NPORT-P
false
0000878719
XXXXXXXX
S000049017
C000154540
C000218779
C000218778
C000154539
ADVISORS' INNER CIRCLE FUND
811-06400
0000878719
549300LRWL70Z8CGWD77
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8774463863
Westwood Alternative Income Fund
S000049017
54930010E9QL36HQHU63
2020-10-31
2020-04-30
N
92251438.90
49614570.89
42636868.01
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK INSM 1 3/4 01/15/25-457669AA7
457669AA7
385000.00000000
NC
USD
30232.85000000
0.070907764596
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2025-01-15
0.00000000
USD
0.00000000
USD
-331185.90000000
USD
30232.85000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK -CPA US- P31076105
P31076105
564342.44000000
NC
USD
-5966.56000000
-0.01399389842
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-30
0.00000000
USD
0.00000000
USD
-12900.00000000
USD
-5966.56000000
N
N
N
ams AG
5299001JPPT2QFTV5D76
AMS AG 0.875000% 09/28/2022
N/A
400000.00000000
PA
USD
332966.77000000
0.780936277781
Long
DBT
CORP
AT
N
2
2022-09-28
Fixed
0.87500000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SNAP INC -83304A106
83304A106
468731.50000000
NC
USD
-122084.00000000
-0.28633435263
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-33550.00000000
USD
-122084.00000000
N
N
N
THE SHIZUOKA BANK, LTD.
549300TJ1GRR4PX8GJ82
SHIZUOKA BANK LTD/THE VARIABLE RATE 01/25/2023
N/A
800000.00000000
PA
USD
738070.02000000
1.731060592506
Long
DBT
CORP
JP
N
2
2023-01-25
Floating
0.49137840
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 5.750000% 04/01/2023
143658BF8
765000.00000000
PA
USD
1288887.30000000
3.022940849449
Long
DBT
CORP
PA
Y
2
2023-04-01
Fixed
5.75000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - TSLA 2% 2024 - 88160RAG6
88160RAG6
1000000.00000000
NC
USD
153445.56000000
0.359889380158
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2024-05-15
0.00000000
USD
0.00000000
USD
-2438604.44000000
USD
153445.56000000
N
N
N
ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.
Y68YJHVB1GU4TAU3C223
ALLSCRIPTS HEALTHCARE SOLUTIONS INC 1.250000% 07/01/2020
01988PAD0
800000.00000000
PA
USD
793443.49000000
1.860932866396
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
1.25000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - TESLA INC 88160R101
88160R101
2233279.80000000
NC
USD
-159273.00000000
-0.37355698819
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-11-09
0.00000000
USD
0.00000000
USD
-3060.00000000
USD
-159273.00000000
N
N
N
AURELIUS Equity Opportunities SE & Co. KGaA
3912001SWR0QKOSUHR50
AURELIUS EQUITY OPPORTUNITIES SE & CO KGAA 1.000000% 12/01/2020
N/A
300000.00000000
PA
299003.87000000
0.701280098551
Long
DBT
CORP
DE
N
2
2020-12-01
Fixed
1.00000000
N
N
N
N
N
N
Link 2019 CB Limited
2549000YKZX6JKWL1X31
LINK 2019 CB LTD 1.600000% 04/03/2024
N/A
6000000.00000000
PA
751873.59000000
1.763435320398
Long
DBT
CORP
VG
N
2
2024-04-03
Fixed
1.60000000
N
N
N
N
N
N
Angang Steel Company Limited
213800QMMVMR3ABCKL62
ANGANG STEEL CO LTD ZERO COUPON 05/25/2023
N/A
11000000.00000000
PA
1365858.76000000
3.203468790624
Long
DBT
CORP
CN
N
2
2023-05-25
Fixed
0.00000000
N
N
N
N
N
N
SHUI ON DEVELOPMENT (HOLDING) LIMITED
3003005J4J3G9CZFDK52
SHUI ON DEVELOPMENT HOLDING LTD 7.500000% MATURITY: PERPETUAL
N/A
750000.00000000
PA
USD
745222.50000000
1.747835933505
Long
DBT
CORP
KY
N
2
2168-12-04
Fixed
7.50000000
N
N
N
N
N
N
Cindai Capital Ltd
213800P4RZF7RITVCP21
CINDAI CAPITAL LTD ZERO COUPON 02/08/2023
N/A
1000000.00000000
PA
USD
969638.91000000
2.274179495953
Long
DBT
CORP
MY
N
2
2023-02-08
Fixed
0.00000000
N
N
N
N
N
N
SEA LIMITED
529900OM6JLLW44YKI15
SEA LTD 144A 1.000000% 12/01/2024
81141RAC4
500000.00000000
PA
USD
643888.48000000
1.510168335650
Long
DBT
CORP
KY
Y
2
2024-12-01
Fixed
1.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES
N/A
BRK: DEUTSCHE BANK SECURITIES REF: DEUTSCHE BANK - ENPHASE ENERGY -29355A107
29355A107
351538.75000000
NC
USD
-64077.50000000
-0.15028660169
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES
N/A
Y
2022-03-05
0.00000000
USD
0.00000000
USD
-8875.00000000
USD
-64077.50000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - OKTAS - 679295105
679295105
924894.50000000
NC
USD
-50990.50000000
-0.11959250850
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-6450.00000000
USD
-50990.50000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC
N/A
BRK: DEUTSCHE BANK SECURITIES, INC REF: DEUTSCHE BANK-CSGS 4.25% 3/15/36 - 126349AF6
126349AF6
720000.00000000
NC
USD
21472.00000000
0.050360171846
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC
N/A
Y
2036-03-15
0.00000000
USD
0.00000000
USD
-751304.00000000
USD
21472.00000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - MICROCHIP TECH 595017104
595017104
1288548.00000000
NC
USD
-150224.00000000
-0.35233357188
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-16400.00000000
USD
-150224.00000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - VSHB - 928298AP3
183973398
1200000.00000000
NC
USD
13753.24000000
0.032256684512
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2025-06-15
0.00000000
USD
0.00000000
USD
-1092150.00000000
USD
13753.24000000
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
3135234.29000000
NS
USD
3135234.29000000
7.353340984766
Long
STIV
RF
XX
N
2
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK-LUMENTUM HOLDINGS INC-55024U109
55024U109
404460.00000000
NC
USD
-20317.50000000
-0.04765242136
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
USD
0.00000000
USD
-5250.00000000
USD
-20317.50000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES
N/A
BRK: DEUTSCHE BANK SECURITIES REF: DEUTSCHE BANK - BBIO -10806XAA0
10806XAA0
470000.00000000
NC
USD
36434.45000000
0.085452923022
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES
N/A
Y
2027-03-15
0.00000000
USD
0.00000000
USD
-417996.80000000
USD
36434.45000000
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
CHINA EVERGRANDE GROUP 4.250000% 02/14/2023
N/A
5000000.00000000
PA
570783.62000000
1.338709071843
Long
DBT
CORP
KY
N
2
2023-02-14
Fixed
4.25000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG CHEM LTD ZERO COUPON 04/16/2021
N/A
500000.00000000
PA
535253.64000000
1.255377481935
Long
DBT
CORP
KR
N
2
2021-04-16
Fixed
0.00000000
N
N
N
N
N
N
CRRC Corporation Limited
30030099HATQH2XC0B72
CRRC CORP LTD ZERO COUPON 02/05/2021
N/A
1000000.00000000
PA
USD
965000.00000000
2.263299451952
Long
DBT
CORP
CN
N
2
2021-02-05
Fixed
0.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SONY CORP - 6821506
N/A
154287600.00000000
NC
-35055.68000000
-0.08221917236
N/A
DE
JP
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
JPY
0.00000000
JPY
-22800.00000000
JPY
-35055.68000000
N
N
N
SLACK TECHNOLOGIES, INC.
549300VIZRB02KN4IJ45
SLACK TECHNOLOGIES INC 144A 0.500000% 04/15/2025
83088VAA0
240000.00000000
PA
USD
265878.15000000
0.623587431275
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
0.50000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SILICON LABS 826919102
826919102
257992.00000000
NC
USD
-31237.50000000
-0.07326405868
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-2975.00000000
USD
-31237.50000000
N
N
N
PRA GROUP, INC.
549300Q5HW3JSSB86K27
PRA GROUP INC 3.000000% 08/01/2020
73640QAB1
1000000.00000000
PA
USD
968761.58000000
2.272121816669
Long
DBT
CORP
US
N
2
2020-08-01
Fixed
3.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - COWEN 223622606
223622606
107475.71000000
NC
USD
-15219.04000000
-0.03569455429
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-11205.00000000
USD
-15219.04000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - WMGI 21/4 11/15/21 -98236JAB4
98236JAB4
1500000.00000000
NC
USD
47256.00000000
0.110833656892
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-11-15
0.00000000
USD
0.00000000
USD
-2047687.50000000
USD
47256.00000000
N
N
N
N/A
N/A
SPX US 08/21/20 P2650 LONG
60L995MP3
10.00000000
NC
USD
115590.00000000
0.271103402747
N/A
DE
XX
N
1
JEFFERIES LLC
N/A
Put
Purchased
Put Option 2650 Aug 2020 on S&P 500 Index
N/A
N/A
1000.00000000
650.00000000
USD
2020-08-24
XXXX
15079.62000000
N
N
N
Invesco QQQ Trust Series 1
N/A
QQQ US 06/19/20 P190 LONG
70D99SD22
50.00000000
NC
USD
15850.00000000
0.037174400324
N/A
DE
US
N
1
JEFFERIES LLC
N/A
Put
Purchased
Invesco QQQ Trust Series 1
QQQ Put 190 Jun 2020
5000.00000000
190.00000000
USD
2020-06-22
XXXX
-56221.44000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SILICON LABS 826919AB8
826919AB8
500000.00000000
NC
USD
31860.02000000
0.074724109642
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-03-01
0.00000000
USD
0.00000000
USD
-568351.00000000
USD
31860.02000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - CSG SYS INT INC - 126349109
126349109
229744.50000000
NC
USD
-5868.50000000
-0.01376390967
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
USD
0.00000000
USD
-4850.00000000
USD
-5868.50000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK -LITE 0 1/2 12/15/26-55024UAC3
55024UAC3
700000.00000000
NC
USD
15982.44000000
0.037485023515
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2026-12-15
0.00000000
USD
0.00000000
USD
-724869.68000000
USD
15982.44000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - OKTAB - 679295AC9
679295AC9
2000000.00000000
NC
USD
40108.68000000
0.094070418095
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2025-09-01
0.00000000
USD
0.00000000
USD
-2073981.44000000
USD
40108.68000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SLACK TECHNOLOGIES -83088V102
83088V102
442713.00000000
NC
USD
19676.50000000
0.046149027633
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-09
0.00000000
USD
0.00000000
USD
-15850.00000000
USD
19676.50000000
N
N
N
N/A
N/A
SPX US 06/19/20 P2600 LONG
20N99HHB6
1.00000000
NC
USD
5015.00000000
0.011762120986
N/A
DE
US
N
1
JEFFERIES LLC
N/A
Put
Purchased
Put Option 2600 Jun 2020 on S&P 500 Index
N/A
N/A
100.00000000
600.00000000
USD
2020-06-22
XXXX
-12488.03000000
N
N
N
CONMED CORPORATION
Z6C0YCECH9DCU5ZIQW84
CONMED CORP 2.625000% 02/01/2024
207410AF8
500000.00000000
PA
USD
528437.50000000
1.239390988747
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
2.62500000
N
N
N
N
N
N
LUYE PHARMA GROUP LTD.
5299009HZHEY886D5W65
LUYE PHARMA GROUP LTD 1.500000% 07/09/2024
N/A
1000000.00000000
PA
USD
905143.67000000
2.122913131864
Long
DBT
CORP
BM
N
2
2024-07-09
Fixed
1.50000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - INSMED INC - 457669307
457669307
77475.93000000
NC
USD
-22574.07000000
-0.05294495363
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
USD
0.00000000
USD
-4350.00000000
USD
-22574.07000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - WDAY0.25 10/01/22 - 98138HAF8
98138HAF8
1000000.00000000
NC
USD
45102.09000000
0.105781902154
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-10-01
0.00000000
USD
0.00000000
USD
-1178182.91000000
USD
45102.09000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - JOYY INC - 46591M109
98426T106
567042.50000000
NC
USD
-27317.50000000
-0.06407013759
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-9750.00000000
USD
-27317.50000000
N
N
N
COLONY CAPITAL, INC.
549300XG87L902AGBO89
COLONY CAPITAL INC 3.875000% 01/15/2021
19624RAB2
1000000.00000000
PA
USD
936305.90000000
2.196000653191
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
3.87500000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF:DEUTSCHE BANK-AKAM 0 1/8 5/1/25 - 00971TAJ0
00971TAJ0
1000000.00000000
NC
USD
-2289.30000000
-0.00536929682
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2025-05-01
0.00000000
USD
0.00000000
USD
-1189006.39000000
USD
-2289.30000000
N
N
N
N/A
N/A
JPN YEN CURR FUT JUN20 CURRENCY FUTURE.
N/A
-3.00000000
NC
USD
-349987.50000000
-0.82085649423
N/A
DFE
US
N
1
INTERACTIVE BROKERS RETAIL EQUITY CLEARI
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Jun 2020
2020-06-18
-356861.34000000
USD
6873.84000000
N
N
N
N/A
N/A
XAU US 06/19/20 C105 LONG
8YG999PN7
37.00000000
NC
USD
46990.00000000
0.110209783675
N/A
DE
XX
N
1
JEFFERIES LLC
N/A
Call
Purchased
Call Option 105 Jun 2020 on PHILA GOLD & SILVER INDEX
N/A
N/A
3700.00000000
105.00000000
USD
2020-06-22
XXXX
26650.77000000
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN NV 0.500000% 09/13/2023
N/A
1000000.00000000
PA
USD
1098090.00000000
2.575447145279
Long
DBT
CORP
NL
N
2
2023-09-13
Fixed
0.50000000
N
N
N
N
N
N
THE SHIGA BANK, LTD.
3538002NUIQ8JFEJNS94
SHIGA BANK LTD/THE ZERO COUPON 06/23/2020
N/A
800000.00000000
PA
USD
795295.04000000
1.865275469608
Long
DBT
CORP
JP
N
2
2020-06-23
Fixed
0.00000000
N
N
N
N
N
N
2U, INC.
5493008RVTXVR43PYF84
2U INC 144A 2.250000% 05/01/2025
90214JAA9
540000.00000000
PA
USD
549501.91000000
1.288795203885
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
2.25000000
N
N
N
N
N
N
Lenovo Group Limited
254900VUZRGD5U73RE46
LENOVO GROUP LTD 3.375000% 01/24/2024
N/A
1000000.00000000
PA
USD
991250.00000000
2.324865887821
Long
DBT
CORP
HK
N
2
2024-01-24
Fixed
3.37500000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - NUANCE 1 1/2 11/01/35 - 67020
67020YAG5
700000.00000000
NC
USD
22872.00000000
0.053643715093
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2035-11-01
0.00000000
USD
0.00000000
USD
-763063.54000000
USD
22872.00000000
N
N
N
BRK:DEUTSCHE BANKSECURITIES,INC.
N/A
BRK:DEUTSCHE BANKSECURITIES,INC. REF:DEUTSCHE BANK-WORK-04/15/2025-83088VAA0
83088VAA0
500000.00000000
NC
USD
558.32000000
0.001309477046
N/A
DE
US
N
2
BRK:DEUTSCHE BANKSECURITIES,INC.
N/A
Y
2025-04-15
0.00000000
USD
0.00000000
USD
-553354.50000000
USD
558.32000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SEA LIMITED 81141R100
81141R100
1449783.20000000
NC
USD
-162036.80000000
-0.38003917164
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-29000.00000000
USD
-162036.80000000
N
N
N
WESTERN ASSET MORTGAGE CAPITAL CORPORATION
549300JOQRROR5SZYY83
WESTERN ASSET MORTGAGE CAPITAL CORP 6.750000% 10/01/2022
95790DAA3
1000000.00000000
PA
USD
543791.81000000
1.275402803677
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - IAR -457985208
457985208
646312.85000000
NC
USD
-53072.15000000
-0.12447478550
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-02-20
0.00000000
USD
0.00000000
USD
-13700.00000000
USD
-53072.15000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES
N/A
BRK: DEUTSCHE BANK SECURITIES REF: DEUTSCHE BANK - ENPH -29355AAE7
29355AAE7
1500000.00000000
NC
USD
88582.77000000
0.207760968697
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES
N/A
Y
2025-03-01
0.00000000
USD
0.00000000
USD
-1279145.84000000
USD
88582.77000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK -JCOM 3 1/4 06/15/29-48123VAC6
48123VAC6
250000.00000000
NC
USD
14012.03000000
0.032863647481
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2029-06-15
0.00000000
USD
0.00000000
USD
-305490.55000000
USD
14012.03000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - JAZZ INVESTMENTS 472145AD3
472145AD3
900000.00000000
NC
USD
16049.08000000
0.037641320174
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2024-08-15
0.00000000
USD
0.00000000
USD
-809355.00000000
USD
16049.08000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC
N/A
BRK: DEUTSCHE BANK SECURITIES, INC REF: DEUTSCHE BANK - FEYE 0 7/8 2024 - 31816QAF8
31816QAF8
790000.00000000
NC
USD
10310.72000000
0.024182639300
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC
N/A
Y
2024-06-01
0.00000000
USD
0.00000000
USD
-670590.28000000
USD
10310.72000000
N
N
N
N/A
N/A
SPX US 06/19/20 P2400 LONG
20N99HH34
5.00000000
NC
USD
14050.00000000
0.032952701865
N/A
DE
XX
N
1
JEFFERIES LLC
N/A
Put
Purchased
Put Option 2400 Jun 2020 on S&P 500 Index
N/A
N/A
500.00000000
400.00000000
USD
2020-06-22
XXXX
-58965.19000000
N
N
N
SHANGHAI PORT GROUP (BVI) HOLDING CO., LIMITED
N/A
SHANGHAI PORT GROUP BVI HOLDING CO LTD ZERO COUPON 08/09/2021
N/A
600000.00000000
PA
USD
589032.00000000
1.381508603919
Long
DBT
NUSS
VG
N
2
2021-08-09
Fixed
0.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SYNA -87157D109
014173315
325809.25000000
NC
USD
-35470.50000000
-0.08319208622
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-5525.00000000
USD
-35470.50000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - FIREEYE INC - 31816Q101
31816Q101
188004.60000000
NC
USD
-19866.00000000
-0.04659347866
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
USD
0.00000000
USD
-18060.00000000
USD
-19866.00000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - CONMED CORP- 207410101
207410101
224532.02000000
NC
USD
-15675.48000000
-0.03676508320
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-13
0.00000000
USD
0.00000000
USD
-3250.00000000
USD
-15675.48000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - COWEN INC 223622AE1
223622AE1
490000.00000000
NC
USD
7121.33000000
0.016702282161
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-12-15
0.00000000
USD
0.00000000
USD
-439170.67000000
USD
7121.33000000
N
N
N
Dreyfus Treasury Obligations Cash Management; Participant Shares
N/A
DREYFUS TREAS CASH MGMT TREASURY OBLIGTN DTPXX
261908404
2103172.49000000
PA
USD
2103172.49000000
4.932755589614
Long
STIV
XX
N
2
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SYNA -87157DAD1
185043479
750000.00000000
NC
USD
36974.89000000
0.086720464531
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-06-15
0.00000000
USD
0.00000000
USD
-783541.91000000
USD
36974.89000000
N
N
N
Copa Holdings, S.A.
529900BB9UQJV6QQHA59
COPA HOLDINGS SA 144A 4.500000% 04/15/2025
21720AAA0
909000.00000000
PA
USD
920774.63000000
2.159573798394
Long
DBT
CORP
PA
Y
2
2025-04-15
Fixed
4.50000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - WEIBO CORP 948596AC5
948596AC5
1200000.00000000
NC
USD
21258.09000000
0.049858469892
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-11-15
0.00000000
USD
0.00000000
USD
-1067692.42000000
USD
21258.09000000
N
N
N
Smart Insight International Limited
549300EOTSWYWE1BC269
SMART INSIGHT INTERNATIONAL LTD 4.500000% 12/05/2023
N/A
4000000.00000000
PA
567767.01000000
1.331633950849
Long
DBT
CORP
VG
N
2
2023-12-05
Fixed
4.50000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - TCOM 1.99 07/01/25 -22943FAH3
22943FAH3
1000000.00000000
NC
USD
12177.95000000
0.028562018197
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2025-07-01
0.00000000
USD
0.00000000
USD
-975396.94000000
USD
12177.95000000
N
N
N
Ence Energia y Celulosa, S.A.
95980020140005309084
ENCE ENERGIA Y CELULOSA SA 1.250000% 03/05/2023
N/A
100000.00000000
PA
89476.51000000
0.209857135798
Long
DBT
CORP
ES
N
2
2023-03-05
Fixed
1.25000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - WEIBO CORP 948596101
948596101
27920.00000000
NC
USD
-2104.00000000
-0.00493469642
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-800.00000000
USD
-2104.00000000
N
N
N
Trip.com Group Limited
2549004RMYDSRQL4KW41
TRIP.COM GROUP LTD 1.000000% 07/01/2020
22943FAF7
1500000.00000000
PA
USD
1479143.54000000
3.469165557969
Long
DBT
CORP
KY
N
2
2020-07-01
Fixed
1.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - CARNIVAL CORP -143658300
143658300
885060.16000000
NC
USD
-237479.84000000
-0.55698237484
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-06
0.00000000
USD
0.00000000
USD
-70600.00000000
USD
-237479.84000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK -CREE US-225447101
225447101
137990.53000000
NC
USD
-34529.47000000
-0.08098500572
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-23
0.00000000
USD
0.00000000
USD
-4000.00000000
USD
-34529.47000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SNAP 0 3/4 08/01/26-83304AAA4
83304AAA4
1115000.00000000
NC
USD
109093.58000000
0.255866777021
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2026-08-01
0.00000000
USD
0.00000000
USD
-1045756.20000000
USD
109093.58000000
N
N
N
Cerah Capital Ltd
213800QS96TD1F6Y6Z55
CERAH CAPITAL LTD ZERO COUPON 08/08/2024
N/A
600000.00000000
PA
USD
539475.60000000
1.265279616395
Long
DBT
CORP
MY
N
2
2024-08-08
Fixed
0.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SNE 0 09/30/22 - BYMXD16
N/A
150000000.00000000
NC
15879.10000000
0.037242651116
N/A
DE
JP
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-09-30
0.00000000
JPY
0.00000000
JPY
-205812495.00000000
JPY
15879.10000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - EXACT SCI CORP -30063P105
30063P105
380322.95000000
NC
USD
-63939.55000000
-0.14996305541
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-5625.00000000
USD
-63939.55000000
N
N
N
N/A
N/A
VIX US 07/22/20 P25 LONG
N/A
100.00000000
NC
USD
19900.00000000
0.046673221858
N/A
DE
XX
N
1
JEFFERIES LLC
N/A
Put
Purchased
Put Option 25 Jul 2020 on CBOE SPX Volatility Index
N/A
N/A
10000.00000000
25.00000000
USD
2020-07-25
XXXX
-5403.88000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - NUANCE COMMUNICATIONS 67020Y1
67020Y100
339048.10000000
NC
USD
-34651.90000000
-0.08127215158
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-02-15
0.00000000
USD
0.00000000
USD
-18500.00000000
USD
-34651.90000000
N
N
N
CHINA MENGNIU DAIRY COMPANY LIMITED
2549005Q343BSJ8RSS21
CHINA MENGNIU DAIRY CO LTD ZERO COUPON 06/05/2022
N/A
800000.00000000
PA
USD
806000.00000000
1.890382754687
Long
DBT
CORP
KY
N
2
2022-06-05
Fixed
0.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - EXAS -30063PAA3
30063PAA3
575000.00000000
NC
USD
69054.42000000
0.161959410301
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2025-01-15
0.00000000
USD
0.00000000
USD
-669301.18000000
USD
69054.42000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - SEALTD : 81141RAC4
81141RAC4
1500000.00000000
NC
USD
133707.09000000
0.313595008828
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2024-12-01
0.00000000
USD
0.00000000
USD
-1797958.34000000
USD
133707.09000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - IQUS - 46267X108
46267X108
129150.00000000
NC
USD
10360.00000000
0.024298220023
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-7000.00000000
USD
10360.00000000
N
N
N
NV Bekaert SA
5493008SR6XZECH6BN71
BEKAERT SA ZERO COUPON 06/09/2021
N/A
300000.00000000
PA
300647.65000000
0.705135400493
Long
DBT
CORP
BE
N
2
2021-06-09
Fixed
0.00000000
N
N
N
N
N
N
EVOLENT HEALTH, INC.
549300CZOCFHQ2BBTR11
EVOLENT HEALTH INC 2.000000% 12/01/2021
30050BAB7
830000.00000000
PA
USD
717431.25000000
1.682654668330
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
2.00000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORP 0.875000% 02/15/2022
34959JAK4
750000.00000000
PA
USD
720358.53000000
1.689520275811
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.87500000
N
N
N
N
N
N
Jazz Investments I Limited
N/A
JAZZ INVESTMENTS I LTD 1.875000% 08/15/2021
472145AB7
200000.00000000
PA
USD
194615.11000000
0.456447950056
Long
DBT
CORP
BM
N
2
2021-08-15
Fixed
1.87500000
N
N
N
N
N
N
Keppel REIT
549300ZD5HZLQCF55J25
KEPPEL REIT 1.900000% 04/10/2024
N/A
1500000.00000000
PA
1017179.02000000
2.385679501039
Long
DBT
CORP
SG
N
2
2024-04-10
Fixed
1.90000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - WORKDAY INC - 98138H101
98138H101
540459.00000000
NC
USD
-28971.00000000
-0.06794823670
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
USD
0.00000000
USD
-3700.00000000
USD
-28971.00000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - TWOUS-90214J101
90214J101
276287.90000000
NC
USD
-41962.10000000
-0.09841740718
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-23
0.00000000
USD
0.00000000
USD
-13400.00000000
USD
-41962.10000000
N
N
N
OUE LIMITED
254900MR17VBF15G0543
OUE LTD 1.500000% 04/13/2023
N/A
250000.00000000
PA
169242.08000000
0.396938349130
Long
DBT
CORP
SG
N
2
2023-04-13
Fixed
1.50000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - AKAMAI TECH INC - 00971T101
00971T101
753468.00000000
NC
USD
20643.00000000
0.048415845167
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2021-01-15
0.00000000
USD
0.00000000
USD
-7500.00000000
USD
20643.00000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - VSHS- 928298108
010002001
265538.00000000
NC
USD
-36400.00000000
-0.08537212440
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-18200.00000000
USD
-36400.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2020-05-11
N/A
1.00000000
NC
USD
-1449.20000000
-0.00339893633
N/A
DFE
US
N
2
UBS SECURITIES LLC
N/A
37750000.00000000
HKD
4867199.59000000
USD
2020-05-11
-1449.20000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - MICROCHIP TECH 595017AF1
595017AF1
1500000.00000000
NC
USD
123138.88000000
0.288808455562
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2027-02-15
0.00000000
USD
0.00000000
USD
-1751381.12000000
USD
123138.88000000
N
N
N
Cree, Inc.
549300OGU88P3AW3TO93
CREE INC 144A 1.750000% 05/01/2026
225447AC5
250000.00000000
PA
USD
284845.75000000
0.668073813332
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
1.75000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP, INC.
5493000UVC6H49CIH830
ENCORE CAPITAL GROUP INC 3.000000% 07/01/2020
292554AF9
800000.00000000
PA
USD
771341.78000000
1.809095780250
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
3.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES
N/A
BRK: DEUTSCHE BANK SECURITIES REF: DEUTSCHE BANK - J2 GLOBAL - 48123V102
48123V102
198448.80000000
NC
USD
-14440.80000000
-0.03386927950
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES
N/A
Y
2022-02-25
0.00000000
USD
0.00000000
USD
-2640.00000000
USD
-14440.80000000
N
N
N
N/A
N/A
EURO FX CURR FUT JUN20 CURRENCY FUTURE.
N/A
-12.00000000
NC
USD
-1644300.00000000
-3.85652154284
N/A
DFE
US
N
1
INTERACTIVE BROKERS RETAIL EQUITY CLEARI
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Jun 2020
2020-06-18
-1671592.58000000
USD
27292.58000000
N
N
N
TEVA PHARMACEUTICAL FINANCE COMPANY, LLC
5493006PITD7MU7WW480
TEVA PHARMACEUTICAL FINANCE CO LLC 0.250000% 02/01/2026
88163VAE9
1500000.00000000
PA
USD
1421060.28000000
3.332937775041
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.25000000
N
N
N
N
N
N
ATLAS AIR WORLDWIDE HOLDINGS, INC.
549300R0A2TUVCYZB465
ATLAS AIR WORLDWIDE HOLDINGS INC 2.250000% 06/01/2022
049164BH8
985000.00000000
PA
USD
895734.38000000
2.100844695698
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2020-05-11
N/A
1.00000000
NC
USD
-20000.80000000
-0.04690963697
N/A
DFE
US
N
2
UBS SECURITIES LLC
N/A
1644000.00000000
SGD
1145884.16000000
USD
2020-05-11
-20000.80000000
N
N
N
ENCORE CAPITAL GROUP, INC.
5493000UVC6H49CIH830
ENCORE CAPITAL GROUP INC 2.875000% 03/15/2021
292554AH5
395000.00000000
PA
USD
362188.69000000
0.849473019254
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.87500000
N
N
N
N
N
N
AMERICAN EAGLE OUTFITTERS, INC.
5299001Z9HXK01DHW793
AMERICAN EAGLE OUTFITTERS INC 144A 3.750000% 04/15/2025
02553EAA4
680000.00000000
PA
USD
745456.80000000
1.748385457921
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.75000000
N
N
N
N
N
N
CONSUS Real Estate AG
9676007H44QN6VYEBV03
CONSUS REAL ESTATE AG 4.000000% 11/29/2022
N/A
200000.00000000
PA
179698.20000000
0.421462007851
Long
DBT
CORP
DE
N
2
2022-11-29
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
SPX US 06/19/20 P2000 LONG
20N99HGN1
4.00000000
NC
USD
2500.00000000
0.005863470082
N/A
DE
XX
N
1
JEFFERIES LLC
N/A
Put
Purchased
Put Option 2000 Jun 2020 on S&P 500 Index
N/A
N/A
400.00000000
0.00000000
USD
2020-06-22
XXXX
-79515.16000000
N
N
N
HARVEST INTERNATIONAL COMPANY
3003001PWG6NNL32U760
HARVEST INTERNATIONAL CO ZERO COUPON 11/21/2022
N/A
6000000.00000000
PA
775015.92000000
1.817713064238
Long
DBT
CORP
KY
N
2
2022-11-21
Fixed
0.00000000
N
N
N
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2020-05-11
N/A
1.00000000
NC
-316.08000000
-0.00074133024
N/A
DFE
XX
N
2
UBS SECURITIES LLC
N/A
819280.84000000
USD
6350000.00000000
HKD
2020-05-11
-316.08000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - HCI GROUP- 40416E103
40416E103
124897.50000000
NC
USD
-10465.00000000
-0.02454448576
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-13
0.00000000
USD
0.00000000
USD
-3250.00000000
USD
-10465.00000000
N
N
N
ARBOR REALTY TRUST, INC.
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC 144A 4.750000% 11/01/2022
038923AN8
1000000.00000000
PA
USD
840000.00000000
1.970125947813
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
4.75000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - YY - 98426TAE6
98426TAE6
1600000.00000000
NC
USD
34744.43000000
0.081489170339
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2026-06-15
0.00000000
USD
0.00000000
USD
-1424255.57000000
USD
34744.43000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES
N/A
BRK: DEUTSCHE BANK SECURITIES REF: DEUTSCHE BANK - BRIDGEBIO -10806X102
10806X102
215637.50000000
NC
USD
-32418.75000000
-0.07603454829
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES
N/A
Y
2022-03-05
0.00000000
USD
0.00000000
USD
-8125.00000000
USD
-32418.75000000
N
N
N
FIREEYE, INC.
549300E9D2UJUFLLY524
FIREEYE INC 1.625000% 06/01/2035
31816QAD3
750000.00000000
PA
USD
697986.59000000
1.637049395458
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
1.62500000
N
N
N
N
N
N
IQIYI, INC.
222100XL8T2Q5B8MS302
IQIYI INC 2.000000% 04/01/2025
46267XAD0
400000.00000000
PA
USD
338447.69000000
0.793791161960
Long
DBT
CORP
KY
N
2
2025-04-01
Fixed
2.00000000
N
N
N
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK -AEO US-02553E106
02553E106
404273.65000000
NC
USD
-60801.35000000
-0.14260275868
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-04-27
0.00000000
USD
0.00000000
USD
-58500.00000000
USD
-60801.35000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - JAZZ INVESTMENTS G50871105
G50871105
100570.00000000
NC
USD
-1962.50000000
-0.00460282401
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2022-01-15
0.00000000
USD
0.00000000
USD
-930.00000000
USD
-1962.50000000
N
N
N
CARDTRONICS, INC.
YMFI60WPVOWROKG67Y03
CARDTRONICS INC 1.000000% 12/01/2020
14161HAG3
1000000.00000000
PA
USD
962365.17000000
2.257119753201
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
N/A
457985AL3
1500000.00000000
NC
USD
41882.75000000
0.098231300643
N/A
DE
US
N
2
N/A
N/A
Y
2022-02-20
0.00000000
USD
0.00000000
USD
-1367035.68000000
USD
41882.75000000
N
N
N
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
BRK: DEUTSCHE BANK SECURITIES, INC. REF: DEUTSCHE BANK - HCI - 40416EAD5
40416EAD5
500000.00000000
NC
USD
7597.22000000
0.017818428872
N/A
DE
US
N
2
BRK: DEUTSCHE BANK SECURITIES, INC.
N/A
Y
2037-03-01
0.00000000
USD
0.00000000
USD
-472715.28000000
USD
7597.22000000
N
N
N
2020-04-30
THE ADVISORS' INNER CIRCLE FUND
Stephen Connors
Stephen Connors
CFO