3814.35
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
54
NC
USD
0.01
0.0000000009
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Carnival Corporation
Carnival Corporation
100
13.500000000000
USD
2023-06-30
XXXX
-2358.66
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
54
NC
USD
216
0.0000201598
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Carnival Corporation
Carnival Corporation
100
14.000000000000
USD
2023-07-21
XXXX
-2812.71
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
55
NC
USD
550
0.0000513328
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Carnival Corporation
Carnival Corporation
100
16.000000000000
USD
2023-07-21
XXXX
-1571.85
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - PHYSICALLY DELIVERED
N/A
-44
NC
USD
-20802.45
-0.0019415402
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
CAD/USD Spot Rate
CAD/USD Spot Rate
2023-09-20
-3306917.55
USD
-20802.45
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
28
NC
USD
490
0.0000457328
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
Cerence Inc.
Cerence Inc.
100
35.000000000000
USD
2023-07-21
XXXX
-920.33
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-22
NC
USD
-220
-0.0000205331
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
DICE Therapeutics, Inc
DICE Therapeutics, Inc
100
50.000000000000
USD
2024-01-19
XXXX
160.87
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
4
NC
USD
90
0.0000083999
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
DICE Therapeutics, Inc
DICE Therapeutics, Inc
100
35.000000000000
USD
2024-01-19
XXXX
-63
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - PHYSICALLY DELIVERED
N/A
-25
NC
USD
-5737.5
-0.0005354940
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
EUR/USD Spot Rate
EUR/USD Spot Rate
2023-09-20
-3417075
USD
-5737.5
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
55
NC
USD
4400
0.0004106620
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Call
Purchased
Eagle Bulk Shipping Inc.
Eagle Bulk Shipping Inc.
100
50.000000000000
USD
2023-07-21
XXXX
1261.2
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
FUTURE - CASH SETTLED
N/A
171
NC
-144846.82
-0.0135188845
N/A
DIR
CORP
GB
N
1
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
Long
3M EURIBOR
3M EURIBOR
2023-12-18
45054629.77
EUR
-144846.82
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - CASH SETTLED
N/A
-234
NC
USD
-8299.4
-0.0007746020
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
30 Day Fed Funds Rate
30 Day Fed Funds Rate
2023-07-03
-92550979.75
USD
-8299.4
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-57
NC
USD
-2671.88
-0.0002493727
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
-57
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note
United States 5 Year Note
2023-07-21
-15932.64
USD
1000
109.250000000000
USD
2023-07-21
XXXX
13260.76
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
48
NC
USD
9750
0.0009099898
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
48
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 5 Year Note
United States 5 Year Note
2023-07-21
24465.87
USD
1000
108.000000000000
USD
2023-07-21
XXXX
-14715.87
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-107
NC
USD
-9195.37
-0.0008582249
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
-107
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note
United States 5 Year Note
2023-07-21
-34978.99
USD
1000
108.750000000000
USD
2023-07-21
XXXX
25783.62
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
11
NC
USD
1632.82
0.0001523948
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
11
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 5 Year Note
United States 5 Year Note
2023-07-21
6292.47
USD
1000
108.250000000000
USD
2023-07-21
XXXX
-4659.65
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
37
NC
USD
10117.21
0.0009442623
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
37
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 5 Year Note
United States 5 Year Note
2023-07-21
19110.91
USD
1000
107.750000000000
USD
2023-07-21
XXXX
-8993.7
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
23
NC
USD
10421.88
0.0009726979
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
23
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 5 Year Note
United States 5 Year Note
2023-07-21
10641.36
USD
1000
107.250000000000
USD
2023-07-21
XXXX
-219.48
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-45
NC
USD
-21796.88
-0.0020343526
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
-45
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note
United States 5 Year Note
2023-07-21
-17890.91
USD
1000
107.000000000000
USD
2023-07-21
XXXX
-3905.97
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-35
NC
USD
-26523.46
-0.0024754951
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
-35
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note
United States 5 Year Note
2023-07-21
-16072.28
USD
1000
107.500000000000
USD
2023-07-21
XXXX
-10451.18
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-76
NC
USD
-70656.29
-0.0065945129
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
-76
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note
United States 5 Year Note
2023-07-21
-37571.66
USD
1000
107.750000000000
USD
2023-07-21
XXXX
-33084.63
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
633
NC
USD
-672961.01
-0.0628089879
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States 5 Year Note
United States 5 Year Note
2023-10-04
68463304.76
USD
-672961.01
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-52
NC
USD
-10156.28
-0.0009479088
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 5 Year Note Future, Sep. 2023
N/A
-52
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 5 Year Note
United States 5 Year Note
2023-08-25
-48714.75
USD
1000
109.500000000000
USD
2023-08-25
XXXX
38558.47
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
FUTURE - PHYSICALLY DELIVERED
N/A
23
NC
-9295.05
-0.0008675282
N/A
DIR
CORP
GB
N
1
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
Long
Long Gilt
Long Gilt
2023-09-29
2728659.35
GBP
-9295.05
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
37
NC
USD
2220
0.0002071977
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Groupon, Inc.
Groupon, Inc.
100
4.000000000000
USD
2023-09-15
XXXX
-651.57
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
16
NC
USD
1120
0.0001045322
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Groupon, Inc.
Groupon, Inc.
100
4.000000000000
USD
2023-10-20
XXXX
-229.92
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
106
NC
USD
3445
0.0003215297
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
Realogy Holdings Corp.
Realogy Holdings Corp.
100
7.500000000000
USD
2023-09-15
XXXX
-243.91
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
53
NC
USD
3710
0.0003462628
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
Realogy Holdings Corp.
Realogy Holdings Corp.
100
7.500000000000
USD
2023-12-15
XXXX
949.81
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
-66
NC
USD
-1320
-0.0001231986
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Call
Written
Horizon Therapeutics Public Limited Company
Horizon Therapeutics Public Limited Company
100
115.000000000000
USD
2023-08-18
XXXX
6918.03
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
-17
NC
USD
-1615
-0.0001507316
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Call
Written
Horizon Therapeutics Public Limited Company
Horizon Therapeutics Public Limited Company
100
105.000000000000
USD
2023-07-21
XXXX
-423.73
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
-66
NC
USD
-1815
-0.0001693981
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Put
Written
Horizon Therapeutics Public Limited Company
Horizon Therapeutics Public Limited Company
100
80.000000000000
USD
2023-08-18
XXXX
1797.64
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
66
NC
USD
9240
0.0008623903
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Put
Purchased
Horizon Therapeutics Public Limited Company
Horizon Therapeutics Public Limited Company
100
100.000000000000
USD
2023-08-18
XXXX
-4456.39
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-61
NC
USD
-450.79
-0.0000420733
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
Iveric Bio, Inc.
Iveric Bio, Inc.
100
40.000000000000
USD
2023-07-21
XXXX
1432.25
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-359
NC
USD
-3590
-0.0003350629
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
Iveric Bio, Inc.
Iveric Bio, Inc.
100
40.000000000000
USD
2023-09-15
XXXX
11994.1
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
204
NC
USD
4080
0.0003807957
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Purchased
Iveric Bio, Inc.
Iveric Bio, Inc.
100
30.000000000000
USD
2023-09-15
XXXX
-25738.22
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
153
NC
USD
0.02
0.0000000019
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100
168.000000000000
USD
2023-06-30
XXXX
-32601.07
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
32
NC
USD
200
0.0000186665
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
N/A
32
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
JPY/USD Spot Rate
JPY/USD Spot Rate
2023-07-07
30680
USD
1250
73.000000000000
USD
2023-07-07
XXXX
-30480
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-8
NC
USD
-150
-0.0000139998
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
N/A
-8
NC
USD
0
0.000000000000
DFE
CORP
US
US
Short
JPY/USD Spot Rate
JPY/USD Spot Rate
2023-07-07
-6330
USD
1250
72.000000000000
USD
2023-07-07
XXXX
6180
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
8
NC
USD
2000
0.0001866646
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
JPY/USD Spot Rate
JPY/USD Spot Rate
2023-07-07
4120
USD
1250
70.500000000000
USD
2023-07-07
XXXX
-2120
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
8
NC
USD
900
0.0000839991
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
JPY/USD Spot Rate
JPY/USD Spot Rate
2023-07-07
3070
USD
1250
71.000000000000
USD
2023-07-07
XXXX
-2170
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
8
NC
USD
6000
0.0005599937
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
JPY/USD Spot Rate Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
JPY/USD Spot Rate
JPY/USD Spot Rate
2023-08-04
7870
USD
1250
71.000000000000
USD
2023-08-04
XXXX
-1870
N
N
N
OSAKA SECURITIES EXCHANGE
N/A
FUTURE - PHYSICALLY DELIVERED
N/A
-24
NC
-100980.95
-0.0094247827
N/A
DIR
CORP
JP
N
1
OSAKA SECURITIES EXCHANGE
N/A
Short
Japan 10 Year Bond
Japan 10 Year Bond
2023-09-20
-25463560.29
JPY
-100980.95
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - PHYSICALLY DELIVERED
N/A
90
NC
USD
-287922.64
-0.0268724775
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
JPY/USD Spot Rate
JPY/USD Spot Rate
2023-09-20
8176985.14
USD
-287922.64
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-1
NC
USD
-90
-0.0000083999
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Chinook Therapeutics, Inc.
Chinook Therapeutics, Inc.
100
40.000000000000
USD
2024-01-19
XXXX
-39.25
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
1
NC
USD
25.45
0.0000023753
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Chinook Therapeutics, Inc.
Chinook Therapeutics, Inc.
100
25.000000000000
USD
2023-10-20
XXXX
6.2
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
1
NC
USD
50
0.0000046666
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Chinook Therapeutics, Inc.
Chinook Therapeutics, Inc.
100
30.000000000000
USD
2023-12-15
XXXX
-11.45
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
1
NC
USD
30
0.0000028000
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Chinook Therapeutics, Inc.
Chinook Therapeutics, Inc.
100
25.000000000000
USD
2024-01-19
XXXX
-33.25
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
15
NC
USD
1552.5
0.0001448984
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
SPDR S&P Regional Banking ETF
SPDR S&P Regional Banking ETF
100
45.000000000000
USD
2023-09-15
XXXX
-1148.68
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-15
NC
USD
-1125
-0.0001049988
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Written
SPDR S&P Regional Banking ETF
SPDR S&P Regional Banking ETF
100
35.000000000000
USD
2023-09-15
XXXX
1393.79
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
CONTRACT FOR DIFFERENCE
N/A
-9121
PA
USD
-138349.94
-0.0129125159
N/A
DE
CORP
KR
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
DB Hitek Co., Ltd.
DB Hitek Co., Ltd.
Y
Total Return
2025-12-08
0.000000000000
USD
0.000000000000
USD
-298439.12
USD
-141146.67
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
CONTRACT FOR DIFFERENCE
N/A
-45000
PA
-37901.99
-0.0035374793
N/A
DE
CORP
HK
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
Flat Glass Group Co., Ltd.
Flat Glass Group Co., Ltd.
Y
Total Return
2025-12-08
0.000000000000
HKD
0.000000000000
HKD
-115715.93
HKD
-37124.47
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
CONTRACT FOR DIFFERENCE
N/A
-73900
PA
USD
-53300.45
-0.0049746527
N/A
DE
CORP
BR
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
B3 S.A. - Brasil, Bolsa, Balcao
B3 S.A. - Brasil, Bolsa, Balcao
Y
Total Return
2025-12-08
0.000000000000
USD
0.000000000000
USD
-172187
USD
-53585.57
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-1718
PA
USD
-51703.9
-0.0048256431
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Hansol Chemical Co., Ltd.
Hansol Chemical Co., Ltd.
Y
Total Return
2025-12-12
0.000000000000
USD
0.000000000000
USD
-261216.83
USD
-49606.14
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-4479
PA
USD
42183.97
0.0039371263
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
NAVER Corporation
NAVER Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-663563.85
USD
54456.8
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-705
PA
USD
137843.88
0.0128652841
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
LG H&H Co., Ltd.
LG H&H Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-383428.82
USD
144151.07
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-81622
PA
USD
-690730.42
-0.0644674476
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
HANA Micron Inc.
HANA Micron Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-662770.64
USD
-697422.4
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-3011
PA
USD
101918.55
0.0095122910
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Amorepacific Corporation
Amorepacific Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-324947.12
USD
99968.39
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-93000
PA
USD
16582.83
0.0015477134
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Formosa Plastics Corporation
Formosa Plastics Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-272490
USD
9186.09
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-5418
PA
USD
-50944.18
-0.0047547367
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TSE Co., Ltd.
TSE Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-176030.82
USD
-52593.13
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-255000
PA
40677.64
0.0037965370
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Hua Hong Semiconductor Limited
Hua Hong Semiconductor Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-873755.74
HKD
56542
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-590000
PA
USD
55940.26
0.0052210322
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TSRC Corporation
TSRC Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-542800
USD
40352.35
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-834000
PA
USD
-182788.61
-0.0170600784
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Compal Electronics Inc.
Compal Electronics Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-600480
USD
-206650.51
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-119000
PA
USD
-96162.83
-0.0089750965
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
ASUSTeK Computer Inc.
ASUSTeK Computer Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-1105510
USD
-81423.32
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-19500
PA
63830.4
0.0059574370
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Sunny Optical Technology (Group) Company Limited
Sunny Optical Technology (Group) Company Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-258307.81
HKD
65221.98
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-41000
PA
USD
89356.3
0.0083398275
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
MediaTek Inc.
MediaTek Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-995070
USD
7506.03
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-2696
PA
USD
4616.37
0.0004308564
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Ecopro BM Co., Ltd.
Ecopro BM Co., Ltd.
Y
Total Return
2026-05-04
0.000000000000
USD
0.000000000000
USD
-514087.02
USD
6315
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-8483
PA
USD
22536.7
0.0021034017
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Netmarble Corp.
Netmarble Corp.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-338641.36
USD
27033.23
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-1010000
PA
190412.45
0.0177716288
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Nine Dragons Paper (Holdings) Limited
Nine Dragons Paper (Holdings) Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-812962.22
HKD
198238.04
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-1173
PA
USD
38708.35
0.0036127387
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Chunbo Co., Ltd.
Chunbo Co., Ltd.
Y
Total Return
2025-12-12
0.000000000000
USD
0.000000000000
USD
-210164.96
USD
39831.95
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-23600
PA
USD
78765.07
0.0073513239
N/A
DE
CORP
CN
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Maxscend Microelectronics Company Limited
Maxscend Microelectronics Company Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-392704
USD
56017.45
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-4425
PA
USD
-5002.73
-0.0004669162
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
SK Bioscience Co.,Ltd.
SK Bioscience Co.,Ltd.
Y
Total Return
2026-02-13
0.000000000000
USD
0.000000000000
USD
-261978.26
USD
-8511.93
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-171000
PA
USD
-158153.11
-0.0147607909
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Faraday Technology Corporation
Faraday Technology Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-1000350
USD
-241318.67
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-211000
PA
USD
-42427.46
-0.0039598517
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Unimicron Technology Corp.
Unimicron Technology Corp.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-1149950
USD
-40255.96
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-23424
PA
USD
74382.61
0.0069422989
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
KakaoBank Corp.
KakaoBank Corp.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-496588.8
USD
73264.53
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-2080
PA
USD
-10893.34
-0.0010167003
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
SK Biopharmaceuticals Co., Ltd.
SK Biopharmaceuticals Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-116812.8
USD
-9024.56
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-918000
PA
196366.83
0.0183273647
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
China National Building Material Co., Ltd.
China National Building Material Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-761037.58
HKD
155408.29
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-11523
PA
USD
-295411.26
-0.0275714075
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
SK ie Technology Co., Ltd.
SK ie Technology Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-551115.82
USD
-289171.54
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-2825000
PA
9013.97
0.0008412944
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
GCL-Poly Energy Holdings Limited
GCL-Poly Energy Holdings Limited
Y
Total Return
2026-05-11
0.000000000000
HKD
0.000000000000
HKD
-661547.15
HKD
-9226.82
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-100
PA
-2018.5
-0.0001883912
N/A
DE
CORP
JP
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
IBIDEN Co., Ltd.
IBIDEN Co., Ltd.
Y
Total Return
2026-04-14
0.000000000000
JPY
0.000000000000
JPY
-3595
JPY
-2021.47
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-144000
PA
USD
6346.22
0.0005923072
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Nuvoton Technology Corporation
Nuvoton Technology Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-600480
USD
-11418.31
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-34000
PA
USD
-242301.95
-0.0226145943
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Parade Technologies, Ltd.
Parade Technologies, Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-931260
USD
-255087.35
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-29000
PA
USD
-280600.48
-0.0261890836
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
ASMedia Technology Inc.
ASMedia Technology Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-701755.96
USD
-316280.25
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-57300
PA
USD
61477.34
0.0057378205
N/A
DE
CORP
CN
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Hangzhou Silan Microelectronics Co., Ltd.
Hangzhou Silan Microelectronics Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-300252
USD
29036.93
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-15950
PA
USD
-27060.82
-0.0025256481
N/A
DE
CORP
CN
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Will Semiconductor Co., Ltd. Shanghai
Will Semiconductor Co., Ltd. Shanghai
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-188210
USD
-28452.96
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-63000
PA
USD
398680.82
0.0372097914
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Silergy Corp.
Silergy Corp.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-1177470
USD
388196.53
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-77500
PA
146870.21
0.0137077321
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Techtronic Industries Company Limited
Techtronic Industries Company Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-989025.01
HKD
151087.77
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-95000
PA
USD
74687.57
0.0069707615
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
UPI Semiconductor Corp.
UPI Semiconductor Corp.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-969950
USD
23947.65
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-663000
PA
USD
103590.43
0.0096683314
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Powerchip Semiconductor Manufacturing Corp.
Powerchip Semiconductor Manufacturing Corp.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-762450
USD
100715.59
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-6700
PA
250272.01
0.0233584583
N/A
DE
CORP
JP
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Lasertec Co., Ltd.
Lasertec Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
JPY
0.000000000000
JPY
-1252056.55
JPY
241511.82
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-12100
PA
25827.64
0.0024105526
N/A
DE
CORP
JP
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Taiyo Yuden Co, Ltd
Taiyo Yuden Co, Ltd
Y
Total Return
2025-09-16
0.000000000000
JPY
0.000000000000
JPY
-368547.07
JPY
21803.25
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-11700
PA
-61137.25
-0.0057060792
N/A
DE
CORP
JP
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Murata Manufacturing Co., Ltd.
Murata Manufacturing Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
JPY
0.000000000000
JPY
-606669.67
JPY
-67663.19
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-2200
PA
-74786.23
-0.0069799696
N/A
DE
CORP
JP
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Tokyo Electron Limited
Tokyo Electron Limited
Y
Total Return
2026-05-11
0.000000000000
JPY
0.000000000000
JPY
-238682.71
JPY
-74951.44
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-254000
PA
USD
-114144.55
-0.0106533715
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Advanced Wireless Semiconductor Company
Advanced Wireless Semiconductor Company
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-622300
USD
-135225.3
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-123000
PA
42695.25
0.0039848452
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Xinyi Glass Holdings Limited
Xinyi Glass Holdings Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-234196.02
HKD
42008.67
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-303000
PA
32870.36
0.0030678658
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
China Taiping Insurance Holdings Company Limited
China Taiping Insurance Holdings Company Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-347625.34
HKD
37047.88
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-188000
PA
-9596.73
-0.0008956847
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Xinyi Solar Holdings Limited
Xinyi Solar Holdings Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-207529.35
HKD
-9250.91
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-41435
PA
USD
-393.66
-0.0000367412
N/A
DE
CORP
TW
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Giant Manufacturing Co., Ltd.
Giant Manufacturing Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-305601
USD
1057.77
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-91364
PA
-285355.19
-0.0266328516
N/A
DE
CORP
AU
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Allkem Limited
Allkem Limited
Y
Total Return
2026-04-17
0.000000000000
AUD
0.000000000000
AUD
-689656.37
AUD
-280740.04
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-4174
PA
USD
-107528.92
-0.0100359197
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Albemarle Corporation
Albemarle Corporation
Y
Total Return
2026-04-14
0.000000000000
USD
0.000000000000
USD
-823648.74
USD
-102287.47
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-5938
PA
-1131.19
-0.0001055765
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Antofagasta PLC
Antofagasta PLC
Y
Total Return
2025-09-16
0.000000000000
GBP
0.000000000000
GBP
-109046.56
GBP
21.78
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-22994
PA
USD
9197.6
0.0008584330
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Alpha and Omega Semiconductor Limited
Alpha and Omega Semiconductor Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-763400.8
USD
24836.28
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-59537
PA
USD
-1414.11
-0.0001319821
N/A
DE
CORP
SA
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Saudi Arabian Oil Company
Saudi Arabian Oil Company
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-510508.53
USD
-2337.52
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-12579
PA
USD
-146042.19
-0.0136304511
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Camtek Ltd.
Camtek Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-302147.58
USD
-143310.44
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-7412
PA
128244.28
0.0119693315
N/A
DE
CORP
ZA
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Capitec Bank Holdings
Capitec Bank Holdings
Y
Total Return
2025-09-16
0.000000000000
ZAR
0.000000000000
ZAR
-745671.71
ZAR
135966.29
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-5553
PA
USD
6853.63
0.0006396649
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Diodes Incorporated
Diodes Incorporated
Y
Total Return
2026-05-22
0.000000000000
USD
0.000000000000
USD
-520450.6
USD
9926.02
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-8881
PA
USD
-10124.34
-0.0009449278
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc.
Freeport-McMoRan Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-345115.66
USD
-6864.91
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-65900
PA
USD
-54570.87
-0.0050932239
N/A
DE
CORP
MX
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Grupo Mexico, S.A.B. de C.V.
Grupo Mexico, S.A.B. de C.V.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-262282
USD
-52758.28
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-113029
PA
USD
3645.2
0.0003402148
N/A
DE
CORP
BR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Hapvida Participacoes E Investimentos S/A
Hapvida Participacoes E Investimentos S/A
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-107274.37
USD
5534.31
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-4494
PA
USD
17535.24
0.0016366040
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Hess Corporation
Hess Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-628494.54
USD
23622.81
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-81744
PA
-136075.15
-0.0127002045
N/A
DE
CORP
AU
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
IGO Limited
IGO Limited
Y
Total Return
2026-04-17
0.000000000000
AUD
0.000000000000
AUD
-691622.31
AUD
-131446.83
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-202000
PA
74553.9
0.0069582857
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
InnoCare Pharma Limited
InnoCare Pharma Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
-256549.82
HKD
75263.94
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-20019
PA
USD
200653.71
0.0187274690
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
MOS Holdings Inc.
MOS Holdings Inc.
Y
Total Return
2026-02-23
0.000000000000
USD
0.000000000000
USD
-901318.71
USD
205007.95
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-1809
PA
USD
-91328.18
-0.0085238676
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Monolithic Power Systems, Inc.
Monolithic Power Systems, Inc.
Y
Total Return
2026-02-16
0.000000000000
USD
0.000000000000
USD
-885947.89
USD
-83207.92
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-2891
PA
USD
-88406.78
-0.0082512067
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Nova Ltd.
Nova Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-250707.52
USD
-83270.9
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-48131
PA
USD
0.95
0.0000000887
N/A
DE
CORP
US
N
3
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Ozon Holdings PLC
Ozon Holdings PLC
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-1
USD
0.97
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-12594
PA
USD
-2644.74
-0.0002468396
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
PagSeguro Digital Ltd.
PagSeguro Digital Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-116242.62
USD
-263.44
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-52100
PA
USD
6639.94
0.0006197208
N/A
DE
CORP
TH
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
PTT Exploration And Production Public Company Limited
PTT Exploration And Production Public Company Limited
Y
Total Return
2026-05-11
0.000000000000
USD
0.000000000000
USD
-227060.19
USD
8142.07
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-331400
PA
USD
-9603.97
-0.0008963605
N/A
DE
CORP
TH
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
PTT Public Company Limited
PTT Public Company Limited
Y
Total Return
2026-04-06
0.000000000000
USD
0.000000000000
USD
-303522.63
USD
-6208.82
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-9145
PA
USD
-55641.21
-0.0051931212
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Dr. Reddy's Laboratories Limited
Dr. Reddy's Laboratories Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-521499.74
USD
-54393.81
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-91917
PA
50008.9
0.0046674448
N/A
DE
CORP
ZA
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
SAPPI
SAPPI
Y
Total Return
2025-09-16
0.000000000000
ZAR
0.000000000000
ZAR
-240521.34
ZAR
56587.21
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-3013
PA
USD
-33444.3
-0.0031214329
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Southern Copper Corporation
Southern Copper Corporation
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-182708.32
USD
-29751.28
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-49300
PA
USD
16558.53
0.0015454454
N/A
DE
CORP
TH
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
The Siam Cement Public Company Limited
The Siam Cement Public Company Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-464297.93
USD
21707.96
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-13144
PA
USD
-35520.96
-0.0033152523
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Sigma Lithium Corporation
Sigma Lithium Corporation
Y
Total Return
2026-04-14
0.000000000000
USD
0.000000000000
USD
-494182.24
USD
-31765.17
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-11934
PA
USD
94854.01
0.0088529414
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Sociedad Quimica Y Minera De Chile S.A.
Sociedad Quimica Y Minera De Chile S.A.
Y
Total Return
2026-03-31
0.000000000000
USD
0.000000000000
USD
-961501.1
USD
75610.44
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-129200
PA
4776.69
0.0004458194
N/A
DE
CORP
SG
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
StarHub Ltd
StarHub Ltd
Y
Total Return
2025-09-16
0.000000000000
SGD
0.000000000000
SGD
-104131.91
SGD
4100.06
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-10969
PA
USD
6800.78
0.0006347323
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Suzano S.A.
Suzano S.A.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-107934.96
USD
6217.73
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
-7625
PA
USD
174257.01
0.0162638047
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Synaptics Incorporated
Synaptics Incorporated
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-825279.51
USD
189126.01
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
8532
PA
USD
211323.78
0.0197233310
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
SK Hynix Inc.
SK Hynix Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
534615.12
USD
201289.15
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
9560
PA
USD
114104.65
0.0106496476
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Hyundai Mobis Co., Ltd.
Hyundai Mobis Co., Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1572762.12
USD
104219.11
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
23807
PA
USD
12004.2
0.0011203794
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Doosan Bobcat Inc.
Doosan Bobcat Inc.
Y
Total Return
2026-07-03
0.000000000000
USD
0.000000000000
USD
1048574.03
USD
12004.2
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
3663
PA
USD
-31269.87
-0.0029184884
N/A
DE
CORP
KR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Orion Incorporation
Orion Incorporation
Y
Total Return
2026-02-02
0.000000000000
USD
0.000000000000
USD
364863.77
USD
-38372.89
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
246360
PA
USD
-25830.02
-0.0024107748
N/A
DE
CORP
CN
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
DaShenLin Pharmaceutical Group Co., Ltd.
DaShenLin Pharmaceutical Group Co., Ltd.
Y
Total Return
2026-05-29
0.000000000000
USD
0.000000000000
USD
975788.27
USD
-17709.13
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
99720
PA
USD
-28204.13
-0.0026323559
N/A
DE
CORP
CN
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Proya Cosmetics Co.,Ltd.
Proya Cosmetics Co.,Ltd.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1571217.77
USD
-53271.66
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
20300
PA
86447.81
0.0080683715
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Tencent Holdings Limited
Tencent Holdings Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
772597.62
HKD
80878.15
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
24700
PA
-37084.18
-0.0034611512
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Alibaba Group Holding Limited
Alibaba Group Holding Limited
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
293036.2
HKD
-42497.18
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
68800
PA
USD
123905.16
0.0115643516
N/A
DE
CORP
MX
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Arca Continental S.A.B. de C.V.
Arca Continental S.A.B. de C.V.
Y
Total Return
2026-01-12
0.000000000000
USD
0.000000000000
USD
582222.33
USD
124902.23
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
95758
PA
USD
231219.56
0.0215802496
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Arcos Dorados S.A.
Arcos Dorados S.A.
Y
Total Return
2026-03-17
0.000000000000
USD
0.000000000000
USD
750299.95
USD
227049.44
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
88200
PA
USD
-72487.25
-0.0067654006
N/A
DE
CORP
BR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Sendas Distribuidora S/A
Sendas Distribuidora S/A
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
326318.74
USD
-68064.07
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
10283
PA
USD
-101440.17
-0.0094676427
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Alibaba Group Holding Limited
Alibaba Group Holding Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
958528.22
USD
-108900.4
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
1650
PA
USD
28198.45
0.0026318257
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Credicorp Ltd.
Credicorp Ltd.
Y
Total Return
2026-03-03
0.000000000000
USD
0.000000000000
USD
215407.55
USD
24490.09
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
237400
PA
USD
175003.8
0.0163335043
N/A
DE
CORP
MX
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Grupo Bimbo S.A.B. de C.V.
Grupo Bimbo S.A.B. de C.V.
Y
Total Return
2025-12-09
0.000000000000
USD
0.000000000000
USD
1100135.22
USD
160752.34
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
40618
PA
USD
-28186.53
-0.0026307132
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Coupang, Inc.
Coupang, Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
734939.74
USD
-42096.32
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
76277
PA
-148399.18
-0.0138504344
N/A
DE
CORP
SG
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
DBS Group Holdings Ltd
DBS Group Holdings Ltd
Y
Total Return
2025-09-16
0.000000000000
SGD
0.000000000000
SGD
1925601.39
SGD
-111786.73
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
560770
PA
USD
-0.44
-0.0000000411
N/A
DE
CORP
RU
N
3
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Public Joint Stock Company Detsky Mir
Public Joint Stock Company Detsky Mir
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1
USD
-0.46
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
23456
PA
42630.86
0.0039788355
N/A
DE
CORP
AT
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Erste Group Bank AG
Erste Group Bank AG
Y
Total Return
2025-09-16
0.000000000000
EUR
0.000000000000
EUR
778718.95
EUR
56168.4
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
391800
PA
USD
29784.5
0.0027798554
N/A
DE
CORP
MX
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Grupo Financiero Banorte, S.A.B. de C.V.
Grupo Financiero Banorte, S.A.B. de C.V.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
3193518.45
USD
174016.88
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
37657
PA
USD
2089.44
0.0001950122
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
InMode Ltd
InMode Ltd
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1363819.87
USD
-25453.98
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
25349
PA
USD
24161.1
0.0022550106
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Itau Unibanco Holding S.A.
Itau Unibanco Holding S.A.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
125398
USD
39060.24
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
1383
PA
-19273.05
-0.0017987978
N/A
DE
CORP
HK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
JD.com, Inc.
JD.com, Inc.
Y
Total Return
2025-09-16
0.000000000000
HKD
0.000000000000
HKD
42640.74
HKD
-19693.56
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
20470
PA
USD
-512773.5
-0.0478583218
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
JD.com, Inc.
JD.com, Inc.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1211414.6
USD
-528050.86
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
115024
PA
624427.27
0.0582792231
N/A
DE
CORP
PT
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Jeronimo Martins, SGPS, S.A.
Jeronimo Martins, SGPS, S.A.
Y
Total Return
2025-09-16
0.000000000000
EUR
0.000000000000
EUR
2543551.85
EUR
670709.56
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
3469
PA
USD
35440.56
0.0033077484
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Coca-Cola FEMSA, S.A.B. de C.V.
Coca-Cola FEMSA, S.A.B. de C.V.
Y
Total Return
2026-02-09
0.000000000000
USD
0.000000000000
USD
253561.84
USD
30242.19
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
66084
PA
USD
-0.93
-0.0000000868
N/A
DE
CORP
GB
N
3
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Public Joint Stock Company Magnit
Public Joint Stock Company Magnit
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1
USD
-0.89
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
10114
PA
USD
447920.31
0.0418054255
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Monday.Com Ltd.
Monday.Com Ltd.
Y
Total Return
2026-03-17
0.000000000000
USD
0.000000000000
USD
1283798.77
USD
446253.02
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
15287
PA
USD
-15860.22
-0.0014802706
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Micron Technology, Inc.
Micron Technology, Inc.
Y
Total Return
2026-05-18
0.000000000000
USD
0.000000000000
USD
980622.79
USD
-21224.22
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
28476
PA
1380.37
0.0001288331
N/A
DE
CORP
IL
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Mizrahi-Tefahot Bank Ltd.
Mizrahi-Tefahot Bank Ltd.
Y
Total Return
2025-12-12
0.000000000000
ILS
0.000000000000
ILS
945898.95
ILS
-6271.36
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
1868
PA
USD
32540.56
0.0030370848
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
125940.56
USD
36675.19
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
341300
PA
USD
-18068.81
-0.0016864033
N/A
DE
CORP
MX
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Orbia Advance Corporation, S.A.B. de C.V.
Orbia Advance Corporation, S.A.B. de C.V.
Y
Total Return
2026-06-08
0.000000000000
USD
0.000000000000
USD
748841.94
USD
-10492.65
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
1708
PA
USD
42204.68
0.0039390592
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Grupo Aeroportuario Del Pacifico, S.A.B. de C.V.
Grupo Aeroportuario Del Pacifico, S.A.B. de C.V.
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
263049.08
USD
41874.04
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
65021
PA
USD
-45601.04
-0.0042560492
N/A
DE
CORP
PL
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Pepco Group N.V.
Pepco Group N.V.
Y
Total Return
2026-02-03
0.000000000000
USD
0.000000000000
USD
634411.33
USD
-59584.52
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
41476
PA
USD
-0.96
-0.0000000896
N/A
DE
CORP
RU
N
3
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Public Joint Stock Company Sberbank of Russia
Public Joint Stock Company Sberbank of Russia
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1
USD
-0.94
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
208200
PA
144655.02
0.0135009834
N/A
DE
CORP
SG
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Singapore Airlines Limited
Singapore Airlines Limited
Y
Total Return
2026-04-24
0.000000000000
SGD
0.000000000000
SGD
956077.01
SGD
139392.93
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
1908
PA
USD
350962.55
0.0327561363
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Total Return
2026-03-30
0.000000000000
USD
0.000000000000
USD
2293525.45
USD
327258.79
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
43334
PA
USD
-37836.32
-0.0035313502
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Trip.com Group Limited
Trip.com Group Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
1554526.32
USD
-54360.61
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
139660
PA
USD
-57434.86
-0.0053605267
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Vipshop (China) Co., Ltd.
Vipshop (China) Co., Ltd.
Y
Total Return
2026-06-26
0.000000000000
USD
0.000000000000
USD
2361824.86
USD
-57434.86
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
12973
PA
USD
-35111.9
-0.0032770738
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Wix.Com Ltd.
Wix.Com Ltd.
Y
Total Return
2026-05-18
0.000000000000
USD
0.000000000000
USD
1050119.42
USD
-42612.67
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
CONTRACT FOR DIFFERENCE
N/A
12677
PA
USD
-56834.63
-0.0053045058
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Yum China Holdings, Inc.
Yum China Holdings, Inc.
Y
Total Return
2026-05-25
0.000000000000
USD
0.000000000000
USD
773085.13
USD
-60348.47
N
N
N
HSBC SECURITIES
N/A
CONTRACT FOR DIFFERENCE
N/A
-98000
PA
USD
3645.51
0.0003402438
N/A
DE
CORP
TW
N
2
HSBC SECURITIES
N/A
Dyaco International Inc.
Dyaco International Inc.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-126521.14
USD
1425.03
N
N
N
HSBC HOLDINGS PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-121400
PA
4733.03
0.0004417445
N/A
DE
CORP
HK
N
2
HSBC HOLDINGS PLC
N/A
Ganfeng Lithium Group Co., Ltd
Ganfeng Lithium Group Co., Ltd
Y
Total Return
2026-04-20
0.000000000000
HKD
0.000000000000
HKD
-796404.8
HKD
10429.83
N
N
N
HSBC BANK PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-97000
PA
USD
-37971.91
-0.0035440051
N/A
DE
CORP
TW
N
2
HSBC BANK PLC
N/A
FocalTech Systems Co., Ltd.
FocalTech Systems Co., Ltd.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-206206
USD
-50618.54
N
N
N
HSBC BANK PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-91600
PA
USD
78892.97
0.0073632611
N/A
DE
CORP
CN
N
2
HSBC BANK PLC
N/A
Tongwei Co., Ltd.
Tongwei Co., Ltd.
Y
Total Return
2026-05-19
0.000000000000
USD
0.000000000000
USD
-511543.59
USD
42065.58
N
N
N
HSBC BANK PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-34536
PA
USD
36025.54
0.0033623459
N/A
DE
CORP
CN
N
2
HSBC BANK PLC
N/A
Hangzhou Silan Microelectronics Co., Ltd.
Hangzhou Silan Microelectronics Co., Ltd.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-179940.4
USD
31370.6
N
N
N
HSBC SECURITIES
N/A
CONTRACT FOR DIFFERENCE
N/A
-7980
PA
USD
25868.75
0.0024143895
N/A
DE
CORP
CN
N
2
HSBC SECURITIES
N/A
SKSHU Paint Co., Ltd.
SKSHU Paint Co., Ltd.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-97736.6
USD
25753.54
N
N
N
HSBC HOLDINGS PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-15599
PA
USD
-5398.95
-0.0005038963
N/A
DE
CORP
TW
N
2
HSBC HOLDINGS PLC
N/A
Dyaco International Inc.
Dyaco International Inc.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-0.02
USD
-5398.95
N
N
N
HSBC BANK PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-9778
PA
21352.24
0.0019928533
N/A
DE
CORP
ZA
N
2
HSBC BANK PLC
N/A
Kumba Iron Ore Ltd
Kumba Iron Ore Ltd
Y
Total Return
2023-09-19
0.000000000000
ZAR
0.000000000000
ZAR
-251260.25
ZAR
12449.89
N
N
N
HSBC HOLDINGS PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-1390500
PA
USD
5328.79
0.0004973481
N/A
DE
CORP
ID
N
2
HSBC HOLDINGS PLC
N/A
PT Unilever Indonesia, Tbk.
PT Unilever Indonesia, Tbk.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-400428.25
USD
305.7
N
N
N
HSBC HOLDINGS PLC
N/A
CONTRACT FOR DIFFERENCE
N/A
-30000
PA
15354.84
0.0014331023
N/A
DE
CORP
HK
N
2
HSBC HOLDINGS PLC
N/A
Shandong Energy Group Co., Ltd
Shandong Energy Group Co., Ltd
Y
Total Return
2026-04-13
0.000000000000
HKD
0.000000000000
HKD
-101304.3
HKD
16066.56
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
CONTRACT FOR DIFFERENCE
N/A
-61500
PA
USD
-107749.51
-0.0100565078
N/A
DE
CORP
BR
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Localiza Rent A Car S/A
Localiza Rent A Car S/A
Y
Total Return
2026-05-18
0.000000000000
USD
0.000000000000
USD
-771941.2
USD
-103244.59
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
CONTRACT FOR DIFFERENCE
N/A
-64700
PA
USD
-1098.86
-0.0001025591
N/A
DE
CORP
BR
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Weg SA
Weg SA
Y
Total Return
2026-05-25
0.000000000000
USD
0.000000000000
USD
-509939.52
USD
834.39
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
TOTAL RETURN SWAP
N/A
-12900
PA
USD
7994.94
0.0007461860
N/A
DE
CORP
CN
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
China Resources Microelectronics Limited
China Resources Microelectronics Limited
Y
Total Return
2023-09-18
0.000000000000
USD
0.000000000000
USD
-101068.22
USD
5169.61
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
TOTAL RETURN SWAP
N/A
-2600
PA
USD
-7195.49
-0.0006715715
N/A
DE
CORP
CN
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Vanchip(Tianjin)Technology Co.,Ltd
Vanchip(Tianjin)Technology Co.,Ltd
Y
Total Return
2026-02-23
0.000000000000
USD
0.000000000000
USD
-18990.45
USD
-7339.23
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
CONTRACT FOR DIFFERENCE
N/A
-68700
PA
USD
-23393.38
-0.0021833576
N/A
DE
CORP
BR
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Petro Rio S.A.
Petro Rio S.A.
Y
Total Return
2026-05-25
0.000000000000
USD
0.000000000000
USD
-510200.28
USD
-20669.33
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
CONTRACT FOR DIFFERENCE
N/A
-1398900
PA
USD
-2850.95
-0.0002660857
N/A
DE
CORP
ID
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
PT Unilever Indonesia, Tbk.
PT Unilever Indonesia, Tbk.
Y
Total Return
2026-04-13
0.000000000000
USD
0.000000000000
USD
-394635.29
USD
896.11
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
TOTAL RETURN SWAP
N/A
648200
PA
USD
-354881.07
-0.0331218607
N/A
DE
CORP
CN
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Wens Foodstuff Group Co., Ltd.
Wens Foodstuff Group Co., Ltd.
Y
Total Return
2026-02-09
0.000000000000
USD
0.000000000000
USD
1992324.38
USD
-343537.52
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-2793
PA
USD
-49729.45
-0.0046413631
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
KIA Corporation
KIA Corporation
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-137862.48
USD
-47109.7
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-25900
PA
USD
43738.96
0.0040822570
N/A
DE
CORP
CN
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Tianqi Lithium Industry Co., Ltd
Tianqi Lithium Industry Co., Ltd
Y
Total Return
2026-04-20
0.000000000000
USD
0.000000000000
USD
-293003.36
USD
29924.97
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-2245
PA
USD
-71813.96
-0.0067025609
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Hyundai Motor Company
Hyundai Motor Company
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-280018.85
USD
-66612.94
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-4681
PA
USD
32581.65
0.0030409198
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Kumho Petrochemical Co., Ltd.
Kumho Petrochemical Co., Ltd.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-504003.27
USD
19789.85
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-2971
PA
USD
-80491.67
-0.0075124714
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Hansol Chemical Co., Ltd.
Hansol Chemical Co., Ltd.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-460653.55
USD
-76784.13
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-5936
PA
USD
102916.88
0.0096054674
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Leeno Industrial Inc.
Leeno Industrial Inc.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-765150.4
USD
103232.46
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-188000
PA
106602.86
0.0099494884
N/A
DE
CORP
HK
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Shandong Energy Group Co., Ltd
Shandong Energy Group Co., Ltd
Y
Total Return
2026-04-06
0.000000000000
HKD
0.000000000000
HKD
-645219.5
HKD
101672.03
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-13039
PA
USD
-146333.62
-0.0136576509
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
TSE Co., Ltd.
TSE Co., Ltd.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-399906.13
USD
-155822.43
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-35020
PA
USD
8360.04
0.0007802616
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Yageo Corporation
Yageo Corporation
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-561020.4
USD
6219.6
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-155000
PA
USD
-110684.26
-0.0103304148
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
SDI Corporation
SDI Corporation
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-536300
USD
-126854.81
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-1300000
PA
USD
-307577.4
-0.0287069012
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Acer Inc.
Acer Inc.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-1001000
USD
-371962.58
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-172000
PA
USD
-291906.7
-0.0272443190
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Micro-Star International Co., Ltd.
Micro-Star International Co., Ltd.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-682840
USD
-294997.97
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-54000
PA
USD
-133488.22
-0.0124587604
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Realtek Semiconductor Corporation
Realtek Semiconductor Corporation
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-538380
USD
-134251.14
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-511000
PA
USD
-79262.23
-0.0073977249
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
PANJIT International Inc.
PANJIT International Inc.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-1057770
USD
-114920.82
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-3329
PA
USD
105298.54
0.0098277532
N/A
DE
CORP
KR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Chunbo Co., Ltd.
Chunbo Co., Ltd.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-591896.2
USD
100048.56
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-260000
PA
USD
168836.72
0.0157579167
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Kinsus Interconnect Technology Corp.
Kinsus Interconnect Technology Corp.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-1141400
USD
136046.04
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-76000
PA
USD
-5770.6
-0.0005385833
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Nuvoton Technology Corporation
Nuvoton Technology Corporation
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-307800
USD
-24472.44
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
TOTAL RETURN SWAP
N/A
-15600
PA
-389283.73
-0.0363327395
N/A
DE
CORP
JP
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
IBIDEN Co., Ltd.
IBIDEN Co., Ltd.
Y
Total Return
2026-02-23
0.000000000000
JPY
0.000000000000
JPY
-486422.29
JPY
-391782.44
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-3489
PA
USD
-11570.98
-0.0010799460
N/A
DE
CORP
CN
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Vanchip(Tianjin)Technology Co.,Ltd
Vanchip(Tianjin)Technology Co.,Ltd
Y
Total Return
2026-02-23
0.000000000000
USD
0.000000000000
USD
-23568.54
USD
-11867.45
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
TOTAL RETURN SWAP
N/A
-6648
PA
USD
3484.61
0.0003252266
N/A
DE
CORP
CN
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
China Resources Microelectronics Limited
China Resources Microelectronics Limited
Y
Total Return
2023-09-25
0.000000000000
USD
0.000000000000
USD
-51449.83
USD
8736.23
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-27100
PA
-383855.39
-0.0358261002
N/A
DE
CORP
JP
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Shinko Electric Industries Co., Ltd.
Shinko Electric Industries Co., Ltd.
Y
Total Return
2026-02-16
0.000000000000
JPY
0.000000000000
JPY
-715206.96
JPY
-388893.78
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-132000
PA
USD
193166.56
0.0180286762
N/A
DE
CORP
TW
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Nan Ya P.C.B. Service Company
Nan Ya P.C.B. Service Company
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-1312080
USD
2533.99
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-69000
PA
20194.11
0.0018847624
N/A
DE
CORP
HK
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Tianqi Lithium Industry Co., Ltd
Tianqi Lithium Industry Co., Ltd
Y
Total Return
2026-04-24
0.000000000000
HKD
0.000000000000
HKD
-500534.85
HKD
18862.53
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-19558
PA
USD
-164690.62
-0.0153709517
N/A
DE
CORP
US
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Camtek Ltd.
Camtek Ltd.
Y
Total Return
2026-02-16
0.000000000000
USD
0.000000000000
USD
-510723.92
USD
-157720.94
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-304600
PA
USD
55612.04
0.0051903987
N/A
DE
CORP
TH
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Com7 Public Company Limited
Com7 Public Company Limited
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-283278
USD
33951.79
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-674000
PA
USD
-176304.25
-0.0164548783
N/A
DE
CORP
BR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Hapvida Participacoes E Investimentos S/A
Hapvida Participacoes E Investimentos S/A
Y
Total Return
2026-05-18
0.000000000000
USD
0.000000000000
USD
-441643.89
USD
-174030.03
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-540000
PA
USD
61762.5
0.0057644352
N/A
DE
CORP
TH
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Kerry Express (Thailand) Public Company Limited
Kerry Express (Thailand) Public Company Limited
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-215591.22
USD
44536.43
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-27700
PA
USD
-16318.76
-0.0015230671
N/A
DE
CORP
BR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Klabin S.A.
Klabin S.A.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
-109969
USD
-21217.67
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-669500
PA
USD
22697.61
0.0021184198
N/A
DE
CORP
TH
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Muangthai Capital Public Company Limited
Muangthai Capital Public Company Limited
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-763858.88
USD
-139.8
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-73630
PA
USD
-123368.83
-0.0115142946
N/A
DE
CORP
US
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Natura & Co Holding SA
Natura & Co Holding SA
Y
Total Return
2026-04-06
0.000000000000
USD
0.000000000000
USD
-389832.27
USD
-119918.49
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-74900
PA
USD
-84813.76
-0.0079158619
N/A
DE
CORP
BR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Natura & Co Holding SA
Natura & Co Holding SA
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-177513
USD
-82025.65
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-6334
PA
USD
-142046.62
-0.0132575354
N/A
DE
CORP
US
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Nova Ltd.
Nova Ltd.
Y
Total Return
2026-02-16
0.000000000000
USD
0.000000000000
USD
-574319.98
USD
-132513.86
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-68300
PA
USD
14070.97
0.0013132758
N/A
DE
CORP
TH
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
PTT Exploration And Production Public Company Limited
PTT Exploration And Production Public Company Limited
Y
Total Return
2026-04-06
0.000000000000
USD
0.000000000000
USD
-303028.8
USD
16638.63
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-1939900
PA
USD
31930.75
0.0029801698
N/A
DE
CORP
MY
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Top Glove Corporation Bhd
Top Glove Corporation Bhd
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
-368581
USD
18456.05
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
-137620
PA
USD
481669.86
0.0449553480
N/A
DE
CORP
GB
N
3
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
VK Company Limited
VK Company Limited
Y
Total Return
2025-09-16
0.000000000000
USD
0.000000000000
USD
-481670
USD
467548.64
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
140602
PA
239960.86
0.0223960951
N/A
DE
CORP
ZA
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Aspen Pharmacare Holdings
Aspen Pharmacare Holdings
Y
Total Return
2023-09-19
0.000000000000
ZAR
0.000000000000
ZAR
1131751.39
ZAR
205408.17
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
503300
PA
USD
1780632.12
0.1661904623
N/A
DE
CORP
BR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Banco do Brasil S.A
Banco do Brasil S.A
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
3422440
USD
1963947.84
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
32005
PA
-50110.15
-0.0046768947
N/A
DE
CORP
GB
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Wizz Air Holdings PLC
Wizz Air Holdings PLC
Y
Total Return
2026-06-01
0.000000000000
GBP
0.000000000000
GBP
1161787.22
GBP
-55736.96
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
7025
PA
USD
20653.5
0.0019276383
N/A
DE
CORP
US
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Banco Santander-Chile
Banco Santander-Chile
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
111767.75
USD
28868.73
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
142200
PA
USD
214498.46
0.0200196311
N/A
DE
CORP
MX
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Grupo Comercial Chedraui, S.A.B. de C.V.
Grupo Comercial Chedraui, S.A.B. de C.V.
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
595818
USD
207039.59
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
181700
PA
USD
20791.93
0.0019405583
N/A
DE
CORP
BR
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Cielo S.A.
Cielo S.A.
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
152628
USD
19612.39
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
CONTRACT FOR DIFFERENCE
N/A
13705
PA
USD
-205986.14
-0.0192251569
N/A
DE
CORP
US
N
3
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Headhunter Group PLC
Headhunter Group PLC
Y
Total Return
2023-09-23
0.000000000000
USD
0.000000000000
USD
205986.15
USD
-211650.07
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
27
NC
USD
1404
0.0001310385
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
Match Group, Inc.
Match Group, Inc.
100
45.000000000000
USD
2023-07-21
XXXX
-1443.66
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
109
NC
USD
0.01
0.0000000009
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Purchased
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
100
17.000000000000
USD
2023-06-30
XXXX
-3115.11
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
54
NC
USD
378
0.0000352796
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Purchased
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
100
18.000000000000
USD
2023-07-21
XXXX
-2488.27
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
55
NC
USD
605
0.0000564660
N/A
DE
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Purchased
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
100
19.000000000000
USD
2023-07-21
XXXX
-1027.35
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
55
NC
USD
825
0.0000769991
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Call
Purchased
Pagerduty, Inc.
Pagerduty, Inc.
100
25.000000000000
USD
2023-07-21
XXXX
-1764.9
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
40
NC
USD
800
0.0000746658
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
PENN Entertainment, Inc.
PENN Entertainment, Inc.
100
30.000000000000
USD
2023-08-18
XXXX
-1851.16
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - PHYSICALLY DELIVERED
N/A
17
NC
USD
9335.5
0.0008713035
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
MXN/USD Spot Rate
MXN/USD Spot Rate
2023-09-20
479244.5
USD
9335.5
N
N
N
NYSE ARCA EQUITIES EXCHANGE
N/A
OPTION
N/A
54
NC
USD
0.01
0.0000000009
N/A
DE
CORP
US
N
1
NYSE ARCA EQUITIES EXCHANGE
N/A
Call
Purchased
Plug Power Inc.
Plug Power Inc.
100
12.000000000000
USD
2023-06-30
XXXX
-1489.26
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
54
NC
USD
1215
0.0001133987
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
Porch Group Inc
Porch Group Inc
100
2.500000000000
USD
2024-01-19
XXXX
-155.27
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-81
NC
USD
-2106
-0.0001965578
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Written
Invesco QQQ Trust Series I
Invesco QQQ Trust Series I
100
331.000000000000
USD
2023-07-21
XXXX
20113
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
306
NC
USD
14076
0.0013137452
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Invesco QQQ Trust Series I
Invesco QQQ Trust Series I
100
341.000000000000
USD
2023-07-21
XXXX
-132259.03
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
153
NC
USD
16218
0.0015136630
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Invesco QQQ Trust Series I
Invesco QQQ Trust Series I
100
352.000000000000
USD
2023-07-21
XXXX
-29541.09
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-123
NC
USD
-5564.52
-0.0005193494
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Radius Global Infrastructure, Inc.
Radius Global Infrastructure, Inc.
100
15.000000000000
USD
2023-08-18
XXXX
-4451.41
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-16
NC
USD
-1745.12
-0.0001628760
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Radius Global Infrastructure, Inc.
Radius Global Infrastructure, Inc.
100
15.000000000000
USD
2024-01-19
XXXX
-1601.1
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
28
NC
USD
6580
0.0006141264
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
Redfin Corporation
Redfin Corporation
100
13.000000000000
USD
2023-11-17
XXXX
2300.03
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-42
NC
USD
-3780
-0.0003527960
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Written
Redfin Corporation
Redfin Corporation
100
9.000000000000
USD
2023-11-17
XXXX
2180.17
N
N
N
INTERNATIONAL SECURITIES EXCHANGE
N/A
OPTION
N/A
38
NC
USD
2090
0.0001950645
N/A
DE
CORP
US
N
1
INTERNATIONAL SECURITIES EXCHANGE
N/A
Call
Purchased
Rapid7, Inc.
Rapid7, Inc.
100
55.000000000000
USD
2023-07-21
XXXX
-2837.47
N
N
N
RBC CAPITAL MARKETS
ES7IP3U3RHIGC71XBU11
REVERSE REPO
N/A
-13047000
PA
USD
-13047000
-1.2177063061
N/A
RA
CORP
US
N
2
Reverse repurchase
N
5.2099992
2023-07-03
14500000
USD
12825218.89
USD
UST
N
N
N
RBC CAPITAL MARKETS
ES7IP3U3RHIGC71XBU11
REVERSE REPO
N/A
-1323000
PA
USD
-1323000
-0.1234786114
N/A
RA
CORP
US
N
2
Reverse repurchase
N
5.3499996
2023-07-03
1300000
USD
1335546.94
USD
UST
N
N
N
RBC CAPITAL MARKETS
ES7IP3U3RHIGC71XBU11
REVERSE REPO
N/A
-1535000
PA
USD
-1535000
-0.1432650556
N/A
RA
CORP
US
N
2
Reverse repurchase
N
5.78
2023-08-02
14177906
USD
1895860.45
USD
ADAS
N
N
N
RBC CAPITAL MARKETS
ES7IP3U3RHIGC71XBU11
REVERSE REPO
N/A
-3740000
PA
USD
-3740000
-0.3490627412
N/A
RA
CORP
US
N
2
Reverse repurchase
N
5.2099992
2023-08-08
4117281
USD
3843784.57
USD
AMBS
N
N
N
RBC CAPITAL MARKETS
ES7IP3U3RHIGC71XBU11
REVERSE REPO
N/A
-1975000
PA
USD
-1975000
-0.1843312604
N/A
RA
CORP
US
N
2
Reverse repurchase
N
5.8200012
2023-07-05
595542
USD
509349.29
USD
ACMO
14278812
USD
1909487.72
USD
ADAS
N
N
N
RBC CAPITAL MARKETS
ES7IP3U3RHIGC71XBU11
REVERSE REPO
N/A
-14166000
PA
USD
-14166000
-1.3221451316
N/A
RA
CORP
US
N
2
Reverse repurchase
N
5.36
2023-08-02
15800000
USD
14160765.83
USD
UST
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-142
NC
USD
-710
-0.0000662659
N/A
DE
CORP
US
N
3
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
Prometheus Biosciences, Inc.
Prometheus Biosciences, Inc.
100
200.000000000000
USD
2023-07-21
XXXX
5209.86
N
N
N
EUREX EXCHANGE
N/A
OPTION BOOKED AS A FUTURE
N/A
-16
NC
5477.95
0.0005112696
N/A
DIR
CORP
DE
N
1
EUREX EXCHANGE
N/A
Call
Written
EUREX EXCHANGE
N/A
Euro Bund Future, Aug. 2023
N/A
Euro Bund Future, Aug. 2023
N/A
-16
NC
0
0.000000000000
DIR
CORP
DE
DE
Short
Euro Bund
Euro Bund
2023-07-21
-8524.96
EUR
1000
137.000000000000
EUR
2023-07-21
XXXX
5477.95
N
N
N
EUREX EXCHANGE
N/A
OPTION BOOKED AS A FUTURE
N/A
-32
NC
8677.78
0.0008099170
N/A
DIR
CORP
DE
N
1
EUREX EXCHANGE
N/A
Call
Written
EUREX EXCHANGE
N/A
Euro Bund Future, Aug. 2023
N/A
Euro Bund Future, Aug. 2023
N/A
-32
NC
0
0.000000000000
DIR
CORP
DE
DE
Short
Euro Bund
Euro Bund
2023-07-21
-28420.09
EUR
1000
135.000000000000
EUR
2023-07-21
XXXX
8677.78
N
N
N
EUREX EXCHANGE
N/A
OPTION BOOKED AS A FUTURE
N/A
-16
NC
-1177.27
-0.0001098773
N/A
DIR
CORP
DE
N
1
EUREX EXCHANGE
N/A
Call
Written
EUREX EXCHANGE
N/A
Euro Bund Future, Aug. 2023
N/A
Euro Bund Future, Aug. 2023
N/A
-16
NC
0
0.000000000000
DIR
CORP
DE
DE
Short
Euro Bund
Euro Bund
2023-07-21
-15376.19
EUR
1000
134.000000000000
EUR
2023-07-21
XXXX
-1177.27
N
N
N
EUREX EXCHANGE
N/A
OPTION BOOKED AS A FUTURE
N/A
-14
NC
3857.22
0.0003600032
N/A
DIR
CORP
DE
N
1
EUREX EXCHANGE
N/A
Put
Written
EUREX EXCHANGE
N/A
Euro Bund Future, Aug. 2023
N/A
Euro Bund Future, Aug. 2023
N/A
-14
NC
0
0.000000000000
DIR
CORP
DE
DE
Short
Euro Bund
Euro Bund
2023-07-21
-10294.93
EUR
1000
132.000000000000
EUR
2023-07-21
XXXX
3857.22
N
N
N
EUREX EXCHANGE
N/A
FUTURE - PHYSICALLY DELIVERED
N/A
13
NC
533.96
0.0000498357
N/A
DIR
CORP
DE
N
1
EUREX EXCHANGE
N/A
Long
Euro Bund
Euro Bund
2023-09-11
1893965.9
EUR
533.96
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
FUTURE - CASH SETTLED
N/A
99
NC
-268428.25
-0.0250530216
N/A
DIR
CORP
GB
N
1
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
Long
3 Month SONIA Index
SFIBF
2024-03-20
28930306.31
GBP
-268428.25
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - CASH SETTLED
N/A
141
NC
USD
-336233.6
-0.0313814498
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
3 Month SOFR Index
SFRBF
2024-06-20
33783196.1
USD
-336233.6
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - CASH SETTLED
N/A
-101
NC
USD
146012.9
0.0136277174
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
3 Month SOFR Index
SFRBF
2023-12-20
-24032512.9
USD
146012.9
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - CASH SETTLED
N/A
-356
NC
USD
783208.91
0.0730986762
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
3 Month SOFR Index
SFRBF
2024-03-20
-85012808.91
USD
783208.91
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-49
NC
USD
-22662.5
-0.0021151429
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-49
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-30709.6
USD
2500
95.000000000000
USD
2023-12-15
XXXX
8047.1
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-3
NC
USD
-731.25
-0.0000682492
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-3
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-3412.5
USD
2500
95.750000000000
USD
2023-12-15
XXXX
2681.25
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-89
NC
USD
-7231.25
-0.0006749091
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-89
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-33375
USD
2500
97.250000000000
USD
2023-12-15
XXXX
26143.75
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
307
NC
USD
23025
0.0021489758
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
307
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
3 Month SOFR Index
SFRBF
2023-12-15
103612.5
USD
2500
97.380000000000
USD
2023-12-15
XXXX
-80587.5
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-151
NC
USD
-6606.25
-0.0006165764
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-151
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-27368.75
USD
2500
98.130000000000
USD
2023-12-15
XXXX
20762.5
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-462
NC
USD
-20212.5
-0.0018864788
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-462
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-75075
USD
2500
98.250000000000
USD
2023-12-15
XXXX
54862.5
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-120
NC
USD
-36750
-0.0034299614
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-120
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-104185.5
USD
2500
95.500000000000
USD
2023-12-15
XXXX
67435.5
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
-367
NC
USD
-889975
-0.0830633992
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
SNZ2OJLFK8MNNCLQOF39
3 Month SOFR Index Future, Dec. 2023
N/A
-367
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
3 Month SOFR Index
SFRBF
2023-12-15
-350466.8
USD
2500
95.500000000000
USD
2023-12-15
XXXX
-539508.2
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - CASH SETTLED
N/A
303
NC
USD
-352492.24
-0.0328989058
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
3 Month SOFR Index
SFRBF
2025-03-19
73053554.74
USD
-352492.24
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FUTURE - CASH SETTLED
N/A
-22
NC
USD
3528.8
0.0003293510
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
3 Month SOFR Index
SFRBF
2026-03-18
-5312953.8
USD
3528.8
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-24
NC
USD
-12720
-0.0011871866
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Seagen Inc.
Seagen Inc.
100
190.000000000000
USD
2023-07-21
XXXX
12560.82
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-18
NC
USD
-14220
-0.0013271851
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Seagen Inc.
Seagen Inc.
100
190.000000000000
USD
2023-08-18
XXXX
6022.86
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-83
NC
USD
-36105
-0.0033697621
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Written
Seagen Inc.
Seagen Inc.
100
145.000000000000
USD
2024-06-21
XXXX
-6868.23
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
83
NC
USD
127820
0.0119297325
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Seagen Inc.
Seagen Inc.
100
190.000000000000
USD
2024-06-21
XXXX
32209.36
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
54
NC
USD
4104
0.0003830357
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Purchased
SoFi Technologies, Inc.
SoFi Technologies, Inc.
100
10.000000000000
USD
2023-10-20
XXXX
202.55
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-118
NC
USD
-16992
-0.0015859022
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Teck Resources Limited
Teck Resources Limited
100
42.000000000000
USD
2023-07-21
XXXX
28994.06
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-58
NC
USD
-5742
-0.0005359140
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Teck Resources Limited
Teck Resources Limited
100
43.000000000000
USD
2023-07-21
XXXX
10634.9
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
-217
NC
USD
-138337.5
-0.0129113548
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Call
Written
Teck Resources Limited
Teck Resources Limited
100
37.000000000000
USD
2023-09-15
XXXX
-38363.35
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
118
NC
USD
2124
0.0001982378
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Teck Resources Limited
Teck Resources Limited
100
38.000000000000
USD
2023-07-21
XXXX
-9689.84
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
246
NC
USD
2952
0.0002755169
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Teck Resources Limited
Teck Resources Limited
100
37.000000000000
USD
2023-07-21
XXXX
-18788.96
N
N
N
NYSE AMERICAN
N/A
OPTION
N/A
217
NC
USD
6944
0.0006480994
N/A
DE
CORP
US
N
1
NYSE AMERICAN
N/A
Put
Purchased
Teck Resources Limited
Teck Resources Limited
100
33.000000000000
USD
2023-09-15
XXXX
-7223.04
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-120
NC
USD
-7500
-0.0006999921
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 2 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 2 Year Note Future, Sep. 2023
N/A
-120
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 2 Year Note
United States 2 Year Note
2023-07-21
-45964.35
USD
2000
102.500000000000
USD
2023-07-21
XXXX
38464.35
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-30
NC
USD
-937.5
-0.0000874990
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 2 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 2 Year Note Future, Sep. 2023
N/A
-30
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 2 Year Note
United States 2 Year Note
2023-07-21
-11901.24
USD
2000
102.750000000000
USD
2023-07-21
XXXX
10963.74
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-15
NC
USD
-2109.39
-0.0001968742
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 2 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 2 Year Note Future, Sep. 2023
N/A
-15
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 2 Year Note
United States 2 Year Note
2023-07-21
-6067.8
USD
2000
102.250000000000
USD
2023-07-21
XXXX
3958.41
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
181
NC
USD
-380411.62
-0.0355046853
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States 2 Year Note
United States 2 Year Note
2023-10-04
37185630.37
USD
-380411.62
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
41
NC
USD
3203.13
0.0002989554
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
41
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 10 Year Note
United States 10 Year Note
2023-07-21
19289.68
USD
1000
115.000000000000
USD
2023-07-21
XXXX
-16086.55
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-113
NC
USD
-12359.38
-0.0011535292
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
-113
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note
United States 10 Year Note
2023-07-21
-48773.26
USD
1000
114.500000000000
USD
2023-07-21
XXXX
36413.88
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
71
NC
USD
18859.38
0.0017601890
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
71
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 10 Year Note
United States 10 Year Note
2023-07-21
52169.71
USD
1000
113.500000000000
USD
2023-07-21
XXXX
-33310.33
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-84
NC
USD
-14437.5
-0.0013474848
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
-84
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note
United States 10 Year Note
2023-07-21
-38995.31
USD
1000
114.000000000000
USD
2023-07-21
XXXX
24557.81
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
19
NC
USD
6234.38
0.0005818689
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
19
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 10 Year Note
United States 10 Year Note
2023-07-21
13111
USD
1000
113.250000000000
USD
2023-07-21
XXXX
-6876.62
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-44
NC
USD
-9625
-0.0008983232
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
-44
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note
United States 10 Year Note
2023-07-21
-25017.64
USD
1000
113.750000000000
USD
2023-07-21
XXXX
15392.64
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-12
NC
USD
-5812.5
-0.0005424939
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
-12
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note
United States 10 Year Note
2023-07-21
-6166.74
USD
1000
112.750000000000
USD
2023-07-21
XXXX
354.24
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-8
NC
USD
-3250
-0.0003033299
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
-8
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note
United States 10 Year Note
2023-07-21
-3611.16
USD
1000
113.000000000000
USD
2023-07-21
XXXX
361.16
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-16
NC
USD
-18250
-0.0017033142
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Future, Sep. 2023
N/A
-16
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States 10 Year Note
United States 10 Year Note
2023-07-21
-11534.82
USD
1000
113.000000000000
USD
2023-07-21
XXXX
-6715.18
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
-483
NC
USD
496897.65
0.0463765925
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
United States 10 Year Note
United States 10 Year Note
2023-09-29
-54721194.53
USD
496897.65
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
11
NC
USD
8593.75
0.0008020743
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States 10 Year Note Weekly Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States 10 Year Note Weekly Future, Sep. 2023
N/A
11
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States 10 Year Note Weekly
United States 10 Year Note Weekly
2023-07-05
4315.91
USD
1000
113.000000000000
USD
2023-07-05
XXXX
4277.84
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
4
NC
USD
7750
0.0007233252
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EUR/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
EUR/USD Spot Rate Future, Sep. 2023
N/A
4
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
EUR/USD Spot Rate
EUR/USD Spot Rate
2023-07-07
3910
USD
125000
1.080000000000
USD
2023-07-07
XXXX
3840
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
OPTION
N/A
8
NC
USD
11000
0.0010266551
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EUR/USD Spot Rate Future, Sep. 2023
SNZ2OJLFK8MNNCLQOF39
EUR/USD Spot Rate Future, Sep. 2023
N/A
8
NC
USD
0
0.000000000000
DFE
CORP
US
US
Long
EUR/USD Spot Rate
EUR/USD Spot Rate
2023-07-07
6570
USD
125000
1.080000000000
USD
2023-07-07
XXXX
4430
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
98
NC
USD
3136
0.0002926900
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Call
Purchased
Elance, Inc.
Elance, Inc.
100
12.500000000000
USD
2023-10-20
XXXX
-683.85
N
N
N
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
OPTION
N/A
-43
NC
USD
-1505
-0.0001404651
N/A
DE
CORP
US
N
1
PHILADELPHIA STOCK EXCHANGE OPTIONS
N/A
Put
Written
Elance, Inc.
Elance, Inc.
100
7.500000000000
USD
2023-10-20
XXXX
430.45
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
OPTION
N/A
-610000
NC
USD
-6643.16
-0.0006200213
N/A
DFE
CORP
BR
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Put
Written
USD/BRL Spot Rate
USD/BRL Spot Rate
0.01
4.800000000000
USD
2023-07-20
XXXX
345
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
OPTION
N/A
608000
NC
USD
3267.86
0.0003049968
N/A
DFE
CORP
IN
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Put
Purchased
USD/INR Spot Rate
USD/INR Spot Rate
0.01
82.000000000000
USD
2023-09-16
XXXX
-1037.11
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
OPTION
N/A
608000
NC
USD
5254.66
0.0004904294
N/A
DFE
CORP
IN
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Put
Purchased
USD/INR Spot Rate
USD/INR Spot Rate
0.01
82.000000000000
USD
2023-12-19
XXXX
-929.98
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
OPTION
N/A
-590000
NC
USD
-23891.01
-0.0022298025
N/A
DFE
CORP
MX
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Put
Written
USD/MXN Spot Rate
USD/MXN Spot Rate
0.01
17.930000000000
USD
2023-08-23
XXXX
-16479.43
N
N
N
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
OPTION
N/A
-590000
NC
USD
-19918.99
-0.0018590848
N/A
DFE
CORP
MX
N
2
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Put
Written
USD/MXN Spot Rate
USD/MXN Spot Rate
0.01
17.760000000000
USD
2023-08-24
XXXX
-12479.09
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-63
NC
USD
-17718.75
-0.0016537314
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
-63
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States Long Bond
United States Long Bond
2023-07-21
-40469.14
USD
1000
130.000000000000
USD
2023-07-21
XXXX
22750.39
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-28
NC
USD
-13125
-0.0012249862
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
-28
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States Long Bond
United States Long Bond
2023-07-21
-24357.82
USD
1000
129.000000000000
USD
2023-07-21
XXXX
11232.82
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
28
NC
USD
21437.5
0.0020008108
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
28
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States Long Bond
United States Long Bond
2023-07-21
39360.94
USD
1000
128.000000000000
USD
2023-07-21
XXXX
-17923.44
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
54
NC
USD
32906.25
0.0030712155
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
54
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States Long Bond
United States Long Bond
2023-07-21
41093.42
USD
1000
128.500000000000
USD
2023-07-21
XXXX
-8187.17
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
4
NC
USD
5812.5
0.0005424939
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Purchased
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
4
NC
USD
0
0.000000000000
DIR
CORP
US
US
Long
United States Long Bond
United States Long Bond
2023-07-21
4694.42
USD
1000
126.500000000000
USD
2023-07-21
XXXX
1118.08
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-4
NC
USD
-4750
-0.0004433283
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
-4
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States Long Bond
United States Long Bond
2023-07-21
-3993.08
USD
1000
127.000000000000
USD
2023-07-21
XXXX
-756.92
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-19
NC
USD
-24343.75
-0.0022720578
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
-19
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States Long Bond
United States Long Bond
2023-07-21
-20826.51
USD
1000
127.000000000000
USD
2023-07-21
XXXX
-3517.24
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
364
NC
USD
-88797.18
-0.0082876436
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Long Bond
United States Long Bond
2023-09-29
46282672.18
USD
-88797.18
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
OPTION
N/A
-8
NC
USD
-8125
-0.0007583248
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
549300EX04Q2QBFQTQ27
United States Long Bond Future, Sep. 2023
N/A
-8
NC
USD
0
0.000000000000
DIR
CORP
US
US
Short
United States Long Bond
United States Long Bond
2023-08-25
-8236.16
USD
1000
130.000000000000
USD
2023-08-25
XXXX
111.16
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
OPTION
N/A
-740000
NC
USD
-3811.42
-0.0003557285
N/A
DFE
CORP
ZA
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Put
Written
USD/ZAR Spot Rate
USD/ZAR Spot Rate
0.01
18.210000000000
USD
2023-08-09
XXXX
8138.84
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
-288
NC
USD
284518.46
0.0265547576
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
United States 10 Year Ultra Bond
United States 10 Year Ultra Bond
2023-09-29
-34394518.46
USD
284518.46
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
TOTAL RETURN SWAP
N/A
22643
PA
USD
22620.36
0.0021112099
N/A
DE
CORP
US
N
3
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
Bristol-Myers Squibb Company
Bristol-Myers Squibb Company
Y
Total Return
2024-01-02
0.000000000000
USD
0.000000000000
USD
22.64
USD
22620.36
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
TOTAL RETURN SWAP
N/A
2308
PA
USD
-2146.44
-0.0002003321
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
Brookfield Property Preferred LP
Brookfield Property Preferred LP
Y
Total Return
2023-08-02
0.000000000000
USD
0.000000000000
USD
38151.24
USD
-1312.61
N
N
N
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
TOTAL RETURN SWAP
N/A
1534.45
PA
USD
-11107.23
-0.0010366631
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
8NAV47T0Y26Q87Y0QP81
Capri Listco
Capri Listco
Y
Total Return
2024-02-10
0.000000000000
USD
0.000000000000
USD
12917.88
USD
-11130.16
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
7
NC
USD
7425.39
0.0006930286
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Ultra Bond
United States Ultra Bond
2023-09-29
946105.86
USD
7425.39
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
-13168
PA
USD
59760.63
0.0055775961
N/A
DE
CORP
DK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Novozymes A/S
Novozymes A/S
Y
Total Return
2024-02-22
0.000000000000
USD
0.000000000000
USD
-673244.5
USD
60729.54
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
8591
PA
USD
-31164.44
-0.0029086484
N/A
DE
CORP
DK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Chr. Hansen Holding A/S
Chr. Hansen Holding A/S
Y
Total Return
2024-02-22
0.000000000000
USD
0.000000000000
USD
627441.66
USD
-32251.48
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
45236
PA
USD
28701.27
0.0026787551
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Dechra Pharmaceuticals PLC
Dechra Pharmaceuticals PLC
Y
Total Return
2024-04-26
0.000000000000
USD
0.000000000000
USD
2088899.66
USD
25153.05
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
4270
PA
USD
-1204.3
-0.0001124001
N/A
DE
CORP
NL
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Majorel Group Luxembourg S.A.
Majorel Group Luxembourg S.A.
Y
Total Return
2024-07-24
0.000000000000
USD
0.000000000000
USD
134464.16
USD
1824.97
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
31222
PA
USD
-50054.85
-0.0046717335
N/A
DE
CORP
AU
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Newcrest Mining Limited
Newcrest Mining Limited
Y
Total Return
2024-04-28
0.000000000000
USD
0.000000000000
USD
599553.4
USD
-51093.58
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
377282
PA
USD
31772.25
0.0029653767
N/A
DE
CORP
AU
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Origin Energy Limited
Origin Energy Limited
Y
Total Return
2023-09-17
0.000000000000
USD
0.000000000000
USD
2081887.53
USD
28165.38
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
1906
PA
USD
-47.63
-0.0000044454
N/A
DE
CORP
DK
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
SimCorp A/S
SimCorp A/S
Y
Total Return
2024-06-28
0.000000000000
USD
0.000000000000
USD
202002.34
USD
-47.63
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
11772
PA
USD
10008.39
0.0009341059
N/A
DE
CORP
BB
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Telenet Group Holding
Telenet Group Holding
Y
Total Return
2024-05-18
0.000000000000
USD
0.000000000000
USD
254868.67
USD
9566.83
N
N
N
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
TOTAL RETURN SWAP
N/A
1766
PA
USD
41236.1
0.0038486594
N/A
DE
CORP
US
N
2
GOLDMAN SACHS
FOR8UP27PHTHYVLBNG30
Willis Towers Watson Public Limited Company
Willis Towers Watson Public Limited Company
Y
Total Return
2024-05-16
0.000000000000
USD
0.000000000000
USD
374656.9
USD
42070.45
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
TOTAL RETURN SWAP
N/A
26727
PA
USD
-121487.27
-0.0113386844
N/A
DE
CORP
GB
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
EMIS Group PLC
EMIS Group PLC
Y
Total Return
2023-09-19
0.000000000000
USD
0.000000000000
USD
586511.28
USD
-115729.38
N
N
N
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
TOTAL RETURN SWAP
N/A
1084
PA
USD
-187.31
-0.0000174821
N/A
DE
CORP
NL
N
2
JP MORGAN CHASE & CO
ZBUT11V806EZRVTWT807
Majorel Group Luxembourg S.A.
Majorel Group Luxembourg S.A.
Y
Total Return
2024-06-23
0.000000000000
USD
0.000000000000
USD
34017.21
USD
257.74
N
N
N
2023-08-25
JNL Series Trust
Andrew Tedeschi
Andrew Tedeschi
Principal Financial Officer