NPORT-P
false
0000916053
XXXXXXXX
S000027024
C000081296
C000081297
C000081298
C000081299
C000140396
C000140397
C000140398
MASSMUTUAL SELECT FUNDS
811-08274
0000916053
PJVR01EN4PJWVNUIQ236
100 BRIGHT MEADOW BLVD.
ENFIELD
06082-1981
8605621000
MassMutual Select BlackRock Global Allocation Fund
S000027024
G5N2BYDEWDAE4WRGUK85
2020-09-30
2020-06-30
N
719918170.34
140312748.44
579605421.9
0
18363484.35
0
0
0
0
0
0
0
0
14859517.78
0
0
300946.58
AUD
EUR
JPY
USD
UST
1011778 BC / NEW RED FIN
549300RHSHNRWI5LLA86
SECURED 144A 10/25 5
68245XAE9
34000
PA
USD
33799.74
0.0058315086
Long
DBT
CORP
CA
Y
2
2025-10-15
Fixed
5
N
N
N
N
N
N
1211 AVENUE OF THE AMERICAS TR
N/A
AOTA 2015 1211 D 144A
90117PAN5
115000
PA
USD
118610.43
0.0204639959
Long
ABS-O
CORP
US
Y
2
2035-08-10
Floating
4.28017
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
PREFERRED STOCK 06/23 5.25
901375105
914
NS
USD
932325.7
0.1608552413
Long
EP
CORP
US
N
1
N
N
N
58.COM INC ADR
549300R31W8UMZCTNF95
ADR
31680Q104
68
NS
USD
3667.92
0.0006328305
Long
EC
CORP
KY
N
1
N
N
N
AAC TECHNOLOGIES HOLDINGS IN
549300SKEDE1VKS0A552
COMMON STOCK USD.01
B85LKS908
19500
NS
119388.01
0.0205981527
Long
EC
CORP
KY
N
2
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
COMMON STOCK
002824100
27314
NS
USD
2497319.02
0.4308653656
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
N/A
AUG20 100 CALL
ADI1LVGJ1
-31
NC
USD
-3720
-0.0006418159
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Abbott Laboratories
Common Stock
100
100
USD
2020-08-21
XXXX
1868.14
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
COMMON STOCK USD.01
00287Y109
31362
NS
USD
3079121.16
0.5312443679
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
SR UNSECURED 144A 11/49 4.25
00287YBS7
172000
PA
USD
208493.1
0.0359715579
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.25
N
N
N
N
N
N
ABBVIE INC
N/A
SEP20 100 CALL
ADI1MW6Z3
-31
NC
USD
-13020
-0.0022463558
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
AbbVie Inc.
Common Stock
100
100
USD
2020-09-18
XXXX
-6590.63
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
COMPANY GUAR 144A 07/28 5.5
00404AAN9
40000
PA
USD
40100
0.0069184998
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
5.5
N
N
N
N
N
N
ADIDAS AG
549300JSX0Z4CW0V5023
COMMON STOCK
403197908
2194
NS
573993.48
0.0990317651
Long
EC
CORP
DE
N
2
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
COMMON STOCK USD.0001
00724F101
3378
NS
USD
1470477.18
0.2537031443
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
N/A
JUL20 400 CALL
ADI1MD2T3
-9
NC
USD
-34110
-0.0058850381
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Adobe Systems Inc.
Common Stock
100
400
USD
2020-07-17
XXXX
-27387
N
N
N
ADOBE INC
N/A
JUL20 335 PUT
ADI1MNTD7
-9
NC
USD
-459
-0.0000791918
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Adobe Systems Inc.
Common Stock
100
335
USD
2020-07-17
XXXX
5121.51
N
N
N
ADVANCED INFO SERVICE FOR RG
529900DU2YW1NO5RMU78
FOREIGN SH. THB1.0 A
641259908
22900
NS
137070.29
0.0236488971
Long
EC
CORP
TH
N
2
N
N
N
ADYEN NV
724500973ODKK3IFQ447
COMMON STOCK EUR.01
BZ1HM4902
868
NS
1264580.09
0.218179479
Long
EC
CORP
NL
N
2
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
COMMON STOCK HKD.1
B0PR2F908
4000
NS
4744.24
0.0008185293
Long
EC
CORP
KY
N
2
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
COMMON STOCK USD.01
00846U101
24067
NS
USD
2126800.79
0.3669394229
Long
EC
CORP
US
N
1
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
SR UNSECURED 06/30 2.1
00846UAM3
145000
PA
USD
148588.34
0.0256361197
Long
DBT
CORP
US
N
2
2030-06-04
Fixed
2.1
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
N/A
AUG20 97.5 CALL
ADI1N9JG1
-33
NC
USD
-3333
-0.0005750464
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Agilent Technologies Inc.
Common Stock
100
97.5
USD
2020-08-21
XXXX
1213.01
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
COMMON STOCK
B4TX8S909
315800
NS
2939172.17
0.5070988053
Long
EC
CORP
HK
N
2
N
N
N
AIER EYE HOSPITAL GROUP CO A
N/A
COMMON STOCK CNY1.0
BD5CLQ900
41498
NS
255924.78
0.044155001
Long
EC
CORP
CN
N
2
N
N
N
AIR PRODUCTS + CHEMICALS INC
7QEON6Y1RL5XR3R1W237
COMMON STOCK USD1.0
009158106
16396
NS
USD
3958978.16
0.6830471232
Long
EC
CORP
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS INC
N/A
SEP20 270 CALL
ADI1MW816
-12
NC
USD
-3816
-0.0006583789
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Air Products & Chemicals Inc.
Common Stock
100
270
USD
2020-09-18
XXXX
2762.98
N
N
N
AIRBNB INC
N/A
TERM LOAN
00925DAD5
200000
PA
USD
207000
0.0357139516
Long
LON
CORP
US
N
2
2025-04-17
Floating
0
N
N
N
N
N
N
AJINOMOTO CO INC
353800UT0TLROREPIC92
COMMON STOCK
601090004
97700
NS
1623185.53
0.2800500942
Long
EC
CORP
JP
N
2
N
N
N
AKZO NOBEL N.V.
724500XYIJUGXAA5QD70
COMMON STOCK EUR.5
BJ2KSG907
34837
NS
3116677.63
0.5377240295
Long
EC
CORP
NL
N
2
N
N
N
ALBERTSONS COS/SAFEWAY
549300YKWOC0AOR16R51
COMPANY GUAR 144A 03/26 7.5
013092AA9
9000
PA
USD
9720
0.0016770029
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.5
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300YKWOC0AOR16R51
COMPANY GUAR 144A 02/23 3.5
013092AD3
11000
PA
USD
11137.5
0.0019215659
Long
DBT
CORP
US
Y
2
2023-02-15
Fixed
3.5
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300MBYHQDK18CKL60
COMPANY GUAR 06/24 6.625
013093AB5
17000
PA
USD
17425
0.0030063556
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.625
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300MBYHQDK18CKL60
COMPANY GUAR 03/25 5.75
013093AD1
52000
PA
USD
53137.76
0.0091679198
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75
N
N
N
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
COMMON STOCK CHF.04
ACI198PY5
181
NS
10370.62
0.0017892552
Long
EC
CORP
CH
N
2
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
COMMON STOCK CHF.04
H01301128
4255
NS
USD
243896.6
0.0420797651
Long
EC
CORP
CH
N
1
N
N
N
ALEXION PHARMACEUTICALS INC
M1YXUUZR0EIMU8T0EM75
COMMON STOCK USD.0001
015351109
1223
NS
USD
137269.52
0.0236832705
Long
EC
CORP
US
N
1
N
N
N
ALIBABA GROUP HOLDING LTD
N/A
JUL20 205 CALL
ADI1M6YN6
14
NC
USD
18550
0.0032004532
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Alibaba Group Holding Ltd.
Common Stock
100
205
USD
2020-07-17
XXXX
7318.65
N
N
N
ALIBABA GROUP HOLDING LTD
N/A
FEB21 210 CALL
ADI1MPP87
51
NC
USD
135150
0.0233175873
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Alibaba Group Holding Ltd.
Common Stock
100
210
USD
2021-02-19
XXXX
39087.82
N
N
N
ALIBABA GROUP HOLDING LTD
N/A
FEB21 190 PUT
ADI1MPQ86
-51
NC
USD
-60180
-0.0103829256
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Alibaba Group Holding Ltd.
Common Stock
100
190
USD
2021-02-19
XXXX
37181.66
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
COMMON STOCK USD.000003125
BK6YZP902
5600
NS
151327.43
0.0261086981
Long
EC
CORP
KY
N
2
N
N
N
ALIBABA GROUP HOLDING SP ADR
5493001NTNQJDH60PM02
ADR USD.000025
01609W102
7303
NS
USD
1575257.1
0.2717809462
Long
EC
CORP
KY
N
1
N
N
N
ALIBABA HEALTH INFORMATION T
529900GE9653COPX1I86
COMMON STOCK HKD.01
BRXVS6903
56000
NS
163563.1
0.0282197326
Long
EC
CORP
BM
N
2
N
N
N
ALPHABET INC
N/A
AUG20 1540 CALL
ADI1MBST9
-4
NC
USD
-6560
-0.0011318045
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Alphabet Inc.
Common Stock
100
1540
USD
2020-08-21
XXXX
6139.62
N
N
N
ALPHABET INC
N/A
SEP20 1425 CALL
ADI1MDBN6
-1
NC
USD
-7280
-0.0012560269
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Alphabet Inc.
Common Stock
100
1425
USD
2020-09-18
XXXX
-909.65
N
N
N
ALPHABET INC
N/A
AUG20 1580 CALL
ADI1MZ223
-2
NC
USD
-2400
-0.0004140748
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Alphabet Inc.
Common Stock
100
1580
USD
2020-08-21
XXXX
1647.16
N
N
N
ALPHABET INC CL C
5493006MHB84DD0ZWV18
COMMON STOCK USD.001
02079K107
6407
NS
USD
9056999.27
1.5626146561
Long
EC
CORP
US
N
1
N
N
N
ALTAIR ENGINEERING INC A
549300FJ89HZ6GU9S994
COMMON STOCK
021369103
4657
NS
USD
185115.75
0.0319382364
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
COMMON STOCK USD.333
02209S103
36
NS
USD
1413
0.0002437865
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
COMMON STOCK USD.01
023135106
4255
NS
USD
11738779.1
2.0253052605
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
N/A
JUL20 2300 CALL
ADI1LRZG5
4
NC
USD
181920
0.03138687
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com Inc.
Common Stock
100
2300
USD
2020-07-17
XXXX
123298.55
N
N
N
AMAZON.COM INC
N/A
JAN21 2350 CALL
ADI1LS6K6
1
NC
USD
51500
0.0088853551
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Amazon.com Inc.
Common Stock
100
2350
USD
2021-01-15
XXXX
27999.86
N
N
N
AMAZON.COM INC
N/A
JAN21 2900 CALL
ADI1LS6N0
-2
NC
USD
-43050
-0.0074274668
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Amazon.com Inc.
Common Stock
100
2900
USD
2021-01-15
XXXX
-28187.18
N
N
N
AMAZON.COM INC
N/A
JAN21 1850 PUT
ADI1LS733
-1
NC
USD
-3600
-0.0006211122
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Amazon.com Inc.
Common Stock
100
1850
USD
2021-01-15
XXXX
5334.16
N
N
N
AMAZON.COM INC
N/A
AUG20 2820 CALL
ADI1M9X35
-4
NC
USD
-50100
-0.0086438115
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Amazon.com Inc.
Common Stock
100
2820
USD
2020-08-21
XXXX
-35546.88
N
N
N
AMAZON.COM INC
N/A
SEP20 2485 CALL
ADI1MD6F9
-1
NC
USD
-34050
-0.0058746862
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Amazon.com Inc.
Common Stock
100
2485
USD
2020-09-18
XXXX
-20582.7
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
COMPANY GUAR 04/24 5
00164VAD5
14000
PA
USD
13860
0.002391282
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
COMPANY GUAR 08/25 4.75
00164VAE3
11000
PA
USD
10837.2
0.0018697548
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75
N
N
N
N
N
N
AMERICAN AIRLINES GROUP INC
N/A
JUL20 9 PUT
ADI1MZWY0
-131
NC
USD
-1310
-0.0002260158
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
American Airlines Group Inc.
Common Stock
100
9
USD
2020-07-17
XXXX
2781.35
N
N
N
AMERICAN AIRLINES GROUP INC
N/A
JUL20 13 PUT
ADI1NCX94
131
NC
USD
14410
0.0024861741
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
American Airlines Group Inc.
Common Stock
100
13
USD
2020-07-17
XXXX
-6450.28
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
JR SUBORDINA 12/49 VAR
025816BL2
244000
PA
USD
207878.24
0.0358654754
Long
DBT
CORP
US
N
2
2049-12-29
Floating
3.59838
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP
ODVCVCQG2BP6VHV36M30
COMMON STOCK USD2.5
026874784
154
NS
USD
4801.72
0.0008284464
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
REIT USD.01
03027X100
1808
NS
USD
467440.32
0.080648024
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
SR UNSECURED 06/50 3.1
03027XBD1
260000
PA
USD
257174.62
0.0443706374
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.1
N
N
N
N
N
N
AMERICAN WATER WORKS CO INC
549300DXHIJQMD5WFW18
COMMON STOCK USD.01
030420103
1162
NS
USD
149502.92
0.0257939133
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
COMMON STOCK USD.01
03076C106
70
NS
USD
10502.8
0.0018120603
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
COMMON STOCK USD.0001
031162100
65
NS
USD
15330.9
0.0026450581
Long
EC
CORP
US
N
1
N
N
N
AMOREPACIFIC CORP
N/A
COMMON STOCK KRW500.0
B15SK5908
20
NS
2812.37
0.0004852215
Long
EC
CORP
KR
N
2
N
N
N
AMOY DIAGNOSTICS CO LTD A
N/A
COMMON STOCK CNY1.0
BFY8H7909
11450
NS
124659.38
0.0215076283
Long
EC
CORP
CN
N
2
N
N
N
ANGLO AMERICAN PLATINUM LTD
529900RORCZ0E5S5FX81
COMMON STOCK ZAR.1
676100902
88
NS
6353.76
0.0010962216
Long
EC
CORP
ZA
N
2
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
COMMON STOCK USD.54945
B1XZS8907
311
NS
7188.77
0.0012402869
Long
EC
CORP
GB
N
2
N
N
N
ANGLOGOLD ASHANTI LTD
378900EF3BA9A5F42A59
COMMON STOCK ZAR.25
656565900
304
NS
8926.25
0.0015400563
Long
EC
CORP
ZA
N
2
N
N
N
ANHUI CONCH CEMENT CO LTD H
529900HS6X8TTV0FHV63
COMMON STOCK CNY1.0
608039905
1500
NS
10089.02
0.0017406704
Long
EC
CORP
CN
N
2
N
N
N
ANHUI GUJING DISTILLERY CO B
N/A
COMMON STOCK CNY1.
602669905
500
NS
5375.36
0.0009274171
Long
EC
CORP
CN
N
2
N
N
N
ANTA SPORTS PRODUCTS LTD
529900291XG0CTK4LF95
COMMON STOCK HKD.1
B1YVKN900
20000
NS
178379.93
0.0307760975
Long
EC
CORP
KY
N
2
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
COMMON STOCK USD.01
036752103
11858
NS
USD
3118416.84
0.5380240975
Long
EC
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
SR UNSECURED 05/50 3.125
036752AM5
170000
PA
USD
175861.91
0.0303416606
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.125
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
SR UNSECURED 05/30 2.25
036752AN3
310000
PA
USD
318025.15
0.0548692504
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25
N
N
N
N
N
N
ANTHEM INC
N/A
SEP20 230 PUT
ADI1LYFD9
-21
NC
USD
-22050
-0.0038043122
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Anthem Inc.
Common Stock
100
230
USD
2020-09-18
XXXX
-257.5
N
N
N
ANTHEM INC
N/A
JUL20 290 CALL
ADI1M6YF3
-20
NC
USD
-1020
-0.0001759818
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Anthem Inc.
Common Stock
100
290
USD
2020-07-17
XXXX
18584.6
N
N
N
ANTHEM INC
N/A
JUL20 300 CALL
ADI1M9T06
-21
NC
USD
-525
-0.0000905789
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Anthem Inc.
Common Stock
100
300
USD
2020-07-17
XXXX
9819.54
N
N
N
ANTHEM INC
N/A
SEP20 310 CALL
ADI1N2LD0
-16
NC
USD
-4496
-0.0007757001
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Anthem Inc.
Common Stock
100
310
USD
2020-09-18
XXXX
3787.99
N
N
N
ANTHEM INC
N/A
SEP20 260 PUT
ADI1N2LR9
21
NC
USD
41160
0.0071013828
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
Anthem Inc.
Common Stock
100
260
USD
2020-09-18
XXXX
-6137.01
N
N
N
ANTHEM INC
N/A
SEP20 300 CALL
ADI1N2PX2
-16
NC
USD
-7360
-0.0012698294
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Anthem Inc.
Common Stock
100
300
USD
2020-09-18
XXXX
5963.88
N
N
N
ANTHEM INC
N/A
DEC20 290 CALL
ADI1NKCH1
-22
NC
USD
-36960
-0.0063767519
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Anthem Inc.
Common Stock
100
290
USD
2020-12-18
XXXX
-1810.03
N
N
N
ANTHEM INC
N/A
DEC20 210 PUT
ADI1NKCK4
-22
NC
USD
-25960
-0.0044789091
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Anthem Inc.
Common Stock
100
210
USD
2020-12-18
XXXX
3470.09
N
N
N
ANTHEM INC
N/A
DEC20 250 PUT
ADI1NKCX6
22
NC
USD
52800
0.0091096456
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
Anthem Inc.
Common Stock
100
250
USD
2020-12-18
XXXX
-6649.25
N
N
N
AON PLC CLASS A
635400FALWQYX5E6QC64
COMMON STOCK
G0403H108
86
NS
USD
16563.6
0.0028577372
Long
EC
CORP
IE
N
1
N
N
N
AP MOLLER MAERSK A/S B
549300D2K6PKKKXVNN73
COMMON STOCK DKK1000.0
425304003
4
NS
4656.45
0.0008033828
Long
EC
CORP
DK
N
2
N
N
N
APELLIS PHARMACEUTICALS INC
254900HS0ZFRXXSB9D42
COMMON STOCK USD.0001
03753U106
3416
NS
USD
111566.56
0.0192487088
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
COMMON STOCK USD.00001
037833100
33494
NS
USD
12218611.2
2.1080912528
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
N/A
OCT20 300 CALL
ADI1LV3C0
19
NC
USD
131955
0.0227663502
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Apple Inc.
Common Stock
100
300
USD
2020-10-16
XXXX
94057.84
N
N
N
APPLE INC
N/A
OCT20 330 CALL
ADI1LV4V7
-38
NC
USD
-185706
-0.032040073
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Apple Inc.
Common Stock
100
330
USD
2020-10-16
XXXX
-149509.85
N
N
N
APPLE INC
N/A
SEP20 325 CALL
ADI1MD693
-4
NC
USD
-19572
-0.00337678
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Apple Inc.
Common Stock
100
325
USD
2020-09-18
XXXX
-13661.1
N
N
N
APPLE INC
N/A
AUG20 355 CALL
ADI1MZ2K3
-19
NC
USD
-45277
-0.0078116937
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Apple Inc.
Common Stock
100
355
USD
2020-08-21
XXXX
-31991.93
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
COMMON STOCK USD.01
038222105
22666
NS
USD
1370159.7
0.2363952524
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
N/A
JUL20 60 CALL
ADI1MD2B2
-59
NC
USD
-14455
-0.002493938
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Applied Materials Inc.
Common Stock
100
60
USD
2020-07-17
XXXX
-7591.25
N
N
N
APTIV PLC
N/A
COMMON STOCK USD.01
G6095L109
22405
NS
USD
1745797.6
0.3012044978
Long
EC
CORP
JE
N
1
N
N
N
APTIV PLC
N/A
PREFERRED STOCK
G6095L117
3561
NS
USD
365999.58
0.0631463348
Long
EP
CORP
JE
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
COMPANY GUAR 06/26 4.75
038522AN8
7000
PA
USD
6737.5
0.0011624287
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.75
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
COMPANY GUAR 144A 02/28 5
038522AQ1
16000
PA
USD
15200
0.0026224737
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5
N
N
N
N
N
N
ASML HOLDING NV
724500Y6DUVHQD6OXN27
COMMON STOCK EUR.09
ACI02GTQ9
9294
NS
3406978.08
0.587809905
Long
EC
CORP
NL
N
2
N
N
N
ASSA ABLOY AB B
549300YECS8HKCIMMB67
COMMON STOCK SEK1.0
ACI0CQYQ0
181
NS
3675.06
0.0006340624
Long
EC
CORP
SE
N
2
N
N
N
ASTELLAS PHARMA INC
529900IB708DY2HBBB35
COMMON STOCK
698538006
116150
NS
1933505.97
0.3335900419
Long
EC
CORP
JP
N
2
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
COMMON STOCK USD.25
098952906
933
NS
97262.15
0.0167807523
Long
EC
CORP
GB
N
2
N
N
N
ASUSTEK COMPUTER INC
254900B3WB4OGRB7HM13
COMMON STOCK TWD10.
605104900
2000
NS
14623.56
0.0025230199
Long
EC
CORP
TW
N
2
N
N
N
ASYMCHEM LABORATORIES TIAN A
N/A
COMMON STOCK CNY1.0
BD6V5C906
3827
NS
131561.33
0.0226984298
Long
EC
CORP
CN
N
2
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 06/27 2.3
00206RJX1
279000
PA
USD
288840.45
0.04983398
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
AUST 10Y BOND FUT SEP20
N/A
XSFE 20200915
ADI1M7KR0
19
NC
0
0
N/A
DIR
AU
N
1
Sydney Futures Exchange
549300ZD7BBOVZFVHK49
Long
Australian Government
10 Year Bond
2020-09-15
1950898.7
AUD
-2160.84
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
SR UNSECURED REGS 03/47 3
ACI0QBJL6
4942000
PA
4340137.58
0.7488090028
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3
N
N
N
N
N
N
AUTOBIO DIAGNOSTICS CO LTD A
N/A
COMMON STOCK CNY1.0
BYW5N8907
5929
NS
136218.86
0.0235019989
Long
EC
CORP
CN
N
2
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
COMMON STOCK USD.01
052769106
12821
NS
USD
3066654.99
0.5290935651
Long
EC
CORP
US
N
1
N
N
N
AUTODESK INC
N/A
JUL20 140 PUT
ADI1KJ2Y1
-34
NC
USD
-34
-0.0000058661
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Autodesk Inc.
Common Stock
100
140
USD
2020-07-17
XXXX
11879.62
N
N
N
AUTODESK INC
N/A
JUL20 155 CALL
ADI1LJ634
18
NC
USD
147600
0.0254656003
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Autodesk Inc.
Common Stock
100
155
USD
2020-07-17
XXXX
129657.55
N
N
N
AUTODESK INC
N/A
JUL20 195 CALL
ADI1LTQ63
-18
NC
USD
-74700
-0.0128880782
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Autodesk Inc.
Common Stock
100
195
USD
2020-07-17
XXXX
-62590.57
N
N
N
AUTODESK INC
N/A
JUL20 210 CALL
ADI1LXCD4
-30
NC
USD
-91200
-0.0157348425
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Autodesk Inc.
Common Stock
100
210
USD
2020-07-17
XXXX
-73438.48
N
N
N
AUTONATION INC
N/A
SR UNSECURED 06/30 4.75
05329WAQ5
76000
PA
USD
82351.19
0.0142081469
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
COMMON STOCK USD.01
053332102
11
NS
USD
12409.32
0.0021409945
Long
EC
CORP
US
N
1
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
REIT USD.01
053484101
14
NS
USD
2164.96
0.0003735231
Long
EC
CORP
US
N
1
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
SR SECURED 144A 10/24 6
05352AAA8
22000
PA
USD
22990
0.0039664915
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
6
N
N
N
N
N
N
B3 SA BRASIL BOLSA BALCAO
4GTK5S46E6H318LMDS44
COMMON STOCK
BG36ZK906
2159
NS
21871.48
0.003773512
Long
EC
CORP
BR
N
2
N
N
N
B91ZBY520 CDS USD R V 03MEVENT
N/A
1 CCPCDX
99S1AYCU6
22361180
PA
USD
-266098.04
-0.0459102055
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2024-12-20
0
USD
493335.73
USD
22361180
USD
227237.69
N
N
N
BAIDU INC SPON ADR
254900AL64IANZYI1E02
ADR USD.00005
056752108
59
NS
USD
7073.51
0.0012204009
Long
EC
CORP
KY
N
1
N
N
N
BANCO BRADESCO SA PREF
549300CTUU1RFXHQJE44
PREFERENCE
B00FM5901
757
NS
2881.5
0.0004971486
Long
EP
CORP
BR
N
2
N
N
N
BANCO DO BRASIL S.A.
QE0Q0253K88YAGNPE356
COMMON STOCK
232859900
1526
NS
9021.7
0.0015565244
Long
EC
CORP
BR
N
2
N
N
N
BANCO SANTANDER BRASIL UNIT
549300D1H731B30TSI43
UNIT
B4V5RY903
1127
NS
5806.91
0.001001873
Long
EC
CORP
BR
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
SR UNSECURED 05/25 2.746
05971KAE9
200000
PA
USD
207263.01
0.035759329
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.746
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
SR UNSECURED 05/30 3.49
05971KAF6
200000
PA
USD
214761.14
0.0370529902
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BANK
N/A
BANK 2017 BNK9 A4
06540RAE4
57084
PA
USD
64269.79
0.0110885419
Long
ABS-O
CORP
US
N
2
2054-11-15
Fixed
3.538
N
N
N
N
N
N
BANK CENTRAL ASIA TBK PT
254900BR956G2OHVOM21
COMMON STOCK IDR62.5
B01C1P906
90400
NS
180281.16
0.031104119
Long
EC
CORP
ID
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
COMMON STOCK USD.01
060505104
156516
NS
USD
3717255
0.6413423442
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 01/25 4
06051GFM6
197000
PA
USD
217557.94
0.0375355253
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/31 VAR
06051GJB6
480000
PA
USD
507909.88
0.0876302845
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.592
N
N
N
N
N
N
BANK OF AMERICA CORP
N/A
DEC20 27 CALL
ADI1LMML9
155
NC
USD
21545
0.003717184
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Bank of America Corp.
Common Stock
100
27
USD
2020-12-18
XXXX
-642.78
N
N
N
BANK OF AMERICA CORP
N/A
SEP20 20 PUT
ADI1N4MJ2
-109
NC
USD
-7848
-0.0013540246
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Bank of America Corp.
Common Stock
100
20
USD
2020-09-18
XXXX
-286.94
N
N
N
BANK OF AMERICA CORP
N/A
AUG20 21 PUT
ADI1NC314
-86
NC
USD
-5418
-0.0009347739
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Bank of America Corp.
Common Stock
100
21
USD
2020-08-21
XXXX
-794.65
N
N
N
BANK OF AMERICA CORP
N/A
AUG20 29 CALL
ADI1NC8R2
-86
NC
USD
-1978
-0.0003412666
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Bank of America Corp.
Common Stock
100
29
USD
2020-08-21
XXXX
1957.37
N
N
N
BANK OF AMERICA CORP
N/A
AUG20 19 PUT
ADI1NMSQ0
-121
NC
USD
-3630
-0.0006262881
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Bank of America Corp.
Common Stock
100
19
USD
2020-08-21
XXXX
334.01
N
N
N
BANK OF AMERICA CORP
N/A
AUG20 28 CALL
ADI1NMSY3
-121
NC
USD
-4114
-0.0007097932
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Bank of America Corp.
Common Stock
100
28
USD
2020-08-21
XXXX
-512.98
N
N
N
BANK OF NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
COMMON STOCK USD.01
064058100
197
NS
USD
7614.05
0.0013136609
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 TALL C 144A
05548WAE7
128000
PA
USD
120326.67
0.0207601008
Long
ABS-O
CORP
US
Y
2
2037-03-15
Floating
1.30575
N
N
N
N
N
N
BARRICK GOLD CORP
0O4KBQCJZX82UKGCBV73
COMMON STOCK
067901959
16652
NS
448068.33
0.077305752
Long
EC
CORP
CA
N
2
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
SR SECURED 144A 08/27 5.75
071734AC1
6000
PA
USD
6360
0.0010972982
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
COMPANY GUAR 144A 02/29 6.25
071734AK3
39000
PA
USD
39195
0.0067623591
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
SR SECURED 144A 11/25 5.5
91911KAN2
19000
PA
USD
19475
0.0033600445
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.5
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
COMMON STOCK USD1.0
071813109
2951
NS
USD
254081.1
0.0438369088
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
COMMON STOCK USD1.0
075887109
7755
NS
USD
1855538.85
0.3201382837
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
PREFERRED STOCK 06/23 6
075887406
8950
NS
USD
476140
0.08214899
Long
EP
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
SR UNSECURED 05/30 2.823
075887CJ6
49000
PA
USD
51847.36
0.0089452855
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
SR UNSECURED 05/50 3.794
075887CK3
65000
PA
USD
72194.16
0.0124557427
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.794
N
N
N
N
N
N
BEIJING ENTERPRISES HLDGS
529900896ODARUEY2V26
COMMON STOCK
608169900
3000
NS
10089.06
0.0017406773
Long
EC
CORP
HK
N
2
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
COMPANY GUAR 06/30 2.63
081437AT2
61000
PA
USD
62542.44
0.0107905202
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63
N
N
N
N
N
N
BERKELEY GROUP HOLDINGS/THE
2138009OQSSLVVHQAL78
COMMON STOCK
B02L3W908
5664
NS
291899.18
0.0503617063
Long
EC
CORP
GB
N
2
N
N
N
BERKSHIRE HATHAWAY INC CL B
5493000C01ZX7D35SD85
COMMON STOCK USD.0033
084670702
3648
NS
USD
651204.48
0.1123530691
Long
EC
CORP
US
N
1
N
N
N
BHP GROUP LTD
WZE1WSENV6JSZFK0JC28
COMMON STOCK
614469005
742
NS
18414.05
0.0031769975
Long
EC
CORP
AU
N
2
N
N
N
BHP GROUP PLC
549300C116EOWV835768
COMMON STOCK USD.5
BH0P3Z907
202
NS
4147
0.0007154868
Long
EC
CORP
GB
N
2
N
N
N
BILIBILI INC SPONSORED ADR
N/A
ADR USD.0001
090040106
65
NS
USD
3010.8
0.0005194568
Long
EC
CORP
KY
N
1
N
N
N
BIM BIRLESIK MAGAZALAR AS
N/A
COMMON STOCK TRY1.
B0D000905
445
NS
4414.27
0.0007615992
Long
EC
CORP
TR
N
2
N
N
N
BIO CITY DEVELOPMENT CO
N/A
SR SECURED 144A 07/20 8
ACI00QAQ9
1400000
PA
USD
176820
0.030506961
Long
DBT
CORP
NL
Y
3
2020-07-06
Fixed
8
N
N
N
N
N
N/A
N/A
N/A
XXXX
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
COMMON STOCK USD.0005
09062X103
7
NS
USD
1872.85
0.000323125
Long
EC
CORP
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
COMMON STOCK USD.001
09061G101
1637
NS
USD
201907.58
0.0348353505
Long
EC
CORP
US
N
1
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS I
N/A
NOV20 30 PUT
ADI1N0ZB3
47
NC
USD
6815
0.0011757999
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
BJ's Wholesale Club Holdings, Inc.
Common Stock
100
30
USD
2020-11-20
XXXX
-4758.22
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS I
N/A
NOV20 25 PUT
ADI1N1045
-47
NC
USD
-3055
-0.0005270827
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
BJ's Wholesale Club Holdings, Inc.
Common Stock
100
25
USD
2020-11-20
XXXX
1539.67
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
SR UNSECURED 144A 01/25 3.375
09659W2D5
200000
PA
USD
216167.84
0.0372956898
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.375
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BOELS TOPHOLDING BV
N/A
2020 EUR TL B
938UKAII9
825000
PA
889236.99
0.1534210959
Long
LON
CORP
NL
N
2
2027-02-05
Floating
0
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
BONDS 144A REGS 10/29 0.6
ACI1CLSY9
3532000
PA
4058548.46
0.7002261033
Long
DBT
NUSS
ES
N
2
2029-10-31
Fixed
0.6
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
SR UNSECURED 144A REGS 10/48 2
BFX170II2
384000
PA
582147.79
0.1004386377
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
2.7
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
SR UNSECURED 144A REGS 10/30 1
BMWWMMII5
485000
PA
587736.02
0.1014027816
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
COMMON STOCK USD.008
09857L108
20
NS
USD
31846.8
0.0054945656
Long
EC
CORP
US
N
1
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
SR UNSECURED 07/27 2.65
099724AL0
82000
PA
USD
84131.59
0.0145153214
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
COMMON STOCK USD.01
101137107
37490
NS
USD
1316273.9
0.2270982724
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
PREFERRED STOCK 06/23 5.5
101137206
2343
NS
USD
245288.67
0.0423199406
Long
EP
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
N/A
AUG20 35 CALL
ADI1LG1B7
81
NC
USD
16524
0.002850905
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Boston Scientific Corp.
Common Stock
100
35
USD
2020-08-21
XXXX
-5591.86
N
N
N
BOSTON SCIENTIFIC CORP
N/A
AUG20 26 PUT
ADI1LG2G5
-81
NC
USD
-1539
-0.0002655255
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Boston Scientific Corp.
Common Stock
100
26
USD
2020-08-21
XXXX
7661.87
N
N
N
BOSTON SCIENTIFIC CORP
N/A
AUG20 40 CALL
ADI1LMT40
-80
NC
USD
-3520
-0.0006073097
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Boston Scientific Corp.
Common Stock
100
40
USD
2020-08-21
XXXX
1984.05
N
N
N
BRAMBLES LTD
C6J3FGIWG6MBDGTE8F80
COMMON STOCK
B1FJ0C904
1087
NS
8177.35
0.0014108477
Long
EC
CORP
AU
N
2
N
N
N
BRILLIANCE CHINA AUTOMOTIVE
5299005WPCSQN14NBM26
COMMON STOCK USD.01
618148902
78000
NS
70336.47
0.0121352333
Long
EC
CORP
BM
N
2
N
N
N
BRISTOL MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
COMMON STOCK USD.1
110122108
29644
NS
USD
1743067.2
0.3007334187
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
N/A
SEP20 67.5 CALL
ADI1MW6G5
-48
NC
USD
-2064
-0.0003561043
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Bristol-Myers Squibb Co.
Common Stock
100
72.5
USD
2020-09-18
XXXX
1428.46
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
COMPANY GUAR 144A 11/30 4.15
11135FAP6
120000
PA
USD
130401.81
0.0224983765
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
COMPANY GUAR 144A 11/25 3.15
11135FAT8
43000
PA
USD
45765.86
0.0078960372
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
3.15
N
N
N
N
N
N
BROOKFIELD ASSET MANAGE CL A
C6J3FGIWG6MBDGTE8F80
COMMON STOCK
112585955
89
NS
2929.08
0.0005053576
Long
EC
CORP
CA
N
2
N
N
N
BROOKFIELD RESID PROPERT
549300C2SXDXVIUV3Q14
COMPANY GUAR 144A 09/27 6.25
11283YAB6
9000
PA
USD
8606.79
0.0014849395
Long
DBT
CORP
CA
Y
2
2027-09-15
Fixed
6.25
N
N
N
N
N
N
BRT2Y8JS9 TRS USD R E
N/A
ASDZ1
99S0STWX2
157787.5
PA
USD
6662.5
0.0011494889
N/A
DE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
N
2021-12-17
0
USD
0
USD
3250
USD
6662.5
N
N
N
BRT2YAFE9 TRS USD R E
N/A
ASDZ0
99S0STX03
131931.25
PA
USD
20968.75
0.0036177629
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N
2020-12-18
0
USD
0
USD
2750
USD
20968.75
N
N
N
BRTHRA1V1 DEC20 8316 JP PUT
N/A
DEC20 3786.5967 PUT
99ZZ18322
-11181
NC
-89517.75
-0.0154446019
N/A
DE
JP
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Put
Written
Sumitomo Mitsui Financial Group, Inc.
Common Stock
1
3786.5967
JPY
2020-12-11
XXXX
-55160.56
N
N
N
BRTJ16Y30 SEP20 8316 JP PUT
N/A
SEP20 3820.96 PUT
99ZZ42710
-11088
NC
-81700.26
-0.0140958412
N/A
DE
JP
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Put
Written
Sumitomo Mitsui Financial Group, Inc.
Common Stock
1
3820.96
JPY
2020-09-11
XXXX
-53124.21
N
N
N
BRTS3A895 SWAPTION
N/A
200827 .5 CALL
AEI412833
45685000
NC
USD
24167.37
0.0041696246
N/A
DIR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
2Y-10Y Constant Maturity Swap Index
2Y-10Y CMS
0
0.5
USD
2020-08-27
XXXX
-92329.38
N
N
N
BRTVEKXW5 EUR PUT USD CALL
N/A
JUL20 1.115 PUT
AEI576124
819000
NC
3220.51
0.0005556383
N/A
DFE
DE
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
819000
EUR
913185
USD
2020-07-23
1
EUR
1.115
EUR
2020-07-23
XXXX
-8197.73
N
N
N
BRTW17101 SWAPTION
N/A
200813 1.88 PUT
AEI609198
-16561103
NC
USD
-0.17
-0.0000000293
N/A
DIR
US
N
2
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
2022-08-17
0
USD
31673.72
USD
-16561103
USD
1
USD
1.88
USD
2020-08-13
XXXX
31673.55
N
N
N
BRTW17119 SWAPTION
N/A
200813 1.08 CALL
AEI609180
3353261
NC
USD
144579.2
0.0249444181
N/A
DIR
US
N
2
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
2030-08-17
30167
USD
0
USD
3353261
USD
1
USD
1.08
USD
2020-08-13
XXXX
114412.2
N
N
N
BRTW17127 SWAPTION
N/A
200813 .88 CALL
AEI609271
-15916327
NC
USD
-210929.53
-0.036391918
N/A
DIR
US
N
2
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
2022-08-17
0
USD
34775.07
USD
-15916327
USD
1
USD
0.88
USD
2020-08-13
XXXX
-176154.46
N
N
N
BRTW17135 SWAPTION
N/A
200813 2.08 PUT
AEI609206
3353261
NC
USD
18.44
0.0000031815
N/A
DIR
US
N
2
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA N A
B4TYDEB6GKMZO031MB27
2030-08-17
28858.47
USD
0
USD
3353261
USD
1
USD
2.08
USD
2020-08-13
XXXX
-28840.03
N
N
N
BRW1510V7 IRS USD R V 03MLIBOR
N/A
1 CCPVANILLA
99S1CZT90
11355000
PA
USD
-669245.19
-0.1154656538
N/A
DIR
US
N
2
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
2025-01-24
296.39
USD
0
USD
11355000
USD
-669541.58
N
N
N
BRW17Y1U4 TRS USD R E
N/A
SHELL GSCBBL8X+10BPS
99S1D2LI0
739198.85
PA
USD
325608.4
0.0561775973
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N
2021-01-24
0
USD
0
USD
3750
USD
325608.4
N
N
N
BRW1BUW58 TRS USD R E
N/A
SHELL GSCBBL8X+0BPS
99S1D6JR4
551600.39
PA
USD
254529.69
0.0439143045
N/A
DE
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
N
2021-01-22
0
USD
0
USD
2839
USD
254529.69
N
N
N
BRW1QX7F2 SWAPTION
N/A
200811 1.8 PUT
AEI832451
6418516
NC
USD
79.72
0.0000137542
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2030-08-13
55163.58
USD
0
USD
6418516
USD
1
USD
1.8
USD
2020-08-11
XXXX
-55083.86
N
N
N
BRW1QX7G0 SWAPTION
N/A
220211 2 PUT
AEI832444
-6418516
NC
USD
-28518.75
-0.0049203732
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2032-02-15
0
USD
124198.28
USD
-6418516
USD
1
USD
2
USD
2022-02-11
XXXX
95679.53
N
N
N
BRW1Y1Z13 EUR PUT USD CALL
N/A
AUG20 1.065 PUT
AEI841874
2691000
NC
907
0.0001564858
N/A
DFE
DE
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
Put
Purchased
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
2691000
EUR
2865915
USD
2020-08-21
1
EUR
1.065
EUR
2020-08-19
XXXX
-15207.96
N
N
N
BRW1Y20Q4 EUR PUT JPY CALL
N/A
AUG20 116.5 PUT
AEI841882
1615000
NC
3628.9
0.0006260984
N/A
DFE
DE
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1615000
EUR
188147500
JPY
2020-08-21
1
EUR
116.5
EUR
2020-08-19
XXXX
-12170
N
N
N
BRW2KCLG4 JUN21 SPY US CALL
N/A
JUN21 360 CALL
AEI884858
15000
NC
USD
75880.41
0.0130917357
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
SPDR S&P 500 Trust
ETF
1
360
USD
2021-06-18
XXXX
13630.41
N
N
N
BRW2PP9W9 USD PUT JPY CALL
N/A
JUL20 103 PUT
AEI889550
4584000
NC
USD
4.58
0.0000007902
N/A
DFE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
4584000
USD
472152000
JPY
2020-07-13
1
USD
103
USD
2020-07-09
XXXX
-119825.76
N
N
N
BRW2PPNL7 USD PUT JPY CALL
N/A
JUL20 97 PUT
AEI889584
-4584000
NC
USD
-4.58
-0.0000007902
N/A
DFE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
4584000
USD
444648000
JPY
2020-07-13
1
USD
97
USD
2020-07-09
XXXX
60307.11
N
N
N
BRW2PX431 SWAPTION
N/A
200910 .675 PUT
AEI889568
-526252
NC
USD
-5541.38
-0.0009560608
N/A
DIR
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
Put
Written
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
2030-09-14
0
USD
13550.99
USD
-526252
USD
1
USD
0.675
USD
2020-09-10
XXXX
8009.61
N
N
N
BRW2PX449 SWAPTION
N/A
200910 .675 CALL
AEI889576
-526252
NC
USD
-6554.84
-0.0011309142
N/A
DIR
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
Call
Written
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
2030-09-14
0
USD
13550.99
USD
-526252
USD
1
USD
0.675
USD
2020-09-10
XXXX
6996.15
N
N
N
BRW2S16H5 MAR21 TPNBNK
N/A
MAR21 131 PUT
AEI895847
-356957
NC
-66233.99
-0.0114274276
N/A
DE
JP
N
2
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
Put
Written
TOPIX Banks Index
TPNBNK
1
131
JPY
2021-03-12
XXXX
43590.35
N
N
N
BRW2S2ZE8 MAR21 8316 JP PUT
N/A
MAR21 3400 PUT
AEI895102
-13845
NC
-72978.56
-0.0125910761
N/A
DE
JP
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Put
Written
Sumitomo Mitsui Financial Group, Inc.
Common Stock
1
3400
JPY
2021-03-12
XXXX
34359.09
N
N
N
BRW3858M3 SWAPTION
N/A
200923 .66 PUT
AEI903203
-800000
NC
USD
-9933.44
-0.001713828
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2030-09-25
0
USD
24840
USD
-800000
USD
1
USD
0.66
USD
2020-09-23
XXXX
14906.56
N
N
N
BRW3858N1 SWAPTION
N/A
200923 .66 CALL
AEI903195
-800000
NC
USD
-10099.28
-0.0017424406
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2030-09-25
0
USD
24840
USD
-800000
USD
1
USD
0.66
USD
2020-09-23
XXXX
14740.72
N
N
N
BRW3BU117 IRS USD R V 03MLIBOR
N/A
1 CCPVANILLA
99S1EP7X1
28828968
PA
USD
-416958.55
-0.0719383453
N/A
DIR
US
N
2
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
2022-03-27
227.03
USD
0
USD
28828968
USD
-417185.58
N
N
N
BRW3C24C1 SWAPTION
N/A
200925 .764 PUT
AEI905166
-640000
NC
USD
-5270.08
-0.0009092531
N/A
DIR
US
N
2
DEUTSCHE BANK AG NEW YORK
7LTWFZYICNSX8D621K87
Put
Written
DEUTSCHE BANK AG NEW YORK
7LTWFZYICNSX8D621K87
2030-09-29
0
USD
16064
USD
-640000
USD
1
USD
0.764
USD
2020-09-25
XXXX
10793.92
N
N
N
BRW3C24D9 SWAPTION
N/A
200925 .764 CALL
AEI905158
-640000
NC
USD
-11918.59
-0.0020563282
N/A
DIR
US
N
2
DEUTSCHE BANK AG NEW YORK
7LTWFZYICNSX8D621K87
Call
Written
DEUTSCHE BANK AG NEW YORK
7LTWFZYICNSX8D621K87
2030-09-29
0
USD
16064
USD
-640000
USD
1
USD
0.764
USD
2020-09-25
XXXX
4145.41
N
N
N
BRW3PU823 EUR PUT JPY CALL
N/A
AUG20 110 PUT
AEI918664
-1615000
NC
-544.34
-0.0000939156
N/A
DFE
DE
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
1615000
EUR
177650000
JPY
2020-08-21
1
EUR
110
EUR
2020-08-19
XXXX
23492.72
N
N
N
BRW3QE687 SWAPTION
N/A
201002 .75 PUT
AEI918615
1710006
NC
USD
15907.16
0.0027444809
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2030-10-06
32820.43
USD
0
USD
1710006
USD
1
USD
0.75
USD
2020-10-02
XXXX
-16913.27
N
N
N
BRW3Y1UG1 SWAPTION
N/A
220408 .021 CALL
AEI925669
-4590000
NC
-97096.51
-0.0167521742
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2027-04-12
0
USD
53014.5
USD
-4590000
EUR
1
EUR
0.021
EUR
2022-04-08
XXXX
-39557.24
N
N
N
BRW3Y1Y44 SWAPTION
N/A
220408 .021 PUT
AEI925651
-4590000
NC
-32685.75
-0.0056393106
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2027-04-12
0
USD
53014.5
USD
-4590000
EUR
1
EUR
0.021
EUR
2022-04-08
XXXX
24853.52
N
N
N
BRW43A5Z9 JUL20 GLD US CALL
N/A
JUL20 168 CALL
AEI930396
28441
NC
USD
59468.6
0.010260187
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Call
Purchased
SPDR Gold Shares
ETF
1
168
USD
2020-07-17
XXXX
-100128.07
N
N
N
BRW44HKF0 SWAPTION
N/A
220419 .129 CALL
AEI931774
-3030000
NC
-51169.95
-0.0088284112
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2027-04-21
0
EUR
34542
EUR
-3030000
EUR
1
EUR
-0.129
EUR
2022-04-19
XXXX
-13703.95
N
N
N
BRW44HLC6 SWAPTION
N/A
220419 .129 PUT
AEI931782
-3030000
NC
-27780.35
-0.0047929762
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2027-04-21
0
EUR
34542
EUR
-3030000
EUR
1
EUR
-0.129
EUR
2022-04-19
XXXX
9685.65
N
N
N
BRW46APC5 SWAPTION
N/A
220419 .15 PUT
AEI932798
-1214967
NC
-11655.32
-0.002010906
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2027-04-21
0
EUR
13850.62
EUR
-1214967
EUR
1
EUR
-0.15
EUR
2022-04-19
XXXX
3398.92
N
N
N
BRW46B097 SEP20 AAPL US CALL
N/A
SEP20 320 CALL
AEI932814
3589
NC
USD
189462.99
0.0326882708
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Apple Inc.
Common Stock
1
320
USD
2020-09-18
XXXX
154649.69
N
N
N
BRW46K071 SWAPTION
N/A
220419 .15 CALL
AEI932806
-1214967
NC
-19566.13
-0.0033757672
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2027-04-21
0
EUR
13850.62
EUR
-1214967
EUR
1
EUR
-0.15
EUR
2022-04-19
XXXX
-4511.89
N
N
N
BRW48Z5E6 USD PUT JPY CALL
N/A
JUL20 103 PUT
AEI934802
-5106000
NC
USD
-510.6
-0.0000880944
N/A
DFE
US
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
5106000
USD
525918000
JPY
2020-07-27
1
USD
103
USD
2020-07-21
XXXX
35997.3
N
N
N
BRW494PV4 JUL20 ASML NA CALL
N/A
JUL20 290 CALL
AEI934844
-906
NC
-39732.99
-0.0068551791
N/A
DE
DE
N
2
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
Call
Written
ASML Holding NV
Common Stock
1
290
EUR
2020-07-17
XXXX
-29460.6
N
N
N
BRW494U14 JUL20 ASML NA PUT
N/A
JUL20 220 PUT
AEI934836
-906
NC
-188.22
-0.0000324738
N/A
DE
DE
N
2
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
Put
Written
ASML Holding NV
Common Stock
1
220
EUR
2020-07-17
XXXX
11245.65
N
N
N
BRW49F5A7 AUG20 COF US PUT
N/A
AUG20 44 PUT
AEI934794
-4087
NC
USD
-3789.58
-0.0006538207
N/A
DE
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Written
Capital One Financial Corp.
Common Stock
1
44
USD
2020-08-21
XXXX
18280.22
N
N
N
BRW49F5E9 NOV20 COF US CALL
N/A
NOV20 55 CALL
AEI934786
4087
NC
USD
53237.22
0.0091850797
N/A
DE
US
N
2
Bank of America International (NY)
EYKN6V0ZCB8VD9IULB80
Call
Purchased
Capital One Financial Corp.
Common Stock
1
55
USD
2020-11-20
XXXX
19723.82
N
N
N
BRW49F7Y3 NOV20 COF US CALL
N/A
NOV20 70 CALL
AEI934810
-4087
NC
USD
-22342.13
-0.0038547138
N/A
DE
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Call
Written
Capital One Financial Corp.
Common Stock
1
70
USD
2020-11-20
XXXX
-8241.98
N
N
N
BRW4AM5E2 AUG20 GLD US CALL
N/A
AUG20 167 CALL
AEI936633
36917
NC
USD
174672.9
0.0301365193
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Call
Purchased
SPDR Gold Shares
ETF
1
167
USD
2020-08-21
XXXX
-102942.94
N
N
N
BRW4C5VG3 EUR CALL USD PUT
N/A
JUL20 1.12 CALL
AEI938795
-5113000
NC
-49976.74
-0.0086225453
N/A
DFE
DE
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5726560
USD
5113000
EUR
2020-07-27
1
EUR
1.12
EUR
2020-07-23
XXXX
-20600.2
N
N
N
BRW4C5VW8 EUR PUT USD CALL
N/A
JUL20 1.03 PUT
AEI938803
-5113000
NC
-5.74
-0.0000009903
N/A
DFE
DE
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5113000
EUR
5266390
USD
2020-07-27
1
EUR
1.03
EUR
2020-07-23
XXXX
17353.38
N
N
N
BRW4D7GW0 AUD CALL USD PUT
N/A
JUL20 .67 CALL
AEI939827
-3405000
NC
-75663.27
-0.0130542723
N/A
DFE
AU
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
2281350
USD
3405000
AUD
2020-07-28
1
AUD
0.67
AUD
2020-07-24
XXXX
-55715.92
N
N
N
BRW4D7LM6 AUD PUT USD CALL
N/A
JUL20 .58 PUT
AEI939876
-3405000
NC
-2.35
-0.0000004054
N/A
DFE
AU
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
3405000
AUD
1974900
USD
2020-07-28
1
AUD
0.58
AUD
2020-07-24
XXXX
5000.8
N
N
N
BRW4DQS70 SEP20 700 HK PUT
N/A
SEP20 392.2237 PUT
AEI940874
5458
NC
2419.78
0.0004174875
N/A
DE
HK
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Put
Purchased
Tencent Holdings Ltd.
Common Stock
1
392.2237
HKD
2020-09-29
XXXX
-12903.44
N
N
N
BRW4DQS88 SEP20 700 HK CALL
N/A
SEP20 454.1537 CALL
AEI940866
-5458
NC
-41327.03
-0.0071302007
N/A
DE
HK
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Call
Written
Tencent Holdings Ltd.
Common Stock
1
454.1537
HKD
2020-09-29
XXXX
-31470.16
N
N
N
BRW4DQS96 SEP20 700 HK PUT
N/A
SEP20 350.937 PUT
AEI940882
-5458
NC
-1080.93
-0.0001864941
N/A
DE
HK
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Put
Written
Tencent Holdings Ltd.
Common Stock
1
350.937
HKD
2020-09-29
XXXX
5868.29
N
N
N
BRW4EQDG5 SEP20 GLD US PUT
N/A
SEP20 145 PUT
AEI941682
-14231
NC
USD
-6246.38
-0.0010776952
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Put
Written
SPDR Gold Shares
ETF
1
145
USD
2020-09-18
XXXX
40715.92
N
N
N
BRW4EQE25 SEP20 GLD US CALL
N/A
SEP20 170 CALL
AEI941641
25616
NC
USD
122378.49
0.0211141037
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
SPDR Gold Shares
ETF
1
170
USD
2020-09-18
XXXX
-27475.11
N
N
N
BRW4GCAZ5 AUG20 2330 TT PUT
N/A
AUG20 284.4494 PUT
AEI943100
55712
NC
USD
5202.33
0.0008975641
N/A
DE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
Taiwan Semiconductor Manufacturing Co. Ltd.
Common Stock
1
284.4494
USD
2020-08-19
XXXX
-26330.66
N
N
N
BRW4GCB01 AUG20 2330 TT PUT
N/A
AUG20 250.016 PUT
AEI943118
-55712
NC
USD
-499.46
-0.0000861724
N/A
DE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
Taiwan Semiconductor Manufacturing Co. Ltd.
Common Stock
1
250.016
USD
2020-08-19
XXXX
10046.82
N
N
N
BRW4GCB19 AUG20 2330 TT CALL
N/A
AUG20 321.8769 CALL
AEI943126
-55712
NC
USD
-12193.46
-0.0021037519
N/A
DE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
Taiwan Semiconductor Manufacturing Co. Ltd.
Common Stock
1
321.8769
USD
2020-08-19
XXXX
2202.52
N
N
N
BRW4HBLQ4 SEP20 GLD US CALL
N/A
SEP20 167 CALL
AEI943134
4541
NC
USD
27381.28
0.0047241242
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
SPDR Gold Shares
ETF
1
167
USD
2020-09-18
XXXX
-2297.79
N
N
N
BRW4HBPP2 SEP20 GLD US CALL
N/A
SEP20 195 CALL
AEI943142
-4541
NC
USD
-3688.21
-0.0006363312
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Written
SPDR Gold Shares
ETF
1
195
USD
2020-09-18
XXXX
4952.86
N
N
N
BRW4LV831 JUL20 GLD US CALL
N/A
JUL20 166 CALL
AEI946541
11392
NC
USD
45865.43
0.0079132162
N/A
DE
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Call
Purchased
SPDR Gold Shares
ETF
1
166
USD
2020-07-31
XXXX
-9805
N
N
N
BRW4R7FR7 DEC20 GLD US CALL
N/A
DEC20 185 CALL
AEI949578
30923
NC
USD
125322.23
0.0216219906
N/A
DE
US
N
2
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
Call
Purchased
SPDR Gold Shares
ETF
1
185
USD
2020-12-18
XXXX
-32468.56
N
N
N
BRW4R7G13 DEC20 GLD US CALL
N/A
DEC20 225 CALL
AEI949560
-30923
NC
USD
-31614.69
-0.0054545194
N/A
DE
US
N
2
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
Call
Written
SPDR Gold Shares
ETF
1
225
USD
2020-12-18
XXXX
21263.64
N
N
N
BRW4R83F4 SEP20 AAPL US CALL
N/A
SEP20 370 CALL
AEI949552
-4600
NC
USD
-89699.56
-0.0154759698
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Written
Apple Inc.
Common Stock
1
370
USD
2020-09-18
XXXX
-76129.56
N
N
N
BRW4XM5X5 SEP20 ASML NA CALL
N/A
SEP20 305 CALL
AEI966143
-588
NC
-22942.88
-0.0039583619
N/A
DE
DE
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Call
Written
ASML Holding NV
Common Stock
1
305
EUR
2020-09-18
XXXX
-16144.56
N
N
N
BRW4XM6B2 SEP20 ASML NA PUT
N/A
SEP20 265 PUT
AEI966135
588
NC
3571.72
0.000616233
N/A
DE
DE
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Purchased
ASML Holding NV
Common Stock
1
265
EUR
2020-09-18
XXXX
-9377.9
N
N
N
BRW4XM6Z9 SEP20 ASML NA PUT
N/A
SEP20 235 PUT
AEI966168
-588
NC
-1808.59
-0.0003120381
N/A
DE
DE
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Written
ASML Holding NV
Common Stock
1
235
EUR
2020-09-18
XXXX
4347.42
N
N
N
BRW4ZLDC2 JUL20 WDC US CALL
N/A
JUL20 47.5 CALL
AEI968412
-3781
NC
USD
-2809.03
-0.0004846452
N/A
DE
US
N
2
Bank of America International (NY)
EYKN6V0ZCB8VD9IULB80
Call
Written
Western Digital Corp.
Common Stock
1
47.5
USD
2020-07-17
XXXX
1541.72
N
N
N
BRW50HM85 AUG20 A US PUT
N/A
AUG20 75 PUT
AEI969477
-5644
NC
USD
-5191.93
-0.0008957697
N/A
DE
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
Put
Written
Agilent Technologies Inc.
Common Stock
1
75
USD
2020-08-21
XXXX
14718.41
N
N
N
BRW50HNZ4 AUG20 A US CALL
N/A
AUG20 87.5 CALL
AEI969493
8468
NC
USD
39789.15
0.0068648685
N/A
DE
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
Call
Purchased
Agilent Technologies Inc.
Common Stock
1
87.5
USD
2020-08-21
XXXX
8880.95
N
N
N
BRW50HP74 AUG20 A US CALL
N/A
AUG20 97.5 CALL
AEI969485
-8468
NC
USD
-9166.73
-0.0015815466
N/A
DE
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
Call
Written
Agilent Technologies Inc.
Common Stock
1
97.5
USD
2020-08-21
XXXX
-328.68
N
N
N
BRW565TX3 SWAPTION
N/A
201021 .69 CALL
AEI974618
-2379000
NC
USD
-58255.76
-0.0100509343
N/A
DIR
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
Call
Written
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
2050-10-23
0
USD
70213.17
USD
-2379000
USD
1
USD
0.69
USD
2020-10-21
XXXX
11957.41
N
N
N
BRW565TY1 SWAPTION
N/A
201021 1.19 PUT
AEI974592
-2379000
NC
USD
-51768.23
-0.0089316331
N/A
DIR
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
Put
Written
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
2050-10-23
0
USD
67625.69
USD
-2379000
USD
1
USD
1.19
USD
2020-10-21
XXXX
15857.46
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
BONDS REGS 08/50 0.00000
BKSV3WII5
668626
PA
753311.9
0.1299697814
Long
DBT
NUSS
DE
N
2
2050-08-15
Fixed
0.01
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
SR UNSECURED 144A REGS 09/49 3
ACI184JM8
2013000
PA
3055215.26
0.5271198551
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
3.85
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
SR UNSECURED REGS 04/30 1.35
ACI1F7ZY9
4000000
PA
4548159.93
0.7846993417
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35
N
N
N
N
N
N
BWAY MORTGAGE TRUST
549300RY13CUZRBP7216
BWAY 2013 1515 D 144A
05604FAN5
100000
PA
USD
100132.78
0.0172760254
Long
ABS-O
CORP
US
Y
2
2033-03-10
Fixed
3.6332
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL G 144A
056054AK5
262735.14
PA
USD
250202.86
0.0431677915
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
2.48475
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL J 144A
056054AL3
95540.05
PA
USD
90366.99
0.0155911223
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
2.83475
N
N
N
N
N
N
BX TRUST
N/A
BX 2018 IND G 144A
056059AS7
70000
PA
USD
67713.63
0.0116827116
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
2.23475
N
N
N
N
N
N
BX TRUST 2019 OC11
N/A
BX 2019 OC11 D 144A
05606FAL7
204000
PA
USD
188795.25
0.0325730649
Long
ABS-O
CORP
US
Y
2
2041-12-09
Floating
4.075457
N
N
N
N
N
N
BX TRUST 2019 OC11
N/A
BX 2019 OC11 E 144A
05606FAN3
286000
PA
USD
253869.22
0.0438003529
Long
ABS-O
CORP
US
Y
2
2041-12-09
Floating
4.075457
N
N
N
N
N
N
C.H. ROBINSON WORLDWIDE INC
529900WNWN5L0OVDHA79
COMMON STOCK USD.1
12541W209
3457
NS
USD
273310.42
0.0471545658
Long
EC
CORP
US
N
1
N
N
N
C3AI, INC SERIES D
N/A
SERIES D
965JHV907
113005
NS
USD
600056.55
0.103528457
Long
EP
CORP
US
Y
3
N
N
N
C3AI, INC SERIES E
N/A
SERIES E
965JHU909
12979
NS
USD
68918.49
0.0118905875
Long
EP
CORP
US
Y
3
N
N
N
CADENCE DESIGN SYS INC
GCT7RXJOGLXPV0NXZY22
COMMON STOCK USD.01
127387108
3470
NS
USD
332981.2
0.0574496351
Long
EC
CORP
US
N
1
N
N
N
CAESARS RESORT COLLECTION LLC
N/A
2020 TERM LOAN
12769LAD1
117000
PA
USD
109761.21
0.0189372297
Long
LON
CORP
US
N
2
2025-06-19
Floating
0
N
N
N
N
N
N
BT GROUP PLC MM
213800LRO7NS5CYQMN21
COMMON STOCK GBP.05
309135903
1903
NS
2685.89
0.0004633997
Long
EC
CORP
GB
N
2
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
SR UNSECURED 144A 03/28 5.125
131347CN4
34000
PA
USD
33320
0.0057487385
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.125
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
SR UNSECURED 144A 03/25 4.125
118230AT8
125000
PA
USD
119908.75
0.0206879966
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
4.125
N
N
N
N
N
N
CANON INC
529900JH1GSC035SSP77
COMMON STOCK
617232004
100
NS
1989.5
0.0003432508
Long
EC
CORP
JP
N
2
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
COMMON STOCK USD.01
14040H105
39230
NS
USD
2455405.7
0.4236340116
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
SR UNSECURED 12/27 4.25
15135BAR2
35000
PA
USD
36116.85
0.0062312823
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25
N
N
N
N
N
N
CAPITALAND LTD
2549006LYGY45GHGWZ89
COMMON STOCK
630930907
509300
NS
1069703.23
0.1845571469
Long
EC
CORP
SG
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
SR UNSECURED 144A 04/25 5.25
15135BAL5
16000
PA
USD
16474.72
0.0028424027
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.25
N
N
N
N
N
N
CAPITALAND LTD
2549006LYGY45GHGWZ89
SR UNSECURED 144A 10/23 1.95
ACI06VLC1
500000
PA
343175.95
0.0592085472
Long
DBT
CORP
SG
Y
2
2023-10-17
Fixed
1.95
N
N
N
N
N
Capitaland Ltd
Capitaland Ltd NPV
SGD
XXXX
N
N
N
CENTENE CORP
N/A
SR UNSECURED 144A 06/26 5.375
15137TAA8
242000
PA
USD
250871.72
0.0432831907
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.375
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
COMMON STOCK
14149Y108
152
NS
USD
7932.88
0.001368669
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
SR UNSECURED 144A 08/26 5.375
15135BAM3
11000
PA
USD
11442.31
0.0019741551
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.375
N
N
N
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
COMMON STOCK EUR2.5
564156909
630
NS
9725.51
0.0016779536
Long
EC
CORP
FR
N
2
N
N
N
CENTRAIS ELETRICAS BRAS PR B
254900I8KYDELP4B4Z08
PREFERENCE
230844003
919
NS
5448.33
0.0009400067
Long
EP
CORP
BR
N
2
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
SR UNSECURED 144A 02/25 2.242
14448CAF1
114000
PA
USD
116555.71
0.0201094927
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
2.242
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILIER
254900I8KYDELP4B4Z08
COMMON STOCK
231112905
513
NS
2924.37
0.000504545
Long
EC
CORP
BR
N
2
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
SR UNSECURED 144A 04/50 3.577
14448CAC8
114000
PA
USD
112211.53
0.0193599863
Long
DBT
CORP
US
Y
2
2050-04-05
Fixed
3.577
N
N
N
N
N
N
CERNER CORP
549300L4UJ40IEVVI304
COMMON STOCK USD.01
156782104
396
NS
USD
27145.8
0.0046834966
Long
EC
CORP
US
N
1
N
N
N
CGDBB COMMERCIAL MORTGAGE TRUS
N/A
CGDBB 2017 BIOC E 144A
125282AN3
91354.33
PA
USD
86949.78
0.015001547
Long
ABS-O
CORP
US
Y
2
2032-07-15
Floating
2.33475
N
N
N
N
N
N
CASH MGMT BILL
254900HROIFWPRGM1V77
09/20 0.00000
9127963Z0
4000000
PA
USD
3998773.44
0.6899130493
Long
DBT
UST
US
N
2
2020-09-22
None
0.01
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
COMPANY GUAR 144A 04/26 5.5
159864AC1
7000
PA
USD
7280
0.0012560269
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.5
N
N
N
N
N
N
CASINO GUICHARD PERRACHON
N/A
EUR TERM LOAN B
938CWPII3
592000
PA
648650.23
0.1119123813
Long
LON
CORP
FR
N
2
2024-01-31
Floating
0
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
SR SECURED 04/31 2.8
161175BU7
420000
PA
USD
425469.04
0.0734066701
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8
N
N
N
N
N
N
CATHAY FINANCIAL HOLDING CO
5299009XR1QLFAMQ3X77
COMMON STOCK TWD10.0
642566905
74000
NS
104813.55
0.0180836041
Long
EC
CORP
TW
N
2
N
N
N
CD COMMERCIAL MORTGAGE TRUST
N/A
CD 2017 CD6 B
125039AJ6
22907
PA
USD
23605.76
0.0040727293
Long
ABS-O
CORP
US
N
2
2050-11-13
Floating
3.911
N
N
N
N
N
N
CHARTER COMMUNICATIONS INC A
0J0XRGZE3PBRFEZ7MV65
COMMON STOCK USD.001
16119P108
8905
NS
USD
4541906.2
0.7836203783
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
COMPANY GUAR 10/26 5.625
16411QAD3
16000
PA
USD
15920
0.0027466962
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
COMPANY GUAR 144A 07/29 5.25
150190AC0
7000
PA
USD
6335
0.0010929849
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.25
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
SR SECURED 10/25 5.25
16411QAB7
55000
PA
USD
54818.5
0.0094578998
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
549300TUVLNQQ6BVKH61
COMPANY GUAR 04/27 5.375
150190AB2
7000
PA
USD
6265
0.0010809078
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.375
N
N
N
N
N
N
CHEVRON CORP
LJOF0JWZSCIUPEC3LQ45
COMMON STOCK USD.75
166764100
73
NS
USD
6513.79
0.0011238318
Long
EC
CORP
US
N
1
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
COMMON STOCK EUR.25
BX90C0905
27370
NS
1665820.08
0.2874058829
Long
EC
CORP
ES
N
2
N
N
N
CHINA CITIC BANK CORP LTD H
300300C1030211000384
COMMON STOCK CNY1.0
B1W0JF909
19000
NS
8292.89
0.001430782
Long
EC
CORP
CN
N
2
N
N
N
CELLTRION INC
N/A
COMMON STOCK KRW1000.0
B0C5YV900
52
NS
13324.7
0.002298926
Long
EC
CORP
KR
N
2
N
N
N
CHINA EAST EDUCATION HOLDING
254900YPQ9YN14HP4W57
COMMON STOCK HKD.0001
ACI1C8JX0
4000
NS
7243.9
0.0012497985
Long
EC
CORP
KY
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
SR UNSECURED 01/25 4.75
15135BAJ0
215000
PA
USD
220110.55
0.0379759301
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75
N
N
N
N
N
N
CHINA FEIHE LTD
N/A
COMMON STOCK USD.000000025
BK0SBL906
7000
NS
14033.43
0.0024212041
Long
EC
CORP
KY
N
2
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
BONDS 05/29 3.29
ACI1FDKW6
20990000
PA
3049647.16
0.5261591843
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
COMPANY GUAR 144A 04/27 5.5
171484AG3
9000
PA
USD
8809.2
0.0015198616
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.5
N
N
N
N
N
N
CHINA LONGYUAN POWER GROUP H
5299008UYLF3O6V9T464
COMMON STOCK CNY1.0
B4Q2TX906
3000
NS
1680.7
0.0002899731
Long
EC
CORP
CN
N
2
N
N
N
CIA CERVECERIAS UNI SPON ADR
529900BJW9B0O6LI2R39
ADR
204429104
1306
NS
USD
18701.92
0.0032266641
Long
EC
CORP
CL
N
1
N
N
N
CHINA MERCHANTS BANK H
549300MKO5B60FFIHF58
COMMON STOCK CNY1.0
B1DYPZ905
18500
NS
85206.66
0.0147008045
Long
EC
CORP
CN
N
2
N
N
N
CINTAS CORP
549300QVUQTTKMTE0G41
COMMON STOCK
172908105
28
NS
USD
7458.08
0.0012867512
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
COMMON STOCK USD.001
17275R102
198
NS
USD
9234.72
0.001593277
Long
EC
CORP
US
N
1
N
N
N
CHINA MOBILE LTD
529900U2JJ7GK68NI589
COMMON STOCK
607355906
3500
NS
23649.74
0.0040803172
Long
EC
CORP
HK
N
2
N
N
N
CITIGROUP CAPITAL XIII
N/A
PREFERRED STOCK 10/40 VAR
173080201
17199
NS
USD
455773.5
0.078635134
Long
EP
CORP
US
N
1
N
N
N
CHINA NATIONAL BUILDING MA H
52990085PGF8YEPLBZ26
COMMON STOCK CNY1.0
B0Y91C906
2000
NS
2131.9
0.0003678192
Long
EC
CORP
CN
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
COMMON STOCK USD.01
172967424
32400
NS
USD
1655640
0.2856495018
Long
EC
CORP
US
N
1
N
N
N
CHINA OILFIELD SERVICES H
529900J4X53VL8QQW675
COMMON STOCK CNY1.0
656099900
42000
NS
37778.32
0.0065179376
Long
EC
CORP
CN
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
JR SUBORDINA 12/49 VAR
172967JZ5
343000
PA
USD
327246.01
0.0564601361
Long
DBT
CORP
US
N
2
2049-12-29
Fixed
5.95
N
N
N
N
N
N
CHINA RESOURCES CEMENT
529900E0EOYXYJ0GHY66
COMMON STOCK HKD.1
B41XC9906
10000
NS
12342.72
0.0021295039
Long
EC
CORP
KY
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SR UNSECURED 03/31 VAR
172967MP3
235000
PA
USD
278832.1
0.0481072277
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.412
N
N
N
N
N
N
CHINA RESOURCES PHARMACEUTIC
3003004H1KDKMJ8JD874
COMMON STOCK
BYNGG2904
31500
NS
18242.03
0.0031473187
Long
EC
CORP
HK
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SR UNSECURED 03/41 VAR
172967MM0
147000
PA
USD
199557.94
0.0344299643
Long
DBT
CORP
US
N
2
2041-03-26
Fixed
5.316
N
N
N
N
N
N
CHINA RESOURCES POWER HOLDIN
529900K60FC0AI053735
COMMON STOCK
671156909
10000
NS
11816.81
0.002038768
Long
EC
CORP
HK
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SR UNSECURED 04/25 VAR
172967MF5
270000
PA
USD
291729.44
0.0503324208
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.352
N
N
N
N
N
N
CHINA TELECOM CORP LTD H
529900JXXCCUCX634T88
COMMON STOCK CNY1.0
655933901
78000
NS
21865.01
0.0037723957
Long
EC
CORP
CN
N
2
N
N
N
CHINA TOURISM GROUP DUTY F A
N/A
COMMON STOCK CNY1.0
BP3R46905
9800
NS
214653.88
0.0370344845
Long
EC
CORP
CN
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SR UNSECURED 04/26 VAR
172967MQ1
455000
PA
USD
489386.7
0.0844344586
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.106
N
N
N
N
N
N
CHINA UNICOM HONG KONG LTD
5299006RQXYNFYPOUS20
COMMON STOCK
626383905
32000
NS
17321.53
0.0029885038
Long
EC
CORP
HK
N
2
N
N
N
CK INFRASTRUCTURE HOLDINGS L
5299005U11RQ1C27MR12
COMMON STOCK HKD1.0
BYVS6J903
18000
NS
92740.7
0.0160006612
Long
EC
CORP
BM
N
2
N
N
N
CHINA UNITED NETWORK A
N/A
COMMON STOCK CNY1.0
BP3R2X908
7600
NS
5203.66
0.0008977935
Long
EC
CORP
CN
N
2
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
SR SECURED 144A 06/25 5.875
181396AE2
27000
PA
USD
27607.5
0.0047631542
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.875
N
N
N
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
COMMON STOCK
H1467J104
8659
NS
USD
1096402.58
0.1891636169
Long
EC
CORP
CH
N
1
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
COMPANY GUAR 144A 07/27 4.875
184496AN7
8000
PA
USD
8220
0.0014182062
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.875
N
N
N
N
N
N
CHUNGHWA TELECOM CO LTD
N/A
COMMON STOCK TWD10.
628784902
38000
NS
150619.11
0.0259864909
Long
EC
CORP
TW
N
2
N
N
N
CNOOC LTD
549300XIVJCBIGMRUD48
COMMON STOCK
B00G0S903
15000
NS
16846.47
0.0029065411
Long
EC
CORP
HK
N
2
N
N
N
CLP HOLDINGS LTD
25490002BUTSMP94GO68
COMMON STOCK
609701909
13000
NS
127305.72
0.0219642045
Long
EC
CORP
HK
N
2
N
N
N
COCA COLA EUROPEAN PARTNERS
549300LTH67W4GWMRF57
COMMON STOCK EUR.01
G25839104
230
NS
USD
8684.8
0.0014983987
Long
EC
CORP
GB
N
1
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
COMMON STOCK USD.01
12572Q105
95
NS
USD
15441.3
0.0026641055
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
SR UNSECURED REGS 07/42 4.25
P3143NAQ7
200000
PA
USD
219248.67
0.037827229
Long
DBT
CORP
CL
Y
2
2042-07-17
Fixed
4.25
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMPANY GUAR 144A 07/28 7.125
203372AV9
47000
PA
USD
46887.2
0.0080895033
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
7.125
N
N
N
N
N
N
COGNIZANT TECH SOLUTIONS A
5493006IEVQEFQO40L83
COMMON STOCK USD.01
192446102
89
NS
USD
5056.98
0.0008724867
Long
EC
CORP
US
N
1
N
N
N
COMPAGNIE DE SAINT GOBAIN
NFONVGN05Z0FMN5PEC35
COMMON STOCK EUR4.0
738048909
4330
NS
155631.1
0.0268512153
Long
EC
CORP
FR
N
2
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COMPANY GUAR 144A 02/24 6
15723RAA2
9000
PA
USD
9281.25
0.0016013049
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
6
N
N
N
N
N
N
COMPASS GROUP PLC
2138008M6MH9OZ6U2T68
COMMON STOCK GBP.1105
BD6K45906
360
NS
4952.56
0.000854471
Long
EC
CORP
GB
N
2
N
N
N
COLGATE PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
COMMON STOCK USD1.0
194162103
5236
NS
USD
383589.36
0.06618112
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION SOFTWARE INC
549300B6PYHMCTDWQV29
COMMON STOCK
21037X951
16
NS
18065.88
0.0031169274
Long
EC
CORP
CA
N
2
N
N
N
COLOPLAST B
529900NN7SOJ5QG82X67
COMMON STOCK DKK1.
ACI04G724
15
NS
2325.43
0.0004012092
Long
EC
CORP
DK
N
2
N
N
N
CONSUMER DISCRETIONARY SELECT
N/A
CONSUMER DISCRETIONARY SELT
81369Y407
4940
NS
USD
630887.4
0.1088477395
Long
EC
RF
US
N
1
N
N
N
COLT MERGER SUB INC
N/A
SR SECURED 144A 07/25 5.75
12770RAA1
78000
PA
USD
78444.6
0.0135341384
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
SR SECURED 144A 07/25 6.25
28470RAH5
583000
PA
USD
579356.25
0.0999570101
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25
N
N
N
N
N
N
CORE 2019 CORE MORTGAGE TRUST
N/A
BCORE 2019 CORE F 144A
21871FAQ1
53000
PA
USD
50288.59
0.0086763491
Long
ABS-O
CORP
US
Y
2
2031-12-15
Floating
2.53475
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
SR UNSECURED 144A 07/27 8.125
28470RAK8
222000
PA
USD
214507.5
0.0370092294
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.125
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COMMON STOCK USD.005
22160K105
4786
NS
USD
1451163.06
0.2503708566
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 01/51 2.8
20030NDL2
155000
PA
USD
158950.21
0.0274238653
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.8
N
N
N
N
N
N
COUNTRY GARDEN SERVICES HOLD
N/A
COMMON STOCK USD.0001
ACI1374F7
2344
NS
10899.89
0.0018805707
Long
EC
CORP
KY
N
2
N
N
N
COMCAST CORP CLASS A
51M0QTTNCGUN7KFCFZ59
COMMON STOCK USD.01
20030N101
121650
NS
USD
4741917
0.8181284751
Long
EC
CORP
US
N
1
N
N
N
CPFL ENERGIA SA
529900GBWSBDXN8GGM28
COMMON STOCK
B031NN909
544
NS
3067.07
0.0005291652
Long
EC
CORP
BR
N
2
N
N
N
COMFORTDELGRO CORP LTD
2549005O5PVA2JCH6Q33
COMMON STOCK
660373903
76900
NS
80194.85
0.0138361111
Long
EC
CORP
SG
N
2
N
N
N
CROWDSTRIKE HOLDINGS INC A
549300YBY08K9KM4HX32
COMMON STOCK
22788C105
4177
NS
USD
418911.33
0.0722752608
Long
EC
CORP
US
N
1
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
SR UNSECURED REGS 02/27 4.75
P29595AB4
200000
PA
USD
210000
0.0362315451
Long
DBT
CORP
MX
Y
2
2027-02-23
Fixed
4.75
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
REIT USD.01
22822V101
63
NS
USD
10543.05
0.0018190047
Long
EC
CORP
US
N
1
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 CR21 A3
12592RBF5
111089.93
PA
USD
120164.34
0.0207320938
Long
ABS-O
CORP
US
N
2
2047-12-10
Fixed
3.528
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2019 521F A 144A
20048GAA4
157000
PA
USD
152302.59
0.0262769436
Long
ABS-O
CORP
US
Y
2
2034-06-15
Floating
1.08475
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 07/50 4.15
22822VAQ4
268000
PA
USD
314071.09
0.0541870518
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.15
N
N
N
N
N
N
CSL LTD
529900ECSECK5ZDQTE14
COMMON STOCK
618549901
22
NS
4361.56
0.000752505
Long
EC
CORP
AU
N
2
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
SR UNSECURED 144A 10/25 5.625
228701AF5
16000
PA
USD
14340
0.0024740969
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.625
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
COMMON STOCK USD2.5
231021106
33
NS
USD
5717.58
0.0009864608
Long
EC
CORP
US
N
1
N
N
N
CRRC CORP LTD H
30030099HATQH2XC0B72
COMMON STOCK CNY1.0
B2R2ZC908
8000
NS
3378.4
0.0005828793
Long
EC
CORP
CN
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/48 5.05
126650CZ1
172000
PA
USD
225301.53
0.038871536
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
N/A
CSAIL 2020 C19 A3
12597NAS2
309965
PA
USD
331983.92
0.0572775732
Long
ABS-O
CORP
US
N
2
2053-03-15
Fixed
2.5608
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 04/27 3.625
126650DH0
90000
PA
USD
101068.91
0.017437537
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.625
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
COMPANY GUAR 144A 12/30 4.125
126307BB2
255000
PA
USD
252768.75
0.0436104875
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.125
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 04/30 3.75
126650DJ6
175000
PA
USD
201618.6
0.0347854924
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75
N
N
N
N
N
N
DALI FOODS GROUP CO LTD
52990093PPQC644N7T38
COMMON STOCK HKD.01
BYQ979902
15500
NS
9438.94
0.0016285113
Long
EC
CORP
KY
N
2
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
COMMON STOCK USD.001
252131107
351
NS
USD
142295.4
0.0245503915
Long
EC
CORP
US
N
1
N
N
N
DANONE
969500KMUQ2B6CBAF162
COMMON STOCK EUR.25
B1Y9TB906
51536
NS
3561214.51
0.6144204963
Long
EC
CORP
FR
N
2
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
COMMON STOCK GBP.2893518
023740905
289
NS
9593.05
0.0016551001
Long
EC
CORP
GB
N
2
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
COMPANY GUAR 144A 04/27 5.25
237266AH4
7000
PA
USD
7194.46
0.0012412686
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.25
N
N
N
N
N
N
DIGITAL REALTY TRUST INC
549300HKCZ31D08NEI41
REIT USD.01
253868103
28
NS
USD
3979.08
0.0006865153
Long
EC
CORP
US
N
1
N
N
N
DATABRICKS INC.
N/A
SERIES F CONVERTIBLE
965LFP907
6607
NS
USD
437713.75
0.0755192642
Long
EP
CORP
US
Y
3
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
COMPANY GUAR 05/25 5
23918KAR9
21000
PA
USD
21472.5
0.0037046755
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
COMMON STOCK USD.875
256677105
94
NS
USD
17907.94
0.0030896778
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
COMPANY GUAR 144A 06/30 4.625
23918KAS7
370000
PA
USD
368224
0.0635301165
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.625
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
COMMON STOCK USD.01
256746108
996
NS
USD
92309.28
0.0159262278
Long
EC
CORP
US
N
1
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
COMMON STOCK
617520903
12300
NS
183989.82
0.0317439784
Long
EC
CORP
SG
N
2
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED REGS 01/25 5.5
P3579EBD8
100000
PA
USD
101150
0.0174515276
Long
DBT
NUSS
DO
Y
2
2025-01-27
Fixed
5.5
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
COMMON STOCK USD.0001
247361702
706
NS
USD
19803.3
0.0034166865
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED REGS 01/26 6.875
P3579EBK2
100000
PA
USD
104800
0.0180812663
Long
DBT
NUSS
DO
Y
2
2026-01-29
Fixed
6.875
N
N
N
N
N
N
DEUTSCHE BOERSE AG
529900G3SW56SHYNPR95
COMMON STOCK
702196908
169
NS
30546.56
0.0052702337
Long
EC
CORP
DE
N
2
N
N
N
DOUGLAS DYNAMICS HOLDINGS INC
N/A
2020 ADD TERM LOAN B
25960EAK0
40749.83
PA
USD
39832.96
0.0068724271
Long
LON
CORP
US
N
2
2026-06-05
Floating
0
N
N
N
N
N
N
DEUTSCHE POST AG REG
8ER8GIG7CSMVD8VUFE78
COMMON STOCK
461785909
647
NS
23602.33
0.0040721375
Long
EC
CORP
DE
N
2
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
SR UNSECURED 05/26 3.625
260543CX9
184000
PA
USD
202614.17
0.0349572593
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.625
N
N
N
N
N
N
DEUTSCHE TELEKOM AG REG
549300V9QSIG4WX4GJ96
COMMON STOCK
584235907
157709
NS
2638061.48
0.4551478265
Long
EC
CORP
DE
N
2
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
SR UNSECURED REGS 07/37 6.85
B1Z7R6II3
100000
PA
USD
121500
0.0209625368
Long
DBT
CORP
AE
Y
2
2037-07-02
Fixed
6.85
N
N
N
N
N
N
EDF
549300X3UK4GG3FNMO06
COMMON STOCK EUR.5
B0NJJ1901
773
NS
7118.49
0.0012281614
Long
EC
CORP
FR
N
2
N
N
N
DR HORTON INC
529900ZIUEYVSB8QDD25
COMMON STOCK USD.01
23331A109
72544
NS
USD
4022564.8
0.6940178004
Long
EC
CORP
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORP
YA13X31F3V31L8TMPR58
COMMON STOCK USD1.0
28176E108
7951
NS
USD
549493.61
0.0948047739
Long
EC
CORP
US
N
1
N
N
N
EIFFAGE
969500OQXKE5WDM9M994
COMMON STOCK EUR4.0
B13X01900
2097
NS
191470.01
0.0330345443
Long
EC
CORP
FR
N
2
N
N
N
DSV PANALPINA A/S
529900X41C0BSLK67H70
COMMON STOCK DKK1.0
B1WT5G909
1898
NS
231547.92
0.0399492329
Long
EC
CORP
DK
N
2
N
N
N
EAST JAPAN RAILWAY CO
353800SENYJ2DSM6PS44
COMMON STOCK
629854902
18453
NS
1278789.47
0.22063104
Long
EC
CORP
JP
N
2
N
N
N
EISAI CO LTD
353800HDEE0ZYEX4QV91
COMMON STOCK
630720001
100
NS
7926.57
0.0013675804
Long
EC
CORP
JP
N
2
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
COMMON STOCK USD.01
G29183103
175
NS
USD
15309
0.0026412796
Long
EC
CORP
IE
N
1
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
SR UNSECURED 08/21 4.662
28414HAF0
7000
PA
USD
7140
0.0012318725
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
4.662
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
SR UNSECURED 08/23 5.022
28414HAE3
11000
PA
USD
11550
0.001992735
Long
DBT
CORP
US
N
2
2023-08-28
Fixed
5.022
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
COMMON STOCK USD.001
278642103
3107
NS
USD
162962.15
0.02811605
Long
EC
CORP
US
N
1
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
COMMON STOCK USD.01
285512109
59
NS
USD
7790.95
0.0013441817
Long
EC
CORP
US
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
SR UNSECURED 04/30 6.875
279158AN9
138000
PA
USD
158161.8
0.02728784
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.875
N
N
N
N
N
N
ELI LILLY + CO
FRDRIPF3EKNDJ2CQJL29
COMMON STOCK
532457108
204
NS
USD
33492.72
0.0057785381
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 03/25 4.05
29273RBD0
115000
PA
USD
122030.19
0.0210540111
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05
N
N
N
N
N
N
FERGUSON PLC
213800DU1LGY3R2S2X42
COMMON STOCK GBP.1
BJVNSS903
3195
NS
261366.84
0.045093926
Long
EC
CORP
JE
N
2
N
N
N
ENGIE
LAXUQCHT4FH58LRZDY46
COMMON STOCK EUR1.0
B0C2CQ902
581
NS
7171.47
0.0012373021
Long
EC
CORP
FR
N
2
N
N
N
ELLAKTOR VALUE PLC
213800GIKEWMKWHBOI27
COMPANY GUAR 144A 12/24 6.375
ACI1H9SM7
420000
PA
395077.72
0.0681632202
Long
DBT
CORP
GB
Y
2
2024-12-15
Fixed
6.375
N
N
N
N
N
N
FORMOSA CHEMICALS + FIBRE
254900OJX8UZOAIVSU82
COMMON STOCK TWD10.0
634871909
33000
NS
84446.27
0.0145696135
Long
EC
CORP
TW
N
2
N
N
N
FORMOSA PETROCHEMICAL CORP
529900UWWAOQ8470E792
COMMON STOCK TWD10.0
671871903
18000
NS
53876.28
0.0092953375
Long
EC
CORP
TW
N
2
N
N
N
FIAT CHRYSLER AUTOMOBILES NV
549300LKT9PW7ZIBDF31
COMMON STOCK EUR.01
ACI09N1H7
1741
NS
17464.27
0.0030131309
Long
EC
CORP
NL
N
2
N
N
N
FORMOSA PLASTICS CORP
254900KM6G17UTG1QN82
COMMON STOCK TWD10.0
634854905
29000
NS
85905.46
0.0148213693
Long
EC
CORP
TW
N
2
N
N
N
FIELDWOOD
N/A
COMMON EQUITY
940AAA909
1094
NS
USD
54.7
0.0000094375
Long
EC
CORP
US
N
1
N
N
N
ENGIE BRASIL ENERGIA SA
52990057Q0EK2Q9YBC07
COMMON STOCK
ACI0NT451
1502
NS
11625.23
0.0020057145
Long
EC
CORP
BR
N
2
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
COMMON STOCK USD.001
34959E109
2983
NS
USD
409476.41
0.070647443
Long
EC
CORP
US
N
1
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
COMMON STOCK USD.5
291011104
38021
NS
USD
2358442.63
0.4069048599
Long
EC
CORP
US
N
1
N
N
N
FIELDWOOD ENERGY INC
549300KTQCELOBO6BF21
COMMON STOCK
31660T102
4052
NS
USD
202.6
0.0000349548
Long
EC
CORP
US
N
1
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
COMMON STOCK USD.01
34959J108
33589
NS
USD
2272631.74
0.3920998069
Long
EC
CORP
US
N
1
N
N
N
FORTUM OYJ
635400IUIZZIUJSAMF76
COMMON STOCK EUR3.4
557955903
1131
NS
21456.56
0.0037019253
Long
EC
CORP
FI
N
2
N
N
N
FIELDWOOD ENERGY LLC
N/A
FIRST LIEN
31659HAQ4
130182
PA
USD
23650.16
0.0040803897
Long
LON
CORP
US
N
2
2022-04-11
Floating
0
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
COMMON STOCK
29250N956
83462
NS
2537795.64
0.4378488441
Long
EC
CORP
CA
N
2
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
COMPANY GUAR 144A 11/25 3.8
26884TAP7
172000
PA
USD
181976.3
0.0313965835
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
3.8
N
N
N
N
N
N
FORTUNE BRANDS HOME + SECURI
54930032LHW54PQUJD44
COMMON STOCK USD.01
34964C106
3398
NS
USD
217234.14
0.0374796597
Long
EC
CORP
US
N
1
N
N
N
FIELDWOOD ENERGY LLC
N/A
SECOND LIEN
31659HAN1
175746.49
PA
USD
1054.48
0.0001819307
Long
LON
CORP
US
N
2
2023-04-11
Floating
0
N
N
N
N
N
N
FREEPORT MCMORAN INC
549300IRDTHJQ1PVET45
COMMON STOCK USD.1
35671D857
24038
NS
USD
278119.66
0.0479843096
Long
EC
CORP
US
N
1
N
N
N
FINANCIAL SELECT SECTOR SPDR F
N/A
FINANCIAL SELECT SECTOR SPDR
81369Y605
23899
NS
USD
553022.86
0.0954136796
Long
EC
RF
US
N
1
N
N
N
FREEPORT MCMORAN INC
549300IRDTHJQ1PVET45
COMPANY GUAR 09/27 5
35671DCC7
34000
PA
USD
34159.38
0.0058935577
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
COMMON STOCK
335934956
33553
NS
267415.63
0.0461375308
Long
EC
CORP
CA
N
2
N
N
N
FUBON FINANCIAL HOLDING CO
549300G7Y2TS2XNIB476
COMMON STOCK TWD10.
641167903
80000
NS
118792.48
0.0204954052
Long
EC
CORP
TW
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
SR UNSECURED 06/30 2.65
337738BC1
160000
PA
USD
169531.2
0.0292494158
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65
N
N
N
N
N
N
FUJIFILM HOLDINGS CORP
529900UBKMFM0ST6H474
COMMON STOCK
635652001
300
NS
12836.61
0.0022147153
Long
EC
CORP
JP
N
2
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
SR UNSECURED 144A 01/26 5.5
29260FAD2
7000
PA
USD
6702.5
0.0011563901
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
5.5
N
N
N
N
N
N
FUJITSU LTD
3538000246DHJLRTUZ24
COMMON STOCK
635694003
100
NS
11705.41
0.0020195481
Long
EC
CORP
JP
N
2
N
N
N
FLEETCOR TECHNOLOGIES INC
549300DG6RR0NQSFLN74
COMMON STOCK USD.001
339041105
8160
NS
USD
2052484.8
0.3541175984
Long
EC
CORP
US
N
1
N
N
N
ERICSSON LM B SHS
549300W9JLPW15XIFM52
COMMON STOCK SEK5.0
595937905
689
NS
6362.53
0.0010977347
Long
EC
CORP
SE
N
2
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
COMMON STOCK USD.06
369604103
2112
NS
USD
14424.96
0.0024887552
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 05/50 4.35
369604BY8
70000
PA
USD
69230.31
0.0119443862
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
COMPANY GUAR 144A 03/23 5.125
30251GAY3
7000
PA
USD
7192.5
0.0012409304
Long
DBT
CORP
AU
Y
2
2023-03-15
Fixed
5.125
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
SR UNSECURED 04/30 2.875
370334CL6
288000
PA
USD
313569.12
0.0541004463
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.875
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
COMPANY GUAR 144A 05/25 5.25
26907YAA2
18000
PA
USD
17280
0.0029813386
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.25
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
COMPANY GUAR 144A 05/22 4.75
30251GAU1
10000
PA
USD
10192.7
0.0017585584
Long
DBT
CORP
AU
Y
2
2022-05-15
Fixed
4.75
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 10/27 6.8
37045VAU4
81000
PA
USD
94386.06
0.0162845371
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.8
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
SR UNSECURED 144A 01/28 5.75
29260FAE0
14000
PA
USD
13440
0.0023188189
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75
N
N
N
N
N
N
ESSILORLUXOTTICA
549300M3VH1A3ER1TB49
COMMON STOCK EUR.18
721247906
11277
NS
1445365.64
0.249370621
Long
EC
CORP
FR
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 03/23 5.2
37045XCW4
115000
PA
USD
122902.36
0.0212044876
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.2
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
COMPANY GUAR 144A 05/24 5.125
30251GAW7
11000
PA
USD
11330
0.0019547781
Long
DBT
CORP
AU
Y
2
2024-05-15
Fixed
5.125
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 06/30 3.6
37045XCY0
214000
PA
USD
208278.56
0.0359345431
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.6
N
N
N
N
N
N
GENMAB A/S
529900MTJPDPE4MHJ122
COMMON STOCK DKK1.0
459573903
357
NS
119424.1
0.0206043794
Long
EC
CORP
DK
N
2
N
N
N
ENDESA SA
549300LHK07F2CHV4X31
COMMON STOCK EUR1.2
527178909
168
NS
4134.87
0.0007133939
Long
EC
CORP
ES
N
2
N
N
N
GEORGIA PACIFIC LLC
L2EVHWFHVAQK72TMH265
SR UNSECURED 144A 04/27 2.1
37331NAL5
105000
PA
USD
109041.01
0.0188129727
Long
DBT
CORP
US
Y
2
2027-04-30
Fixed
2.1
N
N
N
N
N
N
FNMA TBA 30 YR 2.5
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F022675
11240458
PA
USD
11719933.22
2.0220537588
Long
ABS-MBS
USGSE
US
N
2
2050-07-14
Fixed
2.5
N
N
N
N
N
N
GEORGIA PACIFIC LLC
L2EVHWFHVAQK72TMH265
SR UNSECURED 144A 04/30 2.3
37331NAK7
465000
PA
USD
484398.01
0.0835737541
Long
DBT
CORP
US
Y
2
2030-04-30
Fixed
2.3
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
COMMON STOCK USD.001
375558103
22132
NS
USD
1702836.08
0.2937922966
Long
EC
CORP
US
N
1
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
COMMON STOCK EUR1.
714456902
583204
NS
5024401.57
0.8668658677
Long
EC
CORP
IT
N
2
N
N
N
EVONIK INDUSTRIES AG
41GUOJQTALQHLF39XJ34
COMMON STOCK
ACI0559Y5
188
NS
4762.64
0.0008217038
Long
EC
CORP
DE
N
2
N
N
N
FOMENTO ECONOMICO MEXICA UBD
549300A8MDWDJNMLV153
UNIT
224205906
988
NS
6132.74
0.0010580888
Long
EC
CORP
MX
N
2
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
COMMON STOCK GBP.25
092528900
720
NS
14588.6
0.0025169882
Long
EC
CORP
GB
N
2
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
COMPANY GUAR 144A 03/28 5
346232AE1
273000
PA
USD
267540
0.0461589885
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5
N
N
N
N
N
N
GLENCORE PLC
2138002658CPO9NBH955
COMMON STOCK USD.01
B4T3BW902
4304
NS
9110.07
0.001571771
Long
EC
CORP
JE
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 02/30 2.6
38141GXG4
172000
PA
USD
180358.42
0.0311174487
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.6
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
COMMON STOCK
37940X102
9471
NS
USD
1606471.02
0.2771663203
Long
EC
CORP
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
COMPANY GUAR 144A 06/28 4.75
29272WAC3
54000
PA
USD
52972.38
0.0091393866
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75
N
N
N
N
N
N
EXPERIAN PLC
635400RXXHHYT1JTSZ26
COMMON STOCK USD.1
B19NLV907
199
NS
6940.95
0.0011975302
Long
EC
CORP
JE
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 04/25 3.5
38141GXJ8
955000
PA
USD
1047164.76
0.1806685584
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.5
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
SR UNSECURED 05/30 2.9
37940XAD4
175000
PA
USD
183637.07
0.031683118
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9
N
N
N
N
N
N
GLODON CO LTD A
N/A
COMMON STOCK CNY1.0
BD5CK0908
17000
NS
167641.05
0.028923306
Long
EC
CORP
CN
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 06/23 VAR
38141GWJ9
369000
PA
USD
382517.82
0.065996246
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.908
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
2549005PXW31DRW8EC44
COMPANY GUAR 01/31 4
361841AQ2
195000
PA
USD
193586.25
0.0333996617
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4
N
N
N
N
N
N
GUANGZHOU BAIYUNSHAN PHAR A
529900ROARJHMUIME057
COMMON STOCK CNY1.0
BP3R4Q901
200
NS
917.21
0.0001582473
Long
EC
CORP
CN
N
2
N
N
N
GMAC CAPITAL TRUST I
N/A
PREFERRED STOCK 02/40 VAR
361860208
18893
NS
USD
423581.06
0.0730809347
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 10/45 4.75
38141GVS0
40000
PA
USD
52245.78
0.0090140254
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
4.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
JR SUBORDINA 12/49 VAR
38148BAB4
392000
PA
USD
359346.4
0.0619984538
Long
DBT
CORP
US
N
2
2049-12-31
Floating
4.36963
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
COMMON STOCK
30231G102
2515
NS
USD
112470.8
0.0194047184
Long
EC
CORP
US
N
1
N
N
N
GOODMAN GROUP
549300WSRCZY73ZG3090
REIT
B03FYZ909
482
NS
4960.63
0.0008558633
Long
EC
CORP
AU
N
1
N
N
N
GUARDANT HEALTH INC
N/A
COMMON STOCK USD.00001
40131M109
3367
NS
USD
273164.71
0.0471294263
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 02/24 3.625
38141GXE9
430000
PA
USD
467562.35
0.080669078
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.625
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
COMPANY GUAR 09/30 3.5
404119CA5
520000
PA
USD
500849.42
0.0864121351
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.5
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRCE 2014 GRCE B 144A
38406HAE2
100000
PA
USD
100155.02
0.0172798625
Long
ABS-O
CORP
US
Y
2
2028-06-10
Fixed
3.52
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
SR SECURED 06/49 5.25
404119BZ1
115000
PA
USD
137777.49
0.0237709112
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25
N
N
N
N
N
N
HD SUPPLY INC
549300G8FYZDYZMZED76
COMPANY GUAR 144A 10/26 5.375
40415RAS4
11000
PA
USD
11233.75
0.001938172
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.375
N
N
N
N
N
N
GRAND ROUNDS INC
N/A
SERIES C CONV PFD
962SSX904
121323
NS
USD
450108.33
0.0776577156
Long
EP
CORP
US
Y
3
N
N
N
HDFC ASSET MANAGEMENT CO LTD
3358002FLK8AK8WSEP31
COMMON STOCK INR5.0
ACI145JB3
127
NS
4184.25
0.0007219135
Long
EC
CORP
IN
N
2
N
N
N
GUOTAI JUNAN SECURITIES CO H
300300E1005431000017
COMMON STOCK CNY1.0
BD4H6R905
1600
NS
2228.28
0.0003844477
Long
EC
CORP
CN
N
2
N
N
N
GRAND ROUNDS, INC OPERATING
N/A
SERIES D PREFERRED
933CYT907
76520
NS
USD
280828.4
0.0484516517
Long
EP
CORP
US
Y
3
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
SR UNSECURED 04/51 3.452
30231GBM3
195000
PA
USD
215948.93
0.037257921
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.452
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
H+E EQUIPMENT SERVICES
N/A
COMPANY GUAR 09/25 5.625
404030AH1
13000
PA
USD
13127.27
0.0022648632
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.625
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
SR UNSECURED 144A REGS 04/27 2
ACI1LSSZ1
1200000
PA
1441912.83
0.2487749037
Long
DBT
NUSS
GR
Y
2
2027-04-22
Fixed
2
N
N
N
N
N
N
HAIDILAO INTERNATIONAL HOLDI
N/A
COMMON STOCK USD.000005
BGN971901
21000
NS
89294.12
0.0154060188
Long
EC
CORP
KY
N
2
N
N
N
GREAT WST PTRLM/GRT FNCE
549300SI11E2L0GH4T34
SR UNSECURED 144A 09/21 9
39143GAA8
92000
PA
USD
55200
0.0095237204
Long
DBT
CORP
US
Y
2
2021-09-30
Fixed
9
N
N
N
N
N
N
HENKEL AG + CO KGAA
549300VZCL1HTH4O4Y49
COMMON STOCK
500246905
262
NS
21773.72
0.0037566453
Long
EC
CORP
DE
N
2
N
N
N
HENNES + MAURITZ AB B SHS
529900O5RR7R39FRDM42
COMMON STOCK
568743900
873
NS
12623.3
0.0021779127
Long
EC
CORP
SE
N
2
N
N
N
GREE ELECTRIC APPLIANCES I A
N/A
COMMON STOCK CNY1.0
BD5CPN903
13000
NS
104510.12
0.018031253
Long
EC
CORP
CN
N
2
N
N
N
HERSHEY CO/THE
21X2CX66SU2BR6QTAD08
COMMON STOCK USD1.0
427866108
41
NS
USD
5314.42
0.0009169031
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
COMMON STOCK EUR.25
BYY3DX906
86
NS
2608.79
0.0004500976
Long
EC
CORP
ES
N
2
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
COMMON STOCK USD1.0
42809H107
12071
NS
USD
625398.51
0.1079007349
Long
EC
CORP
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE
549300BX44RGX6ANDV88
COMMON STOCK USD.01
42824C109
1891
NS
USD
18399.43
0.0031744751
Long
EC
CORP
US
N
1
N
N
N
GRUPO BIMBO SAB SERIES A
5493000RIXURZEBFEV60
COMMON STOCK
239247901
5713
NS
9584.43
0.0016536129
Long
EC
CORP
MX
N
2
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
COMPANY GUAR 05/26 5.125
432833AD3
21000
PA
USD
20908.23
0.0036073213
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.125
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
549300406TN7EY0NPH20
COMPANY GUAR 04/25 4.625
432891AH2
12000
PA
USD
11732.52
0.0020242254
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.625
N
N
N
N
N
N
GUANGDONG MARUBI BIOTECHNO A
N/A
COMMON STOCK CNY1.0
BK71D1900
8152
NS
99598.33
0.0171838161
Long
EC
CORP
CN
N
2
N
N
N
HILTON WORLDWIDE FIN LLC
549300406TN7EY0NPH20
COMPANY GUAR 04/27 4.875
432891AK5
8000
PA
USD
7810
0.0013474684
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.875
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC
N/A
2019 TERM LOAN B
43289DAH6
491275.12
PA
USD
462938.37
0.0798712974
Long
LON
CORP
US
N
2
2026-06-22
Floating
0
N
N
N
N
N
N
HAIER SMART HOME CO LTD A
3003002BYTNGNJTWSH07
COMMON STOCK CNY1.0
BP3R3G904
45469
NS
114352.18
0.0197293151
Long
EC
CORP
CN
N
2
N
N
N
GUANGZHOU AUTOMOBILE GROUP A
5299005KY9BJO3ZE6A37
COMMON STOCK CNY1.0
BP3R47903
39640
NS
50644.12
0.0087376891
Long
EC
CORP
CN
N
2
N
N
N
FACEBOOK INC CLASS A
BQ4BKCS1HXDV9HN80Z93
COMMON STOCK USD.000006
30303M102
14097
NS
USD
3201005.79
0.5522732654
Long
EC
CORP
US
N
1
N
N
N
HINDUSTAN UNILEVER LTD
5493007IW5N37IKRPM32
COMMON STOCK INR1.0
626167902
2272
NS
65580.84
0.0113147389
Long
EC
CORP
IN
N
2
N
N
N
GUANGZHOU AUTOMOBILE GROUP H
5299005KY9BJO3ZE6A37
COMMON STOCK CNY1.0
B43399904
90000
NS
64987.43
0.0112123572
Long
EC
CORP
CN
N
2
N
N
N
HITACHI LTD
549300T6IPOCDWLKC615
COMMON STOCK
642910004
300
NS
9470.83
0.0016340134
Long
EC
CORP
JP
N
2
N
N
N
FAIRFAX FINANCIAL HLDGS LTD
GLS7OQD0WOEDI8YAP031
COMMON STOCK
303901953
64
NS
19772.78
0.0034114208
Long
EC
CORP
CA
N
2
N
N
N
GUANGZHOU BAIYUN INTERNATI A
300300HCH80SKW83W383
COMMON STOCK CNY1.0
BP3RBS909
49900
NS
107586.05
0.0185619468
Long
EC
CORP
CN
N
2
N
N
N
HAITONG SECURITIES CO LTD H
300300E1003931000068
COMMON STOCK CNY1.0
B71SXC900
4800
NS
3881.27
0.00066964
Long
EC
CORP
CN
N
2
N
N
N
HKT TRUST AND HKT LTD SS
N/A
STAPLED SECURITY HKD.0005
B4TXDZ907
86000
NS
126410.38
0.0218097304
Long
EC
CORP
NA
N
2
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
SR UNSECURED 05/50 2.95
459200KL4
100000
PA
USD
102608.42
0.0177031505
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
COMMON STOCK USD.05
437076102
12544
NS
USD
3142397.44
0.5421614984
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
SR UNSECURED 04/40 3.3
437076CC4
256000
PA
USD
287382.38
0.0495824175
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.3
N
N
N
N
N
N
HAN S LASER TECHNOLOGY IN A
300300MZXZR87BGKOZ23
COMMON STOCK CNY1.0
BD5CKS907
19499
NS
99191.03
0.0171135442
Long
EC
CORP
CN
N
2
N
N
N
FAMILYMART CO LTD
529900GD7JL8DBCSE791
COMMON STOCK
633127006
700
NS
12012.67
0.00207256
Long
EC
CORP
JP
N
2
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
COMPANY GUAR 05/27 8.375
45174HBD8
117060
PA
USD
107270.27
0.0185074649
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375
N
N
N
N
N
N
HON HAI PRECISION INDUSTRY
30030004CM3GSZXX7O56
COMMON STOCK TWD10.
643856909
40080
NS
116984.68
0.0201835034
Long
EC
CORP
TW
N
2
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
SR UNSECURED 144A 03/25 5.375
44267DAB3
14000
PA
USD
13028.4
0.0022478051
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.375
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
SR SECURED 05/26 6.375
45174HBC0
388305
PA
USD
384421.95
0.0663247678
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
HOYA CORP
353800X4VR3BHEUCJB42
COMMON STOCK
644150005
18120
NS
1735261.31
0.2993866593
Long
EC
CORP
JP
N
2
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
SR SECURED 144A 01/28 4.75
45174HBG1
57000
PA
USD
52582.5
0.0090721201
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75
N
N
N
N
N
N
HANA FINANCIAL GROUP
N/A
COMMON STOCK KRW5000.
B0RNRF908
143
NS
3255.1
0.0005616062
Long
EC
CORP
KR
N
2
N
N
N
FEDEX CORP
549300E707U7WNPZN687
COMMON STOCK USD.1
31428X106
95
NS
USD
13320.9
0.0022982704
Long
EC
CORP
US
N
1
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
COMMON STOCK USD.01
40434L105
1252
NS
USD
21822.36
0.0037650372
Long
EC
CORP
US
N
1
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
SR SECURED 144A 08/27 5.25
45174HBE6
68000
PA
USD
65110
0.0112335043
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
JR SUBORDINA 12/49 VAR
404280AS8
705000
PA
USD
711168.75
0.1226987746
Long
DBT
CORP
GB
N
2
2049-12-29
Fixed
6.375
N
N
N
N
Y
HSBC Holdings plc
HSBC Holdings plc ORD USD0.50
GBP
XXXX
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
COMMON STOCK USD.01
452327109
303
NS
USD
112216.05
0.0193607661
Long
EC
CORP
US
N
1
N
N
N
HUAZHU GROUP LTD ADR
549300Y5ML31FVN83730
ADR
44332N106
4672
NS
USD
163753.6
0.0282525998
Long
EC
CORP
KY
N
1
N
N
N
INCYTE CORP
549300Z4WN6JVZ3T4680
COMMON STOCK USD.001
45337C102
85
NS
USD
8837.45
0.0015247356
Long
EC
CORP
US
N
1
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
COMPANY GUAR 06/21 7.625
444454AA0
64000
PA
USD
65920
0.0113732545
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.625
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
COMPANY GUAR 144A 05/24 4.625
410345AJ1
13000
PA
USD
12935
0.0022316906
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
4.625
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
COMPANY GUAR 144A 06/30 3.25
314890AB0
200000
PA
USD
204900.06
0.0353516465
Long
DBT
CORP
GB
Y
2
2030-06-02
Fixed
3.25
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
COMMON STOCK USD.166
444859102
300
NS
USD
116325
0.020069688
Long
EC
CORP
US
N
1
N
N
N
HANG LUNG PROPERTIES LTD
529900CIVTNMXQT59E61
COMMON STOCK
603050006
86000
NS
203876.01
0.035174966
Long
EC
CORP
HK
N
2
N
N
N
IND + COMM BK OF CHINA H
5493002ERZU2K9PZDL40
COMMON STOCK CNY1.0
B1G1QD902
125000
NS
75712.71
0.0130628022
Long
EC
CORP
CN
N
2
N
N
N
HUNDSUN TECHNOLOGIES INC A
3003003LS77D1DRDDE25
COMMON STOCK CNY1.0
BP3R6B902
12138
NS
184997.96
0.031917914
Long
EC
CORP
CN
N
2
N
N
N
HYSAN DEVELOPMENT CO
5299007BABFLKIH9HL03
COMMON STOCK
644962003
20000
NS
64484.51
0.0111255878
Long
EC
CORP
HK
N
2
N
N
N
INTESA SANPAOLO
2W8N8UU78PMDQKZENC08
COMMON STOCK NPV
407683002
281528
NS
537819.96
0.0927907055
Long
EC
CORP
IT
N
2
N
N
N
HYUNDAI MOBIS CO LTD
988400HJA9E0ZVDHRS65
COMMON STOCK KRW5000.
644954000
50
NS
7977.55
0.001376376
Long
EC
CORP
KR
N
2
N
N
N
INDUSTRIAL SELECT SECTOR SPDR
N/A
INDUSTRIAL SELECT SECT SPDR
81369Y704
13942
NS
USD
957815.4
0.165253009
Long
EC
RF
US
N
1
N
N
N
HANGZHOU HIKVISION DIGITAL A
3003000T24CMHQ382Y71
COMMON STOCK CNY1.0
BD5CPQ906
59950
NS
258588.17
0.0446145188
Long
EC
CORP
CN
N
2
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
SR UNSECURED 05/30 1.95
459200KJ9
276000
PA
USD
282304.87
0.0487063887
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
COMMON STOCK EUR.01
BZ5739900
131901
NS
916293.57
0.1580891992
Long
EC
CORP
NL
N
2
N
N
N
INTL FLAVORS + FRAGRANCES
BZLRL03D3GPGMOGFO832
COMMON STOCK USD.125
459506101
22571
NS
USD
2764044.66
0.4768838516
Long
EC
CORP
US
N
1
N
N
N
HANGZHOU ROBAM APPLIANCES A
N/A
COMMON STOCK CNY1.0
BD5CGX901
24900
NS
109994.22
0.0189774312
Long
EC
CORP
CN
N
2
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
SR UNSECURED 05/40 2.85
459200KK6
155000
PA
USD
161400.79
0.0278466667
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.85
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
SR UNSECURED 10/23 4.1
456837AK9
590000
PA
USD
646461.81
0.1115348107
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.1
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
HANGZHOU TIGERMED CONSULTI A
N/A
COMMON STOCK CNY1.0
BD5CCK903
9999
NS
144132.51
0.0248673502
Long
EC
CORP
CN
N
2
N
N
N
INNER MONGOLIA YILI INDUS A
3003002Q2A863JPQFH06
COMMON STOCK CNY1.0
BP3R2V902
18399
NS
80670.21
0.0139181255
Long
EC
CORP
CN
N
2
N
N
N
INTOUCH HOLDINGS PCL F
529900UDPDZWDBCCDO79
FOREIGN SH. THB1.0 A
ACI085M01
73500
NS
133766.08
0.0230788179
Long
EC
CORP
TH
N
2
N
N
N
INSPUR ELECTRONIC INFORMAT A
3003002K6ZLEBRGRI729
COMMON STOCK CNY1.0
BD5CLB903
13600
NS
75411.16
0.0130107755
Long
EC
CORP
CN
N
2
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
COMMON STOCK USD.01
40412C101
19145
NS
USD
1858213.7
0.3205997787
Long
EC
CORP
US
N
1
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
COMMON STOCK USD.001
45784P101
434
NS
USD
84308.84
0.0145459026
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
COMMON STOCK USD.001
458140100
2083
NS
USD
124625.89
0.0215018503
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
COMPANY GUAR 09/26 5.375
404121AH8
34000
PA
USD
37017.5
0.0063866725
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE IN
5493000F4ZO33MV32P92
COMMON STOCK USD.01
45866F104
240
NS
USD
21984
0.0037929252
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
COMMON STOCK USD.01
461202103
2045
NS
USD
605708.55
0.1045036032
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
COMMON STOCK USD.001
46120E602
1188
NS
USD
676958.04
0.1167963608
Long
EC
CORP
US
N
1
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
INVESCO QQQ TRUST SERIES 1
46090E103
3536
NS
USD
875513.6
0.1510533834
Long
EC
RF
US
N
1
N
N
N
IOVANCE BIOTHERAPEUTICS INC
549300220Z2GHH33XL82
COMMON STOCK USD.000041666
462260100
2291
NS
USD
62887.95
0.0108501314
Long
EC
CORP
US
N
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
COMMON STOCK USD.01
46266C105
90
NS
USD
12769.2
0.002203085
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
COMPANY GUAR 144A 07/30 5.25
46284VAJ0
280000
PA
USD
275800
0.0475840959
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.25
N
N
N
N
N
N
ISHARES CHINA LARGE CAP ETF
5493001YVWPO25CNKN94
ISHARES CHINA LARGE CAP ETF
464287184
13033
NS
USD
517410.1
0.0892693685
Long
EC
RF
US
N
1
N
N
N
ISHARES IBOXX INVESTMENT GRA
N/A
ISHARES IBOXX INVESTMENT GRA
464287242
4243
NS
USD
570683.5
0.0984606904
Long
EC
RF
US
N
1
N
N
N
ISHARES IBOXX HIGH YIELD CORPO
N/A
ISHARES IBOXX HIGH YLD CORP
464288513
49175
NS
USD
4013663.5
0.6924820487
Long
EC
RF
US
N
1
N
N
N
ISHARES MSCI EMERGING MARKETS
N/A
ISHARES MSCI EMERGING MARKET
464287234
2060
NS
USD
82379.4
0.014213014
Long
EC
RF
US
N
1
N
N
N
ISHARES NASDAQ BIOTECHNOLOGY E
N/A
ISHARES NASDAQ BIOTECHNOLOGY
464287556
793
NS
USD
108395.17
0.0187015452
Long
EC
RF
US
N
1
N
N
N
ISHARES RUSSELL 2000 ETF
549300O80OAR5VTWR172
ISHARES RUSSELL 2000 ETF
464287655
6554
NS
USD
938401.72
0.1619035441
Long
EC
RF
US
N
1
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1024659.88
PA
USD
-3959.77
-0.0006831837
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
914000
EUR
110524170
JPY
2020-09-17
-3959.77
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
871208.75
PA
USD
-6068.99
-0.0010470899
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
877277.74
USD
774359
EUR
2020-09-04
-6068.99
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
570257.49
PA
USD
16684.03
0.0028785152
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
553573.46
USD
507187
EUR
2020-08-06
16684.03
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1255822.29
PA
USD
-8673.72
-0.001496487
N/A
DFE
US
N
N/A
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
1264496.01
USD
135515000
JPY
2020-08-20
-8673.72
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
964110.21
PA
USD
-12740.84
-0.002198192
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
868000
EUR
777724.27
GBP
2020-09-17
-12740.84
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
849677.48
PA
USD
-9107.33
-0.0015712983
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
858784.81
USD
8176000
NOK
2020-09-18
-9107.33
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1181912
PA
USD
-28659.06
-0.0049445811
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
127501357
JPY
1670714
AUD
2020-09-10
-28659.06
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
878559.92
PA
USD
-12696.43
-0.0021905299
N/A
DFE
US
N
N/A
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
94786336
JPY
865863.49
USD
2020-09-04
-12696.43
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1434821.82
PA
USD
-26973.45
-0.0046537608
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
2117684
AUD
154765979
JPY
2020-09-17
-26973.45
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2863818.36
PA
USD
-128582.38
-0.0221844681
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
2661792.46
EUR
309109992
JPY
2020-07-31
-128582.38
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
878101.34
PA
USD
-10466.9
-0.0018058665
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
94727114
JPY
867634.44
USD
2020-09-10
-10466.9
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2901722.85
PA
USD
85278.75
0.0147132423
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
2816444.1
USD
2580000
EUR
2020-08-20
85278.75
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1168109.04
PA
USD
-15748.33
-0.0027170778
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
88915000
INR
1152360.71
USD
2020-09-24
-15748.33
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1438843.62
PA
USD
-16954.96
-0.002925259
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1455798.58
USD
155181155
JPY
2020-09-24
-16954.96
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
262871.77
PA
USD
4672.27
0.0008061122
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
258199.5
USD
1128590
MYR
2020-08-21
4672.27
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
588029.5
PA
USD
-1348.31
-0.0002326255
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
44701000
INR
586681.19
USD
2020-09-11
-1348.31
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1417907.89
PA
USD
3602.09
0.0006214728
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
24832500
ZAR
1421509.98
USD
2020-10-01
3602.09
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1078148.48
PA
USD
-17622.91
-0.0030405012
N/A
DFE
US
N
N/A
STATE STREET BANK LONDON
571474TGEMMWANRLN572
7641000
CNY
1060525.57
USD
2020-08-07
-17622.91
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
701942.07
PA
USD
-1697.95
-0.0002929493
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
6755136
NOK
700244.12
USD
2020-08-20
-1697.95
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1293585.45
PA
USD
-3735.06
-0.0006444143
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
1297320.51
USD
139590000
JPY
2020-08-20
-3735.06
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
460213.67
PA
USD
-683.07
-0.0001178509
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
4428864
NOK
459530.6
USD
2020-08-20
-683.07
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1462875.66
PA
USD
20537.59
0.0035433744
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
1442338.07
USD
1986000
CAD
2020-07-02
20537.59
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
173181.65
PA
USD
-422.01
-0.0000728099
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1666436
NOK
172759.64
USD
2020-09-18
-422.01
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
858483.51
PA
USD
-4867.51
-0.0008397972
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
863351.02
USD
762944
EUR
2020-09-10
-4867.51
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
107519.42
PA
USD
4901.09
0.0008455908
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
11605250
JPY
100000
EUR
2020-07-31
4901.09
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2866775.49
PA
USD
56056.3
0.0096714589
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
2810719.19
USD
2548536
EUR
2020-08-27
56056.3
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
113542.93
PA
USD
-169.96
-0.0000293234
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1092564
NOK
113372.97
USD
2020-09-18
-169.96
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
3115520.14
PA
USD
-24828.63
-0.0042837125
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
3140348.77
USD
2514000
GBP
2020-07-23
-24828.63
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
578183.95
PA
USD
10970.04
0.0018926738
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
567213.91
USD
514000
EUR
2020-08-27
10970.04
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
5389420.43
PA
USD
-56620.98
-0.0097688838
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
5446041.41
USD
581256000
JPY
2020-09-24
-56620.98
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1162155.74
PA
USD
36687.45
0.0063297286
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1125468.29
USD
11184000
NOK
2020-08-20
36687.45
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2650847.91
PA
USD
-3874.07
-0.0006683978
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
18825000
CNY
2646973.84
USD
2020-09-24
-3874.07
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1730437.02
PA
USD
-8912.01
-0.0015375995
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
186674701
JPY
2493968
AUD
2020-09-10
-8912.01
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
7434.6
PA
USD
-148.38
-0.0000256002
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
7582.98
USD
6000
GBP
2020-07-02
-148.38
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
864023.04
PA
USD
-103818.92
-0.0179119995
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1252025.55
AUD
760204.12
USD
2020-07-02
-103818.92
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1982640.9
PA
USD
3370.98
0.0005815991
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1979269.92
USD
1600000
GBP
2020-07-09
3370.98
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1433760.65
PA
USD
14323.58
0.002471264
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
154632950
JPY
1448084.23
USD
2020-09-24
14323.58
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1890667.48
PA
USD
5103.67
0.0008805421
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
204020749
JPY
1895771.15
USD
2020-08-20
5103.67
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
866754.74
PA
USD
8548.09
0.0014748119
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
858206.65
USD
770655
EUR
2020-08-20
8548.09
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
657778.43
PA
USD
-14642.52
-0.0025262911
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
893000
CAD
643135.91
USD
2020-07-02
-14642.52
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1237453.37
PA
USD
-4137.66
-0.0007138753
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1241591.03
USD
1099362.64
EUR
2020-09-25
-4137.66
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1145045.26
PA
USD
35191.06
0.0060715547
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
1109854.2
USD
26490000
MXN
2020-08-20
35191.06
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
572010.87
PA
USD
6153.73
0.0010617102
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
565857.14
USD
2455820
MYR
2020-08-21
6153.73
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
53621.08
PA
USD
-178.35
-0.0000307709
N/A
DFE
US
N
N/A
STATE STREET BANK LONDON
571474TGEMMWANRLN572
53799.43
USD
47637.36
EUR
2020-09-25
-178.35
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2599556.36
PA
USD
-5413.05
-0.0009339198
N/A
DFE
US
N
N/A
STATE STREET BANK LONDON
571474TGEMMWANRLN572
18453000
CNY
2594143.31
USD
2020-09-11
-5413.05
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1571517.34
PA
USD
98698.71
0.0170286036
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1472818.63
USD
112122000
RUB
2020-07-24
98698.71
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
16884.15
PA
USD
-135.69
-0.0000234108
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
15000
EUR
1806312
JPY
2020-09-25
-135.69
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
65379.38
PA
USD
-136.17
-0.0000234936
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
464000
CNY
65243.21
USD
2020-09-11
-136.17
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2555114.31
PA
USD
61806.67
0.0106635769
N/A
DFE
US
N
N/A
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2493307.64
USD
2271821
EUR
2020-08-20
61806.67
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
3106425.11
PA
USD
-61623.91
-0.0106320451
N/A
DFE
US
N
N/A
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
3168049.02
USD
2507000
GBP
2020-07-02
-61623.91
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1229098.6
PA
USD
-4891.94
-0.0008440121
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
93358000
INR
1224206.66
USD
2020-09-03
-4891.94
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
962467.72
PA
USD
36262.88
0.006256477
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
926204.84
USD
856000
EUR
2020-08-07
36262.88
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1437355.39
PA
USD
67002.6
0.0115600368
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
1370352.79
USD
33192000
MXN
2020-08-06
67002.6
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1742443.98
PA
USD
-14094.96
-0.0024318199
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1548000
EUR
186401491
JPY
2020-09-25
-14094.96
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1376160.88
PA
USD
3945.39
0.0006807027
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
148500663
JPY
1380106.27
USD
2020-08-20
3945.39
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
478869
PA
USD
-3929.5
-0.0006779612
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
429000
EUR
386291.98
GBP
2020-09-17
-3929.5
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1315161.75
PA
USD
41743.73
0.0072020945
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1061384.19
GBP
1207749
EUR
2020-07-02
41743.73
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2901722.85
PA
USD
-61876.6
-0.010675642
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
2580000
EUR
2839846.25
USD
2020-08-20
-61876.6
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2985668.2
PA
USD
-3828.18
-0.0006604804
N/A
DFE
US
N
N/A
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
23144147.67
HKD
2981840.02
USD
2020-08-06
-3828.18
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1437327.56
PA
USD
7408.95
0.0012782748
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
1429918.61
USD
155073486
JPY
2020-09-03
7408.95
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
584630.51
PA
USD
9206.39
0.0015883892
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
575424.12
USD
2510000
MYR
2020-08-21
9206.39
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1106614.95
PA
USD
3823.7
0.0006597074
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
119414129
JPY
1110438.65
USD
2020-08-20
3823.7
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
771132.32
PA
USD
-97336.59
-0.0167935955
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1117420.86
AUD
673795.73
USD
2020-07-02
-97336.59
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
262871.77
PA
USD
3425.79
0.0005910555
N/A
DFE
US
N
N/A
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
259445.98
USD
1128590
MYR
2020-08-21
3425.79
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
565159.97
PA
USD
-2562.45
-0.0004421025
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
567722.42
USD
456000
GBP
2020-08-07
-2562.45
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1378022.79
PA
USD
26693.85
0.0046055211
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
1351328.94
USD
1304000
CHF
2020-08-13
26693.85
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2994224.77
PA
USD
-2703.78
-0.0004664863
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
23211510.5
HKD
2991520.99
USD
2020-08-13
-2703.78
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1917871
PA
USD
-12441.24
-0.0021465017
N/A
DFE
US
N
N/A
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
13586000
CNY
1905429.76
USD
2020-08-07
-12441.24
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
480134.55
PA
USD
22488.18
0.0038799119
N/A
DFE
US
N
N/A
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
457646.37
USD
11099000
MXN
2020-08-14
22488.18
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
773345.61
PA
USD
29623.45
0.0051109684
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
743722.16
USD
687708
EUR
2020-08-13
29623.45
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
530493.89
PA
USD
18642.29
0.0032163761
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
511851.6
USD
37941000
RUB
2020-08-14
18642.29
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
578299.12
PA
USD
-698.08
-0.0001204406
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
578997.2
USD
514023
EUR
2020-09-03
-698.08
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1776256.87
PA
USD
21821.84
0.0037649475
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
1754435.03
USD
2136165000
KRW
2020-08-14
21821.84
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
580797.27
PA
USD
-5029.94
-0.0008678214
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
62662305
JPY
834118
AUD
2020-09-03
-5029.94
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1566434.95
PA
USD
11488.69
0.0019821571
N/A
DFE
US
N
N/A
STATE STREET BANK LONDON
571474TGEMMWANRLN572
1554946.26
USD
1264000
GBP
2020-07-23
11488.69
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
579028.55
PA
USD
-4488.32
-0.0007743751
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
62471477
JPY
574540.23
USD
2020-09-03
-4488.32
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
4799538.66
PA
USD
-19070.53
-0.0032902608
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
4818609.19
USD
518192750
JPY
2020-07-09
-19070.53
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
109307.29
PA
USD
435.46
0.0000751304
N/A
DFE
US
N
N/A
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
11801602
JPY
109742.75
USD
2020-07-09
435.46
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
860623.59
PA
USD
5042.53
0.0008699936
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
855581.06
USD
764968
EUR
2020-09-03
5042.53
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
3098144.15
PA
USD
5934.03
0.0010238051
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
3092210.12
USD
2499000
GBP
2020-10-01
5934.03
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
877918.95
PA
USD
-64899.8
-0.0111972382
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
1272000
AUD
813019.15
USD
2020-07-24
-64899.8
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
789767.21
PA
USD
2427.75
0.0004188625
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
787339.46
USD
1072000
CAD
2020-10-01
2427.75
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1621490.04
PA
USD
-1450.51
-0.0002502582
N/A
DFE
US
N
N/A
STATE STREET BANK LONDON
571474TGEMMWANRLN572
2349000
AUD
1620039.53
USD
2020-10-01
-1450.51
N
N
N
FLEETCOR TECHNOLOGIES INC
N/A
AUG20 260 CALL
ADI1MBTW1
-11
NC
USD
-13310
-0.0022963898
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
FleetCor Technologies Inc.
Common Stock
100
260
USD
2020-08-21
XXXX
-446.41
N
N
N
BRW5YTN65 AUG20 GLD US PUT
N/A
AUG20 155 PUT
AEI994319
-22915
NC
USD
-23085.85
-0.0039830286
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Put
Written
SPDR Gold Shares
ETF
1
155
USD
2020-08-31
XXXX
33770.85
N
N
N
BRW61WCR8 EUR CALL USD PUT
N/A
SEP20 1.155 CALL
AEI997023
-2763715
NC
-14593.65
-0.0025178595
N/A
DFE
DE
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
3192090.825
USD
2763715
EUR
2020-09-21
1
EUR
1.155
EUR
2020-09-17
XXXX
2486.31
N
N
N
BRW5YTNS7 AUG20 GLD US CALL
N/A
AUG20 165 CALL
AEI994327
22915
NC
USD
143236.58
0.0247127743
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Call
Purchased
SPDR Gold Shares
ETF
1
165
USD
2020-08-31
XXXX
38361.5
N
N
N
HOME DEPOT INC/THE
N/A
JUL20 185 PUT
ADI1MBXF3
-48
NC
USD
-912
-0.0001573484
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
The Home Depot Inc.
Common Stock
100
185
USD
2020-07-17
XXXX
8388.33
N
N
N
BRW61WC15 EUR CALL USD PUT
N/A
SEP20 1.135 CALL
AEI997031
2763715
NC
29808.31
0.0051428625
N/A
DFE
DE
N
2
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMORGAN CHASE BANK NA LONDON
7H6GLXDRUGQFU57RNE97
3136816.525
USD
2763715
EUR
2020-09-21
1
EUR
1.135
EUR
2020-09-17
XXXX
-4506.89
N
N
N
BRW6337S4 DEC21 SX5E EU CALL
N/A
DEC21 3400 CALL
AEI999524
357
NC
79355.25
0.0136912539
N/A
DE
DE
N
2
EUREX Exchange
529900UT4DG0LG5R9O07
Call
Purchased
EuroStoxx 50 Index
SX5E
100
3400
EUR
2021-12-17
XXXX
-5027.94
N
N
N
BRW61WPU7 EUR CALL USD PUT
N/A
JUL20 1.155 CALL
AEI997049
-4145572
NC
-1397.26
-0.0002410709
N/A
DFE
DE
N
2
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
Call
Written
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
4788135.66
USD
4145572
EUR
2020-07-20
1
EUR
1.155
EUR
2020-07-16
XXXX
4959.89
N
N
N
HOME DEPOT INC/THE
N/A
JUL20 260 CALL
ADI1MBXG1
-48
NC
USD
-9600
-0.0016562992
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
The Home Depot Inc.
Common Stock
100
260
USD
2020-07-17
XXXX
9012.12
N
N
N
BRW6331H4 DEC21 SX5E EU PUT
N/A
DEC21 2600 PUT
AEI999532
-357
NC
-66524.86
-0.0114776117
N/A
DE
DE
N
2
EUREX Exchange
529900UT4DG0LG5R9O07
Put
Written
EuroStoxx 50 Index
SX5E
100
2600
EUR
2021-12-17
XXXX
-1980.33
N
N
N
BRW61WNT2 EUR CALL USD PUT
N/A
JUL20 1.135 CALL
AEI997064
4145572
NC
10246.61
0.0017678596
N/A
DFE
DE
N
2
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
Call
Purchased
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
4705224.22
USD
4145572
EUR
2020-07-20
1
EUR
1.135
EUR
2020-07-16
XXXX
-12274.4
N
N
N
ISHARES RUSSELL 2000 ETF
N/A
AUG20 115 PUT
ADI1MCFQ7
-91
NC
USD
-12012
-0.0020724444
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
iShares Russell 2000
ETF
100
115
USD
2020-08-21
XXXX
20725.54
N
N
N
BRW64LH78 USD CALL NOK PUT
N/A
NOV20 10.7 CALL
AEI999516
2867000
NC
USD
25229.6
0.0043528923
N/A
DFE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
30676900
NOK
2867000
USD
2020-11-23
1
USD
10.7
USD
2020-11-19
XXXX
-5203.61
N
N
N
BRW69P0V9 EUR CALL USD PUT
N/A
SEP20 1.155 CALL
AEIA03424
-3201114
NC
-18701.54
-0.0032265985
N/A
DFE
DE
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3697286.67
USD
3201114
EUR
2020-09-29
1
EUR
1.155
EUR
2020-09-25
XXXX
1055.19
N
N
N
BRW69P2A3 EUR CALL USD PUT
N/A
SEP20 1.135 CALL
AEIA03432
3201114
NC
37403.09
0.0064531988
N/A
DFE
DE
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3633264.39
USD
3201114
EUR
2020-09-29
1
EUR
1.135
EUR
2020-09-25
XXXX
-687.87
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
SEP20 226 CALL
ADI1MD4F1
-35
NC
USD
-91350
-0.0157607221
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Invesco QQQ Trust
Series 1
100
226
USD
2020-09-18
XXXX
-42704.55
N
N
N
CFD TOTAL RETURN SWAP - CITI
N/A
CONTRACTS FOR DIFFERENCE
CFDCIT192
32387
NS
USD
-35469.26
-0.0061195528
N/A
DE
US
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
N
2023-02-24
696217.36
USD
0
USD
696217.36
USD
-35469.26
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
AUG20 270 CALL
ADI1NBS92
-116
NC
USD
-18328
-0.0031621512
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Invesco QQQ Trust
Series 1
100
270
USD
2020-08-21
XXXX
12319.33
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
AUG20 260 CALL
ADI1NBT75
58
NC
USD
23258
0.0040127299
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust
Series 1
100
260
USD
2020-08-21
XXXX
-11024.61
N
N
N
BRW6738N0 SEP20 SAN FP CALL
N/A
SEP20 102 CALL
AEIA00982
-2831
NC
-1757.22
-0.0003031752
N/A
DE
DE
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Written
Banco Santander SA
Common Stock
1
102
EUR
2020-09-18
XXXX
694.16
N
N
N
FACEBOOK INC
N/A
SEP20 215 CALL
ADI1MDCY1
-7
NC
USD
-16590
-0.0028622921
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Facebook Inc.
Common Stock
100
215
USD
2020-09-18
XXXX
-8398.83
N
N
N
HCA HEALTHCARE INC
N/A
AUG20 115 CALL
ADI1NBXQ8
-27
NC
USD
-5184
-0.0008944016
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
HCA Healthcare Inc.
Common Stock
100
115
USD
2020-08-21
XXXX
1775.39
N
N
N
BRW68CV94 OCT20 ROG VX CALL
N/A
OCT20 370 CALL
AEIA02178
-1020
NC
-2549.56
-0.0004398786
N/A
DE
CH
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Written
Roche Holding AG
Common Stock
1
370
CHF
2020-10-16
XXXX
1000.89
N
N
N
BRW68CVV5 OCT20 ROG VX PUT
N/A
OCT20 300 PUT
AEIA02186
-510
NC
-3710.84
-0.0006402356
N/A
DE
CH
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Put
Written
Roche Holding AG
Common Stock
1
300
CHF
2020-10-16
XXXX
-1298.48
N
N
N
GLOBAL PAYMENTS INC
N/A
AUG20 195 CALL
ADI1MJF66
30
NC
USD
4860
0.0008385015
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Global Payments Inc.
Common Stock
100
195
USD
2020-08-21
XXXX
-25207.16
N
N
N
BRW5L7UB8 SEP20 GLD US PUT
N/A
SEP20 155 PUT
AEIA03440
-17281
NC
USD
-30301.99
-0.0052280377
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Put
Written
SPDR Gold Shares
ETF
1
155
USD
2020-09-30
XXXX
5372.91
N
N
N
GLOBAL PAYMENTS INC
N/A
AUG20 165 PUT
ADI1MJFB5
-30
NC
USD
-21600
-0.0037266732
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Global Payments Inc.
Common Stock
100
165
USD
2020-08-21
XXXX
-1267.62
N
N
N
BRW69L5A9 SEP20 GLD US CALL
N/A
SEP20 187.5 CALL
AEIA03457
-28807
NC
USD
-46222.62
-0.0079748426
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Written
SPDR Gold Shares
ETF
1
187.5
USD
2020-09-30
XXXX
-6667.73
N
N
N
BRW69L3E3 SEP20 GLD US CALL
N/A
SEP20 170 CALL
AEIA03465
23044
NC
USD
121193.03
0.0209095749
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
SPDR Gold Shares
ETF
1
170
USD
2020-09-30
XXXX
11625.72
N
N
N
BRW6AJLP1 SEP20 ROG VX PUT
N/A
SEP20 305 PUT
AEIA05296
-742
NC
-4774.14
-0.0008236879
N/A
DE
CH
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Put
Written
Roche Holding AG
Common Stock
1
305
CHF
2020-09-18
XXXX
-859.61
N
N
N
BRW6AJKY3 SEP20 ROG VX CALL
N/A
SEP20 365 CALL
AEIA05312
-742
NC
-1441.06
-0.0002486278
N/A
DE
CH
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Written
Roche Holding AG
Common Stock
1
365
CHF
2020-09-18
XXXX
124.75
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
AUG20 275 CALL
ADI1NCY51
-56
NC
USD
-4928
-0.0008502336
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Invesco QQQ Trust
Series 1
100
275
USD
2020-08-21
XXXX
1330.49
N
N
N
BRW6BTVB8 SEP20 GLD US CALL
N/A
SEP20 190 CALL
AEIA05684
-12985
NC
USD
-12595.45
-0.0021731077
N/A
DE
US
N
2
MORGAN STANLEY AND CO INC
9R7GPTSO7KV3UQJZQ078
Call
Written
SPDR Gold Shares
ETF
1
190
USD
2020-09-18
XXXX
0
N
N
N
BRW6BV4Q0 JUL20 GLD US PUT
N/A
JUL20 158 PUT
AEIA05692
-14428
NC
USD
-5049.8
-0.0008712479
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Put
Written
SPDR Gold Shares
ETF
1
158
USD
2020-07-17
XXXX
0
N
N
N
CFD TOTAL RETURN SWAP - JPM
N/A
CONTRACTS FOR DIFFERENCE
CFDJPM194
-149034
NS
USD
19147.65
0.0033035664
N/A
DE
US
N
2
JP Morgan Securities Inc.
ZBUT11V806EZRVTWT807
N
2023-02-08
0
USD
425909.83
USD
425909.83
USD
19147.65
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
AUG20 255 CALL
ADI1NCYH5
37
NC
USD
22940
0.003957865
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust
Series 1
100
255
USD
2020-08-21
XXXX
-360.34
N
N
N
BRW6DSW01 JUL20 GLD US CALL
N/A
JUL20 177.5 CALL
AEIA07128
-17308
NC
USD
-12877.15
-0.0022217097
N/A
DE
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Call
Written
SPDR Gold Shares
ETF
1
177.5
USD
2020-07-31
XXXX
0
N
N
N
BRW6E0GN9 AUG20 GLD US CALL
N/A
AUG20 180 CALL
AEIA07136
-25962
NC
USD
-32086.44
-0.0055359109
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Call
Written
SPDR Gold Shares
ETF
1
180
USD
2020-08-21
XXXX
0
N
N
N
ESTX BANKS (EUR) PR
N/A
SEP20 70 CALL
ADI1KTQR8
186
NC
26121.36
0.0045067487
N/A
DE
DE
N
1
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
Dow Jones EURO STOXX Banks
SX7E
50
70
EUR
2020-09-18
XXXX
-1445.09
N
N
N
CITIGROUP INC
N/A
SEP20 60 CALL
ADI1MLHY8
-23
NC
USD
-3128
-0.0005396775
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Citigroup Inc.
Common Stock
100
60
USD
2020-09-18
XXXX
-1408.53
N
N
N
ESTX BANKS (EUR) PR
N/A
SEP20 80 CALL
ADI1KTQS6
-371
NC
-13546.6
-0.0023372107
N/A
DE
DE
N
1
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
Dow Jones EURO STOXX Banks
SX7E
50
80
EUR
2020-09-18
XXXX
977.11
N
N
N
EBAY INC
N/A
AUG20 50 CALL
ADI1MLLD9
-25
NC
USD
-11000
-0.0018978428
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
eBay Inc.
Common Stock
100
50
USD
2020-08-21
XXXX
-9481.01
N
N
N
HUMANA INC
N/A
AUG20 465 CALL
ADI1MLLM9
-3
NC
USD
-45
-0.0000077639
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Humana Inc.
Common Stock
100
465
USD
2020-08-21
XXXX
1778.23
N
N
N
CITIGROUP INC
N/A
AUG20 60 CALL
ADI1NMST4
-57
NC
USD
-5016
-0.0008654163
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Citigroup Inc.
Common Stock
100
60
USD
2020-08-21
XXXX
-526.73
N
N
N
CAPITAL ONE FINANCIAL CORP
N/A
SEP20 55 PUT
ADI1MPZM5
-76
NC
USD
-27740
-0.0047860146
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Capital One Financial Corp.
Common Stock
100
55
USD
2020-09-18
XXXX
-2450.72
N
N
N
CITIGROUP INC
N/A
AUG20 42.5 PUT
ADI1NMSV9
-57
NC
USD
-5871
-0.0010129305
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Citigroup Inc.
Common Stock
100
42.5
USD
2020-08-21
XXXX
727.26
N
N
N
CAPITAL ONE FINANCIAL CORP
N/A
SEP20 72.5 CALL
ADI1MQ1V0
76
NC
USD
21432
0.003697688
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Capital One Financial Corp.
Common Stock
100
72.5
USD
2020-09-18
XXXX
-35738.15
N
N
N
CITIGROUP INC
N/A
SEP20 40 PUT
ADI1MT912
-58
NC
USD
-6090
-0.0010507148
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Citigroup Inc.
Common Stock
100
40
USD
2020-09-18
XXXX
4934.1
N
N
N
COSTCO WHOLESALE CORP
N/A
OCT20 345 CALL
ADI1MXGP2
-10
NC
USD
-1980
-0.0003416117
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Costco Wholesale Corp.
Common Stock
100
345
USD
2020-10-16
XXXX
2097.51
N
N
N
INTEL CORP
N/A
SEP20 75 CALL
ADI1HXFV6
-17
NC
USD
-374
-0.0000645267
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Intel Corp.
Common Stock
100
75
USD
2020-09-18
XXXX
1287.9
N
N
N
COSTCO WHOLESALE CORP
N/A
OCT20 315 CALL
ADI1MXGT4
10
NC
USD
9200
0.0015872867
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Costco Wholesale Corp.
Common Stock
100
315
USD
2020-10-16
XXXX
-4822.39
N
N
N
COMCAST CORP
N/A
JUL20 32.5 PUT
ADI1KJH82
-145
NC
USD
-870
-0.0001501021
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Comcast Corp.
Common Stock
100
32.5
USD
2020-07-17
XXXX
15904.84
N
N
N
COSTCO WHOLESALE CORP
N/A
OCT20 280 PUT
ADI1MXH14
-10
NC
USD
-7700
-0.00132849
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Costco Wholesale Corp.
Common Stock
100
280
USD
2020-10-16
XXXX
-1322.54
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
JUL20 228 CALL
ADI1KRCM8
51
NC
USD
107406
0.0185308826
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust
Series 1
100
228
USD
2020-07-17
XXXX
73724.24
N
N
N
ISHARES RUSSELL 2000 ETF
N/A
SEP20 160 CALL
ADI1KT7J7
149
NC
USD
31141
0.0053727931
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
iShares Russell 2000
ETF
100
160
USD
2020-09-18
XXXX
-52036.58
N
N
N
HOME DEPOT INC/THE
N/A
AUG20 220 CALL
ADI1L1VZ4
-12
NC
USD
-39000
-0.0067287155
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
The Home Depot Inc.
Common Stock
100
220
USD
2020-08-21
XXXX
-25745.26
N
N
N
COMCAST CORP
N/A
OCT20 40 CALL
ADI1KYZ30
-158
NC
USD
-37130
-0.0064060822
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Comcast Corp.
Common Stock
100
40
USD
2020-10-16
XXXX
-20403.34
N
N
N
EURO-BUND FUTURE SEP20
N/A
XEUR 20200908
ADI1HJMC1
-3
NC
0
0
N/A
DIR
DE
N
1
EUREX Exchange
N/A
Short
German Government
10 Year Bond
2020-09-08
-594960.43
EUR
-8058.02
N
N
N
DR HORTON INC
N/A
AUG20 47.5 CALL
ADI1L9M20
-33
NC
USD
-30030
-0.005181111
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
D.R. Horton Inc.
Common Stock
100
47.5
USD
2020-08-21
XXXX
-21819.24
N
N
N
EURO-BTP FUTURE SEP20
N/A
XEUR 20200908
ADI1JYN76
27
NC
0
0
N/A
DIR
DE
N
1
EUREX Exchange
N/A
Long
Italian Government
10 Year Bond
2020-09-08
4364526.18
EUR
70745.37
N
N
N
EURO-OAT FUTURE SEP20
N/A
XEUR 20200908
ADI1JZ888
31
NC
0
0
N/A
DIR
DE
N
1
EUREX Exchange
N/A
Long
French Government
10 Year Bond
2020-09-08
5838995.77
EUR
84124.03
N
N
N
FACEBOOK INC
N/A
AUG20 255 CALL
ADI1MZ538
-31
NC
USD
-12710
-0.0021928711
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Facebook Inc.
Common Stock
100
255
USD
2020-08-21
XXXX
3650.55
N
N
N
FINANCIAL SELECT SECTOR SPDR F
N/A
JUL20 19 PUT
ADI1LT9T2
-369
NC
USD
-1476
-0.000254656
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Financial Select Sector SPDR Fund
ETF
100
19
USD
2020-07-17
XXXX
19283.91
N
N
N
FINANCIAL SELECT SECTOR SPDR F
N/A
JUL20 23 PUT
ADI1N0SH8
-710
NC
USD
-51830
-0.0089422904
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Financial Select Sector SPDR Fund
ETF
100
23
USD
2020-07-17
XXXX
-23646.58
N
N
N
HOME DEPOT INC/THE
N/A
AUG20 240 CALL
ADI1LS3T0
-24
NC
USD
-41640
-0.0071841978
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
The Home Depot Inc.
Common Stock
100
240
USD
2020-08-21
XXXX
-24941.15
N
N
N
INVESCO QQQ TRUST SERIES 1
N/A
SEP20 253 CALL
ADI1N0VY7
47
NC
USD
42676
0.0073629401
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Invesco QQQ Trust
Series 1
100
253
USD
2020-09-18
XXXX
2049.32
N
N
N
CHEWY INC
N/A
OCT20 45 PUT
ADI1N0X09
19
NC
USD
11970
0.0020651981
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
Chewy Inc.
Class A
100
45
USD
2020-10-16
XXXX
1643.93
N
N
N
HOME DEPOT INC/THE
N/A
AUG20 200 CALL
ADI1LHXF1
24
NC
USD
120000
0.0207037401
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
The Home Depot Inc.
Common Stock
100
200
USD
2020-08-21
XXXX
93670.08
N
N
N
ETSY INC
N/A
SEP20 70 PUT
ADI1N0X17
19
NC
USD
3610
0.0006228375
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
Etsy Inc.
Common Stock
100
70
USD
2020-09-18
XXXX
-7837.75
N
N
N
CHEWY INC
N/A
OCT20 35 PUT
ADI1N0XG4
-19
NC
USD
-4180
-0.0007211803
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Chewy Inc.
Class A
100
35
USD
2020-10-16
XXXX
-387.62
N
N
N
FINANCIAL SELECT SECTOR SPDR F
N/A
JUL20 25 CALL
ADI1M55B6
369
NC
USD
4797
0.000827632
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Financial Select Sector SPDR Fund
ETF
100
25
USD
2020-07-17
XXXX
-17984.62
N
N
N
ETSY INC
N/A
SEP20 60 PUT
ADI1N0XJ8
-19
NC
USD
-1710
-0.0002950283
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Etsy Inc.
Common Stock
100
60
USD
2020-09-18
XXXX
3931.94
N
N
N
HOME DEPOT INC/THE
N/A
JUL20 240 CALL
ADI1M5658
48
NC
USD
63408
0.0109398563
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
The Home Depot Inc.
Common Stock
100
240
USD
2020-07-17
XXXX
6660.54
N
N
N
FINANCIAL SELECT SECTOR SPDR F
N/A
SEP20 25 CALL
ADI1N3SK5
235
NC
USD
16920
0.0029192274
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Financial Select Sector SPDR Fund
ETF
100
25
USD
2020-09-08
XXXX
-12158.62
N
N
N
CHARTER COMMUNICATIONS INC
N/A
SEP20 600 CALL
ADI1M27C9
-10
NC
USD
-2250
-0.0003881951
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Charter Communications Inc.
Common Stock
100
600
USD
2020-09-18
XXXX
9694.57
N
N
N
FINANCIAL SELECT SECTOR SPDR F
N/A
AUG20 21 PUT
ADI1N3SL3
-235
NC
USD
-13630
-0.0023515998
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Financial Select Sector SPDR Fund
ETF
100
21
USD
2020-08-21
XXXX
7580.9
N
N
N
BRW5CHUQ3 SEP20 MC FP CALL
N/A
SEP20 390 CALL
AEI980524
1187
NC
26927.85
0.0046458934
N/A
DE
DE
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Purchased
LVMH Moet Hennessy Louis Vuitton SE
Common Stock
1
390
EUR
2020-09-18
XXXX
4528.14
N
N
N
BRW5YTP71 AUG20 GLD US CALL
N/A
AUG20 175 CALL
AEI994301
-34373
NC
USD
-86375.36
-0.0149024417
N/A
DE
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Call
Written
SPDR Gold Shares
ETF
1
175
USD
2020-08-31
XXXX
-18657.11
N
N
N
BRW5CHNA6 SEP20 MC FP PUT
N/A
SEP20 355 PUT
AEI980532
-791
NC
-9560.13
-0.0016494204
N/A
DE
DE
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Put
Written
LVMH Moet Hennessy Louis Vuitton SE
Common Stock
1
355
EUR
2020-09-18
XXXX
3610.62
N
N
N
ISHARES RUSSELL 2000 ETF
N/A
AUG20 145 CALL
ADI1N3VN5
91
NC
USD
61243
0.0105663263
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
iShares Russell 2000
ETF
100
145
USD
2020-08-21
XXXX
5984.27
N
N
N
FLEETCOR TECHNOLOGIES INC
N/A
AUG20 250 CALL
ADI1M7290
-23
NC
USD
-39330
-0.0067856508
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
FleetCor Technologies Inc.
Common Stock
100
250
USD
2020-08-21
XXXX
-1330.62
N
N
N
ISHARES IBOXX HIGH YIELD CORPO
N/A
JUL20 82 CALL
ADI1M73F5
299
NC
USD
22126
0.0038174246
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
iShares iBoxx $ High Yield Corporate Bond
ETF
100
82
USD
2020-07-17
XXXX
-5750.08
N
N
N
BRW5L9W22 SEP20 GLD US PUT
N/A
SEP20 153 PUT
AEI984377
-8555
NC
USD
-11945.14
-0.0020609089
N/A
DE
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Put
Written
SPDR Gold Shares
ETF
1
153
USD
2020-09-30
XXXX
16845.86
N
N
N
BRW5MRUL1 AUG20 SAN FP PUT
N/A
AUG20 80 PUT
AEI985705
-2814
NC
-2799.02
-0.0004829182
N/A
DE
DE
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Put
Written
Banco Santander SA
Common Stock
1
80
EUR
2020-08-21
XXXX
1672.72
N
N
N
BRW5MRWB1 AUG20 SAN FP CALL
N/A
AUG20 98 CALL
AEI985713
-2814
NC
-2520.22
-0.0004348165
N/A
DE
DE
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Written
Banco Santander SA
Common Stock
1
98
EUR
2020-08-21
XXXX
30.5
N
N
N
BRW565TZ8 SWAPTION
N/A
201021 .93 CALL
AEI974600
2379000
NC
USD
115996
0.0200129253
N/A
DIR
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
Call
Purchased
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
2050-10-23
136492.26
USD
0
USD
2379000
USD
1
USD
0.93
USD
2020-10-21
XXXX
-20496.26
N
N
N
BRW5N4EP0 SWAPTION
N/A
210611 .5 CALL
AEI985721
-899732
NC
USD
-31860.77
-0.0054969758
N/A
DIR
US
N
2
BNP PARIBAS U.S.A - NEW YORK BRANCH
R0MUWSFPU8MPRO8K5P83
Call
Written
BNP PARIBAS U.S.A - NEW YORK BRANCH
R0MUWSFPU8MPRO8K5P83
2051-06-15
0
USD
21593.57
USD
-899732
USD
1
USD
0.5
USD
2021-06-11
XXXX
-10267.2
N
N
N
BRW5N4EQ8 SWAPTION
N/A
210611 1 CALL
AEI985739
899732
NC
USD
79541.71
0.0137234241
N/A
DIR
US
N
2
BNP PARIBAS U.S.A - NEW YORK BRANCH
R0MUWSFPU8MPRO8K5P83
Call
Purchased
BNP PARIBAS U.S.A - NEW YORK BRANCH
R0MUWSFPU8MPRO8K5P83
2051-06-15
54343.81
USD
0
USD
899732
USD
1
USD
1
USD
2021-06-11
XXXX
25197.9
N
N
N
BRW5SNYP1 SEP20 UNP US CALL
N/A
SEP20 200 CALL
AEI991638
-4219
NC
USD
-4995.21
-0.0008618294
N/A
DE
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Call
Written
Union Pacific Corp.
Common Stock
1
200
USD
2020-09-18
XXXX
5130.39
N
N
N
BRW5MZ7L9 SWAPTION
N/A
210604 .5 CALL
AEI985747
-2759177
NC
USD
-96432.41
-0.0166375963
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2051-06-08
0
USD
66220.25
USD
-2759177
USD
1
USD
0.5
USD
2021-06-04
XXXX
-30212.16
N
N
N
BRW5SNU34 SEP20 UNP US CALL
N/A
SEP20 182.5 CALL
AEI991646
4219
NC
USD
18600.96
0.0032092453
N/A
DE
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Call
Purchased
Union Pacific Corp.
Common Stock
1
182.5
USD
2020-09-18
XXXX
-18464.22
N
N
N
BRW5SNU18 SEP20 UNP US PUT
N/A
SEP20 155 PUT
AEI991653
-3095
NC
USD
-14693.2
-0.0025350349
N/A
DE
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Put
Written
Union Pacific Corp.
Common Stock
1
155
USD
2020-09-18
XXXX
0
N
N
N
BRW5MZ7M7 SWAPTION
N/A
210604 1 CALL
AEI985754
2759177
NC
USD
242272.57
0.0417995693
N/A
DIR
US
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2051-06-08
172034.69
USD
0
USD
2759177
USD
1
USD
1
USD
2021-06-04
XXXX
70237.88
N
N
N
BRW5CEN39 USD PUT CAD CALL
N/A
AUG20 1.365 PUT
AEI979591
2856000
NC
USD
41697.6
0.0071941356
N/A
DFE
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
2856000
USD
3898440
CAD
2020-08-31
1
USD
1.365
USD
2020-08-28
XXXX
16921.8
N
N
N
BRW64EBM7 SWAPTION
N/A
200819 .88 PUT
AEI999540
-8279000
NC
USD
-20769.53
-0.0035833913
N/A
DIR
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
2030-08-21
0
USD
36510.39
USD
-8279000
USD
1
USD
0.88
USD
2020-08-19
XXXX
15740.86
N
N
N
BRW6DBKW1 SWAPTION
N/A
201218 1.2 PUT
AEIA06724
-3275100
NC
USD
-91145.56
-0.0157254499
N/A
DIR
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
2050-12-22
0
USD
91145.56
USD
-3275100
USD
1
USD
1.2
USD
2020-12-18
XXXX
0
N
N
N
BRW6DBKV3 SWAPTION
N/A
201218 .85 CALL
AEIA06732
3275100
NC
USD
178816.29
0.0308513832
N/A
DIR
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
2050-12-22
178816.29
USD
0
USD
3275100
USD
1
USD
0.85
USD
2020-12-18
XXXX
0
N
N
N
BRW6DBKX9 SWAPTION
N/A
201218 .6 CALL
AEIA06740
-3275100
NC
USD
-98249.75
-0.0169511441
N/A
DIR
US
N
2
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO.
FOR8UP27PHTHYVLBNG30
2050-12-22
0
USD
98249.75
USD
-3275100
USD
1
USD
0.6
USD
2020-12-18
XXXX
0
N
N
N
BRW5P9EM4 IRS USD R V 03MLIBOR
N/A
1 CCPVANILLA
99S1G03O8
5548326
PA
USD
-25425.59
-0.0043867067
N/A
DIR
US
N
2
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
2024-06-06
43.28
USD
0
USD
5548326
USD
-25468.87
N
N
N
BRW64BRG9 IRS USD R V 03MLIBOR
N/A
1 CCPVANILLA
99S1GAM64
1360000
PA
USD
-7246.88
-0.0012503127
N/A
DIR
US
N
2
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
2030-06-23
24.15
USD
0
USD
1360000
USD
-7271.03
N
N
N
BRW6D9YG6 IRS USD R V 03MLIBOR
N/A
1 CCPVANILLA
99S1GGEX1
1012000
PA
USD
32.99
0.0000056918
N/A
DIR
US
N
2
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
2050-07-02
32.99
USD
0
USD
1012000
USD
0
N
N
N
EURO STOXX 50 SEP20
N/A
XEUR 20200918
ADI15NSZ8
115
NC
0
0
N/A
DE
DE
N
1
EUREX Exchange
N/A
Long
EuroStoxx 50 Index
SX5E
2020-09-18
4164194.97
EUR
57308.36
N
N
N
FTSE/MIB IDX FUT SEP20
N/A
XDMI 20200918
ADI1FZZ17
9
NC
0
0
N/A
DE
IT
N
1
Borsa Italiana SpA
8156005391EE905D3124
Long
FTSE MIB Index
FTSEMIB
2020-09-18
975203.24
EUR
-5351.03
N
N
N
FTSE 100 IDX FUT SEP20
N/A
IFLL 20200918
ADI1G0P63
8
NC
0
0
N/A
DE
GB
N
1
London Stock Exchange Group
213800D1EI4B9WTWWD28
Long
FTSE 100 Index
UKX
2020-09-18
609389.66
GBP
-5905.4
N
N
N
DAX INDEX FUTURE SEP20
N/A
XEUR 20200918
ADI1HV6Y4
5
NC
0
0
N/A
DE
DE
N
1
EUREX Exchange (EUREX Frankfurt AG)
529900UT4DG0LG5R9O07
Long
DAX 30 Index
DAX
2020-09-18
1730961.74
EUR
13219.21
N
N
N
ITAU UNIBANCO HOLDING S PREF
5493002W2IVG62O3ZJ94
PREFERENCE
B037HR904
26136
NS
122315
0.0211031497
Long
EP
CORP
BR
N
2
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
BONDS 09/49 0.4
ACI1G3PZ5
602150000
PA
5302042.98
0.9147676643
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.4
N
N
N
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 07/20 0.00000
ACI1LZT92
441200000
PA
4086548.2
0.7050569311
Long
DBT
NUSS
JP
N
2
2020-07-27
None
0
N
N
N
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 07/20 0.00000
ACI1LSMD6
403950000
PA
3741400.06
0.6455081196
Long
DBT
NUSS
JP
N
2
2020-07-20
None
0
N
N
N
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 08/20 0.00000
ACI1M8126
572250000
PA
5300752.84
0.9145450749
Long
DBT
NUSS
JP
N
2
2020-08-11
None
0
N
N
N
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 08/20 0.00000
ACI1MDRK7
514350000
PA
4764567.6
0.8220364096
Long
DBT
NUSS
JP
N
2
2020-08-17
None
0
N
N
N
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 08/20 0.00000
ACI1M5P67
464050000
PA
4298338.69
0.7415973915
Long
DBT
NUSS
JP
N
2
2020-08-03
None
0
N
N
N
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 09/20 0.00000
ACI1N1H49
355750000
PA
3295903.94
0.568646154
Long
DBT
NUSS
JP
N
2
2020-09-14
None
0
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
COMMON STOCK USD.01
49456B101
431
NS
USD
6538.27
0.0011280554
Long
EC
CORP
US
N
1
N
N
N
JERONIMO MARTINS
259400A8SZP10GB5IB19
COMMON STOCK EUR1.
B1Y1SQ901
7371
NS
128963.75
0.0222502663
Long
EC
CORP
PT
N
2
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
BILLS 09/20 0.00000
ACI1MVPV5
161150000
PA
1492940.79
0.2575788172
Long
DBT
NUSS
JP
N
2
2020-09-07
None
0
N
N
N
N
N
N
KINGDEE INTERNATIONAL SFTWR
529900SWRZN94C5SZO63
COMMON STOCK HKD.025
632758900
206000
NS
479565.85
0.0827400559
Long
EC
CORP
KY
N
2
N
N
N
JARDINE MATHESON HLDGS LTD
2138009KENVUNWOLPK41
COMMON STOCK USD.25
647211002
3000
NS
USD
125368.64
0.0216299978
Long
EC
CORP
BM
N
1
N
N
N
JIANGXI COPPER CO LTD H
3003002E74YFQ6MEZY56
COMMON STOCK CNY1.0
600030902
6000
NS
6075.6
0.0010482304
Long
EC
CORP
CN
N
2
N
N
N
JAWBONE HEALTH HUB INC
N/A
COMMON STOCK
931HKJ905
19705
NS
USD
0.2
0.0000000345
Long
EC
CORP
US
Y
3
N
N
N
KONINKLIJKE AHOLD DELHAIZE N
724500C9GNBV20UYRX36
COMMON STOCK EUR.01
BD0Q39902
564
NS
15358.45
0.0026498113
Long
EC
CORP
NL
N
2
N
N
N
JOHNSON + JOHNSON
549300G0CFPGEF6X2043
COMMON STOCK USD1.0
478160104
27698
NS
USD
3895169.74
0.672038182
Long
EC
CORP
US
N
1
N
N
N
KONINKLIJKE PHILIPS NV
H1FJE8H61JGM1JSGM897
COMMON STOCK EUR.2
598662906
67577
NS
3146833.02
0.5429267742
Long
EC
CORP
NL
N
2
N
N
N
JBS SA
529900RM0MTMZL9O5050
COMMON STOCK
B1V74X902
18295
NS
71153.39
0.0122761774
Long
EC
CORP
BR
N
2
N
N
N
JBS USA LLC/JBS USA FINA
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 06/25 5.75
466112AR0
49000
PA
USD
49612.5
0.0085597025
Long
DBT
CORP
NA
Y
2
2025-06-15
Fixed
5.75
N
N
N
N
N
N
KRANESHARES CSI CHINA INTERNET
N/A
KRANESHARES CSI CHINA INTERN
500767306
3596
NS
USD
222736.24
0.0384289435
Long
EC
RF
US
N
1
N
N
N
JP MORGAN CHASE COMMERCIAL MOR
N/A
JPMCC 2019 COR4 A5
48128YAW1
114000
PA
USD
134881.64
0.0232712868
Long
ABS-O
CORP
US
N
2
2052-03-10
Fixed
4.0291
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 02/28 6.75
472141AA8
14000
PA
USD
14787.64
0.0025513288
Long
DBT
CORP
NA
Y
2
2028-02-15
Fixed
6.75
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
COMMON STOCK USD1.0
501044101
338
NS
USD
11441.3
0.0019739808
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
COMMON STOCK USD1.0
46625H100
46703
NS
USD
4392884.18
0.7579094353
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 04/29 6.5
46590XAA4
21000
PA
USD
22286.25
0.0038450727
Long
DBT
CORP
NA
Y
2
2029-04-15
Fixed
6.5
N
N
N
N
N
N
JD.COM INC ADR
549300HVTWB0GJZ16V92
ADR USD.00002
47215P106
164
NS
USD
9869.52
0.0017027998
Long
EC
CORP
KY
N
1
N
N
N
KUMBA IRON ORE LTD
3789006C753402643048
COMMON STOCK ZAR.0001
B1G426907
254
NS
6783.51
0.0011703669
Long
EC
CORP
ZA
N
2
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
COMPANY GUAR 144A 11/26 4.875
513272AB0
12000
PA
USD
12420
0.0021428371
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.875
N
N
N
N
N
N
KUNLUN ENERGY CO LTD
5299007GRIKP15GM4927
COMMON STOCK HKD.01
634007900
14000
NS
9158.86
0.0015801888
Long
EC
CORP
BM
N
2
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SR UNSECURED 04/26 VAR
46647PBK1
420000
PA
USD
436219.8
0.0752615113
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.083
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
COMMON STOCK USD.001
517834107
1400
NS
USD
63756
0.0109998971
Long
EC
CORP
US
N
1
N
N
N
KWEICHOW MOUTAI CO LTD A
N/A
COMMON STOCK CNY1.0
BP3R2F907
800
NS
165562.75
0.0285647345
Long
EC
CORP
CN
N
2
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SR UNSECURED 04/51 VAR
46647PBN5
220000
PA
USD
236881.58
0.0408694555
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.109
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
SR SECURED 144A 07/25 6.875
501797AS3
34000
PA
USD
35105
0.0060567066
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.875
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
COMPANY GUAR 01/22 4.125
526057BY9
8000
PA
USD
8100
0.0013975025
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.125
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
COMMON STOCK USD1.0
502431109
22541
NS
USD
3824531.47
0.6598508788
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SR UNSECURED 06/28 VAR
46647PBR6
143000
PA
USD
148021.39
0.0255383032
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.182
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
COMPANY GUAR 04/21 4.75
526057BX1
7000
PA
USD
7084.56
0.0012223074
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.75
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
COMPANY GUAR 04/24 4.5
526057BZ6
9000
PA
USD
9358.11
0.0016145656
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.5
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
COMMON STOCK USD.001
512807108
19
NS
USD
6145.74
0.0010603317
Long
EC
CORP
US
N
1
N
N
N
LENNAR CORP A
529900G61XVRLX5TJX09
COMMON STOCK USD.1
526057104
24122
NS
USD
1486397.64
0.2564499199
Long
EC
CORP
US
N
1
N
N
N
KAKAO CORP
988400FTKUBQXKVZP434
COMMON STOCK KRW500.0
619403900
1336
NS
299972.8
0.0517546573
Long
EC
CORP
KR
N
2
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
SR UNSECURED 06/30 1.9
512807AV0
70000
PA
USD
71550.51
0.012344693
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.9
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
COMMON STOCK
621808906
14000
NS
7756.01
0.0013381535
Long
EC
CORP
HK
N
2
N
N
N
LEVEL 3 FINANCING INC
N/A
COMPANY GUAR 03/26 5.25
527298BM4
11000
PA
USD
11302.5
0.0019500335
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
COMPANY GUAR 02/26 5.75
513075BL4
9000
PA
USD
9284.58
0.0016018794
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75
N
N
N
N
N
N
KB FINANCIAL GROUP INC
529900TKE4MXG3Q6GW86
COMMON STOCK KRW5000.
B3DF0Y902
171
NS
4889.32
0.0008435601
Long
EC
CORP
KR
N
2
N
N
N
LEVEL 3 FINANCING INC
N/A
COMPANY GUAR 05/23 5.125
527298BF9
10000
PA
USD
10000
0.0017253117
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.125
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
COMPANY GUAR 144A 01/29 4.875
513075BU4
26000
PA
USD
26130
0.0045082394
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.875
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
COMMON STOCK
449774009
12843
NS
735569.08
0.126908592
Long
EC
CORP
BE
N
2
N
N
N
LEVEL 3 FINANCING INC
N/A
COMPANY GUAR 144A 07/28 4.25
527298BR3
477000
PA
USD
476451.45
0.0822027248
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
COMPANY GUAR 144A 11/24 4.625
513272AA2
12000
PA
USD
12450
0.002148013
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.625
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
COMPANY GUAR 144A 09/27 4.625
527298BN2
36000
PA
USD
36270
0.0062577054
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.625
N
N
N
N
N
N
LIBERTY MEDIA COR SIRIUSXM A
549300ZKUTPIBZLWLL89
TRACKING STK USD.01
531229409
15202
NS
USD
524773.04
0.0905397051
Long
EC
CORP
US
N
1
N
N
N
KDDI CORP
5299003FU7V4I45FU310
COMMON STOCK
624899902
11800
NS
353797.71
0.0610411319
Long
EC
CORP
JP
N
2
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
COMMON STOCK KRW5000.
634691901
621
NS
256571.7
0.0442666149
Long
EC
CORP
KR
N
2
N
N
N
LIBERTY MEDIA COR SIRIUSXM C
549300ZKUTPIBZLWLL89
TRACKING STK USD.01
531229607
26725
NS
USD
920676.25
0.1588453481
Long
EC
CORP
US
N
1
N
N
N
KERING
549300VGEJKB7SVUZR78
COMMON STOCK EUR4.0
550507909
381
NS
206947.58
0.0357049075
Long
EC
CORP
FR
N
2
N
N
N
LG ELECTRONICS INC
988400RMQFTGZIOG0609
COMMON STOCK KRW5000.
652073909
394
NS
20914.11
0.0036083358
Long
EC
CORP
KR
N
2
N
N
N
LG UPLUS CORP
N/A
COMMON STOCK KRW5000.0
629090903
319
NS
3259.99
0.0005624499
Long
EC
CORP
KR
N
2
N
N
N
LIVE NATION ENTERTAINMENT IN
5493007B9BM9ZXJINO78
COMMON STOCK USD.01
538034109
1182
NS
USD
52398.06
0.0090402985
Long
EC
CORP
US
N
1
N
N
N
LI NING CO LTD
529900T77L2FV3FZ3U81
COMMON STOCK HKD.1
B01JCK900
2000
NS
6357.54
0.0010968738
Long
EC
CORP
KY
N
2
N
N
N
LIBERTY BROADBAND C
549300MIX43II8JLN536
COMMON STOCK USD.01
530307305
448
NS
USD
55534.08
0.0095813596
Long
EC
CORP
US
N
1
N
N
N
KEYENCE CORP
529900M7PQBS7A89DZ11
COMMON STOCK
649099009
800
NS
334017.8
0.0576284809
Long
EC
CORP
JP
N
2
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
JR SUBORDINA 12/99 VAR
B3L43NII0
365000
PA
773077.07
0.1333798893
Long
DBT
CORP
GB
Y
2
2099-12-31
Fixed
13
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
SR SECURED 144A 09/25 6.125
57164PAG1
205000
PA
USD
209612.5
0.0361646893
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.125
N
N
N
N
N
N
LOBLAW COMPANIES LTD
5493008LN3O1DIDTSH67
COMMON STOCK
539481952
83
NS
4041.79
0.0006973347
Long
EC
CORP
CA
N
2
N
N
N
MARRIOTT OWNERSHIP/ILG
BW4532OH033VURR0IT68
COMPANY GUAR 09/26 6.5
57165PAB1
11000
PA
USD
11082.5
0.0019120767
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.5
N
N
N
N
N
N
LOOKOUT INC
5493001FMB46AJ886C96
COMMON STOCK
ACI0C25V4
3711
NS
USD
18072.57
0.0031180816
Long
EC
CORP
US
Y
3
N
N
N
KFC HLD/PIZZA HUT/TACO
549300G2LG4YUB3MM115
COMPANY GUAR 144A 06/26 5.25
48250NAB1
34000
PA
USD
34850
0.0060127112
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25
N
N
N
N
N
N
MARSH + MCLENNAN COS
549300XMP3KDCKJXIU47
COMMON STOCK USD1.0
571748102
27995
NS
USD
3005823.15
0.5185981767
Long
EC
CORP
US
N
1
N
N
N
LOOKOUT INC
5493001FMB46AJ886C96
SERIES F PFD
962SSY902
55056
NS
USD
613874.4
0.1059124668
Long
EP
CORP
US
Y
3
N
N
N
MARSH + MCLENNAN COS INC
549300XMP3KDCKJXIU47
SR UNSECURED 03/29 4.375
571748BG6
42000
PA
USD
50010.05
0.0086282923
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.375
N
N
N
N
N
N
LOWE S COS INC
WAFCR4OKGSC504WU3E95
COMMON STOCK USD.5
548661107
26812
NS
USD
3622837.44
0.6250523724
Long
EC
CORP
US
N
1
N
N
N
MARSH + MCLENNAN COS INC
549300XMP3KDCKJXIU47
SR UNSECURED 11/30 2.25
571748BN1
172000
PA
USD
178493.18
0.0307956367
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25
N
N
N
N
N
N
LOWE S COS INC
WAFCR4OKGSC504WU3E95
SR UNSECURED 04/50 5.125
548661DW4
150000
PA
USD
204713.82
0.0353195143
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
5.125
N
N
N
N
N
N
KIA MOTORS CORP
988400V8MJK9N7OI5X76
COMMON STOCK KRW5000.0
649092905
508
NS
13698.55
0.0023634268
Long
EC
CORP
KR
N
2
N
N
N
MARUBENI CORP
4P4N3ORD02UGQT1T1W12
COMMON STOCK
656946001
1000
NS
4523.36
0.0007804206
Long
EC
CORP
JP
N
2
N
N
N
LVMH MOET HENNESSY LOUIS VUI
IOG4E947OATN0KJYSD45
COMMON STOCK EUR.3
406141903
3133
NS
1372250.03
0.2367558995
Long
EC
CORP
FR
N
2
N
N
N
MCKESSON CORP W/D
549300WZWOM80UCFSF54
COMMON STOCK USD.01
58155Q103
29
NS
USD
4449.18
0.0007676222
Long
EC
CORP
US
N
1
N
N
N
ISHARES S+P 500 VALUE ETF
N/A
ISHARES S+P 500 VALUE ETF
464287408
5829
NS
USD
630756.09
0.1088250845
Long
EC
RF
US
N
1
N
N
N
MARVELL TECHNOLOGY GROUP LTD
8DF36O58U3QIHUCGZB18
COMMON STOCK USD.002
G5876H105
16381
NS
USD
574317.86
0.0990877308
Long
EC
CORP
BM
N
1
N
N
N
MADISON SQUARE GARDEN SPORTS
529900BQELIZ5ZQYB788
COMMON STOCK USD.01
55825T103
62
NS
USD
9107.18
0.0015712724
Long
EC
CORP
US
N
1
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
COMMON STOCK USD1.0
574599106
8768
NS
USD
440241.28
0.0759553419
Long
EC
CORP
US
N
1
N
N
N
MEDIATEK INC
254900UEGBK1I4DM4E14
COMMON STOCK TWD10.
637248907
1000
NS
19565.82
0.0033757138
Long
EC
CORP
TW
N
2
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
SR UNSECURED 11/22 5.375
60855RAG5
10000
PA
USD
10200
0.0017598179
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.375
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
COMPANY GUAR 144A 02/28 5.375
575385AD1
18000
PA
USD
18405
0.0031754361
Long
DBT
CORP
CA
Y
2
2028-02-01
Fixed
5.375
N
N
N
N
N
N
MAEDA ROAD CONSTRUCTION CO
N/A
COMMON STOCK
655472009
2000
NS
37693.41
0.006503288
Long
EC
CORP
JP
N
2
N
N
N
MOMO INC SPON ADR
549300YMGLID32W48529
ADR USD.0001
60879B107
1041
NS
USD
18196.68
0.0031394944
Long
EC
CORP
KY
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
COMMON STOCK USD.1
G5960L103
366
NS
USD
33562.2
0.0057905255
Long
EC
CORP
IE
N
1
N
N
N
MASTERCARD INC A
AR5L2ODV9HN37376R084
COMMON STOCK USD.0001
57636Q104
16054
NS
USD
4747167.8
0.8190344018
Long
EC
CORP
US
N
1
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
SR UNSECURED 06/30 2.45
559222AV6
20000
PA
USD
20453.55
0.0035288749
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
SR UNSECURED 04/30 2.75
609207AT2
225000
PA
USD
242198.48
0.0417867865
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75
N
N
N
N
N
N
MEITUAN DIANPING CLASS B
21380033K525E5JLIA77
COMMON STOCK USD.00001
ACI14YZ22
8100
NS
179927.76
0.0310431465
Long
EC
CORP
KY
N
2
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
SR UNSECURED 144A 03/30 4.625
57701RAM4
135000
PA
USD
129600
0.0223600393
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.625
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
COMMON STOCK
56501R957
98
NS
1333.28
0.0002300324
Long
EC
CORP
CA
N
2
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
SR UNSECURED 144A 04/25 7.25
12429TAE4
40000
PA
USD
36270.8
0.0062578435
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.25
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
COMMON STOCK USD.01
56585A102
7600
NS
USD
284088
0.0490140342
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTERNATIONAL INC A
549300DV9GIB88LZ5P30
COMMON STOCK
609207105
5492
NS
USD
280805.96
0.0484477801
Long
EC
CORP
US
N
1
N
N
N
MCDONALD S CORP
UE2136O97NLB5BYP9H04
COMMON STOCK USD.01
580135101
17436
NS
USD
3216418.92
0.5549325107
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 05/25 4.7
56585ABH4
148000
PA
USD
165679.93
0.0285849517
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.7
N
N
N
N
N
N
MERCK + CO. INC.
4YV9Y5M8S0BRK1RP0397
COMMON STOCK USD.5
58933Y105
31399
NS
USD
2428084.67
0.4189202824
Long
EC
CORP
US
N
1
N
N
N
MCDONALD S CORP
UE2136O97NLB5BYP9H04
SR UNSECURED 04/50 4.2
58013MFR0
172000
PA
USD
208538.01
0.0359793063
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.2
N
N
N
N
N
N
NANYA TECHNOLOGY CORP
254900STKVKJBRRO0835
COMMON STOCK TWD10.
628360901
3000
NS
6178.47
0.0010659786
Long
EC
CORP
TW
N
2
N
N
N
MOODY S CORP
549300GCEDD8YCF5WU84
COMMON STOCK USD.01
615369105
45
NS
USD
12362.85
0.0021329769
Long
EC
CORP
US
N
1
N
N
N
MCDONALD S CORP
UE2136O97NLB5BYP9H04
SR UNSECURED 07/27 3.5
58013MFP4
125000
PA
USD
141936.06
0.0244883941
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.5
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
COMPANY GUAR 144A 06/25 6.25
59001KAG5
29000
PA
USD
29290
0.0050534379
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
6.25
N
N
N
N
N
N
NATURA +CO HOLDING S.A.
N/A
COMMON STOCK
BJRFY3903
229
NS
1680.2
0.0002898869
Long
EC
CORP
BR
N
2
N
N
N
MCDONALD S CORP
UE2136O97NLB5BYP9H04
SR UNSECURED 09/48 4.45
58013MFH2
150000
PA
USD
185319.53
0.0319733948
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
COMMON STOCK USD1.6
651639106
7955
NS
USD
491141.7
0.0847372508
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
COMMON STOCK USD.01
617446448
107531
NS
USD
5193747.3
0.8960832842
Long
EC
CORP
US
N
1
N
N
N
NATURGY ENERGY GROUP SA
TL2N6M87CW970S5SV098
COMMON STOCK EUR1.0
565042900
127
NS
2360.61
0.0004072788
Long
EC
CORP
ES
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
COMPANY GUAR 10/30 2.25
651639AY2
172000
PA
USD
174315.67
0.030074886
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
54930094LU45XF2CP718
NAVSL 2014 AA A3 144A
63939CAD9
154000
PA
USD
144903.02
0.0250002872
Long
ABS-O
CORP
US
Y
2
2031-10-15
Floating
1.78475
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
JR SUBORDINA 12/49 VAR
61761JQK8
277000
PA
USD
249287.12
0.0430097978
Long
DBT
CORP
US
N
2
2049-12-31
Floating
4.82888
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
COMMON STOCK USD.01
65339F101
18383
NS
USD
4415045.11
0.7617328864
Long
EC
CORP
US
N
1
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 A A2A 144A
63941BAB1
100000
PA
USD
102218.86
0.0176359392
Long
ABS-O
CORP
US
Y
2
2043-01-15
Fixed
3.42
N
N
N
N
N
N
NIPPON TELEGRAPH + TELEPHONE
353800VHQU5VIXVUA841
COMMON STOCK
664137007
12380
NS
288208.78
0.0497249972
Long
EC
CORP
JP
N
2
N
N
N
NBCUNIVERSAL ENTERPRISE
N/A
JR SUBORDINA 144A 12/49 5.25
63946CAE8
300000
PA
USD
300750
0.0518887486
Long
DBT
CORP
US
Y
2
2049-12-31
Fixed
5.25
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
COMMON STOCK
664286002
1300
NS
4815.12
0.0008307583
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SR UNSECURED 04/26 VAR
6174468Q5
310000
PA
USD
322774.84
0.0556887199
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.188
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
COMPANY GUAR 05/24 5.625
55303XAC9
15000
PA
USD
15525.3
0.0026785981
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625
N
N
N
N
N
N
NMC HEALTH PLC
2138008YQEVWBE1V2M52
COMMON STOCK GBP.1
B7FC07907
27178
NS
0
0
Long
EC
CORP
GB
N
3
N
N
N
NCSOFT CORP
N/A
COMMON STOCK KRW500.0
626418909
374
NS
278997.63
0.0481357868
Long
EC
CORP
KR
N
2
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
COMMON STOCK
590294906
1311
NS
5741.33
0.0009905584
Long
EC
CORP
FI
N
2
N
N
N
NEC CORP
5493000QYMPFRTEY4K28
COMMON STOCK
664040003
400
NS
19182.75
0.0033096222
Long
EC
CORP
JP
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
SR UNSECURED 05/50 3.05
655844CF3
120000
PA
USD
123553.81
0.0213168831
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
COMPANY GUAR 144A 06/25 4.625
55303XAK1
85000
PA
USD
83119.8
0.0143407561
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.625
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
COMMON STOCK USD1.0
666807102
300
NS
USD
92232
0.0159128946
Long
EC
CORP
US
N
1
N
N
N
NESTE OYJ
5493009GY1X8GQ66AM14
COMMON STOCK
B06YV4907
33097
NS
1292593.28
0.2230126274
Long
EC
CORP
FI
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SR UNSECURED 04/31 VAR
6174468P7
658000
PA
USD
751682.01
0.1296885746
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.622
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
COMMON STOCK USD.01
668771108
9522
NS
USD
188821.26
0.0325775524
Long
EC
CORP
US
N
1
N
N
N
NESTLE SA REG
KY37LUS27QQX7BB93L28
COMMON STOCK CHF.1
712387901
22396
NS
2474202.36
0.4268770212
Long
EC
CORP
CH
N
2
N
N
N
NOVARTIS AG REG
5493007HIVTX6SY6XD66
COMMON STOCK CHF.5
710306903
316
NS
27457.45
0.0047372659
Long
EC
CORP
CH
N
2
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MSBAM 2015 C24 C
61765LAY6
17233
PA
USD
16192.3
0.0027936764
Long
ABS-O
CORP
US
N
2
2048-05-15
Floating
4.488007
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMPANY GUAR 01/27 6.625
629377CC4
18000
PA
USD
18787.5
0.0032414293
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
COMMON STOCK USD.01
552953101
2245
NS
USD
37716
0.0065071855
Long
EC
CORP
US
N
1
N
N
N
NETEASE INC ADR
5299004AF4DSJDB0PA32
ADR USD.0001
64110W102
505
NS
USD
216836.9
0.0374111235
Long
EC
CORP
KY
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
SR UNSECURED 02/22 5.5
64110LAJ5
10000
PA
USD
10427.5
0.0017990687
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.5
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMPANY GUAR 01/28 5.75
629377CE0
12000
PA
USD
12660
0.0021842446
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
COMMON STOCK USD.001
595017104
11025
NS
USD
1161042.75
0.2003160609
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MSBAM 2016 C32 A4
61691GAS9
89000
PA
USD
99563.2
0.0171777551
Long
ABS-O
CORP
US
N
2
2049-12-15
Floating
3.72
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMPANY GUAR 05/26 7.25
629377CA8
15000
PA
USD
15825
0.0027303057
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25
N
N
N
N
N
N
NEVRO CORP
254900SH91I4BOYKUE38
COMMON STOCK USD.001
64157F103
661
NS
USD
78969.67
0.0136247293
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMPANY GUAR 144A 06/29 5.25
629377CH3
11000
PA
USD
11550
0.001992735
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25
N
N
N
N
N
N
NEW ORIENTAL EDUCATIO SP ADR
529900NHZVBZQZ8EKN29
ADR USD.01
647581107
955
NS
USD
124369.65
0.0214576409
Long
EC
CORP
KY
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
SR SECURED 06/23 4.333
595017AP9
163000
PA
USD
175837.88
0.0303375147
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333
N
N
N
N
N
N
NTT DATA CORP
353800SZGJGSLJRRWB43
COMMON STOCK
612563908
800
NS
8901.37
0.0015357638
Long
EC
CORP
JP
N
2
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
COMMON STOCK
67077M959
147
NS
4723.14
0.0008148889
Long
EC
CORP
CA
N
2
N
N
N
NEWCREST MINING LTD
5299006MN50OZJUJI655
COMMON STOCK
663710002
11946
NS
266339.14
0.0459518027
Long
EC
CORP
AU
N
2
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
COMMON STOCK USD.01
620076307
3602
NS
USD
504748.26
0.0870848065
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
COMMON STOCK USD.1
595112103
14693
NS
USD
756983.36
0.1306032227
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
COMMON STOCK USD.001
67066G104
7207
NS
USD
2738011.37
0.4723922977
Long
EC
CORP
US
N
1
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
SR UNSECURED 04/23 4.35
651229AV8
19000
PA
USD
19566.2
0.0033757793
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
SR UNSECURED 04/50 3.5
67066GAH7
130000
PA
USD
148532.15
0.0256264252
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.5
N
N
N
N
N
N
OTSUKA HOLDINGS CO LTD
N/A
COMMON STOCK
B5LTM9909
200
NS
8716.79
0.001503918
Long
EC
CORP
JP
N
2
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
COMMON STOCK USD.00000625
594918104
62185
NS
USD
12655269.35
2.1834283931
Long
EC
CORP
US
N
1
N
N
N
MPT OPER PARTNERSP/FINL
WUQXXXF7PXTUPGROE843
COMPANY GUAR 10/27 5
55342UAH7
20000
PA
USD
20550
0.0035455155
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5
N
N
N
N
N
N
NXP SEMICONDUCTORS NV
724500M9BY5293JDF951
COMMON STOCK
N6596X109
17004
NS
USD
1939136.16
0.3345614252
Long
EC
CORP
NL
N
1
N
N
N
OUTFRONT MEDIA CAP LLC/C
5493005WC7J0FDMW0610
COMPANY GUAR 144A 06/25 6.25
69007TAD6
24000
PA
USD
24157.2
0.0041678699
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.25
N
N
N
N
N
N
OIL + NATURAL GAS CORP LTD
335800FPDZ9MRSNO7N41
COMMON STOCK INR5.
613936905
1207
NS
1316.33
0.000227108
Long
EC
CORP
IN
N
2
N
N
N
OKTA INC
549300N8J06I8MRHU620
COMMON STOCK
679295105
1998
NS
USD
400059.54
0.0690227394
Long
EC
CORP
US
N
1
N
N
N
OUTFRONT MEDIA CAP LLC/C
5493005WC7J0FDMW0610
COMPANY GUAR 144A 08/27 5
69007TAB0
9000
PA
USD
8100
0.0013975025
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5
N
N
N
N
N
N
OLD MUTUAL LTD
213800MON84ZWWPQCN47
COMMON STOCK
BDVPYN905
1916
NS
1328.71
0.0002292439
Long
EC
CORP
ZA
N
2
N
N
N
MITSUBISHI ESTATE CO LTD
353800KOFMRGOXSJ5Z65
COMMON STOCK
659672000
19000
NS
282539.83
0.0487469267
Long
EC
CORP
JP
N
2
N
N
N
PACIFIC GAS + ELECTRIC COMPANY
N/A
2020 EXIT TERM LOAN B
69338CAH4
162000
PA
USD
158962.5
0.0274259857
Long
LON
CORP
US
N
2
2025-06-23
Floating
0
N
N
N
N
N
N
OLYMPUS CORP
5299000Y52IFDI1I2A21
COMMON STOCK
665880001
400
NS
7704.09
0.0013291956
Long
EC
CORP
JP
N
2
N
N
N
MTN GROUP LTD
2549009JD6Q6XHZS5E05
COMMON STOCK ZAR.0001
656320900
3911
NS
11898.01
0.0020527776
Long
EC
CORP
ZA
N
2
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2020 1A A 144A
68269LAA4
468000
PA
USD
482066.4
0.0831714787
Long
ABS-O
CORP
US
Y
2
2032-05-14
Fixed
3.84
N
N
N
N
N
N
PALANTIR TECHNOLOGIES INC
549300UVN46B3BBDHO85
SERIES I PFD
ACI084ZK6
107092
NS
USD
735722.04
0.1269349824
Long
EP
CORP
US
Y
3
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
COMPANY GUAR 09/24 2.75
682680AX1
157000
PA
USD
158398.67
0.0273287074
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
COMPANY GUAR 03/25 4.9
68268NAP8
267000
PA
USD
289860.09
0.0500098997
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.9
N
N
N
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
COMMON STOCK USD.0001
697435105
1852
NS
USD
425348.84
0.0733859319
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
COMMON STOCK USD.01
68389X105
14743
NS
USD
814845.61
0.1405862642
Long
EC
CORP
US
N
1
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
COMPANY GUAR 144A 01/25 5.375
701885AD7
69000
PA
USD
67123.2
0.011580844
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
5.375
N
N
N
N
N
N
MITSUBISHI HEAVY INDUSTRIES
353800TJ98PCAZROVE69
COMMON STOCK
659706006
1200
NS
28308.65
0.0048841244
Long
EC
CORP
JP
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
SR UNSECURED 04/27 2.8
68389XBU8
506000
PA
USD
552605.08
0.0953415995
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.8
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
SR UNSECURED 04/30 2.95
68389XBV6
506000
PA
USD
563499.96
0.0972213059
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
COMPANY GUAR 144A 08/25 5.25
701885AF2
176000
PA
USD
169021.6
0.0291614939
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.25
N
N
N
N
N
N
MURATA MANUFACTURING CO LTD
529900QZG6DL8ZRI7140
COMMON STOCK
661040006
23410
NS
1371689.54
0.2366591975
Long
EC
CORP
JP
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
SR UNSECURED 04/40 3.6
68389XBW4
506000
PA
USD
574355.7
0.0990942594
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.6
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
SR UNSECURED 03/25 3.777
606822AU8
158000
PA
USD
174233.67
0.0300607385
Long
DBT
CORP
JP
N
2
2025-03-02
Fixed
3.777
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
COMPANY GUAR 144A 10/27 5.625
701885AH8
10000
PA
USD
9850
0.001699432
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.625
N
N
N
N
N
N
ORTHO CLINICAL INC/SA
5493006VJVVGE5PD4517
SR UNSECURED 144A 06/25 7.375
68752DAC2
29000
PA
USD
29507.5
0.0050909634
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
COMMON STOCK USD.0001
70450Y103
13539
NS
USD
2358899.97
0.4069837653
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
COMMON STOCK USD.01
744320102
42
NS
USD
2557.8
0.0004413002
Long
EC
CORP
US
N
1
N
N
N
NAN YA PLASTICS CORP
254900L66RP14M9UOM28
COMMON STOCK TWD10.0
662158906
40000
NS
87321.85
0.0150657407
Long
EC
CORP
TW
N
2
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
COMPANY GUAR 01/31 5.6
71647NBH1
171000
PA
USD
171769.5
0.0296355923
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.6
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 06/43 VAR
744320AM4
143000
PA
USD
152152
0.0262509622
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.625
N
N
N
N
N
N
PBF HOLDING CO LLC
549300TILVIIV9FLL461
SR SECURED 144A 05/25 9.25
69318FAK4
185000
PA
USD
197487.5
0.0340727489
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
9.25
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/42 VAR
744320AL6
211000
PA
USD
224588.4
0.0387484988
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.875
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
SR UNSECURED 03/51 3.7
74432QCF0
184000
PA
USD
201766.33
0.0348109804
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.7
N
N
N
N
N
N
PELOTON INTERACTIVE INC A
5493002YS021166W0339
COMMON STOCK USD.000025
70614W100
18151
NS
USD
1048583.27
0.1809132956
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/26 4.5
71654QBW1
81000
PA
USD
70672.5
0.0121932089
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.5
N
N
N
N
N
N
RAI WAY SPA
815600303CCB3CFD2264
COMMON STOCK NPV
ACI09Y274
103983
NS
682888.83
0.117819607
Long
EC
CORP
IT
N
2
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
SR UNSECURED REGS 07/29 3.65
69370RAD9
200000
PA
USD
207990.61
0.0358848627
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
3.65
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
COMMON STOCK USD.017
713448108
2979
NS
USD
394002.54
0.0679777181
Long
EC
CORP
US
N
1
N
N
N
PTC INC
54930050SSMU8SKDJ030
COMMON STOCK USD.01
69370C100
2176
NS
USD
169271.04
0.0292045301
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS PETROLEO BRAS
5493000J801JZRCMFE49
COMMON STOCK
268236908
1875
NS
7702.6
0.0013289386
Long
EC
CORP
BR
N
2
N
N
N
PTC THERAPEUTICS INC
549300UJLWOIWFDGB318
COMMON STOCK USD.001
69366J200
1107
NS
USD
56169.18
0.0096909342
Long
EC
CORP
US
N
1
N
N
N
PETRONET LNG LTD FOR
335800KIIKNA7GRD9351
COMMON STOCK INR10.0
B00KT6901
18923
NS
65451.65
0.0112924496
Long
EC
CORP
IN
N
2
N
N
N
PETROBRAS PETROLEO BRAS PR
5493000J801JZRCMFE49
PREFERENCE
268453008
772
NS
3059.27
0.0005278194
Long
EP
CORP
BR
N
2
N
N
N
RAKUTEN INC
529900IMXUCQKUL1H943
COMMON STOCK
622959906
1200
NS
10552.7
0.0018206696
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
REIT USD.1
74460D109
112
NS
USD
21491.68
0.0037079846
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
COMPANY GUAR 01/25 5.299
71647NAV1
70000
PA
USD
72730.7
0.0125483126
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
5.299
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
COMMON STOCK
671574002
1551
NS
9534.91
0.0016450692
Long
EC
CORP
AU
N
2
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
COMMON STOCK USD.05
717081103
65187
NS
USD
2131614.9
0.3677700069
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
COMMON STOCK USD.0001
747525103
2451
NS
USD
223555.71
0.0385703276
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
SR UNSECURED 01/36 6.7
698299AW4
107000
PA
USD
153947.32
0.0265607108
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.7
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
COMPANY GUAR 144A 01/28 5.25
74840LAB8
14000
PA
USD
14446.32
0.0024924405
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.25
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
COMPANY GUAR 144A 05/25 5.75
74840LAA0
17000
PA
USD
17378.93
0.0029984071
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.75
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
SR UNSECURED 03/37 6.55
715638AU6
48000
PA
USD
73020.48
0.0125983086
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55
N
N
N
N
N
N
QUINTIS AUS PTY LTD
N/A
SECURED 144A 10/28 0.00000
74877UAB4
1095355
PA
USD
1095355
0.1889828767
Long
DBT
CORP
AU
Y
3
2028-10-01
Variable
12
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
COMMON STOCK USD.01
760759100
71
NS
USD
5825.55
0.0010050889
Long
EC
CORP
US
N
1
N
N
N
QUINTIS AUS PTY LTD
N/A
SR SECURED 144A 10/26 7.5
74877UAA6
1045462
PA
USD
1045462
0.1803747792
Long
DBT
CORP
AU
Y
3
2026-10-01
Variable
7.5
N
N
N
N
N
N
QUINTIS PTY LIMITED
N/A
BRTM9C6F6
933EMT906
578796
NS
307558.96
0.0530635064
Long
EC
CORP
AU
Y
3
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
SR UNSECURED 06/50 5.1
760942BA9
121965
PA
USD
157336.07
0.0271453758
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.1
N
N
N
N
N
N
RACKSPACE HOSTIN
549300QTYCKLMFSE8I97
COMPANY GUAR 144A 11/24 8.625
45332JAA0
40000
PA
USD
40200
0.0069357529
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.625
N
N
N
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
COMMON STOCK USD.0001
803607100
1025
NS
USD
164348.5
0.0283552385
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
COMMON STOCK USD1.0
75513E101
61538
NS
USD
3791971.56
0.6542332795
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
SR UNSECURED 05/30 1.7
717081EY5
135000
PA
USD
137231.61
0.0236767299
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.7
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SR UNSECURED REGS 04/39 4.25
ACI1B8GZ9
200000
PA
USD
222488.18
0.0383861454
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25
N
N
N
N
N
N
RESMED INC
529900T3QE5253CCXF22
COMMON STOCK USD.004
761152107
1280
NS
USD
245760
0.0424012597
Long
EC
CORP
US
N
1
N
N
N
REI AGRO LTD
N/A
SR UNSECURED 144A 11/14 5.5
74948PAA2
618000
PA
USD
6.18
0.0000010662
Long
DBT
CORP
IN
Y
2
2014-11-13
Fixed
5.5
Y
Y
N
N
N
REI Agro Limited
Common Stock
INR
XXXX
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
SR SECURED 144A 07/23 5.125
761735AT6
34000
PA
USD
34258.06
0.0059105831
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
5.125
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
SR UNSECURED REGS 10/47 4.625
BYWYZGII4
200000
PA
USD
233192
0.040232888
Long
DBT
NUSS
SA
Y
2
2047-10-04
Fixed
4.625
N
N
N
N
N
N
RIYAD BANK
54930037RJ782ISGGM71
COMMON STOCK SAR10.
B12LZW901
553
NS
2487.11
0.000429104
Long
EC
CORP
SA
N
2
N
N
N
PG+E CORP
8YQ2GSDWYZXO2EDN3511
SR SECURED 07/28 5
69331CAH1
161000
PA
USD
160951.7
0.0277691847
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
COMMON STOCK INR10.
609962907
122470
NS
2773486.3
0.4785128288
Long
EC
CORP
IN
N
2
N
N
N
SCHLUMBERGER LTD
213800ZUA17OK3QLGM62
COMMON STOCK USD.01
806857108
502
NS
USD
9231.78
0.0015927698
Long
EC
CORP
CW
N
1
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
COMMON STOCK EUR4.0
483410007
140
NS
15521.47
0.0026779373
Long
EC
CORP
FR
N
2
N
N
N
ROCHE HOLDING AG GENUSSCHEIN
549300U41AUUVOAAOB37
COMMON STOCK
711038901
11127
NS
3852518.45
0.6646795051
Long
EC
CORP
CH
N
2
N
N
N
PG+E CORP
8YQ2GSDWYZXO2EDN3511
SR SECURED 07/30 5.25
69331CAJ7
28000
PA
USD
28159.6
0.0048584087
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25
N
N
N
N
N
N
RELIANCE INDUSTRIES PARTLY P
5493003UOETFYRONLG31
COMMON STOCK INR2.5
BM92YZ904
8164
NS
86490.85
0.0149223673
Long
EC
CORP
IN
N
2
N
N
N
SCHWAB (CHARLES) CORP
549300VSGCJ7E698NM85
COMMON STOCK USD.01
808513105
26465
NS
USD
892929.1
0.1540580999
Long
EC
CORP
US
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
SR UNSECURED 144A 01/44 6.125
77586RAC4
56000
PA
USD
73360
0.0126568864
Long
DBT
NUSS
RO
Y
2
2044-01-22
Fixed
6.125
N
N
N
N
N
N
SEATTLE GENETICS INC
N/A
COMMON STOCK USD.001
812578102
780
NS
USD
132537.6
0.0228668668
Long
EC
CORP
US
N
1
N
N
N
ROYAL DUTCH SHELL PLC A SHS
21380068P1DRHMJ8KU70
COMMON STOCK EUR.07
B03MLX903
1008
NS
16039.6
0.0027673309
Long
EC
CORP
GB
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
COMMON STOCK GBP.144397
B2B0DG904
173
NS
4004.13
0.0006908372
Long
EC
CORP
GB
N
2
N
N
N
PHILIP MORRIS INTERNATIONAL
HL3H1H2BGXWVG3BSWR90
COMMON STOCK
718172109
1687
NS
USD
118191.22
0.0203916691
Long
EC
CORP
US
N
1
N
N
N
SEKISUI HOUSE LTD
529900GMNDOYQSAJAE76
COMMON STOCK
679390005
200
NS
3807.56
0.0006569228
Long
EC
CORP
JP
N
2
N
N
N
ROYAL DUTCH SHELL PLC B SHS
21380068P1DRHMJ8KU70
COMMON STOCK EUR.07
B03MM4906
1238
NS
18733.58
0.0032321264
Long
EC
CORP
GB
N
2
N
N
N
PICC PROPERTY + CASUALTY H
300300F1000311000017
COMMON STOCK CNY1.0
670625904
10000
NS
8226.89
0.0014193949
Long
EC
CORP
CN
N
2
N
N
N
REPSOL SA
BSYCX13Y0NOTV14V9N85
COMMON STOCK EUR1.
566935904
647
NS
5646.64
0.0009742214
Long
EC
CORP
ES
N
2
N
N
N
SELECT MEDICAL CORP
N/A
COMPANY GUAR 144A 08/26 6.25
816196AT6
263000
PA
USD
265879.85
0.0458725609
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.25
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
SR UNSECURED REGS 06/47 5.25
BD57MZII1
200000
PA
USD
264000
0.0455482282
Long
DBT
NUSS
RU
Y
2
2047-06-23
Fixed
5.25
N
N
N
N
N
N
PILGRIM S PRIDE CORP
549300ZSLGV64ZL3HD75
COMPANY GUAR 144A 09/27 5.875
72147KAE8
12000
PA
USD
12002.4
0.0020707881
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.875
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 06/23 4.5
44106MAR3
97000
PA
USD
92870.83
0.0160231127
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.5
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 08/22 5
44106MAQ5
134000
PA
USD
131590.97
0.0227035437
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5
N
N
N
N
N
N
SAFRAN SA
969500UIC89GT3UL7L24
COMMON STOCK EUR.2
B058TZ909
19782
NS
1978837.77
0.3414111903
Long
EC
CORP
FR
N
2
N
N
N
REPSOL SA
N/A
RIGHT
BMVLS2907
563
NS
274.08
0.0000472873
Long
EC
CORP
ES
N
1
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
COMMON STOCK USD.001
79466L302
25165
NS
USD
4714159.45
0.8133394326
Long
EC
CORP
US
N
1
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
COMMON STOCK USD.001
81762P102
3175
NS
USD
1286065.5
0.2218863819
Long
EC
CORP
US
N
1
N
N
N
PING AN INSURANCE GROUP CO A
529900M9MC28JLN35U89
COMMON STOCK CNY1.0
BP3R28903
6544
NS
66113.09
0.0114065686
Long
EC
CORP
CN
N
2
N
N
N
SEVEN + I HOLDINGS CO LTD
52990037G8JRM3TWGY86
COMMON STOCK
B0FS5D909
300
NS
9790.18
0.0016891112
Long
EC
CORP
JP
N
2
N
N
N
SANOFI
549300E9PC51EN656011
COMMON STOCK EUR2.0
567173901
33626
NS
3421075.99
0.5902422339
Long
EC
CORP
FR
N
2
N
N
N
SGS SA REG
2138007JNS19JHNA2336
COMMON STOCK CHF1.0
482477007
5
NS
12200.57
0.0021049786
Long
EC
CORP
CH
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 01/23 3.375
ACI0YQ3V9
315000
PA
134029.9
0.0231243351
Long
DBT
NUSS
AR
Y
2
2023-01-15
Fixed
3.375
N
N
N
N
N
N
SHANGHAI INTERNATIONAL AIR A
3003000CIJ7O6AOQF345
COMMON STOCK CNY1.0
BP3R4P903
10800
NS
109541.66
0.0188993505
Long
EC
CORP
CN
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
COMMON STOCK
484628904
83
NS
11553.23
0.0019932923
Long
EC
CORP
DE
N
2
N
N
N
POLSKI KONCERN NAFTOWY ORLEN
259400VVMM70CQREJT74
COMMON STOCK PLN1.25
581006905
284
NS
4492.13
0.0007750324
Long
EC
CORP
PL
N
2
N
N
N
SHENZHEN GOODIX TECHNOLOGY A
N/A
COMMON STOCK CNY1.0
BYW5QT908
100
NS
3154.58
0.0005442634
Long
EC
CORP
CN
N
2
N
N
N
SHENZHEN INOVANCE TECHNOLO A
N/A
COMMON STOCK CNY1.0
BD5CMN906
24451
NS
131390.74
0.0226689977
Long
EC
CORP
CN
N
2
N
N
N
SIRIUS XM RADIO INC
54930055RWDMVXAGZK98
COMPANY GUAR 144A 08/22 3.875
82967NAY4
14000
PA
USD
14106.54
0.0024338178
Long
DBT
CORP
US
Y
2
2022-08-01
Fixed
3.875
N
N
N
N
N
N
SIRIUS XM RADIO INC
54930055RWDMVXAGZK98
COMPANY GUAR 144A 08/27 5
82967NBA5
21000
PA
USD
21463.47
0.0037031175
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SR UNSECURED 08/49 3.8
824348BK1
172000
PA
USD
187533.58
0.0323553875
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.8
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
COMPANY GUAR 144A 07/24 4.875
83001AAB8
14000
PA
USD
12530
0.0021618155
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.875
N
N
N
N
N
N
SK TELECOM
9884003WEA1PHW006037
COMMON STOCK KRW500.
622487908
79
NS
13855.05
0.0023904279
Long
EC
CORP
KR
N
2
N
N
N
SHIN ETSU CHEMICAL CO LTD
353800PX8Q64N86H5W41
COMMON STOCK
680458007
16488
NS
1927422.7
0.3325404883
Long
EC
CORP
JP
N
2
N
N
N
POSCO
988400E5HRVX81AYLM04
COMMON STOCK KRW5000.
669323008
553
NS
79968.69
0.0137970914
Long
EC
CORP
KR
N
2
N
N
N
SLM STUDENT LOAN TRUST
549300MJYMBTZU2FTV38
SLMA 2005 B A4
78443CCB8
119244.02
PA
USD
109259.97
0.0188507502
Long
ABS-O
USGA
US
N
2
2039-06-15
Floating
0.64338
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP LTD
988400EB8A6G49E5KO54
COMMON STOCK KRW5000.
639750900
377
NS
9006.94
0.0015539779
Long
EC
CORP
KR
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 01/27 6.875
040114HL7
906000
PA
USD
361494
0.0623689818
Long
DBT
NUSS
AR
N
2
2027-01-26
Fixed
6.875
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300MJYMBTZU2FTV38
SLMA 2006 A A5
78443CCL6
182030.11
PA
USD
168776.04
0.0291191272
Long
ABS-O
USGA
US
N
2
2039-06-15
Floating
0.60338
N
N
N
N
N
N
SHIONOGI + CO LTD
35380049VXDTHZI3DY35
COMMON STOCK
680468006
100
NS
6259.94
0.0010800348
Long
EC
CORP
JP
N
2
N
N
N
SLM STUDENT LOAN TRUST
549300T563MF7L069881
SLMA 2007 A A4A
78443DAD4
194581.44
PA
USD
180443.87
0.0311321915
Long
ABS-O
USGA
US
N
2
2041-12-16
Floating
0.55338
N
N
N
N
N
N
SIEMENS AG REG
W38RGI023J3WT1HWRP32
COMMON STOCK NPV
572797900
45734
NS
5372268.48
0.9268837518
Long
EC
CORP
DE
N
2
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
COMMON STOCK USD1.67
693506107
21423
NS
USD
2272123.38
0.3920120989
Long
EC
CORP
US
N
1
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2010 C A5 144A
78445QAE1
422000
PA
USD
443048.14
0.0764396128
Long
ABS-CBDO
CORP
US
Y
2
2041-10-15
Floating
4.93475
N
N
N
N
N
N
SIKA AG REG
549300R3N69ECGYPU434
COMMON STOCK CHF.01
ACI136GD1
1153
NS
221618.27
0.0382360588
Long
EC
CORP
CH
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 01/28 5.875
040114HQ6
890000
PA
USD
353330
0.0609604373
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
5.875
N
N
N
N
N
N
PROCTER + GAMBLE CO/THE
2572IBTT8CCZW6AU4141
COMMON STOCK
742718109
293
NS
USD
35034.01
0.0060444586
Long
EC
CORP
US
N
1
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SECURED 144A 01/25 10
78454LAT7
135400.01
PA
USD
128546.06
0.0221782018
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
10
N
N
N
N
N
N
SILERGY CORP
N/A
COMMON STOCK TWD10.0
ACI07DFN3
4000
NS
259589.7
0.044787314
Long
EC
CORP
KY
N
2
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SR UNSECURED 01/24 5
78454LAH3
14999.99
PA
USD
8099.99
0.0013975007
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5
N
N
N
N
N
N
SIMPLY GOOD FOODS CO/THE
N/A
COMMON STOCK USD.0001
82900L102
8084
NS
USD
150200.72
0.0259143055
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 12/33 7.82
B06GDDII7
328656.22
PA
154602.93
0.026673824
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
7.82
N
N
Y
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SR UNSECURED 07/21 1.5
78454LAM2
32000
PA
USD
29372.51
0.0050676734
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
1.5
N
N
N
N
Y
SM ENERGY COMPANY
SM ENERGY COMPANY COM
USD
XXXX
N
N
N
SINGAPORE TELECOMMUNICATIONS
2549003XJKIQO8YDYD89
COMMON STOCK
B02PY2901
20900
NS
36960.63
0.0063768606
Long
EC
CORP
SG
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED REGS 01/28 5.25
ACI0YQ3F4
100000
PA
41063.91
0.0070848043
Long
DBT
NUSS
AR
Y
2
2028-01-15
Fixed
5.25
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
COMMON STOCK USD.0001
743424103
1331
NS
USD
147900.72
0.0255174839
Long
EC
CORP
US
N
1
N
N
N
SINOPEC SHANGHAI PETROCHEM H
5299008RZ0G8ACZ8ZU65
COMMON STOCK CNY1.0
679745901
2000
NS
479.16
0.00008267
Long
EC
CORP
CN
N
2
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SR UNSECURED 11/22 6.125
78454LAK6
30000
PA
USD
21900
0.0037784326
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.125
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 03/29 4.5
195325DP7
200000
PA
USD
219700
0.0379050975
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.5
N
N
N
N
N
N
SIRIUS XM RADIO INC
54930055RWDMVXAGZK98
COMPANY GUAR 144A 04/25 5.375
82967NAU2
14000
PA
USD
14378
0.0024806531
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
5.375
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
549300WEYOS38NWU8D22
SMB 2019 A A2A 144A
78449TAB7
110000
PA
USD
111633.98
0.0192603409
Long
ABS-O
CORP
US
Y
2
2036-07-15
Fixed
3.44
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
COMPANY GUAR 144A 07/24 4.625
82967NBE7
20000
PA
USD
20500
0.0035368889
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.625
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
N/A
SMB 2020 PTA A2A 144A
78449VAB2
188000
PA
USD
185392.14
0.0319859223
Long
ABS-O
CORP
US
Y
2
2054-09-15
Fixed
1.6
N
N
N
N
N
N
SNAM SPA
8156002278562044AF79
COMMON STOCK
725147904
39848
NS
193814.55
0.0334390505
Long
EC
CORP
IT
N
2
N
N
N
SIRIUS XM RADIO INC
54930055RWDMVXAGZK98
COMPANY GUAR 144A 07/26 5.375
82967NAW8
14000
PA
USD
14458.36
0.0024945177
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
5.375
N
N
N
N
N
N
SOFTBANK CORP
353800M1YCTS9JRBJ535
COMMON STOCK
BF5M0K909
500
NS
6364.16
0.001098016
Long
EC
CORP
JP
N
2
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2019 A A2FX 144A
78471HAB4
100000
PA
USD
104129.54
0.0179655911
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
3.69
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
SR UNSECURED REGS 02/37 6.625
Y20721AJ8
114000
PA
USD
155850.8
0.0268891204
Long
DBT
NUSS
ID
Y
2
2037-02-17
Fixed
6.625
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
COMPANY GUAR 144A 07/29 5.5
82967NBC1
18000
PA
USD
18947.16
0.0032689756
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.5
N
N
N
N
N
N
SUBARU CORP
549300N244BVAEE6HH86
COMMON STOCK
635640006
45730
NS
951005.48
0.1640780856
Long
EC
CORP
JP
N
2
N
N
N
SOMPO HOLDINGS INC
353800CWW4SRGEYEB512
COMMON STOCK
B62G7K908
100
NS
3438.97
0.0005933295
Long
EC
CORP
JP
N
2
N
N
N
SUMMIT MATERIALS LLC/FIN
549300C97P3BW8QROE16
COMPANY GUAR 07/23 6.125
86614RAG2
9000
PA
USD
8959.95
0.0015458706
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.125
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
SR UNSECURED 07/50 3.175
874060AZ9
273000
PA
USD
272114.36
0.0469482082
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.175
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
COMPANY GUAR 144A 07/30 4.125
82967NBG2
243000
PA
USD
240317.28
0.0414622208
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.125
N
N
N
N
N
N
SUN HUNG KAI PROPERTIES
529900LUMD393RD3S874
COMMON STOCK
685992000
83250
NS
1060954.08
0.1830476458
Long
EC
CORP
HK
N
2
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SR SECURED 07/24 4.625
88033GCS7
60000
PA
USD
58787.4
0.0101426587
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
COMPANY GUAR 10/27 4
86765BAU3
57000
PA
USD
58392.45
0.0100745176
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SR SECURED 144A 01/26 4.875
88033GCY4
29000
PA
USD
28238.75
0.0048720645
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.875
N
N
N
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SPDR TRUST SERIES 1
78462F103
8569
NS
USD
2642336.84
0.4558854593
Long
EC
RF
US
N
1
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
COMPANY GUAR 01/23 4.875
86765LAJ6
14000
PA
USD
13790
0.0023792048
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.875
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SR SECURED 144A 06/28 4.625
88033GDG2
28000
PA
USD
27277.6
0.0047062362
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.625
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
COMPANY GUAR 02/26 5.5
86765LAL1
11000
PA
USD
10670
0.0018409076
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.5
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SR SECURED 144A 09/24 4.625
88033GDC1
8000
PA
USD
7820
0.0013491937
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
4.625
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
SR SECURED 144A 06/28 7.625
87422VAJ7
215000
PA
USD
215000
0.037094201
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
7.625
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
COMPANY GUAR 04/27 6
86765LAQ0
8000
PA
USD
7920
0.0013664468
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
COMPANY GUAR 144A 07/30 5.5
84762LAW5
27000
PA
USD
27033.75
0.0046641644
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.5
N
N
N
N
N
N
SUZUKI MOTOR CORP
353800D83H0V3ZV1SV24
COMMON STOCK
686550005
36737
NS
1246490.76
0.2150585058
Long
EC
CORP
JP
N
2
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
COMPANY GUAR 144A 02/25 5.625
880779AZ6
8000
PA
USD
7280
0.0012560269
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
5.625
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 01/29 6.875
87612BBN1
12000
PA
USD
12570
0.0021687168
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875
N
N
N
N
N
N
T MOBILE US INC
549300QHIJYOHPACPG31
COMMON STOCK USD.0001
872590104
2963
NS
USD
308596.45
0.0532425057
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
COMMON STOCK USD1.0
882508104
83
NS
USD
10538.51
0.0018182214
Long
EC
CORP
US
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
COMMON STOCK USD.001
848637104
2738
NS
USD
544040.6
0.0938639598
Long
EC
CORP
US
N
1
N
N
N
T MOBILE US INC
N/A
RIGHT
872590112
2963
NS
USD
497.78
0.0000858826
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 02/25 5.125
87612BBB7
7000
PA
USD
6737.5
0.0011624287
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.125
N
N
N
N
N
N
THAI BEVERAGE PCL
529900VZFHQZ684D8L07
COMMON STOCK THB1.0 L
B15F66900
86800
NS
42388.99
0.0073134219
Long
EC
CORP
TH
N
2
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 02/31 2.55
87264ABJ3
372000
PA
USD
373309.44
0.0644075134
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.55
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
COMMON STOCK USD1.0
883556102
7576
NS
USD
2745087.84
0.4736132093
Long
EC
CORP
US
N
1
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 04/25 3.5
87264ABA2
150000
PA
USD
163258.5
0.0281671796
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.5
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
COMMON STOCK
884903923
350
NS
23780.2
0.0041028257
Long
EC
CORP
CA
N
2
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
SR UNSECURED 144A 02/27 5
853496AC1
7000
PA
USD
7087.5
0.0012228146
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 02/27 5.375
87612BBE1
7000
PA
USD
6755
0.001165448
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.375
N
N
N
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 04/27 3.75
87264ABC8
503000
PA
USD
557409.51
0.0961705134
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
3.75
N
N
N
N
N
N
THOR INDUSTRIES INC
254900XZO1228PDSG060
COMMON STOCK USD.1
885160101
76
NS
USD
8096.28
0.0013968606
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 03/24 6.75
87612BAY8
8000
PA
USD
7980
0.0013767987
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.75
N
N
N
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 04/30 3.875
87264ABE4
503000
PA
USD
559818.88
0.0965862048
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
SR UNSECURED 144A 07/30 4.375
853496AG2
43000
PA
USD
42892.5
0.0074002931
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.375
N
N
N
N
N
N
TINGYI (CAYMAN ISLN) HLDG CO
5299009MPI9B60VN4P25
COMMON STOCK USD.005
690355904
4000
NS
6199.07
0.0010695328
Long
EC
CORP
KY
N
2
N
N
N
TAIWAN SEMICONDUCTOR MANUFAC
549300KB6NK5SBD14S87
COMMON STOCK TWD10.
688910900
386000
NS
4084667.62
0.7047324724
Long
EC
CORP
TW
N
2
N
N
N
TJX COMPANIES INC
V167QI9I69W364E2DY52
COMMON STOCK USD1.0
872540109
43665
NS
USD
2207702.4
0.3808974721
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
SR UNSECURED 03/30 2.05
874060AX4
200000
PA
USD
199891.3
0.0344874793
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
SR UNSECURED 04/30 3.875
872540AT6
118000
PA
USD
138671.85
0.0239252161
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 04/26 5.875
87612BBJ0
14000
PA
USD
13860
0.002391282
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.875
N
N
N
N
N
N
STANLEY BLACK + DECKER INC
549300DJ09SMTO561131
COMMON STOCK USD2.5
854502101
112
NS
USD
15610.56
0.0026933081
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC/THE
549300Y650407RU8B149
COMMON STOCK NPV
89417E109
2428
NS
USD
276913.4
0.0477761921
Long
EC
CORP
US
N
1
N
N
N
TOKYO ELECTRON LTD
549300H5LSF8DP3RIJ34
COMMON STOCK
689567006
100
NS
24541.22
0.0042341253
Long
EC
CORP
JP
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
07/20 0.00000
912796WW5
8000000
PA
USD
7999795.52
1.380214059
Long
DBT
UST
US
N
2
2020-07-09
None
0.01
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
COMMON STOCK EUR2.5
B15C55900
220
NS
8379.71
0.0014457611
Long
EC
CORP
FR
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
07/20 0.00000
912796WX3
2000000
PA
USD
1999850.28
0.3450365032
Long
DBT
UST
US
N
2
2020-07-23
None
0.01
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
COMMON STOCK USD.001
855244109
47363
NS
USD
3485443.17
0.6013475786
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 07/27 6.5
87612BBL5
11000
PA
USD
11027.5
0.0019025874
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.5
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
07/20 0.00000
9127963C1
8000000
PA
USD
7999841.68
1.3802220231
Long
DBT
UST
US
N
2
2020-07-07
None
0.01
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
SR SECURED 144A 03/26 6.25
893647BE6
1028000
PA
USD
1025450.56
0.1769221821
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
SR UNSECURED 11/30 2.55
855244AZ2
171000
PA
USD
179370.08
0.0309469293
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
07/20 0.00000
9127963G2
2000000
PA
USD
1999801.24
0.3450280423
Long
DBT
UST
US
N
2
2020-07-28
None
0.01
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
COMMON STOCK USD.0833
87612E106
215
NS
USD
25784.95
0.0044487075
Long
EC
CORP
US
N
1
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBSCM 2019 C17 A4
90278MBA4
31331
PA
USD
33956.56
0.0058585649
Long
ABS-O
CORP
US
N
2
2052-10-15
Floating
2.921
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
08/20 0.00000
912796WZ8
1000000
PA
USD
999880
0.1725104635
Long
DBT
UST
US
N
2
2020-08-06
None
0.01
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
SR UNSECURED 144A 09/25 4.125
90351DAB3
220000
PA
USD
249360.02
0.0430223753
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.125
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
UCB SA
2138008J191VLSGY5A09
COMMON STOCK
559699905
42
NS
4861.45
0.0008387516
Long
EC
CORP
BE
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
08/20 0.00000
912796XG9
4500000
PA
USD
4499002.49
0.7762181512
Long
DBT
UST
US
N
2
2020-08-27
None
0.01
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
SR UNSECURED 11/50 3.5
855244BA6
171000
PA
USD
180165.16
0.0310841054
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.5
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
08/20 0.00000
912796TD1
11000000
PA
USD
10998226.25
1.8975368129
Long
DBT
UST
US
N
2
2020-08-13
None
0.01
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
09/20 0.00000
9127962H1
5000000
PA
USD
4998288.2
0.8623604975
Long
DBT
UST
US
N
2
2020-09-24
None
0.01
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
SR UNSECURED 144A 09/25 7.75
903724AS1
200000
PA
USD
208421.6
0.0359592219
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75
N
N
N
N
N
N
TRIP.COM GROUP LTD ADR
2549004RMYDSRQL4KW41
ADR USD.01
89677Q107
9090
NS
USD
235612.8
0.0406505514
Long
EC
CORP
KY
N
1
N
N
N
UNI PRESIDENT ENTERPRISES CO
254900DAXBDMVEXU5959
COMMON STOCK TWD10.
670039007
59000
NS
142366.95
0.0245627361
Long
EC
CORP
TW
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
01/30 0.125
912828Z37
3723758.33
PA
USD
4022783.27
0.6940554933
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.125
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
SR UNSECURED 144A 04/25 3.4
74727PBC4
280000
PA
USD
304502.24
0.0525361269
Long
DBT
NUSS
QA
Y
2
2025-04-16
Fixed
3.4
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
COMPANY GUAR 11/27 4.625
879369AF3
7000
PA
USD
7400.47
0.0012768117
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.625
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
COMMON STOCK NPV
BYMXPS901
340520
NS
3126173.05
0.5393622854
Long
EC
CORP
IT
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
04/23 0.625
9128284H0
2434779.67
PA
USD
2531603.75
0.4367805501
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.625
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
SR UNSECURED 144A 04/50 4.4
74727PBE0
200000
PA
USD
247540
0.0427083651
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.4
N
N
N
N
N
N
TELEFONICA SA
549300EEJH4FEPDBBR25
COMMON STOCK EUR1.
573252905
926
NS
4431.36
0.0007645477
Long
EC
CORP
ES
N
2
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
SUBORDINATED 144A 06/35 VAR
904678AS8
200000
PA
USD
201626.11
0.0347867881
Long
DBT
CORP
IT
Y
2
2035-06-30
Fixed
5.459
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
04/25 0.125
912828ZJ2
7108293.35
PA
USD
7446711.66
1.2847898551
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.125
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
SR UNSECURED 01/31 3.25
858119BM1
17000
PA
USD
17339.09
0.0029915334
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
10/24 0.125
912828YL8
7540329.85
PA
USD
7897123.55
1.3624999442
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.125
N
N
N
N
N
N
UNILEVER NV
549300TK7G7NZTVM1Z30
COMMON STOCK EUR.16
B1527V903
46735
NS
2478606.97
0.4276369538
Long
EC
CORP
NL
N
2
N
N
N
TELEFONICA SA RTS
N/A
RIGHT
ACI1N4736
926
NS
182.16
0.0000314283
Long
EC
CORP
ES
N
1
N
N
N
TUPRAS TURKIYE PETROL RAFINE
789000RCNG97UV50EE03
COMMON STOCK TRY1.
B03MYT908
1790
NS
23366.02
0.0040313667
Long
EC
CORP
TR
N
2
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
COMMON STOCK GBP.0311
B10RZP905
22908
NS
1235143.32
0.2131007188
Long
EC
CORP
GB
N
2
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
COMMON STOCK EUR1.04
596233908
2200
NS
59682.03
0.0102970103
Long
EC
CORP
NL
N
2
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
COMMON STOCK USD2.5
907818108
23957
NS
USD
4050409.99
0.6988219635
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
COMMON STOCK USD.00001
90353T100
52506
NS
USD
1631886.48
0.2815512793
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
SR UNSECURED 02/50 3.25
907818FK9
172000
PA
USD
188443.04
0.0325122977
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 05/27 5.5
911365BF0
15000
PA
USD
15450
0.0026656065
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.5
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
COMMON STOCK USD.1
863667101
1173
NS
USD
211362.87
0.0364666827
Long
EC
CORP
US
N
1
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
COMPANY GUAR 06/26 5.5
88023UAG6
8000
PA
USD
8080
0.0013940518
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.5
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 04/32 4.75
91087BAK6
200000
PA
USD
220500
0.0380431224
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 07/25 5.5
911365BD5
34000
PA
USD
34892.5
0.0060200438
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.5
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 09/26 5.875
911365BE3
15000
PA
USD
15720
0.0027121899
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875
N
N
N
N
N
N
UNITED MICROELECTRONICS CORP
391200YJCAGH9LF96P73
COMMON STOCK TWD10.
691662902
28000
NS
15063.27
0.0025988836
Long
EC
CORP
TW
N
2
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 10/25 4.625
911365BH6
10000
PA
USD
10050
0.0017339382
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.625
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
COMMON STOCK
691678007
21700
NS
315659.28
0.054461064
Long
EC
CORP
SG
N
2
N
N
N
VENUSTECH GROUP INC A
N/A
COMMON STOCK CNY1.0
BD5CJQ903
17650
NS
105049.76
0.0181243577
Long
EC
CORP
CN
N
2
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 12/26 6.5
911365BK9
16000
PA
USD
16800
0.0028985236
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.5
N
N
N
N
N
N
UNITED PARCEL SERVICE CL B
D01LMJZU09ULLNCY6Z23
COMMON STOCK USD.01
911312106
135
NS
USD
15009.3
0.002589572
Long
EC
CORP
US
N
1
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
COMMON STOCK HKD.00002
BMMV2K903
54800
NS
3520012.63
0.6073118879
Long
EC
CORP
KY
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
COMMON STOCK USD.01
91324P102
19987
NS
USD
5895165.65
1.0170998109
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 01/28 4.875
911365BG8
23000
PA
USD
23575
0.0040674223
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.875
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
COMMON STOCK USD.001
92343E102
136
NS
USD
28128.88
0.0048531085
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
COMMON STOCK USD.01
902973304
12206
NS
USD
449424.92
0.0775398061
Long
EC
CORP
US
N
1
N
N
N
VNO MORTGAGE TRUST
N/A
VNDO 2016 350P D 144A
91831UAF4
100000
PA
USD
102386.87
0.0176649262
Long
ABS-O
CORP
US
Y
2
2035-01-10
Floating
4.032718
N
N
N
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
COMPANY GUAR 06/24 6.375
90333LAP7
8000
PA
USD
7900
0.0013629962
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
05/40 1.125
912810SR0
972300
PA
USD
963436.42
0.1662228101
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.125
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
COMMON STOCK USD.2095
ACI07KLY6
2029627
NS
3236362.24
0.558373355
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/29 1.75
912828YS3
13370700
PA
USD
14762254.27
2.5469489608
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/49 2.375
912810SK5
4849700
PA
USD
5989901.81
1.0334447511
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.375
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
COMMON STOCK
BBJPFY900
6038
NS
369868.75
0.0638138872
Long
EC
CORP
DE
N
2
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
COMMON STOCK USD.1
92343V104
4873
NS
USD
268648.49
0.0463502376
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SECURED 05/25 5.125
88033GCU2
19000
PA
USD
18338.99
0.0031640474
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.125
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
COMMON STOCK USD.01
931427108
451
NS
USD
19117.89
0.0032984319
Long
EC
CORP
US
N
1
N
N
N
USB CAPITAL IX
N/A
LIMITD GUARA 10/49 VAR
91731KAA8
100000
PA
USD
82600
0.0142510744
Long
DBT
CORP
US
N
2
2049-10-29
Floating
3.5
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
COMMON STOCK USD.01
91879Q109
32
NS
USD
5828.8
0.0010056497
Long
EC
CORP
US
N
1
N
N
N
VANECK VECTORS SEMICONDUCTOR E
N/A
VANECK SEMICONDUCTOR
92189F676
3000
NS
USD
458400
0.0790882871
Long
EC
RF
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
COMMON STOCK USD.1
931142103
22259
NS
USD
2666183.02
0.4599996686
Long
EC
CORP
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INC
54930015RAQRRZ5ZGJ91
COMMON STOCK USD.01
92532F100
4602
NS
USD
1336006.62
0.2305027816
Long
EC
CORP
US
N
1
N
N
N
VEDANTA LTD
335800XDKX9KB5EMCO07
COMMON STOCK INR1.0
613604909
11587
NS
16272.03
0.0028074323
Long
EC
CORP
IN
N
2
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
COMMON STOCK USD.01
254687106
10752
NS
USD
1198955.52
0.2068571954
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SECURED 144A 02/27 6.25
88033GCX6
22000
PA
USD
21835
0.003767218
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.25
N
N
N
N
N
N
VENUS MEDTECH HANGZHOU INC H
N/A
COMMON STOCK CNY1.0
BL6V04901
16000
NS
157642.45
0.0271982359
Long
EC
CORP
CN
N
2
N
N
N
WANT WANT CHINA HOLDINGS LTD
5299005HZCEKX4O1J230
COMMON STOCK USD.02
B2Q14Z904
129000
NS
97734.78
0.0168622957
Long
EC
CORP
KY
N
2
N
N
N
VERTICAL MIDCO GMBH
N/A
SR SECURED 144A 07/27 4.375
ACI1NMTY4
166000
PA
186500.93
0.0321772232
Long
LON
CORP
DE
N
2
2027-07-15
Floating
4.375
N
N
N
N
N
N
WUHU SANQI INTERACTIVE ENT A
300300BE4IFCPHCUMI94
COMMON STOCK CNY1.0
BD5CMH909
500
NS
3310.97
0.0005712455
Long
EC
CORP
CN
N
2
N
N
N
WEICHAI POWER CO LTD H
529900OKTPKBG85F9502
COMMON STOCK CNY1.0
674395900
2000
NS
3731.18
0.0006437448
Long
EC
CORP
CN
N
2
N
N
N
WESTON (GEORGE) LTD
549300GEHU6LUSPS7Q65
COMMON STOCK
961148954
18
NS
1318.58
0.0002274961
Long
EC
CORP
CA
N
2
N
N
N
VICI PROPERTIES / NOTE
N/A
COMPANY GUAR 144A 02/25 3.5
92564RAC9
95000
PA
USD
89300
0.0154070332
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.5
N
N
N
N
N
N
WUXI APPTEC CO LTD A
254900OEPQLZSPLN9175
COMMON STOCK CNY1.0
BHWLWV908
10220
NS
139705.91
0.0241036237
Long
EC
CORP
CN
N
2
N
N
N
WELLS FARGO + CO
PBLD0EJDB5FWOLXP3B76
COMMON STOCK USD1.666
949746101
8403
NS
USD
215116.8
0.0371143526
Long
EC
CORP
US
N
1
N
N
N
WUXI BIOLOGICS CAYMAN INC
5493001TD2TH6VDTJU11
COMMON STOCK USD.000025
BZ3C3R901
7500
NS
137422.09
0.0237095936
Long
EC
CORP
KY
N
2
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
PREFERRED STOCK 7.5
949746804
153
NS
USD
198441
0.0342372574
Long
EP
CORP
US
N
1
N
N
N
WYNDHAM HOTELS + RESORTS
549300FE3MQ4RVXXC673
COMPANY GUAR 144A 04/26 5.375
98311AAA3
7000
PA
USD
6737.5
0.0011624287
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.375
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
COMPANY GUAR 144A 02/27 3.75
92564RAD7
95000
PA
USD
89300
0.0154070332
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
REIT USD1.25
962166104
7851
NS
USD
176333.46
0.0304230177
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SR UNSECURED 01/24 3.75
95000U2C6
242000
PA
USD
264420.88
0.0456208431
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75
N
N
N
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
COMMON STOCK USD.01
983134107
2083
NS
USD
155162.67
0.0267703966
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SR UNSECURED 04/41 VAR
95000U2Q5
268000
PA
USD
279547.03
0.0482305754
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.068
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
COMMON STOCK USD.01
983919101
9696
NS
USD
953989.44
0.1645929117
Long
EC
CORP
US
N
1
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
COMPANY GUAR 144A 05/25 6.25
983793AH3
95000
PA
USD
99512.5
0.0171690078
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2018 1745 A 144A
94990DAA4
100000
PA
USD
110271.23
0.019025224
Long
ABS-O
CORP
US
Y
2
2036-06-15
Floating
3.873657
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
COMPANY GUAR 144A 08/24 6.75
983793AG5
15000
PA
USD
15714
0.0027111548
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
6.75
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
COMPANY GUAR 144A 08/30 4.125
92564RAE5
110000
PA
USD
104912.5
0.0181006761
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.125
N
N
N
N
N
N
WH GROUP LTD
254900A4AYEDRWYSE928
COMMON STOCK USD.0001
BLLHKZ904
109500
NS
93971.32
0.0162129815
Long
EC
CORP
KY
N
2
N
N
N
WENS FOODSTUFFS GROUP CO A
3003005O7DXT61IXLJ96
COMMON STOCK CNY1.0
BD5CPT900
720
NS
2210.23
0.0003813336
Long
EC
CORP
CN
N
2
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
COMPANY GUAR 144A 09/23 6.125
983793AF7
8000
PA
USD
8100
0.0013975025
Long
DBT
CORP
US
Y
2
2023-09-01
Fixed
6.125
N
N
N
N
N
N
WESFARMERS LTD
5493003L32ZX9557ST85
COMMON STOCK
694883000
752
NS
23356.9
0.0040297932
Long
EC
CORP
AU
N
2
N
N
N
YAGEO CORPORATION
5493001P0TOZH7GGNQ21
COMMON STOCK TWD10.
698438900
13000
NS
167314.52
0.0288669694
Long
EC
CORP
TW
N
2
N
N
N
YIFENG PHARMACY CHAIN CO L A
300300CZZIF44N1EZO06
COMMON STOCK CNY1.0
ACI0NJWW3
11180
NS
143883.46
0.0248243813
Long
EC
CORP
CN
N
2
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
COMMON STOCK USD.01
958102105
4625
NS
USD
204193.75
0.035229786
Long
EC
CORP
US
N
1
N
N
N
VIPSHOP HOLDINGS LTD ADR
549300I9F52K06HPZX60
ADR USD.0001
92763W103
909
NS
USD
18098.19
0.0031225018
Long
EC
CORP
KY
N
1
N
N
N
YIHAI INTERNATIONAL HOLDING
3003004D79NRTSL70K40
COMMON STOCK USD.00001
BD9GZX907
14000
NS
143686.54
0.0247904065
Long
EC
CORP
KY
N
2
N
N
N
WHEATON PRECIOUS METALS CORP
549300XSFG5ZCGVYD886
COMMON STOCK
962879953
11629
NS
511466.99
0.0882439968
Long
EC
CORP
CA
N
2
N
N
N
ZHUZHOU CRRC TIMES ELECTRI H
529900PLNH7NQLN00B53
COMMON STOCK CNY1.0
B1L3XL906
3700
NS
9451.97
0.0016307594
Long
EC
CORP
CN
N
2
N
N
N
YONYOU NETWORK TECHNOLOGY A
30030017NBX3U80ANB35
COMMON STOCK CNY1.0
978VRA900
15028
NS
93261.88
0.016090581
Long
EC
CORP
CN
N
2
N
N
N
ZIGGO B V
N/A
2019 EUR TERM LOAN H
N9833RAH2
1017786
PA
1102465.43
0.1902096475
Long
LON
CORP
NL
N
2
2029-01-31
Floating
0
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
COMMON STOCK
988498101
144
NS
USD
12515.04
0.0021592345
Long
EC
CORP
US
N
1
N
N
N
ZILLOW GROUP INC C
2549002XEELQDIR6FU05
COMMON STOCK
98954M200
3471
NS
USD
199964.31
0.0345000758
Long
EC
CORP
US
N
1
N
N
YUM CHINA HOLDINGS INC
529900DO9BYZ7VA3K502
COMMON STOCK USD.01
98850P109
4384
NS
USD
210738.88
0.036359025
Long
EC
CORP
US
N
1
N
N
N
VISA INC CLASS A SHARES
549300JZ4OKEHW3DPJ59
COMMON STOCK USD.0001
92826C839
1820
NS
USD
351569.4
0.060656679
Long
EC
CORP
US
N
1
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
COMPANY GUAR 144A 03/27 5.625
96926JAC1
7000
PA
USD
7210
0.0012439497
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.625
N
N
N
N
N
N
ZEE ENTERTAINMENT ENTERPRISE
N/A
COMMON STOCK INR1.
618853907
41024
NS
92869
0.016022797
Long
EC
CORP
IN
N
2
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
COMMON STOCK USD.01
98956P102
44
NS
USD
5251.84
0.0009061061
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
COMMON STOCK USD.01
98978V103
2278
NS
USD
312177.12
0.0538602829
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
COMMON STOCK USD.01
92840M102
14522
NS
USD
270399.64
0.0466523655
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
COMMON STOCK USD1.0
969457100
30861
NS
USD
586976.22
0.1012716924
Long
EC
CORP
US
N
1
N
N
N
ZSCALER INC
529900MZ0RTK1BWRNF46
COMMON STOCK USD.001
98980G102
2925
NS
USD
320287.5
0.0552595762
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
COMPANY GUAR 144A 02/27 5.625
92840VAB8
354000
PA
USD
363327.9
0.0626853867
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.625
N
N
N
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
COMMON STOCK USD.000304635
G96629103
9
NS
USD
1772.55
0.0003058201
Long
EC
CORP
IE
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
COMPANY GUAR 144A 07/27 5
92840VAF9
18000
PA
USD
18202.5
0.0031404986
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5
N
N
N
N
N
N
WILMAR INTERNATIONAL LTD
549300H2EAI4YRLWBB20
COMMON STOCK
B17KC6900
2300
NS
6774.2
0.0011687606
Long
EC
CORP
SG
N
2
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
COMPANY GUAR 144A 09/26 5.5
92840VAA0
14000
PA
USD
14286.16
0.0024648079
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.5
N
N
N
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
COMMON STOCK USD.5
974637100
120
NS
USD
7994.4
0.0013792832
Long
EC
CORP
US
N
1
N
N
N
VIVENDI
969500FU4DRAEVJW7U54
COMMON STOCK EUR5.5
483477907
822
NS
21068.82
0.0036350281
Long
EC
CORP
FR
N
2
N
N
N
WIPRO LTD
335800IFS1IJHESG8362
COMMON STOCK INR2.
620605907
2234
NS
6520.46
0.0011249826
Long
EC
CORP
IN
N
2
N
N
N
VMWARE INC CLASS A
549300BUDHS3LRWBE814
COMMON STOCK USD.01
928563402
13315
NS
USD
2061960.9
0.355752521
Long
EC
CORP
US
N
1
N
N
WOLTERS KLUWER
724500TEM53I0U077B74
COMMON STOCK EUR.12
567151907
83
NS
6474.85
0.0011171134
Long
EC
CORP
NL
N
2
N
N
N
WOODSIDE PETROLEUM LTD
2549005ZC5RXAOO7FH41
COMMON STOCK
697972008
78
NS
1172.24
0.0002022479
Long
EC
CORP
AU
N
2
N
N
N
WOOLWORTHS GROUP LTD
QNWEWQBS7HP85QHXQL92
COMMON STOCK
698123908
108
NS
2785.1
0.0004805166
Long
EC
CORP
AU
N
2
N
N
N
WORKDAY INC CLASS A
549300J0DYC0N31V7G13
COMMON STOCK USD.001
98138H101
101
NS
USD
18923.36
0.0032648694
Long
EC
CORP
US
N
1
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
SR UNSECURED 06/26 5.75
98212BAH6
7000
PA
USD
6790
0.0011714866
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75
N
N
N
N
N
N
WUHAN RAYCUS FIBER LASER T A
N/A
COMMON STOCK CNY1.0
BHQPSX907
9599
NS
147794
0.0254990713
Long
EC
CORP
CN
N
2
N
N
N
SPDR GOLD SHARES
N/A
SPDR GOLD SHARES
78463V107
74850
NS
USD
12527644.5
2.1614091288
Long
EC
RF
US
N
1
N
N
N
UNITED STATES OIL FUND LP
N/A
UNITED STATES OIL FUND LP
91232N207
5237
NS
USD
146950.22
0.025353493
Long
EC
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/20 1.75
9128283G3
5200000
PA
USD
5230788.68
0.9024740767
Long
DBT
UST
US
N
2
2020-11-15
Fixed
1.75
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
COMMON STOCK USD.001
64110L106
-938
NS
USD
-426827.52
-0.0736410503
Short
EC
CORP
US
N
1
N
N
N
YEN DENOM NIKKEI SEP20
N/A
XCME 20200910
ADI1L8KW8
-1
NC
0
0
N/A
DE
US
N
1
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
Short
Yen Denom Nikkei Index
NKY
2020-09-10
-103195.18
JPY
3377.77
N
N
N
SPDR S+P 500 ETF TRUST
N/A
NOV20 220 PUT
ADI1N6291
-97
NC
USD
-30749
-0.0053051609
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
220
USD
2020-11-20
XXXX
15206.66
N
N
N
SPDR S+P 500 ETF TRUST
N/A
NOV20 350 CALL
ADI1N62W0
97
NC
USD
26675
0.0046022689
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
350
USD
2020-11-20
XXXX
-16698.82
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 265 PUT
ADI1N78J1
-22
NC
USD
-5830
-0.0010058567
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
265
USD
2020-08-21
XXXX
2810.55
N
N
N
UNITEDHEALTH GROUP INC
N/A
DEC20 320 CALL
ADI1MCVX4
-20
NC
USD
-30720
-0.0053001575
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group Inc.
Common Stock
100
320
USD
2020-12-18
XXXX
-365.46
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 325 CALL
ADI1N78S1
22
NC
USD
8118
0.001400608
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
325
USD
2020-08-21
XXXX
-6891.25
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 325 CALL
ADI1N7968
81
NC
USD
48438
0.0083570647
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
325
USD
2020-09-18
XXXX
123.46
N
N
N
JPMORGAN CHASE + CO
N/A
AUG20 110 CALL
ADI1N95J0
-31
NC
USD
-3193
-0.000550892
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
JPMorgan Chase & Co.
Common Stock
100
110
USD
2020-08-21
XXXX
-69.48
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 285 PUT
ADI1MD4B0
-27
NC
USD
-22788
-0.0039316402
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
285
USD
2020-09-18
XXXX
29990.8
N
N
N
SRTV1QXG1 IRS CAD R F 1.90750
N/A
2 CCPVANILLA
99S19J2I9
18033107
PA
184927.01
0.0319056729
N/A
DIR
US
N
2
LCH.Clearnet LLC
WAM6YERMS7OXFZUOY219
N
2021-07-09
182.12
CAD
0
CAD
18033107
CAD
184788.24
N
N
N
MERCK + CO INC
N/A
SEP20 85 CALL
ADI1N9J06
-37
NC
USD
-4070
-0.0007022019
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Merck & Co. Inc.
Common Stock
100
85
USD
2020-09-18
XXXX
-117.24
N
N
N
PFIZER INC
N/A
SEP20 37 CALL
ADI1N9JB2
-87
NC
USD
-3306
-0.000570388
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Pfizer Inc.
Common Stock
100
37
USD
2020-09-18
XXXX
1024.25
N
N
N
THERMO FISHER SCIENTIFIC INC
N/A
SEP20 390 CALL
ADI1N9MH5
-8
NC
USD
-5280
-0.0009109646
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Thermo Fisher Scientific Inc.
Common Stock
100
390
USD
2020-09-18
XXXX
-992.57
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 282 PUT
ADI1MD7D3
-24
NC
USD
-18672
-0.003221502
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
282
USD
2020-09-18
XXXX
33512.62
N
N
N
MICROSOFT CORP
N/A
SEP20 190 CALL
ADI1MD7R2
-8
NC
USD
-15800
-0.0027259924
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp.
Common Stock
100
190
USD
2020-09-18
XXXX
-9458.06
N
N
N
VANECK VECTORS SEMICONDUCTOR E
N/A
AUG20 170 CALL
ADI1NBV72
-60
NC
USD
-10860
-0.0018736885
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
VanEck Vectors Semiconductor
ETF
100
170
USD
2020-08-21
XXXX
5685.3
N
N
N
MASTERCARD INC
N/A
AUG20 305 CALL
ADI1MJDP6
19
NC
USD
18601
0.0032092522
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Mastercard Inc.
Common Stock
100
305
USD
2020-08-21
XXXX
-7272.36
N
N
N
VANECK VECTORS SEMICONDUCTOR E
N/A
AUG20 160 CALL
ADI1NC0M1
30
NC
USD
13800
0.0023809301
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
VanEck Vectors Semiconductor
ETF
100
160
USD
2020-08-21
XXXX
-4207.16
N
N
N
MASTERCARD INC
N/A
AUG20 260 PUT
ADI1MJFV1
-19
NC
USD
-9120
-0.0015734842
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Mastercard Inc.
Common Stock
100
260
USD
2020-08-21
XXXX
8748.74
N
N
N
SPDR S+P 500 ETF TRUST
N/A
OCT20 295 CALL
ADI1MJG08
-64
NC
USD
-165120
-0.0284883463
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 Trust
ETF
100
295
USD
2020-10-16
XXXX
-44305.96
N
N
N
VMWARE INC
N/A
OCT20 130 PUT
ADI1NCY02
-50
NC
USD
-26450
-0.0045634494
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
VMware Inc.
Common Stock
100
130
USD
2020-10-16
XXXX
2687.41
N
N
N
SPDR S+P 500 ETF TRUST
N/A
OCT20 295 PUT
ADI1MJGD0
-64
NC
USD
-86208
-0.0148735669
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
295
USD
2020-10-16
XXXX
41773.88
N
N
N
PPG INDUSTRIES INC
N/A
AUG20 85 PUT
ADI1MJGR9
-30
NC
USD
-2850
-0.0004917138
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
PPG Industries Inc.
Common Stock
100
85
USD
2020-08-21
XXXX
8535.03
N
N
N
VMWARE INC
N/A
OCT20 160 CALL
ADI1NCY85
50
NC
USD
54700
0.0094374549
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
VMware Inc.
Common Stock
100
160
USD
2020-10-16
XXXX
-411.94
N
N
N
WALMART INC
N/A
AUG20 140 CALL
ADI1MJSS4
-33
NC
USD
-726
-0.0001252576
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Wal-Mart Stores Inc.
Common Stock
100
140
USD
2020-08-21
XXXX
6036.93
N
N
N
VMWARE INC
N/A
OCT20 180 CALL
ADI1NCYD4
-50
NC
USD
-23000
-0.0039682168
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
VMware Inc.
Common Stock
100
180
USD
2020-10-16
XXXX
137.54
N
N
N
MARVELL TECHNOLOGY GROUP LTD
N/A
AUG20 35 CALL
ADI1MLFK0
-36
NC
USD
-7992
-0.0013788691
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Marvell Technology Group Ltd.
Common Stock
100
35
USD
2020-08-21
XXXX
-5516.66
N
N
N
MORGAN STANLEY
N/A
SEP20 50 CALL
ADI1MLGP8
-26
NC
USD
-7436
-0.0012829418
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Morgan Stanley
Common Stock
100
50
USD
2020-09-18
XXXX
-5570.26
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 295 PUT
ADI1NF0S1
28
NC
USD
672
0.0001159409
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 Trust
ETF
100
295
USD
2020-07-02
XXXX
-7650.54
N
N
N
JOHNSON + JOHNSON
N/A
SEP20 165 CALL
ADI1MLHD4
-7
NC
USD
-280
-0.0000483087
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Johnson & Johnson
Common Stock
100
165
USD
2020-09-18
XXXX
596.81
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 295 PUT
ADI1NF1F8
28
NC
USD
168
0.0000289852
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 Trust
ETF
100
295
USD
2020-07-01
XXXX
-6474.54
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 330 CALL
ADI1NGBD0
146
NC
USD
60882
0.0105040425
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
330
USD
2020-09-18
XXXX
6976.37
N
N
N
UBER TECHNOLOGIES INC
N/A
SEP20 46 CALL
ADI1MLJM2
-31
NC
USD
-992
-0.0001711509
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
UBER TECHNOLOGIES INC
Common Stock
100
46
USD
2020-09-18
XXXX
2193.52
N
N
N
UNITEDHEALTH GROUP INC
N/A
DEC20 240 PUT
ADI1NK6P0
-20
NC
USD
-22600
-0.0038992044
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
UnitedHealth Group Inc.
Common Stock
100
240
USD
2020-12-18
XXXX
4354.62
N
N
N
PAYPAL HOLDINGS INC
N/A
SEP20 180 CALL
ADI1MLJR1
-7
NC
USD
-7070
-0.0012197954
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
PayPal Holdings Inc.
Common Stock
100
180
USD
2020-09-18
XXXX
-5412.71
N
N
N
UNITEDHEALTH GROUP INC
N/A
DEC20 280 PUT
ADI1NK6W5
20
NC
USD
51200
0.0088335958
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
UnitedHealth Group Inc.
Common Stock
100
280
USD
2020-12-18
XXXX
-2844.78
N
N
N
US BANCORP
N/A
SEP20 42.5 CALL
ADI1MLJX8
-32
NC
USD
-3488
-0.0006017887
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
U.S. Bancorp
Common Stock
100
42.5
USD
2020-09-18
XXXX
-2055.68
N
N
N
XILINX INC
N/A
SEP20 110 CALL
ADI1MLK81
-12
NC
USD
-3456
-0.0005962677
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Xilinx Inc.
Common Stock
100
110
USD
2020-09-18
XXXX
-1922.91
N
N
N
MORGAN STANLEY
N/A
AUG20 40 PUT
ADI1NLV54
-60
NC
USD
-4920
-0.0008488533
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Morgan Stanley
Common Stock
100
40
USD
2020-08-21
XXXX
405.55
N
N
N
MORGAN STANLEY
N/A
AUG20 55 CALL
ADI1NLV70
-60
NC
USD
-4260
-0.0007349828
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Morgan Stanley
Common Stock
100
55
USD
2020-08-21
XXXX
-254.43
N
N
N
NVIDIA CORP
N/A
JUL20 360 CALL
ADI1MNSF3
-9
NC
USD
-22770
-0.0039285347
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
NVIDIA Corp.
Common Stock
100
360
USD
2020-07-17
XXXX
-4238.52
N
N
N
JPMORGAN CHASE + CO
N/A
AUG20 75 PUT
ADI1NLXR4
-31
NC
USD
-3379
-0.0005829828
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
JPMorgan Chase & Co.
Common Stock
100
75
USD
2020-08-21
XXXX
85.52
N
N
N
SPDR S+P 500 ETF TRUST
N/A
DEC20 300 CALL
ADI14YLK5
184
NC
USD
506000
0.0873007706
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
300
USD
2020-12-18
XXXX
392854.54
N
N
N
SPDR S+P 500 ETF TRUST
N/A
DEC20 290 CALL
ADI153918
117
NC
USD
392886
0.0677850802
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
290
USD
2020-12-18
XXXX
250181.83
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 265 PUT
ADI15B4D9
-22
NC
USD
-10626
-0.0018333162
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
265
USD
2020-09-18
XXXX
2524.45
N
N
N
SPDR S+P 500 ETF TRUST
N/A
DEC21 305 CALL
ADI1G67V5
69
NC
USD
234945
0.0405353351
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
305
USD
2021-12-17
XXXX
136396.52
N
N
N
WALT DISNEY CO/THE
N/A
JUL20 90 PUT
ADI1KJH41
-50
NC
USD
-1250
-0.000215664
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
The Walt Disney Co.
Common Stock
100
90
USD
2020-07-17
XXXX
8487.84
N
N
N
RAYTHEON TECHNOLOGIES CORP
N/A
SEP20 75 CALL
ADI1MXRN5
46
NC
USD
5474
0.0009444356
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
RAYTHEON TECHNOLOGIES CORP
Common Stock
100
75
USD
2020-09-18
XXXX
-15788.98
N
N
N
RAYTHEON TECHNOLOGIES CORP
N/A
SEP20 90 CALL
ADI1MXRP0
-46
NC
USD
-1150
-0.0001984108
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
RAYTHEON TECHNOLOGIES CORP
Common Stock
100
90
USD
2020-09-18
XXXX
2472.93
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 230 CALL
ADI1L7NT4
-80
NC
USD
-639040
-0.1102543171
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 Trust
ETF
100
230
USD
2020-09-30
XXXX
-461005.56
N
N
N
MARSH + MCLENNAN COS INC
N/A
OCT20 120 CALL
ADI1MW8M0
-27
NC
USD
-2700
-0.0004658342
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Marsh & McLennan Cos. Inc.
Common Stock
100
120
USD
2020-10-16
XXXX
1607.76
N
N
N
RAYTHEON TECHNOLOGIES CORP
N/A
SEP20 60 PUT
ADI1MXS12
-23
NC
USD
-10672
-0.0018412526
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
RAYTHEON TECHNOLOGIES CORP
Common Stock
100
60
USD
2020-09-18
XXXX
-6491.59
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 294 CALL
ADI1L1J39
26
NC
USD
65598
0.0113176995
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
294
USD
2020-09-30
XXXX
39242.74
N
N
N
US 2YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVBG7
-242
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
2 Year Note
2020-09-30
-53440406.49
USD
-2752.21
N
N
N
LOWE'S COS INC
N/A
AUG20 140 CALL
ADI1MX4Q3
-23
NC
USD
-11040
-0.0019047441
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Lowe's Cos. Inc.
Common Stock
100
130
USD
2020-08-21
XXXX
-2926.68
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 230 PUT
ADI1L7PM7
-80
NC
USD
-15440
-0.0026638812
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
230
USD
2020-09-30
XXXX
194606.3
N
N
N
WALT DISNEY CO/THE
N/A
SEP20 110 CALL
ADI1LJBT1
35
NC
USD
30450
0.005253574
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
The Walt Disney Co.
Common Stock
100
110
USD
2020-09-18
XXXX
6548.43
N
N
N
US 5YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVCQ4
-299
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
5 Year Note
2020-09-30
-37596914.21
USD
-119918.25
N
N
N
STARBUCKS CORP
N/A
AUG20 85 CALL
ADI1MX4R1
-71
NC
USD
-3195
-0.0005512371
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Starbucks Corp.
Common Stock
100
85
USD
2020-08-21
XXXX
15255.29
N
N
N
WALT DISNEY CO/THE
N/A
SEP20 125 CALL
ADI1LJCD5
-35
NC
USD
-9835
-0.001696844
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
The Walt Disney Co.
Common Stock
100
125
USD
2020-09-18
XXXX
350.06
N
N
N
UNITEDHEALTH GROUP INC
N/A
SEP20 330 CALL
ADI1MX5B5
-19
NC
USD
-9880
-0.0017046079
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group Inc.
Common Stock
100
330
USD
2020-09-18
XXXX
6384.93
N
N
N
LOWE'S COS INC
N/A
AUG20 145 CALL
ADI1MZ462
-49
NC
USD
-13034
-0.0022487712
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Lowe's Cos. Inc.
Common Stock
100
130
USD
2020-08-21
XXXX
-2853.93
N
N
N
LENNAR CORP
N/A
AUG20 50 CALL
ADI1L9PW1
-27
NC
USD
-34695
-0.0059859688
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Lennar Corp.
Common Stock
100
50
USD
2020-08-21
XXXX
-24250.28
N
N
N
MICROSOFT CORP
N/A
DEC20 165 CALL
ADI1LJDB8
33
NC
USD
136125
0.0234858051
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Microsoft Corp.
Common Stock
100
165
USD
2020-12-18
XXXX
92164.09
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 290 PUT
ADI1MZQD3
75
NC
USD
48900
0.0084367741
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 Trust
ETF
100
290
USD
2020-08-21
XXXX
4728.32
N
N
N
SERVICENOW INC
N/A
AUG20 420 CALL
ADI1MZ4Y1
-7
NC
USD
-14560
-0.0025120538
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
ServiceNow Inc.
Common Stock
100
420
USD
2020-08-21
XXXX
-2299.54
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 290 CALL
ADI1LL282
34
NC
USD
96934
0.0167241362
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
290
USD
2020-09-18
XXXX
68467.88
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 253 CALL
ADI1LCGQ7
-27
NC
USD
-159057
-0.0274422899
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 Trust
ETF
100
253
USD
2020-09-30
XXXX
-88716.24
N
N
N
US ULTRA BOND CBT SEP20
N/A
XCBT 20200921
ADI1JZCF7
21
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
Ultra Long Bond
2020-09-18
4581281.25
USD
9353.5
N
N
N
WALT DISNEY CO/THE
N/A
AUG20 135 CALL
ADI1MZ520
-25
NC
USD
-1400
-0.0002415436
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
The Walt Disney Co.
Common Stock
100
135
USD
2020-08-21
XXXX
8684.83
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 245 PUT
ADI1MZR75
-75
NC
USD
-10050
-0.0017339382
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
245
USD
2020-08-21
XXXX
1985.89
N
N
N
NORTHROP GRUMMAN CORP
N/A
AUG20 370 CALL
ADI1LLDF4
-3
NC
USD
-165
-0.0000284676
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Northrop Grumman Corp.
Common Stock
100
370
USD
2020-08-21
XXXX
1013.25
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 300 CALL
ADI1LMPD4
53
NC
USD
66038
0.0113936132
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
300
USD
2020-07-17
XXXX
38374.65
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 253 PUT
ADI1LCGV6
-27
NC
USD
-11205
-0.0019332117
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
253
USD
2020-09-30
XXXX
58066.11
N
N
N
US 10YR ULTRA FUT SEP20
N/A
XCBT 20200921
ADI1JZD58
136
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
10 Year Ultra Note
2020-09-18
21417875
USD
115264.99
N
N
N
SPDR S+P RETAIL ETF
N/A
SEP20 37 PUT
ADI1MZSK5
-47
NC
USD
-4700
-0.0008108965
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P Retail ETF
ETF
100
37
USD
2020-09-18
XXXX
-58.33
N
N
N
WELLS FARGO + CO
N/A
OCT20 35 CALL
ADI1LMMC9
80
NC
USD
3440
0.0005935072
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Wells Fargo & Co.
Common Stock
100
35
USD
2020-10-16
XXXX
-10979.1
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 285 CALL
ADI1LFQP1
88
NC
USD
229064
0.0395206793
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
285
USD
2020-07-17
XXXX
152857.62
N
N
N
MASTERCARD INC
N/A
AUG20 325 CALL
ADI1MZ579
-20
NC
USD
-6400
-0.0011041995
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Mastercard Inc.
Common Stock
100
250
USD
2020-08-21
XXXX
10937.05
N
N
N
US 10YR NOTE (CBT)SEP20
N/A
XCBT 20200921
ADI1JZD82
203
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
10 Year Note
2020-09-21
28251890.63
USD
145739.73
N
N
N
SPDR S+P RETAIL ETF
N/A
SEP20 42 PUT
ADI1MZTF5
47
NC
USD
13019
0.0022461833
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P Retail ETF
ETF
100
42
USD
2020-09-18
XXXX
2103.78
N
N
N
VANECK VECTORS SEMICONDUCTOR E
N/A
JAN21 145 CALL
ADI1LR438
60
NC
USD
117600
0.0202896653
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
VanEck Vectors Semiconductor
ETF
100
145
USD
2021-01-15
XXXX
74989.23
N
N
N
MCDONALD'S CORP
N/A
AUG20 210 CALL
ADI1MZ587
-30
NC
USD
-2250
-0.0003881951
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
McDonald's Corp.
Common Stock
100
195
USD
2020-08-21
XXXX
12382.51
N
N
N
US LONG BOND(CBT) SEP20
N/A
XCBT 20200921
ADI1JZDD1
-8
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
Ultra Long Bond
2020-09-21
-1428500
USD
-1030.83
N
N
N
JPMORGAN CHASE + CO
N/A
DEC20 110 CALL
ADI1LMMN5
36
NC
USD
13680
0.0023602264
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
JPMorgan Chase & Co.
Common Stock
100
110
USD
2020-12-18
XXXX
-6092.96
N
N
N
PPG INDUSTRIES INC
N/A
AUG20 95 CALL
ADI1LFZX4
60
NC
USD
76800
0.0132503936
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
PPG Industries Inc.
Common Stock
100
95
USD
2020-08-21
XXXX
48453.46
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 305 PUT
ADI1MZJP4
121
NC
USD
65340
0.0112731865
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 Trust
ETF
100
305
USD
2020-07-17
XXXX
-16047.85
N
N
N
WAYFAIR INC
N/A
AUG20 160 PUT
ADI1N1169
5
NC
USD
4750
0.000819523
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
Wayfair Inc.
Common Stock
100
160
USD
2020-08-21
XXXX
-3489.6
N
N
N
SPDR S+P 500 ETF TRUST
N/A
DEC20 350 CALL
ADI1N0W75
47
NC
USD
15510
0.0026759584
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
350
USD
2020-12-31
XXXX
-15098.22
N
N
N
TJX COS INC/THE
N/A
JUL20 57.5 CALL
ADI1N11V4
-52
NC
USD
-520
-0.0000897162
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
The TJX Cos. Inc.
Common Stock
100
57.5
USD
2020-07-17
XXXX
7163.4
N
N
N
L3HARRIS TECHNOLOGIES INC
N/A
AUG20 200 CALL
ADI1LG374
14
NC
USD
1470
0.0002536208
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
L3Harris Technologies, Inc.
Common Stock
100
200
USD
2020-08-21
XXXX
-18131.97
N
N
N
SPDR S+P 500 ETF TRUST
N/A
DEC20 250 PUT
ADI1N0WB6
-47
NC
USD
-37976
-0.0065520436
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
250
USD
2020-12-31
XXXX
-2785
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 285 PUT
ADI1N17D8
-112
NC
USD
-18256
-0.003149729
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
285
USD
2020-07-17
XXXX
8276.47
N
N
N
STARBUCKS CORP
N/A
OCT20 77.5 CALL
ADI1LVD70
37
NC
USD
12765
0.0022023604
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
Starbucks Corp.
Common Stock
100
77.5
USD
2020-10-16
XXXX
-9147.84
N
N
N
NXP SEMICONDUCTORS NV
N/A
SEP20 80 PUT
ADI1M3W62
-28
NC
USD
-4424
-0.0007632779
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
NXP Semiconductors NV
Common Stock
100
80
USD
2020-09-18
XXXX
7665.04
N
N
N
STAMPS.COM INC
N/A
AUG20 170 PUT
ADI1N0WG5
4
NC
USD
6720
0.0011594094
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
Stamps.com Inc.
Common Stock
100
170
USD
2020-08-21
XXXX
-1350.88
N
N
N
L3HARRIS TECHNOLOGIES INC
N/A
AUG20 145 PUT
ADI1LG3K5
-14
NC
USD
-4130
-0.0007125537
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
L3Harris Technologies, Inc.
Common Stock
100
145
USD
2020-08-21
XXXX
8279.72
N
N
N
WAYFAIR INC
N/A
AUG20 120 PUT
ADI1N18K1
-5
NC
USD
-1175
-0.0002027241
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Wayfair Inc.
Common Stock
100
120
USD
2020-08-21
XXXX
1446.19
N
N
N
STARBUCKS CORP
N/A
OCT20 87.5 CALL
ADI1LVFD5
-73
NC
USD
-7081
-0.0012216932
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Starbucks Corp.
Common Stock
100
87.5
USD
2020-10-16
XXXX
11041.66
N
N
N
UNITEDHEALTH GROUP INC
N/A
SEP20 320 CALL
ADI1M40N8
-28
NC
USD
-21840
-0.0037680807
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group Inc.
Common Stock
100
320
USD
2020-09-18
XXXX
6818.95
N
N
N
STAMPS.COM INC
N/A
AUG20 120 PUT
ADI1N0WQ3
-4
NC
USD
-800
-0.0001380249
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Stamps.com Inc.
Common Stock
100
120
USD
2020-08-21
XXXX
1019.41
N
N
N
MICROSOFT CORP
N/A
DEC20 190 CALL
ADI1LGHH7
-33
NC
USD
-82170
-0.014176886
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp.
Common Stock
100
190
USD
2020-12-18
XXXX
-65399.74
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 335 CALL
ADI1N1ZV7
176
NC
USD
26224
0.0045244573
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
335
USD
2020-08-21
XXXX
-18321.08
N
N
N
UNITEDHEALTH GROUP INC
N/A
SEP20 280 PUT
ADI1M4107
19
NC
USD
29830
0.0051466047
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
UnitedHealth Group Inc.
Common Stock
100
280
USD
2020-09-18
XXXX
-8509.63
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 320 CALL
ADI1N22B5
132
NC
USD
73656
0.0127079557
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
320
USD
2020-08-21
XXXX
-13369.46
N
N
N
UNITEDHEALTH GROUP INC
N/A
SEP20 230 PUT
ADI1M41H0
-19
NC
USD
-8645
-0.0014915319
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
UnitedHealth Group Inc.
Common Stock
100
230
USD
2020-09-18
XXXX
4950.6
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 265 PUT
ADI1N2FG0
-109
NC
USD
-5777
-0.0009967126
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
265
USD
2020-07-17
XXXX
23318.92
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 300 CALL
ADI1M4JL2
40
NC
USD
80720
0.0139267158
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
300
USD
2020-09-18
XXXX
34456.36
N
N
N
NEXTERA ENERGY INC
N/A
SEP20 280 CALL
ADI1M0865
-22
NC
USD
-2530
-0.0004365039
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
NextEra Energy Inc.
Common Stock
100
280
USD
2020-09-18
XXXX
11271.7
N
N
N
MICROSOFT CORP
N/A
JUL20 200 CALL
ADI1M9QN9
-30
NC
USD
-20940
-0.0036128026
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp.
Common Stock
100
200
USD
2020-07-17
XXXX
-11407.02
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 281 CALL
ADI1M0X91
-54
NC
USD
-148716
-0.0256581451
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
SPDR S&P 500 Trust
ETF
100
281
USD
2020-07-17
XXXX
-54248.83
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 281 PUT
ADI1M0XW0
-54
NC
USD
-6912
-0.0011925354
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
281
USD
2020-07-17
XXXX
96673.36
N
N
N
SPDR S+P 500 ETF TRUST
N/A
JUL20 310 CALL
ADI1M5799
55
NC
USD
31460
0.0054278305
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
310
USD
2020-07-17
XXXX
3189.18
N
N
N
MCDONALD'S CORP
N/A
SEP20 210 CALL
ADI1M9WR3
-30
NC
USD
-3660
-0.0006314641
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
McDonald's Corp.
Common Stock
100
210
USD
2020-09-18
XXXX
3686.67
N
N
N
ISHARES RUSSELL 2000 ETF
N/A
AUG20 155 CALL
ADI1N3VQ8
-91
NC
USD
-20202
-0.0034854746
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
iShares Russell 2000
ETF
100
155
USD
2020-08-21
XXXX
1251.79
N
N
N
NETFLIX INC
N/A
SEP20 300 PUT
ADI1M1BR3
-9
NC
USD
-1665
-0.0002872644
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Netflix Inc.
Common Stock
100
300
USD
2020-09-18
XXXX
7030.19
N
N
N
MORGAN STANLEY
N/A
JUL20 35 PUT
ADI1M59F3
-70
NC
USD
-210
-0.0000362315
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
Morgan Stanley
Common Stock
100
35
USD
2020-07-17
XXXX
13282.97
N
N
N
PAYPAL HOLDINGS INC
N/A
AUG20 170 CALL
ADI1N3WQ7
-18
NC
USD
-23742
-0.004096235
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
PayPal Holdings Inc.
Common Stock
100
170
USD
2020-08-21
XXXX
-14962.5
N
N
N
JPMORGAN CHASE + CO
N/A
JUL20 85 PUT
ADI1M5BC7
-58
NC
USD
-5568
-0.0009606535
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
JPMorgan Chase & Co.
Common Stock
100
85
USD
2020-07-17
XXXX
20069.11
N
N
N
SPDR S+P 500 ETF TRUST
N/A
SEP20 275 PUT
ADI1MBG96
-64
NC
USD
-40128
-0.0069233307
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
275
USD
2020-09-18
XXXX
13423.53
N
N
N
NXP SEMICONDUCTORS NV
N/A
SEP20 110 CALL
ADI1M3VN6
28
NC
USD
35112
0.0060579143
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
NXP Semiconductors NV
Common Stock
100
110
USD
2020-09-18
XXXX
8365.31
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 255 PUT
ADI1N3ST6
-68
NC
USD
-13056
-0.0022525669
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 Trust
ETF
100
255
USD
2020-08-21
XXXX
24122.93
N
N
N
NXP SEMICONDUCTORS NV
N/A
SEP20 140 CALL
ADI1M3VQ9
-28
NC
USD
-5124
-0.0008840497
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
NXP Semiconductors NV
Common Stock
100
140
USD
2020-09-18
XXXX
-174.81
N
N
N
SPDR S+P 500 ETF TRUST
N/A
AUG20 315 CALL
ADI1N3V21
132
NC
USD
105600
0.0182192913
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P 500 Trust
ETF
100
315
USD
2020-08-21
XXXX
-5471.44
N
N
N
SPDR GOLD SHARES
N/A
SEP20 200 CALL
ADI1M94V5
-244
NC
USD
-12932
-0.0022311731
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
SPDR Gold Shares
ETF
100
200
USD
2020-09-18
XXXX
41832.87
N
N
N
SPDR GOLD SHARES
N/A
SEP20 180 CALL
ADI1M95B8
122
NC
USD
27572
0.0047570293
N/A
DE
US
N
1
Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SPDR Gold Shares
ETF
100
180
USD
2020-09-18
XXXX
-30918.31
N
N
N
S91ZC0FV8 CDS EUR R F 5.00000
N/A
2 CCPCDX
99S1FBJI1
1246528
PA
73204.16
0.0126299992
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
15875.33
EUR
0
EUR
1246528
EUR
55487.15
N
N
N
S91ZC0HX2 CDS USD R F 5.00000
N/A
2 CCPCDX
99S1ESNF6
276597.79
PA
USD
-1907.97
-0.0003291843
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
8552.92
USD
0
USD
276597.79
USD
-10460.89
N
N
N
S91ZBY553 CDS EUR R F 5.00000
N/A
2 CCPCDX
99S1CHT90
542116
PA
33717.35
0.0058172938
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2024-12-20
73294.91
EUR
0
EUR
542116
EUR
-47807.98
N
N
N
NASDAQ 100 E-MINI SEP20
N/A
XCME 20200918
ADI1CTVF7
-6
NC
USD
0
0
N/A
DE
US
N
1
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
Short
NASDAQ 100 Index
NDX
2020-09-18
-1217670
USD
-31372.97
N
N
N
S+P500 EMINI FUT SEP20
N/A
XCME 20200918
ADI1CVS09
-104
NC
USD
0
0
N/A
DE
US
N
1
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
Short
S&P 500 Index
SPX
2020-09-18
-16069040
USD
-249490.12
N
N
N
MSCI EMGMKT SEP20
N/A
IFUS 20200918
ADI1GG644
15
NC
USD
0
0
N/A
DE
US
N
1
InterContinental Exchange
5493000F4ZO33MV32P92
Long
MSCI Emerging Markets Index
MXEF
2020-09-18
739275
USD
18184.2
N
N
N
Repurchase Agreement
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
85748R009
1569366.57
PA
USD
1569366.57
0.2707646462
Long
RA
CORP
US
N
1
Repurchase
N
0
2020-07-01
1378600
USD
1600857.66
USD
UST
N
N
N
2020-08-25
MASSMUTUAL SELECT FUNDS
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO
XXXX