NPORT-P
false
0000355916
XXXXXXXX
S000002887
C000007940
C000007938
C000007939
BlackRock Variable Series Funds, Inc.
811-03290
0000355916
5493007IJN5JRPJ1DF61
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Global Allocation V.I. Fund
S000002887
3CU9FRQHZNVN4LV55I64
2022-12-31
2022-03-31
N
7055148828.30
140740883.86
6914407944.44
0.00000000
38047192.99000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
21327711.59000000
AUD
BRL
CAD
CHF
CNY
CNY
DKK
EUR
GBP
HKD
IDR
INR
JPY
KRW
MXN
NOK
NZD
PLN
SAR
SEK
SGD
THB
TRY
TWD
USD
ZAR
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
7130.00000000
NS
USD
652537.60000000
0.009437360439
Long
EC
CORP
US
N
1
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
444000.00000000
PA
USD
108780.00000000
0.001573236651
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Invesco QQQ Trust 1
N/A
108.00000000
NC
USD
270.00000000
0.000003904889
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco QQQ Trust 1
Invesco QQQ Trust, Series 1
100.00000000
315.00000000
USD
2022-03-31
XXXX
-54812.38000000
N
N
N
Li & Fung Ltd.
254900B5ACVOJC6VNM71
Li & Fung Ltd.
N/A
220000.00000000
PA
USD
211103.75000000
0.003053099436
Long
DBT
CORP
BM
N
2
2025-08-18
Fixed
4.50000000
N
N
N
N
N
N
Green Plains, Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
42393.00000000
NS
USD
1314606.93000000
0.019012574041
Long
EC
CORP
US
N
1
N
N
Boparan Finance plc
213800GQSQIOBR3DHN70
Boparan Finance plc
N/A
3326000.00000000
PA
3524852.03000000
0.050978363705
Long
DBT
CORP
GB
N
2
2025-11-30
Fixed
7.62500000
N
N
N
N
N
N
Oryx Funding Ltd.
549300S728CF0BBRC295
Oryx Funding Ltd.
67114NAA9
200000.00000000
PA
USD
200000.00000000
0.002892510849
Long
DBT
CORP
KY
N
2
2031-02-03
Fixed
5.80000000
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MTA5
1527.00000000
NC
USD
472606.50000000
0.006835097144
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
410.00000000
USD
2022-05-20
XXXX
-1215078.41000000
N
N
N
Carrols Restaurant Group, Inc.
529900HZEMNWQSAKFJ98
Carrols Restaurant Group, Inc.
14574XAF1
445000.00000000
PA
USD
362675.00000000
0.005245206862
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB, Class B
N/A
44685.00000000
NS
728631.89000000
0.010537878237
Long
EC
CORP
SE
N
2
N
N
N
Inkia Energy Ltd.
N/A
Inkia Energy Ltd.
N/A
290000.00000000
PA
USD
278998.13000000
0.004035025590
Long
DBT
CORP
BM
N
2
2027-11-09
Fixed
5.87500000
N
N
N
N
N
N
Oafit
N/A
Oafit
N/A
2945000.00000000
PA
2203743.50000000
0.031871759920
Long
DBT
CORP
AU
N
2
2026-03-28
Fixed
0.00001000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
1351000.00000000
PA
USD
1369223.48000000
0.019802468859
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
13000.00000000
PA
USD
12967.50000000
0.000187543172
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
LogMeIn, Inc.
549300D12V5KRBV00592
LogMeIn, Inc.
541056AA5
675000.00000000
PA
USD
630018.00000000
0.009111669503
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Genius Sports Ltd.
N/A
44923.00000000
NS
USD
47169.15000000
0.000682186390
N/A
DE
GG
N
1
Genius Sports Ltd.
N/A
Call
Purchased
Genius Sports Ltd.
Genius Sports Ltd.
1.00000000
11.50000000
USD
2028-12-31
XXXX
-59596.77000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-INV7, Class A3A
46654CAH8
8568200.42000000
PA
USD
8151537.40000000
0.117892051864
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.49999840
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-DA, Class C
63942CAC6
2477000.00000000
PA
USD
2317608.27000000
0.033518535334
Long
ABS-O
CORP
US
N
2
2060-04-15
Fixed
3.48000000
N
N
N
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class E
05601PAN6
1535000.00000000
PA
USD
1489702.61000000
0.021544904812
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
2.49699960
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077M108
11489.00000000
NS
1187544.36000000
0.017174924730
Long
EC
CORP
CA
N
1
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
721.00000000
NS
892744.10000000
0.012911359977
Long
EC
CORP
CH
N
2
N
N
N
REI Agro Ltd.
N/A
REI Agro Ltd.
74948PAA2
5549000.00000000
PA
USD
46560.16000000
0.000673378839
Long
DBT
CORP
IN
N
2
2014-11-13
Fixed
5.50000000
Y
N
N
N
N
REI Agro Ltd.
REI Agro Ltd.
USD
XXXX
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
178000.00000000
PA
USD
166697.00000000
0.002410864405
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Rocket Lab USA, Inc.
N/A
Rocket Lab USA, Inc.
773122106
150154.00000000
NS
USD
1208739.70000000
0.017481463484
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
8536.00000000
NS
USD
706183.28000000
0.010213213997
Long
EC
CORP
US
N
1
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust, Series 2021-A, Class D
64035DAG1
2000000.00000000
PA
USD
1884870.20000000
0.027260037520
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.93000000
N
N
N
N
N
N
Nanyang Commercial Bank Ltd.
SC4P6WZO702RYEIU7J93
Nanyang Commercial Bank Ltd.
N/A
700000.00000000
PA
USD
689850.00000000
0.009976993049
Long
DBT
CORP
HK
N
2
2029-11-20
Variable
3.80000160
N
N
N
N
N
N
Babilou Family
N/A
Babilou Family, Facility Term Loan
C2921UAB8
9198000.00000000
PA
10124411.09000000
0.146424844633
Long
LON
CORP
FR
N
2
2027-11-17
Variable
4.00000000
N
N
N
N
N
N
ITT Holdings LLC
N/A
ITT Holdings LLC, Term Loan
45070BAG0
726175.44000000
PA
USD
715282.81000000
0.010344816443
Long
LON
CORP
US
N
2
2028-07-10
Variable
3.25000000
N
N
N
N
N
N
Pacific Gas & Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JQ1
985286.00000000
PA
USD
897038.62000000
0.012973469705
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2021-1A, Class D
68269MAE4
390000.00000000
PA
USD
344822.60000000
0.004987015558
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
2.47000000
N
N
N
N
N
N
KraneShares Bosera MSCI China A 50 Connect Index ETF
N/A
KraneShares Bosera MSCI China A 50 Connect Index ETF
500767405
50931.00000000
NS
USD
1866111.84000000
0.026988743721
Long
RF
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5751938.02000000
-0.08318771565
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
201769381.75000000
USD
23815748090.00000000
JPY
2022-06-16
-5751938.02000000
N
N
N
Oil India Ltd.
335800XXEP14XISP1A16
Oil India Ltd.
N/A
370000.00000000
PA
USD
386719.38000000
0.005592950012
Long
DBT
NUSS
IN
N
2
2029-02-04
Fixed
5.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-INV7, Class A4A
46654CAL9
3016540.00000000
PA
USD
2511915.99000000
0.036328721275
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.49999840
N
N
N
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
N/A
200000.00000000
PA
USD
40000.00000000
0.000578502169
Long
DBT
CORP
KY
N
2
2028-01-13
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Twilio, Inc.
00P8ZZQW3
-152.00000000
NC
USD
-1441720.00000000
-0.02085095371
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Twilio, Inc.
Twilio, Inc.
100.00000000
260.00000000
USD
2022-04-14
XXXX
-1141736.54000000
N
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
98269.00000000
NS
USD
2773151.18000000
0.040106849382
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
55500.00000000
NS
707923.09000000
0.010238376093
Long
EC
CORP
JP
N
2
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
1268.00000000
NS
USD
101313.20000000
0.001465247651
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BNP Paribas SA
N/A
631.00000000
NC
5584.35000000
0.000080763964
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Purchased
BNP Paribas SA
BNP Paribas SA
100.00000000
68.00000000
EUR
2022-04-14
XXXX
-159094.49000000
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
662000.00000000
PA
USD
659272.56000000
0.009534765164
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Wuhan Raycus Fiber Laser Technologies Co. Ltd.
N/A
Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A
N/A
166700.00000000
NS
1019634.28000000
0.014746516089
Long
EC
CORP
CN
N
2
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
37612.00000000
NS
USD
6185669.52000000
0.089460581002
Long
EC
CORP
US
N
1
N
N
N
Mirion Technologies, Inc.
549300BNTOWVWFNVTJ65
Mirion Technologies, Inc.
60471A101
78941.00000000
NS
USD
637053.87000000
0.009213426154
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EUR Currency
N/A
119261780.00000000
PA
2872991.70000000
0.041550798319
N/A
DFE
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Put
Purchased
N/A
EUR Currency
1.00000000
1.13000000
EUR
2022-04-13
XXXX
1988099.10000000
N
N
N
N/A
N/A
PROOF Acquisition Corp. I
N/A
77370.00000000
NS
USD
16247.70000000
0.000234983242
N/A
DE
US
N
3
PROOF Acquisition Corp. I
N/A
Call
Purchased
PROOF Acquisition Corp. I
PROOF Acquisition Corp. I
1.00000000
1.00000000
USD
2026-10-01
XXXX
-61122.30000000
N
N
N
Federal Home Loan Mortgage Corp.
N/A
Federal Home Loan Mortgage Corp. STACR REMIC Trust Variable Rate Notes, Series 2021-HQA1, Class B1
35564KCN7
1359059.00000000
PA
USD
1183390.57000000
0.017114850317
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
3.09899880
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
103175.00000000
NS
USD
9312575.50000000
0.134683628371
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
330936823.00000000
PA
USD
-7346429.37000000
-0.10624813330
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-03-18
0.00000000
USD
0.00000000
USD
330936823.00000000
USD
-7346429.37000000
N
N
N
N/A
N/A
Invesco QQQ Trust 1
N/A
1455.00000000
NC
USD
1247662.50000000
0.018044386591
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust 1
Invesco QQQ Trust, Series 1
100.00000000
360.00000000
USD
2022-04-14
XXXX
542952.04000000
N
N
N
N/A
N/A
ETRS
N/A
86000.00000000
PA
USD
-173640.47000000
-0.00251128471
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Snap, Inc.
Snap, Inc.
Y
2022-06-17
0.00000000
USD
0.00000000
USD
86000.00000000
USD
-173640.47000000
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B1
35564KDX4
798000.00000000
PA
USD
743034.72000000
0.010746179947
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
3.49899840
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1
3137FMUR1
19580658.40000000
PA
USD
893567.26000000
0.012923264973
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
0.80195040
N
N
N
N
N
N
Herens Midco SARL
222100BJH5XPZD1JHF79
Herens Midco SARL
N/A
3427000.00000000
PA
3236857.20000000
0.046813222853
Long
DBT
CORP
LU
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Trestles CLO III Ltd.
N/A
Trestles CLO III Ltd., Series 2020-3A, Class A1
89532TAA4
870282.00000000
PA
USD
866447.45000000
0.012531043250
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.58400000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626P304
17986.00000000
NS
810279.98000000
0.011718718168
Long
EC
CORP
CA
N
1
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
42394.00000000
NS
USD
3501320.46000000
0.050638037097
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
508000.00000000
PA
USD
475615.00000000
0.006878607739
Long
DBT
CORP
IL
N
2
2031-01-29
Variable
3.27499920
N
N
N
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
188970.00000000
NS
USD
34713789.00000000
0.502050056620
Long
EC
CORP
US
N
1
N
N
N
Pakistan Water & Power Development Authority
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
N/A
523000.00000000
PA
USD
338700.03000000
0.004898467558
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Xerox Holdings Corp.
00C90CPD7
209.00000000
NC
USD
4180.00000000
0.000060453476
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Xerox Holdings Corp.
Xerox Corp.
100.00000000
30.00000000
USD
2022-04-14
XXXX
789.74000000
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
197.00000000
NS
USD
547925.95000000
0.007924408776
Long
EC
CORP
US
N
1
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-E, Class A2
009740AB7
934603.00000000
PA
USD
850318.63000000
0.012297779315
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
2.69300160
N
N
N
N
N
N
Experian plc
635400RXXHHYT1JTSZ26
Experian plc
N/A
3528.00000000
NS
135918.41000000
0.001965727378
Long
EC
CORP
JE
N
2
N
N
N
N/A
N/A
Hippo Holdings, Inc.
433539111
36207.00000000
NS
USD
12314.00000000
0.000178091893
N/A
DE
US
N
1
Hippo Holdings, Inc.
N/A
Call
Purchased
Hippo Holdings, Inc.
Hippo Holdings, Inc.
1.00000000
11.50000000
USD
2026-08-02
XXXX
12314.00000000
N
N
N
N/A
N/A
EUR Currency
N/A
-119261780.00000000
PA
-765018.05000000
-0.01106411505
N/A
DFE
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Put
Written
N/A
EUR Currency
1.00000000
1.10500000
EUR
2022-04-13
XXXX
-500639.36000000
N
N
N
Neon Payments Ltd.
N/A
Neon Payments Ltd.
N/A
13839.00000000
NS
USD
8426567.10000000
0.121869683821
Long
EC
CORP
US
N
3
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
120946.00000000
NS
USD
18011278.32000000
0.260489089806
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
23578.00000000
NS
USD
5608263.08000000
0.081109809040
Long
EC
CORP
US
N
1
N
N
N
Haier Smart Home Co. Ltd.
3003002BYTNGNJTWSH07
Haier Smart Home Co. Ltd., Class H
N/A
69800.00000000
NS
223184.25000000
0.003227814323
Long
EC
CORP
CN
N
2
N
N
N
Atento Luxco 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
89000.00000000
PA
USD
89990.13000000
0.001301487137
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
Signal Parent, Inc.
N/A
Signal Parent, Inc., Term Loan
82666KAB4
2988012.86000000
PA
USD
2653743.86000000
0.038379914539
Long
LON
CORP
US
N
2
2028-04-03
Variable
4.25000000
N
N
N
N
N
N
COSCO SHIPPING Holdings Co. Ltd.
3003009XI0QGYYA29S17
COSCO SHIPPING Holdings Co. Ltd., Class H
N/A
247600.00000000
NS
425710.43000000
0.006156860188
Long
EC
CORP
CN
N
2
N
N
N
Frontier Communications Holdings LLC
549300ZCZ76HYCS0H445
Frontier Communications Holdings LLC, Term Loan B
35906EAQ3
2436871.58000000
PA
USD
2396248.93000000
0.034655880145
Long
LON
CORP
US
N
2
2028-05-01
Variable
4.81250000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
361897.00000000
NS
USD
36747021.38000000
0.531455790217
Long
EC
CORP
US
N
1
N
N
N
Knowlton Development Corp., Inc.
N/A
Knowlton Development Corp., Inc., Term Loan
C4953EAF2
8127857.52000000
PA
8901527.97000000
0.128738831170
Long
LON
CORP
CA
N
2
2025-12-22
Variable
5.00000000
N
N
N
N
N
N
iShares Trust
549300S7IVD88MPK0066
iShares Nasdaq Biotechnology ETF
464287556
5951.00000000
NS
USD
775415.30000000
0.011214485842
Long
RF
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
479.00000000
NS
USD
55396.35000000
0.000801172717
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Euro-BTP
N/A
209.00000000
NC
-1399860.79000000
-0.02024556261
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
EUR Currency
2022-06-08
28906790.00000000
EUR
-1399860.79000000
N
N
N
Texas Capital Bank NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88225GAA6
3692000.00000000
PA
USD
3632042.36000000
0.052528609668
Long
DBT
CORP
US
N
2
2024-09-30
Floating
5.50599840
N
N
N
N
N
N
BYD Electronic International Co. Ltd.
5299001O3LAFGRPZ3Y63
BYD Electronic International Co. Ltd.
N/A
107000.00000000
NS
212036.33000000
0.003066586925
Long
EC
CORP
HK
N
2
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
54436.00000000
NS
USD
12361326.88000000
0.178776360598
Long
EC
CORP
US
N
1
N
N
N
Vaco Holdings LLC
N/A
Vaco Holdings LLC, Term Loan
91865FAJ8
1263000.00000000
PA
USD
1252479.21000000
0.018114048521
Long
LON
CORP
US
N
2
2029-01-21
Variable
5.75000000
N
N
N
N
N
N
Banco Latinoamericano de Comercio Exterior SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
200000.00000000
PA
USD
192750.00000000
0.002787657331
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DF6
105000.00000000
PA
USD
99047.81000000
0.001432484325
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Luxembourg Life Fund - Long Term Growth Fund
N/A
Luxembourg Life Fund - Long Term Growth Fund, Term Loan
N/A
5581000.00000000
PA
USD
5567047.50000000
0.080513726478
Long
LON
CORP
US
N
3
2038-01-01
Variable
9.38000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
40100.00000000
NS
1792857.06000000
0.025929292491
Long
EC
CORP
JP
N
2
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-21M, Class E
05609CAN7
4203000.00000000
PA
USD
4053988.10000000
0.058631022823
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.56799880
N
N
N
N
N
N
N/A
N/A
EUR Currency
N/A
-54767266.00000000
PA
-1983.12000000
-0.00002868098
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Written
N/A
EUR Currency
1.00000000
1.05250000
EUR
2022-04-08
XXXX
202277.76000000
N
N
N
Madison Park Funding XXV Ltd.
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R
55820RAL6
288000.00000000
PA
USD
286236.29000000
0.004139707872
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
1.90770840
N
N
N
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
1212.00000000
NS
USD
91324.20000000
0.001320781196
Long
EC
CORP
US
N
1
N
N
N
Caresyntax, Inc.
N/A
Caresyntax, Inc., Class C-2
N/A
11234.00000000
NS
USD
1268880.30000000
0.018351250174
Long
EC
CORP
US
N
3
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
N/A
425.00000000
NS
43237.08000000
0.000625318615
Long
EC
CORP
SE
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
427000.00000000
PA
USD
388997.00000000
0.005625890215
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
DaFa Properties Group Ltd.
549300FG5PBBG2FX4L24
DaFa Properties Group Ltd.
N/A
413000.00000000
PA
USD
28910.00000000
0.000418112443
Long
DBT
CORP
KY
N
2
2022-06-30
Fixed
12.50000000
N
N
N
N
N
N
Joseph T Ryerson & Son, Inc.
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son, Inc.
48088LAB3
204000.00000000
PA
USD
220830.00000000
0.003193765854
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
1144.00000000
NS
USD
74154.08000000
0.001072457404
Long
EC
CORP
US
N
1
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087K94
47141000.00000000
PA
35431449.36000000
0.512429258509
Long
DBT
NUSS
CA
N
2
2025-09-01
Fixed
0.50000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class C
68377GAC0
210000.00000000
PA
USD
204296.40000000
0.002954647767
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
3.65000000
N
N
N
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
762.00000000
NS
USD
101483.16000000
0.001467705706
Long
EC
CORP
US
N
1
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB, Class B
N/A
2658.00000000
NS
69310.21000000
0.001002402672
Long
EC
CORP
SE
N
2
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAJ7
878000.00000000
PA
USD
813291.40000000
0.011762270993
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
3047000.00000000
PA
USD
3044425.29000000
0.044030165915
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd.
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd., Class H
N/A
2974000.00000000
NS
1823217.77000000
0.026368385907
Long
EC
CORP
CN
N
2
N
N
N
Benefit Street Partners CLO II Ltd.
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A2R2
08179XBA2
610412.00000000
PA
USD
605919.00000000
0.008763136408
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.69129080
N
N
N
N
N
N
CIFI Holdings Group Co. Ltd.
549300WGKSV867C0JF48
CIFI Holdings Group Co. Ltd.
N/A
245000.00000000
PA
USD
215600.00000000
0.003118126696
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
N
N
N
N
N
N
Krafton, Inc.
988400CE024EWSCICK17
Krafton, Inc.
N/A
594.00000000
NS
133820.93000000
0.001935392459
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
Mastercard, Inc.
00C8ZTLQ9
105.00000000
NC
USD
33127.50000000
0.000479108265
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Mastercard, Inc.
Mastercard, Inc.
100.00000000
370.00000000
USD
2022-04-14
XXXX
-90480.74000000
N
N
N
Taboola.com, Ltd.
N/A
Taboola.com, Ltd.
N/A
196484.00000000
NS
USD
1013857.44000000
0.014662968227
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
-165.00000000
NC
USD
-165.00000000
-0.00000238632
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
182.00000000
USD
2022-03-31
XXXX
4573.91000000
N
N
N
Sprott Private Resource Streaming & Royalty US LP
N/A
Sprott Private Resource Streaming & Royalty US LP
N/A
7219518.00000000
NS
USD
9653217.52000000
0.139610182065
Long
EC
CORP
CA
N
3
N
N
N
SambaNova Systems, Inc., Series C
N/A
SambaNova Systems, Inc., Series C
N/A
75709.00000000
NS
USD
7631467.20000000
0.110370508383
Long
EC
CORP
US
Y
3
N
N
N
JiuGui Liquor Co. Ltd.
N/A
JiuGui Liquor Co. Ltd., Class A
N/A
12400.00000000
NS
286842.56000000
0.004148476085
Long
EC
CORP
CN
N
2
N
N
N
Whitebox CLO II Ltd.
549300C89ZJ5IWOT1F21
Whitebox CLO II Ltd., Series 2020-2A, Class BR
96466CAQ1
274000.00000000
PA
USD
270775.68000000
0.003916107961
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
2.00886120
N
N
N
N
N
N
Singapore Press Holdings Ltd.
254900KNRZSJOJRKPW61
Singapore Press Holdings Ltd.
N/A
22600.00000000
NS
39185.45000000
0.000566721696
Long
EC
CORP
SG
N
1
N
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
131.00000000
NC
USD
6484.50000000
0.000093782433
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
188.00000000
USD
2022-04-18
XXXX
-26519.88000000
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-NWM, Class A
12434AAA6
7459000.00000000
PA
USD
7384410.00000000
0.106797430225
Long
ABS-MBS
CORP
US
N
3
2033-02-15
Floating
1.30656960
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAT7
347000.00000000
PA
USD
378806.02000000
0.005478502614
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A
36264YAA8
490000.00000000
PA
USD
483612.31000000
0.006994269269
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
1.54699920
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
N/A
305000.00000000
PA
USD
132675.00000000
0.001918819385
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2021-DM, Class E
36265AAL5
3630500.00000000
PA
USD
3540219.27000000
0.051200613247
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
3.33200160
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
6296.00000000
NS
USD
488191.84000000
0.007060500970
Long
EC
CORP
US
N
1
N
N
N
Exscientia plc
N/A
Exscientia plc
N/A
735000.00000000
NS
USD
10392900.00000000
0.150307880060
Long
EC
CORP
US
Y
2
N
N
N
Catskill Park CLO Ltd.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd., Series 2017-1A, Class A1B
149420AC5
312591.00000000
PA
USD
311652.48000000
0.004507290899
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
1.60400160
N
N
N
N
N
N
N/A
N/A
IRS
N/A
8912044.00000000
PA
USD
-2518421.54000000
-0.03642280814
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-10-28
0.00000000
USD
0.00000000
USD
8912044.00000000
USD
-2518421.54000000
N
N
N
ConnectWise LLC
N/A
ConnectWise LLC, Term Loan
20786NAC1
840892.50000000
PA
USD
834165.36000000
0.012064161772
Long
LON
CORP
US
N
2
2028-09-29
Variable
4.00000000
N
N
N
N
N
N
Avaya, Inc.
N/A
Avaya, Inc., Term Loan B2
05349UBD3
908777.00000000
PA
USD
897417.29000000
0.012978946241
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.39657000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
74435KAB1
2076000.00000000
PA
USD
2051421.28000000
0.029668791550
Long
DBT
CORP
GB
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
ZTE Corp.
3003004FBGVVG1CW5U45
ZTE Corp., Class H
N/A
214000.00000000
NS
433489.78000000
0.006269369459
Long
EC
CORP
CN
N
2
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
92364.00000000
NS
USD
25202441.04000000
0.364491670762
Long
EC
CORP
US
N
1
N
N
N
Gree Electric Appliances, Inc. of Zhuhai
655600UY069MU9JRAN62
Gree Electric Appliances, Inc. of Zhuhai, Class A
N/A
180400.00000000
NS
912776.40000000
0.013201078202
Long
EC
CORP
CN
N
2
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
N/A
2288.00000000
NS
59508.07000000
0.000860638690
Long
EC
CORP
FR
N
2
N
N
N
MCM Trust
N/A
MCM Trust, Series 2021-VFN1
N/A
1865552.00000000
PA
USD
1236301.31000000
0.017880074764
Long
ABS-MBS
CORP
US
N
3
2028-08-28
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23360.01000000
0.000337845411
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
6181215.00000000
EUR
6872349.01000000
USD
2022-05-20
23360.01000000
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
3547000.00000000
PA
USD
3201061.09000000
0.046295519670
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
32555.00000000
NS
USD
106127672.25000000
1.534877217294
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
96138.00000000
NS
34927.81000000
0.000505145346
Long
CORP
FR
N
2
N
N
N
Liquid Telecommunications Financing plc
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing plc
536333AB3
390000.00000000
PA
USD
369525.00000000
0.005344275359
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Invesco Senior Loan ETF
N/A
622.00000000
NC
USD
6220.00000000
0.000089957087
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco Senior Loan ETF
Invesco Senior Loan ETF
100.00000000
20.00000000
USD
2022-04-14
XXXX
-2276.68000000
N
N
N
N/A
N/A
KraneShares CSI China Internet ETF
00P9FVT33
-1857.00000000
NC
USD
-312904.50000000
-0.00452539830
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
KraneShares CSI China Internet ETF
KraneShares CSI China Internet ETF
100.00000000
29.00000000
USD
2022-04-14
XXXX
-177718.23000000
N
N
N
Picard Bondco SA
52990070XME2A28A7N53
Picard Bondco SA
N/A
2380000.00000000
PA
2618952.36000000
0.037876740583
Long
DBT
CORP
LU
N
2
2027-07-01
Fixed
5.37500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp. STACR REMIC Trust
N/A
Federal Home Loan Mortgage Corp. STACR REMIC Trust Variable Rate Notes, Series 2020-DNA6, Class B1
35566CBD6
743354.00000000
PA
USD
695001.20000000
0.010051492558
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
3.09899880
N
N
N
N
N
N
N/A
N/A
Amazon.com, Inc.
N/A
-1432.00000000
NC
USD
-94288.88000000
-0.00136365804
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Written
Amazon.com, Inc.
Amazon.com, Inc.
1.00000000
2800.00000000
USD
2022-06-17
XXXX
113909.60000000
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2021-B23, Class XA
08162RAF4
18261751.31000000
PA
USD
1507513.05000000
0.021802489267
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.27596240
N
N
N
N
N
N
NBK Tier 1 Ltd.
5493000G4QCCEE8YHF19
NBK Tier 1 Ltd.
62879NAA5
200000.00000000
PA
USD
186875.00000000
0.002702689825
Long
DBT
CORP
AE
N
2
2026-08-24
Variable
3.62499840
N
N
N
N
N
N
Exo Imaging, Inc., Series C
N/A
Exo Imaging, Inc., Series C
N/A
465871.00000000
NS
USD
2343331.13000000
0.033890553592
Long
EC
CORP
US
Y
3
N
N
N
Azul Investments LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAC2
202000.00000000
PA
USD
168922.50000000
0.002443050820
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.25000000
N
N
N
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class D
05601PAL0
1773000.00000000
PA
USD
1720119.39000000
0.024877319993
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.99699920
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria
N/A
4460000.00000000
PA
5956765.98000000
0.086150051137
Long
DBT
NUSS
AT
N
2
2117-09-20
Fixed
2.10000000
N
N
N
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833635105
18535.00000000
NS
USD
1586596.00000000
0.022946230722
Long
EC
CORP
CL
N
1
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEF1
680000.00000000
PA
USD
616165.00000000
0.008911319739
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
CrownRock LP
N/A
CrownRock LP
228701AF5
33000.00000000
PA
USD
33634.76000000
0.000486444541
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
SPDR Gold Shares
00C9KRU38
-794.00000000
NC
USD
-42082.00000000
-0.00060861320
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
SPDR Gold Shares
SPDR Gold Shares
100.00000000
210.00000000
USD
2022-05-20
XXXX
75636.42000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
693000.00000000
PA
USD
658350.00000000
0.009521422590
Long
DBT
NUSS
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
N/A
N/A
Valero Energy Corp.
00C977EZ4
-710.00000000
NC
USD
-370975.00000000
-0.00536524606
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Valero Energy Corp.
Valero Energy Corp.
100.00000000
105.00000000
USD
2022-06-17
XXXX
-159558.79000000
N
N
N
N/A
N/A
SOP
N/A
6429977.00000000
PA
USD
29537.62000000
0.000427189431
N/A
DIR
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Call
Purchased
N/A
Swaption
1.00000000
1.55000000
USD
2022-07-06
XXXX
-143663.24000000
N
N
N
N/A
N/A
Amazon.com, Inc.
00C8ZE0Z5
-23.00000000
NC
USD
-170257.50000000
-0.00246235833
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3260.00000000
USD
2022-04-14
XXXX
-108520.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5183.63000000
-0.00007496853
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
18188492.24000000
USD
16778393.00000000
CHF
2022-05-12
-5183.63000000
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAU1
253000.00000000
PA
USD
233085.11000000
0.003371006048
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
1920.00000000
NS
USD
663321.60000000
0.009593324624
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
67000.00000000
PA
USD
70286.35000000
0.001016520149
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
China SCE Group Holdings Ltd.
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd.
N/A
323000.00000000
PA
USD
203490.00000000
0.002942985164
Long
DBT
CORP
KY
N
2
2024-09-29
Fixed
5.95000000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAE3
30000.00000000
PA
USD
29893.50000000
0.000432336365
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
158477.00000000
NS
8234842.41000000
0.119096855091
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
IRS
N/A
277054030.00000000
PA
-478009.08000000
-0.00691323225
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2023-03-03
0.00000000
USD
0.00000000
USD
277054030.00000000
MXN
-478009.08000000
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
413000.00000000
PA
USD
403195.38000000
0.005831235056
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Tap Rock Resources LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
2948000.00000000
PA
USD
3051533.76000000
0.044132972548
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Sino-Ocean Land Treasure III Ltd.
N/A
Sino-Ocean Land Treasure III Ltd.
N/A
200000.00000000
PA
USD
127787.50000000
0.001848133651
Long
DBT
CORP
VG
N
2
2022-09-21
Variable
4.89999960
N
N
N
N
N
N
Republic of Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CG0
373000.00000000
PA
USD
388427.28000000
0.005617650609
Long
DBT
NUSS
PH
N
2
2029-01-14
Fixed
3.75000000
N
N
N
N
N
N
China Gas Holdings Ltd.
254900KTSZLZ21VV8T33
China Gas Holdings Ltd.
N/A
310400.00000000
NS
395630.59000000
0.005721828870
Long
EC
CORP
BM
N
2
N
N
N
N/A
N/A
CDIO
N/A
4795000.00000000
PA
USD
3289.31000000
0.000047571824
N/A
DCR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Put
Purchased
N/A
Credit Default Swap Index Option
1.00000000
101.00000000
USD
2022-04-20
XXXX
-29676.32000000
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
118665.00000000
NS
USD
18006227.10000000
0.260416036263
Long
EC
CORP
US
N
1
N
N
N
AccessLex Institute
635400C9RW3TYNTIJP57
AccessLex Institute, Series 2007-A, Class A3
00432CDJ7
799027.83690000
PA
USD
775475.53000000
0.011215356921
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
0.79756920
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Kingdom of Spain
N/A
16747000.00000000
PA
24113365.83000000
0.348740861455
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-C, Class D
83208AAG8
190000.00000000
PA
USD
179442.88000000
0.002595202386
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.93000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12373.98000000
-0.00017895935
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
151174013.00000000
NOK
17155383.68000000
USD
2022-04-21
-12373.98000000
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
10.00000000
NS
USD
44672.70000000
0.000646081347
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
12682263.00000000
PA
USD
881438.41000000
0.012747850822
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-02-22
0.00000000
USD
0.00000000
USD
12682263.00000000
USD
881438.41000000
N
N
N
N/A
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
00C8PUDT0
1766.00000000
NC
USD
177483.00000000
0.002566857515
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
iShares iBoxx $ High Yield Corporate Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF
100.00000000
82.00000000
USD
2022-05-20
XXXX
-4819.68000000
N
N
N
Taurus Law 130 Securities S.R.L.
N/A
Taurus Law 130 Securities S.R.L.
N/A
4698000.00000000
PA
5197162.51000000
0.075164244744
Long
DBT
CORP
IT
Y
3
2026-08-24
Floating
0.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
2913684.00000000
NS
30421585.45000000
0.439973829928
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
LyondellBasell Industries NV
00P96ZPQ7
-724.00000000
NC
USD
-157470.00000000
-0.00227741841
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
LyondellBasell Industries NV
LyondellBasell Industries NV
100.00000000
90.00000000
USD
2022-06-17
XXXX
-22271.16000000
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class D
52607MAD1
640000.00000000
PA
USD
576643.90000000
0.008339743686
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
5.05000000
N
N
N
N
N
N
N/A
N/A
MGM Resorts International
00C970N89
1082.00000000
NC
USD
29214.00000000
0.000422509059
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
MGM Resorts International
MGM Resorts International
100.00000000
55.00000000
USD
2022-06-17
XXXX
-196968.00000000
N
N
N
Valcour Packaging LLC
N/A
Valcour Packaging LLC, 1st Lien Term Loan
91889CAB4
455000.00000000
PA
USD
443625.00000000
0.006415950628
Long
LON
CORP
US
N
3
2028-10-04
Variable
4.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70975.81000000
0.001026491502
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
18364742.64000000
USD
23049111.00000000
CAD
2022-04-21
70975.81000000
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
277000.00000000
PA
USD
266958.75000000
0.003860905404
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
137.00000000
NS
USD
50150.22000000
0.000725300277
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
9223099.00000000
PA
USD
2028305.42000000
0.029334477171
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-12-30
0.00000000
USD
0.00000000
USD
9223099.00000000
USD
2028305.42000000
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MT49
-2291.00000000
NC
USD
-288666.00000000
-0.00417484768
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
380.00000000
USD
2022-05-20
XXXX
913577.87000000
N
N
N
N/A
N/A
SOP
N/A
-153626953.00000000
PA
USD
-1710258.34000000
-0.02473470402
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Written
N/A
Swaption
1.00000000
2.60000000
USD
2023-02-15
XXXX
-1061320.72000000
N
N
N
N/A
N/A
CF Industries Holdings, Inc.
00C95Z4H5
-778.00000000
NC
USD
-1287590.00000000
-0.01862184022
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
CF Industries Holdings, Inc.
CF Industries Holdings, Inc.
100.00000000
90.00000000
USD
2022-05-20
XXXX
-1209911.98000000
N
N
N
N/A
N/A
United States Steel Corp.
00P8ZZ4T4
204.00000000
NC
USD
918.00000000
0.000013276624
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
United States Steel Corp.
United States Steel Corp.
100.00000000
27.00000000
USD
2022-04-14
XXXX
-13983.88000000
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
371.00000000
NS
USD
77705.95000000
0.001123826517
Long
EC
CORP
US
N
1
N
N
N
WIN Waste Innovations Holdings, Inc.
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc., Term Loan
38723BAJ0
402122.09000000
PA
USD
398354.21000000
0.005761219372
Long
LON
CORP
US
N
2
2028-03-24
Variable
3.75600000
N
N
N
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular SA
N/A
180000.00000000
PA
USD
177804.00000000
0.002571499995
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
BNP Paribas SA
N/A
-631.00000000
NC
-4188.26000000
-0.00006057293
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Call
Written
BNP Paribas SA
BNP Paribas SA
100.00000000
76.00000000
EUR
2022-04-14
XXXX
25769.10000000
N
N
N
Entain plc
N/A
Entain plc, Facility Term Loan B
X3000CAB7
1763128.88000000
PA
USD
1745497.59000000
0.025244353587
Long
LON
CORP
US
N
3
2027-03-29
Variable
3.74271000
N
N
N
N
N
N
ELP Commercial Mortgage Trust
N/A
ELP Commercial Mortgage Trust, Series 2021-ELP, Class F
26863LAN4
1879000.00000000
PA
USD
1812950.71000000
0.026219897995
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.06399960
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160509
2303.00000000
NS
182725.73000000
0.002642680782
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
General Motors Co.
00C85FUT6
1339.00000000
NC
USD
60255.00000000
0.000871441206
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
General Motors Co.
General Motors Co.
100.00000000
55.00000000
USD
2022-06-17
XXXX
-326750.60000000
N
N
N
N/A
N/A
Amazon.com, Inc.
00P90QZE9
23.00000000
NC
USD
8280.00000000
0.000119749949
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
2800.00000000
USD
2022-04-14
XXXX
-190923.46000000
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAN7
32000.00000000
PA
USD
31600.00000000
0.000457016714
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BL6
200000.00000000
PA
USD
197975.00000000
0.002863224177
Long
DBT
CORP
CL
N
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
345461.00000000
NS
USD
25229016.83000000
0.364876024566
Long
EC
CORP
US
N
1
N
N
Novatek Microelectronics Corp.
N/A
Novatek Microelectronics Corp.
N/A
45000.00000000
NS
661667.29000000
0.009569399076
Long
EC
CORP
TW
N
2
N
N
N
SPDR Bloomberg High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
6474.00000000
NS
USD
663585.00000000
0.009597134061
Long
RF
US
N
1
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
3309.00000000
NS
660617.12000000
0.009554210936
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-209433.17000000
-0.00302893858
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
7221183.48000000
USD
5338652.00000000
GBP
2022-05-05
-209433.17000000
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
545400.00000000
NS
7442917.16000000
0.107643593201
Long
EC
CORP
KY
N
2
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
1647.00000000
NS
USD
511212.33000000
0.007393436055
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
249778.25000000
0.003612431490
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
17561647.01000000
USD
16054468.00000000
EUR
2022-06-16
249778.25000000
N
N
N
Melco Resorts Finance Ltd.
N/A
Melco Resorts Finance Ltd.
N/A
453000.00000000
PA
USD
378255.00000000
0.005470533457
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
HKT Capital No. 6 Ltd.
254900F4EZA4GPR3LG03
HKT Capital No. 6 Ltd.
N/A
905000.00000000
PA
USD
828554.65000000
0.011983016574
Long
DBT
CORP
VG
N
2
2032-01-18
Fixed
3.00000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
170.00000000
NS
USD
48682.90000000
0.000704079082
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
5040.00000000
NS
USD
1478383.20000000
0.021381197231
Long
EC
CORP
US
N
1
N
N
N
Snorkel AI, Inc., Series C
N/A
Snorkel AI, Inc., Series C
N/A
71884.00000000
NS
USD
982654.28000000
0.014211690833
Long
EC
CORP
US
Y
3
N
N
N
Toray Industries, Inc.
35380099TCYR5FHT0A11
Toray Industries, Inc.
N/A
13400.00000000
NS
69674.20000000
0.001007666897
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Microsoft Corp.
00P8ZS775
234.00000000
NC
USD
6903.00000000
0.000099835011
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Microsoft Corp.
Microsoft Corp.
100.00000000
265.00000000
USD
2022-04-14
XXXX
-143378.62000000
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
30353.00000000
NS
USD
8114874.55000000
0.117361813407
Long
EC
CORP
US
N
1
N
N
N
Continuum Energy Levanter Pte. Ltd.
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte. Ltd.
21218MAB1
266287.50000000
PA
USD
254304.56000000
0.003677893494
Long
DBT
CORP
SG
N
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
COBHAM Ultra U.S. Co.
N/A
COBHAM Ultra U.S. Co., Term Loan
L1802PAC3
296000.00000000
PA
USD
292424.32000000
0.004229202591
Long
LON
CORP
US
N
2
2028-11-17
Variable
0.00000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
N/A
103400.00000000
NS
880578.63000000
0.012735416207
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Alcoa Corp.
00C981RA7
-443.00000000
NC
USD
-316745.00000000
-0.00458094174
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Alcoa Corp.
Alcoa Corp.
100.00000000
85.00000000
USD
2022-04-14
XXXX
-273341.69000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAB6
369000.00000000
PA
USD
342063.00000000
0.004947104694
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
N/A
8600.00000000
NS
17033976.07000000
0.246354802997
Long
EC
CORP
NL
N
2
N
N
N
Government of Mongolia
N/A
State of Mongolia
N/A
300000.00000000
PA
USD
273000.00000000
0.003948277310
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
Redstone HoldCo 2 LP
N/A
Redstone HoldCo 2 LP, 1st Lien Term Loan
75774EAG0
4127260.00000000
PA
USD
4024078.50000000
0.058198453610
Long
LON
CORP
US
N
2
2028-04-27
Variable
5.50000000
N
N
N
N
N
N
Kindstar Globalgene Technology, Inc.
N/A
Kindstar Globalgene Technology, Inc.
N/A
2129500.00000000
NS
715805.93000000
0.010352382094
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
JPMorgan Chase & Co.
00P99ZMP9
-255.00000000
NC
USD
-16702.50000000
-0.00024156081
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
JPMorgan Chase & Co.
JPMorgan Chase & Co.
100.00000000
125.00000000
USD
2022-04-14
XXXX
65605.63000000
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAC9
102000.00000000
PA
USD
100495.50000000
0.001453421620
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Chevron Corp.
00C9FX5Y1
344.00000000
NC
USD
399040.00000000
0.005771137647
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Chevron Corp.
Chevron Corp.
100.00000000
155.00000000
USD
2022-05-20
XXXX
184922.33000000
N
N
N
Oceana Australian Fixed Income Trust
N/A
Oceana Australian Fixed Income Trust
N/A
3691000.00000000
PA
2910569.57000000
0.042094270303
Long
DBT
CORP
AU
N
3
2025-08-31
Fixed
10.25000000
N
N
N
N
N
N
Gracie Point International Funding
N/A
Gracie Point International Funding, Series 2021-1A, Class C
38411EAC6
550000.00000000
PA
USD
543414.47000000
0.007859161252
Long
ABS-O
CORP
KY
N
2
2023-11-01
Floating
2.63057040
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH, Series DM3N
86964WAK8
444000.00000000
PA
USD
393406.20000000
0.005689658509
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan, Class B
N/A
103000.00000000
NS
1951225.92000000
0.028219710721
Long
EC
CORP
KY
N
2
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
39877.00000000
NS
USD
111376062.23000000
1.610782342102
Long
EC
CORP
US
N
1
N
N
N
Floor & Decor Holdings, Inc.
549300M5FR3N688XGQ36
Floor & Decor Holdings, Inc., Class A
339750101
47199.00000000
NS
USD
3823119.00000000
0.055292065939
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
N/A
53912.00000000
NS
916316.32000000
0.013252274487
Long
EC
CORP
AU
N
2
N
N
N
Grand Rounds, Inc.
N/A
Grand Rounds, Inc.
N/A
3130235.00000000
NS
USD
6416981.75000000
0.092805946677
Long
EC
CORP
GB
Y
3
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
33000.00000000
PA
USD
32010.00000000
0.000462946361
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
PetroChina Co. Ltd.
529900RPY4YG47TRSV05
PetroChina Co. Ltd., Class H
N/A
766000.00000000
NS
388987.70000000
0.005625755713
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Exxon Mobil Corp.
00P9FTXK5
-228.00000000
NC
USD
-14136.00000000
-0.00020444266
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Exxon Mobil Corp.
Exxon Mobil Corp.
100.00000000
70.00000000
USD
2022-05-20
XXXX
4816.03000000
N
N
N
Zhongsheng Group Holdings Ltd.
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd.
N/A
29500.00000000
NS
207421.38000000
0.002999842960
Long
EC
CORP
KY
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
143000.00000000
PA
USD
124410.00000000
0.001799286374
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Leslie's Poolmart, Inc.
549300MZRH1GJYUMRM83
Leslie's Poolmart, Inc., Term Loan
52706YAJ2
1874734.56000000
PA
USD
1847400.93000000
0.026718136170
Long
LON
CORP
US
N
2
2028-03-09
Variable
3.01870999
N
N
N
N
N
N
N/A
N/A
Ovintiv, Inc.
N/A
1136.00000000
NC
USD
465760.00000000
0.006736079267
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Ovintiv, Inc.
Ovintiv, Inc.
100.00000000
55.00000000
USD
2022-05-20
XXXX
54267.69000000
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
572051.00000000
NS
15623150.36000000
0.225950659630
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
OIS
N/A
82238452.00000000
PA
-748015.10000000
-0.01081820896
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Y
2025-01-02
0.00000000
USD
0.00000000
USD
82238452.00000000
BRL
-748015.10000000
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
2115000.00000000
PA
USD
2014537.50000000
0.029135357881
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp., Term Loan B1
72814CAF5
4076108.92000000
PA
USD
4010320.52000000
0.057999478078
Long
LON
CORP
US
N
2
2028-03-13
Variable
3.20743000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
46405553.00000000
PA
USD
3252165.92000000
0.047034626046
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-02-19
0.00000000
USD
0.00000000
USD
46405553.00000000
USD
3252165.92000000
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
1674.00000000
NS
USD
82963.44000000
0.001199863251
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
994107.00000000
NS
USD
44028999.03000000
0.636771787024
Long
EC
CORP
US
N
1
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
N/A
190000.00000000
NS
53595.26000000
0.000775124355
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
CF Industries Holdings, Inc.
00C9FGP34
-128.00000000
NC
USD
-73600.00000000
-0.00106444399
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
CF Industries Holdings, Inc.
CF Industries Holdings, Inc.
100.00000000
110.00000000
USD
2022-05-20
XXXX
-17565.62000000
N
N
N
China Pacific Insurance Group Co. Ltd.
529900BA5ILEL308WX03
China Pacific Insurance Group Co. Ltd., Class H
N/A
224200.00000000
NS
542452.01000000
0.007845241622
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-466353.78000000
-0.00674466684
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
15588923.00000000
EUR
2042895622.00000000
JPY
2022-04-14
-466353.78000000
N
N
N
N/A
N/A
SOP
N/A
14593853.00000000
PA
USD
867.66000000
0.000012548579
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
Swaption
1.00000000
1.60000000
USD
2022-04-20
XXXX
-449835.83000000
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
11841.00000000
NS
USD
5693626.44000000
0.082344381265
Long
EC
CORP
US
N
1
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
N/A
22356.00000000
NS
536319.19000000
0.007756545380
Long
EC
CORP
PT
N
2
N
N
N
Univision Communications, Inc.
N/A
Univision Communications, Inc., 1st Lien Term Loan
914908BB3
1580000.00000000
PA
USD
1561561.40000000
0.022584166461
Long
LON
CORP
US
N
2
2029-01-31
Variable
4.00000000
N
N
N
N
N
N
Modern Land China Co. Ltd.
549300PDOU6AR9Z9IN08
Modern Land China Co. Ltd.
N/A
200000.00000000
PA
USD
36000.00000000
0.000520651952
Long
DBT
CORP
KY
N
2
2022-11-13
Fixed
11.50000000
Y
N
N
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
055622104
108257.00000000
NS
USD
3182755.80000000
0.046030778420
Long
EC
CORP
GB
N
1
N
N
N
Adler Pelzer Holding GmbH
984500950ABB2CB7E742
Adler Pelzer Holding GmbH
N/A
6063000.00000000
PA
6036474.39000000
0.087302838341
Long
DBT
CORP
DE
N
2
2024-04-01
Fixed
4.12500000
N
N
N
N
N
N
TVC DSCR
N/A
TVC DSCR
N/A
8508312.18000000
PA
USD
8508312.18000000
0.123051926475
Long
ABS-MBS
CORP
US
N
3
2051-02-01
Fixed
2.37500000
N
N
N
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903709
5801.00000000
NS
629820.21000000
0.009108808954
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Bath & Body Works, Inc.
N/A
-1249.00000000
NC
USD
-608887.50000000
-0.00880606850
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Bath & Body Works, Inc.
Bath & Body Works, Inc.
100.00000000
50.00000000
USD
2022-05-20
XXXX
-298149.33000000
N
N
N
CML ST Regis Aspen
N/A
CML ST Regis Aspen, Term Loan
N/A
4792500.00000000
PA
USD
4722184.77000000
0.068294853412
Long
LON
CORP
US
N
3
2028-01-01
Variable
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-338333.43000000
-0.00489316558
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10839330.70000000
USD
9487762.00000000
EUR
2022-04-21
-338333.43000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
200000.00000000
PA
USD
201162.50000000
0.002909323569
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Zurn LLC
N/A
Zurn LLC, 1st Lien Term Loan
76168JAS5
103740.00000000
PA
USD
103048.05000000
0.001490338013
Long
LON
CORP
US
N
2
2028-10-04
Variable
2.75000000
N
N
N
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
5242.00000000
NS
303483.04000000
0.004389139929
Long
EC
CORP
CH
N
2
N
N
N
Venustech Group, Inc.
N/A
Venustech Group, Inc., Class A
N/A
299496.00000000
NS
979458.60000000
0.014165473137
Long
EC
CORP
CN
N
2
N
N
N
Powerlong Real Estate Holdings Ltd.
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd.
N/A
323000.00000000
PA
USD
122740.00000000
0.001775133908
Long
DBT
CORP
KY
N
2
2024-08-10
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
EUR Currency
N/A
-52029439.00000000
PA
-83155.94000000
-0.00120264729
N/A
DFE
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Put
Written
N/A
EUR Currency
1.00000000
1.06000000
EUR
2022-05-12
XXXX
171201.73000000
N
N
N
2020 Cash Mandatory Exchangeable Trust
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
12010.00000000
NS
USD
13391150.00000000
0.193670233338
Long
EP
CORP
US
N
2
N
N
N
Hon Hai Precision Industry Co. Ltd.
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co. Ltd.
N/A
95960.00000000
NS
352348.79000000
0.005095863490
Long
EC
CORP
TW
N
2
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class C
12653VAE6
606000.00000000
PA
USD
599754.87000000
0.008673987343
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.82700000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
1455.00000000
NS
USD
335115.60000000
0.004846627544
Long
EC
CORP
US
N
1
N
N
N
Health Care Select Sector SPDR Fund
549300EJNY3KKJHPOY44
Health Care Select Sector SPDR Fund
81369Y209
59953.00000000
NS
USD
8212961.47000000
0.118780400809
Long
RF
US
N
1
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
35351.00000000
NS
USD
3917244.31000000
0.056653358342
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Devon Energy Corp.
00C964WP4
2625.00000000
NC
USD
507937.50000000
0.007346073649
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Devon Energy Corp.
Devon Energy Corp.
100.00000000
60.00000000
USD
2022-04-14
XXXX
-179988.02000000
N
N
N
SAN Miguel Industrias Pet SA
N/A
SAN Miguel Industrias Pet SA
79911QAA2
434000.00000000
PA
USD
389867.63000000
0.005638481749
Long
DBT
CORP
PE
N
2
2028-08-02
Fixed
3.50000000
N
N
N
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
3053.00000000
NS
USD
699533.89000000
0.010117046833
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
197465.00000000
NS
7657484.99000000
0.110746792083
Long
EC
CORP
AU
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
183801.00000000
NS
10153718.50000000
0.146848704640
Long
EC
CORP
FR
N
2
N
N
N
Hilton Worldwide Finance LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC, Term Loan B2
43289DAH6
5703069.25000000
PA
USD
5638225.35000000
0.081543139995
Long
LON
CORP
US
N
2
2026-06-22
Variable
2.20657000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
14594700.00000000
PA
USD
867.71000000
0.000012549302
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
Swaption
1.00000000
1.60000000
USD
2022-04-20
XXXX
-451298.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
424252.28000000
0.006135771614
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
14484662.56000000
USD
19898108.00000000
AUD
2022-06-16
424252.28000000
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
545.00000000
NS
53712.85000000
0.000776825007
Long
EC
CORP
BE
N
2
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAQ0
20000.00000000
PA
USD
20375.00000000
0.000294674542
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
4541.00000000
NS
USD
1562558.10000000
0.022598581289
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2020-1A, Class BR
12555QAS5
875000.00000000
PA
USD
864738.35000000
0.012506325298
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.89128880
N
N
N
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
128216.00000000
NS
USD
3547736.72000000
0.051309334776
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp.
N/A
Columbus McKinnon Corp., Term Loan
N/A
186654.91000000
PA
USD
183233.53000000
0.002650024867
Long
LON
CORP
US
N
2
2028-05-14
Variable
3.81250000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
204452.97000000
0.002956912170
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
17418572.00000000
CHF
167996000.83000000
NOK
2022-05-05
204452.97000000
N
N
N
Global Prime Capital Pte. Ltd.
254900BOZNNFPDZAEZ24
Global Prime Capital Pte. Ltd.
N/A
323000.00000000
PA
USD
306850.00000000
0.004437834771
Long
DBT
CORP
SG
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
Operadora de Servicios Mega SA de CV Sofom ER
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
475000.00000000
PA
USD
354557.81000000
0.005127811561
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class D1
78448YAF8
2580000.00000000
PA
USD
2466027.98000000
0.035665063441
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
Lessen, Inc.
N/A
Lessen, Inc., Series B
N/A
80835.00000000
NS
USD
2313497.70000000
0.033459085992
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
IRS
N/A
16318512.00000000
PA
USD
2531233.51000000
0.036608101956
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-02-01
0.00000000
USD
0.00000000
USD
16318512.00000000
USD
2531233.51000000
N
N
N
Amorepacific Corp.
N/A
Amorepacific Corp.
N/A
51290.00000000
NS
6723572.82000000
0.097240036660
Long
EC
CORP
KR
N
2
N
N
N
MHP
N/A
MHP, Series 2021-STOR, Class G
55293BAP0
1119000.00000000
PA
USD
1079662.34000000
0.015614675163
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.14700120
N
N
N
N
N
N
BCP V Modular Services Finance plc
213800K8U94KVZL98H64
BCP V Modular Services Finance plc
N/A
4944000.00000000
PA
4963389.76000000
0.071783293665
Long
DBT
CORP
GB
N
2
2029-11-30
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
189312.00000000
NS
USD
5187148.80000000
0.075019420920
Long
EP
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
871.00000000
NS
USD
1196048.49000000
0.017297916171
Long
EC
CORP
US
N
1
N
N
N/A
N/A
KraneShares CSI China Internet ETF
00C9FXB99
-1857.00000000
NC
USD
-5571.00000000
-0.00008057088
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
KraneShares CSI China Internet ETF
KraneShares CSI China Internet ETF
100.00000000
44.00000000
USD
2022-04-14
XXXX
168414.32000000
N
N
N
N/A
N/A
CF Industries Holdings, Inc.
00C9P9192
-726.00000000
NC
USD
-123420.00000000
-0.00178496844
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
CF Industries Holdings, Inc.
CF Industries Holdings, Inc.
100.00000000
130.00000000
USD
2022-05-20
XXXX
20857.27000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
739005.00000000
NS
USD
129037663.05000000
1.866214202096
Long
EC
CORP
US
N
1
N
N
N
LG Chem Ltd.
988400IES4EIG7O06940
LG Chem Ltd.
N/A
12232.00000000
NS
5344975.42000000
0.077301996974
Long
EC
CORP
KR
N
2
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
29850.00000000
NS
USD
7238923.50000000
0.104693323827
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-210621.36000000
-0.00304612284
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
7311940.43000000
USD
5406981.00000000
GBP
2022-05-12
-210621.36000000
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BD4
1604000.00000000
PA
USD
1777522.89000000
0.025707521226
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
OHA Credit Funding 3 Ltd.
N/A
OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR
67112RAU8
307657.00000000
PA
USD
304135.25000000
0.004398572552
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
1.90400040
N
N
N
N
N
N
N/A
N/A
IRS
N/A
17399716.00000000
PA
USD
5298110.17000000
0.076624205753
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-02-10
0.00000000
USD
0.00000000
USD
17399716.00000000
USD
5298110.17000000
N
N
N
Battalion CLO XX Ltd.
549300CDYR56PY734566
Battalion CLO XX Ltd., Series 2021-20A, Class A
07134UAA5
611585.00000000
PA
USD
606386.53000000
0.008769898086
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.42129080
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
28623.00000000
NS
872821.07000000
0.012623222075
Long
EC
CORP
NL
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
1499.00000000
NS
120866.64000000
0.001748040337
Long
EC
CORP
DE
N
2
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
1488.00000000
NS
USD
502066.08000000
0.007261157918
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
1501.00000000
NS
63037.82000000
0.000911687891
Long
EC
CORP
GB
N
2
N
N
N
DP World Ltd.
549300M3U2DNF4QVSS04
DP World Ltd.
N/A
360000.00000000
PA
USD
433417.50000000
0.006268324106
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
322000.00000000
PA
USD
301029.75000000
0.004353659090
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
1070000.00000000
PA
USD
1005800.00000000
0.014546437064
Long
DBT
CORP
HK
N
2
2026-04-07
Variable
2.70000000
N
N
N
N
N
N
N/A
N/A
NVIDIA Corp.
00C94V790
-283.00000000
NC
USD
-515767.50000000
-0.00745931544
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NVIDIA Corp.
NVIDIA Corp.
100.00000000
260.00000000
USD
2022-04-14
XXXX
-422119.83000000
N
N
N
Avaya, Inc.
N/A
Avaya, Inc., Term Loan B1
05349UAX0
1186716.00000000
PA
USD
1176925.59000000
0.017021350193
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.64657000
N
N
N
N
N
N
Jeld-Wen, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc., Term Loan
47579SAU4
1562065.28000000
PA
USD
1546054.11000000
0.022359891438
Long
LON
CORP
US
N
2
2028-07-28
Variable
2.70743000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
8315.00000000
NS
USD
723405.00000000
0.010462284056
Long
EC
CORP
US
N
1
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FX1
2372000.00000000
PA
USD
2277416.59000000
0.032937260981
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp. STACR REMIC Trust
N/A
Federal Home Loan Mortgage Corp. STACR REMIC Trust Variable Rate Notes, Series 2021-HQA1, Class B2
35564KCP2
814086.00000000
PA
USD
723411.96000000
0.010462384716
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
5.09900040
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class XA
95002UBE0
10712863.54000000
PA
USD
1273801.26000000
0.018422419825
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.87778880
N
N
N
N
N
N
FirstRand Ltd.
529900XYOP8CUZU7R671
FirstRand Ltd.
N/A
14971.00000000
NS
79019.41000000
0.001142822503
Long
EC
CORP
ZA
N
2
N
N
Hudson Yards Mortgage Trust
N/A
Hudson Yards Mortgage Trust, Series 2016-10HY, Class E
44421LAL6
314754.00000000
PA
USD
292523.43000000
0.004230635975
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
2.97663480
N
N
N
N
N
N
N/A
N/A
ConocoPhillips
00C9A9WF0
-981.00000000
NC
USD
-30901.50000000
-0.00044691462
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ConocoPhillips
ConocoPhillips
100.00000000
110.00000000
USD
2022-04-14
XXXX
127888.19000000
N
N
N
College Avenue Student Loans LLC
N/A
College Avenue Student Loans LLC, Series 2021-B
19425AAE4
100000.00000000
PA
USD
93806.03000000
0.001356674797
Long
ABS-O
CORP
US
N
2
2052-06-25
Fixed
3.78000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16635.95000000
0.000240598329
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
4374332.00000000
EUR
4858120.00000000
USD
2022-04-21
16635.95000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series HH
48128BAG6
1088000.00000000
PA
USD
1048560.00000000
0.015164855883
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000080
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV, Series L
N/A
87950.00000000
NS
93167.75000000
0.001347443638
Long
EC
CORP
MX
N
1
N
N
N
Frontier North, Inc.
N/A
Frontier North, Inc., Series G
362337AK3
1680000.00000000
PA
USD
1705200.00000000
0.024661547506
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.73000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
111918034.00000000
PA
-395734.85000000
-0.00572333673
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-08-14
0.00000000
USD
0.00000000
USD
111918034.00000000
MXN
-395734.85000000
N
N
N
N/A
N/A
CDI
N/A
16124765.00000000
PA
406427.04000000
0.005877973114
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
iTraxx Europe Crossover36-V1
iTraxx Europe Crossover36-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2026-12-20
0.00000000
USD
1851354.32000000
USD
16124765.00000000
EUR
406427.04000000
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479AQ3
1790000.00000000
PA
USD
1688453.30000000
0.024419347449
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
N
NMC Health plc
2138008YQEVWBE1V2M52
NMC Health plc
N/A
365939.00000000
NS
4.81000000
0.000000069564
Long
EC
CORP
GB
N
3
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
94790.00000000
NS
USD
5604932.70000000
0.081061643238
Long
EC
CORP
US
N
1
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
457810.00000000
NS
USD
38781085.10000000
0.560873547115
Long
EC
CORP
US
N
1
N
N
N
Deuce Finco plc
9845007DA2BC863E8437
Deuce Finco plc
N/A
3530000.00000000
PA
4428696.70000000
0.064050266278
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Microsoft Corp.
00C9FZW59
-409.00000000
NC
USD
-333335.00000000
-0.00482087552
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp.
Microsoft Corp.
100.00000000
320.00000000
USD
2022-05-20
XXXX
-181152.79000000
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2
69689PAC1
582512.00000000
PA
USD
581572.99000000
0.008411030917
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
1.85400000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-C, Class C
83208AAF0
410000.00000000
PA
USD
390936.97000000
0.005653947136
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Xerox Holdings Corp.
00C9R8LV1
276.00000000
NC
USD
7590.00000000
0.000109770786
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Xerox Holdings Corp.
Xerox Holdings Corp.
100.00000000
23.00000000
USD
2022-05-20
XXXX
-3513.25000000
N
N
N
N/A
N/A
IRS
N/A
7291751.00000000
PA
USD
-984702.07000000
-0.01424130710
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-09-29
0.00000000
USD
0.00000000
USD
7291751.00000000
USD
-984702.07000000
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
142227.00000000
NS
6179343.24000000
0.089369086835
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
ConocoPhillips
00C9A0957
-834.00000000
NC
USD
-236022.00000000
-0.00341348097
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ConocoPhillips
ConocoPhillips
100.00000000
100.00000000
USD
2022-04-14
XXXX
-66905.49000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AJ9
738000.00000000
PA
USD
772732.13000000
0.011175680350
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Redstone HoldCo 2 LP
N/A
Redstone HoldCo 2 LP, 2nd Lien Term Loan
75774EAK1
2250000.00000000
PA
USD
2047500.00000000
0.029612079825
Long
LON
CORP
US
N
2
2029-04-27
Variable
8.50000000
N
N
N
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
32700.00000000
NS
488428.60000000
0.007063925124
Long
EC
CORP
JP
N
2
N
N
N
Brex Commercial Charge Card Master Trust
N/A
Brex Commercial Charge Card Master Trust, Series 2021-1, Class A
05601DAA1
1850000.00000000
PA
USD
1828956.81000000
0.026451387084
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Prodigy Finance DAC
635400HTAZNW3LYYMQ40
Prodigy Finance DAC, Series 2021-1A, Class D
742857AA3
250000.00000000
PA
USD
250100.53000000
0.003617092482
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
6.35657040
N
N
N
N
N
N
N/A
N/A
EQT Corp.
00C96TEP9
-2150.00000000
NC
USD
-1623250.00000000
-0.02347634118
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
EQT Corp.
EQT Corp.
100.00000000
28.00000000
USD
2022-06-17
XXXX
-1198044.87000000
N
N
N
N/A
N/A
Apple, Inc.
00C8ZEJE2
226.00000000
NC
USD
244080.00000000
0.003530020241
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Apple, Inc.
Apple, Inc.
100.00000000
165.00000000
USD
2022-04-14
XXXX
67801.38000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Federation
N/A
400000.00000000
PA
USD
92000.00000000
0.001330554990
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
7508.00000000
NS
USD
343866.40000000
0.004973186464
Long
EC
CORP
US
N
1
N
N
N
Deep Instinct Ltd., Series D-2
N/A
Deep Instinct Ltd., Series D-2
N/A
639810.00000000
NS
USD
3698101.80000000
0.053483997902
Long
EC
CORP
IL
Y
3
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class C
78448YAE1
4810000.00000000
PA
USD
4484984.93000000
0.064864337858
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
2.99000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
2377.00000000
NS
553902.94000000
0.008010851318
Long
EC
CORP
DE
N
2
N
N
N
Klabin Austria GmbH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
428000.00000000
PA
USD
370755.00000000
0.005362064300
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
3849.00000000
NS
USD
737083.50000000
0.010660110105
Long
EC
CORP
US
N
1
N
N
N
Generate CLO 3 Ltd.
N/A
Generate CLO 3 Ltd., Series 3A, Class BR
98625UAW2
725000.00000000
PA
USD
721509.20000000
0.010434865946
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
2.00400120
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
542050.32000000
0.007839432158
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
10933973.90000000
USD
15330329.00000000
AUD
2022-05-05
542050.32000000
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG (Registered)
N/A
17501.00000000
NS
5790273.23000000
0.083742140708
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
General Motors Co.
00C9FZEE0
-2882.00000000
NC
USD
-2882.00000000
-0.00004168108
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
General Motors Co.
General Motors Co.
100.00000000
70.00000000
USD
2022-04-14
XXXX
228051.85000000
N
N
N
N/A
N/A
Dynatrace, Inc.
N/A
405.00000000
NC
USD
64800.00000000
0.000937173515
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Dynatrace, Inc.
Dynatrace, Inc.
100.00000000
55.00000000
USD
2022-05-20
XXXX
-70239.30000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
282000.00000000
PA
USD
207301.02000000
0.002998102247
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
388000.00000000
PA
USD
95060.00000000
0.001374810406
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
N
N
N
N
N
N
N/A
N/A
Snap, Inc.
00P9JJGE6
-720.00000000
NC
USD
-720.00000000
-0.00001041303
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Snap, Inc.
Snap, Inc.
100.00000000
19.00000000
USD
2022-04-14
XXXX
84074.57000000
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
N/A
26150.00000000
NS
1037439.27000000
0.015004021722
Long
EC
CORP
FR
N
2
N
N
N
Salt Pay Co. Ltd.
724500PO8X1BOVZPJ332
Salt Pay Co. Ltd.
N/A
1490.00000000
NS
USD
2707613.10000000
0.039159001345
Long
EC
CORP
NL
Y
3
N
N
N
Ryohin Keikaku Co. Ltd.
549300PMNF56J66BY371
Ryohin Keikaku Co. Ltd.
N/A
15300.00000000
NS
177468.10000000
0.002566642023
Long
EC
CORP
JP
N
2
N
N
N
COSCO Shipping Holdings Co. Ltd.
3003009XI0QGYYA29S17
COSCO Shipping Holdings Co. Ltd., Class A
N/A
145400.00000000
NS
350441.39000000
0.005068277614
Long
EC
CORP
CN
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
1909.00000000
NS
343640.76000000
0.004969923133
Long
EC
CORP
DE
N
2
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
261000.00000000
PA
USD
265593.60000000
0.003841161848
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Coinbase Global, Inc.
N/A
195.00000000
NC
USD
110175.00000000
0.001593411914
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Coinbase Global, Inc.
Coinbase Global, Inc.
100.00000000
200.00000000
USD
2022-04-14
XXXX
-298038.19000000
N
N
N
JD.com, Inc.
549300HVTWB0GJZ16V92
JD.com, Inc., Class A
N/A
62204.00000000
NS
1767520.08000000
0.025562855044
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
IRS
N/A
4591350.00000000
PA
USD
412603.79000000
0.005967304696
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-10-15
0.00000000
USD
0.00000000
USD
4591350.00000000
USD
412603.79000000
N
N
N
Atlassian Corp. plc
549300AGBII4MWBVJY22
Atlassian Corp. plc, Class A
N/A
21710.00000000
NS
USD
6379049.30000000
0.092257346561
Long
EC
CORP
GB
N
1
N
N
N
Muang Thai Life Assurance PCL
549300V70GAMNLTH3D74
Muang Thai Life Assurance PCL
N/A
685000.00000000
PA
USD
644098.65000000
0.009315311667
Long
DBT
CORP
TH
N
2
2037-01-27
Variable
3.55200120
N
N
N
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
772006.00000000
NS
16613642.84000000
0.240275710856
Long
EC
CORP
GB
N
2
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
344000.00000000
PA
USD
347878.60000000
0.005031213124
Long
DBT
NUSS
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
21903731.00000000
PA
USD
4000396.56000000
0.057855952268
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-01-07
0.00000000
USD
0.00000000
USD
21903731.00000000
USD
4000396.56000000
N
N
N
N/A
N/A
ServiceNow, Inc.
00C93KXH8
-178.00000000
NC
USD
-260770.00000000
-0.00377140027
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ServiceNow, Inc.
ServiceNow, Inc.
100.00000000
620.00000000
USD
2022-05-20
XXXX
59232.96000000
N
N
N
Muthoot Finance Ltd.
335800HAMJMBFL4RRF02
Muthoot Finance Ltd.
62828L2A0
258000.00000000
PA
USD
259822.13000000
0.003757691650
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.12500000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Republic of Guatemala
401494AU3
200000.00000000
PA
USD
185662.50000000
0.002685153978
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
Kweichow Moutai Co. Ltd.
N/A
Kweichow Moutai Co. Ltd., Class A
N/A
8000.00000000
NS
2151161.37000000
0.031111288013
Long
EC
CORP
CN
N
2
N
N
N
TPGI Trust
N/A
TPGI Trust, Series 2021-DGWD, Class F
87267HAS6
1181423.00000000
PA
USD
1148057.37000000
0.016603841995
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
3.39999840
N
N
N
N
N
N
N/A
N/A
Crown PropTech Acquisitions
N/A
90780.00000000
NS
USD
18156.00000000
0.000262582134
N/A
DE
KY
N
3
Crown PropTech Acquisitions
N/A
Call
Purchased
Crown PropTech Acquisitions
Crown PropTech Acquisitions
1.00000000
1.00000000
USD
2026-02-01
XXXX
-118014.00000000
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
56618.00000000
NS
92841.40000000
0.001342723784
Long
EC
CORP
GB
N
2
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEN4
300000.00000000
PA
USD
291993.75000000
0.004222975449
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267DAD9
8000.00000000
PA
USD
8031.84000000
0.000116160921
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
EssilorLuxottica SA
N/A
-21647.00000000
NC
-7045.93000000
-0.00010190214
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Call
Written
EssilorLuxottica SA
EssilorLuxottica SA
1.00000000
225.00000000
EUR
2022-09-16
XXXX
75426.33000000
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
1147.00000000
NS
USD
341186.62000000
0.004934430000
Long
EC
CORP
US
N
1
N
N
N
BBK BSC
549300MCPF5HTBF8ZR90
BBK BSC
N/A
333000.00000000
PA
USD
339098.06000000
0.004904224088
Long
DBT
CORP
BH
N
2
2024-07-09
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Shell plc
N/A
-244416.00000000
NC
USD
-122208.00000000
-0.00176743982
N/A
DE
GB
N
2
Nomura International plc
DGQCSV2PHVF7I2743539
Call
Written
Shell plc
Shell plc
1.00000000
57.50000000
USD
2022-04-14
XXXX
-24441.60000000
N
N
N
Kingsoft Corp. Ltd.
529900UVT35D3Q7YQY41
Kingsoft Corp. Ltd.
N/A
322000.00000000
NS
1025787.93000000
0.014835513586
Long
EC
CORP
KY
N
2
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
2357.00000000
NS
USD
170033.98000000
0.002459125660
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MGM Resorts International
00P97QA41
-1082.00000000
NC
USD
-259139.00000000
-0.00374781184
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
MGM Resorts International
MGM Resorts International
100.00000000
40.00000000
USD
2022-06-17
XXXX
-67212.75000000
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
124346.00000000
NS
USD
3005442.82000000
0.043466379828
Long
EC
CORP
US
N
1
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
433.00000000
NS
1301149.21000000
0.018817941036
Long
EC
CORP
DK
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
581081.00000000
NS
40785820.51000000
0.589867141738
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
IRS
N/A
7326783.00000000
PA
USD
2227179.42000000
0.032210703185
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-07-21
0.00000000
USD
0.00000000
USD
7326783.00000000
USD
2227179.42000000
N
N
N
N/A
N/A
Costco Wholesale Corp.
00C9GZQK2
-77.00000000
NC
USD
-35227.50000000
-0.00050947962
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Costco Wholesale Corp.
Costco Wholesale Corp.
100.00000000
590.00000000
USD
2022-04-14
XXXX
-17812.31000000
N
N
N
N/A
N/A
ConocoPhillips
00P99Z7A9
-650.00000000
NC
USD
-21450.00000000
-0.00031022178
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
ConocoPhillips
ConocoPhillips
100.00000000
90.00000000
USD
2022-04-14
XXXX
120112.14000000
N
N
N
N/A
N/A
Autodesk, Inc.
00P8BN5C3
-216.00000000
NC
USD
-95040.00000000
-0.00137452115
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Autodesk, Inc.
Autodesk, Inc.
100.00000000
180.00000000
USD
2022-06-17
XXXX
142077.28000000
N
N
N
Treasury Wine Estates Ltd.
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd.
N/A
76793.00000000
NS
663340.87000000
0.009593603318
Long
EC
CORP
AU
N
2
N
N
N
Douglas GmbH
529900381YTPHVY9AI06
Douglas GmbH
N/A
3401000.00000000
PA
3571695.09000000
0.051655834001
Long
DBT
CORP
DE
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
7978.00000000
NS
361894.54000000
0.005233919417
Long
EC
CORP
CH
N
2
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
2178.00000000
NS
USD
447535.44000000
0.006472505579
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
30590818.00000000
PA
USD
-2057683.36000000
-0.02975935722
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-07-13
0.00000000
USD
0.00000000
USD
30590818.00000000
USD
-2057683.36000000
N
N
N
BCP V Modular Services Finance II plc
213800227GGD6UI7PI97
BCP V Modular Services Finance II plc
N/A
3708000.00000000
PA
4617234.38000000
0.066777002703
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-709178.68000000
-0.01025653513
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
14271348.05000000
USD
1649342548.00000000
JPY
2022-05-19
-709178.68000000
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class G
05601PAS5
1661000.00000000
PA
USD
1628835.57000000
0.023557122794
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
4.19699880
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
1629000.00000000
PA
USD
1424096.56000000
0.020596073755
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Sani/Ikos Financial Holdings 1 SARL
213800TZMBQZ462Y8A24
Sani/Ikos Financial Holdings 1 SARL
N/A
2275000.00000000
PA
2460092.58000000
0.035579222397
Long
DBT
CORP
LU
N
2
2026-12-15
Fixed
5.62500000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
N/A
40988.00000000
NS
7496321.32000000
0.108415953762
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Freeport-McMoRan, Inc.
00P939F55
-216.00000000
NC
USD
-4320.00000000
-0.00006247823
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Freeport-McMoRan, Inc.
Freeport-McMoran, Inc.
100.00000000
35.00000000
USD
2022-05-20
XXXX
25654.34000000
N
N
N
Stem, Inc.
549300GVWIYFILN5V546
Stem, Inc.
85859NAA0
213000.00000000
PA
USD
157982.10000000
0.002284824691
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.50000000
N
N
N
N
Y
Stem, Inc.
Stem, Inc.
USD
XXXX
N
N
N
Dr Sulaiman Al Habib Medical Services Group Co.
N/A
Dr Sulaiman Al Habib Medical Services Group Co.
N/A
2041.00000000
NS
103182.10000000
0.001492276718
Long
EC
CORP
SA
N
2
N
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
108000.00000000
PA
USD
100710.00000000
0.001456523838
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
84405.00000000
NS
USD
3011570.40000000
0.043555000286
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
24767.00000000
NS
227743.54000000
0.003293753302
Long
EC
CORP
SE
N
2
N
N
N
Haimen Zhongnan Investment Development International Co. Ltd.
3003003UPHPYKRFXNT08
Haimen Zhongnan Investment Development International Co. Ltd.
N/A
250000.00000000
PA
USD
87500.00000000
0.001265473496
Long
DBT
CORP
VG
N
2
2022-06-18
Fixed
10.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A
94990DAA4
759000.00000000
PA
USD
757457.94000000
0.010954776549
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
3.74870160
N
N
N
N
N
N
N/A
N/A
Charles Schwab Corp. (The)
N/A
-517.00000000
NC
USD
-18612.00000000
-0.00026917705
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Charles Schwab Corp. (The)
Charles Schwab Corp. (The)
100.00000000
90.00000000
USD
2022-04-14
XXXX
28093.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-53650.45000000
-0.00077592254
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
16575441.36000000
USD
15250715.51000000
CHF
2022-05-05
-53650.45000000
N
N
N
N/A
N/A
IRS
N/A
152601317.00000000
PA
USD
-9944223.58000000
-0.14381887299
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-03-08
0.00000000
USD
0.00000000
USD
152601317.00000000
USD
-9944223.58000000
N
N
N
Hygeia Healthcare Holdings Co. Ltd.
2549001Z9KHQTRR29237
Hygeia Healthcare Holdings Co. Ltd.
N/A
239400.00000000
NS
918382.79000000
0.013282160922
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Long Gilt
N/A
-192.00000000
NC
295330.03000000
0.004271226580
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
Long Gilt
2022-06-28
-23276160.00000000
GBP
295330.03000000
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
N/A
200000.00000000
PA
USD
186475.00000000
0.002696904803
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.73299840
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MND5
194.00000000
NC
USD
42486.00000000
0.000614456079
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
440.00000000
USD
2022-04-14
XXXX
11401.54000000
N
N
N
N/A
N/A
Visa, Inc.
00C9BM867
-181.00000000
NC
USD
-13213.00000000
-0.00019109372
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Visa, Inc.
Visa, Inc.
100.00000000
235.00000000
USD
2022-04-14
XXXX
29824.71000000
N
N
N
Bharat Petroleum Corp. Ltd.
8GRDBX1TJ0PU5NCSHT72
Bharat Petroleum Corp. Ltd.
N/A
220000.00000000
PA
USD
219216.25000000
0.003170426908
Long
DBT
NUSS
IN
N
2
2025-05-08
Fixed
4.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
159989.00000000
NS
USD
28354850.47000000
0.410083563160
Long
EC
CORP
US
N
1
N
N
N
Prodigy Finance DAC
635400HTAZNW3LYYMQ40
Prodigy Finance DAC, Series 2021-1A, Class B
742855AB5
530000.00000000
PA
USD
529900.15000000
0.007663709666
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
2.95656840
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
1022000.00000000
PA
USD
1066262.82000000
0.015420883878
Long
DBT
CORP
CH
N
2
2024-01-31
Variable
6.99999840
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MN94
-194.00000000
NC
USD
-11349.00000000
-0.00016413552
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
420.00000000
USD
2022-04-14
XXXX
-1693.52000000
N
N
N
N/A
N/A
IRS
N/A
30680912.00000000
PA
USD
2150811.05000000
0.031106221491
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2052-01-21
0.00000000
USD
0.00000000
USD
30680912.00000000
USD
2150811.05000000
N
N
N
Sinic Holdings Group Co. Ltd.
300300N5XRCGHA7P7B13
Sinic Holdings Group Co. Ltd.
N/A
250000.00000000
PA
USD
5000.00000000
0.000072312771
Long
DBT
CORP
KY
N
2
2022-06-18
Fixed
10.50000000
Y
N
N
N
N
N
N/A
N/A
SPDR Gold Shares
00C9KRTU0
397.00000000
NC
USD
127040.00000000
0.001837322891
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR Gold Shares
SPDR Gold Shares
100.00000000
185.00000000
USD
2022-05-20
XXXX
-104407.09000000
N
N
N
N/A
N/A
ETRS
N/A
2980.00000000
PA
USD
2644.52000000
0.000038246513
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
TreeHouse Foods, Inc.
TreeHouse Foods, Inc.
Y
2022-09-09
0.00000000
USD
0.00000000
USD
2980.00000000
USD
2644.52000000
N
N
N
Endeavour Group Ltd.
254900JAN9FOLMWAD533
Endeavour Group Ltd.
N/A
161517.00000000
NS
878618.50000000
0.012707067720
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Alcoa Corp.
00C8P07E6
443.00000000
NC
USD
1110822.50000000
0.016065330667
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Alcoa Corp.
Alcoa Corp.
100.00000000
65.00000000
USD
2022-04-14
XXXX
860552.66000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
12140.00000000
NS
USD
996087.00000000
0.014405962274
Long
EC
CORP
US
N
1
N
N
N
Embraer SA
549300EM51WYXFHUY333
Embraer SA
N/A
141312.00000000
NS
445806.33000000
0.006447498232
Long
EC
CORP
BR
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
148110.00000000
NS
USD
52931551.80000000
0.765525439420
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
1668161.00000000
NS
3233690.83000000
0.046767429055
Long
EC
CORP
GB
N
2
N
N
N
Banco GNB Sudameris SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
059593AE3
163000.00000000
PA
USD
150473.45000000
0.002176230433
Long
DBT
CORP
CO
N
2
2031-04-16
Variable
7.49999880
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
56446363.00000000
NS
34374007.11000000
0.497135942602
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
IRS
N/A
277141154.00000000
PA
-466422.26000000
-0.00674565723
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2023-02-28
0.00000000
USD
0.00000000
USD
277141154.00000000
MXN
-466422.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6443284.93000000
-0.09318635784
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
126713098.78000000
USD
14612554551.00000000
JPY
2022-06-16
-6443284.93000000
N
N
N
Jingrui Holdings Ltd.
549300RXCFKI6KHCMP52
Jingrui Holdings Ltd.
N/A
470000.00000000
PA
USD
188000.00000000
0.002718960198
Long
DBT
CORP
KY
N
2
2022-07-25
Fixed
12.00000000
N
N
N
N
N
N
Wan Hai Lines Ltd.
N/A
Wan Hai Lines Ltd.
N/A
39000.00000000
NS
213578.61000000
0.003088892233
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
EUR Currency
N/A
54767266.00000000
PA
30134.17000000
0.000435817068
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
N/A
EUR Currency
1.00000000
1.08250000
EUR
2022-04-08
XXXX
-523682.26000000
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
142357.00000000
NS
12231646.29000000
0.176900848030
Long
EC
CORP
NL
N
2
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
230638.00000000
PA
USD
232915.55000000
0.003368553777
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
EssilorLuxottica SA
N/A
-21647.00000000
NC
-249465.17000000
-0.00360790355
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Written
EssilorLuxottica SA
EssilorLuxottica SA
1.00000000
160.00000000
EUR
2022-09-16
XXXX
-89371.97000000
N
N
N
N/A
N/A
CDI
N/A
15630229.00000000
PA
USD
146474.82000000
0.002118400030
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 37-V1
Markit CDX North American High Yield Index Series 37-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2026-12-20
0.00000000
USD
1156266.79000000
USD
15630229.00000000
USD
146474.82000000
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
13948.00000000
NS
USD
722087.96000000
0.010443236294
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
368972.00000000
NS
21084783.31000000
0.304939822460
Long
EC
CORP
FR
N
2
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PED6
660000.00000000
PA
USD
606086.25000000
0.008765555270
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
4718027.00000000
PA
USD
316969.31000000
0.004584185841
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-05-28
0.00000000
USD
0.00000000
USD
4718027.00000000
USD
316969.31000000
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CE0
28000.00000000
PA
USD
28459.34000000
0.000411594748
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
36138.00000000
NS
USD
8719376.64000000
0.126104457678
Long
EC
CORP
US
N
1
N
N
N
Mattamy Group Corp.
5493008TNY7A82WCXU31
Mattamy Group Corp.
57701RAM4
259000.00000000
PA
USD
243281.29000000
0.003518468854
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AT2
1302000.00000000
PA
USD
1354080.00000000
0.019583455458
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBB3
172000.00000000
PA
USD
169850.00000000
0.002456464839
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Amazon.com, Inc.
00C90SGA8
-28.00000000
NC
USD
-10640.00000000
-0.00015388157
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3600.00000000
USD
2022-04-14
XXXX
96775.42000000
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479AP5
2074000.00000000
PA
USD
1961630.68000000
0.028370190127
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.87500000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
653000.00000000
PA
USD
81625.00000000
0.001180505990
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
Y
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
2083000.00000000
PA
USD
2154516.56000000
0.031159812630
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
Network i2i Ltd.
2549003L8M1FGHLHOX45
Network i2i Ltd.
N/A
376000.00000000
PA
USD
373838.00000000
0.005406652355
Long
DBT
CORP
MU
N
2
2025-01-15
Variable
5.64999840
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
165.00000000
NC
USD
412.50000000
0.000005965803
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
197.00000000
USD
2022-03-31
XXXX
-28987.06000000
N
N
N
N/A
N/A
Alphabet, Inc.
N/A
-26.00000000
NC
USD
-28340.00000000
-0.00040986878
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Alphabet, Inc.
Alphabet, Inc.
100.00000000
2940.00000000
USD
2022-04-14
XXXX
20692.48000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
969000.00000000
PA
USD
810365.01000000
0.011719947919
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Jawbone Health Hub, Inc.
N/A
Jawbone Health Hub, Inc.
N/A
301223.00000000
NS
USD
3.01000000
0.000000043532
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Shell plc
N/A
2440.00000000
NC
249680.63000000
0.003611019656
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Call
Purchased
Shell plc
Shell plc
100.00000000
24.00000000
EUR
2022-04-14
XXXX
-58718.96000000
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
1993000.00000000
NS
40883448.04000000
0.591279085187
Long
EC
CORP
TW
N
2
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
364.00000000
NS
246171.32000000
0.003560266070
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P9FY301
170.00000000
NC
USD
1870.00000000
0.000027044976
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
175.00000000
USD
2022-04-14
XXXX
-48066.76000000
N
N
N
GLP Pte. Ltd.
254900PC2NNG9BLIJO15
GLP Pte. Ltd.
N/A
363000.00000000
PA
USD
322911.19000000
0.004670120603
Long
DBT
CORP
SG
N
2
2026-05-17
Variable
4.50000000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
329000.00000000
PA
USD
306792.50000000
0.004437003174
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Sendas Distribuidora SA
N/A
Sendas Distribuidora SA
N/A
222711.00000000
NS
766218.83000000
0.011081481395
Long
EC
CORP
BR
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC, Series 2017-2A, Class A
61946GAA1
378708.38880000
PA
USD
373997.98000000
0.005408966074
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
Bank of China Ltd.
54930053HGCFWVHYZX42
Bank of China Ltd., Class H
N/A
1931000.00000000
NS
770576.62000000
0.011144506170
Long
EC
CORP
CN
N
2
N
N
N
Freedom Mortgage Corp.
549300LYRWPSYPK6S325
Freedom Mortgage Corp.
35640YAB3
680000.00000000
PA
USD
677946.40000000
0.009804836588
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
N/A
1888.00000000
NS
389356.74000000
0.005631092974
Long
EC
CORP
FR
N
2
N
N
N
JD Health International, Inc.
254900OM3MAXYK8PCC84
JD Health International, Inc.
N/A
552700.00000000
NS
3309347.12000000
0.047861612253
Long
EC
CORP
KY
N
2
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50890.38000000
-0.00073600488
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
329069783.00000000
INR
4241136.53000000
USD
2022-06-16
-50890.38000000
N
N
N
Evergreen Marine Corp. Taiwan Ltd.
254900EIJA0A39C5SO15
Evergreen Marine Corp. Taiwan Ltd.
N/A
113000.00000000
NS
525242.14000000
0.007596342943
Long
EC
CORP
TW
N
2
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C
06616PAC1
240000.00000000
PA
USD
236163.07000000
0.003415521211
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
5.17000000
N
N
N
N
N
N
Vivo Energy Investments BV
724500P3OXMB2IERLM56
Vivo Energy Investments BV
92856HAB0
287000.00000000
PA
USD
284130.00000000
0.004109245538
Long
DBT
CORP
NL
N
2
2027-09-24
Fixed
5.12500000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class E
12482HAN4
718814.00000000
PA
USD
706168.34000000
0.010212997926
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
2.54700000
N
N
N
N
N
N
NWD Finance BVI Ltd.
25490076V8K09HMNCT88
NWD Finance BVI Ltd.
N/A
413000.00000000
PA
USD
375830.00000000
0.005435461763
Long
DBT
CORP
VG
N
2
2028-03-10
Variable
4.12499880
N
N
N
N
N
N
CORE Mortgage Trust
N/A
CORE Mortgage Trust, Series 2019-CORE, Class F
21871FAQ1
561600.00000000
PA
USD
538703.40000000
0.007791027146
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
2.74700160
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
5681.00000000
PA
USD
-64448.38000000
-0.00093208819
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PPG Industries, Inc.
PPG Industries, Inc.
Y
2022-09-02
0.00000000
USD
0.00000000
USD
5681.00000000
USD
-64448.38000000
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
N/A
6735.00000000
NS
407926.61000000
0.005899660726
Long
EC
CORP
KR
N
2
N
N
N
Dongfeng Motor Group Co. Ltd.
3003002JNYOYPX54GE50
Dongfeng Motor Group Co. Ltd., Class H
N/A
438000.00000000
NS
327636.12000000
0.004738455159
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
NVIDIA Corp.
00C9C7V48
-88.00000000
NC
USD
-142340.00000000
-0.00205859997
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NVIDIA Corp.
NVIDIA Corp.
100.00000000
280.00000000
USD
2022-05-20
XXXX
-102936.38000000
N
N
N
Jumpcloud, Inc., Series E-1
N/A
Jumpcloud, Inc., Series E-1
N/A
2211458.00000000
NS
USD
12737998.08000000
0.184223988262
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
salesforce.com, Inc.
00C9BKBX8
86.00000000
NC
USD
5074.00000000
0.000073383000
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
salesforce.com, Inc.
salesforce.com, Inc.
100.00000000
230.00000000
USD
2022-04-14
XXXX
-92039.04000000
N
N
N
India Green Energy Holdings
2549005BFUXXT5HWAG36
India Green Energy Holdings
45410FAA3
400000.00000000
PA
USD
403040.00000000
0.005828987864
Long
DBT
CORP
MU
N
2
2024-04-29
Fixed
5.37500000
N
N
N
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
130474.00000000
NS
462581.38000000
0.006690108303
Long
EC
CORP
GB
N
2
N
N
N
InterGlobe Aviation Ltd.
33580079R8SLLO23XD19
InterGlobe Aviation Ltd.
N/A
12787.00000000
NS
337867.31000000
0.004886424300
Long
EC
CORP
IN
N
2
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-NWM, Class C
12434AAE8
2888000.00000000
PA
USD
2859120.00000000
0.041350178105
Long
ABS-MBS
CORP
US
N
3
2033-02-15
Floating
4.64657040
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P93CMQ4
-615.00000000
NC
USD
-132840.00000000
-0.00192120570
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
185.00000000
USD
2022-05-20
XXXX
-26355.24000000
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc.
N/A
6300.00000000
NS
205031.22000000
0.002965275142
Long
EC
CORP
JP
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
N/A
336557.00000000
NS
20025274.34000000
0.289616616504
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
CDI
N/A
15506000.00000000
PA
-525586.14000000
-0.00760131806
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
iTraxx Europe Crossover35-V1
iTraxx Europe Crossover35-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
1948620.20000000
USD
0.00000000
USD
15506000.00000000
EUR
-525586.14000000
N
N
N
Sun Country Airlines Holdings, Inc.
N/A
Sun Country Airlines Holdings, Inc.
866683105
323187.00000000
NS
USD
8461035.66000000
0.122368187240
Long
EC
CORP
US
Y
1
N
N
N
Bank of East Asia Ltd. (The)
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd. (The)
N/A
403000.00000000
PA
USD
401438.38000000
0.005805824348
Long
DBT
CORP
HK
N
2
2024-09-19
Variable
5.87499840
N
N
N
N
N
N
SWF Holdings I Corp.
N/A
SWF Holdings I Corp., 1st Lien Term Loan
78489HAB4
695000.00000000
PA
USD
672989.35000000
0.009733144983
Long
LON
CORP
US
N
2
2028-10-06
Variable
4.75000000
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
8254.00000000
NS
USD
8894510.40000000
0.128637339183
Long
EC
CORP
US
N
1
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust, Series 2018-GLKS, Class C
23307GAJ5
575000.00000000
PA
USD
566324.40000000
0.008190497357
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
2.19899880
N
N
N
N
N
N
Signal Peak CLO 8 Ltd.
N/A
Signal Peak CLO 8 Ltd., Series 2020-8A, Class A
56845NAA8
250000.00000000
PA
USD
248057.28000000
0.003587541868
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.52399880
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
74423.00000000
NS
7089860.69000000
0.102537494850
Long
EC
CORP
DK
N
2
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
260000.00000000
PA
USD
235300.00000000
0.003403039014
Long
DBT
NUSS
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
920.00000000
NS
580821.24000000
0.008400158692
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12015.25000000
0.000173771204
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
14414956.67000000
USD
13312286.00000000
CHF
2022-05-12
12015.25000000
N
N
N
N/A
N/A
OIS
N/A
43215930.00000000
PA
USD
601491.22000000
0.008699099399
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-02-17
0.00000000
USD
0.00000000
USD
43215930.00000000
USD
601491.22000000
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAT4
73000.00000000
PA
USD
68870.76000000
0.000996047102
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756CC2
257000.00000000
PA
USD
236889.75000000
0.003426030860
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
Jinxin Fertility Group Ltd.
2549000NTC85I8X21O47
Jinxin Fertility Group Ltd.
N/A
1293000.00000000
NS
980974.29000000
0.014187393886
Long
EC
CORP
KY
N
2
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR17, Class C
12631DBG7
649624.00000000
PA
USD
646156.70000000
0.009345076327
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.78429200
N
N
N
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
723000.00000000
PA
USD
108450.00000000
0.001568464008
Long
DBT
CORP
KY
N
2
2025-01-25
Fixed
7.10000000
N
N
N
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AF3
17000.00000000
PA
USD
17233.75000000
0.000249244044
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
887000.00000000
PA
USD
141920.00000000
0.002052525699
Long
DBT
CORP
KY
N
2
2026-03-24
Fixed
6.20000000
Y
N
N
N
N
N
Hilton Grand Vacations Borrower LLC, Term Loan
N/A
Hilton Grand Vacations Borrower LLC, Term Loan
43283LAH4
2393845.33000000
PA
USD
2377088.41000000
0.034378770085
Long
LON
CORP
US
N
2
2028-08-02
Variable
3.50000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
N/A
281000.00000000
PA
USD
247280.00000000
0.003576300414
Long
DBT
NUSS
SA
N
2
2051-11-17
Fixed
3.25000000
N
N
N
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1932.00000000
NS
USD
705624.36000000
0.010205130586
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Autodesk, Inc.
00C8ZEVF5
154.00000000
NC
USD
2079.00000000
0.000030067650
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Autodesk, Inc.
Autodesk, Inc.
100.00000000
250.00000000
USD
2022-04-14
XXXX
-197938.70000000
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
60683.00000000
NS
USD
3118499.37000000
0.045101466315
Long
EC
CORP
VG
N
1
N
N
N
N/A
N/A
USD Currency
N/A
66184726.00000000
PA
USD
114043.92000000
0.001649366379
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Purchased
N/A
USD Currency
1.00000000
116.00000000
USD
2022-05-12
XXXX
-328864.27000000
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
N/A
20013.00000000
NS
840028.05000000
0.012148951244
Long
EC
CORP
SE
N
2
N
N
N
Freedom Mortgage Corp.
549300LYRWPSYPK6S325
Freedom Mortgage Corp.
35640YAA5
870000.00000000
PA
USD
866737.50000000
0.012535238113
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
Industrial Select Sector SPDR Fund
549300HQI51T8KP6U325
Industrial Select Sector SPDR Fund
81369Y704
36298.00000000
NS
USD
3737968.04000000
0.054060565561
Long
RF
US
N
1
N
N
N
N/A
N/A
IRS
N/A
36086405.00000000
PA
USD
-8478658.60000000
-0.12262305996
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-12-22
0.00000000
USD
0.00000000
USD
36086405.00000000
USD
-8478658.60000000
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
1500.00000000
NS
USD
399000.00000000
0.005770559145
Long
EC
CORP
US
N
1
N
N
N
TICP CLO IX Ltd.
549300T5OQR4UD880D68
TICP CLO IX Ltd., Series 2017-9A, Class B
87249AAC9
250000.00000000
PA
USD
248168.90000000
0.003589156179
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.85400000
N
N
N
N
N
N
PKHL Commercial Mortgage Trust
N/A
PKHL Commercial Mortgage Trust, Series 2021-MF, Class F
69356GAQ2
533000.00000000
PA
USD
512871.84000000
0.007417436809
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.74699880
N
N
N
N
N
N
N/A
N/A
IRS
N/A
9411548.00000000
PA
USD
911089.55000000
0.013176682043
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-02-05
0.00000000
USD
0.00000000
USD
9411548.00000000
USD
911089.55000000
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
6781.00000000
NS
652262.70000000
0.009433384683
Long
EC
CORP
CH
N
2
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DP4
329000.00000000
PA
USD
281767.94000000
0.004075084118
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86200000
N
N
N
N
N
N
Chenango Park CLO Ltd.
N/A
Chenango Park CLO Ltd., Series 2018-1A, Class A2
16409TAE9
400778.00000000
PA
USD
396600.65000000
0.005735858416
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
1.79129160
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class G
58403YBA3
5030000.00000000
PA
USD
4911303.07000000
0.071029987085
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.64699960
N
N
N
N
N
N
CIFI Holdings Group Co. Ltd.
549300WGKSV867C0JF48
CIFI Holdings Group Co. Ltd.
N/A
200000.00000000
PA
USD
165000.00000000
0.002386321451
Long
DBT
CORP
KY
N
2
2025-07-16
Fixed
6.00000000
N
N
N
N
N
N
LG Household & Health Care Ltd.
N/A
LG Household & Health Care Ltd.
N/A
76.00000000
NS
53611.31000000
0.000775356479
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
OIS
N/A
3043102.00000000
PA
-60829.81000000
-0.00087975442
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2027-01-04
0.00000000
USD
0.00000000
USD
3043102.00000000
BRL
-60829.81000000
N
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AE1
3380000.00000000
PA
USD
3168750.00000000
0.045828218778
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
EUR Currency
N/A
35455592.00000000
PA
285.32000000
0.000004126455
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Call
Purchased
N/A
EUR Currency
1.00000000
1.16000000
EUR
2022-04-07
XXXX
-246732.38000000
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22303XAA3
110000.00000000
PA
USD
105017.00000000
0.001518814059
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Mozart Debt Merger Sub, Inc.
N/A
Mozart Debt Merger Sub, Inc.
62482BAA0
334000.00000000
PA
USD
308950.00000000
0.004468206135
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Hilong Holding Ltd.
5493007WSRWZ0UF15X65
Hilong Holding Ltd.
N/A
270000.00000000
PA
USD
167400.00000000
0.002421031581
Long
DBT
CORP
KY
N
2
2024-11-18
Fixed
9.75000000
N
N
N
N
N
N
China Tourism Group Duty Free Corp. Ltd.
N/A
China Tourism Group Duty Free Corp. Ltd., Class A
N/A
49300.00000000
NS
1265736.69000000
0.018305785544
Long
EC
CORP
CN
N
2
N
N
N
Atrium XII
549300O252OCTN35RH57
Atrium XII, Series 12A, Class BR
04965CAL2
286579.00000000
PA
USD
283039.28000000
0.004093470941
Long
ABS-CBDO
CORP
KY
N
2
2027-04-22
Floating
1.60886160
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
100558.00000000
NS
USD
12037798.18000000
0.174097309223
Long
EC
CORP
JE
N
1
N
N
Pikes Peak CLO 8
549300NJA5BS4BQQJL72
Pikes Peak CLO 8, Series 2021-8A, Class A
72133CAA0
250000.00000000
PA
USD
247452.45000000
0.003578794482
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.42400160
N
N
N
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
10738.00000000
NS
USD
487612.58000000
0.007052123391
Long
EC
CORP
US
N
1
N
N
SmartRent, Inc.
N/A
SmartRent, Inc., Class A
83193G107
230111.00000000
NS
USD
1164361.66000000
0.016839643673
Long
EC
CORP
US
N
1
N
N
Kirk Beauty SUN GmbH
9845005056B369360745
Kirk Beauty SUN GmbH
N/A
2481398.00000000
PA
2525442.82000000
0.036524353788
Long
DBT
CORP
DE
N
2
2026-10-01
Variable
8.25000000
N
N
Y
N
N
N
Dali Foods Group Co. Ltd.
52990093PPQC644N7T38
Dali Foods Group Co. Ltd.
N/A
119000.00000000
NS
62081.00000000
0.000897849830
Long
EC
CORP
KY
N
2
N
N
N
Sonder Corp.
N/A
Sonder Corp.
N/A
5627000.00000000
PA
USD
5275312.50000000
0.076294493214
Long
DBT
CORP
US
N
3
2027-01-19
Floating
0.00000000
N
N
N
N
N
N
N/A
N/A
Tesla, Inc.
00C916AB9
80.00000000
NC
USD
512000.00000000
0.007404827775
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Tesla, Inc.
Tesla, Inc.
100.00000000
1150.00000000
USD
2022-05-20
XXXX
-112130.58000000
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
173438.00000000
NS
USD
37195513.48000000
0.537942131544
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
91790905.00000000
PA
USD
6672341.34000000
0.096499098601
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-04-08
0.00000000
USD
0.00000000
USD
91790905.00000000
USD
6672341.34000000
N
N
N
Renewable Energy Group, Inc.
549300HPU3BD8ZI0X358
Renewable Energy Group, Inc.
75972AAD5
59000.00000000
PA
USD
63373.67000000
0.000916545140
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
Wells Fargo & Co.
00P900VW0
-694.00000000
NC
USD
-31230.00000000
-0.00045166556
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Wells Fargo & Co.
Wells Fargo & Co.
100.00000000
45.00000000
USD
2022-04-14
XXXX
59529.90000000
N
N
N
N/A
N/A
United States Steel Corp.
00P8ZZ4N7
-204.00000000
NC
USD
-408.00000000
-0.00000590072
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
United States Steel Corp.
United States Steel Corp.
100.00000000
22.00000000
USD
2022-04-14
XXXX
3412.86000000
N
N
N
N/A
N/A
General Motors Co.
00C9FZEA8
2882.00000000
NC
USD
4323.00000000
0.000062521622
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
General Motors Co.
General Motors Co.
100.00000000
60.00000000
USD
2022-04-14
XXXX
-854976.20000000
N
N
N
N/A
N/A
Bath & Body Works, Inc.
N/A
1249.00000000
NC
USD
49960.00000000
0.000722549210
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Bath & Body Works, Inc.
Bath & Body Works, Inc.
100.00000000
60.00000000
USD
2022-05-20
XXXX
-607300.21000000
N
N
N
N/A
N/A
Pitney Bowes, Inc.
00P9AHWY7
74.00000000
NC
USD
1295.00000000
0.000018729007
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Pitney Bowes, Inc.
Pitney Bowes, Inc.
100.00000000
4.00000000
USD
2022-07-15
XXXX
-1224.08000000
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
5148.00000000
NS
USD
648750.96000000
0.009382595953
Long
EC
CORP
US
N
1
N
N
N
Full House Resorts, Inc.
5493009DKIWW0H901Y82
Full House Resorts, Inc.
359678AC3
101000.00000000
PA
USD
103272.50000000
0.001493584133
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
8643.00000000
NS
168895.53000000
0.002442660765
Long
EC
CORP
CH
N
2
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
327000.00000000
PA
USD
16350.00000000
0.000236462761
Long
DBT
CORP
HK
N
2
2023-04-15
Fixed
9.25000000
Y
N
N
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
591.00000000
NS
USD
77751.96000000
0.001124491939
Long
EC
CORP
US
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB, Class B
N/A
214807.00000000
NS
3009618.07000000
0.043526764607
Long
EC
CORP
SE
N
2
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
65027.00000000
NS
USD
1086601.17000000
0.015715028368
Long
EC
CORP
US
N
1
N
N
N
Star Energy Geothermal Darajat II
N/A
Star Energy Geothermal Darajat II
N/A
770000.00000000
PA
USD
763647.50000000
0.011044293396
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
Fanatics Holdings, Inc.
N/A
Fanatics Holdings, Inc.
N/A
170622.00000000
NS
USD
10878858.72000000
0.157336084411
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-726359.06000000
-0.01050500730
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
14448850.70000000
USD
1669191485.00000000
JPY
2022-05-12
-726359.06000000
N
N
N
Innovent Biologics, Inc.
25490058ONL9SCIE1R22
Innovent Biologics, Inc.
N/A
51000.00000000
NS
171621.82000000
0.002482089882
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
IRS
N/A
28107722.00000000
PA
USD
1530028.01000000
0.022128113097
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-10-14
0.00000000
USD
0.00000000
USD
28107722.00000000
USD
1530028.01000000
N
N
N
N/A
N/A
IRS
N/A
16766000.00000000
PA
USD
207684.42000000
0.003003647191
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-07-02
0.00000000
USD
0.00000000
USD
16766000.00000000
USD
207684.42000000
N
N
N
Gitlab, Inc.
N/A
Gitlab, Inc., Class A
37637K108
522.00000000
NS
USD
28422.90000000
0.000411067733
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-159938.28000000
-0.00231311605
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
7008927.28000000
USD
6181215.00000000
EUR
2022-05-20
-159938.28000000
N
N
N
N/A
N/A
NVIDIA Corp.
00C94V7B5
-160.00000000
NC
USD
-193200.00000000
-0.00279416548
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NVIDIA Corp.
NVIDIA Corp.
100.00000000
270.00000000
USD
2022-04-14
XXXX
-63148.58000000
N
N
N
Want Want China Holdings Ltd.
5299005HZCEKX4O1J230
Want Want China Holdings Ltd.
N/A
641000.00000000
NS
591476.49000000
0.008554260823
Long
EC
CORP
KY
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
N/A
39787.00000000
NS
289144.24000000
0.004181764256
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
IRS
N/A
51078619.00000000
PA
USD
2344643.80000000
0.033909538153
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-07-23
0.00000000
USD
0.00000000
USD
51078619.00000000
USD
2344643.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129587.15000000
0.001874161186
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
27626203.71000000
USD
25017900.00000000
EUR
2022-06-16
129587.15000000
N
N
N
BHG Securitization Trust
N/A
BHG Securitization Trust, Series 2021-A, Class B
08861YAB2
170000.00000000
PA
USD
159050.81000000
0.002300280968
Long
ABS-O
CORP
US
N
2
2033-11-17
Fixed
2.79000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-E, Class B1
009740AD3
617676.00000000
PA
USD
551857.74000000
0.007981272502
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
3.72899880
N
N
N
N
N
N
N/A
N/A
Amazon.com, Inc.
N/A
2862.00000000
NC
USD
20817.99000000
0.000301081309
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
Amazon.com, Inc.
Amazon.com, Inc.
1.00000000
4150.00000000
USD
2022-06-17
XXXX
-374138.01000000
N
N
N
Aier Eye Hospital Group Co. Ltd.
N/A
Aier Eye Hospital Group Co. Ltd., Class A
N/A
272622.00000000
NS
1345393.16000000
0.019457821563
Long
EC
CORP
CN
N
2
N
N
N
LMIRT Capital Pte. Ltd.
5493009IDXHZSVD2BI70
LMIRT Capital Pte. Ltd.
N/A
323000.00000000
PA
USD
316540.00000000
0.004577976922
Long
DBT
CORP
SG
N
2
2026-02-09
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
00P8MGUD6
-291.00000000
NC
USD
-1164.00000000
-0.00001683441
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ High Yield Corporate Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF
100.00000000
76.00000000
USD
2022-04-14
XXXX
4298.29000000
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
9973000.00000000
PA
USD
10238680.72000000
0.148077475356
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Hanwha Life Insurance Co. Ltd.
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co. Ltd.
N/A
900000.00000000
PA
USD
858159.00000000
0.012411171092
Long
DBT
CORP
KR
N
2
2032-02-04
Variable
3.37899960
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
31941.00000000
NS
USD
2094371.37000000
0.030289959557
Long
EC
CORP
IE
N
1
N
N
N
JSW Steel Ltd.
335800EK6HZSC4CVAJ09
JSW Steel Ltd.
N/A
522000.00000000
PA
USD
523957.50000000
0.007577763768
Long
DBT
CORP
IN
N
2
2025-04-04
Fixed
5.37500000
N
N
N
N
N
N
Dua Capital Ltd.
213800ILVLALFTITCB43
Dua Capital Ltd.
N/A
341000.00000000
PA
USD
307036.40000000
0.004440530591
Long
DBT
CORP
MY
N
2
2031-05-11
Fixed
2.78000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
20265600.00000000
PA
USD
18283371.00000000
0.264424244952
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class B
52607MAB5
960000.00000000
PA
USD
876478.27000000
0.012676114528
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
2.47000000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
987.00000000
NS
USD
329253.33000000
0.004761844146
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Freeport-McMoRan, Inc.
00C9J2B85
-845.00000000
NC
USD
-229417.50000000
-0.00331796303
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Freeport-McMoRan, Inc.
Freeport-McMoran, Inc.
100.00000000
48.00000000
USD
2022-04-14
XXXX
-100756.26000000
N
N
N
Yageo Corp.
5493001P0TOZH7GGNQ21
Yageo Corp.
N/A
7000.00000000
NS
104489.93000000
0.001511191281
Long
EC
CORP
TW
N
2
N
N
N
Greenland Global Investment Ltd.
549300RR3CIGB2A33O28
Greenland Global Investment Ltd.
N/A
390000.00000000
PA
USD
269100.00000000
0.003891873348
Long
DBT
CORP
VG
N
2
2023-09-26
Fixed
6.75000000
N
N
N
N
N
N
Polski Koncern Naftowy ORLEN SA
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
N/A
21167.00000000
NS
379851.98000000
0.005493629867
Long
EC
CORP
PL
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
53770.00000000
NS
38380987.05000000
0.555087107361
Long
EC
CORP
FR
N
2
N
N
N
SPDR Gold Shares
N/A
SPDR Gold Shares
78463V107
80181.00000000
NS
USD
14484697.65000000
0.209485725551
Long
RF
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
3864.00000000
NS
USD
626354.40000000
0.009058684489
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
40718378.00000000
PA
USD
172928.68000000
0.002500990415
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-06-17
0.00000000
USD
0.00000000
USD
40718378.00000000
USD
172928.68000000
N
N
N
SJM Holdings Ltd.
529900XEAB40COT5ZL30
SJM Holdings Ltd.
N/A
208000.00000000
NS
102129.80000000
0.001477057772
Long
EC
CORP
HK
N
2
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
05675M2F0
200000.00000000
PA
USD
193250.00000000
0.002794888608
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
Michaels Cos., Inc. (The)
549300H9LWMBP7HYLR98
Michaels Cos., Inc. (The), Term Loan B
59408UAB3
404699.60000000
PA
USD
378786.68000000
0.005478222908
Long
LON
CORP
US
N
2
2028-04-15
Variable
5.25600000
N
N
N
N
N
N
ACRES Commercial Realty Ltd.
N/A
ACRES Commercial Realty Ltd., Series 2021-FL1, Class A
00103CAA7
2790000.00000000
PA
USD
2757085.62000000
0.039874500349
Long
ABS-CBDO
CORP
US
N
2
2036-06-15
Floating
1.64099880
N
N
N
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
5844.00000000
NS
181852.17000000
0.002630046874
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
1637.00000000
NC
USD
-6044313.85000000
-0.08741621695
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Note
2022-06-21
200967328.13000000
USD
-6044313.85000000
N
N
N
Nihon M&A Center Holdings, Inc.
N/A
Nihon M&A Center Holdings, Inc.
N/A
4600.00000000
NS
64344.59000000
0.000930587123
Long
EC
CORP
JP
N
2
N
N
N
NU Holdings Ltd.
5493002DG1RHWK9W2X27
NU Holdings Ltd., Class A
N/A
435485.00000000
NS
USD
3361944.20000000
0.048622300376
Long
EC
CORP
KY
N
1
N
N
Benefit Street Partners CLO III Ltd.
549300Y1V90IQ456QX97
Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A2R2
08180EBL7
283000.00000000
PA
USD
281643.92000000
0.004073290472
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.90400040
N
N
N
N
N
N
Star Energy Geothermal Darajat II
N/A
Star Energy Geothermal Darajat II
85513LAB0
710000.00000000
PA
USD
704142.50000000
0.010183699105
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
57063774.00000000
PA
USD
105.00000000
0.000001518568
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Purchased
N/A
Swaption
1.00000000
1.50000000
USD
2022-04-14
XXXX
-1076688.64000000
N
N
N
N/A
N/A
Wells Fargo & Co.
00C902CB7
694.00000000
NC
USD
12492.00000000
0.000180666227
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Wells Fargo & Co.
Wells Fargo & Co.
100.00000000
55.00000000
USD
2022-04-14
XXXX
-147240.95000000
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST4, Class A
91534HAA4
439060.36000000
PA
USD
423903.56000000
0.006130728233
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
Select Medical Corp.
549300X05KS0JKR8CB50
Select Medical Corp.
816196AT6
5559000.00000000
PA
USD
5754899.16000000
0.083230541302
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAM4
71000.00000000
PA
USD
73038.06000000
0.001056316905
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
KWG Group Holdings Ltd.
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd.
N/A
758000.00000000
PA
USD
306990.00000000
0.004439859529
Long
DBT
CORP
KY
N
2
2024-03-05
Fixed
7.40000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
16268883.00000000
PA
USD
-2229615.19000000
-0.03224593064
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-08-21
0.00000000
USD
0.00000000
USD
16268883.00000000
USD
-2229615.19000000
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc., 1st Lien Term Loan B1
78397GAF8
2301205.76000000
PA
USD
2258886.59000000
0.032669269851
Long
LON
CORP
US
N
2
2027-03-16
Variable
4.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
979000.00000000
PA
USD
824807.50000000
0.011928823214
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
2618440.00000000
NS
17037428.32000000
0.246404731350
Long
EC
CORP
JE
N
2
N
N
N
N/A
N/A
BP plc
00C9L2YU8
1022.00000000
NC
USD
119063.00000000
0.001721955096
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
BP plc
BP plc
100.00000000
30.00000000
USD
2022-05-20
XXXX
4607.89000000
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
N/A
161400.00000000
NS
361114.01000000
0.005222630959
Long
EC
CORP
LU
N
2
N
N
N
Hindustan Petroleum Corp. Ltd.
335800DWLXIP7HFFY564
Hindustan Petroleum Corp. Ltd.
N/A
920000.00000000
PA
USD
907235.00000000
0.013120935404
Long
DBT
CORP
IN
N
2
2027-07-12
Fixed
4.00000000
N
N
N
N
N
N
Conair Holdings LLC
549300804G00T34FLV17
Conair Holdings LLC, 1st Lien Term Loan
20600RAB8
440790.49000000
PA
USD
433076.66000000
0.006263394689
Long
LON
CORP
US
N
2
2028-05-17
Variable
4.75600000
N
N
N
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
920000.00000000
PA
USD
124200.00000000
0.001796249237
Long
DBT
CORP
KY
N
2
2022-04-17
Fixed
11.75000000
Y
N
N
N
N
N
N/A
N/A
Exxon Mobil Corp.
00C9FVEL3
908.00000000
NC
USD
238804.00000000
0.003453715805
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Exxon Mobil Corp.
Exxon Mobil Corp.
100.00000000
85.00000000
USD
2022-05-20
XXXX
-39999.62000000
N
N
N
N/A
N/A
Devon Energy Corp.
00C9GPCV5
-311.00000000
NC
USD
-4354.00000000
-0.00006296996
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Devon Energy Corp.
Devon Energy Corp.
100.00000000
70.00000000
USD
2022-04-14
XXXX
33205.53000000
N
N
N
N/A
N/A
IRS
N/A
3105409.00000000
PA
USD
385160.66000000
0.005570406940
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-11-30
0.00000000
USD
0.00000000
USD
3105409.00000000
USD
385160.66000000
N
N
N
N/A
N/A
Diamondback Energy, Inc.
00C9QJ2U1
207.00000000
NC
USD
85905.00000000
0.001242405722
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Diamondback Energy, Inc.
Diamondback Energy, Inc.
100.00000000
155.00000000
USD
2022-05-20
XXXX
-30476.43000000
N
N
N
N/A
N/A
IRS
N/A
26099573.00000000
PA
USD
-5966377.06000000
-0.08628905190
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-02-10
0.00000000
USD
0.00000000
USD
26099573.00000000
USD
-5966377.06000000
N
N
N
Deuce Finco plc
9845007DA2BC863E8437
Deuce Finco plc
N/A
4115000.00000000
PA
5162630.86000000
0.074664828883
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
WuXi AppTec Co. Ltd.
254900OEPQLZSPLN9175
WuXi AppTec Co. Ltd., Class H
N/A
18200.00000000
NS
284356.03000000
0.004112514510
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
IRS
N/A
40709764.00000000
PA
USD
203226.28000000
0.002939171099
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-06-18
0.00000000
USD
0.00000000
USD
40709764.00000000
USD
203226.28000000
N
N
N
N/A
N/A
IRS
N/A
15984249.00000000
PA
USD
1575385.40000000
0.022784096811
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-02-04
0.00000000
USD
0.00000000
USD
15984249.00000000
USD
1575385.40000000
N
N
N
N/A
N/A
ETRS
N/A
5580.00000000
PA
USD
30754.60000000
0.000444790070
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Universal Health Services, Inc.
Universal Health Services, Inc.
Y
2022-06-10
0.00000000
USD
0.00000000
USD
5580.00000000
USD
30754.60000000
N
N
N
N/A
N/A
IRS
N/A
9114473.00000000
PA
USD
-1252896.21000000
-0.01812007940
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-09-25
0.00000000
USD
0.00000000
USD
9114473.00000000
USD
-1252896.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17210.35000000
0.000248905620
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6929309.10000000
USD
6398330.00000000
CHF
2022-06-16
17210.35000000
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
97809.00000000
NS
USD
29277167.97000000
0.423422630039
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp., Class A
535919401
146188.00000000
NS
USD
2375555.00000000
0.034356593060
Long
EC
CORP
CA
N
1
N
N
N
Aeropuertos Dominicanos Siglo XXI SA
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
472000.00000000
PA
USD
456365.00000000
0.006600203570
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
Oracle Corp. Japan
529900MIMKY9RU60Z323
Oracle Corp. Japan
N/A
10300.00000000
NS
713759.46000000
0.010322784911
Long
EC
CORP
JP
N
2
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
8668.00000000
NS
74330.84000000
0.001075013805
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
IRS
N/A
9223099.00000000
PA
USD
2113882.19000000
0.030572135850
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-11-27
0.00000000
USD
0.00000000
USD
9223099.00000000
USD
2113882.19000000
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
659.00000000
NS
79520.54000000
0.001150070123
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
IRS
N/A
11154269.00000000
PA
USD
3363509.89000000
0.048644944253
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-07-02
0.00000000
USD
0.00000000
USD
11154269.00000000
USD
3363509.89000000
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
300000.00000000
PA
USD
291806.25000000
0.004220263720
Long
DBT
CORP
TH
N
2
2025-10-14
Variable
5.27500080
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
137714.88000000
0.001991708922
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
18625333.13000000
USD
14287241.00000000
GBP
2022-06-16
137714.88000000
N
N
N
Microport Cardioflow Medtech Corp.
254900V03B971A7FK886
Microport Cardioflow Medtech Corp.
N/A
3718000.00000000
NS
1338987.31000000
0.019365176610
Long
EC
CORP
KY
N
2
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
3600.00000000
NS
78613.19000000
0.001136947525
Long
EC
CORP
JP
N
2
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAJ7
64000.00000000
PA
USD
62073.60000000
0.000897742807
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
ONGC Videsh Vankorneft Pte. Ltd.
254900FXH0X0S4UIS503
ONGC Videsh Vankorneft Pte. Ltd.
N/A
1110000.00000000
PA
USD
1093211.25000000
0.015810627009
Long
DBT
CORP
SG
N
2
2026-07-27
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
Marathon Oil Corp.
00C9AGWR8
765.00000000
NC
USD
219555.00000000
0.003175326098
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp.
Marathon Oil Corp.
100.00000000
25.00000000
USD
2022-07-15
XXXX
44397.63000000
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P9FY1G8
-170.00000000
NC
USD
-425.00000000
-0.00000614658
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
150.00000000
USD
2022-04-14
XXXX
10302.18000000
N
N
N
Banco Mercantil del Norte SA
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA
05971PAA6
235000.00000000
PA
USD
228948.75000000
0.003311183717
Long
DBT
CORP
MX
N
2
2024-09-27
Variable
6.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2020-GC47, Class AS
36258RBE2
1546717.00000000
PA
USD
1442760.14000000
0.020865996793
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.73130000
N
N
N
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
796.00000000
NS
USD
63242.20000000
0.000914643748
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44364.87000000
0.000641629339
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
18391353.58000000
USD
23049111.00000000
CAD
2022-04-21
44364.87000000
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
5724.00000000
NS
USD
1697795.64000000
0.024554461548
Long
EC
CORP
US
N
1
N
N
N
Sema4 Holdings Corp.
N/A
Sema4 Holdings Corp.
N/A
169746.00000000
NS
USD
521120.22000000
0.007536729452
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
Euro-Bund
N/A
148.00000000
NC
-1301918.69000000
-0.01882906968
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
EUR Currency
2022-06-08
23481680.00000000
EUR
-1301918.69000000
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723AR4
441000.00000000
PA
USD
409578.75000000
0.005923554891
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
95698436.00000000
PA
USD
-7732436.35000000
-0.11183078019
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-02-10
0.00000000
USD
0.00000000
USD
95698436.00000000
USD
-7732436.35000000
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
6818.00000000
NS
1144676.47000000
0.016554945545
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
138200.34000000
0.001998729914
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10722802.00000000
CHF
103604762.69000000
NOK
2022-05-19
138200.34000000
N
N
N
DL E&C Co. Ltd.
N/A
DL E&C Co. Ltd.
N/A
486.00000000
NS
52606.58000000
0.000760825517
Long
EC
CORP
KR
N
2
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
656000.00000000
PA
USD
288640.00000000
0.004174471658
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd., Series 2019-2A, Class BR
29001LAN1
475000.00000000
PA
USD
469678.43000000
0.006792749773
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.90400040
N
N
N
N
N
N
N/A
N/A
ServiceNow, Inc.
00C93KXF2
-173.00000000
NC
USD
-354650.00000000
-0.00512914486
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ServiceNow, Inc.
ServiceNow, Inc.
100.00000000
600.00000000
USD
2022-05-20
XXXX
-133596.77000000
N
N
N
Federal Home Loan Mortgage Corp. STACR REMIC Trust
N/A
Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2022-DNA1, Class B1
35564KQY8
620043.00000000
PA
USD
562656.28000000
0.008137446973
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
3.49899840
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
24651.00000000
NS
USD
5101770.96000000
0.073784639277
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
5988808.00000000
PA
USD
-812667.33000000
-0.01175324534
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-09-14
0.00000000
USD
0.00000000
USD
5988808.00000000
USD
-812667.33000000
N
N
N
Promigas SA ESP
N/A
Promigas SA ESP
74348DAA5
200000.00000000
PA
USD
180310.00000000
0.002607743156
Long
DBT
CORP
US
N
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
1600.00000000
NS
USD
91792.00000000
0.001327546779
Long
EC
CORP
US
N
1
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
265000.00000000
PA
USD
261571.56000000
0.003782992876
Long
DBT
NUSS
OM
N
2
2028-05-06
Fixed
5.12500000
N
N
N
N
N
N
TICP CLO VI Ltd.
254900JG2DPAYUCW8T83
TICP CLO VI Ltd., Series 2016-6A, Class BR2
87246MAU6
250000.00000000
PA
USD
246243.90000000
0.003561315762
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.74129120
N
N
N
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
100.00000000
NS
51356.12000000
0.000742740671
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Boston Scientific Corp.
00P9L9NW7
-978.00000000
NC
USD
-21516.00000000
-0.00031117631
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Boston Scientific Corp.
Boston Scientific Corp.
100.00000000
37.00000000
USD
2022-04-14
XXXX
20315.76000000
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
624.00000000
NS
USD
83166.72000000
0.001202803199
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
16172.00000000
NS
USD
2469464.40000000
0.035714762852
Long
EC
CORP
IE
N
1
N
N
N
Rockford Tower CLO Ltd.
549300KPFGDIQ0PMP224
Rockford Tower CLO Ltd., Series 2018-1A, Class A
77342JAA1
250000.00000000
PA
USD
248750.00000000
0.003597560369
Long
ABS-CBDO
CORP
KY
N
2
2031-05-20
Floating
1.57956840
N
N
N
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
898324AC2
245000.00000000
PA
USD
251783.44000000
0.003641431660
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
5.25000000
N
N
N
N
N
N
CP Iris Holdco I, Inc.
25490024F0AS5UR7DB02
CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan
12659EAD0
58564.81000000
PA
USD
57064.38000000
0.000825296691
Long
LON
CORP
US
N
2
2028-10-02
Variable
3.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DL6
568000.00000000
PA
USD
546806.50000000
0.007908218670
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
6429977.00000000
PA
USD
29537.62000000
0.000427189431
N/A
DIR
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Call
Purchased
N/A
Swaption
1.00000000
1.55000000
USD
2022-07-06
XXXX
-145950.77000000
N
N
N
N/A
N/A
BP plc
00C8ZGK05
-919.00000000
NC
USD
-23434.50000000
-0.00033892272
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
BP plc
BP plc
100.00000000
31.00000000
USD
2022-04-14
XXXX
9624.22000000
N
N
N
Republic of Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286BD8
600000.00000000
PA
USD
735816.00000000
0.010641778817
Long
DBT
NUSS
PH
N
2
2032-01-15
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
Lloyds Banking Group plc
N/A
3360.00000000
NC
49655.97000000
0.000718152159
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Purchased
Lloyds Banking Group plc
Lloyds Banking Group plc
1000.00000000
0.50000000
GBP
2022-05-20
XXXX
-44661.37000000
N
N
N
N/A
N/A
IRS
N/A
164792971.00000000
PA
-572024.24000000
-0.00827293160
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-08-12
0.00000000
USD
0.00000000
USD
164792971.00000000
MXN
-572024.24000000
N
N
N
GLOBALFOUNDRIES, Inc.
549300BA76VK784VMX48
GLOBALFOUNDRIES, Inc.
N/A
86963.00000000
NS
USD
5428230.46000000
0.078506077506
Long
EC
CORP
KY
N
1
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638BU5
216000.00000000
PA
USD
224478.00000000
0.003246525252
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class B
05601PAG1
1549000.00000000
PA
USD
1502315.31000000
0.021727316670
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.49699880
N
N
N
N
N
N
Affinity Gaming
N/A
Affinity Gaming
00842XAA7
271000.00000000
PA
USD
263547.50000000
0.003811570016
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
China Merchants Bank Co. Ltd.
549300MKO5B60FFIHF58
China Merchants Bank Co. Ltd., Class H
N/A
336000.00000000
NS
2615567.44000000
0.037827785994
Long
EC
CORP
CN
N
2
N
N
N
Haidilao International Holding Ltd.
3003009Q8GV4VNKZWI24
Haidilao International Holding Ltd.
N/A
441000.00000000
NS
848508.37000000
0.012271598332
Long
EC
CORP
KY
N
2
N
N
N
Ares LV CLO Ltd.
N/A
Ares LV CLO Ltd., Series 2020-55A, Class BR
04018BAQ0
790000.00000000
PA
USD
781904.95000000
0.011308342757
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.94128920
N
N
N
N
N
N
N/A
N/A
IRS
N/A
124109247.00000000
PA
USD
3102179.78000000
0.044865443360
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-01-24
959.01000000
USD
0.00000000
USD
124109247.00000000
USD
3102179.78000000
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
523000.00000000
PA
USD
128135.00000000
0.001853159388
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
31988.00000000
NS
USD
7116050.48000000
0.102916266109
Long
EC
CORP
US
N
1
N
N
N
Great-West Lifeco, Inc.
549300X81X4VZEESFU46
Great-West Lifeco, Inc.
39138C106
7963.00000000
NS
234657.38000000
0.003393745088
Long
EC
CORP
CA
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
4584.00000000
NS
USD
352142.88000000
0.005092885505
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
N/A
332000.00000000
PA
USD
362710.00000000
0.005245713051
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
Parsley Energy LLC
N/A
Parsley Energy LLC
701885AH8
41000.00000000
PA
USD
42373.51000000
0.000612829187
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.62500000
N
N
N
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
192714AE3
200000.00000000
PA
USD
181537.50000000
0.002625495942
Long
DBT
CORP
CL
N
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
645000.00000000
PA
USD
80625.00000000
0.001166043436
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
11.50000000
Y
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
6597.00000000
NS
USD
1216816.65000000
0.017598276812
Long
EC
CORP
US
N
1
N
N
N
Puma International Financing SA
222100YFBPO7IDRUBR17
Puma International Financing SA
N/A
227000.00000000
PA
USD
215650.00000000
0.003118849823
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.12500000
N
N
N
N
N
N
Nice Ltd.
254900YTY4EF5Z4W0A51
Nice Ltd.
653656108
96684.00000000
NS
USD
21173796.00000000
0.306227173318
Long
EC
CORP
IL
N
1
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
100578.00000000
NS
USD
3811906.20000000
0.055129900211
Long
EC
CORP
US
N
1
N
N
N
Sema4 Holdings Corp.
N/A
Sema4 Holdings Corp.
N/A
743993.00000000
NS
USD
2284058.51000000
0.033033320110
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
Meta Platforms, Inc.
00P969VN5
-121.00000000
NC
USD
-339405.00000000
-0.00490866322
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Meta Platforms, Inc.
Meta Platforms, Inc.
100.00000000
250.00000000
USD
2022-04-14
XXXX
-241036.66000000
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust, Series 2021-A, Class C
64035DAF3
4690000.00000000
PA
USD
4553503.18000000
0.065855286766
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
3.75000000
N
N
N
N
N
N
Whitebox CLO II Ltd.
549300C89ZJ5IWOT1F21
Whitebox CLO II Ltd., Series 2020-2A, Class A1R
96466CAL2
397000.00000000
PA
USD
391743.64000000
0.005665613645
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
1.47885840
N
N
N
N
N
N
Modern Land China Co. Ltd.
549300PDOU6AR9Z9IN08
Modern Land China Co. Ltd.
N/A
200000.00000000
PA
USD
36000.00000000
0.000520651952
Long
DBT
CORP
KY
N
2
2024-03-04
Fixed
11.95000000
Y
N
N
N
N
N
China Hongqiao Group Ltd.
3003009Q4IBFSDE24571
China Hongqiao Group Ltd.
N/A
982500.00000000
NS
1290757.26000000
0.018667646895
Long
EC
CORP
KY
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
61830.00000000
NS
563614.08000000
0.008151299207
Long
EC
CORP
SE
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
4082.00000000
NS
95514.27000000
0.001381380311
Long
EC
CORP
FR
N
2
N
N
N
MAF Sukuk Ltd.
549300IS9H0W5N2N4K34
MAF Sukuk Ltd.
N/A
580000.00000000
PA
USD
601133.75000000
0.008693929470
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.63800000
N
N
N
N
N
N
Bank Central Asia Tbk. PT
254900BR956G2OHVOM21
Bank Central Asia Tbk. PT
N/A
1234800.00000000
NS
685641.78000000
0.009916131439
Long
EC
CORP
ID
N
1
N
N
N
ICICI Bank Ltd.
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd.
45112FAM8
1090000.00000000
PA
USD
1078282.50000000
0.015594719152
Long
DBT
CORP
IN
N
2
2027-12-14
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
5204.00000000
PA
USD
-60523.43000000
-0.00087532338
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Universal Health Services, Inc.
Universal Health Services, Inc.
Y
2022-08-10
0.00000000
USD
0.00000000
USD
5204.00000000
USD
-60523.43000000
N
N
N
N/A
N/A
IRS
N/A
7150833.00000000
PA
USD
691433.94000000
0.009999900867
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-10-18
0.00000000
USD
0.00000000
USD
7150833.00000000
USD
691433.94000000
N
N
N
Ultrapar Participacoes SA
529900FU4XBXGQMLRE72
Ultrapar Participacoes SA
N/A
40101.00000000
NS
120192.24000000
0.001738286791
Long
EC
CORP
BR
N
1
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust, Series 2021-BA, Class C
64034QAD0
2110000.00000000
PA
USD
1946357.68000000
0.028149303536
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
3.57000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
182150.00000000
NS
1216170.90000000
0.017588937617
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Starbucks Corp.
00C8ZZM01
1018.00000000
NC
USD
12216.00000000
0.000176674562
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Starbucks Corp.
Starbucks Corp.
100.00000000
100.00000000
USD
2022-04-14
XXXX
-230800.50000000
N
N
N
Eisai Co. Ltd.
353800HDEE0ZYEX4QV91
Eisai Co. Ltd.
N/A
14200.00000000
NS
657866.17000000
0.009514425172
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
9223099.00000000
PA
USD
2204027.43000000
0.031875866273
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-10-28
0.00000000
USD
0.00000000
USD
9223099.00000000
USD
2204027.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-398920.26000000
-0.00576940590
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
14335728.85000000
USD
10611558.00000000
GBP
2022-05-12
-398920.26000000
N
N
N
Power Finance Corp. Ltd.
3358003Q6D9LIJJZ1614
Power Finance Corp. Ltd.
73928RAA4
220000.00000000
PA
USD
241903.75000000
0.003498546107
Long
DBT
NUSS
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc., Series C
37045XDB9
984000.00000000
PA
USD
1030936.80000000
0.014909979397
Long
DBT
CORP
US
N
2
2030-09-30
Variable
5.69999880
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
N/A
167885.00000000
PA
27432153.00000000
0.396739000944
Long
DBT
NUSS
BR
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAD1
70000.00000000
PA
USD
64750.00000000
0.000936450387
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class F
05601PAQ9
1467000.00000000
PA
USD
1430452.78000000
0.020688000932
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
3.29699880
N
N
N
N
N
N
Flutter Entertainment plc
549300RNFXC8F8RT6R13
Flutter Entertainment plc, Term Loan
N8233BAC6
3576899.65000000
PA
USD
3544850.63000000
0.051267594542
Long
LON
CORP
NL
N
2
2026-07-21
Variable
3.25600000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
2082.00000000
NS
USD
948600.84000000
0.013719191109
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
1774000.00000000
PA
USD
1752073.36000000
0.025339456018
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
1108000.00000000
PA
USD
1005997.52000000
0.014549293707
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12499880
N
N
N
N
N
N
Mythic AI, Inc., Series C
N/A
Mythic AI, Inc., Series C
N/A
308241.00000000
NS
USD
1864858.05000000
0.026970610715
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
IRS
N/A
69777394.00000000
PA
USD
-5369634.51000000
-0.07765863040
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-04-07
0.00000000
USD
0.00000000
USD
69777394.00000000
USD
-5369634.51000000
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
3735.00000000
NS
USD
399794.40000000
0.005782048198
Long
EC
CORP
US
N
1
N
N
N
MCM Trust
N/A
MCM Trust, Series 2018-NPL2
N/A
4498009.00000000
PA
USD
4498009.00000000
0.065052699177
Long
ABS-MBS
CORP
US
N
3
2028-08-25
Fixed
3.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
140000.00000000
PA
132224.53000000
0.001912304438
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
17851564.00000000
PA
USD
1162625.04000000
0.016814527712
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-10-14
0.00000000
USD
0.00000000
USD
17851564.00000000
USD
1162625.04000000
N
N
N
Harvest CLO XVIII DAC
635400FOHHRBPKDLBO13
Harvest CLO XVIII DAC, Series 18X, Class B
N/A
231000.00000000
PA
249996.33000000
0.003615585484
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Floating
1.19999880
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
903724BY7
206000.00000000
PA
USD
84975.00000000
0.001228955547
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2021-1A, Class C
68269MAD6
180000.00000000
PA
USD
163430.08000000
0.002363616398
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
2.22000000
N
N
N
N
N
N
AvidXchange Holdings, Inc.
N/A
AvidXchange Holdings, Inc.
05368X102
5237.00000000
NS
USD
42157.85000000
0.000609710192
Long
EC
CORP
US
N
1
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
92243XAE1
202000.00000000
PA
USD
195940.00000000
0.002833792879
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp., Term Loan
69338CAH4
1803006.34000000
PA
USD
1778215.00000000
0.025717530904
Long
LON
CORP
US
N
2
2025-06-23
Variable
3.50000000
N
N
N
N
N
N
N/A
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
00P8PSX85
-1766.00000000
NC
USD
-40618.00000000
-0.00058744002
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ High Yield Corporate Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF
100.00000000
75.00000000
USD
2022-05-20
XXXX
45510.86000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class B
95001ABH8
1064642.00000000
PA
USD
1024869.21000000
0.014822226548
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.18799880
N
N
N
N
N
N
N/A
N/A
Pioneer Natural Resources Co.
N/A
116120.00000000
NC
USD
1422470.00000000
0.020572549543
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Purchased
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
1.00000000
260.00000000
USD
2022-06-17
XXXX
-525059.80000000
N
N
N
N/A
N/A
Barclays plc
N/A
2271.00000000
NC
18645.62000000
0.000269663290
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Call
Purchased
Barclays plc
Barclays plc
1000.00000000
2.10000000
GBP
2022-04-14
XXXX
-200535.26000000
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MNC7
230.00000000
NC
USD
34730.00000000
0.000502284509
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
435.00000000
USD
2022-04-14
XXXX
2879.80000000
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
2008.00000000
NS
269360.96000000
0.003895647496
Long
EC
CORP
CA
N
1
N
N
N
BX Trust
N/A
BX Trust, Series 2021-MFM1, Class F
05608VAN6
1650000.00000000
PA
USD
1620648.98000000
0.023438723792
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
3.39657120
N
N
N
N
N
N
SambaNova Systems, Inc., Series D
N/A
SambaNova Systems, Inc., Series D
N/A
24092.00000000
NS
USD
2428473.60000000
0.035121931183
Long
EC
CORP
US
Y
3
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class A
531229409
257964.00000000
NS
USD
11791534.44000000
0.170535706523
Long
EC
CORP
US
N
1
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co.
92537N108
1242945.00000000
NS
USD
17401230.00000000
0.251666232883
Long
EC
CORP
US
Y
1
N
N
N
N/A
N/A
Coinbase Global, Inc.
N/A
-195.00000000
NC
USD
-26325.00000000
-0.00038072674
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Coinbase Global, Inc.
Coinbase Global, Inc.
100.00000000
225.00000000
USD
2022-04-14
XXXX
225697.90000000
N
N
N
N/A
N/A
ETRS
N/A
2745.00000000
PA
USD
23911.61000000
0.000345822956
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Sherwin-Williams Co. (The)
Sherwin-Williams Co. (The)
Y
2022-09-02
0.00000000
USD
0.00000000
USD
2745.00000000
USD
23911.61000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
280000.00000000
PA
USD
295015.00000000
0.004266670441
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
Micron Technology, Inc.
00P9FTXX7
-822.00000000
NC
USD
-83844.00000000
-0.00121259839
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Micron Technology, Inc.
Micron Technology, Inc.
100.00000000
65.00000000
USD
2022-05-20
XXXX
95984.71000000
N
N
N
Great Western Petroleum LLC
N/A
Great Western Petroleum LLC
39143GAD2
143000.00000000
PA
USD
159445.00000000
0.002305981962
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
12.00000000
N
N
N
N
N
N
N/A
N/A
FTSE/MIB Index
N/A
35.00000000
NC
275374.16000000
0.003982613727
N/A
DE
IT
N
2
Cassa di Compensazione e Garanzia
8156006407E264D2C725
Long
FTSE/MIB Index
IT0003465736
2022-06-17
4238767.70000000
EUR
275374.16000000
N
N
N
Rockford Tower Europe CLO DAC
635400J1BXSISHD5XN53
Rockford Tower Europe CLO DAC, Series 2018-1X, Class B
N/A
207000.00000000
PA
229045.91000000
0.003312588899
Long
ABS-CBDO
CORP
IE
N
2
2031-12-20
Floating
1.85000040
N
N
N
N
N
N
Shanghai Jinjiang International Hotels Co. Ltd.
300300KOJEHP8FQX5092
Shanghai Jinjiang International Hotels Co. Ltd., Class A
N/A
169100.00000000
NS
1314827.77000000
0.019015767952
Long
EC
CORP
CN
N
2
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAC7
642000.00000000
PA
USD
645519.50000000
0.009335860787
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
N/A
N/A
USD Currency
N/A
-66184726.00000000
PA
USD
-33740.25000000
-0.00048797019
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Written
N/A
USD Currency
1.00000000
112.00000000
USD
2022-05-12
XXXX
88304.38000000
N
N
N
XP, Inc.
5493008KDA8NBZRJST80
XP, Inc.
98379XAA2
246000.00000000
PA
USD
231855.00000000
0.003353215515
Long
DBT
CORP
KY
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Trinitas CLO XIV Ltd.
549300095MXHZZMH2053
Trinitas CLO XIV Ltd., Series 2020-14A, Class C
89641QAG5
343138.00000000
PA
USD
343055.51000000
0.004961458923
Long
ABS-CBDO
CORP
KY
N
2
2034-01-25
Floating
3.25770840
N
N
N
N
N
N
ZhongAn Online P&C Insurance Co. Ltd.
5299006845ISFI2WAI41
ZhongAn Online P&C Insurance Co. Ltd.
N/A
810000.00000000
PA
USD
720900.00000000
0.010426055358
Long
DBT
CORP
CN
N
2
2026-03-08
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
25638360.00000000
PA
USD
1194285.38000000
0.017272417097
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-27
0.00000000
USD
0.00000000
USD
25638360.00000000
USD
1194285.38000000
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
515.00000000
NS
USD
124207.70000000
0.001796360599
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
900.00000000
NS
55299.01000000
0.000799764932
Long
EC
CORP
JP
N
2
N
N
N
Quintis Australia Pty. Ltd.
N/A
Quintis Australia Pty. Ltd.
N/A
9827224.00000000
NS
882445.41000000
0.012762414614
Long
EC
CORP
AU
N
3
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust, Series 2019-C17, Class A4
90278MBA4
412462.00000000
PA
USD
396513.74000000
0.005734601475
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.92100000
N
N
N
N
N
N
Verge Genomics
N/A
Verge Genomics
N/A
486061.00000000
NS
USD
2483771.71000000
0.035921683099
Long
EC
CORP
US
Y
3
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2019-XL, Class J
056054AL3
4495974.68430000
PA
USD
4390060.31000000
0.063491485392
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.04700040
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
Oman Government Bond
N/A
542000.00000000
PA
USD
539967.50000000
0.007809309261
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
39900.00000000
NS
USD
8552565.00000000
0.123691935285
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
9114473.00000000
PA
USD
1218091.50000000
0.017616714399
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-09-25
0.00000000
USD
0.00000000
USD
9114473.00000000
USD
1218091.50000000
N
N
N
BlueMountain CLO Ltd.
549300NUS8PQQUZMPR50
BlueMountain CLO Ltd., Series 2014-2A, Class BR2
09626QBC0
255965.00000000
PA
USD
253554.68000000
0.003667048314
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
2.00400120
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
10689.00000000
NS
USD
4440851.94000000
0.064226062096
Long
EC
CORP
US
N
1
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-E, Class M1
009740AC5
376769.00000000
PA
USD
328725.45000000
0.004754209653
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
2.94000120
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
N/A
410000.00000000
PA
USD
372920.63000000
0.005393384842
Long
DBT
CORP
NL
N
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
35177213.00000000
PA
USD
-3592802.36000000
-0.05196109903
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-08-17
0.00000000
USD
26284.19000000
USD
35177213.00000000
USD
-3592802.36000000
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
7051.00000000
NS
USD
4594008.54000000
0.066441097732
Long
EC
CORP
US
N
1
N
N
N
Agricultural Bank of China Ltd.
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd., Class H
N/A
2871000.00000000
NS
1097534.79000000
0.015873156441
Long
EC
CORP
CN
N
2
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
335000.00000000
PA
USD
355790.94000000
0.005145645771
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class D2
78448YAL5
1410000.00000000
PA
USD
1341785.05000000
0.019405639076
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
Dream Finders Homes, Inc.
N/A
Dream Finders Homes, Inc.
N/A
10838.00000000
NS
USD
10743167.50000000
0.155373642780
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
Tapestry, Inc.
00C93MK96
552.00000000
NC
USD
75900.00000000
0.001097707867
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Tapestry, Inc.
Tapestry, Inc.
100.00000000
40.00000000
USD
2022-05-20
XXXX
-1127.51000000
N
N
N
EIG Pearl Holdings SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings SARL
N/A
925000.00000000
PA
USD
883375.00000000
0.012775858860
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
145600.00000000
NS
25554245.00000000
0.369579654618
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
55208.00000000
NS
603422.39000000
0.008727029050
Long
EC
CORP
ES
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
26887.00000000
NS
3408058.56000000
0.049289231809
Long
EC
CORP
CH
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
11224.00000000
NS
675178.76000000
0.009764809444
Long
EC
CORP
NL
N
2
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
N/A
523000.00000000
PA
USD
547188.75000000
0.007913746981
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.87500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
21000.00000000
PA
USD
20521.83000000
0.000296798079
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Canyon CLO Ltd.
N/A
Canyon CLO Ltd., Series 2020-3A, Class B
13876RAE4
250000.00000000
PA
USD
247273.18000000
0.003576201780
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.94128920
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26344.81000000
-0.00038101324
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4858968.53000000
USD
32423552.00000000
DKK
2022-06-02
-26344.81000000
N
N
N
N/A
N/A
Tapestry, Inc.
00P93L1U8
-552.00000000
NC
USD
-15180.00000000
-0.00021954157
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Tapestry, Inc.
Tapestry, Inc.
100.00000000
27.50000000
USD
2022-05-20
XXXX
34558.95000000
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC, Term Loan B1
12769LAD1
1304112.28000000
PA
USD
1298243.77000000
0.018775920952
Long
LON
CORP
US
N
2
2025-07-21
Variable
3.95743000
N
N
N
N
N
N
Nokian Renkaat OYJ
743700YQIO8Y4L4WKR40
Nokian Renkaat OYJ
N/A
9061.00000000
NS
147058.18000000
0.002126836906
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
IRS
N/A
22838361.00000000
PA
USD
1850779.58000000
0.026767000079
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-10-12
0.00000000
USD
0.00000000
USD
22838361.00000000
USD
1850779.58000000
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
123000.00000000
PA
USD
115005.00000000
0.001663266051
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
USB Capital IX
N/A
USB Capital IX
91731KAA8
1158000.00000000
PA
USD
961859.16000000
0.013910940281
Long
DBT
CORP
US
N
2
2022-05-02
Floating
3.49999920
N
N
N
N
N
N
Allegro CLO VIII Ltd.
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd., Series 2018-2A, Class A
01750LAA1
250000.00000000
PA
USD
248202.90000000
0.003589647906
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.34129160
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
705119.00000000
NS
USD
35072619.06000000
0.507239655829
Long
EC
CORP
US
N
1
N
N
N
Taiwan Cooperative Financial Holding Co. Ltd.
N/A
Taiwan Cooperative Financial Holding Co. Ltd.
N/A
294000.00000000
NS
301749.57000000
0.004364069525
Long
EC
CORP
TW
N
2
N
N
N
MC Brazil Downstream Trading SARL
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
255000.00000000
PA
USD
232050.00000000
0.003356035713
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
Diamondback Energy, Inc.
00C9QJ2T4
170.00000000
NC
USD
94350.00000000
0.001364541993
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Diamondback Energy, Inc.
Diamondback Energy, Inc.
100.00000000
150.00000000
USD
2022-05-20
XXXX
-18472.06000000
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
462.00000000
NS
USD
232330.56000000
0.003360093327
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LyondellBasell Industries NV
00C9714C9
724.00000000
NC
USD
114030.00000000
0.001649165061
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
LyondellBasell Industries NV
LyondellBasell Industries NV
100.00000000
115.00000000
USD
2022-06-17
XXXX
-84745.63000000
N
N
N
Informatica, Inc.
N/A
Informatica, Inc., Class A
45674M101
122124.00000000
NS
USD
2410727.76000000
0.034865281009
Long
EC
CORP
US
N
1
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAQ5
1668000.00000000
PA
USD
1659660.00000000
0.024002922785
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
471.00000000
NS
USD
117571.02000000
0.001700377254
Long
EC
CORP
US
N
1
N
N
N
LG Chem Ltd.
988400IES4EIG7O06940
LG Chem Ltd.
N/A
720000.00000000
PA
USD
644342.40000000
0.009318836915
Long
DBT
CORP
KR
N
2
2031-07-07
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
404.00000000
PA
USD
485.56000000
0.000007022437
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
TreeHouse Foods, Inc.
TreeHouse Foods, Inc.
Y
2022-09-09
0.00000000
USD
0.00000000
USD
404.00000000
USD
485.56000000
N
N
N
CSAIL Commercial Mortgage Trust
549300FU8TZDHFLQZL50
CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C
12636LBE9
419095.00000000
PA
USD
410992.38000000
0.005943999591
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.64647320
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class C
52607MAC3
740000.00000000
PA
USD
678459.60000000
0.009812258771
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
3.41000000
N
N
N
N
N
N
N/A
N/A
ServiceNow, Inc.
00P9LQCD3
135.00000000
NC
USD
83700.00000000
0.001210515790
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
ServiceNow, Inc.
ServiceNow, Inc.
100.00000000
520.00000000
USD
2022-04-14
XXXX
-279750.94000000
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
2350000.00000000
PA
USD
2218483.66000000
0.032084940284
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
1255.00000000
NS
USD
67017.00000000
0.000969236998
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd.
254900NXH68CRC058O44
OCP CLO Ltd., Series 2014-5A, Class A2R
67102SAN4
300000.00000000
PA
USD
295665.27000000
0.004276075007
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
1.66713840
N
N
N
N
N
N
Jo-Ann Stores LLC
N/A
Jo-Ann Stores LLC, Term Loan B1
47759DAE5
2257015.64000000
PA
USD
1958773.59000000
0.028328869307
Long
LON
CORP
US
N
2
2028-07-07
Variable
5.50000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-DA, Class D
63942CAD4
790000.00000000
PA
USD
736112.60000000
0.010646068411
Long
ABS-O
CORP
US
N
2
2060-04-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Pandora A/S
N/A
-110.00000000
NC
-44578.46000000
-0.00064471839
N/A
DE
US
N
1
NASDAQ OMX Commodities Clearing
5493008EIVLUXM0PQX05
Put
Written
Pandora A/S
Pandora A/S
100.00000000
640.00000000
DKK
2022-04-13
XXXX
-15725.68000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
762084.00000000
NS
3736026.88000000
0.054032491429
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
iShares iBoxx $ Investment Grade Corporate Bond ETF
00P90GBZ0
-1207.00000000
NC
USD
-53108.00000000
-0.00076807733
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
119.00000000
USD
2022-04-14
XXXX
62486.82000000
N
N
N
N/A
N/A
ETRS
N/A
32356.00000000
PA
USD
-110941.87000000
-0.00160450281
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Snap, Inc.
Snap, Inc.
Y
2022-06-17
0.00000000
USD
0.00000000
USD
32356.00000000
USD
-110941.87000000
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
3060.00000000
NS
USD
525585.60000000
0.007601310252
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
303000.00000000
PA
USD
295046.25000000
0.004267122396
Long
DBT
CORP
US
N
2
2026-12-15
Variable
6.99999840
N
N
N
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
N/A
26168.00000000
NS
676029.37000000
0.009777111437
Long
EC
CORP
DE
N
2
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
305000.00000000
PA
USD
266875.00000000
0.003859694165
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
N/A
400000.00000000
PA
USD
370000.00000000
0.005351145072
Long
DBT
CORP
IN
N
2
2026-08-25
Variable
3.70000080
N
N
N
N
N
N
N/A
N/A
IRS
N/A
10990174.00000000
PA
USD
-2864208.47000000
-0.04142377037
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-10-21
0.00000000
USD
0.00000000
USD
10990174.00000000
USD
-2864208.47000000
N
N
N
N/A
N/A
S&P 500 Index
N/A
-7504.00000000
NC
USD
-508396.00000000
-0.00735270473
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Written
S&P 500 Index
US78378X1072
1.00000000
3700.00000000
USD
2022-09-16
XXXX
677236.00000000
N
N
N
N/A
N/A
Autodesk, Inc.
00P8ZDCW7
-154.00000000
NC
USD
-15169.00000000
-0.00021938248
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Autodesk, Inc.
Autodesk, Inc.
100.00000000
195.00000000
USD
2022-04-14
XXXX
101121.97000000
N
N
N
Bytedance Ltd., Series E-1
2138001IW2EIZVJQ2K36
Bytedance Ltd., Series E-1
N/A
106904.00000000
NS
USD
17223043.36000000
0.249089198936
Long
EP
CORP
GB
Y
3
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E
466330AN7
2540000.00000000
PA
USD
2463417.98000000
0.035627316175
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
2.84699880
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1
20754RAF3
1150365.00000000
PA
USD
1058422.08000000
0.015307486750
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
3.19899960
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
69000.00000000
PA
USD
69603.75000000
0.001006648010
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P9FY335
-609.00000000
NC
USD
-30450.00000000
-0.00044038477
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
190.00000000
USD
2022-04-14
XXXX
31528.13000000
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135U109
1218165.00000000
NS
20306810.06000000
0.293688342128
Long
EC
CORP
CA
N
1
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
N/A
1970.00000000
NS
86479.34000000
0.001250712146
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
ETRS
N/A
50408.00000000
PA
USD
22847.65000000
0.000330435377
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF
Y
2022-06-17
0.00000000
USD
0.00000000
USD
50408.00000000
USD
22847.65000000
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
46000.00000000
PA
USD
45137.50000000
0.000652803542
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
State of Qatar
74727PBA8
238000.00000000
PA
USD
254065.00000000
0.003674428845
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
47256.00000000
NS
USD
4858861.92000000
0.070271554109
Long
EC
CORP
NL
N
1
N
N
N
CyberAgent, Inc.
3538006T5KZABPGS8Q08
CyberAgent, Inc.
N/A
39900.00000000
NS
493746.80000000
0.007140839880
Long
EC
CORP
JP
N
2
N
N
N
Glodon Co. Ltd.
N/A
Glodon Co. Ltd., Class A
N/A
150990.00000000
NS
1174305.92000000
0.016983463073
Long
EC
CORP
CN
N
2
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
21996.00000000
NS
USD
1264330.08000000
0.018285442371
Long
EC
CORP
US
N
1
N
N
N
OD Intermediate SUBI Holdco II LLC
N/A
OD Intermediate SUBI Holdco II LLC, Term Loan
N/A
17895000.00000000
PA
USD
17340255.00000000
0.250784378638
Long
LON
CORP
US
N
3
2026-04-01
Variable
9.99999900
N
N
N
N
N
N
iShares Trust
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
8400.00000000
NS
USD
1015896.00000000
0.014692451011
Long
RF
US
N
1
N
N
Bank of East Asia Ltd. (The)
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd. (The)
N/A
403000.00000000
PA
USD
399977.50000000
0.005784696292
Long
DBT
CORP
HK
N
2
2025-10-21
Variable
5.82500160
N
N
N
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
20260.00000000
NS
USD
2937700.00000000
0.042486645618
Long
EC
CORP
US
N
1
N
N
Kronos Acquisition Holdings, Inc.
N/A
Kronos Acquisition Holdings, Inc., Term Loan
50106JAF3
557000.00000000
PA
USD
551663.94000000
0.007978469659
Long
LON
CORP
US
N
2
2026-12-22
Variable
7.00000000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
52476.00000000
NS
USD
1149224.40000000
0.016620720229
Long
EC
CORP
US
N
1
N
N
N
STWD Trust
N/A
STWD Trust, Series 2021-FLWR, Class E
78485GAN4
931000.00000000
PA
USD
891372.36000000
0.012891521113
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
2.32098840
N
N
N
N
N
N
Gohl Capital Ltd.
254900TF7OK6KSDZA888
Gohl Capital Ltd.
N/A
620000.00000000
PA
USD
583691.25000000
0.008441666368
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAL9
968000.00000000
PA
USD
951060.00000000
0.013754756844
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
Splunk, Inc.
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
14465.00000000
NS
USD
2149643.65000000
0.031089337905
Long
EC
CORP
US
N
1
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BH6
258000.00000000
PA
USD
255871.50000000
0.003700555449
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Madison Park Funding XXVI Ltd.
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR
55819YAA8
258581.00000000
PA
USD
258860.19000000
0.003743779540
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
1.49900040
N
N
N
N
N
N
Nongfu Spring Co. Ltd.
300300P08GGT4SKR9G93
Nongfu Spring Co. Ltd., Class H
N/A
92800.00000000
NS
489202.84000000
0.007075122612
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Schlumberger NV
N/A
-454.00000000
NC
USD
-30191.00000000
-0.00043663897
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Schlumberger NV
Schlumberger NV
100.00000000
35.00000000
USD
2022-05-20
XXXX
6636.42000000
N
N
N
N/A
N/A
Air Products and Chemicals, Inc.
00P9G8F20
-141.00000000
NC
USD
-10222.50000000
-0.00014784346
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Air Products and Chemicals, Inc.
Air Products and Chemicals, Inc.
100.00000000
230.00000000
USD
2022-04-14
XXXX
20483.03000000
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
128.00000000
NC
USD
192.00000000
0.000002776810
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
425.00000000
USD
2022-03-31
XXXX
-38987.15000000
N
N
N
Federal Home Loan Mortgage Corp.STACR REMIC Trust
N/A
Federal Home Loan Mortgage Corp.STACR REMIC Trust, Series 2021-DNA6, Class B1
35564KLU1
1952000.00000000
PA
USD
1800844.34000000
0.026044808962
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
3.49899840
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
701.00000000
NC
USD
1076628.40000000
0.015570796641
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Ultra Bond
2022-06-21
124274156.25000000
USD
1076628.40000000
N
N
N
Telia Co. AB
213800FSR9RNDUOTXO25
Telia Co. AB
N/A
83793.00000000
NS
335985.83000000
0.004859213293
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MNG8
1107.00000000
NC
USD
737262.00000000
0.010662691671
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
455.00000000
USD
2022-04-14
XXXX
117054.51000000
N
N
N
Cablevision Lightpath LLC
N/A
Cablevision Lightpath LLC, Term Loan
12687HAB3
702622.63000000
PA
USD
692785.91000000
0.010019453806
Long
LON
CORP
US
N
2
2027-11-30
Variable
3.75000000
N
N
N
N
N
N
Shiba Bidco SpA
815600658C215B62EA21
Shiba Bidco SpA
N/A
2964000.00000000
PA
3147768.01000000
0.045524765609
Long
DBT
CORP
IT
N
2
2028-10-31
Fixed
4.50000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-DA, Class A
63942CAA0
5001415.35000000
PA
USD
4851538.94000000
0.070165645113
Long
ABS-O
CORP
US
N
2
2060-04-15
Floating
1.26000000
N
N
N
N
N
N
iShares, Inc.
5493006D2L7KY3ZDF809
iShares MSCI Brazil ETF
464286400
126802.00000000
NS
USD
4794383.62000000
0.069339033197
Long
RF
US
N
1
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust, Series 2018-BIOD, Class F
23306GAL1
2211305.70480000
PA
USD
2155408.98000000
0.031172719303
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
2.30600160
N
N
N
N
N
N
N/A
N/A
Alcoa Corp.
00C9L5RV7
-153.00000000
NC
USD
-127372.50000000
-0.00184213169
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Alcoa Corp.
Alcoa Corp.
100.00000000
90.00000000
USD
2022-05-20
XXXX
-71868.85000000
N
N
N
N/A
N/A
Visa, Inc.
00C9BM826
181.00000000
NC
USD
159280.00000000
0.002303595640
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Visa, Inc.
Visa, Inc.
100.00000000
215.00000000
USD
2022-04-14
XXXX
29462.94000000
N
N
N
N/A
N/A
IRS
N/A
9098726.00000000
PA
USD
1244329.78000000
0.017996186947
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-02-04
0.00000000
USD
0.00000000
USD
9098726.00000000
USD
1244329.78000000
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
17316.00000000
NS
USD
7102676.88000000
0.102722849694
Long
EC
CORP
US
N
1
N
N
N
Vita Global Finco Ltd.
N/A
Vita Global Finco Ltd., Term Loan
N/A
2895130.00000000
PA
3190887.44000000
0.046148382705
Long
LON
CORP
JE
N
3
2028-01-01
Variable
7.00000000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
-153626953.00000000
PA
USD
-269253.17000000
-0.00389408857
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Written
N/A
Swaption
1.00000000
1.40000000
USD
2023-02-15
XXXX
236960.33000000
N
N
N
Gold Fields Orogen Holdings BVI Ltd.
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd.
38060AAB0
279000.00000000
PA
USD
284022.00000000
0.004107683583
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
Pharmaron Beijing Co. Ltd.
300300JYXHGVS5SNGG54
Pharmaron Beijing Co. Ltd., Class H
N/A
55500.00000000
NS
667464.27000000
0.009653238214
Long
EC
CORP
CN
N
2
N
N
N
Octagon Investment Partners XV Ltd.
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R
67590EAS3
262871.00000000
PA
USD
261708.35000000
0.003784971209
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
1.59800040
N
N
N
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
14546.00000000
NS
USD
4646428.78000000
0.067199228297
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Meta Platforms, Inc.
00C96BCG0
121.00000000
NC
USD
363.00000000
0.000005249907
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Meta Platforms, Inc.
Meta Platforms, Inc.
100.00000000
320.00000000
USD
2022-04-14
XXXX
-163220.45000000
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class D
68377GAD8
500000.00000000
PA
USD
481649.60000000
0.006965883469
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
5.41000000
N
N
N
N
N
N
Wuxi Biologics Cayman, Inc.
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman, Inc.
N/A
242465.00000000
NS
1925318.21000000
0.027845019059
Long
EC
CORP
KY
N
2
N
N
N
Mexico City Airport Trust
N/A
Mexico City Airport Trust
59284MAA2
352000.00000000
PA
USD
347600.00000000
0.005027183857
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
Latch, Inc.
N/A
Latch, Inc.
N/A
174273.00000000
NS
USD
744145.71000000
0.010762247700
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
IRS
N/A
51824746.00000000
PA
USD
2306539.42000000
0.033358451490
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-07-20
0.00000000
USD
0.00000000
USD
51824746.00000000
USD
2306539.42000000
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
1611.00000000
NS
109898.83000000
0.001589417790
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Coinbase Global, Inc.
N/A
-195.00000000
NC
USD
-6825.00000000
-0.00009870693
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Coinbase Global, Inc.
Coinbase Global, Inc.
100.00000000
140.00000000
USD
2022-04-14
XXXX
151057.08000000
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust, Series 2021-BA, Class D
64034QAE8
620000.00000000
PA
USD
578132.39000000
0.008361271053
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.75000000
N
N
N
N
N
N
Power Finance Corp. Ltd.
3358003Q6D9LIJJZ1614
Power Finance Corp. Ltd.
N/A
810000.00000000
PA
USD
805674.60000000
0.011652112609
Long
DBT
NUSS
IN
N
2
2029-06-18
Fixed
4.50000000
N
N
N
N
N
N
Marcolin SpA
815600C8D55034EB5379
Marcolin SpA
N/A
2934000.00000000
PA
3159076.32000000
0.045688312656
Long
DBT
CORP
IT
N
2
2026-11-15
Fixed
6.12500000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DS4
243000.00000000
PA
USD
215055.00000000
0.003110244604
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
295.00000000
NS
USD
603151.10000000
0.008723105504
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
121000.00000000
PA
USD
113276.57000000
0.001638268538
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
13762575.00000000
PA
USD
778578.27000000
0.011260230467
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-05-27
0.00000000
USD
0.00000000
USD
13762575.00000000
USD
778578.27000000
N
N
N
China Literature Ltd.
529900YXWIZUFHMK8W28
China Literature Ltd.
N/A
39200.00000000
NS
160540.54000000
0.002321826269
Long
EC
CORP
KY
N
2
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
9000.00000000
NS
153698.25000000
0.002222869278
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
iShares iBoxx $ Investment Grade Corporate Bond ETF
00P90G587
-2373.00000000
NC
USD
-88987.50000000
-0.00128698654
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
113.00000000
USD
2022-05-20
XXXX
55220.97000000
N
N
N
N/A
N/A
JPMorgan Chase & Co.
00C9A14A9
255.00000000
NC
USD
2422.50000000
0.000035035537
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
JPMorgan Chase & Co.
JPMorgan Chase & Co.
100.00000000
155.00000000
USD
2022-04-14
XXXX
-69543.94000000
N
N
N
Anhui Gujing Distillery Co. Ltd.
N/A
Anhui Gujing Distillery Co. Ltd., Class B
N/A
4200.00000000
NS
54098.52000000
0.000782402780
Long
EC
CORP
CN
N
2
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
536000.00000000
PA
USD
529862.80000000
0.007663169489
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
126000.00000000
PA
USD
124614.00000000
0.001802236735
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
ServiceNow, Inc.
00C9LRVG7
-135.00000000
NC
USD
-25650.00000000
-0.00037096451
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ServiceNow, Inc.
ServiceNow, Inc.
100.00000000
620.00000000
USD
2022-04-14
XXXX
75298.54000000
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
3455.00000000
NS
USD
265862.25000000
0.003845047213
Long
EC
CORP
US
N
1
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
3240.00000000
NS
USD
61333.20000000
0.000887034732
Long
EC
CORP
US
N
1
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
720000.00000000
PA
USD
115200.00000000
0.001666086249
Long
DBT
CORP
KY
N
2
2025-08-18
Fixed
5.98000000
Y
N
N
N
N
N
Asymchem Laboratories Tianjin Co. Ltd.
8368002CY8G4Q85YRQ60
Asymchem Laboratories Tianjin Co. Ltd., Class A
N/A
27187.00000000
NS
1563871.53000000
0.022617576841
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Starbucks Corp.
00P8CQLP8
-381.00000000
NC
USD
-40576.50000000
-0.00058683983
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Starbucks Corp.
Starbucks Corp.
100.00000000
80.00000000
USD
2022-05-20
XXXX
20676.87000000
N
N
N
N/A
N/A
Innovid Corp., Class A
457679116
13984.00000000
NS
USD
14123.84000000
0.000204266802
N/A
DE
US
N
1
Innovid Corp.
N/A
Call
Purchased
Innovid Corp.
Innovid Corp.
1.00000000
11.50000000
USD
2027-12-31
XXXX
14123.84000000
N
N
N
N/A
N/A
CSX Corp.
00P936D87
-969.00000000
NC
USD
-12112.50000000
-0.00017517768
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
CSX Corp.
CSX Corp.
100.00000000
30.00000000
USD
2022-05-20
XXXX
25690.07000000
N
N
N
N/A
N/A
Offerpad Solutions, Inc.
67623L117
64424.00000000
NS
USD
52183.44000000
0.000754705831
N/A
DE
US
N
1
Offerpad Solutions, Inc.
N/A
Call
Purchased
Offerpad Solutions, Inc.
Offerpad Solutions, Inc.
1.00000000
11.50000000
USD
2026-09-01
XXXX
-103380.59000000
N
N
N
BlueMountain CLO XXII Ltd.
N/A
BlueMountain CLO XXII Ltd., Series 2018-22A, Class B
09629PAE6
502418.00000000
PA
USD
497301.07000000
0.007192243703
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.73913840
N
N
N
N
N
N
N/A
N/A
IRS
N/A
29481390.00000000
PA
3353411.13000000
0.048498890388
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2031-08-26
0.00000000
USD
0.00000000
USD
29481390.00000000
EUR
3353411.13000000
N
N
N
Kakao Corp.
988400FTKUBQXKVZP434
Kakao Corp.
N/A
62282.00000000
NS
5413463.38000000
0.078292507811
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
IRS
N/A
50887957.00000000
PA
USD
2316934.87000000
0.033508796250
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-13
0.00000000
USD
0.00000000
USD
50887957.00000000
USD
2316934.87000000
N
N
N
N/A
N/A
IRS
N/A
6570895.00000000
PA
USD
708257.32000000
0.010243209913
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2041-11-26
0.00000000
USD
0.00000000
USD
6570895.00000000
USD
708257.32000000
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
523000.00000000
PA
USD
97997.13000000
0.001417288808
Long
DBT
CORP
KY
N
2
2023-09-28
Fixed
9.75000000
Y
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
472000.00000000
NS
21756530.00000000
0.314654995407
Long
EC
CORP
KY
N
2
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
14918.00000000
NS
USD
344009.08000000
0.004975249981
Long
EC
CORP
BM
N
1
N
N
N
Great Wall Motor Co. Ltd.
254900CR8AHWTMFZHH60
Great Wall Motor Co. Ltd., Class H
N/A
500500.00000000
NS
785527.39000000
0.011360732492
Long
EC
CORP
CN
N
2
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
488000.00000000
PA
USD
502920.60000000
0.007273516460
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
13175.00000000
NS
USD
461783.75000000
0.006678572535
Long
EC
CORP
US
N
1
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
505119.00000000
NS
USD
30776900.67000000
0.445112595572
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
125193.00000000
NS
14266729.57000000
0.206333350369
Long
EC
CORP
JP
N
2
N
N
N
BHMS
N/A
BHMS, Series 2018-ATLS, Class A
05549GAA9
2215484.00000000
PA
USD
2192521.62000000
0.031709462872
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.64657160
N
N
N
N
N
N
BlackRock Liquidity Funds
5493002L9DNZ83RX7V61
T-Fund, Institutional Class
09248U718
1162480327.23000000
NS
USD
1162480327.23000000
16.81243479660
Long
STIV
RF
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
46576.00000000
NS
USD
5479200.64000000
0.079243236500
Long
EC
CORP
US
N
1
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group, Inc., 1st Lien Term Loan
54142KAD3
3583283.09000000
PA
USD
3512728.25000000
0.050803022879
Long
LON
CORP
US
N
2
2027-08-31
Variable
5.21757000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
84.00000000
NS
USD
52893.12000000
0.000764969617
Long
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc., Class A
23804L103
25034.00000000
NS
USD
3791899.98000000
0.054840559169
Long
EC
CORP
US
N
1
N
N
N/A
N/A
IRS
N/A
51911691.00000000
PA
USD
2343107.91000000
0.033887325260
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-07-13
0.00000000
USD
0.00000000
USD
51911691.00000000
USD
2343107.91000000
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
22900.00000000
NS
532743.90000000
0.007704837554
Long
EC
CORP
JP
N
2
N
N
N
Dynatrace, Inc.
N/A
Dynatrace, Inc.
268150109
212847.00000000
NS
USD
10025093.70000000
0.144988461493
Long
EC
CORP
US
N
1
N
N
N
Shui On Development Holding Ltd.
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd.
N/A
484000.00000000
PA
USD
442860.00000000
0.006404886774
Long
DBT
CORP
KY
N
2
2025-03-03
Fixed
5.50000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
20000.00000000
PA
USD
20650.00000000
0.000298651745
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
18427.00000000
NS
USD
5853336.55000000
0.084654197395
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
156194.00000000
NS
4187148.80000000
0.060556866670
Long
EC
CORP
FR
N
2
N
N
N
Unimicron Technology Corp.
N/A
Unimicron Technology Corp.
N/A
23000.00000000
NS
196039.28000000
0.002835228722
Long
EC
CORP
TW
N
2
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp., Series M
14040HCF0
1092000.00000000
PA
USD
1015669.20000000
0.014689170904
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.94999920
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-NWM, Class B
12434AAC2
4374000.00000000
PA
USD
4330260.00000000
0.062626620164
Long
ABS-MBS
CORP
US
N
3
2033-02-15
Floating
2.54657160
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756BZ2
432000.00000000
PA
USD
433971.00000000
0.006276329130
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5771.72000000
0.000083473813
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
1573653.00000000
EUR
1751641.02000000
USD
2022-06-16
5771.72000000
N
N
N
N/A
N/A
IRS
N/A
39120150.00000000
PA
USD
477864.95000000
0.006911147763
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-07-02
0.00000000
USD
0.00000000
USD
39120150.00000000
USD
477864.95000000
N
N
N
N/A
N/A
Tesla, Inc.
00P914FV1
-40.00000000
NC
USD
-161300.00000000
-0.00233281000
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Tesla, Inc.
Tesla, Inc.
100.00000000
950.00000000
USD
2022-05-20
XXXX
-16324.30000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
221499.00000000
NS
625588.39000000
0.009047606028
Long
EC
CORP
GB
N
2
N
N
N
Indian Oil Corp. Ltd.
335800J8OBWE4VFUDG88
Indian Oil Corp. Ltd.
N/A
140707.00000000
NS
219572.94000000
0.003175585556
Long
EC
CORP
IN
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
28131.00000000
NS
912589.84000000
0.013198380068
Long
EC
CORP
CH
N
2
N
N
N
GoodLeap Sustainable Home Solutions Trust
N/A
GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A
382371AA0
4664030.30000000
PA
USD
4296993.50000000
0.062145501603
Long
ABS-O
CORP
US
N
2
2048-05-20
Fixed
2.10000000
N
N
N
N
N
N
AltC Acquisition Corp.
N/A
AltC Acquisition Corp., Class A
02156V109
181527.00000000
NS
USD
1771703.52000000
0.025623358272
Long
EC
CORP
US
N
1
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
507000.00000000
PA
USD
516506.25000000
0.007469999660
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
293000.00000000
PA
USD
305415.88000000
0.004417093733
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
200000.00000000
PA
USD
184750.00000000
0.002671956897
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
Northern Star Resources Ltd.
254900XFXCRYYZAX6M78
Northern Star Resources Ltd.
N/A
23054.00000000
NS
185992.64000000
0.002689928646
Long
EC
CORP
AU
N
2
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
77586RAH3
122000.00000000
PA
USD
113002.50000000
0.001634304786
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
438388.00000000
NS
USD
51887603.68000000
0.750427283101
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd.
254900S2BZHNDNVF2L25
CIFC Funding Ltd., Series 2017-3A, Class A2
12548JAE2
275881.00000000
PA
USD
274580.17000000
0.003971130604
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.05400160
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DS8
157000.00000000
PA
USD
142870.00000000
0.002066265125
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
CDIO
N/A
-4795000.00000000
PA
USD
-1483.54000000
-0.00002145577
N/A
DCR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Put
Written
N/A
Credit Default Swap Index Option
1.00000000
96.00000000
USD
2022-04-20
XXXX
8585.96000000
N
N
N
OA Leasing Corp.
N/A
OA Leasing Corp.
N/A
550000.00000000
PA
411565.00000000
0.005952281139
Long
DBT
CORP
US
N
3
2024-01-21
Fixed
8.00000000
N
N
N
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
18100.00000000
NS
739034.94000000
0.010688332912
Long
EC
CORP
JP
N
2
N
N
N
Arrival SA
549300IID9QLI5KRBG37
Arrival SA
N/A
780246.00000000
NS
USD
2910317.58000000
0.042090625884
Long
EC
CORP
LU
N
1
N
N
Wanda Group Overseas Ltd.
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd.
N/A
380000.00000000
PA
USD
330600.00000000
0.004781320434
Long
DBT
CORP
HK
N
2
2023-03-21
Fixed
8.87500000
N
N
N
N
N
N
GC Treasury Center Co. Ltd.
549300LUFQBC2EQNAR40
GC Treasury Center Co. Ltd.
36830DAB7
440000.00000000
PA
USD
402941.00000000
0.005827556071
Long
DBT
CORP
TH
N
2
2031-03-18
Fixed
2.98000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
35280.00000000
NS
USD
7844860.80000000
0.113456724900
Long
EC
CORP
US
N
1
N
N
N
Amoy Diagnostics Co. Ltd.
N/A
Amoy Diagnostics Co. Ltd., Class A
N/A
155450.00000000
NS
1246104.48000000
0.018021853642
Long
EC
CORP
CN
N
2
N
N
N
Median BV
N/A
Median BV, Facility Term Loan B1
N5554EAB9
3900000.00000000
PA
4217301.57000000
0.060992952742
Long
LON
CORP
US
N
2
2027-10-14
Variable
5.00000000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
3562.00000000
NS
USD
395203.90000000
0.005715657843
Long
EC
CORP
IE
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
83000.00000000
PA
USD
88930.77000000
0.001286166085
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
35630.00000000
NS
1146057.32000000
0.016574916163
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1117442.20000000
-0.01616106843
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
22070914.14000000
USD
2548224539.00000000
JPY
2022-05-19
-1117442.20000000
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
102000.00000000
PA
USD
98940.00000000
0.001430925117
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Air Products & Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
111095.00000000
NS
USD
27763751.45000000
0.401534761516
Long
EC
CORP
US
N
1
N
N
N
BOC Aviation Ltd.
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681MAE8
1000000.00000000
PA
USD
980937.50000000
0.014186861809
Long
DBT
CORP
SG
N
2
2027-09-18
Fixed
3.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
2034.00000000
NS
USD
267043.86000000
0.003862136312
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
76398.00000000
NS
USD
43993788.30000000
0.636262549932
Long
EC
CORP
US
N
1
N
N
N
Yifeng Pharmacy Chain Co. Ltd.
300300CZZIF44N1EZO06
Yifeng Pharmacy Chain Co. Ltd., Class A
N/A
156934.00000000
NS
984108.95000000
0.014232729076
Long
EC
CORP
CN
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAG5
200000.00000000
PA
USD
188900.00000000
0.002731976497
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
TPB Acquisition Corp. I
N/A
27215.00000000
NS
USD
11974.60000000
0.000173183302
N/A
DE
KY
N
1
TPB Acquisition Corp. I
N/A
Call
Purchased
TPB Acquisition Corp. I
TPB Acquisition Corp. I
1.00000000
11.50000000
USD
2023-02-19
XXXX
11974.60000000
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc., Class A
928563402
8364.00000000
NS
USD
952408.68000000
0.013774262202
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
226282363.00000000
PA
-790998.72000000
-0.01143986189
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-08-13
0.00000000
USD
0.00000000
USD
226282363.00000000
MXN
-790998.72000000
N
N
N
CatLuxe SARL
N/A
CatLuxe SARL, Facility Term Loan B1
N/A
2290491.00000000
PA
1754695.06000000
0.025377372496
Long
LON
CORP
LU
N
2
2024-10-02
Variable
4.50000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
57017.00000000
NS
USD
2615369.79000000
0.037824927470
Long
EC
CORP
US
N
1
N
N
N
BHG Securitization Trust
N/A
BHG Securitization Trust, Series 2021-A, Class C
08861YAC0
100000.00000000
PA
USD
93942.76000000
0.001358652262
Long
ABS-O
CORP
US
N
2
2033-11-17
Fixed
3.69000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAC9
178000.00000000
PA
USD
183247.44000000
0.002650226042
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
Apple, Inc.
00C8ZEKU4
-430.00000000
NC
USD
-140825.00000000
-0.00203668920
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Apple, Inc.
Apple, Inc.
100.00000000
175.00000000
USD
2022-04-14
XXXX
-108243.70000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
N/A
200000.00000000
PA
USD
205500.00000000
0.002972054898
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-99173.91000000
-0.00143430805
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
14218679.94000000
USD
13023243.00000000
CHF
2022-05-20
-99173.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-312305.04000000
-0.00451672858
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10740968.69000000
USD
7940633.00000000
GBP
2022-05-19
-312305.04000000
N
N
N
THG plc
21380066N3SV9O8IDP37
THG plc
N/A
1795027.00000000
NS
2154752.77000000
0.031163228830
Long
EC
CORP
GB
N
2
N
N
N/A
N/A
Freeport-McMoRan, Inc.
00C94LX51
216.00000000
NC
USD
134460.00000000
0.001944635044
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Freeport-McMoRan, Inc.
Freeport-McMoran, Inc.
100.00000000
45.00000000
USD
2022-05-20
XXXX
69394.50000000
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
1772000.00000000
PA
USD
1687830.00000000
0.024410332939
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
United States Oil Fund LP
ZR7XWIN3GSRDDWZ9V446
United States Oil Fund LP
91232N207
61501.00000000
NS
USD
4558454.12000000
0.065926890004
Long
RF
US
N
1
N
N
N
N/A
N/A
Invesco DB Agriculture Fund
N/A
-1517.00000000
NC
USD
-30340.00000000
-0.00043879389
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Invesco DB Agriculture Fund
Invesco DB Agriculture Fund
100.00000000
27.00000000
USD
2022-07-15
XXXX
-1864.78000000
N
N
N
N/A
N/A
IRS
N/A
8480155.00000000
PA
USD
697518.42000000
0.010087897989
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-11-30
0.00000000
USD
0.00000000
USD
8480155.00000000
USD
697518.42000000
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
14482.00000000
NS
USD
4304919.32000000
0.062260129205
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO XXII Ltd.
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR
64131BAH6
250000.00000000
PA
USD
247920.13000000
0.003585558329
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
1.89128880
N
N
N
N
N
N
REC Ltd.
335800B4YRYWAMIJZ374
REC Ltd.
N/A
580000.00000000
PA
USD
542914.80000000
0.007851934747
Long
DBT
CORP
IN
N
2
2027-01-13
Fixed
2.75000000
N
N
N
N
N
N
Shriram Transport Finance Co. Ltd.
335800TM2YO24B76XL26
Shriram Transport Finance Co. Ltd.
N/A
200000.00000000
PA
USD
200000.00000000
0.002892510849
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
174093433.00000000
PA
USD
-656.32000000
-0.00000949206
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2022-08-17
0.00000000
USD
4521.84000000
USD
174093433.00000000
USD
-656.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-642933.94000000
-0.00929846698
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
20030785.76000000
USD
17503900.00000000
EUR
2022-05-12
-642933.94000000
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AB7
526000.00000000
PA
USD
515507.28000000
0.007455552003
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust, Series 2021-MFP2, Class F
85236WCQ7
1305000.00000000
PA
USD
1272235.10000000
0.018399769151
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
3.01520160
N
N
N
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
19261.00000000
NS
USD
800101.94000000
0.011571517712
Long
EC
CORP
US
N
1
N
N
N
Shriram Transport Finance Co. Ltd.
335800TM2YO24B76XL26
Shriram Transport Finance Co. Ltd.
N/A
323000.00000000
PA
USD
323807.50000000
0.004683083535
Long
DBT
CORP
IN
N
2
2022-10-24
Fixed
5.95000000
N
N
N
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
2588.00000000
NS
USD
1229144.72000000
0.017776572193
Long
EC
CORP
US
N
1
N
N
N
Jamestown CLO XII Ltd.
254900TDIR3OOT3N8P57
Jamestown CLO XII Ltd., Series 2019-1A, Class A2
47047JAC8
257850.00000000
PA
USD
256359.11000000
0.003707607535
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
2.40400080
N
N
N
N
N
N
N/A
N/A
IRS
N/A
51078619.00000000
PA
USD
2348370.14000000
0.033963430547
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-07-23
0.00000000
USD
0.00000000
USD
51078619.00000000
USD
2348370.14000000
N
N
N
N/A
N/A
USD/RUB One-touch barrier option; Barrier price USD 66.00000
N/A
1153340.00000000
PA
USD
369927.84000000
0.005350101454
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
USD/RUB One-touch barrier option; Barrier price USD 66.00000
1.00000000
66.00000000
USD
2022-04-18
XXXX
260629.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1582430.46000000
-0.02288598637
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
48379324.20000000
USD
42281488.00000000
EUR
2022-04-21
-1582430.46000000
N
N
N
Samsung SDI Co. Ltd.
9884002AESDO4YW87G32
Samsung SDI Co. Ltd.
N/A
15267.00000000
NS
7430292.41000000
0.107461007069
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
Invesco QQQ Trust 1
N/A
-3473.00000000
NC
USD
-34730.00000000
-0.00050228450
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Invesco QQQ Trust 1
Invesco QQQ Trust, Series 1
100.00000000
285.00000000
USD
2022-04-14
XXXX
1472299.01000000
N
N
N
N/A
N/A
NVIDIA Corp.
00P94TPR1
283.00000000
NC
USD
9197.50000000
0.000133019342
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
NVIDIA Corp.
NVIDIA Corp.
100.00000000
215.00000000
USD
2022-04-14
XXXX
-377925.04000000
N
N
N
Lenovo Group Ltd.
254900VUZRGD5U73RE46
Lenovo Group Ltd.
N/A
1496000.00000000
NS
1620551.96000000
0.023437320635
Long
EC
CORP
HK
N
2
N
N
N
LLPL Capital Pte. Ltd.
254900VXZ8FXTUQNON22
LLPL Capital Pte. Ltd.
N/A
862983.00000000
PA
USD
858290.53000000
0.012413073352
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.87500000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
56305.00000000
NS
37624232.84000000
0.544142508546
Long
EC
CORP
NL
N
2
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
1205.00000000
NS
USD
68516.30000000
0.000990920705
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B2
35564KDY2
721000.00000000
PA
USD
685404.59000000
0.009912701065
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
6.09900120
N
N
N
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
30119.00000000
NS
657488.33000000
0.009508960641
Long
EC
CORP
GB
N
2
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
10470.00000000
NS
USD
983551.80000000
0.014224671264
Long
EC
CORP
US
N
1
N
N
N
Wheel Bidco Ltd.
213800GGDN5YSVU1G348
Wheel Bidco Ltd.
N/A
1169000.00000000
PA
1439954.72000000
0.020825423254
Long
DBT
CORP
JE
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
129.00000000
NS
USD
72169.05000000
0.001043748800
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
3004.00000000
NS
USD
709604.88000000
0.010262699072
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
EURO STOXX 50 Index Down-and-in barrier option; Barrier price EUR 3,000.00000
N/A
-12359000.00000000
NC
-248732.86000000
-0.00359731248
N/A
DE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Put
Written
EURO STOXX 50 Index Down-and-in barrier option; Barrier price EUR 3,000.00000
EU0009658145
1.00000000
3400.00000000
EUR
2022-06-17
XXXX
-29918.18000000
N
N
N
Forno d'Asolo SpA
81560063C1143F7B5254
Forno d'Asolo SpA
N/A
7161000.00000000
PA
7288107.77000000
0.105404654000
Long
DBT
CORP
IT
N
2
2027-04-30
Floating
5.49999885
N
N
N
N
N
N
White Cap Supply Holdings LLC
N/A
White Cap Supply Holdings LLC, Term Loan
96350TAC4
4898792.97000000
PA
USD
4835500.56000000
0.069933689172
Long
LON
CORP
US
N
2
2027-10-19
Variable
4.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
980000.00000000
PA
USD
1024100.00000000
0.014811101806
Long
DBT
CORP
IT
N
2
2025-09-17
Variable
7.70000040
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
State of Qatar
N/A
324000.00000000
PA
USD
352755.00000000
0.005101738324
Long
DBT
NUSS
QA
N
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
ECL Entertainment LLC
N/A
ECL Entertainment LLC, Term Loan B
26826TAB9
2148762.50000000
PA
USD
2157722.84000000
0.031206183628
Long
LON
CORP
US
N
2
2028-05-01
Variable
8.25000000
N
N
N
N
N
N
Castor SpA
213800OWLX4ZFFIAB390
Castor SpA
N/A
2576000.00000000
PA
2834026.66000000
0.040987264314
Long
DBT
CORP
IT
N
2
2029-02-15
Floating
5.24999940
N
N
N
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc., Class A
679295105
18941.00000000
NS
USD
2859333.36000000
0.041353263836
Long
EC
CORP
US
N
1
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
286000.00000000
PA
USD
14300.00000000
0.000206814525
Long
DBT
CORP
HK
N
2
2022-09-15
Fixed
10.25000000
Y
N
N
N
N
N
SUMCO Corp.
353800SUSRUOM0V6KU92
SUMCO Corp.
N/A
18500.00000000
NS
302751.36000000
0.004378557968
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
salesforce.com, Inc.
00P9BSM31
316.00000000
NC
USD
18644.00000000
0.000269639861
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
salesforce.com, Inc.
salesforce.com, Inc.
100.00000000
190.00000000
USD
2022-04-14
XXXX
-203260.41000000
N
N
N
N/A
N/A
Pioneer Natural Resources Co.
00C965NW6
-341.00000000
NC
USD
-242110.00000000
-0.00350152900
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
100.00000000
270.00000000
USD
2022-05-20
XXXX
-17412.34000000
N
N
N
India Green Power Holdings
254900I7N0GT4VVL6V29
India Green Power Holdings
N/A
282000.00000000
PA
USD
257325.00000000
0.003721576772
Long
DBT
CORP
MU
N
2
2027-02-22
Fixed
4.00000000
N
N
N
N
N
N
The Vinoy St. Petersburg
N/A
The Vinoy St. Petersburg, Term Loan
N/A
6299999.91000000
PA
USD
6245117.61000000
0.090320352229
Long
LON
CORP
US
N
3
2038-01-01
Variable
3.04999977
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
29700.00000000
NS
778206.04000000
0.011254847070
Long
EC
CORP
SG
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG (Registered)
N/A
896.00000000
NS
254400.53000000
0.003679281466
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
IRS
N/A
37886956.00000000
PA
USD
-2776860.62000000
-0.04016049736
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-11-23
0.00000000
USD
0.00000000
USD
37886956.00000000
USD
-2776860.62000000
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-XL2, Class F
05609KAL3
4573366.62000000
PA
USD
4435559.65000000
0.064149522065
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
2.64139920
N
N
N
N
N
N
Peloton Interactive, Inc.
5493002YS021166W0339
Peloton Interactive, Inc., Class A
70614W100
182867.00000000
NS
USD
4831346.14000000
0.069873605648
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
19628.00000000
NS
424690.13000000
0.006142104044
Long
EC
CORP
GB
N
2
N
N
N
Hangzhou Robam Appliances Co. Ltd.
N/A
Hangzhou Robam Appliances Co. Ltd., Class A
N/A
409200.00000000
NS
1869814.72000000
0.027042296824
Long
EC
CORP
CN
N
2
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc., Term Loan
23345NAB1
1488236.41000000
PA
USD
1484307.47000000
0.021466877307
Long
LON
CORP
US
N
2
2028-06-26
Variable
2.50000000
N
N
N
N
N
N
Signet Jewelers Ltd.
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
37330.00000000
NS
USD
2713891.00000000
0.039249795814
Long
EC
CORP
BM
N
1
N
N
N/A
N/A
Altus Power, Inc.
02217A110
19701.00000000
NS
USD
31915.62000000
0.000461581385
N/A
DE
US
N
1
Altus Power, Inc.
5493005V83PBRWNLK259
Call
Purchased
Altus Power, Inc.
Altus Power, Inc.
1.00000000
11.00000000
USD
2026-01-22
XXXX
-23751.21000000
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
N/A
203000.00000000
PA
USD
194433.40000000
0.002812003595
Long
DBT
CORP
GB
N
2
2023-04-23
Fixed
8.00000000
N
N
N
N
N
N
Palantir Technologies, Inc.
549300UVN46B3BBDHO85
Palantir Technologies, Inc., Class A
69608A108
27645.00000000
NS
USD
379565.85000000
0.005489491696
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Coupang, Inc.
N/A
1348.00000000
NC
USD
24264.00000000
0.000350919416
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Coupang, Inc.
Coupang, Inc.
100.00000000
25.00000000
USD
2022-05-20
XXXX
-156387.08000000
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2018-BIOA, Class E
056057AN2
2681092.60000000
PA
USD
2637393.20000000
0.038143442232
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.34804960
N
N
N
N
N
N
N/A
N/A
Invesco Senior Loan ETF
N/A
238.00000000
NC
USD
7735.00000000
0.000111867857
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco Senior Loan ETF
Invesco Senior Loan ETF
100.00000000
20.00000000
USD
2022-07-15
XXXX
-1601.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56280.93000000
0.000813966003
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3441326.96000000
USD
14784973.00000000
PLN
2022-06-02
56280.93000000
N
N
N
N/A
N/A
OIS
N/A
164738647.00000000
PA
USD
-3377376.95000000
-0.04884549736
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-03-07
0.00000000
USD
0.00000000
USD
164738647.00000000
USD
-3377376.95000000
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
12137.00000000
NS
1186353.32000000
0.017157699249
Long
EC
CORP
IE
N
2
N
N
N
N/A
N/A
IRS
N/A
7291751.00000000
PA
USD
944761.47000000
0.013663664012
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-09-29
0.00000000
USD
0.00000000
USD
7291751.00000000
USD
944761.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31206.00000000
0.000451318467
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7430719.64000000
USD
107113080557.00000000
IDR
2022-04-28
31206.00000000
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
1681000.00000000
PA
USD
1744401.96000000
0.025228507979
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
NetEase, Inc.
5299004AF4DSJDB0PA32
NetEase, Inc.
N/A
50325.00000000
NS
908002.24000000
0.013132031654
Long
EC
CORP
KY
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
7960086.00000000
NS
18218773.29000000
0.263489997066
Long
EC
CORP
IT
N
2
N
N
N
SinoPac Financial Holdings Co. Ltd.
N/A
SinoPac Financial Holdings Co. Ltd.
N/A
165000.00000000
NS
105526.26000000
0.001526179260
Long
EC
CORP
TW
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
494744.00000000
NS
USD
23163914.08000000
0.335009364013
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EssilorLuxottica SA
N/A
-36131.00000000
NC
-266595.76000000
-0.00385565564
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
EssilorLuxottica SA
EssilorLuxottica SA
1.00000000
160.00000000
EUR
2022-06-17
XXXX
-85179.55000000
N
N
N
N/A
N/A
Aptiv plc
N/A
-253.00000000
NC
USD
-432630.00000000
-0.00625693484
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Aptiv plc
Aptiv plc
100.00000000
135.00000000
USD
2022-05-20
XXXX
-253411.44000000
N
N
N
ASE Technology Holding Co. Ltd.
300300GO8QHPMV87NZ73
ASE Technology Holding Co. Ltd.
N/A
59000.00000000
NS
210244.42000000
0.003040671329
Long
EC
CORP
TW
N
2
N
N
N
New Home Co., Inc. (The)
549300PLCE8TB3TVRQ85
New Home Co., Inc. (The)
645370AC1
635000.00000000
PA
USD
613930.70000000
0.008879006054
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Assurant CLO I Ltd.
635400A6LSLGJQHVOZ36
Assurant CLO I Ltd., Series 2017-1A, Class CR
33836JAG4
280252.00000000
PA
USD
277360.58000000
0.004011342434
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
2.40400080
N
N
N
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
27172.00000000
NS
USD
9285759.28000000
0.134295797335
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Bank of America Corp.
00C8GU6W1
-1340.00000000
NC
USD
-16750.00000000
-0.00024224778
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Bank of America Corp.
Bank of America Corp.
100.00000000
45.00000000
USD
2022-04-14
XXXX
47268.86000000
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
45641.00000000
NS
1759345.73000000
0.025444633063
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
IRS
N/A
48224828.00000000
PA
USD
-2297710.73000000
-0.03323076608
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-01-10
0.00000000
USD
0.00000000
USD
48224828.00000000
USD
-2297710.73000000
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
1900.00000000
NS
67367.02000000
0.000974299181
Long
EC
CORP
JP
N
2
N
N
N
American Rock Salt Co. LLC
549300FBKBNV4GSVVR46
American Rock Salt Co. LLC, 1st Lien Term Loan
02932JAP2
526673.37000000
PA
USD
520089.95000000
0.007521829116
Long
LON
CORP
US
N
2
2028-06-09
Variable
4.75000000
N
N
N
N
N
N
Formosa Plastics Corp.
254900KM6G17UTG1QN82
Formosa Plastics Corp.
N/A
90000.00000000
NS
332869.79000000
0.004814147395
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
IRS
N/A
118458791.00000000
PA
USD
-5799277.05000000
-0.08387235894
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-01-07
0.00000000
USD
0.00000000
USD
118458791.00000000
USD
-5799277.05000000
N
N
N
Foundation Building Materials, Inc.
549300ZVE6MONHB01I28
Foundation Building Materials, Inc., 1st Lien Term Loan
35039KAB2
381711.68000000
PA
USD
374554.59000000
0.005417016077
Long
LON
CORP
US
N
2
2028-01-31
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
iShares iBoxx $ Investment Grade Corporate Bond ETF
00P8ZNJQ1
1207.00000000
NC
USD
213639.00000000
0.003089765627
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
122.00000000
USD
2022-04-14
XXXX
-22002.58000000
N
N
N
N/A
N/A
IRS
N/A
111492540.00000000
PA
USD
-6123269.55000000
-0.08855811805
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2032-01-28
0.00000000
USD
0.00000000
USD
111492540.00000000
USD
-6123269.55000000
N
N
N
N/A
N/A
IRS
N/A
15067609.00000000
PA
USD
1968515.96000000
0.028469768862
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-06-23
0.00000000
USD
0.00000000
USD
15067609.00000000
USD
1968515.96000000
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
9500.00000000
NS
89482.12000000
0.001294140014
Long
EC
CORP
JP
N
2
N
N
N
MediaTek, Inc.
254900UEGBK1I4DM4E14
MediaTek, Inc.
N/A
40000.00000000
NS
1244821.49000000
0.018003298330
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
Russell 2000 Emini Index
N/A
662.00000000
NC
USD
4265311.55000000
0.061687299683
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 Emini Index
US1248351090
2022-06-17
68397840.00000000
USD
4265311.55000000
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZR6
2046000.00000000
PA
USD
2033758.13000000
0.029413337285
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33315.62000000
0.000481828961
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
10384587.87000000
USD
66218363.00000000
CNY
2022-04-07
33315.62000000
N
N
N
N/A
N/A
Schlumberger NV
N/A
454.00000000
NC
USD
63560.00000000
0.000919239948
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Schlumberger NV
Schlumberger NV
100.00000000
45.00000000
USD
2022-05-20
XXXX
-11937.72000000
N
N
N
Summit Digitel Infrastructure Pvt Ltd.
3358004TNI1SSIQ9BQ37
Summit Digitel Infrastructure Pvt Ltd.
N/A
840000.00000000
PA
USD
729237.60000000
0.010546638350
Long
DBT
CORP
IN
N
2
2031-08-12
Fixed
2.87500000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAC3
994000.00000000
PA
USD
955532.20000000
0.013819436279
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Mazda Motor Corp.
52990044YZJLICDQKK92
Mazda Motor Corp.
N/A
63000.00000000
NS
463087.57000000
0.006697429103
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Invesco DB Agriculture Fund
N/A
1517.00000000
NC
USD
109982.50000000
0.001590627872
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Invesco DB Agriculture Fund
Invesco DB Agriculture Fund
100.00000000
23.00000000
USD
2022-07-15
XXXX
-20827.12000000
N
N
N
N/A
N/A
IRS
N/A
25638360.00000000
PA
USD
1192730.37000000
0.017249927681
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-27
0.00000000
USD
0.00000000
USD
25638360.00000000
USD
1192730.37000000
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
86306.00000000
NS
3751203.29000000
0.054251981082
Long
EC
CORP
NL
N
2
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
6786.00000000
NS
USD
2702320.92000000
0.039082462905
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
252633.00000000
NS
USD
2826963.27000000
0.040885109653
Long
US
N
1
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
5872.00000000
NS
USD
411040.00000000
0.005944688298
Long
EC
CORP
US
N
1
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust, Series 2018-GLKS, Class B
23307GAG1
723485.00000000
PA
USD
715800.00000000
0.010352296331
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
1.79899920
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAM8
300000.00000000
PA
USD
325087.50000000
0.004701595604
Long
DBT
NUSS
ID
N
2
2029-02-20
Fixed
4.45000000
N
N
N
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
290000.00000000
PA
USD
59450.00000000
0.000859798850
Long
DBT
CORP
VG
N
2
2024-09-03
Fixed
11.62500000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-C, Class B
83208AAE3
500000.00000000
PA
USD
466760.60000000
0.006750550499
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
2.30000000
N
N
N
N
N
N
REI Agro Ltd.
N/A
REI Agro Ltd.
N/A
2291000.00000000
PA
USD
0.23000000
0.000000003326
Long
DBT
CORP
IN
N
3
2014-11-13
Fixed
5.50000000
Y
N
N
N
N
REI Agro Ltd.
REI Agro Ltd.
USD
XXXX
N
N
N
Berkshire Grey, Inc.
N/A
Berkshire Grey, Inc., Class A
N/A
26886.00000000
NS
USD
77431.68000000
0.001119859872
Long
EC
CORP
US
N
2
N
N
N
N/A
N/A
Snap, Inc.
00P9GF3L5
720.00000000
NC
USD
2160.00000000
0.000031239117
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Snap, Inc.
Snap, Inc.
100.00000000
26.00000000
USD
2022-04-14
XXXX
-287444.99000000
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
3180.00000000
NS
USD
838438.80000000
0.012125966629
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
48640.00000000
NS
5390681.26000000
0.077963020164
Long
EC
CORP
DE
N
2
N
N
N
Madison Park Funding XIII Ltd.
N/A
Madison Park Funding XIII Ltd., Series 2014-13A, Class BR2
55818MBC0
250000.00000000
PA
USD
248109.90000000
0.003588302888
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
1.74800160
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust, Series 2005-3A, Class M6
07324SCJ9
130835.03950000
PA
USD
118939.95000000
0.001720175479
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.50657120
N
N
N
N
N
N
PICC Property & Casualty Co. Ltd.
300300F1000311000017
PICC Property & Casualty Co. Ltd., Class H
N/A
706000.00000000
NS
718916.70000000
0.010397371774
Long
EC
CORP
CN
N
2
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
26136.00000000
NS
USD
5114031.12000000
0.073961952506
Long
EC
CORP
US
N
1
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAE7
520000.00000000
PA
USD
558772.50000000
0.008081277594
Long
DBT
NUSS
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
1060.00000000
NC
-3812651.84000000
-0.05514068407
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
Australia
Australia 10 Year Bond
2022-06-15
134347611.80000000
AUD
-3812651.84000000
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
31634.00000000
NS
1604621.31000000
0.023206922745
Long
EC
CORP
GB
N
2
N
N
N
MGM China Holdings Ltd.
529900VZFN87OS7WJM66
MGM China Holdings Ltd.
N/A
398000.00000000
PA
USD
363747.13000000
0.005260712600
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.87500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
3717.00000000
NS
USD
1392351.03000000
0.020136952305
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class E
05606FAN3
3926000.00000000
PA
USD
3404761.47000000
0.049241547466
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545560
N
N
N
N
N
N
Fubon Financial Holding Co. Ltd.
549300G7Y2TS2XNIB476
Fubon Financial Holding Co. Ltd.
N/A
210916.00000000
NS
560028.17000000
0.008099437789
Long
EC
CORP
TW
N
2
N
N
N
Shinhan Financial Group Co. Ltd.
988400EB8A6G49E5KO54
Shinhan Financial Group Co. Ltd.
N/A
440000.00000000
PA
USD
399300.00000000
0.005774897911
Long
DBT
CORP
KR
N
2
2026-05-12
Variable
2.87499960
N
N
N
N
N
N
N/A
N/A
Occidental Petroleum Corp.
00C9NGAM9
539.00000000
NC
USD
117232.50000000
0.001695481391
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Occidental Petroleum Corp.
Occidental Petroleum Corp.
100.00000000
65.00000000
USD
2022-05-20
XXXX
-112025.03000000
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAB8
33000.00000000
PA
USD
33000.00000000
0.000477264290
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
Kingdee International Software Group Co. Ltd.
529900SWRZN94C5SZO63
Kingdee International Software Group Co. Ltd.
N/A
228000.00000000
NS
499531.17000000
0.007224496645
Long
EC
CORP
KY
N
2
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
2931000.00000000
PA
USD
3025113.91000000
0.043750874034
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
JM Smucker Co. (The)
5493000WDH6A0LHDJD55
JM Smucker Co. (The)
832696405
-15304.00000000
NS
USD
-2072314.64000000
-0.02997096290
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
40110636.00000000
PA
USD
168190.86000000
0.002432469437
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-06-17
0.00000000
USD
0.00000000
USD
40110636.00000000
USD
168190.86000000
N
N
N
Freed Corp.
N/A
Freed Corp.
N/A
4903000.00000000
PA
USD
4774541.40000000
0.069052064014
Long
DBT
CORP
US
N
3
2023-12-01
Fixed
10.00000000
N
N
N
N
N
N
Apollo Finco BV
N/A
Apollo Finco BV, Term Loan
N/A
5715000.00000000
PA
6045621.69000000
0.087435131663
Long
LON
CORP
BE
N
2
2028-10-02
Variable
4.87500000
N
N
N
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
511.00000000
NS
USD
89220.60000000
0.001290357767
Long
EC
CORP
US
N
1
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
7700.00000000
NS
79693.74000000
0.001152575038
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
47190076.00000000
PA
USD
3473083.63000000
0.050229660412
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-08-27
0.00000000
USD
0.00000000
USD
47190076.00000000
USD
3473083.63000000
N
N
N
NEC Corp.
5493000QYMPFRTEY4K28
NEC Corp.
N/A
23400.00000000
NS
983050.38000000
0.014217419450
Long
EC
CORP
JP
N
2
N
N
N
Sinic Holdings Group Co. Ltd.
300300N5XRCGHA7P7B13
Sinic Holdings Group Co. Ltd.
N/A
270000.00000000
PA
USD
5400.00000000
0.000078097792
Long
DBT
CORP
KY
N
2
2022-01-24
Fixed
8.50000000
Y
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
55975.00000000
NS
USD
2975071.25000000
0.043027129349
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
8638.00000000
NS
USD
742522.48000000
0.010738771648
Long
EC
CORP
US
N
1
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-CIP, Class E
12434FAL1
3737189.00000000
PA
USD
3624596.46000000
0.052420922935
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
3.21699960
N
N
N
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
12800.00000000
NS
242593.17000000
0.003508516881
Long
EC
CORP
JP
N
2
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc.
252131107
35794.00000000
NS
USD
18312210.40000000
0.264841336339
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Invesco DB Agriculture Fund
N/A
-759.00000000
NC
USD
-20872.50000000
-0.00030186966
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Invesco DB Agriculture Fund
Invesco DB Agriculture Fund
100.00000000
20.00000000
USD
2022-07-15
XXXX
-6625.50000000
N
N
N
Vitesco Technologies Group AG
529900CCDMZ7UCYYS252
Vitesco Technologies Group AG
N/A
3917.00000000
NS
155387.81000000
0.002247304631
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Occidental Petroleum Corp.
00C9GQ897
540.00000000
NC
USD
314550.00000000
0.004549196439
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Occidental Petroleum Corp.
Occidental Petroleum Corp.
100.00000000
55.00000000
USD
2022-05-20
XXXX
180213.70000000
N
N
N
N/A
N/A
Shell plc
N/A
-73785.00000000
NC
USD
-101454.38000000
-0.00146728947
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Written
Shell plc
Shell plc
1.00000000
55.00000000
USD
2022-04-14
XXXX
-65299.73000000
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust, Series 2021-A, Class B2
64035DAJ5
8090000.00000000
PA
USD
7523852.09000000
0.108814119017
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.85000000
N
N
N
N
N
N
AGL CLO 5 Ltd.
549300N06ILVP775P131
AGL CLO 5 Ltd., Series 2020-5A, Class BR
00119TAK0
573568.00000000
PA
USD
566775.06000000
0.008197015052
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.95400080
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
2330.00000000
NS
USD
112911.80000000
0.001632993032
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Microsoft Corp.
00C8ZTR59
-361.00000000
NC
USD
-434102.50000000
-0.00627823095
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp.
Microsoft Corp.
100.00000000
300.00000000
USD
2022-04-14
XXXX
-252761.99000000
N
N
N
Ganfeng Lithium Co. Ltd.
3003006BE6UOHWEOOR42
Ganfeng Lithium Co. Ltd., Class H
N/A
192400.00000000
NS
2706850.92000000
0.039147978275
Long
EC
CORP
CN
N
2
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
2238.00000000
NS
USD
626707.14000000
0.009063786010
Long
EC
CORP
US
N
1
N
N
N
Quintis Australia Pty. Ltd.
N/A
Quintis Australia Pty. Ltd.
74877UAA6
19974151.00000000
PA
USD
19974151.00000000
0.288877242426
Long
DBT
CORP
AU
N
3
2026-10-01
Fixed
7.50000000
N
N
Y
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
520000.00000000
PA
USD
83200.00000000
0.001203284513
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
Y
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class E
30227FAL4
2812689.27000000
PA
USD
2765014.47000000
0.039989171773
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.24699840
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
1813000.00000000
PA
USD
2053206.15000000
0.029694605329
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
N/A
N/A
Home Depot, Inc. (The)
00C9CK555
105.00000000
NC
USD
735.00000000
0.000010629977
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Home Depot, Inc. (The)
Home Depot, Inc. (The)
100.00000000
365.00000000
USD
2022-04-14
XXXX
-164348.24000000
N
N
N
RKPF Overseas 2020 A Ltd.
254900LKOLISWWIE7W36
RKPF Overseas 2020 A Ltd.
N/A
323000.00000000
PA
USD
247095.00000000
0.003573624842
Long
DBT
CORP
VG
N
2
2026-07-26
Fixed
5.12500000
N
N
N
N
N
N
Park Intermediate Holdings LLC
N/A
Park Intermediate Holdings LLC
70052LAB9
60000.00000000
PA
USD
59945.10000000
0.000866959260
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
Micron Technology, Inc.
00P9FTXZ2
411.00000000
NC
USD
152070.00000000
0.002199320624
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Micron Technology, Inc.
Micron Technology, Inc.
100.00000000
75.00000000
USD
2022-05-20
XXXX
-64210.18000000
N
N
N
ACProducts Holdings, Inc.
N/A
ACProducts Holdings, Inc., Term Loan
00488YAB2
3828504.78000000
PA
USD
3443510.34000000
0.049801955101
Long
LON
CORP
US
N
2
2028-05-17
Variable
4.75000000
N
N
N
N
N
N
POSCO Holdings, Inc.
988400E5HRVX81AYLM04
POSCO Holdings, Inc.
N/A
1676.00000000
NS
402028.36000000
0.005814356966
Long
EC
CORP
KR
N
2
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class E
12528DAL3
395878.00000000
PA
USD
395295.15000000
0.005716977551
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Variable
6.44626080
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAA4
1337000.00000000
PA
USD
1352041.25000000
0.019553969925
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
EUR Currency
N/A
35455592.00000000
PA
285.32000000
0.000004126455
N/A
DFE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Call
Purchased
N/A
EUR Currency
1.00000000
1.16000000
EUR
2022-04-07
XXXX
-249031.65000000
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
906.00000000
NS
USD
60330.54000000
0.000872533707
Long
EC
CORP
US
N
1
N
N
N
ZTO Express Cayman, Inc.
549300SCJPK3YZJTJR78
ZTO Express Cayman, Inc.
98980A105
2012.00000000
NS
USD
50300.00000000
0.000727466478
Long
EC
CORP
KY
N
1
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
400000.00000000
PA
USD
502950.00000000
0.007273941659
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
174395.00000000
NS
USD
15864713.15000000
0.229444274585
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
55750.00000000
NS
902563.60000000
0.013053375028
Long
EC
CORP
NL
N
2
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series I
808513BK0
1074000.00000000
PA
USD
1028355.00000000
0.014872639975
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.99999960
N
N
N
N
N
N
Jazz Pharmaceuticals plc
635400WUEO2NSG5OIU34
Jazz Pharmaceuticals plc, Term Loan
G5080AAF9
4713849.98000000
PA
USD
4692071.99000000
0.067859345698
Long
LON
CORP
LU
N
2
2028-05-05
Variable
4.00000000
N
N
N
N
N
N
BYD Co. Ltd.
5299005557VL7ULJ7A69
BYD Co. Ltd., Class A
N/A
213000.00000000
NS
7607443.64000000
0.110023066343
Long
EC
CORP
CN
N
2
N
N
N
American Auto Auction Group LLC
N/A
American Auto Auction Group LLC, 1st Lien Term Loan B
02403MAM2
3221000.00000000
PA
USD
3160606.25000000
0.045710439352
Long
LON
CORP
US
N
2
2027-12-30
Variable
5.90000000
N
N
N
N
N
N
N/A
N/A
EVgo, Inc.
30052F118
48920.00000000
NS
USD
192255.60000000
0.002780507044
N/A
DE
US
N
1
EVgo, Inc.
N/A
Call
Purchased
EVgo, Inc.
EVgo, Inc.
1.00000000
11.50000000
USD
2025-09-15
XXXX
19153.96000000
N
N
N
N/A
N/A
ETRS
N/A
33596.00000000
PA
USD
263516.37000000
0.003811119796
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
Y
2022-04-21
0.00000000
USD
0.00000000
USD
33596.00000000
USD
263516.37000000
N
N
N
Central China Real Estate Ltd.
549300JDML9PYG0CIJ22
Central China Real Estate Ltd.
N/A
200000.00000000
PA
USD
92000.00000000
0.001330554990
Long
DBT
CORP
KY
N
2
2023-11-07
Fixed
7.90000000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
391952534.00000000
PA
USD
123699.32000000
0.001789008126
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Purchased
N/A
Swaption
1.00000000
0.80000000
USD
2023-03-16
XXXX
-1122709.74000000
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
36783.00000000
NS
335860.60000000
0.004857402147
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
iShares iBoxx $ Investment Grade Corporate Bond ETF
00P90GBW7
-2373.00000000
NC
USD
-42714.00000000
-0.00061775354
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
116.00000000
USD
2022-04-14
XXXX
110986.43000000
N
N
N
Loadsmart, Inc.
N/A
Loadsmart, Inc.
N/A
38353.00000000
NS
USD
767060.00000000
0.011093646862
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Apple, Inc.
00C98SAL2
214.00000000
NC
USD
101115.00000000
0.001462381172
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Apple, Inc.
Apple, Inc.
100.00000000
180.00000000
USD
2022-05-20
XXXX
12174.51000000
N
N
N
N/A
N/A
IRS
N/A
15926240.00000000
PA
USD
2292845.23000000
0.033160398524
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-01-25
0.00000000
USD
0.00000000
USD
15926240.00000000
USD
2292845.23000000
N
N
N
Sarcos Technology & Robotics Corp.
N/A
Sarcos Technology & Robotics Corp.
N/A
29189.00000000
NS
USD
129891.05000000
0.001878556357
Long
EC
CORP
US
N
3
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
27856.00000000
NS
USD
4662537.28000000
0.067432198352
Long
EC
CORP
US
N
1
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
58000.00000000
PA
USD
56342.94000000
0.000814862826
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Hundsun Technologies, Inc.
3003003LS77D1DRDDE25
Hundsun Technologies, Inc., Class A
N/A
226333.00000000
NS
1577427.13000000
0.022813625442
Long
EC
CORP
CN
N
2
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST5, Class A
91679XAA4
225318.02000000
PA
USD
217712.70000000
0.003148681734
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAX9
15000000.00000000
PA
USD
14881054.65000000
0.215218060166
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2017-DELC, Class E
05552EAN0
559000.00000000
PA
USD
545007.06000000
0.007882194171
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
2.89657080
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class F
55316VAL8
4090000.00000000
PA
USD
3987307.87000000
0.057666656379
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
2.99796120
N
N
N
N
N
N
N/A
N/A
EssilorLuxottica SA
N/A
36131.00000000
NC
14894.40000000
0.000215411068
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
EssilorLuxottica SA
EssilorLuxottica SA
1.00000000
200.00000000
EUR
2022-06-17
XXXX
-241518.35000000
N
N
N
N/A
N/A
IRS
N/A
15811025.00000000
PA
USD
-4173103.48000000
-0.06035373546
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-09-28
0.00000000
USD
0.00000000
USD
15811025.00000000
USD
-4173103.48000000
N
N
N
N/A
N/A
UnitedHealth Group, Inc.
00C9G00R2
-153.00000000
NC
USD
-51790.50000000
-0.00074902291
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group, Inc.
UnitedHealth Group, Inc.
100.00000000
530.00000000
USD
2022-04-14
XXXX
11928.16000000
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBL5
27000.00000000
PA
USD
28407.51000000
0.000410845154
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust, Series 2018-BIOD, Class D
23306GAG2
617807.74130000
PA
USD
610843.57000000
0.008834358269
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
1.60599960
N
N
N
N
N
N
Ping An Insurance Group Co. of China Ltd.
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China Ltd., Class H
N/A
102000.00000000
NS
713088.58000000
0.010313082272
Long
EC
CORP
CN
N
2
N
N
N
Elmwood CLO IV Ltd.
N/A
Elmwood CLO IV Ltd., Series 2020-1A, Class A
29002GAB7
300000.00000000
PA
USD
298452.24000000
0.004316381711
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.48128840
N
N
N
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
N/A
27540.00000000
NS
763821.70000000
0.011046812773
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Home Depot, Inc. (The)
00P93AZN1
-100.00000000
NC
USD
-87750.00000000
-0.00126908913
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Home Depot, Inc. (The)
Home Depot, Inc. (The)
100.00000000
290.00000000
USD
2022-05-20
XXXX
-47573.13000000
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The)
N/A
1230.00000000
NS
348734.48000000
0.005043591335
Long
EC
CORP
CH
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
200000.00000000
PA
USD
184000.00000000
0.002661109981
Long
DBT
CORP
CH
N
2
2030-01-24
Variable
5.10000120
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
9721.00000000
NS
USD
1325166.72000000
0.019165295577
Long
EC
CORP
US
N
1
N
N
N
China Resources Gas Group Ltd.
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd.
N/A
76000.00000000
NS
319874.59000000
0.004626203610
Long
EC
CORP
BM
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
773.00000000
NS
85106.36000000
0.001230855348
Long
EC
CORP
CA
N
1
N
N
N
CA Magnum Holdings
549300ZRDHFR078MFZ78
CA Magnum Holdings
N/A
300000.00000000
PA
USD
292500.00000000
0.004230297117
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
Gores Holdings VIII, Inc., Class A
382863116
14126.00000000
NS
USD
18505.06000000
0.000267630434
N/A
DE
US
N
1
Gores Holdings VIII, Inc.
N/A
Call
Purchased
Gores Holdings VIII, Inc.
Gores Holdings VIII, Inc.
1.00000000
11.50000000
USD
2027-12-31
XXXX
-5278.12000000
N
N
N
AIMCO CLO
N/A
AIMCO CLO, Series 2018-AA, Class B
00900GAE5
255948.00000000
PA
USD
252108.78000000
0.003646136907
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.64129040
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
285000.00000000
PA
USD
262200.00000000
0.003792081724
Long
DBT
NUSS
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Jiumaojiu International Holdings Ltd.
6556009ZSGTEPL7MEK84
Jiumaojiu International Holdings Ltd.
N/A
481000.00000000
NS
1017471.68000000
0.014715239369
Long
EC
CORP
KY
N
2
N
N
Taiwan Glass Industry Corp.
N/A
Taiwan Glass Industry Corp.
N/A
107000.00000000
NS
93082.63000000
0.001346212586
Long
EC
CORP
TW
N
2
N
N
N
MNTN Digital
N/A
MNTN Digital
N/A
93725.00000000
NS
USD
1837010.00000000
0.026567856781
Long
EC
CORP
US
Y
3
N
N
N
Power Corp. of Canada
549300BE2CB8T87IJV50
Power Corp. of Canada
739239101
4788.00000000
NS
148218.69000000
0.002143620844
Long
EC
CORP
CA
N
1
N
N
N
Loadsmart, Inc., Series C
21380018SRDTKCVCPR33
Loadsmart, Inc., Series C
N/A
432945.00000000
NS
USD
8658900.00000000
0.125229810991
Long
EC
CORP
JE
Y
3
N
N
N
N/A
N/A
Walt Disney Co. (The)
00C900B71
271.00000000
NC
USD
49186.50000000
0.000711362424
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Walt Disney Co. (The)
Walt Disney Co. (The)
100.00000000
140.00000000
USD
2022-04-14
XXXX
-99002.09000000
N
N
N
Yang Ming Marine Transport Corp.
254900WG2ACWNVSP6E13
Yang Ming Marine Transport Corp.
N/A
105000.00000000
NS
450150.76000000
0.006510329786
Long
EC
CORP
TW
N
2
N
N
N
Emerald Technologies (U.S.) Acquisitionco, Inc.
N/A
Emerald Technologies (U.S.) Acquisitionco, Inc., Term Loan B
29102UAB5
1279000.00000000
PA
USD
1240630.00000000
0.017942678678
Long
LON
CORP
US
N
3
2027-12-29
Variable
7.25000000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
2932.00000000
NS
USD
584758.08000000
0.008457095454
Long
EC
CORP
US
N
1
N
N
N
CIFC European Funding CLO II DAC
549300NYQTL91Z5R9B69
CIFC European Funding CLO II DAC, Series 2X, Class B1
N/A
207000.00000000
PA
222645.42000000
0.003220021465
Long
ABS-CBDO
CORP
IE
N
2
2033-04-15
Floating
1.59999840
N
N
N
N
N
N
Indian Railway Finance Corp. Ltd.
335800F2JHSOGXQEBY56
Indian Railway Finance Corp. Ltd.
45434M2A9
930000.00000000
PA
USD
872219.10000000
0.012614516051
Long
DBT
NUSS
IN
N
2
2030-02-13
Fixed
3.24900000
N
N
N
N
N
N
1211 Avenue of the Americas Trust
N/A
1211 Avenue of the Americas Trust, Series 2015-1211, Class D
90117PAN5
1520000.00000000
PA
USD
1468248.86000000
0.021234628789
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
4.14209880
N
N
N
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
2186.00000000
NS
USD
771461.26000000
0.011157300324
Long
EC
CORP
US
N
1
N
N
N
Yonyou Network Technology Co. Ltd.
30030017NBX3U80ANB35
Yonyou Network Technology Co. Ltd., Class A
N/A
428214.00000000
NS
1536623.01000000
0.022223493643
Long
EC
CORP
CN
N
2
N
N
N
Samsung Fire & Marine Insurance Co. Ltd.
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co. Ltd.
N/A
1966.00000000
NS
354047.04000000
0.005120424522
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
317324.00000000
NS
USD
27734117.60000000
0.401106180353
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
196200.00000000
NS
825171.34000000
0.011934085269
Long
EC
CORP
JP
N
2
N
N
N
Herschend Entertainment Co. LLC
N/A
Herschend Entertainment Co. LLC, Term Loan
42778EAF8
414957.39000000
PA
USD
411845.21000000
0.005956333692
Long
LON
CORP
US
N
2
2028-08-27
Variable
4.25000000
N
N
N
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
569230.00000000
NS
25844631.59000000
0.373779386430
Long
EC
CORP
GB
N
2
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
2140000.00000000
PA
USD
1928769.20000000
0.027894929189
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Nan Ya Plastics Corp.
254900L66RP14M9UOM28
Nan Ya Plastics Corp.
N/A
121000.00000000
NS
391692.03000000
0.005664867232
Long
EC
CORP
TW
N
2
N
N
N
Ashton Woods USA LLC
N/A
Ashton Woods USA LLC
045086AM7
84000.00000000
PA
USD
74073.72000000
0.001071295193
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DY1
400000.00000000
PA
USD
410800.00000000
0.005941217285
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
79679.00000000
NS
USD
10443526.53000000
0.151040068996
Long
EC
CORP
US
N
1
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
838.00000000
NS
USD
107557.30000000
0.001555553286
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBJ0
34000.00000000
PA
USD
35064.20000000
0.000507117894
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
Databricks, Inc., Series G
N/A
Databricks, Inc., Series G
N/A
24790.00000000
NS
USD
4390804.80000000
0.063502252619
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Applied Materials, Inc.
00C9G8M91
-244.00000000
NC
USD
-78080.00000000
-0.00112923623
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Applied Materials, Inc.
Applied Materials, Inc.
100.00000000
145.00000000
USD
2022-05-20
XXXX
-7093.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
43417.01000000
0.000627920862
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6677190.12000000
USD
6057672.00000000
EUR
2022-06-16
43417.01000000
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
1129.00000000
NS
52623.16000000
0.000761065306
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Abbott Laboratories
00C9KPUY4
-405.00000000
NC
USD
-7492.50000000
-0.00010836068
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
125.00000000
USD
2022-04-14
XXXX
26434.51000000
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
26041.00000000
NS
USD
2847322.94000000
0.041179562485
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
351680.00000000
NS
3416880.21000000
0.049416815401
Long
EC
CORP
NO
N
2
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2020-AA, Class A
56848MAA7
2050000.00000000
PA
USD
1970918.79000000
0.028504519921
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
Breeze Aviation Group, Inc., Series B
N/A
Breeze Aviation Group, Inc., Series B
N/A
8988.00000000
NS
USD
4568330.76000000
0.066069731446
Long
EC
CORP
US
Y
3
N
N
N
Constellation Energy Corp.
N/A
Constellation Energy Corp.
21037T109
18835.00000000
NS
USD
1059468.75000000
0.015322624272
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
50652.00000000
NS
5618124.47000000
0.081252429928
Long
EC
CORP
DK
N
2
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFL
46645WAG8
438149.00000000
PA
USD
436163.26000000
0.006308034809
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Floating
2.78913960
N
N
N
N
N
N
N/A
N/A
IRS
N/A
2264653.00000000
PA
USD
146368.47000000
0.002116861937
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-05-28
0.00000000
USD
0.00000000
USD
2264653.00000000
USD
146368.47000000
N
N
N
George Weston Ltd.
549300FAHC3L1QKNT280
George Weston Ltd.
961148509
3197.00000000
NS
393695.28000000
0.005693839344
Long
EC
CORP
CA
N
1
N
N
N
Aimbridge Acquisition Co., Inc.
549300SPGKLVE9WYCQ20
Aimbridge Acquisition Co., Inc., 1st Lien Term Loan
00900YAE6
3178688.99000000
PA
USD
3150875.46000000
0.045569707273
Long
LON
CORP
US
N
2
2026-02-02
Variable
5.50000000
N
N
N
N
N
N
N/A
N/A
Discovery, Inc.
00C9G8PF4
173.00000000
NC
USD
2508.50000000
0.000036279317
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Discovery, Inc.
Discovery, Inc.
100.00000000
45.00000000
USD
2022-06-17
XXXX
-14997.72000000
N
N
N
N/A
N/A
IRS
N/A
33789551.00000000
PA
USD
-2091731.62000000
-0.03025178202
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-06-28
0.00000000
USD
0.00000000
USD
33789551.00000000
USD
-2091731.62000000
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DU3
50000.00000000
PA
USD
46850.00000000
0.000677570666
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Freeport-McMoRan, Inc.
00C97QRZ8
-813.00000000
NC
USD
-122763.00000000
-0.00177546654
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Freeport-McMoRan, Inc.
Freeport-McMoran, Inc.
100.00000000
55.00000000
USD
2022-05-20
XXXX
-13194.87000000
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
10769.00000000
NS
USD
390914.70000000
0.005653625055
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
2481.00000000
NS
USD
647466.57000000
0.009364020393
Long
EC
CORP
US
N
1
N
N
N
Hang Lung Properties Ltd.
529900CIVTNMXQT59E61
Hang Lung Properties Ltd.
N/A
109000.00000000
NS
219697.87000000
0.003177392363
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
IRS
N/A
248690487.00000000
PA
USD
9784685.11000000
0.141511539218
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-03-08
0.00000000
USD
0.00000000
USD
248690487.00000000
USD
9784685.11000000
N
N
N
RMIT Cash Management LLC
N/A
RMIT Cash Management LLC
N/A
7680000.00000000
PA
USD
7315200.00000000
0.105796476846
Long
ABS-MBS
CORP
US
N
3
2033-10-17
Fixed
0.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
29662.00000000
NS
USD
5997359.78000000
0.086737141172
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Apple, Inc.
00C8ZEKW0
808.00000000
NC
USD
38380.00000000
0.000555072832
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Apple, Inc.
Apple, Inc.
100.00000000
185.00000000
USD
2022-04-14
XXXX
-272123.69000000
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
585.00000000
NS
USD
96630.30000000
0.001397520955
Long
EC
CORP
US
N
1
N
N
N
Castor SpA
213800OWLX4ZFFIAB390
Castor SpA
N/A
807000.00000000
PA
878022.41000000
0.012698446736
Long
DBT
CORP
IT
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
2962475.00000000
PA
USD
-278118.13000000
-0.00402229854
N/A
DCR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Bombardier, Inc.
Bombardier, Inc.
Y
Receipt of notional amount upon default event with regard to the reference instrument
2023-06-20
202923.25000000
USD
0.00000000
USD
2962475.00000000
USD
-278118.13000000
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
576.00000000
NS
65593.73000000
0.000948652878
Long
EC
CORP
DE
N
2
N
N
N
China Milk Products Group Ltd.
N/A
China Milk Products Group Ltd.
N/A
4800000.00000000
PA
USD
4.80000000
0.000000069420
Long
DBT
CORP
KY
N
3
2012-01-05
None
0.00000000
Y
N
N
N
N
China Milk Products Group Ltd.
China Milk Products Group Ltd.
USD
XXXX
N
N
N
Progress Residential
N/A
Progress Residential, Series 2021-SFR3, Class F
74333VAN4
899980.00000000
PA
USD
812259.76000000
0.011747350843
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
3.43600000
N
N
N
N
N
N
SITC International Holdings Co. Ltd.
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
N/A
360000.00000000
NS
1258814.48000000
0.018205672707
Long
EC
CORP
KY
N
2
N
N
N
Hydrofarm Holdings Group, Inc.
N/A
Hydrofarm Holdings Group, Inc., Term Loan
44888MAB2
781042.50000000
PA
USD
741990.38000000
0.010731076123
Long
LON
CORP
US
N
3
2028-10-25
Variable
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
9121000.00000000
PA
USD
8797489.53000000
0.127234169587
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Prodigy Finance DAC
635400HTAZNW3LYYMQ40
Prodigy Finance DAC, Series 2021-1A, Class C
742855AC3
310000.00000000
PA
USD
310422.07000000
0.004489496027
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
4.20657120
N
N
N
N
N
N
ANTA Sports Products Ltd.
529900291XG0CTK4LF95
ANTA Sports Products Ltd.
N/A
46000.00000000
NS
570630.11000000
0.008252768922
Long
EC
CORP
KY
N
2
N
N
N
Contemporary Amperex Technology Co. Ltd.
300300KINDY1K0E9I032
Contemporary Amperex Technology Co. Ltd., Class A
N/A
169400.00000000
NS
13529916.02000000
0.195677144431
Long
EC
CORP
CN
N
2
N
N
N
BPRL International Singapore Pte. Ltd.
875500AQ853IMLV4TX18
BPRL International Singapore Pte. Ltd.
N/A
850000.00000000
PA
USD
843253.13000000
0.012195594138
Long
DBT
CORP
SG
N
2
2027-01-18
Fixed
4.37500000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
14933.00000000
NS
USD
616882.23000000
0.008921692716
Long
EC
CORP
CW
N
1
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
987.00000000
NS
USD
74844.21000000
0.001082438447
Long
EC
CORP
US
N
1
N
N
N
Volta Greentech AB
N/A
Volta Greentech AB, Series C
N/A
8765.00000000
NS
1009867.69000000
0.014605266251
Long
EC
CORP
SE
N
3
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
171553.00000000
NS
USD
22610685.40000000
0.327008264217
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AM4
1491000.00000000
PA
USD
1500318.75000000
0.021698441313
Long
DBT
CORP
US
N
2
2043-06-15
Variable
5.62500000
N
N
N
N
N
N
SK Innovation Co. Ltd.
988400PXP70BWVSJVF07
SK Innovation Co. Ltd.
N/A
20.00000000
NS
3508.54000000
0.000050742450
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
Invesco Senior Loan ETF
N/A
330.00000000
NC
USD
3300.00000000
0.000047726429
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco Senior Loan ETF
Invesco Senior Loan ETF
100.00000000
21.00000000
USD
2022-04-14
XXXX
-3705.62000000
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
19106.00000000
NS
293625.18000000
0.004246570094
Long
EC
CORP
GB
N
2
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDC1
20000.00000000
PA
USD
20136.90000000
0.000291231008
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
374.00000000
NS
147977.53000000
0.002140133055
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
311.00000000
NS
74269.34000000
0.001074124358
Long
EC
CORP
DE
N
2
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan
89678QAB2
1155672.29000000
PA
USD
1125335.89000000
0.016275231358
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.50600000
N
N
N
N
N
N
Constellation Automotive Financing plc
254900HVTSU7VICDRM89
Constellation Automotive Financing plc
N/A
1004000.00000000
PA
1203500.45000000
0.017405690547
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Park River Holdings, Inc.
N/A
Park River Holdings, Inc., 1st Lien Term Loan
70082HAC0
1526152.65000000
PA
USD
1490455.94000000
0.021555799888
Long
LON
CORP
US
N
2
2027-12-28
Variable
4.00000000
N
N
N
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
N/A
257304.00000000
NS
699814.39000000
0.010121103579
Long
EC
CORP
DE
N
2
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325CX1
200000.00000000
PA
USD
199975.00000000
0.002892149286
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
DRI Holding, Inc.
N/A
DRI Holding, Inc., 1st Lien Term Loan
78473KAB5
1050000.00000000
PA
USD
1029000.00000000
0.014881968322
Long
LON
CORP
US
N
2
2028-12-21
Variable
5.75000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609W102
117003.00000000
NS
USD
12729926.40000000
0.184107251152
Long
EC
CORP
KY
N
1
N
N
N
Battalion CLO XI Ltd.
549300O0R7FIDPTPCK50
Battalion CLO XI Ltd., Series 2017-11A, Class BR
07132LAN9
288000.00000000
PA
USD
284392.45000000
0.004113041236
Long
ABS-CBDO
CORP
KY
N
2
2034-04-24
Floating
1.97885880
N
N
N
N
N
N
AMMC CLO 22 Ltd.
549300ZW9D4NPX7LOC22
AMMC CLO 22 Ltd., Series 2018-22A, Class B
00177HAC3
125371.00000000
PA
USD
123741.18000000
0.001789613528
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
1.70771040
N
N
N
N
N
N
N/A
N/A
EssilorLuxottica SA
N/A
-36131.00000000
NC
-978.47000000
-0.00001415117
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Written
EssilorLuxottica SA
EssilorLuxottica SA
1.00000000
220.00000000
EUR
2022-06-17
XXXX
79464.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
289652.26000000
0.004189111523
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
12829813.26000000
USD
16404375.00000000
CAD
2022-06-16
289652.26000000
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV, Series A
N/A
100338.00000000
NS
302678.73000000
0.004377507552
Long
EC
CORP
MX
N
1
N
N
N
DirectTV Financing LLC
N/A
DirectTV Financing LLC, Term Loan
25460HAB8
1750751.92000000
PA
USD
1746882.76000000
0.025264386684
Long
LON
CORP
US
N
2
2027-08-02
Variable
5.75000000
N
N
N
N
N
N
TPB Acquisition Corp. I
N/A
TPB Acquisition Corp. I, Class A
N/A
81647.00000000
NS
USD
793608.84000000
0.011477610901
Long
EC
CORP
KY
N
1
N
N
N
Galaxy XV CLO Ltd.
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd., Series 2013-15A, Class ARR
36318WAK6
274791.00000000
PA
USD
272390.76000000
0.003939466143
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.21128840
N
N
N
N
N
N
N/A
N/A
IRS
N/A
23435248.00000000
PA
USD
5086881.78000000
0.073569303704
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-10-23
0.00000000
USD
0.00000000
USD
23435248.00000000
USD
5086881.78000000
N
N
N
ReNew Power Synthetic
N/A
ReNew Power Synthetic
N/A
200000.00000000
PA
USD
203037.50000000
0.002936440858
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
6.67000000
N
N
N
N
N
N
York CLO 1 Ltd.
549300EJZ6JIZVXIHF06
York CLO 1 Ltd., Series 2014-1A, Class BRR
986255AW7
255948.00000000
PA
USD
254344.92000000
0.003678477203
Long
ABS-CBDO
CORP
KY
N
2
2029-10-22
Floating
1.90886040
N
N
N
N
N
N
N/A
N/A
IRS
N/A
105293972.00000000
PA
USD
-6731260.53000000
-0.09735122058
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-10-14
0.00000000
USD
0.00000000
USD
105293972.00000000
USD
-6731260.53000000
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
2073.00000000
NS
77320.51000000
0.001118252070
Long
EC
CORP
NO
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205BB9
415000.00000000
PA
USD
361905.94000000
0.005234084290
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Globe Telecom, Inc.
254900GPWI1816YIM923
Globe Telecom, Inc.
N/A
340000.00000000
PA
USD
325550.00000000
0.004708284535
Long
DBT
CORP
PH
N
2
2026-08-02
Variable
4.20000120
N
N
N
N
N
N
N/A
N/A
IRS
N/A
71729407.00000000
PA
USD
-4522891.14000000
-0.06541255847
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-11-19
0.00000000
USD
0.00000000
USD
71729407.00000000
USD
-4522891.14000000
N
N
N
SURA Asset Management SA
549300013ETMS1C0EA22
SURA Asset Management SA
86425QAA6
355000.00000000
PA
USD
359171.25000000
0.005194533688
Long
DBT
CORP
CO
N
2
2024-04-17
Fixed
4.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
37120300.00000000
PA
USD
32561463.16000000
0.470921927396
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
OCP Euro CLO DAC
635400KNK84TMOLEE581
OCP Euro CLO DAC, Series 2017-2X, Class B
N/A
268000.00000000
PA
292036.42000000
0.004223592567
Long
ABS-CBDO
CORP
IE
N
2
2032-01-15
Floating
1.35000000
N
N
N
N
N
N
Sable International Finance Ltd.
2138009IE9A35LO5JS73
Sable International Finance Ltd.
N/A
211000.00000000
PA
USD
212466.45000000
0.003072807559
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class A
N/A
154851.00000000
NS
3312086.80000000
0.047901235024
Long
EC
CORP
SE
N
2
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
1244460.00000000
NS
USD
42821868.60000000
0.619313597694
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Treasury Discount Bills
N/A
14956150000.00000000
PA
122874559.96000000
1.777079989311
Long
STIV
NUSS
JP
N
2
2022-06-06
None
0.00000000
N
N
N
N
N
N
Argentine Republic
549300KPBYGYF7HCHO27
Argentine Republic (The)
040114HT0
13211565.00000000
PA
USD
4022921.54000000
0.058181721013
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
184.00000000
NC
USD
-806314.02000000
-0.01166136025
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Long Bond
2022-06-21
27646000.00000000
USD
-806314.02000000
N
N
N
N/A
N/A
Western Digital Corp.
00C902R21
103.00000000
NC
USD
772.50000000
0.000011172323
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Western Digital Corp.
Western Digital Corp.
100.00000000
65.00000000
USD
2022-04-14
XXXX
-6171.62000000
N
N
N
Hargreaves Lansdown plc
2138008ZCE93ZDSESG90
Hargreaves Lansdown plc
N/A
8218.00000000
NS
108319.99000000
0.001566583731
Long
EC
CORP
GB
N
2
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class E
55316VAJ3
5320000.00000000
PA
USD
5193108.42000000
0.075105612248
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
2.49796080
N
N
N
N
N
N
MGM China Holdings Ltd.
529900VZFN87OS7WJM66
MGM China Holdings Ltd.
N/A
300000.00000000
PA
USD
279000.00000000
0.004035052635
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.37500000
N
N
N
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
22895.00000000
NS
USD
1534422.90000000
0.022191674433
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
206000.00000000
PA
USD
165407.70000000
0.002392217834
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
132165.00000000
NS
USD
17357229.45000000
0.251029872542
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
30400.00000000
NS
1326030.31000000
0.019177785294
Long
EC
CORP
US
N
2
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BS9
44000.00000000
PA
USD
46215.84000000
0.000668399093
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-SOAR, Class G
05608WAS3
5600000.00000000
PA
USD
5420606.24000000
0.078395811811
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
3.19700160
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Price Index
N/A
2423.00000000
NC
2412.40000000
0.000034889465
N/A
DE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Call
Purchased
EURO STOXX 50 Price Index
EU0009658145
1.00000000
4650.00000000
EUR
2022-06-17
XXXX
-151040.39000000
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
84000.00000000
PA
USD
73500.00000000
0.001062997737
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
LBM Acquisition LLC
N/A
LBM Acquisition LLC, 1st Lien Term Loan
50179JAB4
4292790.99000000
PA
USD
4181736.49000000
0.060478590843
Long
LON
CORP
US
N
2
2027-12-17
Variable
4.50000000
N
N
N
N
N
N
N/A
N/A
EUR Currency
N/A
-98630721.00000000
PA
-140459.41000000
-0.00203140183
N/A
DFE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Written
N/A
EUR Currency
1.00000000
1.07000000
EUR
2022-04-29
XXXX
702478.88000000
N
N
N
Crown PropTech Acquisitions
N/A
Crown PropTech Acquisitions
N/A
162972.00000000
NS
USD
1623201.12000000
0.023475634255
Long
EC
CORP
KY
N
1
N
N
N
BX Trust
N/A
BX Trust, Series 2021-MFM1, Class E
05608VAL0
1060000.00000000
PA
USD
1029013.66000000
0.014882165881
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
2.64656880
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
293.00000000
NC
66933.10000000
0.000968023589
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Put
Purchased
EURO STOXX 50 Index
EU0009658145
10.00000000
3650.00000000
EUR
2022-04-14
XXXX
-500272.85000000
N
N
N
N/A
N/A
Marathon Oil Corp.
00C9JT2P8
764.00000000
NC
USD
183360.00000000
0.002651853947
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp.
Marathon Oil Corp.
100.00000000
26.00000000
USD
2022-07-15
XXXX
19177.30000000
N
N
N
GNL Quintero SA
549300JJJIQXE6E1QY27
GNL Quintero SA
N/A
222364.80000000
PA
USD
225047.08000000
0.003254755603
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63400000
N
N
N
N
N
N
Duke Realty Corp.
254900E47KH1NFFKNF25
Duke Realty Corp.
264411505
1652.00000000
NS
USD
95915.12000000
0.001387177626
Long
EC
CORP
US
N
1
N
N
N
Kose Corp.
353800NX4GGAVDHHY664
Kose Corp.
N/A
60100.00000000
NS
6287996.11000000
0.090940484861
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
CDI
N/A
23929101.88912000
PA
724926.86000000
0.010484294039
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
iTraxx Europe Crossover34-V2
iTraxx Europe Crossover34-V2
Y
Payout of notional amount upon default event with regard to the reference instrument
2025-12-20
1580647.36000000
USD
0.00000000
USD
23929102.00000000
EUR
724926.86000000
N
N
N
BlueMountain CLO Ltd.
549300KGXMRFX2DKIX03
BlueMountain CLO Ltd., Series 2013-2A, Class BR
09626YAS9
250000.00000000
PA
USD
247619.65000000
0.003581212621
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
1.85886000
N
N
N
N
N
N
N/A
N/A
BP plc
00P8ZF2J2
-2403.00000000
NC
USD
-34843.50000000
-0.00050392600
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
BP plc
BP plc
100.00000000
27.00000000
USD
2022-04-14
XXXX
39098.45000000
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
12052.00000000
NS
144004.04000000
0.002082666240
Long
EC
CORP
FR
N
2
N
N
Medical Solutions Holdings, Inc.
N/A
Medical Solutions Holdings, Inc., 2nd Lien Term Loan
58462QAM3
557000.00000000
PA
USD
534720.00000000
0.007733417008
Long
LON
CORP
US
N
2
2029-11-01
Variable
7.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1003652.57000000
-0.01451537974
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
18081465.01000000
USD
2077704981.00000000
JPY
2022-05-06
-1003652.57000000
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
52538.00000000
NS
USD
10977815.10000000
0.158767246425
Long
EC
CORP
US
N
1
N
N
N
Banco Mercantil del Norte SA
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA
05973KAA5
415000.00000000
PA
USD
382396.56000000
0.005530430993
Long
DBT
CORP
MX
N
2
2027-01-24
Variable
5.87499840
N
N
N
N
N
N
N/A
N/A
Alibaba Group Holding Ltd.
00P9B3LS2
-602.00000000
NC
USD
-65919.00000000
-0.00095335711
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Alibaba Group Holding Ltd.
Alibaba Group Holding Ltd.
100.00000000
75.00000000
USD
2022-05-20
XXXX
157283.90000000
N
N
N
N/A
N/A
IRS
N/A
9411548.00000000
PA
USD
1247218.61000000
0.018037966808
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-02-05
0.00000000
USD
0.00000000
USD
9411548.00000000
USD
1247218.61000000
N
N
N
Intouch Holdings PCL
529900UDPDZWDBCCDO79
Intouch Holdings PCL, Class F
N/A
174700.00000000
NS
408509.02000000
0.005908083863
Long
EC
CORP
TH
N
1
N
N
N
N/A
N/A
IRS
N/A
222920768.00000000
PA
USD
16396108.57000000
0.237129609675
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-04-08
0.00000000
USD
0.00000000
USD
222920768.00000000
USD
16396108.57000000
N
N
N
N/A
N/A
Barclays plc
N/A
-2271.00000000
NC
-141706.71000000
-0.00204944098
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Call
Written
Barclays plc
Barclays plc
1000.00000000
2.30000000
GBP
2022-04-14
XXXX
-84362.34000000
N
N
N
CatLuxe SARL
N/A
CatLuxe SARL, Facility Term Loan B3
N/A
5782550.00000000
PA
4429885.08000000
0.064067453288
Long
LON
CORP
LU
N
2
2024-10-02
Variable
4.50000000
N
N
N
N
N
N
Caesars Resort Collection LLC
N/A
Caesars Resort Collection LLC
12770RAA1
158000.00000000
PA
USD
161252.43000000
0.002332122016
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
4031.00000000
NS
USD
362386.90000000
0.005241040200
Long
EC
CORP
IE
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VINO, Class F
05608KAL4
4160000.00000000
PA
USD
4014202.40000000
0.058055619978
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
3.19933080
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
403000.00000000
PA
USD
20150.00000000
0.000291420468
Long
DBT
CORP
HK
N
2
2024-09-04
Fixed
7.87500000
Y
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDA1
2559000.00000000
PA
USD
2407582.97000000
0.034819799313
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.70000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CF1
350000.00000000
PA
USD
371612.50000000
0.005374465941
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
TNB Global Ventures Capital Bhd.
5493004U8XEGPFWIBZ14
TNB Global Ventures Capital Bhd.
N/A
770000.00000000
PA
USD
820194.38000000
0.011862105715
Long
DBT
CORP
MY
N
2
2028-11-01
Fixed
4.85100000
N
N
N
N
N
N
Jafron Biomedical Co. Ltd.
N/A
Jafron Biomedical Co. Ltd., Class A
N/A
38600.00000000
NS
274676.13000000
0.003972518431
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Masco Corp.
00P8YC086
-605.00000000
NC
USD
-149737.50000000
-0.00216558671
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Masco Corp.
Masco Corp.
100.00000000
50.00000000
USD
2022-06-17
XXXX
-85853.14000000
N
N
N
N/A
N/A
Schlumberger NV
N/A
-817.00000000
NC
USD
-91095.50000000
-0.00131747361
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Schlumberger NV
Schlumberger NV
100.00000000
35.00000000
USD
2022-06-17
XXXX
-11307.50000000
N
N
N
New Relic, Inc.
549300AB8FY2HQILL804
New Relic, Inc.
64829B100
37280.00000000
NS
USD
2493286.40000000
0.036059289819
Long
EC
CORP
US
N
1
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
N/A
124000.00000000
PA
USD
108500.00000000
0.001569187136
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
68064.00000000
PA
USD
480975.56000000
0.006956135129
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
Y
2022-04-19
0.00000000
USD
0.00000000
USD
68064.00000000
USD
480975.56000000
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
1451000.00000000
PA
USD
1402536.60000000
0.020284261664
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
3409.00000000
NS
USD
723457.98000000
0.010463050283
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
1136.00000000
NS
USD
158801.44000000
0.002296674440
Long
EC
CORP
US
N
1
N
N
N
Jiangsu Hengrui Medicine Co. Ltd.
N/A
Jiangsu Hengrui Medicine Co. Ltd., Class A
N/A
214000.00000000
NS
1234925.50000000
0.017860177037
Long
EC
CORP
CN
N
2
N
N
N
Cruise, Series G
N/A
Cruise, Series G
N/A
125077.00000000
NS
USD
3023111.09000000
0.043721908141
Long
EP
CORP
US
Y
3
N
N
N
AGL CLO 5 Ltd.
549300N06ILVP775P131
AGL CLO 5 Ltd., Series 2020-5A, Class A2R
00119TAH7
410951.00000000
PA
USD
405711.42000000
0.005867623421
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.65399840
N
N
N
N
N
N
iShares Trust
5493001YVWPO25CNKN94
iShares China Large-Cap ETF
464287184
106324.00000000
NS
USD
3399178.28000000
0.049160800278
Long
RF
US
N
1
N
N
Genneia SA
529900YZ70LX0XWS9P67
Genneia SA
372319AB9
83440.00000000
PA
USD
78736.07000000
0.001138724683
Long
DBT
CORP
AR
N
2
2027-09-02
Fixed
8.75000000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
28231.00000000
NS
USD
4652751.11000000
0.067290665338
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
17567356.00000000
PA
USD
-798122.46000000
-0.01154288937
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-01-14
0.00000000
USD
0.00000000
USD
17567356.00000000
USD
-798122.46000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DS1
200000.00000000
PA
USD
169225.00000000
0.002447425742
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
250.15000000
0.000003617807
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
228211.81000000
USD
206187.00000000
EUR
2022-05-20
250.15000000
N
N
N
Raptor Acquisition Corp.
N/A
Raptor Acquisition Corp., 1st Lien Term Loan B
C4111RAE5
335160.00000000
PA
USD
332961.35000000
0.004815471587
Long
LON
CORP
US
N
2
2026-11-01
Variable
4.93400000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
66428.00000000
NS
USD
2628555.96000000
0.038015633169
Long
EC
CORP
US
N
1
N
N
N
MetroNet Systems Holdings LLC
N/A
MetroNet Systems Holdings LLC, 1st Lien Term Loan
59170BAH8
766414.29000000
PA
USD
757071.70000000
0.010949190532
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
686907.00000000
NS
USD
68690700.00000000
0.993442975189
Long
EC
CORP
US
N
1
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
1340000.00000000
PA
USD
1485570.90000000
0.021485149732
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc.
053499AL3
1945000.00000000
PA
USD
1918100.65000000
0.027740634706
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BK9
200000.00000000
PA
USD
195475.00000000
0.002827067791
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MN52
-230.00000000
NC
USD
-6785.00000000
-0.00009812843
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
400.00000000
USD
2022-04-14
XXXX
-340.24000000
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class D
30227FAJ9
4343269.31000000
PA
USD
4277832.31000000
0.061868381853
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.64700080
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
560000.00000000
PA
USD
516292.00000000
0.007466901058
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Yamato Holdings Co. Ltd.
N/A
Yamato Holdings Co. Ltd.
N/A
33900.00000000
NS
633257.80000000
0.009158525286
Long
EC
CORP
JP
N
2
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAP1
650000.00000000
PA
USD
637121.88000000
0.009214409753
Long
DBT
NUSS
ID
N
2
2030-06-23
Fixed
2.80000000
N
N
N
N
N
N
Vantage Towers AG
213800BBQO965UPQ7J59
Vantage Towers AG
N/A
680491.00000000
NS
24035163.48000000
0.347609855726
Long
EC
CORP
DE
N
2
N
N
N
Change Healthcare Holdings, Inc.
549300GHXFJ3EKF50583
Change Healthcare Holdings, Inc., Term Loan
15911AAC7
639557.57000000
PA
USD
635240.56000000
0.009187201060
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4076.22000000
0.000058952552
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
257379.57000000
USD
377739.00000000
NZD
2022-06-16
4076.22000000
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
5803.00000000
NS
USD
1071233.80000000
0.015492776946
Long
EC
CORP
US
N
1
N
N
N
Park Intermediate Holdings LLC
N/A
Park Intermediate Holdings LLC
70052LAC7
384000.00000000
PA
USD
359980.80000000
0.005206241848
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
Euro-Buxl
N/A
-145.00000000
NC
2591388.82000000
0.037478101390
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
EUR Currency
2022-06-08
-26999000.00000000
EUR
2591388.82000000
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust, Series 2021-BA, Class B
64034QAC2
7560000.00000000
PA
USD
6918500.74000000
0.100059192277
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.68000000
N
N
N
N
N
N
N/A
N/A
Nice Ltd.
00P93F9U3
-136.00000000
NC
USD
-161160.00000000
-0.00233078524
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Nice Ltd.
Nice Ltd.
100.00000000
220.00000000
USD
2022-05-20
XXXX
-111201.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-233094.98000000
-0.00337114879
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
170712983.00000000
CNY
26612694.40000000
USD
2022-04-14
-233094.98000000
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
9470.00000000
NS
110023.89000000
0.001591226477
Long
EC
CORP
DE
N
2
N
N
N
Kingdom of Morocco
529900F3MBW9XY5K1X07
Kingdom of Morocco
617726AM6
200000.00000000
PA
USD
159750.00000000
0.002310393041
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series L
949746804
1758.00000000
NS
USD
2329350.00000000
0.033688350741
Long
EP
CORP
US
N
1
N
N
N
Ship Healthcare Holdings, Inc.
353800BIFUE1L527TH13
Ship Healthcare Holdings, Inc.
N/A
6500.00000000
NS
105303.41000000
0.001522956279
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Amazon.com, Inc.
00C8ZDZ97
-30.00000000
NC
USD
-335925.00000000
-0.00485833353
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3200.00000000
USD
2022-04-14
XXXX
-217328.17000000
N
N
N
N/A
N/A
IRS
N/A
25766555.00000000
PA
USD
1196693.80000000
0.017307249002
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-27
0.00000000
USD
0.00000000
USD
25766555.00000000
USD
1196693.80000000
N
N
N
N/A
N/A
FTSE 100 Index
N/A
-105.00000000
NC
-486522.77000000
-0.00703636195
N/A
DE
GB
N
2
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
FTSE 100 Index
GB0001383545
2022-06-17
-7819689.76000000
GBP
-486522.77000000
N
N
N
N/A
N/A
IRS
N/A
25381970.00000000
PA
USD
1179879.09000000
0.017064065347
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-27
0.00000000
USD
0.00000000
USD
25381970.00000000
USD
1179879.09000000
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
528297.00000000
NS
USD
44540720.07000000
0.644172580326
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
6100.00000000
NS
203547.40000000
0.002943815314
Long
EC
CORP
JP
N
2
N
N
N
Titan Holdings II BV
549300XU72VK2GL31495
Titan Holdings II BV
N/A
1780000.00000000
PA
1809625.88000000
0.026171812460
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
CSX Corp.
00C937VP1
969.00000000
NC
USD
53295.00000000
0.000770781828
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CSX Corp.
CSX Corp.
100.00000000
40.00000000
USD
2022-05-20
XXXX
-66921.63000000
N
N
N
N/A
N/A
Amazon.com, Inc.
00C8ZE176
-65.00000000
NC
USD
-357175.00000000
-0.00516566281
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3300.00000000
USD
2022-04-14
XXXX
-51574.23000000
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
29775.00000000
NS
USD
2416836.75000000
0.034953632609
Long
EC
CORP
US
N
1
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
311000.00000000
PA
USD
313332.50000000
0.004531588279
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Krung Thai Bank PCL
54930007ZQMYCRFQGE36
Krung Thai Bank PCL
N/A
282000.00000000
PA
USD
264022.50000000
0.003818439729
Long
DBT
CORP
TH
N
2
2026-03-25
Variable
4.39999920
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
1590.00000000
PA
USD
1409.15000000
0.000020379908
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
TreeHouse Foods, Inc.
TreeHouse Foods, Inc.
Y
2022-09-09
0.00000000
USD
0.00000000
USD
1590.00000000
USD
1409.15000000
N
N
N
Studio City Finance Ltd.
254900D6R731QAUIG324
Studio City Finance Ltd.
N/A
334000.00000000
PA
USD
256198.88000000
0.003705290200
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Regatta XVIII Funding Ltd.
N/A
Regatta XVIII Funding Ltd., Series 2021-1A, Class B
75884EAC6
250000.00000000
PA
USD
245860.33000000
0.003555768360
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.69129080
N
N
N
N
N
N
Altus Power, Inc.
N/A
Altus Power, Inc.
N/A
128750.00000000
NS
USD
956612.50000000
0.013835060177
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
SOP
N/A
30460832.00000000
PA
USD
124465.20000000
0.001800084707
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
N/A
Swaption
1.00000000
1.52000000
USD
2022-07-05
XXXX
-681681.65000000
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
92000.00000000
PA
USD
98072.92000000
0.001418384925
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
N/A
1473000.00000000
PA
1621782.39000000
0.023455115796
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2020-B, Class B
78449XAC6
1330000.00000000
PA
USD
1235155.71000000
0.017863506462
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
2.76000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Republic of Guatemala
401494AS8
200000.00000000
PA
USD
209162.50000000
0.003025024003
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Park Hotels & Resorts, Inc.
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
38294.00000000
NS
USD
747881.82000000
0.010816281394
Long
EC
CORP
US
N
1
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
50050HAN6
400000.00000000
PA
USD
354792.00000000
0.005131198547
Long
DBT
CORP
KR
N
2
2030-11-04
Fixed
2.50000000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
2573.00000000
NS
USD
307190.47000000
0.004442758837
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
51000.00000000
PA
USD
49087.50000000
0.000709930631
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
Sarcos Technology & Robotics
N/A
Sarcos Technology & Robotics
N/A
1176652.00000000
NS
USD
7824735.80000000
0.113165665995
Long
EC
CORP
US
Y
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA (Preference)
N/A
193633.00000000
NS
1357572.29000000
0.019633962891
Long
EP
CORP
BR
N
1
N
N
N
N/A
N/A
Amazon.com, Inc.
00C99H3T6
-12.00000000
NC
USD
-53190.00000000
-0.00076926326
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3600.00000000
USD
2022-05-20
XXXX
-8192.04000000
N
N
N
VNDO Trust
N/A
VNDO Trust, Series 2016-350P, Class D
91831UAF4
750000.00000000
PA
USD
703122.08000000
0.010168941226
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
3.90263040
N
N
N
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
193133.00000000
NS
USD
22735616.76000000
0.328815090788
Long
EC
CORP
US
N
1
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
N/A
600000.00000000
PA
USD
664278.00000000
0.009607156611
Long
DBT
NUSS
ID
N
2
2042-05-03
Fixed
6.00000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust, Series 2021-GCT, Class D
36167RAG8
270000.00000000
PA
USD
263784.25000000
0.003814994025
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
2.74700160
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
35000.00000000
PA
USD
36200.50000000
0.000523551695
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-202.00000000
NC
-32737.26000000
-0.00047346439
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Put
Written
EURO STOXX 50 Index
EU0009658145
10.00000000
3025.00000000
EUR
2022-05-20
XXXX
127988.54000000
N
N
N
Connect Finco SARL
N/A
Connect Finco SARL
20752TAA2
1505000.00000000
PA
USD
1531171.95000000
0.022144657392
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
iShares, Inc.
549300BPYHDEDI59G670
iShares MSCI Emerging Markets ETF
464287234
16353.00000000
NS
USD
738337.95000000
0.010678252656
Long
RF
US
N
1
N
N
Masimo Corp.
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
16617.00000000
NS
USD
2418438.18000000
0.034976793377
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EUR Currency
N/A
98630721.00000000
PA
864196.23000000
0.012498484858
N/A
DFE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Purchased
N/A
EUR Currency
1.00000000
1.10500000
EUR
2022-04-29
XXXX
-1036066.95000000
N
N
N
Mercia
N/A
Mercia, Term Loan B1
N/A
360248.40000000
PA
473240.31000000
0.006844263656
Long
LON
CORP
GB
N
3
2028-01-01
Variable
2.58985999
N
N
N
N
N
N
BBVA Bancomer SA
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
N/A
258000.00000000
PA
USD
243036.00000000
0.003514921334
Long
DBT
CORP
MX
N
2
2033-01-18
Variable
5.12499960
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.,Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.,Structured Agency Credit Risk Debt Notes, Series 2021-DNA7, Class B1
35564KND7
1930639.00000000
PA
USD
1827780.93000000
0.026434380856
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
3.74900040
N
N
N
N
N
N
J&J Ventures Gaming LLC
549300BYPH8FLKS5ZS70
J&J Ventures Gaming LLC, Term Loan
46604BAB4
1556232.80000000
PA
USD
1538725.18000000
0.022253896390
Long
LON
CORP
US
N
2
2028-04-26
Variable
4.75000000
N
N
N
N
N
N
Etablissements Franz Colruyt NV
5493000O0NZ1BCXO8K39
Etablissements Franz Colruyt NV
N/A
20708.00000000
NS
857194.45000000
0.012397221235
Long
EC
CORP
BE
N
2
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCX6
51000.00000000
PA
USD
52356.35000000
0.000757206552
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
ASM Pacific Technology Ltd.
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd.
N/A
43100.00000000
NS
433906.73000000
0.006275399621
Long
EC
CORP
KY
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAF7
356000.00000000
PA
USD
375402.00000000
0.005429271790
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
253932.00000000
NS
USD
19778763.48000000
0.286051439818
Long
EC
CORP
US
N
1
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc., Class A
12532H104
1811.00000000
NS
144268.68000000
0.002086493611
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Charter Communications, Inc.
N/A
-102.00000000
NC
USD
-79050.00000000
-0.00114326491
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Charter Communications, Inc.
Charter Communications, Inc.
100.00000000
470.00000000
USD
2022-06-17
XXXX
35982.04000000
N
N
N
N/A
N/A
CDS
N/A
3496000.00000000
PA
USD
127069.95000000
0.001837756045
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Avis Budget Car Rental LLC
Avis Budget Car Rental LLC
Y
Receipt of notional amount upon default event with regard to the reference instrument
2026-12-20
0.00000000
USD
475544.79000000
USD
3496000.00000000
USD
127069.95000000
N
N
N
Sun Life Financial, Inc.
549300V040JZX5S66Z78
Sun Life Financial, Inc.
866796105
2296.00000000
NS
128193.26000000
0.001854001977
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
CDIO
N/A
-7255000.00000000
PA
USD
-2244.64000000
-0.00003246322
N/A
DCR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Written
N/A
Credit Default Swap Index Option
1.00000000
96.00000000
USD
2022-04-20
XXXX
12265.36000000
N
N
N
Green Plains Operating Co. LLC
N/A
Green Plains Operating Co. LLC, Term Loan
N/A
4505000.00000000
PA
USD
4505000.00000000
0.065153806894
Long
LON
CORP
US
N
3
2026-07-20
Variable
8.13425000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
1773.00000000
NS
56848.56000000
0.000822175383
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
IRS
N/A
166176700.00000000
PA
-594359.52000000
-0.00859595680
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-08-17
0.00000000
USD
0.00000000
USD
166176700.00000000
MXN
-594359.52000000
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AH4
17000.00000000
PA
USD
17340.00000000
0.000250780690
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Li Auto, Inc.
2549003R73Q70J5H4I65
Li Auto, Inc.
50202M102
217889.00000000
NS
USD
5623715.09000000
0.081333284573
Long
EC
CORP
KY
N
1
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
250000.00000000
PA
USD
356687.50000000
0.005158612318
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
Continuum Energy Levanter Pte. Ltd.
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte. Ltd.
N/A
278122.50000000
PA
USD
265606.99000000
0.003841355501
Long
DBT
CORP
SG
N
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
26962.00000000
NS
USD
5786854.06000000
0.083692690776
Long
EC
CORP
US
N
1
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-E, Class A1
009740AA9
7387303.77000000
PA
USD
6814671.75000000
0.098557559877
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
1.73999880
N
N
N
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
44000.00000000
NS
704023.21000000
0.010181973867
Long
EC
CORP
JP
N
2
N
N
N
Seaworld Parks & Entertainment, Inc.
N/A
Seaworld Parks & Entertainment, Inc., Term Loan
N/A
3380321.73000000
PA
USD
3335532.47000000
0.048240319298
Long
LON
CORP
US
N
2
2022-08-13
Variable
3.50000000
N
N
N
N
N
N
Diversey Holdings Ltd.
N/A
Diversey Holdings Ltd.
N/A
789948.00000000
NS
USD
5979906.36000000
0.086484720138
Long
EC
CORP
KY
N
1
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
10182.00000000
NS
USD
355657.26000000
0.005143712416
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-MP, Class A
61691DAA5
709000.00000000
PA
USD
723844.90000000
0.010468646134
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
4.27600080
N
N
N
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
3081.00000000
NS
USD
155128.35000000
0.002243552177
Long
EC
CORP
US
N
1
N
N
N
TML Holdings Pte. Ltd.
254900EBGMM47QH02V57
TML Holdings Pte. Ltd.
N/A
323000.00000000
PA
USD
304427.50000000
0.004402799233
Long
DBT
CORP
SG
N
2
2026-06-09
Fixed
4.35000000
N
N
N
N
N
N
N/A
N/A
Shell plc
N/A
244416.00000000
NC
USD
733248.00000000
0.010604638978
N/A
DE
GB
N
2
Nomura International plc
DGQCSV2PHVF7I2743539
Call
Purchased
Shell plc
Shell plc
1.00000000
52.50000000
USD
2022-04-14
XXXX
373956.48000000
N
N
N
Oil India International Pte. Ltd.
529900MQ8CL8FLAGEQ79
Oil India International Pte. Ltd.
N/A
220000.00000000
PA
USD
217153.75000000
0.003140597889
Long
DBT
CORP
SG
N
2
2027-04-21
Fixed
4.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
15880.00000000
NS
906121.93000000
0.013104837569
Long
EC
CORP
DE
N
2
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
398.00000000
NS
USD
43692.44000000
0.000631904283
Long
EC
CORP
IE
N
1
N
N
N
KME SE
213800C12EAJKHXISN21
KME SE
N/A
2184499.99900000
PA
2355463.07000000
0.034066012432
Long
DBT
CORP
DE
N
2
2023-02-01
Fixed
6.75000000
N
N
N
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
1182.00000000
NS
USD
646624.92000000
0.009351847984
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
3273.00000000
NS
USD
494844.87000000
0.007156720777
Long
EC
CORP
US
N
1
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
114999.00000000
NS
USD
5143905.27000000
0.074394009021
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-537142.66000000
-0.00776845485
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
18228104.54000000
USD
15983971.00000000
EUR
2022-04-21
-537142.66000000
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DF1
111000.00000000
PA
USD
113673.44000000
0.001644008292
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
113250.00000000
NS
13537918.07000000
0.195792874513
Long
EC
CORP
FR
N
2
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
11300.00000000
NS
203829.46000000
0.002947894622
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFX
46645WBE2
756272.00000000
PA
USD
762659.02000000
0.011029997450
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
5.35030000
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2017-3A, Class A1R
92915QAU7
300000.00000000
PA
USD
296592.84000000
0.004289490038
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.29399840
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
245509.00000000
PA
USD
242501.51000000
0.003507191243
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
1944407.49640000
PA
USD
2012629.37000000
0.029107761447
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Jardine Matheson Holdings Ltd.
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
N/A
800.00000000
NS
USD
44000.00000000
0.000636352386
Long
EC
CORP
BM
N
1
N
N
N
KB Financial Group, Inc.
529900TKE4MXG3Q6GW86
KB Financial Group, Inc.
N/A
9572.00000000
NS
479690.34000000
0.006937547565
Long
EC
CORP
KR
N
2
N
N
N
VS Buyer LLC
N/A
VS Buyer LLC, Term Loan
91834WAC4
1695373.47000000
PA
USD
1677012.58000000
0.024253885415
Long
LON
CORP
US
N
2
2027-02-28
Variable
3.45743000
N
N
N
N
N
N
N/A
N/A
Marathon Oil Corp.
00C9GD0W3
765.00000000
NC
USD
126990.00000000
0.001836599764
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp.
Marathon Oil Corp.
100.00000000
24.00000000
USD
2022-04-14
XXXX
15881.53000000
N
N
N
N/A
N/A
IRS
N/A
78159502.00000000
PA
USD
3577171.86000000
0.051735042085
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-12
0.00000000
USD
0.00000000
USD
78159502.00000000
USD
3577171.86000000
N
N
N
N/A
N/A
SOP
N/A
30938420.00000000
PA
USD
61.04000000
0.000000882794
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Purchased
N/A
Swaption
1.00000000
1.30000000
USD
2022-04-21
XXXX
-368930.79000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
282000.00000000
PA
USD
219991.02000000
0.003181632061
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Albemarle Corp.
00P96MLV9
-154.00000000
NC
USD
-77000.00000000
-0.00111361667
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Albemarle Corp.
Albemarle Corp.
100.00000000
180.00000000
USD
2022-06-17
XXXX
20145.16000000
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
1333.00000000
NS
USD
551462.10000000
0.007975550537
Long
EC
CORP
US
N
1
N
N
N
LINK Mobility Group Holding ASA
2549006RH08XJGKC2Y14
LINK Mobility Group Holding ASA
N/A
167949.00000000
NS
326848.27000000
0.004727060836
Long
EC
CORP
NO
N
2
N
N
N
Dr. Martens plc
213800QPT8YM6NQZPH28
Dr. Martens plc
N/A
89044.00000000
NS
276843.42000000
0.004003862980
Long
EC
CORP
GB
N
2
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
741000.00000000
NS
465314.85000000
0.006729641261
Long
EC
CORP
KY
N
2
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DR3
398000.00000000
PA
USD
341732.75000000
0.004942328435
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-222560.83000000
-0.00321879807
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
48890000.00000000
EUR
54017827.65000000
USD
2022-06-16
-222560.83000000
N
N
N
DS Parent, Inc.
N/A
DS Parent, Inc., Term Loan B
23344YAB8
1655050.00000000
PA
USD
1605398.50000000
0.023218162898
Long
LON
CORP
US
N
3
2028-12-10
Variable
6.75600000
N
N
N
N
N
N
Altice USA, Inc.
54930064K3612MGCER95
Altice USA, Inc., Class A
02156K103
21006.00000000
NS
USD
262154.88000000
0.003791429173
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
254335.00000000
NS
USD
43343770.70000000
0.626861635128
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
22800.00000000
NS
689894.15000000
0.009977631570
Long
EC
CORP
JP
N
2
N
N
N
Gracie Point International Funding
N/A
Gracie Point International Funding, Series 2021-1A, Class B
38411EAB8
410000.00000000
PA
USD
407347.46000000
0.005891284738
Long
ABS-O
CORP
KY
N
2
2023-11-01
Floating
1.63056960
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
177356.00000000
NS
5999960.26000000
0.086774750755
Long
EC
CORP
DE
N
2
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
291581.00000000
NS
USD
17663976.98000000
0.255466225336
Long
EC
CORP
US
N
1
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
N/A
510000.00000000
PA
USD
484556.10000000
0.007007918883
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
Argentine Republic
549300KPBYGYF7HCHO27
Argentine Republic (The)
040114HS2
10702075.00000000
PA
USD
3585195.13000000
0.051851079062
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000040
N
N
N
N
N
N
Legends Hospitality Holding Co. LLC
N/A
Legends Hospitality Holding Co. LLC
52473NAA6
26000.00000000
PA
USD
24960.00000000
0.000360985354
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-4835.00000000
NC
USD
19850682.87000000
0.287091577898
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Ultra Note
2022-06-21
-655142500.00000000
USD
19850682.87000000
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
260000.00000000
PA
USD
33930.00000000
0.000490714465
Long
DBT
CORP
KY
N
2
2024-10-30
Fixed
8.37500000
N
N
N
N
N
N
N/A
N/A
Hilton Worldwide Holdings, Inc.
00C907QC9
197.00000000
NC
USD
98500.00000000
0.001424561593
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Hilton Worldwide Holdings, Inc.
Hilton Worldwide Holdings, Inc.
100.00000000
150.00000000
USD
2022-04-14
XXXX
-35158.94000000
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
185826.00000000
0.002687518605
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793100
128361.00000000
NS
USD
9344680.80000000
0.135147953014
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
89715977.00000000
PA
-798401.16000000
-0.01154692008
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Y
2025-01-02
0.00000000
USD
0.00000000
USD
89715977.00000000
BRL
-798401.16000000
N
N
N
WillScot Mobile Mini Holdings Corp.
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp.
971378104
105896.00000000
NS
USD
4143710.48000000
0.059928637611
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
38905.00000000
NS
USD
21665805.45000000
0.313342886680
Long
EC
CORP
US
N
1
N
N
Scientific Games Corp.
N/A
Scientific Games Corp., Term Loan
N/A
1737000.00000000
PA
USD
1719004.68000000
0.024861198439
Long
LON
CORP
US
N
2
2029-02-04
Variable
0.00000000
N
N
N
N
N
N
N/A
N/A
Shell plc
N/A
-268363.00000000
NC
USD
-0.27000000
-0.00000000390
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Written
Shell plc
Shell plc
1.00000000
40.00000000
USD
2022-04-14
XXXX
248418.56000000
N
N
N
Puma International Financing SA
222100YFBPO7IDRUBR17
Puma International Financing SA
N/A
200000.00000000
PA
USD
190000.00000000
0.002747885307
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
00P8MGUH7
485.00000000
NC
USD
9215.00000000
0.000133272437
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx $ High Yield Corporate Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF
100.00000000
80.00000000
USD
2022-04-14
XXXX
-22130.14000000
N
N
N
Challenger
N/A
Challenger, Term Loan
N/A
6768570.73000000
PA
7469012.06000000
0.108020992108
Long
LON
CORP
ES
N
3
2028-01-01
Variable
2.75000000
N
N
N
N
N
N
Zero Mass Water, Inc., Series C-1
N/A
Zero Mass Water, Inc., Series C-1
N/A
195578.00000000
NS
USD
3803992.10000000
0.055015442111
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
-2388371.00000000
NS
USD
-92259.45999999
-0.00133430744
N/A
DE
N/A
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Custom Equity Basket
N/A
N/A
Caesars Entertainment, Inc.
435459.44000000
USD
13729.97000000
USD
Norwegian Cruise Line Holdings Ltd.
568748.72000000
USD
-45631.91000000
USD
Open House Group Co. Ltd.
469079.91000000
USD
3878.01000000
USD
China Conch Environment Protection Holdings Ltd.
159511.32000000
USD
-159511.19000000
USD
Fastighets AB Balder, Class B
308000.08000000
USD
7983.04000000
USD
Zimmer Biomet Holdings, Inc.
659836.10000000
USD
-36305.19000000
USD
Rolls-Royce Holdings plc
424143.24000000
USD
-18762.17000000
USD
Celltrion Healthcare Co. Ltd.
846426.90000000
USD
9249.60000000
USD
Microport Scientific Corp.
299012.17000000
USD
5157.70000000
USD
SSE plc
353680.35000000
USD
-4776.94000000
USD
Commerzbank AG
623323.74000000
USD
38017.25000000
USD
Just Eat Takeaway.com NV
799610.74000000
USD
45373.58000000
USD
Sagax AB, Class B
252743.45000000
USD
-3368.99000000
USD
Westinghouse Air Brake Technologies Corp.
1445531.27000000
USD
-6884.39000000
USD
Leidos Holdings, Inc.
547553.38000000
USD
-5431.40000000
USD
China Overseas Land & Investment Ltd.
691857.00000000
USD
7621.11000000
USD
Suzano SA
599376.71000000
USD
41134.94000000
USD
Martin Marietta Materials, Inc.
950678.30000000
USD
-1503.07000000
USD
Tesco plc
327869.38000000
USD
7152.49000000
USD
Longfor Group Holdings Ltd.
1194392.34000000
USD
-38496.12000000
USD
Nexi SpA
294943.68000000
USD
15493.99000000
USD
CNP Assurances
428886.40000000
USD
-250.50000000
USD
BT Group plc
233912.73000000
USD
5907.26000000
USD
Ferrovial SA
259273.33000000
USD
10857.61000000
USD
Sampo OYJ, Class A
376254.49000000
USD
6751.03000000
USD
China Longyuan Power Group Corp. Ltd., Class H
269729.43000000
USD
-14945.19000000
USD
Sunny Optical Technology Group Co. Ltd.
428796.13000000
USD
69974.87000000
USD
China Conch Venture Holdings Ltd.
325043.90000000
USD
3992.60000000
USD
HYBE Co. Ltd.
274205.63000000
USD
-15035.21000000
USD
American International Group, Inc.
638182.59000000
USD
-915.03000000
USD
Xinyi Solar Holdings Ltd.
278459.16000000
USD
3203.56000000
USD
Jack Henry & Associates, Inc.
628195.40000000
USD
-29457.12000000
USD
China Vanke Co. Ltd., Class H
832007.73000000
USD
-9776.62000000
USD
MarketAxess Holdings, Inc.
168399.00000000
USD
6063.75000000
USD
Sweco AB, Class B
192680.81000000
USD
-2750.78000000
USD
Y
2023-02-24
0.00000000
USD
0.00000000
USD
-2388371.00000000
USD
-92259.46000000
N
N
N
Shelf Drilling Holdings Ltd.
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd.
822538AG9
56000.00000000
PA
USD
56910.00000000
0.000823063962
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
N/A
N/A
Lightning eMotors, Inc.
N/A
98870.00000000
NS
USD
135532.97000000
0.001960152931
N/A
DE
US
N
2
Lightning eMotors, Inc.
N/A
Call
Purchased
Lightning eMotors, Inc.
Lightning eMotors, Inc.
1.00000000
1.00000000
USD
2025-12-15
XXXX
135532.97000000
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAD4
218000.00000000
PA
USD
198897.75000000
0.002876569499
Long
DBT
NUSS
PA
N
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
Pharmaron Beijing Co. Ltd.
300300JYXHGVS5SNGG54
Pharmaron Beijing Co. Ltd., Class A
N/A
16000.00000000
NS
295847.27000000
0.004278707191
Long
EC
CORP
CN
N
2
N
N
N
Rizal Commercial Banking Corp.
CIKZWI6KV077KV2E2J69
Rizal Commercial Banking Corp.
N/A
323000.00000000
PA
USD
307011.50000000
0.004440170473
Long
DBT
CORP
PH
N
2
2025-08-27
Variable
6.50000160
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
1280000.00000000
PA
USD
1177894.40000000
0.017035361660
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
1091.00000000
NS
USD
270971.67000000
0.003918942477
Long
EC
CORP
US
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc., Term Loan
389376AZ7
4228402.50000000
PA
USD
4202736.10000000
0.060782298842
Long
LON
CORP
US
N
2
2028-12-01
Variable
3.23057000
N
N
N
N
N
N
ENN Energy Holdings Ltd.
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd.
N/A
36100.00000000
NS
539187.11000000
0.007798022829
Long
EC
CORP
KY
N
2
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
51000.00000000
PA
USD
50872.50000000
0.000735746291
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Antofagasta plc
213800MY6QVH4FVLD628
Antofagasta plc
03718NAA4
203000.00000000
PA
USD
178931.81000000
0.002587811009
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
China Petroleum & Chemical Corp.
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp., Class H
N/A
3440000.00000000
NS
1709414.16000000
0.024722495023
Long
EC
CORP
CN
N
2
N
N
N
China SCE Group Holdings Ltd.
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd.
N/A
323000.00000000
PA
USD
168424.31000000
0.002435845720
Long
DBT
CORP
KY
N
2
2025-05-02
Fixed
7.00000000
N
N
N
N
N
N
Highland Transcend Partners I Corp.
N/A
Highland Transcend Partners I Corp., Class A
N/A
187714.00000000
NS
USD
1845228.62000000
0.026686719019
Long
EC
CORP
KY
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EG8
975000.00000000
PA
USD
980700.40000000
0.014183432737
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
6719257.00000000
PA
USD
1209530.68000000
0.017492903075
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-12-11
0.00000000
USD
0.00000000
USD
6719257.00000000
USD
1209530.68000000
N
N
N
N/A
N/A
Boston Scientific Corp.
00C9LAC75
-978.00000000
NC
USD
-23961.00000000
-0.00034653726
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Boston Scientific Corp.
Boston Scientific Corp.
100.00000000
46.00000000
USD
2022-04-14
XXXX
13967.12000000
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
288.00000000
NS
USD
66588.48000000
0.000963039504
Long
EC
CORP
US
N
1
N
N
N
SREIT Trust
N/A
SREIT Trust, Series 2021-MFP, Class F
78472UAL2
2799000.00000000
PA
USD
2697237.60000000
0.039008945113
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.02146920
N
N
N
N
N
N
Sheraton Austin
N/A
Sheraton Austin, Term Loan
N/A
6040000.00000000
PA
USD
5970553.07000000
0.086349447674
Long
LON
CORP
US
N
3
2028-01-01
Variable
3.72999965
N
N
N
N
N
N
N/A
N/A
Apple, Inc.
00P98QTV0
230.00000000
NC
USD
15525.00000000
0.000224531154
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Apple, Inc.
Apple, Inc.
100.00000000
140.00000000
USD
2022-05-20
XXXX
-126187.32000000
N
N
N
Cook Park CLO Ltd.
N/A
Cook Park CLO Ltd., Series 2018-1A, Class B
21623PAE7
401933.00000000
PA
USD
396354.37000000
0.005732296578
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.64129040
N
N
N
N
N
N
N/A
N/A
Alibaba Group Holding Ltd.
00P98N071
602.00000000
NC
USD
182707.00000000
0.002642409899
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Alibaba Group Holding Ltd.
Alibaba Group Holding Ltd.
100.00000000
90.00000000
USD
2022-05-20
XXXX
-324916.95000000
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
455.00000000
NS
USD
69524.00000000
0.001005494621
Long
EC
CORP
US
N
1
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class F
58403YAX4
4677176.00000000
PA
USD
4565665.58000000
0.066031186136
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.39700040
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
7128.00000000
NS
76895.08000000
0.001112099266
Long
EC
CORP
IT
N
2
N
N
N
Ming Yuan Cloud Group Holdings Ltd.
N/A
Ming Yuan Cloud Group Holdings Ltd.
N/A
359000.00000000
NS
483673.50000000
0.006995154232
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
IRS
N/A
214430025.00000000
PA
USD
15958397.33000000
0.230799187121
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-05-26
0.00000000
USD
0.00000000
USD
214430025.00000000
USD
15958397.33000000
N
N
N
N/A
N/A
SOP
N/A
-60767008.00000000
PA
USD
-1405215.89000000
-0.02032301104
N/A
DIR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Put
Written
N/A
Swaption
1.00000000
3.04000000
USD
2026-06-15
XXXX
-388887.68000000
N
N
N
N/A
N/A
iShares iBoxx $ Investment Grade Corporate Bond ETF
00P8ZNJP3
2373.00000000
NC
USD
266962.50000000
0.003860959638
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
121.00000000
USD
2022-04-14
XXXX
-267506.27000000
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1470.00000000
NS
USD
194525.10000000
0.002813329811
Long
EC
CORP
US
N
1
N
N
N
Lightning eMotors, Inc.
549300JQ9U3NF5XD5A71
Lightning eMotors, Inc.
53228RAA3
1137000.00000000
PA
USD
982264.90000000
0.014206059403
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.50000000
N
N
N
N
N
Lightning eMotors, Inc.
Lightning eMotors, Inc.
USD
XXXX
N
N
N
N/A
N/A
NXP Semiconductors NV
00C965HW3
-169.00000000
NC
USD
-78585.00000000
-0.00113653982
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100.00000000
210.00000000
USD
2022-06-17
XXXX
14833.67000000
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
370000.00000000
PA
USD
333401.69000000
0.004821840028
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2018-IND, Class G
056059AS7
1324794.80000000
PA
USD
1314799.49000000
0.019015358951
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
2.44699920
N
N
N
N
N
N
N/A
N/A
Devon Energy Corp.
N/A
-38536.00000000
NC
USD
-1156.08000000
-0.00001671986
N/A
DE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Put
Written
Devon Energy Corp.
Devon Energy Corp.
1.00000000
41.00000000
USD
2022-04-14
XXXX
76686.64000000
N
N
N
N/A
N/A
IRS
N/A
12245758.00000000
PA
USD
971430.04000000
0.014049359653
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-11-26
0.00000000
USD
0.00000000
USD
12245758.00000000
USD
971430.04000000
N
N
N
N/A
N/A
BP plc
00C8KLF71
2403.00000000
NC
USD
72090.00000000
0.001042605535
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
BP plc
BP plc
100.00000000
35.00000000
USD
2022-06-17
XXXX
-300925.65000000
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135U109
266170.00000000
NS
USD
4439715.60000000
0.064209627717
Long
EC
CORP
CA
N
1
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
42209.00000000
NS
USD
1790505.78000000
0.025895286977
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
91790905.00000000
PA
USD
-5684872.38000000
-0.08221777519
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-04-08
0.00000000
USD
0.00000000
USD
91790905.00000000
USD
-5684872.38000000
N
N
N
N/A
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
N/A
1586.00000000
NS
1252.94000000
0.000018120712
N/A
DE
CH
N
1
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Call
Purchased
Cie Financiere Richemont SA
Cie Financiere Richemont SA
0.01493000
67.00000000
CHF
2023-11-22
XXXX
1252.94000000
N
N
N
Consumer Discretionary Select Sector SPDR Fund
549300CD2I087Y919K79
Consumer Discretionary Select Sector SPDR Fund
81369Y407
38033.00000000
NS
USD
7036105.00000000
0.101760050268
Long
RF
US
N
1
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series T
38144GAE1
1105000.00000000
PA
USD
1024196.88000000
0.014812502939
Long
DBT
CORP
US
N
2
2026-05-10
Variable
3.80000160
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C
61765LAY6
226773.00000000
PA
USD
220641.76000000
0.003191043423
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.34251800
N
N
N
N
N
N
China Construction Bank Corp.
5493001KQW6DM7KEDR62
China Construction Bank Corp., Class H
N/A
2630000.00000000
NS
1970041.38000000
0.028491830332
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
EUR Currency
N/A
-26014719.00000000
PA
-19138.88000000
-0.00027679709
N/A
DFE
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Put
Written
N/A
EUR Currency
1.00000000
1.04000000
EUR
2022-05-12
XXXX
59059.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-521285.04000000
-0.00753911317
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
83793356.00000000
SEK
8407644.98000000
USD
2022-06-16
-521285.04000000
N
N
N
Modern Land China Co. Ltd.
549300PDOU6AR9Z9IN08
Modern Land China Co. Ltd.
N/A
740000.00000000
PA
USD
133200.00000000
0.001926412226
Long
DBT
CORP
KY
N
2
2023-04-11
Fixed
9.80000000
Y
N
N
N
N
N
N/A
N/A
IRS
N/A
20309447.00000000
PA
USD
4294867.52000000
0.062114754502
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-11-19
0.00000000
USD
0.00000000
USD
20309447.00000000
USD
4294867.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-47845.16000000
-0.00069196322
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
6398330.00000000
CHF
6898674.29000000
USD
2022-06-16
-47845.16000000
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
-6127696.00000000
NS
USD
-2626851.00999999
-0.03799097523
N/A
DE
N/A
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Custom Equity Basket
N/A
N/A
Dollar General Corp.
753602.55000000
USD
-71570.51000000
USD
POSCO Chemical Co. Ltd.
722309.61000000
USD
-114305.76000000
USD
IDP Education Ltd.
976114.36000000
USD
-116321.80000000
USD
Match Group, Inc.
360038.14000000
USD
-52973.18000000
USD
Capitec Bank Holdings Ltd.
390506.26000000
USD
-70699.10000000
USD
Snap, Inc., Class A
495726.26000000
USD
-76968.93000000
USD
Delivery Hero SE
438845.57000000
USD
3555.36000000
USD
Chipotle Mexican Grill, Inc.
528398.02000000
USD
-67713.66000000
USD
Teck Resources Ltd., Class B
218128.19000000
USD
-8185.56000000
USD
Localiza Rent a Car SA
560757.94000000
USD
-117186.31000000
USD
DISH Network Corp., Class A
1381427.55000000
USD
-35437.81000000
USD
Fiserv, Inc.
1289706.60000000
USD
-91142.62000000
USD
Ping An Healthcare and Technology Co. Ltd.
213998.88000000
USD
15333.19000000
USD
Vifor Pharma AG
648088.58000000
USD
-2801.72000000
USD
Raia Drogasil SA
262055.02000000
USD
-32059.14000000
USD
Geely Automobile Holdings Ltd.
317548.70000000
USD
-24184.45000000
USD
Country Garden Holdings Co. Ltd.
918282.23000000
USD
14377.39000000
USD
Aviva plc
308638.03000000
USD
-44374.17000000
USD
Telecom Italia SpA
446472.34000000
USD
-56291.06000000
USD
Sea Ltd.
502878.42000000
USD
-116252.28000000
USD
PACCAR, Inc.
942172.86000000
USD
-48782.88000000
USD
Nucor Corp.
549559.05000000
USD
-83884.93000000
USD
Kobe Bussan Co. Ltd.
600106.95000000
USD
32540.03000000
USD
Ocado Group plc
638866.11000000
USD
-31528.28000000
USD
Affirm Holdings, Inc.
928099.12000000
USD
-317370.51000000
USD
CK Asset Holdings Ltd.
1045820.91000000
USD
-72044.38000000
USD
Xiaomi Corp., Class B
518286.52000000
USD
-29801.98000000
USD
Mitsui Fudosan Co. Ltd.
276089.96000000
USD
-8526.23000000
USD
Paychex, Inc.
575903.40000000
USD
-70931.29000000
USD
Atmos Energy Corp.
545830.32000000
USD
-18324.88000000
USD
Informa plc
480114.28000000
USD
-72418.37000000
USD
Petro Rio SA
225474.73000000
USD
20281.70000000
USD
Galaxy Entertainment Group Ltd.
213025.83000000
USD
-29035.16000000
USD
Magazine Luiza SA
1161328.25000000
USD
-210784.56000000
USD
Tokyo Electric Power Co. Holdings, Inc.
224797.18000000
USD
-18193.99000000
USD
Ross Stores, Inc.
448862.52000000
USD
3466.46000000
USD
AmerisourceBergen Corp.
675154.44000000
USD
-35514.90000000
USD
Crown Resorts Ltd.
1071809.89000000
USD
-54577.34000000
USD
China Resources Land Ltd.
611179.35000000
USD
-17488.55000000
USD
Credicorp Ltd.
553077.66000000
USD
-32479.21000000
USD
Shandong Gold Mining Co. Ltd., Class H
453329.97000000
USD
-4365.51000000
USD
China Southern Airlines Co. Ltd., Class H
227689.17000000
USD
-13468.22000000
USD
Shenzhou International Group Holdings Ltd.
157104.05000000
USD
310.21000000
USD
Cognizant Technology Solutions Corp., Class A
423959.76000000
USD
7709.47000000
USD
Fuyao Glass Industry Group Co. Ltd., Class H
134797.34000000
USD
-8354.24000000
USD
Dollar Tree, Inc.
1273993.25000000
USD
-105720.18000000
USD
Hitachi Metals Ltd.
354681.69000000
USD
-1179.93000000
USD
Alibaba Health Information Technology Ltd.
337956.99000000
USD
-88062.68000000
USD
Roku, Inc.
675706.38000000
USD
-90620.01000000
USD
DXC Technology Co.
446965.74000000
USD
-12672.13000000
USD
CD Projekt SA
1069603.04000000
USD
-157195.58000000
USD
Marvell Technology, Inc.
264036.22000000
USD
7369.16000000
USD
Y
2023-02-08
0.00000000
USD
0.00000000
USD
-6127696.00000000
USD
-2626851.01000000
N
N
N
N/A
N/A
Discovery, Inc.
00C8ZKUF2
378.00000000
NC
USD
2835.00000000
0.000041001341
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Discovery, Inc.
Discovery, Inc.
100.00000000
42.50000000
USD
2022-04-14
XXXX
-23795.94000000
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P9MJ9F7
-1266.00000000
NC
USD
-227247.00000000
-0.00328657206
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
182.00000000
USD
2022-05-20
XXXX
57317.25000000
N
N
N
Fresh Market, Inc. (The)
529900QM5ZSBEBR6CS58
Fresh Market, Inc. (The)
35804HAA4
969000.00000000
PA
USD
950419.43000000
0.013745492566
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
20163.00000000
NS
439626.75000000
0.006358125721
Long
EC
CORP
ES
N
2
N
N
N
Mercia
N/A
Mercia, Term Loan A2
N/A
6398219.95000000
PA
8405021.67000000
0.121558081871
Long
LON
CORP
GB
N
3
2028-01-01
Variable
2.58986000
N
N
N
N
N
N
N/A
N/A
Dynatrace, Inc.
N/A
-405.00000000
NC
USD
-55687.50000000
-0.00080538348
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Dynatrace, Inc.
Dynatrace, Inc.
100.00000000
40.00000000
USD
2022-05-20
XXXX
49718.18000000
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-293.00000000
NC
-13937.64000000
-0.00020157387
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Put
Written
EURO STOXX 50 Index
EU0009658145
10.00000000
3275.00000000
EUR
2022-04-14
XXXX
212906.01000000
N
N
N
N/A
N/A
Pandora A/S
N/A
110.00000000
NC
2462.04000000
0.000035607387
N/A
DE
US
N
1
NASDAQ OMX Commodities Clearing
5493008EIVLUXM0PQX05
Call
Purchased
Pandora A/S
Pandora A/S
100.00000000
760.00000000
DKK
2022-04-13
XXXX
-61648.63000000
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
15416.00000000
NS
USD
1541908.32000000
0.022299932725
Long
EC
CORP
US
N
1
N
N
N/A
N/A
SOP
N/A
-391952534.00000000
PA
USD
-76306.29000000
-0.00110358385
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Written
N/A
Swaption
1.00000000
0.40000000
USD
2023-03-16
XXXX
354841.50000000
N
N
N
N/A
N/A
IRS
N/A
9331924.00000000
PA
USD
-920409.15000000
-0.01331146726
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-06-22
0.00000000
USD
0.00000000
USD
9331924.00000000
USD
-920409.15000000
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-807.00000000
NC
USD
-12457420.22000000
-0.18016611574
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 Emini Index
US78378X1072
2022-06-17
-182815762.50000000
USD
-12457420.22000000
N
N
N
N/A
N/A
ETRS
N/A
5750.00000000
PA
USD
3796.11000000
0.000054901446
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
TreeHouse Foods, Inc.
TreeHouse Foods, Inc.
Y
2022-09-09
0.00000000
USD
0.00000000
USD
5750.00000000
USD
3796.11000000
N
N
N
N/A
N/A
Occidental Petroleum Corp.
00C9KMNV5
540.00000000
NC
USD
69660.00000000
0.001007461529
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Occidental Petroleum Corp.
Occidental Petroleum Corp.
100.00000000
60.00000000
USD
2022-04-14
XXXX
-204243.74000000
N
N
N
WEG SA
N/A
WEG SA
N/A
51710.00000000
NS
379050.63000000
0.005482040299
Long
EC
CORP
BR
N
1
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
653000.00000000
PA
USD
84890.00000000
0.001227726230
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
Y
N
N
N
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
54065.00000000
NS
844759.99000000
0.012217387183
Long
EC
CORP
JP
N
2
N
N
N
Tingyi Cayman Islands Holding Corp.
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp.
N/A
206000.00000000
NS
345429.90000000
0.004995798668
Long
EC
CORP
KY
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
65803.00000000
NS
3415568.73000000
0.049397848050
Long
EC
CORP
SE
N
2
N
N
N
Capcom Co. Ltd.
529900JJWQKXS3TC8744
Capcom Co. Ltd.
N/A
300.00000000
NS
7273.30000000
0.000105190495
Long
EC
CORP
JP
N
2
N
N
N
VanEck Semiconductor ETF
549300MJTG2N9QRH7I02
VanEck Semiconductor ETF
92189F676
8454.00000000
NS
USD
2280804.66000000
0.032986261127
Long
RF
US
N
1
N
N
Sovos Brands Intermediate, Inc.
549300LNTCFBIDJ7R637
Sovos Brands Intermediate, Inc., 1st Lien Term Loan
84611UAH1
354575.83000000
PA
USD
350271.28000000
0.005065817389
Long
LON
CORP
US
N
2
2028-06-08
Variable
4.50000000
N
N
N
N
N
N
LG Energy Solution
N/A
LG Energy Solution
N/A
70253.00000000
NS
25619261.58000000
0.370519960434
Long
EC
CORP
KR
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-320682.01000000
-0.00463788096
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
14298824.85000000
USD
12619862.00000000
EUR
2022-05-12
-320682.01000000
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
930000.00000000
PA
USD
923769.00000000
0.013360059276
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
8678.00000000
NS
USD
2363192.96000000
0.034177806386
Long
EC
CORP
US
N
1
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV, Facility Term Loan H
N9833RAH2
11807098.00000000
PA
12767716.15000000
0.184653787462
Long
LON
CORP
NL
N
2
2029-01-31
Variable
3.00000000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
N/A
765000.00000000
PA
USD
244800.00000000
0.003540433280
Long
DBT
CORP
KY
N
2
2025-04-21
Fixed
5.50000000
N
N
N
N
N
N
Naked Juice LLC
N/A
Naked Juice LLC, 2nd Lien Term Loan
62984CAB9
153000.00000000
PA
USD
152235.00000000
0.002201706946
Long
LON
CORP
US
N
2
2030-01-24
Variable
6.65112000
N
N
N
N
N
N
APCOA Parking Holdings GmbH
529900H8FIYAOV5FUW68
APCOA Parking Holdings GmbH
N/A
2692000.00000000
PA
2950972.63000000
0.042678601750
Long
DBT
CORP
DE
N
2
2027-01-15
Floating
4.99999995
N
N
N
N
N
N
N/A
N/A
IRS
N/A
7491417.00000000
PA
USD
1246875.66000000
0.018033006875
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-01-08
0.00000000
USD
0.00000000
USD
7491417.00000000
USD
1246875.66000000
N
N
N
Kyushu Electric Power Co., Inc.
549300BYNZPLKQVQH430
Kyushu Electric Power Co., Inc.
N/A
7800.00000000
NS
52224.18000000
0.000755295036
Long
EC
CORP
JP
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
72004.00000000
NS
2306584.90000000
0.033359109247
Long
EC
CORP
LU
N
2
N
N
N
Banco Nacional de Panama
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
200000.00000000
PA
USD
175690.00000000
0.002540926156
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Informatica LLC
N/A
Informatica LLC, Term Loan
45673YAH9
2875000.00000000
PA
USD
2841937.50000000
0.041101675267
Long
LON
CORP
US
N
2
2028-10-27
Variable
3.25000000
N
N
N
N
N
N
N/A
N/A
Invesco QQQ Trust 1
N/A
3473.00000000
NC
USD
95507.50000000
0.001381282399
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Invesco QQQ Trust 1
Invesco QQQ Trust, Series 1
100.00000000
310.00000000
USD
2022-04-14
XXXX
-3388711.62000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AK6
335000.00000000
PA
USD
295595.63000000
0.004275067834
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
N/A
N/A
EssilorLuxottica SA
N/A
21647.00000000
NC
40365.05000000
0.000583781725
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Call
Purchased
EssilorLuxottica SA
EssilorLuxottica SA
1.00000000
200.00000000
EUR
2022-09-16
XXXX
-197349.10000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
384214.00000000
NS
53201090.73000000
0.769423660817
Long
EC
CORP
DE
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
46135.00000000
NS
USD
2350116.90000000
0.033988693159
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
2498.00000000
PA
USD
1411.80000000
0.000020418234
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
TreeHouse Foods, Inc.
TreeHouse Foods, Inc.
Y
2022-09-09
0.00000000
USD
0.00000000
USD
2498.00000000
USD
1411.80000000
N
N
N
Sarcos Technology & Robotics Corp.
N/A
Sarcos Technology & Robotics Corp.
80359A106
55061.00000000
NS
USD
366155.65000000
0.005295545951
Long
EC
CORP
US
N
1
N
N
Mercia
N/A
Mercia, Term Loan A1
N/A
3101531.65000000
PA
4074327.07000000
0.058925176280
Long
LON
CORP
GB
N
3
2028-01-01
Variable
2.58986000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
1237.00000000
NS
USD
79774.13000000
0.001153737682
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2800210.88000000
0.040498201762
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
98060050.00000000
EUR
111332477.77000000
USD
2022-04-21
2800210.88000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
6758.00000000
NS
USD
283430.52000000
0.004099129271
Long
EC
CORP
US
N
1
N
N
N
GMR Hyderabad International Airport Ltd.
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd.
N/A
282000.00000000
PA
USD
257377.88000000
0.003722341552
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
Li Ning Co. Ltd.
529900T77L2FV3FZ3U81
Li Ning Co. Ltd.
N/A
41500.00000000
NS
352391.34000000
0.005096478871
Long
EC
CORP
KY
N
2
N
N
N
Galaxy Brands (Refi)
N/A
Galaxy Brands (Refi), Term Loan
N/A
5606540.00000000
PA
USD
5501697.70000000
0.079568601450
Long
LON
CORP
US
N
3
2038-01-01
Variable
6.75000000
N
N
N
N
N
N
N/A
N/A
Tesla, Inc.
00C916AK9
-80.00000000
NC
USD
-170600.00000000
-0.00246731175
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Tesla, Inc.
Tesla, Inc.
100.00000000
1350.00000000
USD
2022-05-20
XXXX
55865.48000000
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
191000.00000000
PA
USD
185031.25000000
0.002676024490
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA (Preference)
N/A
78055.00000000
NS
363629.85000000
0.005259016432
Long
EP
CORP
BR
N
1
N
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AD1
15000.00000000
PA
USD
15112.50000000
0.000218565351
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd., Series 2020-2GF, Class A
53948KAA7
1320174.11970000
PA
USD
1251699.59000000
0.018102773224
Long
ABS-O
CORP
KY
N
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
46556JAB5
375000.00000000
PA
USD
371043.75000000
0.005366240363
Long
DBT
CORP
BR
N
2
2025-01-24
Fixed
3.25000000
N
N
N
N
N
N
Fanatics Commerce Intermediate Holdco LLC
N/A
Fanatics Commerce Intermediate Holdco LLC, Term Loan
30709UAB0
1287772.50000000
PA
USD
1274894.78000000
0.018438234918
Long
LON
CORP
US
N
2
2028-11-24
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
136774574.00000000
PA
USD
-10289296.65000000
-0.14880951099
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-10-29
0.00000000
USD
0.00000000
USD
136774574.00000000
USD
-10289296.65000000
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
257795.00000000
NS
USD
35359162.20000000
0.511383801536
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
11557.00000000
NS
USD
322671.44000000
0.004666653205
Long
EC
CORP
US
N
1
N
N
N
Periama Holdings LLC
254900NINXO00BLT2Z47
Periama Holdings LLC
N/A
323000.00000000
PA
USD
327683.50000000
0.004739140395
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-981359.12000000
-0.01419295951
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
25688051.00000000
EUR
3340699436.00000000
JPY
2022-04-21
-981359.12000000
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
271904.00000000
NS
36058018.02000000
0.521491041745
Long
EC
CORP
GB
N
2
N
N
N
Maverick Gaming LLC
N/A
Maverick Gaming LLC, Facility Term Loan B
57770JAC0
1005945.00000000
PA
USD
988340.96000000
0.014293934751
Long
LON
CORP
US
N
2
2026-09-03
Variable
8.50000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
89828.00000000
NS
USD
39090450.76000000
0.565347764755
Long
EC
CORP
US
N
1
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
N/A
1757.00000000
NS
169022.01000000
0.002444489988
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C
46655AAG3
900000.00000000
PA
USD
840217.95000000
0.012151697683
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Variable
3.44957040
N
N
N
N
N
N
N/A
N/A
Embark Technology, Inc.
29079J111
35878.00000000
NS
USD
40183.36000000
0.000581154023
N/A
DE
US
N
1
Embark Technology, Inc.
N/A
Call
Purchased
Embark Technology, Inc.
Embark Technology, Inc.
1.00000000
11.50000000
USD
2027-12-31
XXXX
40183.36000000
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEP9
375000.00000000
PA
USD
370382.81000000
0.005356681482
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
88000.00000000
NS
209350.24000000
0.003027739203
Long
EC
CORP
KY
N
2
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
258.00000000
NS
USD
62389.56000000
0.000902312396
Long
EC
CORP
US
N
1
N
N
N
Recette CLO Ltd.
549300392I5L5XOJ0016
Recette CLO Ltd., Series 2015-1A, Class BRR
75620TAX6
250000.00000000
PA
USD
245125.55000000
0.003545141564
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.65399840
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
77586RAL4
414000.00000000
PA
USD
391747.50000000
0.005665669470
Long
DBT
NUSS
RO
N
2
2032-03-27
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
1064.00000000
NC
USD
1596.00000000
0.000023082236
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
500.00000000
USD
2022-03-31
XXXX
-451922.98000000
N
N
N
N/A
N/A
IRS
N/A
78244137.00000000
PA
USD
3460702.68000000
0.050050600251
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-07-16
0.00000000
USD
0.00000000
USD
78244137.00000000
USD
3460702.68000000
N
N
N
VTR Comunicaciones SpA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AC7
295000.00000000
PA
USD
268450.00000000
0.003882472688
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
16040.00000000
NS
2756495.57000000
0.039865966719
Long
EP
CORP
DE
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
4600.00000000
NS
158919.82000000
0.002298386518
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
General Motors Co.
00P85EB74
-1339.00000000
NC
USD
-85696.00000000
-0.00123938304
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
General Motors Co.
General Motors Co.
100.00000000
35.00000000
USD
2022-06-17
XXXX
17863.31000000
N
N
N
N/A
N/A
IRS
N/A
4280358.00000000
PA
USD
220221.99000000
0.003184972477
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-06-07
0.00000000
USD
0.00000000
USD
4280358.00000000
USD
220221.99000000
N
N
N
N/A
N/A
Invesco QQQ Trust 1
N/A
-1455.00000000
NC
USD
-287362.50000000
-0.00415599574
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Invesco QQQ Trust 1
Invesco QQQ Trust, Series 1
100.00000000
375.00000000
USD
2022-04-14
XXXX
-128085.44000000
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
510000.00000000
PA
USD
91800.00000000
0.001327662480
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
N/A
N/A
OIS
N/A
89385286.00000000
PA
-725414.74000000
-0.01049135003
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Y
2025-01-02
0.00000000
USD
0.00000000
USD
89385286.00000000
BRL
-725414.74000000
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
495331.00000000
NS
USD
152715500.61000000
2.208656212319
Long
EC
CORP
US
N
1
N
N
N
Avianca Midco 2 Ltd.
N/A
Avianca Midco 2 Ltd.
05368PAA7
71768.00000000
PA
USD
68731.32000000
0.000994030444
Long
DBT
CORP
GB
N
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
864.00000000
NS
USD
64264.32000000
0.000929426214
Long
EC
CORP
US
N
1
N
N
N
Signal Peak CLO 8 Ltd.
N/A
Signal Peak CLO 8 Ltd., Series 2020-8A, Class B
56845NAC4
250000.00000000
PA
USD
246608.70000000
0.003566591702
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.90400040
N
N
N
N
N
N
N/A
N/A
NASDAQ 100 E-Mini Index
N/A
-637.00000000
NC
USD
-22912562.85000000
-0.33137418321
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
NASDAQ 100 E-Mini Index
US6311011026
2022-06-17
-189427875.00000000
USD
-22912562.85000000
N
N
N
Controladora Mabe SA de CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
215000.00000000
PA
USD
228996.50000000
0.003311874304
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
Astra Space, Inc.
N/A
Astra Space, Inc.
N/A
249521.00000000
NS
USD
963151.06000000
0.013929624455
Long
EC
CORP
US
Y
2
N
N
N
Park Avenue Institutional Advisers CLO Ltd.
549300SPM0J0RQRUOB94
Park Avenue Institutional Advisers CLO Ltd., Series 2016-1A, Class A2R
700162AL4
268673.00000000
PA
USD
266997.93000000
0.003861472047
Long
ABS-CBDO
CORP
KY
N
2
2031-08-23
Floating
2.26386000
N
N
N
N
N
N
Dino Polska SA
259400H4L81SMPRTW956
Dino Polska SA
N/A
654.00000000
NS
52782.27000000
0.000763366443
Long
EC
CORP
PL
N
2
N
N
N
N/A
N/A
Cano Health, Inc.
13781Y111
88134.00000000
NS
USD
139251.72000000
0.002013935554
N/A
DE
US
N
1
Cano Health, Inc.
N/A
Call
Purchased
Cano Health, Inc.
Cano Health, Inc.
1.00000000
11.50000000
USD
2026-06-03
XXXX
-228395.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
765420.17000000
0.011069930732
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
14172245.33000000
USD
19956496.00000000
AUD
2022-04-28
765420.17000000
N
N
N
SimilarWeb Ltd.
254900GWO7PNBAYCPJ12
SimilarWeb Ltd.
N/A
37939.00000000
NS
USD
491310.05000000
0.007105598251
Long
EC
CORP
IL
N
1
N
N
Foshan Haitian Flavouring & Food Co. Ltd.
N/A
Foshan Haitian Flavouring & Food Co. Ltd., Class A
N/A
159400.00000000
NS
2185095.58000000
0.031602063366
Long
EC
CORP
CN
N
2
N
N
N
Redsun Properties Group Ltd.
549300TYWIIKAOK07L47
Redsun Properties Group Ltd.
N/A
400000.00000000
PA
USD
80000.00000000
0.001157004339
Long
DBT
CORP
KY
N
2
2022-10-03
Fixed
10.50000000
N
N
N
N
N
N
N/A
N/A
Highland Transcend Partners I Corp., Class A
N/A
62571.00000000
NS
USD
19434.55000000
0.000281073233
N/A
DE
KY
N
1
Highland Transcend Partners I Corp.
N/A
Call
Purchased
Highland Transcend Partners I Corp.
Highland Transcend Partners I Corp.
1.00000000
11.50000000
USD
2027-12-31
XXXX
19434.55000000
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
164983.00000000
NS
USD
14853419.49000000
0.214818385165
Long
EC
CORP
US
N
1
N
N
N
Lookout, Inc.
N/A
Lookout, Inc.
N/A
73943.00000000
NS
USD
804499.84000000
0.011635122579
Long
EC
CORP
US
Y
3
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
1341148.00000000
NS
USD
55282120.56000000
0.799520667629
Long
EC
CORP
US
N
1
N
N
N
City Brewing Co. LLC
N/A
City Brewing Co. LLC, 1st Lien Term Loan
17776EAB1
765583.44000000
PA
USD
696680.93000000
0.010075785744
Long
LON
CORP
US
N
2
2028-04-05
Variable
4.25000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
N/A
357000.00000000
PA
USD
322192.50000000
0.004659726510
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
265096.00000000
NS
USD
27320793.76000000
0.395128461894
Long
EC
CORP
US
N
1
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAL9
430000.00000000
PA
USD
387210.70000000
0.005600055754
Long
DBT
CORP
KY
N
2
2030-06-18
Fixed
4.37500080
N
N
N
N
N
N
N/A
N/A
TPG Pace Beneficial Finance Corp.
N/A
21860.00000000
NS
USD
13990.40000000
0.000202336918
N/A
DE
KY
N
1
TPG Pace Beneficial Finance Corp.
N/A
Call
Purchased
TPG Pace Beneficial Finance Corp.
TPG Pace Beneficial Finance Corp.
1.00000000
11.50000000
USD
2027-10-09
XXXX
-142979.08000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
304.00000000
NS
USD
118645.12000000
0.001715911484
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
18300.00000000
NS
215159.34000000
0.003111753627
Long
EC
CORP
JP
N
2
N
N
N
Mirion Technologies
N/A
Mirion Technologies
N/A
756990.00000000
NS
USD
6108909.30000000
0.088350432156
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
Mosaic Co. (The)
N/A
99600.00000000
NC
USD
295314.00000000
0.004270994745
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
Mosaic Co. (The)
Mosaic Co. (The)
1.00000000
75.00000000
USD
2022-05-20
XXXX
-127986.00000000
N
N
N
Rivian Automotive, Inc.
N/A
Rivian Automotive, Inc., Class A
76954A103
54239.00000000
NS
USD
2724967.36000000
0.039409988272
Long
EC
CORP
US
N
1
N
N
Midwest Gaming Borrower LLC
N/A
Midwest Gaming Borrower LLC
59833DAB6
57000.00000000
PA
USD
52546.02000000
0.000759949664
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
salesforce.com, Inc.
00P9BHV43
-285.00000000
NC
USD
-277162.50000000
-0.00400847769
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
salesforce.com, Inc.
salesforce.com, Inc.
100.00000000
220.00000000
USD
2022-04-14
XXXX
-24146.88000000
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
12052.00000000
NS
USD
1946156.96000000
0.028146400612
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
74858.00000000
NS
5984639.87000000
0.086553178783
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
IRS
N/A
25003406.00000000
PA
USD
3108133.72000000
0.044951552540
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-11-23
0.00000000
USD
0.00000000
USD
25003406.00000000
USD
3108133.72000000
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
21557.00000000
NS
USD
1522570.91000000
0.022020264384
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
32121.00000000
NS
USD
4322201.76000000
0.062510077431
Long
EC
CORP
US
N
1
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
-128.00000000
NC
USD
-128.00000000
-0.00000185120
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
400.00000000
USD
2022-03-31
XXXX
9403.84000000
N
N
N
N/A
N/A
Western Digital Corp.
00C902R62
367.00000000
NC
USD
3853.50000000
0.000055731452
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Western Digital Corp.
Western Digital Corp.
100.00000000
80.00000000
USD
2022-04-14
XXXX
-37673.09000000
N
N
N
Ashtead Group plc
2138007UTBN8X9K1A235
Ashtead Group plc
N/A
18841.00000000
NS
1186312.54000000
0.017157109466
Long
EC
CORP
GB
N
2
N
N
N
Snorkel AI, Inc.
N/A
Snorkel AI, Inc.
N/A
20070.00000000
NS
USD
274356.90000000
0.003967901549
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
CF Industries Holdings, Inc.
00C9500R4
778.00000000
NC
USD
2298990.00000000
0.033249267594
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CF Industries Holdings, Inc.
CF Industries Holdings, Inc.
100.00000000
75.00000000
USD
2022-05-20
XXXX
2014732.14000000
N
N
N
N/A
N/A
SOP
N/A
-60771770.00000000
PA
USD
-1405326.01000000
-0.02032460365
N/A
DIR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Put
Written
N/A
Swaption
1.00000000
3.04000000
USD
2026-06-15
XXXX
-387398.86000000
N
N
N
Enterprise Development Authority (The)
N/A
Enterprise Development Authority (The), Term Loan B
29372LAC6
3565793.66000000
PA
USD
3530135.72000000
0.051054779358
Long
LON
CORP
US
N
2
2028-02-28
Variable
5.00000000
N
N
N
N
N
N
Tory Burch LLC, Term Loan
N/A
Tory Burch LLC, Term Loan B
89148GAF7
626861.47000000
PA
USD
608055.63000000
0.008794037535
Long
LON
CORP
US
N
2
2028-04-16
Variable
3.50000000
N
N
N
N
N
N
Ursa Major Technologies, Inc.
N/A
Ursa Major Technologies, Inc.
N/A
463282.00000000
NS
USD
2242284.88000000
0.032429166719
Long
EC
CORP
US
Y
3
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBS4
613000.00000000
PA
USD
549752.95000000
0.007950831863
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
LUXE Trust
N/A
LUXE Trust, Series 2021-TRIP, Class E
55066WAJ3
344228.00000000
PA
USD
337254.25000000
0.004877557886
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
3.14700120
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series RR
060505GB4
1269000.00000000
PA
USD
1192606.20000000
0.017248131865
Long
DBT
CORP
US
N
2
2027-01-27
Variable
4.37500080
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P9FY1L7
145.00000000
NC
USD
1015.00000000
0.000014679492
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
170.00000000
USD
2022-04-14
XXXX
-28010.91000000
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
1893.00000000
NS
USD
93949.59000000
0.001358751042
Long
EC
CORP
US
N
1
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
N/A
400000.00000000
PA
USD
390700.00000000
0.005650519945
Long
DBT
CORP
TH
N
2
2025-09-23
Variable
5.00000040
N
N
N
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
189342.00000000
NS
USD
24800015.16000000
0.358671564641
Long
EC
CORP
CH
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2018-BIOA, Class F
056057AQ5
2420405.59000000
PA
USD
2376756.48000000
0.034373969529
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.86805160
N
N
N
N
N
N
FS RIALTO
N/A
FS RIALTO, Series 2021-FL2, Class A
30319YAA6
390000.00000000
PA
USD
384396.48000000
0.005559354945
Long
ABS-CBDO
CORP
KY
N
2
2038-05-16
Floating
1.65057120
N
N
N
N
N
N
Santos Ltd.
5299000RK70B5O2M7077
Santos Ltd.
N/A
8530.00000000
NS
49455.26000000
0.000715249380
Long
EC
CORP
AU
N
2
N
N
N
Kumho Petrochemical Co. Ltd.
N/A
Kumho Petrochemical Co. Ltd.
N/A
1561.00000000
NS
197833.97000000
0.002861184523
Long
EC
CORP
KR
N
2
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
24455.00000000
PA
USD
25127.51000000
0.000363407976
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
812.00000000
NS
USD
145258.68000000
0.002100811539
Long
EC
CORP
US
N
1
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
N/A
2503000.00000000
PA
3263405.47000000
0.047197178648
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
N/A
19963.00000000
NS
998320.45000000
0.014438263666
Long
EC
CORP
NO
N
2
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
10826.00000000
NS
USD
1061489.30000000
0.015351846586
Long
EC
CORP
US
N
1
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class B
68377GAB2
440000.00000000
PA
USD
418942.48000000
0.006058978344
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.96000000
N
N
N
N
N
N
OHA Credit Funding 7 Ltd.
N/A
OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR
67098WAN1
250000.00000000
PA
USD
248935.68000000
0.003600245776
Long
ABS-CBDO
CORP
KY
N
2
2037-02-24
Floating
1.68657840
N
N
N
N
N
N
Lookout, Inc., Series F
N/A
Lookout, Inc., Series F
N/A
863811.00000000
NS
USD
9398263.68000000
0.135922898323
Long
EP
CORP
US
Y
3
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
4474.00000000
NS
USD
625017.80000000
0.009039353839
Long
EC
CORP
CA
N
1
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DT2
360000.00000000
PA
USD
328140.00000000
0.004745742551
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class D
05526QAJ5
255000.00000000
PA
USD
247441.49000000
0.003578635972
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.59579880
N
N
N
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
6600.00000000
NS
76976.55000000
0.001113277530
Long
EC
CORP
JP
N
2
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust, Series 2006-3A, Class M1
07324NAC7
154718.71160000
PA
USD
146029.38000000
0.002111957830
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.79656840
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-DA, Class B
63942CAB8
960000.00000000
PA
USD
928920.19000000
0.013434558641
Long
ABS-O
CORP
US
N
2
2060-04-15
Fixed
2.61000000
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
75000.00000000
PA
USD
77321.25000000
0.001118262772
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
8107.00000000
NS
408231.26000000
0.005904066744
Long
EC
CORP
DE
N
2
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
3500.00000000
NS
101688.67000000
0.001470677906
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
1335511.00000000
NS
24914423.84000000
0.360326206382
Long
EC
CORP
SE
N
2
N
N
N
Sixth Street CLO XVI Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd., Series 2020-16A, Class B
83012DAC7
289788.00000000
PA
USD
288532.81000000
0.004172921417
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
2.10399840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
135896.65000000
0.001965412672
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
229064919.00000000
HKD
29390091.96000000
USD
2022-05-12
135896.65000000
N
N
N
N/A
N/A
PG&E Corp.
00P970M11
85.00000000
NC
USD
807.50000000
0.000011678512
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
PG&E Corp.
PG&E Corp.
100.00000000
9.00000000
USD
2022-06-17
XXXX
-2251.80000000
N
N
N
N/A
N/A
OIS
N/A
82369324.00000000
PA
USD
-2575426.28000000
-0.03724724229
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-03-07
0.00000000
USD
0.00000000
USD
82369324.00000000
USD
-2575426.28000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CH7
200000.00000000
PA
USD
221022.00000000
0.003196542665
Long
DBT
NUSS
ID
N
2
2029-02-11
Fixed
4.75000000
N
N
N
N
N
N
Planet Labs PBC
N/A
Planet Labs PBC
N/A
165440.00000000
NS
USD
840435.20000000
0.012154839673
Long
EC
CORP
US
Y
2
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CH0
1115000.00000000
PA
USD
1016099.50000000
0.014695394141
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.54999960
N
N
N
N
N
N
Databricks, Inc., Series F
N/A
Databricks, Inc., Series F
N/A
90717.00000000
NS
USD
16067795.04000000
0.232381357436
Long
EC
CORP
US
Y
3
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
1730200.00000000
NS
18066550.71000000
0.261288469745
Long
EC
CORP
HK
N
2
N
N
N
GoldenTree Loan Opportunities XI Ltd.
549300ZH5R2TCUAYC824
GoldenTree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2
38137HBU1
250000.00000000
PA
USD
248405.68000000
0.003592580622
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
1.31128920
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
6046.00000000
NS
USD
900128.48000000
0.013018156973
Long
EC
CORP
US
N
1
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AH3
286000.00000000
PA
USD
287662.38000000
0.004160332776
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
200000.00000000
PA
USD
34000.00000000
0.000491726844
Long
DBT
CORP
KY
N
2
2023-12-15
Fixed
7.35000000
N
N
N
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
N/A
36.00000000
NS
54702.06000000
0.000791131510
Long
EC
CORP
JP
N
2
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
987.00000000
NS
121165.61000000
0.001752364207
Long
EC
CORP
DK
N
2
N
N
N
Orpea SA
969500LHIH3NT7PK1V89
Orpea SA
N/A
26690.00000000
NS
1158179.78000000
0.016750237898
Long
EC
CORP
FR
N
2
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
14440.00000000
NS
USD
536446.00000000
0.007758379376
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
288.00000000
NS
USD
56039.04000000
0.000810467656
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOP
N/A
-114328418.00000000
PA
USD
-1023794.75000000
-0.01480668711
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
N/A
Swaption
1.00000000
3.27000000
USD
2023-03-23
XXXX
-65722.61000000
N
N
N
Auto1 Group SE
391200S2LPXG5ZD5G304
Auto1 Group SE
N/A
346403.00000000
NS
3935647.69000000
0.056919518223
Long
EC
CORP
DE
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
38380.00000000
NS
1942010.97000000
0.028086439006
Long
EC
CORP
FR
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
1044000.00000000
PA
USD
973592.64000000
0.014080636372
Long
DBT
CORP
FR
N
2
2030-11-18
Variable
5.37500160
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2020-NET, Class A
126438AA8
1382113.39000000
PA
USD
1314564.81000000
0.019011964879
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.25690000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1612770.85000000
0.023324785910
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
150765516.92000000
USD
137347366.00000000
EUR
2022-06-16
1612770.85000000
N
N
N
Quintis Australia Pty. Ltd.
N/A
Quintis Australia Pty. Ltd.
74877UAB4
18591047.00000000
PA
USD
18591047.00000000
0.268874025793
Long
DBT
CORP
AU
N
3
2028-10-01
Fixed
0.00000000
N
N
Y
N
N
N
Iveco Group NV
549300ZWF2ZJDD9EOR96
Iveco Group NV
N/A
9448.00000000
NS
62188.51000000
0.000899404699
Long
EC
CORP
NL
N
1
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
44000.00000000
PA
USD
43287.64000000
0.000626049841
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
32343.00000000
NS
425213.51000000
0.006149673456
Long
EC
CORP
FR
N
2
N
N
N
SK Battery America, Inc.
54930012FBFVNU7RWO57
SK Battery America, Inc.
N/A
880000.00000000
PA
USD
815452.00000000
0.011793518787
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
2.12500000
N
N
N
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
8086.00000000
NS
5859147.60000000
0.084738240021
Long
EC
CORP
CH
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class AS
94989JBB1
1140000.00000000
PA
USD
1141896.73000000
0.016514743405
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.87200160
N
N
N
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
174.00000000
NS
USD
206969.52000000
0.002993307911
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1272703.49000000
-0.01840654326
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
74804232.00000000
BRL
14166126.69000000
USD
2022-06-02
-1272703.49000000
N
N
N
N/A
N/A
Microsoft Corp.
00C8ZTR75
-109.00000000
NC
USD
-58860.00000000
-0.00085126594
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp.
Microsoft Corp.
100.00000000
310.00000000
USD
2022-04-14
XXXX
-31251.44000000
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class D
12653VAG1
2018000.00000000
PA
USD
1995240.79000000
0.028856278166
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.99699920
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
19000.00000000
PA
USD
18574.02000000
0.000268627771
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
6037.00000000
NS
521702.98000000
0.007545157650
Long
EC
CORP
DE
N
2
N
N
N
Cedar Funding XI CLO Ltd.
2549004YLPCISGLL7978
Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R
15033LAS1
250000.00000000
PA
USD
246644.98000000
0.003567116403
Long
ABS-CBDO
CORP
KY
N
2
2032-05-29
Floating
1.85785920
N
N
N
N
N
N
Natura & Co. Holding SA
N/A
Natura & Co. Holding SA
N/A
59807.00000000
NS
327609.78000000
0.004738074215
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
EUR Currency
N/A
-35455592.00000000
PA
-26.36000000
-0.00000038123
N/A
DFE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Call
Written
N/A
EUR Currency
1.00000000
1.18500000
EUR
2022-04-07
XXXX
73255.02000000
N
N
N
Coupang, Inc.
549300XR4L1D80AK4W76
Coupang, Inc.
22266T109
146507.00000000
NS
USD
2590243.76000000
0.037461540898
Long
EC
CORP
US
N
1
N
N
Hangzhou Tigermed Consulting Co. Ltd.
300300CP4N8WDF6DOO67
Hangzhou Tigermed Consulting Co. Ltd., Class H
N/A
87200.00000000
NS
1051679.73000000
0.015209975148
Long
EC
CORP
CN
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
39145.00000000
NS
5089580.60000000
0.073608335534
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
3806.00000000
NC
USD
-10240883.33000000
-0.14810933072
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 2 Year Note
2022-06-30
806039437.50000000
USD
-10240883.33000000
N
N
N
Cypher Bidco BV
N/A
Cypher Bidco BV, Term Loan
N/A
6672710.00000000
PA
6985288.94000000
0.101025120243
Long
LON
CORP
NL
N
3
2028-01-01
Variable
4.50000000
N
N
N
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
N/A
29482.00000000
NS
5650390.70000000
0.081719082029
Long
EC
CORP
DK
N
2
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
1076.00000000
NS
USD
88145.92000000
0.001274815149
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
664176.34000000
0.009605686348
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16099905.03000000
USD
334428000.00000000
MXN
2022-04-21
664176.34000000
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAG2
280000.00000000
PA
USD
300680.80000000
0.004348612381
Long
DBT
NUSS
ID
N
2
2029-01-25
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
56315919.00000000
PA
USD
2374243.66000000
0.034337627734
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-06-28
0.00000000
USD
0.00000000
USD
56315919.00000000
USD
2374243.66000000
N
N
N
Kingdom of Morocco
529900F3MBW9XY5K1X07
Kingdom of Morocco
617726AL8
580000.00000000
PA
USD
500250.00000000
0.007234892763
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
Oman Government Bond
N/A
200000.00000000
PA
USD
196000.00000000
0.002834660632
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
40940529.00000000
PA
USD
-52991.34000000
-0.00076639012
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 36-V1
Markit CDX North American Investment Grade Index Series 36-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2026-06-20
0.00000000
USD
702309.20000000
USD
40940529.00000000
USD
-52991.34000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BG8
200000.00000000
PA
USD
199225.00000000
0.002881302370
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Amazon.com, Inc.
00C99H2A8
12.00000000
NC
USD
232950.00000000
0.003369052012
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3200.00000000
USD
2022-05-20
XXXX
67064.80000000
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
660000.00000000
PA
USD
640391.40000000
0.009261695363
Long
DBT
CORP
SG
N
2
2025-02-27
Variable
3.30000120
N
N
N
N
N
N
Cathay Financial Holding Co. Ltd.
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co. Ltd.
N/A
199000.00000000
NS
444195.66000000
0.006424203830
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
ServiceNow, Inc.
00C93KX70
178.00000000
NC
USD
1078680.00000000
0.015600468017
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
ServiceNow, Inc.
ServiceNow, Inc.
100.00000000
520.00000000
USD
2022-05-20
XXXX
177604.60000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
38305.00000000
NS
798886.10000000
0.011553933560
Long
EC
CORP
CH
N
2
N
N
N
WuXi AppTec Co. Ltd.
254900OEPQLZSPLN9175
WuXi AppTec Co. Ltd., Class A
N/A
72442.00000000
NS
1270120.51000000
0.018369186779
Long
EC
CORP
CN
N
2
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
98310WAS7
116000.00000000
PA
USD
120930.00000000
0.001748956685
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
62000.00000000
PA
USD
59223.02000000
0.000856516139
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
United Microelectronics Corp.
391200YJCAGH9LF96P73
United Microelectronics Corp.
N/A
188000.00000000
NS
345247.83000000
0.004993165470
Long
EC
CORP
TW
N
2
N
N
N
Relativity Space, Inc., Series E
N/A
Relativity Space, Inc., Series E
N/A
131410.00000000
NS
USD
2738584.40000000
0.039606925451
Long
EC
CORP
US
Y
3
N
N
N
Liberty Media Acquisition Corp.
N/A
Liberty Media Acquisition Corp.
53073L203
448561.00000000
NS
USD
4499066.83000000
0.065067998101
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-729522.85000000
-0.01055076379
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
13967250.04000000
USD
1610225176.00000000
JPY
2022-05-12
-729522.85000000
N
N
N
Pikes Peak CLO 1
549300IOF5UIE4PES702
Pikes Peak CLO 1, Series 2018-1A, Class A
721327AA2
277815.00000000
PA
USD
277005.97000000
0.004006213868
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
1.43885880
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
1523.00000000
NS
USD
150883.61000000
0.002182162394
Long
EC
CORP
US
N
1
N
N
N
Playstudios, Inc.
N/A
Playstudios, Inc.
N/A
277748.00000000
NS
USD
1347077.80000000
0.019482185760
Long
EC
CORP
US
Y
2
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P93CPG3
615.00000000
NC
USD
326872.50000000
0.004727411263
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
200.00000000
USD
2022-05-20
XXXX
64510.33000000
N
N
N
N/A
N/A
IRS
N/A
7754800.00000000
PA
USD
-729378.04000000
-0.01054866947
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-11-08
0.00000000
USD
0.00000000
USD
7754800.00000000
USD
-729378.04000000
N
N
N
Holland Park CLO DAC
549300DH041IB658HY57
Holland Park CLO DAC, Series 1X, Class A1RR
N/A
135000.00000000
PA
147742.52000000
0.002136734210
Long
ABS-CBDO
CORP
IE
N
2
2032-11-14
Floating
0.92000160
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class F
53218CAL4
4984641.63000000
PA
USD
4772510.73000000
0.069022695339
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
2.74700160
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
3371.00000000
NS
USD
844840.02000000
0.012218544621
Long
EC
CORP
US
N
1
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
470.00000000
NS
USD
82983.20000000
0.001200149031
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co., Series B
075887406
151936.00000000
NS
USD
8025259.52000000
0.116065751174
Long
EP
CORP
US
N
1
N
N
N/A
N/A
IRS
N/A
25912374.00000000
PA
USD
1152321.28000000
0.016665509024
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-07-20
0.00000000
USD
0.00000000
USD
25912374.00000000
USD
1152321.28000000
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
900.00000000
NS
134799.23000000
0.001949541176
Long
EC
CORP
JP
N
2
N
N
N
KraneShares CSI China Internet ETF
549300URDNVSGEWBN526
KraneShares CSI China Internet ETF
500767306
170247.00000000
NS
USD
4853741.97000000
0.070197506554
Long
RF
US
N
1
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
8258.00000000
NS
USD
742559.36000000
0.010739305027
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
175.00000000
NS
USD
85963.50000000
0.001243251782
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOP
N/A
2952769202.00000000
PA
65810.87000000
0.000951793277
N/A
DIR
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Put
Purchased
N/A
Swaption
1.00000000
0.42000000
JPY
2022-08-08
XXXX
-22438.39000000
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
217190.00000000
NS
USD
11076690.00000000
0.160197230030
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
71160.00000000
NS
USD
21467548.80000000
0.310475589124
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-324189.78000000
-0.00468861228
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
177746711.00000000
SEK
18616308.84000000
USD
2022-06-16
-324189.78000000
N
N
N
Dryden 49 Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR
26244QAQ6
250000.00000000
PA
USD
247931.78000000
0.003585726818
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
1.84128840
N
N
N
N
N
N
Fresnillo plc
549300JXWH1UV5J0XV81
Fresnillo plc
358070AB6
281000.00000000
PA
USD
246805.81000000
0.003569442416
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
15593.00000000
NS
248004.76000000
0.003586782295
Long
EC
CORP
GB
N
2
N
N
N
Country Garden Services Holdings Co. Ltd.
549300P2JRKENZSEBB42
Country Garden Services Holdings Co. Ltd.
N/A
54000.00000000
NS
227481.58000000
0.003289964691
Long
EC
CORP
KY
N
2
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
2700.00000000
NS
107879.53000000
0.001560213555
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Devon Energy Corp.
N/A
-77072.00000000
NC
USD
-381506.40000000
-0.00551755700
N/A
DE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Call
Written
Devon Energy Corp.
Devon Energy Corp.
1.00000000
55.00000000
USD
2022-04-14
XXXX
-176494.88000000
N
N
N
Farmer's Business Network, Inc., Series F
N/A
Farmer's Business Network, Inc., Series F
N/A
94319.00000000
NS
USD
5309216.51000000
0.076784831798
Long
EC
CORP
US
Y
3
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
3159.00000000
NS
USD
198322.02000000
0.002868242973
Long
EC
CORP
US
N
1
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-2A, Class D
52604DAD4
640000.00000000
PA
USD
583954.43000000
0.008445472623
Long
ABS-O
CORP
US
N
2
2032-04-20
Fixed
4.46000000
N
N
N
N
N
N
N/A
N/A
Capri Holdings Ltd.
N/A
-540.00000000
NC
USD
-7020.00000000
-0.00010152713
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Capri Holdings Ltd.
Capri Holdings Ltd.
100.00000000
80.00000000
USD
2022-05-20
XXXX
88975.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42712.37000000
-0.00061772996
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
12858237.00000000
EUR
10829960.69000000
GBP
2022-06-16
-42712.37000000
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
3886.00000000
NS
USD
452524.70000000
0.006544663023
Long
EC
CORP
US
N
1
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
247143.00000000
NS
USD
40064351.73000000
0.579432860368
Long
EC
CORP
US
N
1
N
N
Homes by West Bay LLC
N/A
Homes by West Bay LLC
N/A
6434000.00000000
PA
USD
6321405.00000000
0.091423662745
Long
DBT
CORP
US
N
3
2027-04-30
Fixed
9.50000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250N105
1186547.00000000
NS
54622069.23000000
0.789974639461
Long
EC
CORP
CA
N
1
N
N
N
iShares Trust
549300LU9LZBB8WGN795
iShares Latin America 40 ETF
464287390
111907.00000000
NS
USD
3400853.73000000
0.049185031564
Long
RF
US
N
1
N
N
OAK Hill European Credit Partners VI DAC
549300KDAJJQKITHIP59
OAK Hill European Credit Partners VI DAC, Series 2017-6X, Class B1
N/A
160000.00000000
PA
175374.07000000
0.002536357001
Long
ABS-CBDO
CORP
IE
N
2
2032-01-20
Floating
1.19999880
N
N
N
N
N
N
N/A
N/A
EUR Currency
N/A
52029439.00000000
PA
189590.70000000
0.002741965783
N/A
DFE
DE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Put
Purchased
N/A
EUR Currency
1.00000000
1.08000000
EUR
2022-05-12
XXXX
-238184.88000000
N
N
N
N/A
N/A
IRS
N/A
196638228.00000000
PA
-663686.13000000
-0.00959859665
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-03-01
0.00000000
USD
0.00000000
USD
196638228.00000000
MXN
-663686.13000000
N
N
N
JumpCloud, Inc.
N/A
JumpCloud, Inc.
N/A
145455.00000000
NS
USD
837820.80000000
0.012117028771
Long
EC
CORP
US
Y
3
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
N/A
660000.00000000
PA
USD
661361.25000000
0.009564972956
Long
DBT
CORP
KR
N
2
2024-07-02
Variable
4.34999880
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10453.86000000
0.000151189517
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
326215.28000000
EUR
371911.09000000
USD
2022-05-20
10453.86000000
N
N
N
N/A
N/A
Amazon.com, Inc.
00C90SG83
28.00000000
NC
USD
66570.00000000
0.000962772236
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3400.00000000
USD
2022-04-14
XXXX
-182525.20000000
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic (The)
040114HV5
265312.00000000
PA
USD
93522.48000000
0.001352573940
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.49999840
N
N
N
N
N
N
Champion Path Holdings Ltd.
549300QWJFPV5413KI88
Champion Path Holdings Ltd.
N/A
323000.00000000
PA
USD
274550.00000000
0.003970694269
Long
DBT
CORP
VG
N
2
2026-01-27
Fixed
4.50000000
N
N
N
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
118133.00000000
NS
USD
4458339.42000000
0.064478975724
Long
EC
CORP
US
N
1
N
N
Peninsula Pacific Entertainment LLC
N/A
Peninsula Pacific Entertainment LLC
70715XAA4
346000.00000000
PA
USD
382762.50000000
0.005535723420
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
N/A
549300Q5OZTF68OGPY72
Hedosophia European Growth
N/A
85886.00000000
NS
82659.91000000
0.001195473432
N/A
DE
KY
N
1
Hedosophia European Growth
549300Q5OZTF68OGPY72
Call
Purchased
Hedosophia European Growth
Hedosophia European Growth
1.00000000
11.50000000
EUR
2027-05-13
XXXX
82659.91000000
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
2962.00000000
NS
USD
295637.22000000
0.004275669332
Long
EC
CORP
US
N
1
N
N
N
CP Iris Holdco I, Inc.
25490024F0AS5UR7DB02
CP Iris Holdco I, Inc., 1st Lien Term Loan
12659EAC2
292826.74000000
PA
USD
285324.52000000
0.004126521349
Long
LON
CORP
US
N
2
2028-10-02
Variable
4.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
378000.00000000
PA
USD
360517.50000000
0.005214003901
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
BYD Co. Ltd.
5299005557VL7ULJ7A69
BYD Co. Ltd., Class H
N/A
14500.00000000
NS
403321.75000000
0.005833062689
Long
EC
CORP
CN
N
2
N
N
N
CML Trigrams
N/A
CML Trigrams, Term Loan
N/A
24925046.43000000
PA
USD
24837808.77000000
0.359218156776
Long
LON
CORP
US
N
2
2024-09-15
Variable
0.00000000
N
N
N
N
N
N
Jack Ohio Finance LLC
N/A
Jack Ohio Finance LLC, Term Loan
46647KAG2
607477.50000000
PA
USD
599884.03000000
0.008675855327
Long
LON
CORP
US
N
3
2028-10-04
Variable
5.50000000
N
N
N
N
N
N
Altar BidCo, Inc.
N/A
Altar BidCo, Inc., 1st Lien Term Loan
02090CAE0
2729000.00000000
PA
USD
2688910.99000000
0.038888521065
Long
LON
CORP
US
N
2
2029-02-01
Variable
3.85000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
200000.00000000
PA
USD
84000.00000000
0.001214854556
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7917.06000000
-0.00011450090
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
831934272.00000000
INR
10842925.11000000
USD
2022-06-16
-7917.06000000
N
N
N
ALM Ltd.
N/A
ALM Ltd., Series 2020-1A, Class A2
00166FAG1
251866.00000000
PA
USD
251058.32000000
0.003630944572
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
2.09129040
N
N
N
N
N
N
CSPC Pharmaceutical Group Ltd.
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd.
N/A
312000.00000000
NS
357504.07000000
0.005170422006
Long
EC
CORP
HK
N
2
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
1268.00000000
NS
USD
857117.28000000
0.012396105160
Long
EC
CORP
CA
N
1
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
363000.00000000
PA
USD
65340.00000000
0.000944983294
Long
DBT
CORP
KY
N
2
2024-06-30
Fixed
9.37500000
Y
N
N
N
N
N
N/A
N/A
Pioneer Natural Resources Co.
N/A
-58060.00000000
NC
USD
-406420.00000000
-0.00587787129
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Written
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
1.00000000
220.00000000
USD
2022-06-17
XXXX
5097.67000000
N
N
N
Oriental Land Co. Ltd.
353800PIFKBZ6KTU5994
Oriental Land Co. Ltd.
N/A
300.00000000
NS
57421.60000000
0.000830463005
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Diamondback Energy, Inc.
00C9LEDZ4
190.00000000
NC
USD
124450.00000000
0.001799864876
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Diamondback Energy, Inc.
Diamondback Energy, Inc.
100.00000000
135.00000000
USD
2022-04-14
XXXX
7782.05000000
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AB2
17000.00000000
PA
USD
16830.00000000
0.000243404788
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
South32 Ltd.
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
968272.00000000
NS
3680672.88000000
0.053231931201
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2020-GSA2, Class XA
36264KAX8
1491005.71000000
PA
USD
164985.75000000
0.002386115359
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Variable
1.73338560
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
75348.00000000
NS
USD
13945407.84000000
0.201686217418
Long
EC
CORP
NL
N
1
N
N
N
China National Building Material Co. Ltd.
52990085PGF8YEPLBZ26
China National Building Material Co. Ltd., Class H
N/A
1258000.00000000
NS
1547395.21000000
0.022379287170
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Shell plc
N/A
306899.00000000
NC
USD
1549671.16000000
0.022412203220
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
Shell plc
Shell plc
1.00000000
50.00000000
USD
2022-04-14
XXXX
739255.61000000
N
N
N
N/A
N/A
CF Industries Holdings, Inc.
00C9N1G38
726.00000000
NC
USD
312180.00000000
0.004514920185
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CF Industries Holdings, Inc.
CF Industries Holdings, Inc.
100.00000000
115.00000000
USD
2022-05-20
XXXX
-72440.31000000
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F
466330AQ0
2670000.00000000
PA
USD
2569388.26000000
0.037159917098
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
3.34699920
N
N
N
N
N
N
N/A
N/A
Chevron Corp.
00C9LC1G3
-344.00000000
NC
USD
-23908.00000000
-0.00034577074
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Chevron Corp.
Chevron Corp.
100.00000000
190.00000000
USD
2022-05-20
XXXX
42606.55000000
N
N
N
Gol Finance SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAC2
332000.00000000
PA
USD
296907.60000000
0.004294042272
Long
DBT
CORP
LU
N
2
2026-06-30
Fixed
8.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class F
12653VAL0
2679000.00000000
PA
USD
2618377.44000000
0.037868425771
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.04700040
N
N
N
N
N
N
N/A
N/A
IRS
N/A
3283075.00000000
PA
USD
476866.92000000
0.006896713700
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-08-23
0.00000000
USD
0.00000000
USD
3283075.00000000
USD
476866.92000000
N
N
N
N/A
N/A
Alphabet, Inc.
N/A
-33.00000000
NC
USD
-62205.00000000
-0.00089964318
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Alphabet, Inc.
Alphabet, Inc.
100.00000000
2900.00000000
USD
2022-04-14
XXXX
17283.41000000
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
70183.00000000
NS
USD
3484585.95000000
0.050396013339
Long
EC
CORP
US
N
1
N
N
N
Grupo Aval Ltd.
549300J4FW1ELLQ80113
Grupo Aval Ltd.
40053FAC2
303000.00000000
PA
USD
262391.94000000
0.003794857666
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
123568.00000000
NS
USD
4499110.88000000
0.065068635176
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
9244.00000000
NS
USD
6456194.48000000
0.093373062912
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOP
N/A
-55886150.00000000
PA
USD
-1297649.90000000
-0.01876733207
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Written
N/A
Swaption
1.00000000
3.04000000
USD
2026-06-30
XXXX
-543186.87000000
N
N
N
TICP CLO VI Ltd.
254900JG2DPAYUCW8T83
TICP CLO VI Ltd., Series 2016-6A, Class AR2
87246MAS1
250000.00000000
PA
USD
246838.18000000
0.003569910569
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.36128960
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
89521.00000000
NS
840261.69000000
0.012152330275
Long
EC
CORP
FR
N
2
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
303.00000000
NS
USD
711580.35000000
0.010291269414
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Alcoa Corp.
00C981R90
-566.00000000
NC
USD
-618355.00000000
-0.00894299273
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Alcoa Corp.
Alcoa Corp.
100.00000000
80.00000000
USD
2022-04-14
XXXX
-529866.81000000
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
-133971.00000000
NS
USD
-5997881.67000000
-0.08674468903
Short
EC
CORP
US
N
1
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AL7
300000.00000000
PA
USD
257100.00000000
0.003718322697
Long
DBT
CORP
CL
N
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
Hino Motors Ltd.
3538009ZU0PHKNHJM202
Hino Motors Ltd.
433406105
64000.00000000
NS
374133.15000000
0.005410920978
Long
EC
CORP
JP
N
2
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
3743.00000000
NS
USD
310669.00000000
0.004493067266
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
151000.00000000
PA
USD
141003.80000000
0.002039275106
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
565934.00000000
NS
27235239.01000000
0.393891121681
Long
EC
CORP
ES
N
2
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
13795.00000000
NS
USD
4900121.95000000
0.070868279531
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-460.00000000
NC
-757124.74000000
-0.01094995762
N/A
DE
DE
N
2
Eurex Clearing
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
EU0009658145
2022-06-17
-17471842.26000000
EUR
-757124.74000000
N
N
N
Zhenro Properties Group Ltd.
549300I66TVJEL841P38
Zhenro Properties Group Ltd.
N/A
200000.00000000
PA
USD
21000.00000000
0.000303713639
Long
DBT
CORP
KY
N
2
2026-01-07
Fixed
6.63000000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
-153626953.00000000
PA
USD
-1565509.95000000
-0.02264127258
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Written
N/A
Swaption
1.00000000
2.70000000
USD
2023-02-15
XXXX
-987348.27000000
N
N
N
N/A
N/A
IRS
N/A
184468179.00000000
PA
-661040.70000000
-0.00956033698
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-08-14
0.00000000
USD
0.00000000
USD
184468179.00000000
MXN
-661040.70000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-INV5, Class A2A
46653XAE0
21591730.45000000
PA
USD
19967298.20000000
0.288778133434
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.49999840
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
286317.00000000
NS
USD
48135614.04000000
0.696163929389
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International, Series A
281020AS6
1109000.00000000
PA
USD
1069907.75000000
0.015473598876
Long
DBT
CORP
US
N
2
2026-03-15
Variable
5.37500160
N
N
N
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
1500.00000000
NS
USD
350055.00000000
0.005062689427
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
26607645.00000000
PA
USD
1720834.05000000
0.024887655802
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-05-27
0.00000000
USD
0.00000000
USD
26607645.00000000
USD
1720834.05000000
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
200000.00000000
PA
USD
187662.50000000
0.002714079086
Long
DBT
CORP
TH
N
2
2031-10-02
Variable
3.34299960
N
N
N
N
N
N
Sysmex Corp.
5299001ZO4CKWACMZI55
Sysmex Corp.
N/A
7500.00000000
NS
543206.32000000
0.007856150871
Long
EC
CORP
JP
N
2
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABG2
2378000.00000000
PA
USD
2282880.00000000
0.033016275845
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
038461AM1
440000.00000000
PA
USD
374000.00000000
0.005408995289
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Impala Platinum Holdings Ltd.
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd.
N/A
30381.00000000
NS
467633.60000000
0.006763176308
Long
EC
CORP
ZA
N
2
N
N
N
AAC Technologies Holdings, Inc.
549300SKEDE1VKS0A552
AAC Technologies Holdings, Inc.
N/A
290500.00000000
NS
690360.82000000
0.009984380811
Long
EC
CORP
KY
N
2
N
N
N
NetEase, Inc.
5299004AF4DSJDB0PA32
NetEase, Inc.
64110W102
992.00000000
NS
USD
88972.48000000
0.001286769318
Long
EC
CORP
KY
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series V
172967MK4
1085000.00000000
PA
USD
1038887.50000000
0.015024966827
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.70000160
N
N
N
N
N
N
Melco Resorts Finance Ltd.
N/A
Melco Resorts Finance Ltd.
N/A
354000.00000000
PA
USD
318600.00000000
0.004607769783
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Schlumberger NV
N/A
817.00000000
NC
USD
161357.50000000
0.002333641597
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Schlumberger NV
Schlumberger NV
100.00000000
45.00000000
USD
2022-06-17
XXXX
-77170.84000000
N
N
N
NWD MTN Ltd.
254900STSWBVJ5FV9O74
NWD MTN Ltd.
N/A
430000.00000000
PA
USD
390843.13000000
0.005652589970
Long
DBT
CORP
VG
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
Shimao Group Holdings Ltd.
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd.
N/A
680000.00000000
PA
USD
178500.00000000
0.002581565933
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
N
N
N
N
N
N
N/A
N/A
Lloyds Banking Group plc
N/A
-3360.00000000
NC
-147864.44000000
-0.00213849748
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Put
Written
Lloyds Banking Group plc
Lloyds Banking Group plc
1000.00000000
0.44000000
GBP
2022-05-20
XXXX
-45061.19000000
N
N
N
N/A
N/A
IRS
N/A
20244985.00000000
PA
USD
1677986.96000000
0.024267977439
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-10-14
0.00000000
USD
0.00000000
USD
20244985.00000000
USD
1677986.96000000
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
4000.00000000
NS
599302.94000000
0.008667451281
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
CF Industries Holdings, Inc.
N/A
56400.00000000
NC
USD
242520.00000000
0.003507458656
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
CF Industries Holdings, Inc.
CF Industries Holdings, Inc.
1.00000000
115.00000000
USD
2022-05-20
XXXX
-124080.00000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BM5
200000.00000000
PA
USD
196412.50000000
0.002840626436
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
CIFC Funding Ltd.
549300UDPJ30BQP2HX62
CIFC Funding Ltd., Series 2015-3A, Class BR
12550MAL4
288000.00000000
PA
USD
282960.00000000
0.004092324350
Long
ABS-CBDO
CORP
KY
N
2
2029-04-19
Floating
1.39799880
N
N
N
N
N
N
N/A
N/A
Starbucks Corp.
00P8ZXBM6
-1018.00000000
NC
USD
-13234.00000000
-0.00019139744
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Starbucks Corp.
Starbucks Corp.
100.00000000
80.00000000
USD
2022-04-14
XXXX
94169.12000000
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
674.00000000
NS
USD
80361.02000000
0.001162225611
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
14532.00000000
NS
USD
863927.40000000
0.012494596890
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Mercedes-Benz Group AG
N/A
-318.00000000
NC
-55582.43000000
-0.00080386390
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Put
Written
Mercedes-Benz Group AG
Mercedes-Benz Group AG
100.00000000
50.00000000
EUR
2022-06-17
XXXX
-3843.87000000
N
N
N
N/A
N/A
Xerox Holdings Corp.
00C9C1S29
108.00000000
NC
USD
3510.00000000
0.000050763565
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Xerox Holdings Corp.
Xerox Holdings Corp.
100.00000000
30.00000000
USD
2022-07-15
XXXX
-1697.91000000
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB, Class B
N/A
36684.00000000
NS
382677.60000000
0.005534495550
Long
EC
CORP
SE
N
2
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
4371.00000000
NS
USD
468221.52000000
0.006771679133
Long
EC
CORP
US
N
1
N
N
N
Blend Labs, Inc.
N/A
Blend Labs, Inc., Class A
09352U108
78765.00000000
NS
USD
448960.50000000
0.006493115587
Long
EC
CORP
US
N
1
N
N
LSF11 A5 Holdco LLC
N/A
LSF11 A5 Holdco LLC, Term Loan
50216YAB6
1527000.00000000
PA
USD
1503713.25000000
0.021747534453
Long
LON
CORP
US
N
2
2028-10-15
Variable
4.00000000
N
N
N
N
N
N
China Feihe Ltd.
N/A
China Feihe Ltd.
N/A
683000.00000000
NS
672439.03000000
0.009725185950
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Mercedes-Benz Group AG
N/A
318.00000000
NC
64025.33000000
0.000925969808
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Purchased
Mercedes-Benz Group AG
Mercedes-Benz Group AG
100.00000000
66.00000000
EUR
2022-06-17
XXXX
-14522.55000000
N
N
N
N/A
N/A
IRS
N/A
3670683.00000000
PA
USD
304331.02000000
0.004401403886
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-02-22
0.00000000
USD
0.00000000
USD
3670683.00000000
USD
304331.02000000
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
153830.00000000
NS
USD
78448685.10000000
1.134568364064
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
3723832.00000000
PA
USD
-978879.80000000
-0.01415710221
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-09-28
0.00000000
USD
0.00000000
USD
3723832.00000000
USD
-978879.80000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
19830500.00000000
PA
USD
18194483.75000000
0.263138708276
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
525735.00000000
NS
USD
22995648.90000000
0.332575819719
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
5491.00000000
PA
USD
-18696.42000000
-0.00027039798
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PPG Industries, Inc.
PPG Industries, Inc.
Y
2022-09-02
0.00000000
USD
0.00000000
USD
5491.00000000
USD
-18696.42000000
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
58031.00000000
NS
USD
34276010.15000000
0.495718656252
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Avaya Holdings Corp.
00P96PTP7
98.00000000
NC
USD
7105.00000000
0.000102756447
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Avaya Holdings Corp.
Avaya Holdings Corp.
100.00000000
11.00000000
USD
2022-06-17
XXXX
-895.80000000
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc., 1st Lien Term Loan
914908BC1
810925.02000000
PA
USD
805183.67000000
0.011645012508
Long
LON
CORP
US
N
2
2026-03-15
Variable
4.00000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
40155936.00000000
PA
USD
-3022152.60000000
-0.04370804592
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-04-08
0.00000000
USD
0.00000000
USD
40155936.00000000
USD
-3022152.60000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DP7
233000.00000000
PA
USD
224233.38000000
0.003242987422
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA
95003CBU3
8309860.20000000
PA
USD
833423.30000000
0.012053429689
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.54873800
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-661930.44000000
-0.00957320489
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
14539153.84000000
USD
1688012917.00000000
JPY
2022-05-12
-661930.44000000
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
248045.00000000
NS
USD
2145589.25000000
0.031030700925
Long
EC
CORP
US
N
1
N
N
N
MIP V Waste Holdings LLC
N/A
MIP V Waste Holdings LLC, Term Loan
55316XAC4
926000.00000000
PA
USD
914425.00000000
0.013224921169
Long
LON
CORP
US
N
2
2028-12-08
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-315907.68000000
-0.00456883195
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
14306685.94000000
USD
12640816.00000000
EUR
2022-04-21
-315907.68000000
N
N
N
Guangzhou Baiyun International Airport Co. Ltd.
300300HCH80SKW83W383
Guangzhou Baiyun International Airport Co. Ltd., Class A
N/A
710400.00000000
NS
1364047.13000000
0.019727605616
Long
EC
CORP
CN
N
2
N
N
N
Volocopter GmbH
N/A
Volocopter GmbH
N/A
1420.00000000
NS
8290654.13000000
0.119904035119
Long
EC
CORP
DE
Y
3
N
N
N
Uni-President Enterprises Corp.
254900DAXBDMVEXU5959
Uni-President Enterprises Corp.
N/A
98000.00000000
NS
223652.05000000
0.003234579906
Long
EC
CORP
TW
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
2109854.00000000
NS
39294196.93000000
0.568294454792
Long
EC
CORP
DE
N
2
N
N
N
TVC Holding
N/A
TVC Holding
N/A
2127077.79000000
PA
USD
2605670.29000000
0.037684647925
Long
ABS-MBS
CORP
US
N
3
2051-02-01
Fixed
2.37500000
N
N
N
N
N
N
GN Store Nord A/S
5493008U3H3W0NKPFL10
GN Store Nord A/S
N/A
5979.00000000
NS
293068.89000000
0.004238524720
Long
EC
CORP
DK
N
2
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc., Term Loan
78466YAN8
1960546.00000000
PA
USD
1934411.92000000
0.027976537333
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.01866300
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
8589.00000000
NS
USD
1987408.71000000
0.028743006284
Long
EC
CORP
US
N
1
N
N
Think & Learn Private Ltd.
N/A
Think & Learn Private Ltd.
N/A
1951.00000000
NS
9172467.83000000
0.132657313593
Long
EC
CORP
IN
Y
3
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
1048000.00000000
PA
USD
141480.00000000
0.002046162175
Long
DBT
CORP
KY
N
2
2023-01-09
Fixed
10.87500000
Y
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1454969.28000000
0.021042572143
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
31077952.93000000
USD
43446309.00000000
AUD
2022-05-19
1454969.28000000
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust, Series 2012-C3, Class D
90349DAU6
597230.00000000
PA
USD
597060.27000000
0.008635016545
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
5.04780840
N
N
N
N
N
N
N/A
N/A
IRS
N/A
74673881.00000000
PA
USD
4206954.64000000
0.060843309706
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-11-10
0.00000000
USD
0.00000000
USD
74673881.00000000
USD
4206954.64000000
N
N
N
N/A
N/A
BP plc
00P8KJYQ9
-2403.00000000
NC
USD
-245106.00000000
-0.00354485882
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
BP plc
BP plc
100.00000000
27.00000000
USD
2022-06-17
XXXX
-72641.55000000
N
N
N
Seagen, Inc.
N/A
Seagen, Inc.
81181C104
70556.00000000
NS
USD
10163591.80000000
0.146991497777
Long
EC
CORP
US
N
1
N
N
N
Kane Bidco Ltd.
213800IT8MD1MLYZWC24
Kane Bidco Ltd.
N/A
1945000.00000000
PA
2101750.74000000
0.030396684096
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
13268.00000000
NS
1164818.35000000
0.016846248577
Long
EC
CORP
CH
N
2
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
8946.00000000
NS
USD
6127652.16000000
0.088621501786
Long
EC
CORP
US
N
1
N
N
N
HPCL-Mittal Energy Ltd.
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd.
N/A
200000.00000000
PA
USD
193500.00000000
0.002798504247
Long
DBT
CORP
IN
N
2
2026-10-22
Fixed
5.45000000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class F
46651MAQ9
2095000.00000000
PA
USD
2029690.26000000
0.029354505495
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
3.39699960
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE
69546LAA7
4059551.01000000
PA
USD
3968921.94000000
0.057400748869
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
3.00000000
N
N
N
N
N
N
Davidson Kempner Merchant Co-Invest Fund LP
N/A
Davidson Kempner Merchant Co-Invest Fund LP
N/A
8829800.00000000
NS
USD
6589768.04000000
0.095304877770
Long
EC
CORP
US
Y
N/A
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
1121.00000000
NS
60453.11000000
0.000874306382
Long
EC
CORP
NL
N
2
N
N
N
Western Alliance CLN
N/A
Western Alliance CLN
N/A
11150000.00000000
PA
USD
11149042.22000000
0.161243627937
Long
ABS-MBS
CORP
US
N
2
2024-12-28
Floating
5.63225040
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AL6
2264000.00000000
PA
USD
2280980.00000000
0.032988796992
Long
DBT
CORP
US
N
2
2042-09-15
Variable
5.87499840
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3
12597NAS2
4122130.00000000
PA
USD
3855684.17000000
0.055763041477
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.56080000
N
N
N
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
14592.00000000
NS
USD
6472865.28000000
0.093614165262
Long
EC
CORP
US
N
1
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
2228.00000000
NS
USD
494103.56000000
0.007145999541
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
4055.00000000
NS
USD
1150646.80000000
0.016641291767
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36644.92000000
-0.00052997914
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
12382521.03000000
USD
11396067.49000000
CHF
2022-05-05
-36644.92000000
N
N
N
N/A
N/A
Devon Energy Corp.
N/A
77072.00000000
NC
USD
720623.20000000
0.010422052123
N/A
DE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Call
Purchased
Devon Energy Corp.
Devon Energy Corp.
1.00000000
50.00000000
USD
2022-04-14
XXXX
367633.44000000
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
311.00000000
NS
USD
65123.40000000
0.000941850705
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
174961.93000000
0.002530396404
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
229579857.00000000
HKD
29489287.94000000
USD
2022-04-28
174961.93000000
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-VKNG, Class G
12433YAS6
386541.12000000
PA
USD
375413.80000000
0.005429442448
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.64656960
N
N
N
N
N
N
Mong Duong Finance Holdings BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
N/A
645000.00000000
PA
USD
577194.38000000
0.008347705033
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
PsiQuantum Corp.
N/A
PsiQuantum Corp.
N/A
66466.00000000
NS
USD
1712828.82000000
0.024771879729
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Marathon Oil Corp.
00C8G4526
764.00000000
NC
USD
81366.00000000
0.001176760189
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Marathon Oil Corp.
Marathon Oil Corp.
100.00000000
25.00000000
USD
2022-04-14
XXXX
-9392.72000000
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
8498.00000000
NS
3940544.83000000
0.056990343376
Long
EC
CORP
JP
N
2
N
N
N
Restaurant Brands International, Inc.
5299009RXTX9DN9AKJ98
Restaurant Brands International, Inc.
76131D103
8798.00000000
NS
514023.05000000
0.007434086246
Long
EC
CORP
CA
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
81921.00000000
NS
USD
20257424.88000000
0.292974106283
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
120812.00000000
NS
USD
26717573.80000000
0.386404360498
Long
EC
CORP
US
N
1
N
N
MF1 Ltd.
N/A
MF1 Ltd., Series 2021-FL6, Class A
55283TAA6
970000.00000000
PA
USD
957343.15000000
0.013845627242
Long
ABS-CBDO
CORP
KY
N
2
2036-07-16
Floating
1.56756960
N
N
N
N
N
N
N/A
N/A
SOP
N/A
-391952534.00000000
PA
USD
-96874.33000000
-0.00140105025
N/A
DIR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Written
N/A
Swaption
1.00000000
0.60000000
USD
2023-03-16
XXXX
647835.48000000
N
N
N
N/A
N/A
MSCI Emerging Markets E-Mini Index
N/A
176.00000000
NC
USD
806360.96000000
0.011662039128
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI Emerging Markets E-Mini Index
US55353S1050
2022-06-17
9904400.00000000
USD
806360.96000000
N
N
N
Hedosophia European Growth
549300Q5OZTF68OGPY72
Hedosophia European Growth
N/A
217492.00000000
NS
2357885.15000000
0.034101041896
Long
EC
CORP
KY
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
19617.00000000
NS
USD
1502858.37000000
0.021735170705
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corp. STACR REMIC Trust
N/A
Federal Home Loan Mortgage Corp. STACR REMIC Trust Variable Rate Notes, Series 2021-DNA3, Class B1
35564KFG9
1836370.00000000
PA
USD
1718157.90000000
0.024848951838
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
3.59899920
N
N
N
N
N
N
N/A
N/A
IRS
N/A
25766550.00000000
PA
USD
1195505.86000000
0.017290068355
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-08-27
0.00000000
USD
0.00000000
USD
25766550.00000000
USD
1195505.86000000
N
N
N
N/A
N/A
Autodesk, Inc.
00P8ZDCY3
-147.00000000
NC
USD
-58065.00000000
-0.00083976821
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Autodesk, Inc.
Autodesk, Inc.
100.00000000
210.00000000
USD
2022-04-14
XXXX
13197.45000000
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
40927.00000000
NS
USD
773929.57000000
0.011192998391
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
767.00000000
NS
USD
265673.46000000
0.003842316827
Long
EC
CORP
US
N
1
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class H
05601PAU0
1177000.00000000
PA
USD
1154352.05000000
0.016694879146
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
5.29925040
N
N
N
N
N
N
Kenbourne Invest SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
332000.00000000
PA
USD
325401.50000000
0.004706136846
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
43000.00000000
PA
USD
43645.00000000
0.000631218180
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class C
12528DAG4
350036.00000000
PA
USD
350911.30000000
0.005075073713
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Fixed
5.29480000
N
N
N
N
N
N
Vita Global FinCo Ltd.
N/A
Vita Global FinCo Ltd., Facility Term Loan
N/A
1737078.00000000
PA
2273469.44000000
0.032880175110
Long
LON
CORP
GB
N
3
2027-07-06
Variable
7.69080000
N
N
N
N
N
N
On Holding AG
N/A
On Holding AG, Class A
N/A
15008.00000000
NS
USD
378801.92000000
0.005478443317
Long
EC
CORP
CH
N
1
N
N
N/A
N/A
IRS
N/A
28611924.00000000
PA
USD
5023280.78000000
0.072649470791
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2051-01-28
0.00000000
USD
0.00000000
USD
28611924.00000000
USD
5023280.78000000
N
N
N
N/A
N/A
Home Depot, Inc. (The)
00P9CHNC3
-105.00000000
NC
USD
-67987.50000000
-0.00098327290
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Home Depot, Inc. (The)
Home Depot, Inc. (The)
100.00000000
300.00000000
USD
2022-04-14
XXXX
-3646.07000000
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
127630000.00000000
PA
19739136.65000000
0.285478334639
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
BHG Securitization Trust
N/A
BHG Securitization Trust, Series 2021-A, Class A
08861YAA4
1142022.55000000
PA
USD
1087337.83000000
0.015725682353
Long
ABS-O
CORP
US
N
2
2033-11-17
Fixed
1.42000000
N
N
N
N
N
N
N/A
N/A
iShares iBoxx $ Investment Grade Corporate Bond ETF
00P90G5D6
2373.00000000
NC
USD
272895.00000000
0.003946758741
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
118.00000000
USD
2022-05-20
XXXX
-109701.77000000
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
3894.00000000
NS
USD
461555.82000000
0.006675276085
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Amazon.com, Inc.
00C90SG67
65.00000000
NC
USD
1771250.00000000
0.025616799214
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
3000.00000000
USD
2022-04-14
XXXX
978469.66000000
N
N
N
Engie Brasil Energia SA
52990057Q0EK2Q9YBC07
Engie Brasil Energia SA
N/A
70790.00000000
NS
640984.01000000
0.009270266017
Long
EC
CORP
BR
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc, Series A
N/A
40585.00000000
NS
USD
5538634.95000000
0.080102808432
Long
EP
CORP
JE
N
1
N
N
N
China Resources Cement Holdings Ltd.
529900E0EOYXYJ0GHY66
China Resources Cement Holdings Ltd.
N/A
218000.00000000
NS
180712.29000000
0.002613561297
Long
EC
CORP
KY
N
2
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
31601.00000000
NS
USD
17238977.52000000
0.249319647589
Long
EC
CORP
US
N
1
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
430000.00000000
PA
USD
88150.00000000
0.001274874157
Long
DBT
CORP
VG
N
2
2024-03-05
Fixed
8.62500000
N
N
N
N
N
N
Octagon Investment Partners 46 Ltd.
N/A
Octagon Investment Partners 46 Ltd., Series 2020-2A, Class BR
67577VAN3
300000.00000000
PA
USD
296184.54000000
0.004283584977
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.89128880
N
N
N
N
N
N
Zijin Mining Group Co. Ltd.
529900ABI5CBFXD01Q05
Zijin Mining Group Co. Ltd., Class H
N/A
140000.00000000
NS
212304.93000000
0.003070471567
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-375352.28000000
-0.00542855271
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
27672463.90000000
USD
33186202337.00000000
KRW
2022-05-19
-375352.28000000
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
806.00000000
NS
USD
271807.38000000
0.003931028978
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
IRS
N/A
222920768.00000000
PA
USD
-13997969.67000000
-0.20244639573
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-04-08
0.00000000
USD
0.00000000
USD
222920768.00000000
USD
-13997969.67000000
N
N
N
N/A
N/A
Chevron Corp.
00P9FVP03
-344.00000000
NC
USD
-19092.00000000
-0.00027611908
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Chevron Corp.
Chevron Corp.
100.00000000
130.00000000
USD
2022-05-20
XXXX
88472.12000000
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
N/A
14587.00000000
NS
331864.97000000
0.004799615132
Long
EC
CORP
DE
N
2
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
645000.00000000
PA
USD
644832.20000000
0.009325920674
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
605000.00000000
PA
USD
558112.50000000
0.008071732308
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Argentine Republic
549300KPBYGYF7HCHO27
Argentine Republic (The)
040114HX1
1126321.00000000
PA
USD
384638.62000000
0.005562856908
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
Shell plc
N/A
-233114.00000000
NC
USD
-33498.48000000
-0.00048447358
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Written
Shell plc
Shell plc
1.00000000
60.00000000
USD
2022-04-14
XXXX
117959.54000000
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
77657.00000000
NS
USD
3712004.60000000
0.053685067902
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
107000.00000000
PA
USD
85042.53000000
0.001229932203
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
7652.00000000
PA
USD
4245.62000000
0.000061402509
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
TreeHouse Foods, Inc.
TreeHouse Foods, Inc.
Y
2022-09-09
0.00000000
USD
0.00000000
USD
7652.00000000
USD
4245.62000000
N
N
N
UKG, Inc.
N/A
UKG, Inc., 1st Lien Term Loan
90385KAK7
0.03000000
PA
USD
0.03000000
0.000000000433
Long
LON
CORP
US
N
2
2026-05-04
Variable
3.75000000
N
N
N
N
N
N
Kumba Iron Ore Ltd.
3789006C753402643048
Kumba Iron Ore Ltd.
N/A
9417.00000000
NS
418307.86000000
0.006049800118
Long
EC
CORP
ZA
N
2
N
N
N/A
N/A
KraneShares CSI China Internet ETF
00C9FXA66
1857.00000000
NC
USD
5571.00000000
0.000080570889
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
KraneShares CSI China Internet ETF
KraneShares CSI China Internet ETF
100.00000000
39.00000000
USD
2022-04-14
XXXX
-430846.10000000
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
324000.00000000
PA
USD
63180.00000000
0.000913744177
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
11.95000000
Y
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
698.00000000
NS
USD
59309.06000000
0.000857760497
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Sonder Holdings, Inc.
N/A
84405.00000000
NS
USD
33762.00000000
0.000488284756
N/A
DE
US
N
3
Sonder Holdings, Inc.
N/A
Call
Purchased
Sonder Holdings, Inc.
Sonder Holdings, Inc.
1.00000000
1.00000000
USD
2026-10-01
XXXX
33762.00000000
N
N
N
IGO Ltd.
2549005DZO8VGXM5QN07
IGO Ltd.
N/A
11147.00000000
NS
116522.34000000
0.001685210663
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.08000000
-0.00000024702
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2746.00000000
SEK
275.53000000
USD
2022-06-16
-17.08000000
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp., Series A
101137206
26805.00000000
NS
USD
3121174.20000000
0.045140151189
Long
EP
CORP
US
N
1
N
N
N/A
N/A
IRS
N/A
13918169.00000000
PA
USD
1149825.63000000
0.016629415551
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-10-14
0.00000000
USD
0.00000000
USD
13918169.00000000
USD
1149825.63000000
N
N
N
Brookfield Residential Properties, Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
21000.00000000
PA
USD
20560.37000000
0.000297355466
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
6461.00000000
NS
USD
730803.71000000
0.010569288301
Long
EC
CORP
US
N
1
N
N
N
Bain Capital Credit CLO Ltd.
N/A
Bain Capital Credit CLO Ltd., Series 2020-2A, Class BR
05683EAQ5
575000.00000000
PA
USD
567489.01000000
0.008207340593
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Floating
1.94799960
N
N
N
N
N
N
N/A
N/A
IRS
N/A
108279624.00000000
PA
USD
7046840.21000000
0.101915308825
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-05-27
0.00000000
USD
0.00000000
USD
108279624.00000000
USD
7046840.21000000
N
N
N
Argentine Republic
549300KPBYGYF7HCHO27
Argentine Republic (The)
040114HU7
4483596.00000000
PA
USD
1692557.49000000
0.024478704519
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000160
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-238539.55000000
-0.00344989118
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1098585635.00000000
INR
14090211.82000000
USD
2022-06-16
-238539.55000000
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
167.00000000
NS
USD
49012.83000000
0.000708850712
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Latch, Inc.
51818V114
37211.00000000
NS
USD
24559.26000000
0.000355189630
N/A
DE
US
N
1
Latch, Inc.
N/A
Call
Purchased
Latch, Inc.
Latch, Inc.
1.00000000
11.50000000
USD
2026-06-04
XXXX
-58120.16000000
N
N
N
Hana Financial Group, Inc.
N/A
Hana Financial Group, Inc.
N/A
20266.00000000
NS
806043.03000000
0.011657441048
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
Volta, Inc.
92873V110
50390.00000000
NS
USD
47870.45000000
0.000692328980
N/A
DE
US
N
1
Volta, Inc.
N/A
Call
Purchased
Volta, Inc.
Volta, Inc.
1.00000000
11.50000000
USD
2026-08-26
XXXX
-128024.20000000
N
N
N
10x Future Technologies Holdings Ltd.
N/A
10x Future Technologies Holdings Ltd.
N/A
210424.00000000
NS
4707492.01000000
0.068082358573
Long
EC
CORP
US
Y
3
N
N
N
UPL Corp. Ltd.
213800AQLATW4WEEH674
UPL Corp. Ltd.
N/A
850000.00000000
PA
USD
804471.88000000
0.011634718206
Long
DBT
CORP
MU
N
2
2030-06-16
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
-131.00000000
NC
USD
-1310.00000000
-0.00001894594
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
170.00000000
USD
2022-04-18
XXXX
8185.29000000
N
N
N
Rattler Midstream LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
113000.00000000
PA
USD
114695.00000000
0.001658782659
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
27330.00000000
NS
USD
1371692.70000000
0.019838180087
Long
EC
CORP
US
N
1
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC
75026JAC4
146000.00000000
PA
USD
140890.00000000
0.002037629268
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series JJ
060505FP4
1058000.00000000
PA
USD
1065935.00000000
0.015416142763
Long
DBT
CORP
US
N
2
2024-06-20
Variable
5.12499960
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
64342.00000000
NS
USD
16087430.26000000
0.232665332871
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
8989.00000000
NS
USD
1137198.39000000
0.016446793407
Long
EC
CORP
US
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2020-FACT, Class E
126395AN2
563000.00000000
PA
USD
563676.73000000
0.008152205286
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
5.25899880
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-869801.99000000
-0.01257955846
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
25263921.78000000
USD
22040345.00000000
EUR
2022-04-21
-869801.99000000
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
7500.00000000
NS
257026.53000000
0.003717260133
Long
EC
CORP
JP
N
2
N
N
N
Bausch Health Cos., Inc.
KOO0397YRO83WY5MGD97
Bausch Health Cos., Inc., Term Loan
C9413PAZ6
3029221.32000000
PA
USD
3001443.36000000
0.043408537420
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.20857000
N
N
N
N
N
N
N/A
N/A
Comcast Corp.
00P8ZGKZ4
-1475.00000000
NC
USD
-13275.00000000
-0.00019199040
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Comcast Corp.
Comcast Corp.
100.00000000
42.50000000
USD
2022-04-14
XXXX
138257.58000000
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
N/A
816740.00000000
PA
USD
770798.38000000
0.011147713386
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
17000.00000000
PA
USD
16745.34000000
0.000242180388
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
161618228.00000000
PA
USD
-6312110.16000000
-0.09128923561
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-02-09
0.00000000
USD
0.00000000
USD
161618228.00000000
USD
-6312110.16000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
14228200.00000000
PA
USD
12331847.72000000
0.178350016647
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
26015.00000000
NS
USD
3975612.30000000
0.057497508563
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
324838869.00000000
PA
USD
24063354.62000000
0.348017571617
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-05-27
0.00000000
USD
0.00000000
USD
324838869.00000000
USD
24063354.62000000
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
150000.00000000
PA
USD
130340.63000000
0.001885058432
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Fila Holdings Corp.
N/A
Fila Holdings Corp.
N/A
6310.00000000
NS
162353.17000000
0.002348041528
Long
EC
CORP
KR
N
2
N
N
N
Rockford Tower CLO Ltd.
5493007GXSFXDXOXG741
Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A
77340EAY2
250000.00000000
PA
USD
245937.50000000
0.003556884435
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.90400040
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
322000.00000000
PA
USD
40250.00000000
0.000582117808
Long
DBT
CORP
KY
N
2
2023-04-11
Fixed
10.00000000
Y
N
N
N
N
N
HCL Technologies Ltd.
549300C1F8OLYSOQYB65
HCL Technologies Ltd.
N/A
40995.00000000
NS
626520.32000000
0.009061084116
Long
EC
CORP
IN
N
2
N
N
N
N/A
N/A
Pioneer Natural Resources Co.
N/A
-116120.00000000
NC
USD
-743168.00000000
-0.01074810751
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Call
Written
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
1.00000000
285.00000000
USD
2022-06-17
XXXX
140122.00000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1841000.00000000
PA
USD
1817195.87000000
0.026281293851
Long
DBT
CORP
CH
N
2
2026-08-21
Variable
6.37499880
N
N
N
N
N
N
ReNew Power Pvt Ltd.
335800BITJZHVZ1CN475
ReNew Power Pvt Ltd.
N/A
403000.00000000
PA
USD
394254.90000000
0.005701932879
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.87500000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
2258.00000000
NS
USD
1213923.38000000
0.017556432738
Long
EC
CORP
US
N
1
N
N
N
Constellation Automotive Ltd.
N/A
Constellation Automotive Ltd. 2nd Lien Term Loan
N/A
1181000.00000000
PA
1530088.62000000
0.022128989673
Long
LON
CORP
GB
N
2
2029-07-27
Variable
8.19099400
N
N
N
N
N
N
Altair Engineering, Inc.
549300FJ89HZ6GU9S994
Altair Engineering, Inc., Class A
021369103
75683.00000000
NS
USD
4873985.20000000
0.070490275366
Long
EC
CORP
US
N
1
N
N
Spirax-Sarco Engineering plc
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering plc
N/A
23596.00000000
NS
3857492.45000000
0.055789193825
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
611029.11000000
0.008837041651
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
14446259.24000000
USD
20111371.00000000
AUD
2022-05-12
611029.11000000
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
2220.00000000
NS
3544646.13000000
0.051264636950
Long
EC
CORP
CH
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE (Preference)
N/A
31052.00000000
NS
2987016.50000000
0.043199888175
Long
EP
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
69306.96000000
0.001002355668
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
18199081.24000000
USD
16856899.00000000
CHF
2022-05-12
69306.96000000
N
N
N
BHMS
N/A
BHMS, Series 2018-ATLS, Class C
05549GAJ0
840078.00000000
PA
USD
825355.72000000
0.011936751875
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.29656960
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
689.00000000
NS
USD
51178.92000000
0.000740177906
Long
EC
CORP
US
N
1
N
N
N
Proof Acquisition Corp. I
N/A
Proof Acquisition Corp. I
N/A
30948.00000000
NS
USD
32804.88000000
0.000474442356
Long
EC
CORP
US
N
3
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
342029.00000000
NS
2823546.38000000
0.040835692696
Long
EC
CORP
GB
N
2
N
N
N
Noodle Partners, Inc., Series C
N/A
Noodle Partners, Inc., Series C
N/A
312236.00000000
NS
USD
2372993.60000000
0.034319548673
Long
EC
CORP
US
Y
3
N
N
N
Toast, Inc.
549300TN1PZNLCD4I551
Toast, Inc., Class A
888787108
138005.00000000
NS
USD
2998848.65000000
0.043371011286
Long
EC
CORP
US
N
1
N
N
N/A
N/A
EUR Currency
N/A
-35455592.00000000
PA
-26.36000000
-0.00000038123
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Call
Written
N/A
EUR Currency
1.00000000
1.18500000
EUR
2022-04-07
XXXX
73308.28000000
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945C103
24297.00000000
NS
USD
1615750.50000000
0.023367879259
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
788.00000000
NS
USD
66341.72000000
0.000959470724
Long
EC
CORP
US
N
1
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
174598.00000000
NS
582746.54000000
0.008428003448
Long
EC
CORP
GB
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
168644.00000000
NS
USD
42366745.68000000
0.612731357773
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-252999.99000000
-0.00365902608
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
188569937.00000000
CNY
29414048.77000000
USD
2022-04-07
-252999.99000000
N
N
N
Woodside Petroleum Ltd.
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd.
980228100
30350.00000000
NS
729353.79000000
0.010548318754
Long
EC
CORP
AU
N
2
N
N
N
Arabian Centres Sukuk II Ltd.
549300X92PKHJD8UYG94
Arabian Centres Sukuk II Ltd.
03847QAA1
657000.00000000
PA
USD
620865.00000000
0.008979293744
Long
DBT
CORP
KY
N
2
2026-10-07
Fixed
5.62500000
N
N
N
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
N/A
900000.00000000
PA
USD
778860.00000000
0.011264305002
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
Barrick Gold Corp.
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
067901108
6043.00000000
NS
148204.92000000
0.002143421695
Long
EC
CORP
CA
N
1
N
N
N
New Metro Global Ltd.
549300HJRNTCANEH0D47
New Metro Global Ltd.
N/A
437000.00000000
PA
USD
279680.00000000
0.004044887172
Long
DBT
CORP
VG
N
2
2026-05-02
Fixed
4.50000000
N
N
N
N
N
N
Trinitas CLO XIV Ltd.
549300095MXHZZMH2053
Trinitas CLO XIV Ltd., Series 2020-14A, Class B
89641QAE0
451634.00000000
PA
USD
447493.51000000
0.006471899164
Long
ABS-CBDO
CORP
KY
N
2
2034-01-25
Floating
2.25771120
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
222988.00000000
NS
USD
3770727.08000000
0.054534344954
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
247397546.00000000
PA
USD
-5088451.61000000
-0.07359200745
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-03-08
0.00000000
USD
0.00000000
USD
247397546.00000000
USD
-5088451.61000000
N
N
N
TMBThanachart Bank PCL
549300WKGLXEV3DB7I54
TMBThanachart Bank PCL
N/A
323000.00000000
PA
USD
309534.94000000
0.004476665861
Long
DBT
CORP
TH
N
2
2024-12-02
Variable
4.89999960
N
N
N
N
N
N
Alphawave IP Group plc
213800ZXTO21EU4VMH37
Alphawave IP Group plc
N/A
609690.00000000
NS
1417237.05000000
0.020496867720
Long
EC
CORP
GB
N
2
N
N
N/A
N/A
IRS
N/A
27021318.00000000
PA
USD
7576813.95000000
0.109580082790
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2050-10-29
0.00000000
USD
0.00000000
USD
27021318.00000000
USD
7576813.95000000
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
202.00000000
NC
161004.73000000
0.002328539642
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Put
Purchased
EURO STOXX 50 Index
EU0009658145
10.00000000
3600.00000000
EUR
2022-05-20
XXXX
-331675.94000000
N
N
N
N/A
N/A
Sarcos Technology & Robotics Corp., Class A
80359A114
76688.00000000
NS
USD
81289.28000000
0.001175650621
N/A
DE
US
N
1
Sarcos Technology & Robotics Corp.
N/A
Call
Purchased
Sarcos Technology & Robotics Corp.
Sarcos Technology & Robotics Corp.
1.00000000
11.50000000
USD
2027-06-15
XXXX
26793.29000000
N
N
N
Genius Sports Ltd.
N/A
Genius Sports Ltd.
N/A
252876.00000000
NS
USD
1163229.60000000
0.016823271194
Long
EC
CORP
GG
N
1
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
22000.00000000
PA
USD
21752.50000000
0.000314596711
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
129.00000000
NS
USD
56940.60000000
0.000823506516
Long
EC
CORP
US
N
1
N
N
N
Kane Bidco Ltd.
213800IT8MD1MLYZWC24
Kane Bidco Ltd.
N/A
2337000.00000000
PA
2986004.86000000
0.043185257277
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
00P8PSX93
-2354.00000000
NC
USD
-63558.00000000
-0.00091921102
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx $ High Yield Corporate Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF
100.00000000
76.00000000
USD
2022-05-20
XXXX
86557.79000000
N
N
N
SL Liquidity Series, LLC
549300I0RQO84VDWQP47
Money Market Series
N/A
117477259.58170000
NS
USD
117442016.40000000
1.698511533361
Long
STIV
RF
US
N
N/A
N
N
Offerpad Solutions, Inc.
N/A
Offerpad Solutions, Inc.
N/A
248310.00000000
NS
USD
1248999.30000000
0.018063720133
Long
EC
CORP
US
Y
2
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
16000.00000000
PA
USD
15860.48000000
0.000229383052
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Alen Mortgage Trust
N/A
Alen Mortgage Trust, Series 2021-ACEN, Class D
01449NAG1
1755000.00000000
PA
USD
1714803.66000000
0.024800440960
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
3.49700040
N
N
N
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
200000.00000000
PA
USD
43000.00000000
0.000621889832
Long
DBT
CORP
VG
N
2
2023-02-27
Fixed
8.12500000
N
N
N
N
N
N
N/A
N/A
Pfizer, Inc.
00C9FGQB5
705.00000000
NC
USD
14805.00000000
0.000214118115
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Pfizer, Inc.
Pfizer, Inc.
100.00000000
55.00000000
USD
2022-04-14
XXXX
-112979.92000000
N
N
N
N/A
N/A
Twilio, Inc.
00C9018S7
192.00000000
NC
USD
672.00000000
0.000009718836
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Twilio, Inc.
Twilio, Inc.
100.00000000
310.00000000
USD
2022-04-14
XXXX
-509807.84000000
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
1553.00000000
NS
50559.61000000
0.000731221102
Long
EC
CORP
CA
N
1
N
N
N
Khosla Ventures Acquisition Co.
N/A
Khosla Ventures Acquisition Co.
482504107
160635.00000000
NS
USD
1571010.30000000
0.022720821690
Long
EC
CORP
US
N
1
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BB7
104909.00000000
PA
USD
111124.86000000
0.001607149316
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
Luxembourg Life Fund II - Absolute Return Fund III
N/A
Luxembourg Life Fund II - Absolute Return Fund III, Term Loan
N/A
4837516.97000000
PA
USD
4795430.57000000
0.069354174768
Long
LON
CORP
US
N
3
2028-01-01
Variable
9.47000000
N
N
N
N
N
N
Alpek SAB de CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
204000.00000000
PA
USD
184110.00000000
0.002662700862
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
SPI 200 Index
N/A
-20.00000000
NC
-117892.26000000
-0.00170502320
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SPI 200 Index
XC0006013624
2022-06-16
-3722732.08000000
AUD
-117892.26000000
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABF4
1504000.00000000
PA
USD
1443840.00000000
0.020881614327
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2019-XL, Class G
056054AK5
2826250.00550000
PA
USD
2766029.68000000
0.040003854302
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.69700120
N
N
N
N
N
N
N/A
N/A
S&P 500 Index Up-and-out barrier option; Barrier price USD 4,600.00000
N/A
50960000.00000000
NC
USD
1612168.18000000
0.023316069762
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
S&P 500 Index Up-and-out barrier option; Barrier price USD 4,600.00000
SPX
1.00000000
4550.00000000
USD
2022-06-17
XXXX
1198216.18000000
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class A1
402563AA8
1742330.00000000
PA
USD
1736345.44000000
0.025111990121
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.61129160
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
486023.99000000
0.007029148321
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
10953458.00000000
USD
15279223.00000000
AUD
2022-05-12
486023.99000000
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B1
20754LAF6
531998.00000000
PA
USD
493564.71000000
0.007138206394
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
3.24900000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAE5
146000.00000000
PA
USD
140942.56000000
0.002038389420
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
Oceana Australian Fixed Income Trust
N/A
Oceana Australian Fixed Income Trust
N/A
1989000.00000000
PA
1529298.84000000
0.022117567437
Long
DBT
CORP
AU
N
3
2023-08-31
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P9FY376
609.00000000
NC
USD
150727.50000000
0.002179904645
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
202.00000000
USD
2022-04-14
XXXX
-72306.05000000
N
N
N
BX Trust
N/A
BX Trust, Series 2021-ARIA, Class E
05608RAL9
2622052.00000000
PA
USD
2553048.77000000
0.036923606337
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.64150000
N
N
N
N
N
N
N/A
N/A
BP plc
00C957Z42
2403.00000000
NC
USD
10813.50000000
0.000156390830
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
BP plc
BP plc
100.00000000
34.00000000
USD
2022-04-14
XXXX
-299724.15000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
21833.00000000
NS
4756530.45000000
0.068791579672
Long
EC
CORP
NL
N
2
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
960000.00000000
PA
USD
134400.00000000
0.001943767291
Long
DBT
CORP
KY
N
2
2024-02-26
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
196638228.00000000
PA
-682749.64000000
-0.00987430370
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-02-27
0.00000000
USD
0.00000000
USD
196638228.00000000
MXN
-682749.64000000
N
N
N
China Life Insurance Co. Ltd.
549300J6TFLDXGH6S048
China Life Insurance Co. Ltd., Class H
N/A
223000.00000000
NS
339746.39000000
0.004913600596
Long
EC
CORP
CN
N
2
N
N
N
Battalion CLO X Ltd.
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd., Series 2016-10A, Class A2R2
07132JBE3
484687.00000000
PA
USD
476085.41000000
0.006885411069
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
1.80771120
N
N
N
N
N
N
Epic Games, Inc.
N/A
Epic Games, Inc.
N/A
14282.00000000
NS
USD
11195374.16000000
0.161913706133
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
356075.33000000
0.005149758777
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7163030.09000000
USD
10042945.00000000
AUD
2022-05-12
356075.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
784240.65000000
0.011342122945
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
11821076.29000000
USD
61297009.00000000
BRL
2022-06-15
784240.65000000
N
N
N
OVG Business Services LLC
N/A
OVG Business Services LLC, Term Loan
62955EAC8
2059000.00000000
PA
USD
1981787.50000000
0.028661709229
Long
LON
CORP
US
N
2
2028-11-20
Variable
7.25000000
N
N
N
N
N
N
ProFrac Holdings II LLC
N/A
ProFrac Holdings II LLC, Term Loan
N/A
2891000.00000000
PA
USD
2833180.00000000
0.040975019448
Long
LON
CORP
US
N
2
2025-03-04
Variable
9.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
531000.00000000
PA
USD
537239.25000000
0.007769851798
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
11365.00000000
NS
USD
1957734.90000000
0.028313847197
Long
EC
CORP
US
N
1
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
203959.00000000
NS
USD
43304574.88000000
0.626294763455
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
61770543.00000000
PA
USD
2616841.02000000
0.037846205214
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-06-06
0.00000000
USD
0.00000000
USD
61770543.00000000
USD
2616841.02000000
N
N
N
Churchill Downs, Inc.
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AG3
20000.00000000
PA
USD
20226.80000000
0.000292531192
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
-37052305.00000000
PA
USD
-328315.50000000
-0.00474828072
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
N/A
Swaption
1.00000000
3.28000000
USD
2023-03-24
XXXX
-13370.91000000
N
N
N
N/A
N/A
Sarcos Technology & Robotics Corp.
N/A
30984.00000000
NS
USD
27885.60000000
0.000403297002
N/A
DE
US
N
2
Sarcos Technology & Robotics Corp.
N/A
Call
Purchased
Sarcos Technology & Robotics Corp.
Sarcos Technology & Robotics Corp.
1.00000000
11.50000000
USD
2026-01-31
XXXX
-3098.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
117983.13000000
0.001706337418
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6823581.33000000
USD
9264524.00000000
AUD
2022-06-16
117983.13000000
N
N
N
LG Display Co. Ltd.
988400P37K91W0SABO95
LG Display Co. Ltd.
N/A
9963.00000000
NS
167947.63000000
0.002428951709
Long
EC
CORP
KR
N
2
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
3091.00000000
NS
USD
310398.22000000
0.004489151095
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
83400.00000000
NS
956502.39000000
0.013833467705
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Sabre Corp.
00C8KM9A9
112.00000000
NC
USD
728.00000000
0.000010528739
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Sabre Corp.
Sabre Corp.
100.00000000
13.00000000
USD
2022-04-14
XXXX
-2544.79000000
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
3711.00000000
NS
USD
762981.60000000
0.011034662781
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
591780.17000000
0.008558652812
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
91979752.78000000
USD
83440078.00000000
EUR
2022-06-16
591780.17000000
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
1667.00000000
NC
USD
-526491.43000000
-0.00761441086
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 5 Year Note
2022-06-30
190949640.63000000
USD
-526491.43000000
N
N
N
N/A
N/A
Apple, Inc.
00C8ZEJF9
-692.00000000
NC
USD
-444610.00000000
-0.00643019624
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Apple, Inc.
Apple, Inc.
100.00000000
170.00000000
USD
2022-04-14
XXXX
-339040.50000000
N
N
N
Royal Mail plc
213800TCZZU84G8Z2M70
Royal Mail plc
N/A
68497.00000000
NS
294307.60000000
0.004256439631
Long
EC
CORP
GB
N
2
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F
55284DAQ5
2461243.00000000
PA
USD
2458190.57000000
0.035551714474
Long
ABS-MBS
CORP
KY
N
2
2034-12-15
Floating
3.67132680
N
N
N
N
N
N
N/A
N/A
Occidental Petroleum Corp.
00C9KMNW3
539.00000000
NC
USD
195387.50000000
0.002825802318
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Occidental Petroleum Corp.
Occidental Petroleum Corp.
100.00000000
60.00000000
USD
2022-05-20
XXXX
78300.99000000
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
301752.00000000
NS
USD
22483541.52000000
0.325169438955
Long
EC
CORP
US
N
1
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB, Class B
N/A
41033.00000000
NS
550976.44000000
0.007968526653
Long
EC
CORP
SE
N
2
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E
12653VAJ5
1792000.00000000
PA
USD
1758351.08000000
0.025430247884
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
2.54700000
N
N
N
N
N
N
N/A
N/A
SOP
N/A
1476384601.00000000
PA
32905.43000000
0.000475896566
N/A
DIR
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Put
Purchased
N/A
Swaption
1.00000000
0.42000000
JPY
2022-08-08
XXXX
-15911.29000000
N
N
N
Farmer's Business Network, Inc.
N/A
Farmer's Business Network, Inc.
N/A
14267.00000000
NS
USD
803089.43000000
0.011614724448
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4039618.98000000
0.058423208645
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
14956150000.00000000
JPY
127090296.17000000
USD
2022-06-06
4039618.98000000
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
6508.00000000
NS
USD
1558405.68000000
0.022538526689
Long
EC
CORP
US
N
1
N
N
N
Sonder Holdings, Inc.
N/A
Sonder Holdings, Inc.
N/A
275263.00000000
NS
USD
1307499.25000000
0.018909778834
Long
EC
CORP
US
Y
2
N
N
N
BIM Birlesik Magazalar A/S
7890001GCDJQD8DJKE29
BIM Birlesik Magazalar A/S
N/A
13246.00000000
NS
76424.01000000
0.001105286390
Long
EC
CORP
TR
N
1
N
N
N
Inspired Entertainment Financing plc
894500C0TCVBHY3RSJ33
Inspired Entertainment Financing plc
N/A
2115000.00000000
PA
2806153.46000000
0.040584146647
Long
DBT
CORP
GB
N
2
2026-06-01
Fixed
7.87500000
N
N
N
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
129.00000000
NS
USD
56244.00000000
0.000813431901
Long
EC
CORP
US
N
1
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400102
24063.00000000
NS
USD
1235875.68000000
0.017873919067
Long
EC
CORP
US
N
1
N
N
N
Yanlord Land HK Co. Ltd.
549300O56H3950RDWG19
Yanlord Land HK Co. Ltd.
N/A
323000.00000000
PA
USD
290700.00000000
0.004204264520
Long
DBT
CORP
HK
N
2
2026-05-20
Fixed
5.12500000
N
N
N
N
N
N
Project Ruby Ultimate Parent Corp.
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp., 1st Lien Term Loan
74339UAS9
3758040.00000000
PA
USD
3716701.56000000
0.053752997940
Long
LON
CORP
US
N
2
2028-03-10
Variable
4.00000000
N
N
N
N
N
N
LoanCore Issuer Ltd.
N/A
LoanCore Issuer Ltd., Series 2021-CRE5, Class A
53947XAA0
1490000.00000000
PA
USD
1475169.80000000
0.021334723259
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.69656840
N
N
N
N
N
N
N/A
N/A
CDIO
N/A
7255000.00000000
PA
USD
4976.84000000
0.000071977818
N/A
DCR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Put
Purchased
N/A
Credit Default Swap Index Option
1.00000000
101.00000000
USD
2022-04-20
XXXX
-47984.66000000
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748XAC6
5715000.00000000
PA
USD
5972175.00000000
0.086372904925
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
Comcast Corp.
00C8ZJ2H2
1475.00000000
NC
USD
4425.00000000
0.000063996802
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Comcast Corp.
Comcast Corp.
100.00000000
52.50000000
USD
2022-04-14
XXXX
-239283.21000000
N
N
N
Think & Learn Private Ltd., Series F
N/A
Think & Learn Private Ltd., Series F
N/A
1380.00000000
NS
6487957.77000000
0.093832441217
Long
EP
CORP
IN
Y
3
N
N
N
Apidos CLO XV
549300HXW2GBYSKFE344
Apidos CLO XV, Series 2013-15A, Class A1RR
03764QBC5
620000.00000000
PA
USD
615184.83000000
0.008897143977
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.26399960
N
N
N
N
N
N
CIFI Holdings Group Co. Ltd.
549300WGKSV867C0JF48
CIFI Holdings Group Co. Ltd.
N/A
403000.00000000
PA
USD
318370.00000000
0.004604443396
Long
DBT
CORP
KY
N
2
2026-08-17
Fixed
4.45000000
N
N
N
N
N
N
Bio City Development Co. BV
N/A
Bio City Development Co. BV
N/A
21400000.00000000
PA
USD
1579320.00000000
0.022841001177
Long
DBT
CORP
NL
N
3
2022-07-06
Fixed
8.00000000
Y
Y
N
N
N
Bio City Development Co. B.V
Bio City Development Co. B.V
USD
XXXX
N
N
N
ABJA Investment Co. Pte. Ltd.
254900E6OE5YJ9WCCU19
ABJA Investment Co. Pte. Ltd.
N/A
797000.00000000
PA
USD
820910.00000000
0.011872455409
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAH0
373000.00000000
PA
USD
352992.28000000
0.005105169999
Long
DBT
NUSS
ID
N
2
2030-08-27
Fixed
3.10000000
N
N
N
N
N
N
EIG Pearl Holdings SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings SARL
28249NAA9
345000.00000000
PA
USD
329475.00000000
0.004765050061
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Mosaic Solar Loan Trust
N/A
Mosaic Solar Loan Trust, Series 2021-2A, Class B
61946RAB5
1147482.27000000
PA
USD
1058300.41000000
0.015305727091
Long
ABS-O
CORP
US
N
2
2047-04-22
Fixed
2.09000000
N
N
N
N
N
N
Makita Corp.
529900CDR9E94BCM6294
Makita Corp.
N/A
1400.00000000
NS
44795.24000000
0.000647853588
Long
EC
CORP
JP
N
2
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
39363.00000000
NS
USD
1474144.35000000
0.021319892633
Long
EC
CORP
US
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2018-BIOA, Class D
056057AL6
854235.99000000
PA
USD
841343.26000000
0.012167972540
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
1.71804960
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
2741.00000000
NS
602228.25000000
0.008709758736
Long
EC
CORP
FR
N
2
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc., Series B
02005NBM1
1072000.00000000
PA
USD
1009084.32000000
0.014593936720
Long
DBT
CORP
US
N
2
2026-05-15
Variable
4.70000160
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAC9
229000.00000000
PA
USD
231833.88000000
0.003352910066
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Crown PropTech Acquisitions
N/A
Crown PropTech Acquisitions
N/A
62472.00000000
NS
USD
204908.16000000
0.002963495380
Long
EC
CORP
KY
N
3
N
N
N
Theta Capital Pte. Ltd.
2549003I5QVCGQHCYJ52
Theta Capital Pte. Ltd.
N/A
323000.00000000
PA
USD
324615.00000000
0.004694762047
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
N/A
N/A
iShares Russell 2000 ETF
00P93CPF5
1266.00000000
NC
USD
634266.00000000
0.009173106433
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
100.00000000
199.00000000
USD
2022-05-20
XXXX
-117931.03000000
N
N
N
Bally's Corp.
549300NS4D5IK406VT62
Bally's Corp., Facility Term Loan B
05875CAB0
2649360.00000000
PA
USD
2632801.50000000
0.038077034522
Long
LON
CORP
US
N
2
2028-10-02
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
2894.00000000
PA
USD
-37682.86000000
-0.00054499040
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Sherwin-Williams Co. (The)
Sherwin-Williams Co. (The)
Y
2022-09-02
0.00000000
USD
0.00000000
USD
2894.00000000
USD
-37682.86000000
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
22000.00000000
PA
USD
22056.10000000
0.000318987542
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.50000000
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
14791.00000000
NS
846385.15000000
0.012240891147
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7821.95000000
0.000113125376
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6898407.75000000
USD
6370018.00000000
CHF
2022-05-20
7821.95000000
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
N/A
30900.00000000
NS
722998.21000000
0.010456400834
Long
EC
CORP
SG
N
2
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KL06, Class XFX
3137F84J9
2839871.00000000
PA
USD
222537.12000000
0.003218455170
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Fixed
1.36401000
N
N
N
N
N
N
N/A
N/A
NVIDIA Corp.
00C94V5R2
160.00000000
NC
USD
556400.00000000
0.008046965184
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
NVIDIA Corp.
NVIDIA Corp.
100.00000000
240.00000000
USD
2022-04-14
XXXX
305044.67000000
N
N
N
Medline Borrower LP
N/A
Medline Borrower LP, Term Loan
58503UAC7
3910000.00000000
PA
USD
3868945.00000000
0.055954826951
Long
LON
CORP
US
N
2
2028-10-23
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
Alphabet, Inc.
N/A
26.00000000
NC
USD
7410.00000000
0.000107167526
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
Alphabet, Inc.
Alphabet, Inc.
100.00000000
2520.00000000
USD
2022-04-14
XXXX
-172994.37000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
204000.00000000
PA
USD
178880.46000000
0.002587068356
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BA9
170877.00000000
PA
USD
202254.29000000
0.002925113641
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
22123.00000000
NS
USD
4172176.57000000
0.060340329982
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Shell plc
N/A
-2440.00000000
NC
-6748.13000000
-0.00009759519
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Call
Written
Shell plc
Shell plc
100.00000000
28.00000000
EUR
2022-04-14
XXXX
45085.76000000
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
440000.00000000
PA
USD
70400.00000000
0.001018163819
Long
DBT
CORP
KY
N
2
2024-08-05
Fixed
6.75000000
N
N
N
N
N
N
CIMB Bank Bhd.
SR3J0ZUTXT7OTFT2VU03
CIMB Bank Bhd.
12570TAA9
850000.00000000
PA
USD
805268.75000000
0.011646242982
Long
DBT
CORP
MY
N
2
2027-07-20
Fixed
2.12500000
N
N
N
N
N
N
Arbor Multifamily Mortgage Securities Trust
N/A
Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E
03881BAS2
550424.00000000
PA
USD
412899.68000000
0.005971584021
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Fixed
1.75000000
N
N
N
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
18666.00000000
NS
USD
11619771.66000000
0.168051578000
Long
EC
CORP
US
N
1
N
N
Metalloinvest Finance DAC
635400ZS3HCCUYTNHA25
Metalloinvest Finance DAC
59126LAB4
657000.00000000
PA
USD
131400.00000000
0.001900379628
Long
DBT
CORP
IE
N
2
2028-10-22
Fixed
3.37500000
N
N
N
N
N
N
HTA Group Ltd.
213800WEFU8O8X6EPU13
HTA Group Ltd.
40435WAB6
200000.00000000
PA
USD
197625.00000000
0.002858162283
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
58537.51000000
0.000846601914
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
3687896.32000000
USD
5412671.00000000
NZD
2022-06-16
58537.51000000
N
N
N
N/A
N/A
IRS
N/A
227510753.00000000
PA
-811193.21000000
-0.01173192580
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-08-13
0.00000000
USD
0.00000000
USD
227510753.00000000
MXN
-811193.21000000
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust, Series 2013-1515, Class D
05604FAN5
1286731.00000000
PA
USD
1231249.22000000
0.017807008638
Long
ABS-MBS
CORP
US
N
2
2033-03-10
Fixed
3.63320000
N
N
N
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA (Preference)
N/A
5500.00000000
NS
368124.73000000
0.005324023878
Long
EP
CORP
DE
N
2
N
N
N
Locaweb Servicos de Internet SA
N/A
Locaweb Servicos de Internet SA
N/A
186624.00000000
NS
395900.57000000
0.005725733471
Long
EC
CORP
BR
N
1
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class C
531229607
356972.00000000
NS
USD
16324329.56000000
0.236091501849
Long
EC
CORP
US
N
1
N
N
N
Times China Holdings Ltd.
2549000KTINB9ZPZP710
Times China Holdings Ltd.
N/A
605000.00000000
PA
USD
235950.00000000
0.003412439675
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
Beast Mortgage Trust
N/A
Beast Mortgage Trust, Series 2021-SSCP, Class C
05601PAJ5
1930000.00000000
PA
USD
1872408.80000000
0.027079813847
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.74700080
N
N
N
N
N
N
RKPF Overseas 2019 A Ltd.
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd.
N/A
420000.00000000
PA
USD
327600.00000000
0.004737932772
Long
DBT
CORP
VG
N
2
2025-09-04
Fixed
6.00000000
N
N
N
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
5531.00000000
NS
USD
502767.90000000
0.007271308028
Long
EC
CORP
US
N
1
N
N
N
TICP CLO XII Ltd.
N/A
TICP CLO XII Ltd., Series 2018-12A, Class BR
87250FAN0
300000.00000000
PA
USD
294368.61000000
0.004257321991
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.89128880
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BN3
280000.00000000
PA
USD
247677.50000000
0.003582049280
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
2022-03-31
BlackRock Variable Series Funds, Inc.
Ann Frechette
Ann Frechette
Assistant Treasurer
XXXX