NPORT-P false 0000933691 XXXXXXXX S000048717 C000192217 C000153487 JNL Series Trust 811-8894 0000933691 549300T5WIPN6IWM0D45 1 Corporate Way Lansing 48951 517-367-4336 JNL Multi-Manager Alternative Fund S000048717 549300WLIS7O5K800R06 2022-12-31 2022-09-30 N 1453239376.690000000000 341076604.080000000000 1112162772.610000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 97345891.820000000000 USD UST Absolute VaR N/A Viad Corp N/A 92553BAL7 168300 PA USD 158762.44 0.0142751083 Long LON CORP US N 2 2024-12-31 Floating 7.52 N N N N N N Alterra Mountain Company N/A 46124CAJ6 29023.29 PA USD 28080.03 0.0025248130 Long LON CORP US N 2 2028-07-30 Floating 6.02 N N N N N N Sweetwater Borrower, LLC N/A 87168EAB0 80509.14 PA USD 73263.32 0.0065874638 Long LON CORP US N 2 2024-12-31 Floating 6.81 N N N N N N Kenan Advantage Group, Inc. N/A 48853UBH2 100000 PA USD 92000 0.0082721704 Long LON CORP US N 3 2024-12-31 Floating 9.77 N N N N N N American Tire Distributors Holdings, Inc. N/A 03021BAL8 239400 PA USD 222129.68 0.0199727671 Long LON CORP US N 2 2028-10-07 Floating 9.03 N N N N N N Gulf Finance, LLC N/A 40227UAC0 132494.1 PA USD 104055.57 0.0093561458 Long LON CORP US N 2 2026-08-25 Floating 9.39 N N N N N N Gulf Finance, LLC N/A 40227UAC0 75804.87 PA USD 59534.11 0.0053530033 Long LON CORP US N 2 2026-08-25 Floating 9.28 N N N N N N Astra Acquisition Corp. N/A 04629UAH9 143023.84 PA USD 120855.14 0.0108666773 Long LON CORP US N 2 2028-10-20 Floating 7.77 N N N N N N Astra Acquisition Corp. N/A 04629UAL0 103877 PA USD 93489.3 0.0084060807 Long LON CORP US N 3 2029-10-22 Floating 11.4 N N N N N N Byju's Alpha, Inc. N/A Y8800HAB6 174125 PA USD 124001.38 0.0111495712 Long LON CORP US N 2 2026-11-05 Floating 8.98 N N N N N N Ultimate Software Group Inc (The) N/A N/A 400000 PA USD 376000 0.0338080009 Long LON CORP US N 2 2027-05-03 Floating 7.54 N N N N N N Riverbed Technology, Inc. N/A N/A 662203.85 PA USD 242810.29 0.0218322620 Long LON CORP US N 2 2028-11-17 Floating 10.66 N N N N N N Aveanna Healthcare, LLC N/A 05355JAD0 460000 PA USD 335800 0.0301934221 Long LON CORP US N 3 2029-12-08 Floating 10.05 N N N N N N Intelsat Jackson Holdings S.A. N/A L5137LAQ8 193513.98 PA USD 181177.46 0.0162905525 Long LON CORP US N 2 2029-01-25 Floating 7.44 N N N N N N Solis IV BV N/A N8137FAB6 146285.71 PA USD 119734.85 0.0107659466 Long LON CORP US N 2 2029-02-09 Floating 6.34 N N N N N N Solis IV BV N/A N8137FAB6 53714.29 PA USD 43965.15 0.0039531219 Long LON CORP US N 2 2029-02-09 Floating 6.34 N N N N N N LSF9 Atlantis Holdings, LLC N/A 50226BAH1 125000 PA USD 118437.5 0.0106492955 Long LON CORP US N 2 2029-03-31 Floating 9.3 N N N N N N Envision Healthcare Corporation N/A 29373UAF8 215930.03 PA USD 93929.56 0.0084456666 Long LON CORP US N 2 2027-03-31 Floating 6.83 N N N N N N Envision Healthcare Corporation N/A 29373UAG6 528300.16 PA USD 135598.8 0.0121923520 Long LON CORP US N 2 2027-03-31 Floating 6.33 N N N N N N The Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 230000 PA USD 179678.19 0.0161557458 Long DBT NUSS US Y 2 2025-10-06 Fixed 5.25 N N N N N N Fiverr International Ltd 549300Z8OREY6THCPF67 N/A -1384 NS USD -42336.56 -0.0038066874 Short EC CORP IL N 1 N N N Tower Semiconductor Ltd. 54930086ZSNXZOUX0C54 N/A 23317 NS USD 1024548.98 0.0921222150 Long EC CORP IL N 1 N N N McDermott International, Inc. ZAKWBIG8QLOPMZ888610 N/A 273.494 NS USD 164096.4 0.0147547107 Long EP CORP BM N 3 N N N Coruripe Netherlands B.V. 724500EL5MDC9RD0FW48 N/A 200000 PA USD 171001.69 0.0153755992 Long DBT CORP US Y 2 2027-02-10 Fixed 10 N N N N N N Jababeka International B.V. 724500597QGV6VFRV064 N/A 200000 PA USD 110750 0.0099580747 Long DBT CORP US Y 2 2023-10-05 Fixed 6.5 N N N N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N/A 6110 NS USD 901286.1 0.0810390459 Long EC CORP NL N 1 N N N NGD Holdings B.V. 984500ED2ABF0UF46690 N/A 100000 PA USD 40250 0.0036190746 Long DBT CORP US Y 2 2026-12-31 Fixed 6.75 N N N N N N The Vanguard Group, Inc. 549300EW16IGZDA38J20 N/A 250000 PA USD 167191.19 0.0150329785 Long DBT CORP US N 3 2050-08-22 Fixed 3.05 N N N N N N Banco Davivienda S.A. 549300P161V4IPKAQS70 N/A 200000 PA USD 145369.4 0.0130708745 Long DBT CORP US Y 2 2500-12-31 Fixed 6.65 N N N N N N BRF S.A. 254900MTXR9LUVQFU480 N/A 400000 PA USD 275856.99 0.0248036526 Long DBT CORP US Y 2 2050-09-21 Fixed 5.75 N N N N N N Camposol SA 5493008B0STMH3JFSW17 N/A 350000 PA USD 277812.5 0.0249794820 Long DBT CORP US Y 2 2027-02-03 Fixed 6 N N N N N N Cap S.A. 54930079GPG23NTBB003 N/A 200000 PA USD 141190.7 0.0126951471 Long DBT CORP US Y 2 2031-04-27 Fixed 3.9 N N N N N N Copa Holdings, S.A. 529900BB9UQJV6QQHA59 N/A -43624 NS USD -2923244.24 -0.2628432017 Short EC CORP PA N 1 N N N Presidencia de la Republica Dominicana 254900EHU7Q8FGVPI369 N/A 150000 PA USD 101062.5 0.0090870242 Long DBT NUSS US Y 2 2041-01-21 Fixed 5.3 N N N N N N Hunt Oil USA, Inc. 549300SVO0550J3IKN50 N/A 183200 PA USD 163506 0.0147016250 Long DBT CORP US Y 2 2028-06-01 Fixed 6.38 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 N/A 200000 PA USD 144000 0.0129477450 Long DBT CORP US Y 2 2043-05-15 Fixed 6.38 N N N N N N OI S.A. - In Judicial Reorganization 254900YEMWCRRAGD4978 N/A 400000 PA USD 118000 0.0106099577 Long DBT CORP US N 2 2025-07-27 Fixed 10 N N Y N N N Petroleos del Peru - Petroperu S.A. 549300ZMGDLC9JT2OR80 N/A 400000 PA USD 236000 0.0212199154 Long DBT CORP US Y 2 2047-06-19 Fixed 5.63 N N N N N N Telecommunications Services of Trinidad and Tobago Limited (TSTT) 5299007N4G3EZWXAMB76 N/A 250000 PA USD 220000 0.0197812771 Long DBT CORP US Y 2 2029-10-18 Fixed 8.88 N N N N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 N/A 350000 PA USD 240996 0.0216691303 Long DBT CORP US Y 2 2031-02-15 Fixed 4.38 N N N N N N VTR Finance N.V. 213800F4XI4RJB82XM19 N/A 250000 PA USD 137500 0.0123632982 Long DBT CORP US Y 2 2028-07-15 Fixed 6.38 N N N N N N Tecila Sociedad Anonima 5493003N7447U18U5U53 N/A 50000 PA USD 30247.47 0.0027196981 Long DBT CORP US Y 2 2029-06-27 Fixed 8.5 N N N N N N Gran Tierra Energy Inc. 549300IH2S17MAIUCM32 N/A 200000 PA USD 155584.36 0.0139893515 Long DBT CORP US Y 2 2027-05-23 Fixed 7.75 N N N N N N Kosmos Energy Ltd. 213800YDFJ3OT9B5P157 N/A 200000 PA USD 157229.37 0.0141372624 Long DBT CORP US Y 2 2028-03-01 Fixed 7.5 N N N N N N Sierracol Energy Andina, LLC N/A N/A 200000 PA USD 129595.49 0.0116525650 Long DBT CORP US Y 2 2028-06-15 Fixed 6 N N N N N N Nigeria, Federal Government of 549300GSBZD84TNEQ285 N/A 200000 PA USD 132892.28 0.0119489955 Long DBT NUSS US Y 2 2028-09-28 Fixed 6.13 N N N N N N OCP S.A. 213800D26TAPVTCVWG40 N/A 450000 PA USD 287657.37 0.0258646825 Long DBT CORP US Y 2 2051-06-23 Fixed 5.13 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A -50894 NS USD -1928882.6 -0.1734352783 Short EC CORP US N 1 N N N UPL Corporation Limited 213800AQLATW4WEEH674 N/A 400000 PA USD 290000 0.0260753198 Long DBT CORP US Y 2 2500-12-31 Fixed 5.25 N N N N N N Cabinet of Ministers of Ukraine 6354001WLTJXOMEXPY07 N/A 300000 PA USD 54000 0.0048554044 Long DBT NUSS US Y 2 2035-03-15 Fixed 0 Y Y N N N N Eagle Bulk Shipping Inc. 549300EC4INNZBWR8W37 N/A -52116 NS USD -2250368.88 -0.2023416837 Short EC CORP MH N 1 N N N PT Gajah Tunggal Tbk 254900M8F4RQGA263684 N/A 200000 PA USD 156827.37 0.0141011167 Long DBT CORP US Y 2 2026-06-23 Fixed 8.95 N N N N N N Theta Capital Pte. Ltd. 2549003I5QVCGQHCYJ52 N/A 200000 PA USD 126250 0.0113517556 Long DBT CORP US Y 2 2026-10-31 Fixed 6.75 N N N N N N Flexion Therapeutics, Inc. 549300X8HYW1HZKCDG90 N/A 50080 NS USD 34054.4 0.0030619978 Long EC CORP US N 3 N N N Simpar Europe 54930068BSUST41D5C30 N/A 200000 PA USD 140051.77 0.0125927403 Long DBT CORP US Y 2 2031-01-26 Fixed 5.2 N N N N N N Team Health Holdings, Inc. N/A 87817JAE8 295615.39 PA USD 268732.13 0.0241630215 Long LON CORP US N 2 2024-01-12 Floating 5.27 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 24572.27 PA USD 24476.68 0.0022008181 Long LON CORP US N 2 2024-02-03 Floating 5.02 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 24203.01 PA USD 24108.86 0.0021677456 Long LON CORP US N 2 2024-02-02 Floating 5.02 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 9345.88 PA USD 9309.52 0.0008370645 Long LON CORP US N 2 2024-02-02 Floating 5.02 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 9551.42 PA USD 9514.26 0.0008554737 Long LON CORP US N 2 2024-02-02 Floating 5.02 N N N N N N Cyxtera DC Holdings, Inc. N/A 19633FAD3 157342.97 PA USD 142788.75 0.0128388356 Long LON CORP US N 2 2024-03-15 Floating 5.79 N N N N N N Air Methods Corporation N/A 00912YAL6 415818.65 PA USD 330056.05 0.0296769554 Long LON CORP US N 2 2024-04-12 Floating 5.75 N N N N N N Finastra USA, Inc. N/A 02034DAC1 96309.04 PA USD 83211.01 0.0074819093 Long LON CORP US N 2 2024-04-26 Floating 6.87 N N N N N N Finastra USA, Inc. N/A 02034DAC1 17941.5 PA USD 15501.46 0.0013938122 Long LON CORP US N 2 2024-04-26 Floating 6.87 N N N N N N Finastra USA, Inc. N/A 02034DAC1 19715.94 PA USD 17034.57 0.0015316616 Long LON CORP US N 2 2024-04-26 Floating 6.87 N N N N N N Finastra USA, Inc. N/A 02034DAF4 190000 PA USD 153307.2 0.0137846009 Long LON CORP US N 2 2025-04-27 Floating 8.49 N N N N N N Caesars Resort Collection, LLC N/A 12769LAB5 82694.63 PA USD 80635.53 0.0072503353 Long LON CORP US N 2 2024-12-23 Floating 5.27 N N N N N N Jaws Hurricane Acquisition Corp N/A 47201B103 15780 NS USD 153855 0.0138338563 Long EC CORP US N 1 N N N Jefferies Financial Group Inc. 549300HOF34RGOJ5YL07 47233W109 61350 NS USD 1809825 0.1627302266 Long EC CORP US N 1 N N N Vantage Specialty Chemicals, Inc. N/A 92210XAC4 129710.07 PA USD 124481.46 0.0111927375 Long LON CORP US N 2 2024-10-20 Floating 5.75 N N N N N N Vantage Specialty Chemicals, Inc. N/A 92210XAC4 122836.9 PA USD 117885.34 0.0105996481 Long LON CORP US N 2 2024-10-20 Floating 6.31 N N N N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 477143AP6 1113000 PA USD 800771.22 0.0720012609 Long DBT CORP US N 2 2026-04-01 Fixed 0.5 N N N N N JetBlue Airways Corporation USD XXXX N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 48251K100 -896 NS USD -14560 -0.0013091609 Short EC CORP US N 1 N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 48251KAB6 915000 PA USD 916802.55 0.0824342059 Long DBT CORP US N 2 2023-05-15 Fixed 6.13 N N N N N KKR Real Estate Finance Trust Inc. USD XXXX N N N KKR Acquisition Holdings I Corp. N/A 48253T109 29550 NS USD 290772 0.0261447341 Long EC CORP US N 1 N N N KKR Acquisition Holdings I Corp. N/A 48253T117 4274 NS USD 512.88 0.0000461156 Long EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 483548AF0 3521000 PA USD 3283417 0.2952280980 Long DBT CORP US N 2 2024-05-01 Fixed 3.25 N N N N N Kaman Corporation USD XXXX N N N Altice France S.A. N/A F6628DAL8 75980.8 PA USD 68762.62 0.0061827838 Long LON CORP US N 2 2026-01-31 Floating 6.2 N N N N N N Blackhawk Network Holdings, Inc N/A 05549YAB8 55000 PA USD 51562.5 0.0046362368 Long LON CORP US N 2 2026-06-15 Floating 9.5 N N N N N N Karyopharm Therapeutics Inc. 549300J1VANRCNTYST87 48576U106 -48088 NS USD -262560.48 -0.0236080982 Short EC CORP US N 1 N N N Karyopharm Therapeutics Inc. 549300J1VANRCNTYST87 48576UAA4 1417000 PA USD 1156989 0.1040305456 Long DBT CORP US N 2 2025-10-15 Fixed 3 N N N N N Karyopharm Therapeutics Inc. USD XXXX N N N Asurion LLC N/A 04649VAW0 48362.78 PA USD 45146.66 0.0040593572 Long LON CORP US N 2 2024-11-15 Floating 5.52 N N N N N N Travel Leaders Group, LLC N/A 89416FAQ0 459455.65 PA USD 419993 0.0377636269 Long LON CORP US N 2 2024-01-25 Floating 6.52 N N N N N N Keycorp Student Loan Trust 200 N/A 493268CL8 355494.68 PA USD 329742.97 0.0296488048 Long ABS-CBDO CORP US N 2 2038-12-27 Floating 4.93 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550AW6 10000 PA USD 9979.15 0.0008972742 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N Zephyrus Capital Aviation Partners 2018-1 LLC N/A N/A 796067.14 PA USD 672392.62 0.0604581125 Long LON CORP US N 2 2038-10-15 Floating 4.61 N N N N N N Edgewater Generation, L.L.C. N/A 28031FAD2 124634.64 PA USD 108814.77 0.0097840687 Long LON CORP US N 2 2025-11-29 Floating 6.27 N N N N N N Minotaur Acquisition, Inc. N/A 60441EAC4 233864.76 PA USD 221315.58 0.0198995674 Long LON CORP US N 2 2026-02-27 Floating 7.56 N N N N N N Waterbridge Midstream Operating LLC N/A 94120XAB1 254937.3 PA USD 245588.75 0.0220820869 Long LON CORP US N 2 2026-06-22 Floating 9.13 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550BQ8 60000 PA USD 59073.7 0.0053116056 Long DBT CORP US N 2 2023-09-01 Fixed 3.5 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 68730 NS USD 1143667.2 0.1028327173 Long EC CORP US N 1 N N N KL Acquisition Corp. N/A 49837C109 92541 NS USD 916155.9 0.0823760624 Long EC CORP US N 1 N N N KL Acquisition Corp. N/A 49837C117 30847 NS USD 1542.35 0.0001386802 Long EC CORP US N 1 N N N Hilton Worldwide Finance, LLC N/A 43289DAH6 60781.48 PA USD 58704.58 0.0052784162 Long LON CORP US N 2 2023-10-25 Floating 4.81 N N N N N N Virgin Media Bristol LLC N/A G9368PBC7 45000 PA USD 42875.1 0.0038551102 Long LON CORP US N 2 2027-10-03 Floating 5.32 N N N N N N Charter Communications Operating, LLC N/A 16117LBW8 138432.83 PA USD 135639.26 0.0121959900 Long LON CORP US N 2 2025-04-30 Floating 4.28 N N N N N N Level 3 Financing Inc. N/A 52729KAP1 83652.53 PA USD 79326.02 0.0071325908 Long LON CORP US N 2 2027-03-01 Floating 4.27 N N N N N N Kludein I Acquisition Corp. N/A 49878L117 10000 NS USD 1180 0.0001060996 Long EC CORP US N 1 N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 30000 PA USD 26073.46 0.0023443924 Long DBT CORP US N 2 2042-06-04 Fixed 5 N N N N N N Reynolds Consumer Products LLC N/A 76171JAB7 12688.86 PA USD 12195.14 0.0010965247 Long LON CORP US N 2 2027-01-30 Floating 4.27 N N N N N N Tibco Software Inc. N/A 88632NAN0 185000 PA USD 184248.9 0.0165667207 Long LON CORP US N 2 2028-02-14 Floating 9.78 N N N N N N Lealand Finance Company B.V. N/A N5200EAB7 288.16 PA USD 143.72 0.0000129226 Long LON CORP US N 2 2025-06-30 Floating 0 N N N N N N Lealand Finance Company B.V. N/A N/A 264000 PA USD 145200 0.0130556429 Long LON CORP US N 2 2024-06-30 Floating 0 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 10000 PA USD 10355 0.0009310687 Long DBT CORP US N 2 2039-01-26 Fixed 6.88 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 60000 PA USD 46994.65 0.0042255191 Long DBT CORP US N 2 2046-06-01 Fixed 4.38 N N N N N N Lealand Finance Company B.V. N/A N/A 484271.51 PA USD 266349.33 0.0239487723 Long LON CORP US N 2 2024-06-28 Floating 6.28 N N N N N N Travelport Finance (Luxembourg) S.a.r.l. N/A L9308UAU4 353316.53 PA USD 349048.47 0.0313846569 Long LON CORP US N 2 2025-02-28 Floating 11 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 60000 PA USD 52610.71 0.0047304865 Long DBT CORP US N 2 2045-07-15 Fixed 5.2 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBF2 10000 PA USD 9000.59 0.0008092871 Long DBT CORP US N 2 2031-03-01 Fixed 4.25 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBJ4 20000 PA USD 18049.28 0.0016228991 Long DBT CORP US N 2 2050-06-01 Fixed 5.5 N N N N N N Kronos Acquisition Holdings Inc N/A 50106GAF9 330000 PA USD 252544.3 0.0227074945 Long DBT CORP US N 2 2027-12-31 Fixed 7 N N N N N N Grab Holdings Inc N/A G4123KAB8 275800 PA USD 257702 0.0231712485 Long LON CORP US N 2 2026-01-20 Floating 7.03 N N N N N N Jane Street Group, LLC N/A 47077DAG5 28960.31 PA USD 27735.58 0.0024938418 Long LON CORP US N 2 2028-01-21 Floating 5.27 N N N N N N Kuwait, Government of 549300FSC1YD0D9XX589 501499AB3 200000 PA USD 190039.6 0.0170873909 Long DBT NUSS US N 2 2027-03-20 Fixed 3.5 N N N N N N LHC Group, Inc. 5299009NPLWAMRQYZX73 50187A107 27274 NS USD 4463662.84 0.4013497799 Long EC CORP US N 1 N N N Prime Security Services Borrower, LLC N/A 03765VAK6 128586.11 PA USD 124346.63 0.0111806143 Long LON CORP US N 2 2026-09-23 Floating 3.5 N N N N N N Asurion LLC N/A 04649VAZ3 65000 PA USD 48750 0.0043833512 Long LON CORP US N 2 2028-02-05 Floating 7.77 N N N N N N LCM XVII Limited Partnership 549300K6S4MWQOINB710 50190BAB6 500000 PA USD 376513.5 0.0338541722 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 8.51 N N N N N N LCM XX Limited Partnership 549300VQTTD2PAP2Y421 50190CAC2 500000 PA USD 420608 0.0378189246 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 8.16 N N N N N N Constant Contact Inc N/A 21031HAE1 360000 PA USD 277200 0.0249244092 Long LON CORP US N 3 2029-02-10 Floating 9.92 N N N N N N DCert Buyer, Inc. N/A 24022KAJ8 200000 PA USD 185800 0.0167061877 Long LON CORP US N 2 2029-02-16 Floating 9.9 N N N N N N Applied Systems, Inc. N/A 03827FBA8 400000 PA USD 392600 0.0353005882 Long LON CORP US N 2 2025-09-19 Floating 7.75 N N N N N N DG Investment Intermediate Holdings 2, Inc. N/A 23344MAF5 190000 PA USD 176067.3 0.0158310730 Long LON CORP US N 2 2029-03-18 Floating 9.27 N N N N N N Edelman Financial Center, LLC N/A 27943UAK2 28933.01 PA USD 26485.86 0.0023814733 Long LON CORP US N 2 2028-03-15 Floating 6.02 N N N N N N Rentpath, Inc. N/A N/A 113747.85 PA USD 1137.48 0.0001022764 Long LON CORP US N 3 2024-12-31 Floating 0 Y N N N N N Li Auto Inc. 2549003R73Q70J5H4I65 50202M102 -58505 NS USD -1346200.05 -0.1210434374 Short EC CORP KY N 1 N N N Li Auto Inc. 2549003R73Q70J5H4I65 50202MAB8 2340000 PA USD 2425316.4 0.2180720718 Long DBT CORP US N 2 2028-05-01 Fixed 0.25 N N N N N Li Auto Inc. USD XXXX N N N Landcadia Holdings IV Inc. N/A 51477A104 17518 NS USD 172026.76 0.0154677682 Long EC CORP US N 1 N N N Landcadia Holdings IV Inc. N/A 51477A203 13420 NS USD 132321.2 0.0118976469 Long EC CORP US N 1 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AG2 120000 PA USD 112800 0.0101424003 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AH0 10000 PA USD 8996.53 0.0008089221 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N Legacy Mortgage Asset Trust 2019-GS7 N/A 52474MAB5 4100000 PA USD 4087004.64 0.3674825970 Long ABS-MBS CORP US N 2 2059-11-25 Fixed 4.5 N N N N N N Lehman Mortgage Trust 2006-5 N/A 52520TAF5 694956.11 PA USD 348235.9 0.0313115947 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.58 N N N N N N Atlas Purchaser, Inc. N/A 04939JAC0 380187.5 PA USD 294645.31 0.0264930024 Long LON CORP US N 2 2024-12-31 Floating 8.12 N N N N N N Cengage Learning, Inc. N/A 15134NAF3 183612.5 PA USD 165796.58 0.0149075822 Long LON CORP US N 2 2026-06-29 Floating 7.81 N N N N N N Lehman Mortgage Trust 2007-2 N/A 52521DAC6 10749685.95 PA USD 2130356.64 0.1915507957 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.39 N N N N N N Lehman Mortgage Trust 2007-2 N/A 52521DAQ5 10850546.74 PA USD 1230557.25 0.1106454271 Long ABS-CBDO CORP US N 2 2037-03-25 Floating 3.61 N N N N N N Univision Communications Inc. N/A 914908BC1 154680.66 PA USD 146535.18 0.0131756955 Long LON CORP US N 2 2026-03-15 Floating 5.77 N N N N N N Presidencia Da Republica Federativa Do Brasil 254900ZFY40OYEADAP90 N/A 601000 PA 105227.35 0.0094615062 Long DBT NUSS BR N 2 2027-01-01 Fixed 10 N N N N N N SillaJen Inc N/A N/A 3291 NS 7360.87 0.0006618519 Long EC CORP KR N 3 N N N LendingTree, Inc. 549300ISY5YHUJZTON08 52603BAD9 2077000 PA USD 1483877.34 0.1334226767 Long DBT CORP US N 2 2025-07-15 Fixed 0.5 N N N N N LendingTree, Inc. USD XXXX N N N Liberty Broadband Corporation 549300MIX43II8JLN536 530307AA5 912000 PA USD 868430.11 0.0780848030 Long DBT CORP US N 2 2050-09-30 Fixed 2.75 N N N N N Charter Communications, Inc. USD XXXX N N N Adyen B.V. 724500973ODKK3IFQ447 N/A 2786 NS 3474342.65 0.3123951579 Long EC CORP NL Y 2 N N N The Central People's Government of the People's Republic of China 300300CHN201808MOF68 N/A 2000000 PA 288227.66 0.0259159601 Long DBT NUSS CN N 2 2025-11-30 Fixed 3.31 N N N N N N Liberty Broadband Corporation 549300MIX43II8JLN536 530307AC1 1513000 PA USD 1415083.18 0.1272370569 Long DBT CORP US N 2 2050-09-30 Fixed 1.25 N N N N N Charter Communications, Inc. USD XXXX N N N Liberty Media Corporation 549300ZKUTPIBZLWLL89 530715AG6 1865000 PA USD 838770.7 0.0754179802 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N Lumen Technologies Inc. USD XXXX N N N Aris Mining Corporation 5493001GJ5TILX6L1F82 N/A 200000 PA USD 145086.56 0.0130454429 Long DBT CORP US Y 2 2026-08-08 Fixed 6.88 N N N N N N CW Travel Holdings N/A N/A 1549 NS USD 15490 0.0013927817 Long EC CORP US N 3 N N N Enfragen Energia Sur SA. 5493003ME0392SW30U44 N/A 400000 PA USD 239000 0.0214896601 Long DBT CORP US Y 2 2030-12-30 Fixed 5.38 N N N N N N AfterNext HealthTech Acquisition Corp. N/A N/A 39001 NS USD 381039.77 0.0342611513 Long EC CORP KY N 1 N N N Palmer Square Loan Funding 2022-3 Ltd N/A 69690CAJ2 250000 PA USD 238250 0.0214222240 Long ABS-CBDO CORP US N 2 2031-04-15 Variable 0 N N N N N N African Gold Acquisition Corp. N/A N/A 31168 NS USD 308563.2 0.0277444280 Long EC CORP KY N 1 N N N African Gold Acquisition Corp. N/A N/A 1892 NS USD 18768.64 0.0016875803 Long EC CORP KY N 1 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435AD7 3056000 PA USD 5683701.6 0.5110494381 Long DBT CORP US N 2 2023-07-01 Fixed 0.75 N N N N N Palo Alto Networks, Inc. USD XXXX N N N PAR Technology Corporation 549300HYPTHBJQINVG57 698884AE3 1313000 PA USD 986460.84 0.0886975238 Long DBT CORP US N 2 2027-10-15 Fixed 1.5 N N N N N PAR Technology Corporation USD XXXX N N N Agile Group Holdings Limited 549300ZRISRT38EEYY07 N/A 200000 PA USD 38000 0.0034167660 Long DBT CORP US Y 2 2500-12-31 Fixed 7.75 N N N N N N Agile Growth Corp. N/A N/A 12665 NS USD 125636.8 0.0112966198 Long EC CORP KY N 1 N N N Liberty Media Corporation 549300ZKUTPIBZLWLL89 530715AL5 2564000 PA USD 1199954.56 0.1078937894 Long DBT CORP US N 2 2030-02-15 Fixed 3.75 N N N N N Lumen Technologies Inc. USD XXXX N N N Liberty Media Corporation 549300ZKUTPIBZLWLL89 531229AG7 2591000 PA USD 2437345.93 0.2191537057 Long DBT CORP US N 2 2048-03-31 Fixed 2.13 N N N N N Sirius XM Holdings Inc. USD XXXX N N N ALSP Orchid Acquisition Corporation I N/A N/A 19355 NS USD 194130.65 0.0174552372 Long EC CORP KY N 1 N N N Altimar Acquisition Corp. III N/A N/A 7695 NS USD 76257.45 0.0068566807 Long EC CORP KY N 1 N N N Paramount Group, Inc. 5493006GJU1CFI7Z5J17 69924R108 -201618 NS USD -1256080.14 -0.1129403151 Short EC CORP US N 1 N N N Park Aerospace Holdings Limited 635400CPI3EOIFF6OC33 70014LAB6 50000 PA USD 48933.77 0.0043998748 Long DBT CORP US N 2 2024-02-15 Fixed 5.5 N N N N N N Liberty Media Corporation 549300ZKUTPIBZLWLL89 531229AJ1 2235000 PA USD 2028982.17 0.1824357207 Long DBT CORP US N 2 2049-12-01 Fixed 2.75 N N N N N Sirius XM Holdings Inc. USD XXXX N N N Liberty Media Corporation 549300ZKUTPIBZLWLL89 531229AL6 259000 PA USD 239277.15 0.0215145801 Long DBT CORP US N 2 2027-08-15 Fixed 2.25 N N N N N Liberty Media Corporation USD XXXX N N N Altimeter Growth Corp. 2 N/A N/A 12054 NS USD 119455.14 0.0107407965 Long EC CORP KY N 1 N N N Apollo Strategic Growth Capital II N/A N/A 2232 NS USD 22096.8 0.0019868315 Long EC CORP KY N 1 N N N Park Aerospace Holdings Limited 635400CPI3EOIFF6OC33 70014LAC4 20000 PA USD 19875.91 0.0017871404 Long DBT CORP US N 2 2023-03-15 Fixed 4.5 N N N N N N Park River Holdings, Inc. N/A 70082LAA5 50000 PA USD 32505.42 0.0029227215 Long DBT CORP US Y 2 2029-02-01 Fixed 5.63 N N N N N N Parsons Corporation 549300ZXH0VRBSEPX752 70202L102 -2442 NS USD -95726.4 -0.0086072293 Short EC CORP US N 1 N N N Parsons Corporation 549300ZXH0VRBSEPX752 70202LAB8 153000 PA USD 157981.68 0.0142049063 Long DBT CORP US N 2 2025-08-15 Fixed 0.25 N N N N N Parsons Corporation USD XXXX N N N Peabody Energy Corporation EJCO258LNNVSKAR2JX59 704551AC4 2475000 PA USD 3586374 0.3224684451 Long DBT CORP US N 2 2028-03-01 Fixed 3.25 N N N N N Peabody Energy Corporation USD XXXX N N N Peace Park CLO Ltd N/A 70470NAA1 360000 PA USD 307581.84 0.0276561891 Long ABS-CBDO CORP US N 2 2034-10-20 Floating 8.71 N N N N N N Angel Pond Holdings Corporation N/A N/A 10259 NS USD 100845.97 0.0090675549 Long EC CORP KY N 1 N N N Angel Pond Holdings Corporation N/A N/A 3419 NS USD 855.09 0.0000768853 Long EC CORP US N 1 N N N Ascendant Digital Acquisition Corp. III N/A N/A 17949 NS USD 182002.86 0.0163647682 Long EC CORP KY N 1 N N N Concessionaria Auto Raposo Tavares S/A N/A N/A 10585 NS USD 105320.75 0.0094699043 Long EC CORP KY N 1 N N N Avanti Acquisition Corp. 549300N1STADABPJNC94 N/A 12500 NS USD 125250 0.0112618407 Long EC CORP KY N 1 N N N Avanti Acquisition Corp. 549300N1STADABPJNC94 N/A 6250 NS USD 143.75 0.0000129253 Long EC CORP US N 1 N N N Aurora Acquisition Corp. N/A N/A 7052 NS USD 69744.28 0.0062710497 Long EC CORP KY N 1 N N N Biohaven Pharmaceutical Holding Company Ltd. 5299007STZTNN32O9920 N/A 42786 NS USD 6467959.62 0.5815659164 Long EC CORP VG N 1 N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -67442 NS USD -978583.42 -0.0879892264 Short EC CORP US N 1 N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509VAA8 2797000 PA USD 2398338 0.2156463118 Long DBT CORP US N 2 2026-12-15 Fixed 1.75 N N N N N Pebblebrook Hotel Trust USD XXXX N N N Lithium Americas Corp. 529900Q9ENG7EHHZ5R75 53680Q207 -16612 NS USD -435732.76 -0.0391788658 Short EC CORP CA N 1 N N N Lithium Americas Corp. 529900Q9ENG7EHHZ5R75 53680QAB4 1048000 PA USD 947891.9 0.0852296016 Long DBT CORP US N 2 2027-01-15 Fixed 1.75 N N N N N Lithium Americas Corp. USD XXXX N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 -25155 NS USD -296325.9 -0.0266441125 Short EC CORP US N 1 N N N PennyMac Corp. EWN0I878407TKQNXZ933 70932AAD5 1169000 PA USD 1078490.18 0.0969723323 Long DBT CORP US N 2 2024-11-01 Fixed 5.5 N N N N N PennyMac Mortgage Investment Trust USD XXXX N N N Biotech Acquisition Company N/A N/A 20375 NS USD 202221.88 0.0181827593 Long EC CORP KY N 1 N N N Blue Whale Acquisition Corp I N/A N/A 12939 NS USD 125378.91 0.0112734316 Long EC CORP KY N 1 N N N Livent Corporation 254900OOLQ2VNMZTJL47 53814L108 -172215 NS USD -5278389.75 -0.4746058653 Short EC CORP US N 1 N N N Livent Corporation 254900OOLQ2VNMZTJL47 53814LAB4 1541000 PA USD 5548339.68 0.4988783851 Long DBT CORP US N 2 2025-07-15 Fixed 4.13 N N N N N Livent Corporation USD XXXX N N N PennyMac Corp. EWN0I878407TKQNXZ933 70932AAF0 2150000 PA USD 1786301.7 0.1606151315 Long DBT CORP US N 2 2026-03-15 Fixed 5.5 N N N N N PennyMac Financial Services, Inc. USD XXXX N N N PetIQ, Inc. 549300GROACFGKVYOX14 71639T106 -14932 NS USD -103030.8 -0.0092640037 Short EC CORP US N 1 N N N M3-Brigade Acquisition II Corp. N/A N/A 11837 NS USD 116594.45 0.0104835778 Long EC CORP KY N 1 N N N Cartesian Growth Corp. N/A N/A 5242 NS USD 51948.22 0.0046709188 Long EC CORP KY N 1 N N N Sound Point CLO XXIII N/A 83614CAJ6 500000 PA USD 367917.5 0.0330812637 Long ABS-CBDO CORP US N 2 2034-07-17 Floating 8.98 N N N N N N Sound Point CLO Ltd N/A 83616FAA6 500000 PA USD 383832.5 0.0345122593 Long ABS-CBDO CORP US N 2 2034-10-25 Floating 9.48 N N N N N N PetIQ, Inc. 549300GROACFGKVYOX14 71639TAB2 1323000 PA USD 1072807.47 0.0964613721 Long DBT CORP US N 2 2026-06-01 Fixed 4 N N N N N PetIQ, Inc. USD XXXX N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAN9 150000 PA USD 117383.12 0.0105544910 Long DBT CORP US N 2 2115-06-05 Fixed 6.85 N N N N N N Cartesian Growth Corporation II N/A N/A 9713 NS USD 97227.13 0.0087421673 Long EC CORP KY N 1 N N N Catalyst Partners Acquisition Corp. N/A N/A 45179 NS USD 446820.31 0.0401758017 Long EC CORP KY N 1 N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAS8 120000 PA USD 123654.62 0.0111183923 Long DBT CORP US N 2 2027-01-17 Fixed 7.38 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAY5 50000 PA USD 48392.13 0.0043511733 Long DBT CORP US N 2 2028-01-27 Fixed 6 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 836205AX2 350000 PA USD 222247.9 0.0199833968 Long DBT NUSS US N 2 2047-09-27 Fixed 5.65 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AT6 840000 PA USD 706069.02 0.0634861225 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N CC Neuberger Principal Holdings III N/A N/A 27422 NS USD 272300.46 0.0244838675 Long EC CORP KY N 1 N N N BYTE Acquisition Corp. N/A N/A 3819 NS USD 37808.1 0.0033995114 Long EC CORP KY N 1 N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBD0 180000 PA USD 149651.29 0.0134558802 Long DBT CORP US N 2 2049-03-19 Fixed 6.9 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBJ7 150000 PA USD 106672.83 0.0095914764 Long DBT CORP US N 2 2051-06-10 Fixed 5.5 N N N N N N Spirit Airlines, Inc. N/A 84859BAA9 48000 PA USD 48323.75 0.0043450250 Long DBT CORP US N 2 2025-09-20 Fixed 8 N N N N N N Sportsman's Warehouse Holdings, Inc. 549300JVV8YLQSRSF462 84920Y106 16190 NS USD 134377 0.0120824940 Long EC CORP US N 1 N N N Cazoo Group Ltd 549300PNRTNVMGVJY078 N/A 31321 NS USD 14407.66 0.0012954633 Long EC CORP KY N 1 N N N Cazoo Group Ltd 549300PNRTNVMGVJY078 N/A 30652 NS USD 1639.88 0.0001474496 Long EC CORP US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 250000 PA USD 139375 0.0125318886 Long DBT CORP US N 2 2047-09-21 Fixed 6.75 N N N N N N PetSmart, Inc. N/A 71677KAB4 250000 PA USD 223571.38 0.0201023974 Long DBT CORP US N 2 2029-02-15 Fixed 7.75 N N N N N N Chain Bridge I N/A N/A 9269 NS USD 93616.9 0.0084175538 Long EC CORP KY N 1 N N N Central China Real Estate Limited 549300JDML9PYG0CIJ22 N/A 200000 PA USD 48000 0.0043159150 Long DBT CORP US Y 2 2024-07-16 Fixed 7.25 N N N N N N Phoenix Biotech Acquisition Corp. N/A 71902K105 20276 NS USD 204787.6 0.0184134557 Long EC CORP US N 1 N N N Phoenix Biotech Acquisition Corp. N/A 71902K204 5934 NS USD 60052.08 0.0053995765 Long EC CORP US N 1 N N N Colonnade Acquisition Corp. II N/A N/A 2688 NS USD 268.8 0.0000241691 Long EC CORP US N 1 N N N Corazon Capital V838 Monoceros Corp N/A N/A 20135 NS USD 199537.85 0.0179414250 Long EC CORP KY N 1 N N N Ping Identity Holding Corp. N/A 72341T103 2494 NS USD 70006.58 0.0062946344 Long EC CORP US N 1 N N N Pioneer Aircraft Finance Limited N/A 72353PAC0 1022442.85 PA USD 547201.19 0.0492015381 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 6.9 N N N N N N COVA Acquisition Corp. N/A N/A 3614 NS USD 35923.16 0.0032300272 Long EC CORP KY N 1 N N N COVA Acquisition Corp. N/A N/A 1807 NS USD 45.36 0.0000040785 Long EC CORP US N 1 N N N Andretti Acquisition Corp. N/A N/A 6432 NS USD 64577.28 0.0058064594 Long EC CORP KY N 1 N N N DHC Acquisition Corporation N/A N/A 2260 NS USD 203.63 0.0000183094 Long EC CORP US N 1 N N N Spotify USA Inc. 2138001WXZQOPMPA3D50 84921RAB6 1364000 PA USD 1074938.39 0.0966529735 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N Spotify Technology S.A. USD XXXX N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 852060AT9 50000 PA USD 57953.13 0.0052108497 Long DBT CORP US N 2 2032-03-15 Fixed 8.75 N N N N N N Pivotal Investment Corporation III N/A 72582M106 28543 NS USD 281291.27 0.0252922753 Long EC CORP US N 1 N N N Plains All American Pipeline, L.P. 5521FA2ITF25TVH63740 726503AE5 90000 PA USD 73647.12 0.0066219731 Long DBT CORP US N 2 2500-12-31 Fixed 6.13 N N N N N N Disruptive Acquisition Corporation I N/A N/A 13443 NS USD 133220.13 0.0119784741 Long EC CORP KY N 1 N N N Decarbonization Plus Acquisition Corporation IV N/A N/A 27122 NS USD 272576.1 0.0245086517 Long EC CORP KY N 1 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AG4 200000 PA USD 185646 0.0166923408 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N Y Y Lloyds Banking Group PLC USD XXXX N N N Logistics Innovation Technologies Corp. N/A 54141L100 29891 NS USD 292035.07 0.0262583029 Long EC CORP US N 1 N N N Dragoneer Growth Opportunities Corp. III N/A N/A 44926 NS USD 439825.54 0.0395468677 Long EC CORP KY N 1 N N N Elliott Opportunity II Corp. 549300796AMMETN58424 N/A 17544 NS USD 172632.96 0.0155222746 Long EC CORP KY N 1 N N N Plains All American Pipeline, L.P. 5521FA2ITF25TVH63740 72650RAM4 50000 PA USD 45731.1 0.0041119071 Long DBT CORP US N 2 2036-05-15 Fixed 6.7 N N N N N N Plug Power Inc. 549300JPDKRSJ8JSM954 72919P202 -173738 NS USD -3650235.38 -0.3282105345 Short EC CORP US N 1 N N N Plug Power Inc. 549300JPDKRSJ8JSM954 72919PAD5 887000 PA USD 3773839.07 0.3393243474 Long DBT CORP US N 2 2025-06-01 Fixed 3.75 N N N N N Plug Power Inc. USD XXXX N N N Porch Group Inc 549300NXEI7CVW8IXQ90 733245AA2 2113000 PA USD 1224506.74 0.1101013961 Long DBT CORP US N 2 2026-09-15 Fixed 0.75 N N N N N Porch Group Inc USD XXXX N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 20000 PA USD 20279.28 0.0018234094 Long DBT CORP US N 2 2023-09-15 Fixed 7.88 N N N N N N Spruce Hill Mortgage Loan Trust 2020-SH1 N/A 85209FAF3 1200000 PA USD 1134228.36 0.1019840250 Long ABS-MBS CORP US N 2 2024-02-29 Variable 4.68 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AS3 761000 PA USD 745620.95 0.0670424302 Long DBT CORP US N 2 2027-08-15 Fixed 2.5 N N N N N Post Holdings, Inc. USD XXXX N N N Artera Services, LLC 549300J2G34D0WX8Z443 73939VAA2 80000 PA USD 64412.49 0.0057916423 Long DBT CORP US N 2 2025-12-04 Fixed 9.03 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AF5 10000 PA USD 8967.18 0.0008062831 Long DBT CORP US N 2 2029-02-01 Fixed 5.88 N N N N N N Premier Entertainment Sub, LLC 549300KRDMIL2NJVZ267 74052HAA2 110000 PA USD 76121.97 0.0068444990 Long DBT CORP US N 2 2029-09-01 Fixed 5.63 N N N N N N Premier Entertainment Sub, LLC 549300KRDMIL2NJVZ267 74052HAB0 85000 PA USD 57355.17 0.0051570841 Long DBT CORP US N 2 2031-09-01 Fixed 5.88 N N N N N N Elliott Opportunity II Corp. 549300796AMMETN58424 N/A 3320 NS USD 32702 0.0029403969 Long EC CORP KY N 1 N N N Enterprise 4.0 Technology Acquisition Corp. N/A N/A 5933 NS USD 60219.95 0.0054146705 Long EC CORP KY N 1 N N N MDH Acquisition Corp. N/A 55283P106 27003 NS USD 265709.52 0.0238912438 Long EC CORP US N 1 N N N MGM Holdings, Inc. N/A 55303C101 5726 NS USD 21758.8 0.0019564402 Long EC CORP US N 3 N N N SREIT Commercial Mortgage Trust 2021-MFP2 N/A 85236WCU8 400000 PA USD 369397.8 0.0332143648 Long ABS-MBS CORP US N 2 2026-11-16 Floating 6.73 N N N N N N Starwood Mortgage Residential Trust 2021-4 N/A 85573PAF9 3767000 PA USD 2561809 0.2303447897 Long ABS-MBS CORP US N 2 2056-08-25 Variable 3.96 N N N N N N Eucrates Biomedical Acquisition Corp. N/A N/A 37 NS USD 371.11 0.0000333683 Long EC CORP VG N 1 N N N European Bank for Reconstruction and Development 549300HTGDOVDU6OGK19 N/A 3761000000 PA 231437.03 0.0208096365 Long DBT CORP ID N 2 2026-10-06 Fixed 5 N N N N N N Lucid Group, Inc. N/A 549498AA1 3543000 PA USD 2141771.84 0.1925771922 Long DBT CORP US N 2 2026-12-15 Fixed 1.25 N N N N N Lucid Group, Inc. USD XXXX N N N Luminar Technologies, Inc. 549300AVGXLDWYMI4298 550424AA3 492000 PA USD 321900.84 0.0289436805 Long DBT CORP US N 2 2026-12-15 Fixed 1.25 N N N N N Luminar Technologies, Inc. USD XXXX N N N MP Materials Corp. N/A 553368AA9 1047000 PA USD 956484.76 0.0860022277 Long DBT CORP US N 2 2026-04-01 Fixed 0.25 N N N N N MP Materials Corp. USD XXXX N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 40000 PA USD 39265.16 0.0035305228 Long DBT CORP US N 2 2025-06-01 Fixed 4.88 N N N N N N Stratim Cloud Acquisition Corp. N/A 86309R206 7244 NS USD 71063.64 0.0063896798 Long EC CORP US N 1 N N N Structured Adjustable Rate Mortgage Loan Trust 2005-3XS N/A 863579JH2 1291002.63 PA USD 1161671.15 0.1044515406 Long ABS-MBS CORP US N 2 2035-01-25 Variable 3.47 N N N N N N Arya Sciences Acquisition Corp. N/A N/A 19354 NS USD 189669.2 0.0170540864 Long EC CORP KY N 1 N N N ARYA Sciences Acquisition Corp IV N/A N/A 5142 NS USD 50957.22 0.0045818131 Long EC CORP KY N 1 N N N Enphys Acquisition Corp. 549300KNB8BMJ5TPCU58 N/A 164600 NS USD 1605673 0.1443739208 Long EC CORP KY N 1 N N N ESM Acquisition Corporation N/A N/A 2 NS USD 19.84 0.0000017839 Long EC CORP KY N 1 N N N Summit Hotel TRS 005, LLC 254900OBQWJK6X20LS71 866082AA8 446000 PA USD 374751.05 0.0336957017 Long DBT CORP US N 2 2026-02-15 Fixed 1.5 N N N N N Summit Hotel TRS 005, LLC USD XXXX N N N Sunnova Energy International Inc. 549300JK1Y1VVC3JU540 86745K104 -31199 NS USD -688873.92 -0.0619400269 Short EC CORP US N 1 N N N Primerica, Inc. 254900621R686KJR7022 74164M108 46493 NS USD 5739560.85 0.5160720167 Long EC CORP US N 1 N N N Progress Residential 2021-SFR2 Trust N/A 74333DAQ7 4000000 PA USD 3442030.4 0.3094898053 Long ABS-CBDO CORP US N 2 2026-04-17 Fixed 4.25 N N N N N N EVe Mobility Acquisition Corp N/A N/A 9752 NS USD 98397.68 0.0088474172 Long EC CORP KY N 1 N N N HPX Corp. N/A N/A 20642 NS USD 4954.08 0.0004454456 Long EC CORP US N 1 N N N Progress Residential 2021-SFR9 Trust N/A 74333QAN5 5000000 PA USD 4018003 0.3612783217 Long ABS-CBDO CORP US N 2 2028-11-17 Fixed 4.05 N N N N N N PROOF Acquisition Corp I N/A 74349W203 15656 NS USD 155620.64 0.0139926137 Long EC CORP US N 1 N N N Sunnova Energy International Inc. 549300JK1Y1VVC3JU540 86745KAG9 1295000 PA USD 1144348.77 0.1028940006 Long DBT CORP US N 2 2028-02-15 Fixed 2.63 N N N N N Sunnova Energy International Inc. USD XXXX N N N SunPower Corporation 549300TXO070764WUH65 867652AL3 374000 PA USD 405584.3 0.0364680701 Long DBT CORP US N 2 2023-01-15 Fixed 4 N N N N N SunPower Corporation USD XXXX N N N Pyxus International, Inc. 8YFRT44YTZ40IQKXOL79 747328AA0 97018 PA USD 78931.37 0.0070971059 Long DBT CORP US N 2 2024-08-24 Fixed 10 N N N N N N Q-Si Operations Inc. N/A 74765K113 13237 NS USD 7411.4 0.0006663953 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 110000 PA USD 84583.06 0.0076052770 Long DBT CORP US N 2 2048-04-15 Fixed 4.7 N N N N N N MPT Operating Partnership, L.P. 254900U6E39J1MQCCY14 55342UAH7 20000 PA USD 17217.4 0.0015481007 Long DBT CORP US N 2 2027-10-15 Fixed 5 N N N N N N RBSSP Resecuritization Trust 2010-4 N/A 74927DAM8 204486.26 PA USD 193580.37 0.0174057588 Long ABS-MBS CORP US N 2 2036-02-26 Fixed 5.83 N N N N N N RH 5493008MTS3OGGMHGK69 74967X103 -17459 NS USD -4296136.13 -0.3862866332 Short EC CORP US N 1 N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAH2 40000 PA USD 36456.69 0.0032779995 Long DBT CORP US N 2 2040-02-15 Fixed 6.85 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAK5 40000 PA USD 35014.2 0.0031482982 Long DBT CORP US N 2 2042-02-15 Fixed 6.1 N N N N N N Ares Acquisition Corp. N/A N/A 18856 NS USD 187240.08 0.0168356723 Long EC CORP KY N 1 N N N Ares Acquisition Corp. N/A N/A 5320 NS USD 52774.4 0.0047452047 Long EC CORP KY N 1 N N N RR 18 Ltd 54930003V8ISBLDELD80 749737AA0 360000 PA USD 305179.92 0.0274402208 Long ABS-CBDO CORP US N 2 2034-10-16 Floating 8.76 N N N N N N RXR Acquisition Corp. N/A 74981W206 107 NS USD 1049.67 0.0000943810 Long EC CORP US N 1 N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAV1 60000 PA USD 48726.77 0.0043812625 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N Sustainable Development Acquisition I Corp. N/A 86934L103 7213 NS USD 71120.18 0.0063947636 Long EC CORP US N 1 N N N Far Peak Acquisition Corp. N/A N/A 20526 NS USD 203002.14 0.0182529163 Long EC CORP KY N 1 N N N Fat Projects Acquisition Corp N/A N/A 28362 NS USD 282201.9 0.0253741545 Long EC CORP KY N 1 N N N Switch, Inc. 549300EZ98N5Y55J4X37 87105L104 118114 NS USD 3979260.66 0.3577948083 Long EC CORP US N 1 N N N Switch, Ltd. 5493002D70VTFFLT8L43 87105NAA8 1517000 PA USD 1507486.67 0.1355455071 Long DBT CORP US N 2 2028-09-15 Fixed 3.75 N N N N N N Switch, Ltd. 5493002D70VTFFLT8L43 87105NAC4 10000 PA USD 9928.06 0.0008926805 Long DBT CORP US N 2 2029-06-15 Fixed 4.13 N N N N N N TKC Holdings, Inc. N/A 87256YAA1 140000 PA USD 107316.63 0.0096493636 Long DBT CORP US N 2 2029-05-15 Fixed 10.5 N N N N N N Fifth Wall Acquisition Corp. III N/A N/A 20467 NS USD 201395.28 0.0181084356 Long EC CORP KY N 1 N N N Ferguson PLC 213800DU1LGY3R2S2X42 N/A 7807 NS USD 803574.51 0.0722533185 Long EC CORP JE N 1 N N N MPT Operating Partnership, L.P. 254900U6E39J1MQCCY14 55342UAM6 60000 PA USD 41790.39 0.0037575786 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N Madison Park Funding XIV Ltd N/A 55818TAG7 500000 PA USD 412971.5 0.0371322895 Long ABS-CBDO CORP US N 2 2030-10-22 Floating 8.56 N N N N N N TLG Acquisition One Corp. N/A 87257M207 13417 NS USD 132291.62 0.0118949872 Long EC CORP US N 1 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABR5 10000 PA USD 8957.1 0.0008053767 Long DBT CORP US N 2 2026-02-15 Fixed 2.25 N N N N N N Madison Park Funding XXII Ltd N/A 55819VAG1 500000 PA USD 430019.5 0.0386651586 Long ABS-CBDO CORP US N 2 2033-01-15 Floating 9.21 N N N N N N Madison Park Funding XXVI, Ltd. 549300FNRP3W5DX0O430 55820AAA7 500000 PA USD 435538 0.0391613540 Long ABS-CBDO CORP US N 2 2030-07-29 Floating 9.31 N N N N N N Madison Park Funding XLV Ltd N/A 55820DAE3 500000 PA USD 433096.5 0.0389418267 Long ABS-CBDO CORP US N 2 2034-07-17 Floating 8.86 N N N N N N Madison Park Funding XLVIII Ltd N/A 55821WAA8 1000000 PA USD 863313 0.0776246986 Long ABS-CBDO CORP US N 2 2033-04-19 Floating 8.99 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 40000 PA USD 33020.02 0.0029689917 Long DBT CORP US N 2 2029-02-15 Fixed 2.63 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABT1 230000 PA USD 184582.65 0.0165967298 Long DBT CORP US N 2 2031-02-15 Fixed 2.88 N N N N N N Radiology Partners, Inc. 549300SFTAG2177WUZ08 75041VAA2 230000 PA USD 150500.2 0.0135322098 Long DBT CORP US N 2 2028-02-01 Fixed 9.25 N N N N N N Magallanes, Inc. N/A 55903VAQ6 280000 PA USD 203464.22 0.0182944642 Long DBT CORP US N 2 2052-03-15 Fixed 5.14 N N N N N N Magallanes, Inc. N/A 55903VAS2 360000 PA USD 260958.21 0.0234640303 Long DBT CORP US N 2 2062-03-15 Fixed 5.39 N N N N N N Magnite, Inc. 54930018FR2YX1HHSB02 55955D100 -1205 NS USD -7916.85 -0.0007118427 Short EC CORP US N 1 N N N Magnite, Inc. 54930018FR2YX1HHSB02 55955DAB6 646000 PA USD 479486.39 0.0431129689 Long DBT CORP US N 2 2026-03-15 Fixed 0.25 N N N N N Magnite, Inc. USD XXXX N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABW4 60000 PA USD 50635.08 0.0045528480 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N TCW Special Purpose Acquisition Corp N/A 87301L205 1277 NS USD 12476.29 0.0011218043 Long EC CORP US N 1 N N N MannKind Corporation 213800GFBCNY1ZFST722 56400P706 -397603 NS USD -1228593.27 -0.1104688361 Short EC CORP US N 1 N N N MannKind Corporation 213800GFBCNY1ZFST722 56400PAQ5 3153000 PA USD 2828382.89 0.2543137533 Long DBT CORP US N 2 2026-03-01 Fixed 2.5 N N N N N MannKind Corporation USD XXXX N N N The Marcus Corporation 549300NL0OKPNEMP6B79 566330AA4 1220000 PA USD 1817043.6 0.1633792863 Long DBT CORP US N 2 2025-09-15 Fixed 5 N N N N N The Marcus Corporation USD XXXX N N N MarketWise, Inc. N/A 57064P107 7060 NS USD 16096.8 0.0014473421 Long EC CORP US N 1 N N N TTAN 2021-MHC N/A 87303TAS6 498413.5 PA USD 452827.16 0.0407159070 Long ABS-MBS CORP US N 2 2024-03-15 Floating 7.02 N N N N N N Tandem Diabetes Care, Inc. 549300JEPFOD0K4D3I05 875372AA2 783000 PA USD 702054.24 0.0631251340 Long DBT CORP US N 2 2025-05-01 Fixed 1.5 N N N N N Tandem Diabetes Care, Inc. USD XXXX N N N Match Group, Inc. 15OMOPB0A8K0EFUVD031 57667L107 -9209 NS USD -439729.75 -0.0395382547 Short EC CORP US N 1 N N N MVC Acquisition Corp. N/A 57767XAA8 170000 PA USD 141950 0.0127634195 Long DBT CORP US N 2 2028-08-01 Fixed 5.75 N N N N N N MaxLinear, Inc. 549300EMOI0SM2IY4F64 57776J100 -16637 NS USD -542698.94 -0.0487967187 Short EC CORP US N 1 N N N McDermott International, Inc. ZAKWBIG8QLOPMZ888610 58004K208 52019 NS USD 23408.55 0.0021047773 Long EC CORP BM N 1 N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 87612BBQ4 20000 PA USD 18019.34 0.0016202071 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 87612BBS0 40000 PA USD 34388.26 0.0030920168 Long DBT CORP US N 2 2031-02-01 Fixed 4.88 N N N N N N MED Trust 2021-MDLN N/A 58403YBA3 550000 PA USD 506052.36 0.0455016453 Long ABS-MBS CORP US N 2 2023-11-15 Floating 8.07 N N N N N N Mediaalpha, Inc. N/A 58450V104 184569 NS USD 1614978.75 0.1452106463 Long EC CORP US N 1 N N N Medtech Acquisition Corporation N/A 58507N105 16325 NS USD 162107.25 0.0145758565 Long EC CORP US N 1 N N N Mercury Chile Holdco LLC N/A 58937CAA7 200000 PA USD 175305.92 0.0157626136 Long DBT CORP US N 2 2027-01-24 Fixed 6.5 N N N N N N Mesa Laboratories, Inc. 549300ZCG738WLX8ZW79 59064R109 -270 NS USD -38024.1 -0.0034189330 Short EC CORP US N 1 N N N Mesa Laboratories, Inc. 549300ZCG738WLX8ZW79 59064RAA7 220000 PA USD 185056.74 0.0166393575 Long DBT CORP US N 2 2025-08-15 Fixed 1.38 N N N N N Mesa Laboratories, Inc. USD XXXX N N N Microvast Holdings, Inc. 549300J4UX9OMHSTKS35 59516C106 30000 NS USD 54300 0.0048823789 Long EC CORP US N 1 N N N Mileage Plus Holdings, LLC N/A 599191AA1 57000 PA USD 55828.87 0.0050198470 Long DBT CORP US N 2 2027-06-20 Fixed 6.5 N N N N N N Milos CLO, Ltd. 254900GFWI4EEB8IJS18 60162QAC4 500000 PA USD 421569 0.0379053328 Long ABS-CBDO CORP US N 2 2030-10-21 Floating 8.86 N N N N N N Mission Advancement Corp. N/A 60501L200 7987 NS USD 78352.47 0.0070450542 Long EC CORP US N 1 N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 87612BBU5 10000 PA USD 8265.46 0.0007431880 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BD8 150000 PA USD 132329.12 0.0118983591 Long DBT CORP US N 2 2044-09-15 Fixed 4.9 N N N N N N Mitek Systems, Inc. 549300ABZAQ3R25XG118 606710AA9 1520000 PA USD 1242042.16 0.1116780916 Long DBT CORP US N 2 2026-02-01 Fixed 0.75 N N N N N Mitek Systems, Inc. USD XXXX N N N MoneyGram International, Inc. 5299002DLX0Q04KC4156 60935Y208 111130 NS USD 1155752 0.1039193208 Long EC CORP US N 1 N N N TechTarget, Inc. 529900YQA5JL2H2VMB84 87874R100 -6875 NS USD -407000 -0.0365953627 Short EC CORP US N 1 N N N TechTarget, Inc. 529900YQA5JL2H2VMB84 87874RAC4 1772000 PA USD 1386639.62 0.1246795572 Long DBT CORP US N 2 2026-12-15 Fixed 0 N N N N N TechTarget, Inc. USD XXXX N N N TEGNA Inc. 549300YC5EDBGX85AO10 87901J105 137676 NS USD 2847139.68 0.2560002681 Long EC CORP US N 1 N N N TEGNA Inc. 549300YC5EDBGX85AO10 87901JAJ4 1206000 PA USD 1114824.93 0.1002393676 Long DBT CORP US N 2 2028-03-15 Fixed 4.63 N N N N N N MoneyGram International, Inc. 5299002DLX0Q04KC4156 60935YAA7 1937000 PA USD 1898303.99 0.1706858058 Long DBT CORP US N 2 2026-08-01 Fixed 5.38 N N N N N N MoneyLion Inc. N/A 60938K114 40481 NS USD 4845.58 0.0004356898 Long EC CORP US N 1 N N N Telesat Canada 5493004V5GLBY6SO5Y34 87952VAR7 155000 PA USD 74468 0.0066957825 Long DBT CORP US N 2 2026-12-06 Fixed 5.63 N N N N N N Tenneco Inc. 549300U0EXXFAQFAD785 880349AT2 2951000 PA USD 2921227.3 0.2626618488 Long DBT CORP US N 2 2029-04-15 Fixed 5.13 N N N N N N Monument Circle Acquisition Corp. N/A 61531M200 755 NS USD 7444.3 0.0006693535 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust 2018-H4 N/A 61691RAL0 550000 PA USD 371681.75 0.0334197259 Long ABS-MBS CORP US N 2 2028-12-15 Fixed 3 N N N N N N Morgan Stanley Mortgage Loan Trust 2006-13ARX N/A 61750PAA6 4375166.87 PA USD 1441722.05 0.1296322881 Long ABS-CBDO CORP US N 2 2036-10-25 Floating 3.26 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 N/A 61766RAJ5 569000 PA USD 411392.92 0.0369903516 Long ABS-MBS CORP US N 2 2026-10-19 Fixed 3 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 N/A 61767EAU8 350000 PA USD 248937.71 0.0223832083 Long ABS-MBS CORP US N 2 2027-10-15 Fixed 2.7 N N N N N N Morgan Stanley Capital I Trust 2016-UBS11 N/A 61767FBB6 15499225.68 PA USD 674943.23 0.0606874503 Long ABS-CBDO CORP US N 2 2049-08-17 Variable 1.58 N N N N N N Mosaic Solar Loan Trust 2020-1 N/A 61946NAE8 548731.49 PA USD 438405.62 0.0394191957 Long ABS-CBDO CORP US N 2 2046-04-20 Fixed 0 N N N N N N Myers Park CLO, Ltd. N/A 62848GAA8 1000000 PA USD 827021 0.0743615072 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 8.21 N N N N N N Teva Pharmaceutical Finance, LLC 5493006PITD7MU7WW480 88163VAD1 195000 PA USD 160501.92 0.0144315134 Long DBT CORP US N 2 2036-02-01 Fixed 6.15 N N N N N N Teva Pharmaceutical Industries Ltd 549300BAFGM4RC74ZJ94 88165FAG7 194000 PA USD 192992.38 0.0173528898 Long DBT CORP US N 2 2022-12-18 Fixed 2.95 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBC4 2323000 PA USD 1440882.56 0.1295568055 Long DBT CORP US N 2 2027-02-15 Fixed 1.13 N N N N N Norwegian Cruise Line Holdings Ltd. USD XXXX N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBJ9 887000 PA USD 580011.96 0.0521517150 Long DBT CORP US N 2 2027-02-15 Fixed 2.5 N N N N N Norwegian Cruise Line Holdings Ltd. USD XXXX N N N NIO, Inc. 549300JBU4TV5OCKJV96 62914V106 -2063 NS USD -32533.51 -0.0029252472 Short EC CORP KY N 1 N N N NIO, Inc. 549300JBU4TV5OCKJV96 62914VAE6 1931000 PA USD 1694718.98 0.1523804808 Long DBT CORP US N 2 2026-02-01 Fixed 0 N N N N N NIO, Inc. USD XXXX N N N NGL Energy Operating LLC N/A 62922LAA6 340000 PA USD 302658.07 0.0272134689 Long DBT CORP US N 2 2026-02-01 Fixed 7.5 N N N N N N National Vision Holdings, Inc. 549300JHURCBLI5ROA42 63845R107 -55721 NS USD -1819290.65 -0.1635813295 Short EC CORP US N 1 N N N National Vision Holdings, Inc. 549300JHURCBLI5ROA42 63845RAB3 2240000 PA USD 2799776 0.2517415678 Long DBT CORP US N 2 2025-05-15 Fixed 2.5 N N N N N National Vision Holdings, Inc. USD XXXX N N N Natixis Commercial Mortgage Securities Trust 2019-FAME N/A 63873VAL7 420000 PA USD 373482.06 0.0335816006 Long ABS-MBS CORP US N 2 2024-08-15 Variable 4.54 N N N N N N Navient Private Education Loan Trust 2020-A N/A 63941FAD8 200000 PA USD 164905.46 0.0148274573 Long ABS-CBDO CORP US N 2 2068-11-15 Fixed 3.16 N N N N N N Navigator Aircraft ABS Ltd N/A 63943BAB9 284598.21 PA USD 224039.7 0.0201445063 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 3.57 N N N N N N nCino, Inc. 549300WVRR2WR3L6MZ46 63947X101 123373 NS USD 4208253.03 0.3783846334 Long EC CORP US N 1 N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 64110D104 -76061 NS USD -4704372.85 -0.4229931954 Short EC CORP US N 1 N N N Neuberger Berman Loan Advisers CLO 37 Ltd N/A 64133HAL2 500000 PA USD 423290.5 0.0380601213 Long ABS-CBDO CORP US N 2 2031-07-21 Floating 8.46 N N N N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 654744AD3 330000 PA USD 268643.43 0.0241550461 Long DBT CORP US N 2 2030-09-17 Fixed 4.81 N N N N N N Peridot Acquisition Corp. II N/A N/A 17663 NS USD 175128.65 0.0157466743 Long EC CORP KY N 1 N N N Peridot Acquisition Corp. II N/A N/A 7606 NS USD 75498.68 0.0067884560 Long EC CORP KY N 1 N N N Plum Acquisition Corp. I N/A N/A 10437 NS USD 103221.93 0.0092811891 Long EC CORP KY N 1 N N N Plum Acquisition Corp. I N/A N/A 5579 NS USD 55287.89 0.0049712049 Long EC CORP KY N 1 N N N Thrive Acquisition Corporation N/A N/A 14707 NS USD 149276.05 0.0134221405 Long EC CORP KY N 1 N N N Portage Fintech Acquisition Corporation N/A N/A 7810 NS USD 76928.5 0.0069170181 Long EC CORP KY N 1 N N N PowerUp Acquisition Corp. N/A N/A 662 NS USD 6719.3 0.0006041652 Long EC CORP KY N 1 N N N Prenetics Global Limited N/A N/A 116 NS USD 47.35 0.0000042575 Long EC CORP US N 1 N N N Project Energy Reimagined Acquisition Corp. N/A N/A 14792 NS USD 145701.2 0.0131007082 Long EC CORP KY N 1 N N N Primavera Capital Acquisition Corp. N/A N/A 27616 NS USD 274779.2 0.0247067432 Long EC CORP KY N 1 N N N Pyrophyte Acquisition Corp. N/A N/A 20302 NS USD 206120.12 0.0185332691 Long EC CORP KY N 1 N N N Pyrophyte Acquisition Corp. N/A N/A 7901 NS USD 80116.14 0.0072036344 Long EC CORP KY N 1 N N N RMG Acquisition Corp. III N/A N/A 20681 NS USD 205775.95 0.0185023231 Long EC CORP KY N 1 N N N Rocket Internet Growth Opportunities Corp. N/A N/A 16342 NS USD 161949.22 0.0145616473 Long EC CORP KY N 1 N N N Rocket Internet Growth Opportunities Corp. N/A N/A 1559 NS USD 15.59 0.0000014018 Long EC CORP US N 1 N N N Ronshine China Holdings Limited 549300GNBBT32SFSEC47 N/A 200000 PA USD 11250 0.0010115426 Long DBT CORP US Y 2 2024-08-05 Fixed 6.75 N N N N N N Ross Acquisition Corp. II N/A N/A 2488 NS USD 24705.84 0.0022214230 Long EC CORP KY N 1 N N N Screaming Eagle Acquisition Corp. N/A N/A 35694 NS USD 345517.92 0.0310672078 Long EC CORP KY N 1 N N N Screaming Eagle Acquisition Corp. N/A N/A 11898 NS USD 2629.46 0.0002364276 Long EC CORP US N 1 N N N Seagate Technology Holdings Public Limited Company 635400RUXIFEZSRU8X70 N/A -92070 NS USD -4900886.1 -0.4406626638 Short EC CORP IE N 1 N N N Semper Paratus Acquisition Corp. 549300AC21G4NBK9D322 N/A 7591 NS USD 77124.56 0.0069346468 Long EC CORP KY N 1 N N N Semper Paratus Acquisition Corp. 549300AC21G4NBK9D322 N/A 7882 NS USD 79923.48 0.0071863114 Long EC CORP KY N 1 N N N SilverSPAC Inc. N/A N/A 1866 NS USD 18277.47 0.0016434168 Long EC CORP KY N 1 N N N Silver Spike Acquisition Corp II N/A N/A 1410 NS USD 13987.2 0.0012576576 Long EC CORP KY N 1 N N N Silver Spike Acquisition Corp II N/A N/A 352 NS USD 10.56 0.0000009495 Long EC CORP US N 1 N N N Slam Corp. N/A N/A 30685 NS USD 304088.35 0.0273420724 Long EC CORP KY N 1 N N N Slam Corp. N/A N/A 7703 NS USD 76336.73 0.0068638091 Long EC CORP KY N 1 N N N Slam Corp. N/A N/A 4806 NS USD 331.13 0.0000297735 Long EC CORP US N 1 N N N Soar Technology Acquisition Corp. N/A N/A 3396 NS USD 34876.92 0.0031359546 Long EC CORP KY N 1 N N N Soar Technology Acquisition Corp. N/A N/A 322 NS USD 3316.6 0.0002982117 Long EC CORP KY N 1 N N N Social Capital Hedosophia Holdings Corp. IV N/A N/A 19364 NS USD 193833.64 0.0174285316 Long EC CORP KY N 1 N N N Social Capital Hedosophia Holdings Corp. VI N/A N/A 65487 NS USD 654870 0.0588825679 Long EC CORP KY N 1 N N N Social Capital Suvretta Holdings Corp. II N/A N/A 24361 NS USD 238737.8 0.0214660845 Long EC CORP KY N 1 N N N Sound Point Acquisition Corp I Ltd N/A N/A 1947 NS USD 19859.4 0.0017856559 Long EC CORP KY N 1 N N N Sports Ventures Acquisition Corp. N/A N/A 11946 NS USD 118982.16 0.0106982685 Long EC CORP KY N 1 N N N SVF Investment Corp. N/A N/A 45015 NS USD 448349.4 0.0403132897 Long EC CORP KY N 1 N N N SVF Investment Corp. 2 N/A N/A 33010 NS USD 327459.2 0.0294434599 Long EC CORP KY N 1 N N N SWVL Holdings Corp. N/A N/A 297 NS USD 8.91 0.0000008011 Long EC CORP VG N 1 N N N TLGY Acquisition Corporation N/A N/A 30172 NS USD 305038.92 0.0274275428 Long EC CORP KY N 1 N N N Tailwind International Acquisition Corp. N/A N/A 38919 NS USD 386076.48 0.0347140265 Long EC CORP KY N 1 N N N Target Global Acquisition I Corp. N/A N/A 17758 NS USD 177935.16 0.0159990214 Long EC CORP KY N 1 N N N TCV Acquisition Corp. N/A N/A 37537 NS USD 367862.6 0.0330763274 Long EC CORP KY N 1 N N N 10X Capital Venture Acquisition Corp. II N/A N/A 20573 NS USD 205730 0.0184981915 Long EC CORP KY N 1 N N N 10X Capital Venture Acquisition Corp. III N/A N/A 19993 NS USD 201929.3 0.0181564520 Long EC CORP KY N 1 N N N Tiga Acquisition Corp. N/A N/A 43520 NS USD 451737.6 0.0406179393 Long EC CORP KY N 1 N N N TortoiseEcofin Acquisition Corp. III N/A N/A 28814 NS USD 282953.48 0.0254417327 Long EC CORP KY N 1 N N N TPG Pace Beneficial II Corp. N/A N/A 32361 NS USD 316487.34 0.0284569263 Long EC CORP KY N 1 N N N TPG Pace Beneficial Finance Corp. N/A N/A 96 NS USD 961.92 0.0000864909 Long EC CORP KY N 1 N N N Tio Tech A 9845003AFE50FBFE3940 N/A 16977 NS USD 167987.42 0.0151045714 Long EC CORP KY N 1 N N N Tio Tech A 9845003AFE50FBFE3940 N/A 3207 NS USD 31685.16 0.0028489679 Long EC CORP KY N 1 N N N Supernova Partners Acquisition Company III, Ltd. N/A N/A 77432 NS USD 766576.8 0.0689266732 Long EC CORP KY N 1 N N N Supernova Partners Acquisition Company III, Ltd. N/A N/A 5507 NS USD 440.56 0.0000396129 Long EC CORP US N 1 N N N Vector Acquisition Corp. II N/A N/A 21570 NS USD 213974.4 0.0192394859 Long EC CORP KY N 1 N N N VPC Impact Acquisition Holdings II N/A N/A 28362 NS USD 281351.04 0.0252976495 Long EC CORP KY N 1 N N N Warburg Pincus Capital Corporation I-B N/A N/A 27675 NS USD 274536 0.0246848759 Long EC CORP KY N 1 N N N Warburg Pincus Capital Corporation I-A N/A N/A 28492 NS USD 282640.64 0.0254136037 Long EC CORP KY N 1 N N N Yuzhou Group Holdings Company Limited 213800MP59KHGJSPHE82 N/A 200000 PA USD 12000 0.0010789788 Long DBT CORP US Y 2 2025-05-27 Fixed 0 Y N N N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 24590 NS USD 2713752.4 0.2440067647 Long EC CORP CH Y 1 N N N Akazoo Internet and Digital Appliances Enterprises Services SA N/A N/A 83011 NS USD 0.08 0.0000000072 Long EC CORP US N 3 N N N FEL Energy VI S.a r.l. N/A N/A 188377.68 PA USD 129038.71 0.0116025022 Long DBT CORP US Y 2 2040-12-01 Fixed 5.75 N N N N N N Intelsat Jackson Holdings, Ltd. N/A N/A 323 NS USD 1615 0.0001452126 Long EC CORP US N 3 N N N Intelsat Jackson Holdings, Ltd. N/A N/A 323 NS USD 1372.75 0.0001234307 Long EC CORP US N 3 N N N Intelsat Jackson Holdings, Ltd. N/A N/A 3091 NS USD 85002.5 0.0076429909 Long EC CORP US N 3 N N N MC Brazil Downstream Trading S.a r.l. 213800T2A7R9TYNXZI63 N/A 400000 PA USD 300782.51 0.0270448281 Long DBT CORP US Y 2 2031-06-30 Fixed 7.25 N N N N N N Movida Europe S.A. 549300YRJE0V6QKU7C86 N/A 200000 PA USD 141902.86 0.0127591809 Long DBT CORP US Y 2 2031-02-08 Fixed 5.25 N N N N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 29130000 PA 133068.94 0.0119648799 Long DBT NUSS RU Y 2 2030-04-10 Fixed 0 Y N N N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 182246000 PA 802245.68 0.0721338369 Long DBT NUSS RU Y 2 2039-03-16 Fixed 0 Y N N N N N Empresa Electrica Cochrane SpA 5493000S11JF8TJHYT07 N/A 146300 PA USD 130622.49 0.0117449076 Long DBT CORP US Y 2 2027-05-14 Fixed 5.5 N N N N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 135390000 PA 618475.91 0.0556101971 Long DBT NUSS RU Y 2 2027-10-06 Fixed 0 Y N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 N/A 52018 NS 521649.14 0.0469040282 Long EC CORP KY Y 2 N N N Pharmaron Beijing Co., Ltd. 300300JYXHGVS5SNGG54 N/A 31150 NS 150520.82 0.0135340639 Long EC CORP CN Y 2 N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 21167000000 PA 1312069.04 0.1179745512 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.5 N N N N N N Pharming Group N.V. 724500DCJ9MPG74JEH91 N/A 900000 PA 791132.7 0.0711346144 Long DBT CORP NL Y 2 2025-01-21 Fixed 3 N N N N N Pharming Group N.V. EUR XXXX N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A 1300000 PA 970328 0.0872469412 Long DBT CORP DE Y 2 2027-01-23 Fixed 1 N N N N N Delivery Hero SE EUR XXXX N N N Presidencia Da Republica Federativa Do Brasil 254900ZFY40OYEADAP90 N/A 98000 PA 72398.35 0.0065096901 Long DBT NUSS BR N 2 2023-05-15 Fixed 6 N N N N N N Omega Alpha SPAC N/A N/A 9059 NS USD 90137.05 0.0081046635 Long EC CORP KY N 1 N N N Eletromidia S.A. N/A N/A 700446 NS 1404956.24 0.1263264942 Long EC CORP BR N 1 N N N Farfetch US Holdings, Inc. N/A 30745BAB8 256000 PA USD 256000 0.0230182134 Long LON CORP US N 2 2027-09-20 Floating 0 N N N N N N Rianlon Corporation N/A N/A 211709 NS 1629323.71 0.1465004719 Long EC CORP CN N 2 N N N Dye & Durham Limited N/A 267488104 -4358 NS -53696.14 -0.0048280828 Short EC CORP CA N 1 N N N WH Group Limited 254900A4AYEDRWYSE928 N/A 3854500 NS 2426533.13 0.2181814739 Long EC CORP KY Y 2 N N N FTAC Hera Acquisition Corp. N/A N/A 1341 NS USD 13289.31 0.0011949069 Long EC CORP KY N 1 N N N JDE Peet's N.V. 724500EHG519SE5ZRT89 N/A 52780 NS 1540022.53 0.1384709656 Long EC CORP NL N 2 N N N Urzad Rady Ministrow 259400R9L8QEP0TPXS31 N/A 18560000 PA 2379861.61 0.2139850091 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75 N N N N N N Gobierno de la Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 455091 PA USD 137096.16 0.0123269870 Long DBT NUSS US N 2 2037-09-01 Fixed 5.25 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 240000 PA 243854.51 0.0219261529 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.5 N N N N Y Credit Agricole SA GBP XXXX N N N Yunnan Botanee Bio-Technology Group Co. Ltd N/A N/A 30800 NS 744718.63 0.0669612981 Long EC CORP CN N 2 N N N Cathay Pacific Airways Limited EQNZNT235RBOJ6LJQZ02 N/A 12000000 PA 1612428.58 0.1449813480 Long DBT CORP HK Y 2 2026-02-05 Fixed 2.75 N N N N N Cathay Pacific Airways Limited HKD XXXX N N N TPCO Holding Corp. N/A 87270T106 24589 NS USD 14999.29 0.0013486596 Long EC CORP CA N 1 N N N AMS-Osram AG 5299001JPPT2QFTV5D76 N/A 2200000 PA 1429501.08 0.1285334409 Long DBT CORP AT Y 2 2027-11-03 Fixed 2.13 N N N N N AMS-Osram AG EUR XXXX N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A 1200000 PA 750244.03 0.0674581139 Long DBT CORP DE Y 2 2028-01-15 Fixed 1.5 N N N N N Delivery Hero SE EUR XXXX N N N The Central People's Government of the People's Republic of China 300300CHN201808MOF68 N/A 1000000 PA 152587.72 0.0137199090 Long DBT NUSS CN N 2 2029-05-22 Fixed 4.29 N N N N N N Presidence de la Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 290000 PA 189593.83 0.0170473095 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.88 N N N N N N Just Eat Takeaway.Com N.V. 724500FVZIBSSQ7SHI95 N/A 800000 PA 585552.49 0.0526498912 Long DBT CORP NL Y 2 2026-04-30 Fixed 1.25 N N N N N Just Eat Takeaway.Com N.V. EUR XXXX N N N Sendas Distribuidora S/A N/A N/A 554400 NS 1803687.19 0.1621783460 Long EC CORP BR N 1 N N N Hangzhou Tigermed Consulting Co., Ltd N/A N/A 102200 NS 823338.17 0.0740303659 Long EC CORP CN Y 2 N N N Compagnie Financiere Richemont SA 549300YIPGJ6UX2QPS51 N/A 30600 NS 13645.48 0.0012269319 Long EC CORP CH N 1 N N N Zip Co Limited 254900RM95URFC15G140 N/A 1200000 PA 179007.33 0.0160954255 Long DBT CORP AU Y 2 2028-04-23 Fixed 0 N N N N N Zip Co Limited AUD XXXX N N N Localiza Rent A Car S/A N/A N/A 327 NS 704.1 0.0000633091 Long EC CORP BR N 2 N N N Kweichow Moutai Co., Ltd. N/A N/A 7500 NS 1976722.37 0.1777367863 Long EC CORP CN N 2 N N N China State Construction Engineering Corporation Limited 300300CWW8WOEV3BR645 N/A 2734500 NS 1978519.42 0.1778983678 Long EC CORP CN N 2 N N N TangShan Port Group Co., Ltd. 300300R1OCOESINHQW02 N/A 666200 NS 241724.57 0.0217346396 Long EC CORP CN N 2 N N N Avista Public Acquisition Corp. II N/A N/A 20110 NS USD 205323.1 0.0184616052 Long EC CORP KY N 1 N N N Bharti Airtel Limited 335800KQ1FPKOQ84OR26 N/A 8244 NS 40743.08 0.0036634098 Long EC CORP IN N 1 N N N AMS-Osram AG 5299001JPPT2QFTV5D76 N/A -21307 NS -132208.85 -0.0118875450 Short EC CORP AT N 2 N N N Pegavision Corporation N/A N/A 52000 NS 603598.23 0.0542724721 Long EC CORP TW N 2 N N N The Central People's Government of the People's Republic of China 300300CHN201808MOF68 N/A 500000 PA 71444.78 0.0064239500 Long DBT NUSS CN N 2 2024-11-21 Fixed 3.38 N N N N N N Samsung C&T Corporation 988400GFRE4IDFPE9E64 N/A 9239 NS 664969.68 0.0597906796 Long EC CORP KR N 2 N N N Jasmine Broadband Internet Infrastructure Fund N/A N/A 1108900 NS 239273.04 0.0215142105 Long EC RF TH N 2 N N N UBS Group Funding (Switzerland) AG 549300SZJ9VS8SGXAN81 N/A 200000 PA USD 190000 0.0170838302 Long DBT CORP US Y 2 2500-12-31 Fixed 7 N N N N Y UBS Group Funding (Switzerland) AG USD XXXX N N N Flutter Entertainment Public Limited Company 635400EG4YIJLJMZJ782 N/A 4900 NS 537462.47 0.0483258821 Long EC CORP IE N 2 N N N Empresa Electrica Guacolda S.A. 5299008J94I4A64AEC04 N/A 250000 PA USD 82812.5 0.0074460773 Long DBT CORP US Y 2 2025-04-30 Fixed 4.56 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 530000 PA 280917.58 0.0252586750 Long DBT NUSS AU Y 2 2047-03-21 Fixed 3 N N N N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 1729000000 PA 118960.65 0.0106963345 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25 N N N N N N Shanghai Yto Express Co., Ltd. Dalian Branch N/A N/A 771804 NS 2251700.18 0.2024613874 Long EC CORP CN N 2 N N N Presidence de la Republique de Cote d'Ivoire 254900ICW11T82O6H590 221625AN6 200000 PA USD 152000 0.0136670642 Long DBT NUSS US N 2 2033-06-15 Fixed 6.13 N N N N N N RKP Overseas Finance 2016 (A) Limited 254900ARRYL5Z9TLGP06 N/A 200000 PA USD 59500 0.0053499363 Long DBT CORP BM Y 2 2500-12-31 Fixed 7.95 N N N N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 101790000 PA 448078.9 0.0402889677 Long DBT NUSS RU Y 2 2034-05-10 Fixed 0 Y N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381E2N7 7847485.83 PA USD 544350.27 0.0489451979 Long ABS-CBDO USGA US N 2 2064-01-16 Variable 0.71 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WQ92 1868515.32 PA USD 166680.54 0.0149870634 Long ABS-CBDO USGA US N 2 2049-07-20 Floating 3.09 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HD64 4741386.27 PA USD 235893.92 0.0212103773 Long ABS-CBDO USGA US N 2 2050-08-20 Floating 1.19 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HF88 4579949.61 PA USD 237013.77 0.0213110685 Long ABS-CBDO USGA US N 2 2050-08-20 Floating 1.19 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HKF6 3786594.9 PA USD 447221.47 0.0402118720 Long ABS-CBDO USGA US N 2 2050-08-20 Floating 3.24 N N N N N N The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities 549300M8ZYFG0OCMTT87 38382JPV2 3102888.95 PA USD 412504.57 0.0370903055 Long ABS-CBDO USGA US N 2 2050-09-20 Floating 3.29 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KVY6 2774254.28 PA USD 366963.1 0.0329954490 Long ABS-CBDO USGA US N 2 2050-10-20 Floating 3.29 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LAW1 2959751.39 PA USD 393814.16 0.0354097592 Long ABS-CBDO USGA US N 2 2050-11-20 Floating 3.29 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LNR8 6302873.46 PA USD 895505.33 0.0805192686 Long ABS-CBDO USGA US N 2 2050-11-20 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382MGE3 2682781.81 PA USD 443241.16 0.0398539828 Long ABS-CBDO USGA US N 2 2050-12-20 Floating 3.29 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382TG24 3241880.29 PA USD 305033.38 0.0274270446 Long ABS-CBDO USGA US N 2 2051-06-20 Floating 3.29 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UAK7 7311774.43 PA USD 177252.77 0.0159376644 Long ABS-CBDO USGA US N 2 2051-06-20 Floating 0.82 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VBP3 4278617.71 PA USD 152551.55 0.0137166567 Long ABS-CBDO USGA US N 2 2051-06-20 Floating 0.74 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VET2 10579145.67 PA USD 137006.28 0.0123189054 Long ABS-CBDO USGA US N 2 2051-06-20 Floating 0.32 N N N N N N Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4 N/A 65535VSF6 6979003.97 PA USD 1043305.26 0.0938086839 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.62 N N N N N N The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities 549300M8ZYFG0OCMTT87 38382XY41 5723212.79 PA USD 236721.81 0.0212848169 Long ABS-CBDO USGA US N 2 2051-09-20 Floating 1.42 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YHR7 7564786.04 PA USD 465029.34 0.0418130647 Long ABS-CBDO USGA US N 2 2071-11-20 Variable 1.95 N N N N N N Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-WF1 N/A 65537BAE0 3033037.61 PA USD 913434.46 0.0821313644 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.26 N N N N N N Northern Genesis Acquisition Corp. III N/A 66516W107 17626 NS USD 172911.06 0.0155472800 Long EC CORP US N 1 N N N Northern Oil and Gas Incorporated OKFF0PIZDDMNH4UCYE51 665531AG4 60000 PA USD 56262.38 0.0050588260 Long DBT CORP US N 2 2028-03-01 Fixed 8.13 N N N N N N Northern Star Investment Corp. III N/A 66574L100 6364 NS USD 62653.58 0.0056334901 Long EC CORP US N 1 N N N Northern Star Investment Corp. III N/A 66574L209 5939 NS USD 58439.76 0.0052546049 Long EC CORP US N 1 N N N Northern Star Investment Corp. IV N/A 66575B200 4588 NS USD 45008.28 0.0040469148 Long EC CORP US N 1 N N N AMSR 2020-SFR4 Trust N/A 66981FAJ9 3700000 PA USD 3427269.67 0.3081625958 Long ABS-CBDO CORP US N 2 2025-11-19 Fixed 4.87 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 66987V109 116565 NS USD 8860105.65 0.7966554778 Long EC CORP CH N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383AXQ2 4757476.58 PA USD 562998.83 0.0506219812 Long ABS-CBDO USGA US N 2 2051-06-20 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DAS7 18380339.96 PA USD 127508.09 0.0114648766 Long ABS-CBDO USGA US N 2 2051-11-20 Floating 0.37 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FLN1 9264681.89 PA USD 264101.8 0.0237466859 Long ABS-CBDO USGA US N 2 2051-12-20 Floating 0.92 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FRZ8 11098224.78 PA USD 205112.95 0.0184427096 Long ABS-CBDO USGA US N 2 2051-12-20 Floating 1.52 N N N N N N NovaStar Mortgage Funding Trust, Series 2006-3 N/A 66988WAD8 3605800.3 PA USD 1847700.42 0.1661357910 Long ABS-CBDO CORP US N 2 2036-10-25 Floating 3.4 N N N N N N Nutanix, Inc. 549300X7J6E8TKVIXW09 67059N108 -8436 NS USD -175721.88 -0.0158000146 Short EC CORP US N 1 N N N Gran Tierra Energy Inc. 549300IH2S17MAIUCM32 38502JAA9 200000 PA USD 155584.36 0.0139893515 Long DBT CORP US N 2 2027-05-23 Fixed 7.75 N N N N N N Granite Construction Incorporated 549300OM4BWMCIXVCZ39 387328AB3 969000 PA USD 997275.42 0.0896699156 Long DBT CORP US N 2 2024-11-01 Fixed 2.75 N N N N N Granite Construction Incorporated USD XXXX N N N Nutanix, Inc. 549300X7J6E8TKVIXW09 67059NAG3 968000 PA USD 731298.83 0.0657546582 Long DBT CORP US N 2 2027-10-01 Fixed 0.25 N N N N N Nutanix, Inc. USD XXXX N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704AJ4 1104000 PA USD 958737.89 0.0862048176 Long DBT CORP US N 2 2025-03-15 Fixed 0.38 N N N N N NuVasive, Inc. USD XXXX N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704AL9 1621000 PA USD 1562734.78 0.1405131352 Long DBT CORP US N 2 2023-06-01 Fixed 1 N N N N N NuVasive, Inc. USD XXXX N N N OHA Credit Funding 3 LTD N/A 67112TAG5 1000000 PA USD 860484 0.0773703293 Long ABS-CBDO CORP US N 2 2035-07-02 Floating 8.96 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CF0 360000 PA USD 300575.88 0.0270262490 Long DBT CORP US N 2 2045-06-15 Fixed 4.63 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CJ2 190000 PA USD 157738 0.0141829959 Long DBT CORP US N 2 2046-04-15 Fixed 4.4 N N N N N N Conseco Finance Corp. N/A 393505MR0 106403.86 PA USD 109828.27 0.0098751975 Long ABS-CBDO CORP US N 2 2027-06-15 Fixed 7.75 N N N N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 393657AM3 1187000 PA USD 942313.01 0.0847279763 Long DBT CORP US N 2 2028-04-15 Fixed 2.88 N N N N N The Greenbrier Companies, Inc. USD XXXX N N N Virgin Media Secured Finance PLC 213800X3RLP4NOTPY579 92769XAP0 210000 PA USD 180762.25 0.0162532189 Long DBT CORP US N 2 2029-05-15 Fixed 5.5 N N N N N N Virgin Orbit Holdings, Inc. N/A 92771A119 1019 NS USD 304.48 0.0000273773 Long EC CORP US N 1 N N N GreenPoint Mortgage Funding, Inc. N/A 39538WEE4 367336.47 PA USD 262848.79 0.0236340216 Long ABS-MBS CORP US N 2 2045-11-25 Floating 3.64 N N N N N N Groupon, Inc. 5299005W5W1R5POQJL03 399473AF4 1624000 PA USD 1048883.14 0.0943102184 Long DBT CORP US N 2 2026-03-15 Fixed 1.13 N N N N N Groupon, Inc. USD XXXX N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 928298AP3 1100000 PA USD 1018517.5 0.0915798951 Long DBT CORP US N 2 2025-06-15 Fixed 2.25 N N N N N Vishay Intertechnology, Inc. USD XXXX N N N Virtusa Corporation C77OMXDER63WLJCSKT03 92837TAA0 195000 PA USD 145802.65 0.0131098301 Long DBT CORP US N 2 2028-12-15 Fixed 7.13 N N N N N N Group Nine Acquisition Corp. N/A 39947R104 19709 NS USD 194922.01 0.0175263923 Long EC CORP US N 1 N N N Grove Collaborative Holdings, Inc. N/A 39957D110 3626 NS USD 833.98 0.0000749872 Long EC CORP US N 1 N N N Grubhub Holdings Inc. 529900CR2K1AJ5W4RR39 40010PAA6 1048000 PA USD 725508.44 0.0652340159 Long DBT CORP US N 2 2027-07-01 Fixed 5.5 N N N N N N Guess ?, Inc. 549300QVH3ZK2DW0KP86 401617AD7 3284000 PA USD 3097304.6 0.2784938209 Long DBT CORP US N 2 2024-04-15 Fixed 2 N N N N N Guess ?, Inc. USD XXXX N N N Guidewire Software, Inc. 549300WXSG0J8IXZCK32 40171V100 -2418 NS USD -148900.44 -0.0133883676 Short EC CORP US N 1 N N N Guidewire Software, Inc. 549300WXSG0J8IXZCK32 40171VAA8 1730000 PA USD 1564020.34 0.1406287262 Long DBT CORP US N 2 2025-03-15 Fixed 1.25 N N N N N Guidewire Software, Inc. USD XXXX N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CL7 50000 PA USD 40188.07 0.0036135061 Long DBT CORP US N 2 2047-02-15 Fixed 4.1 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CN3 250000 PA USD 202520.83 0.0182096394 Long DBT CORP US N 2 2048-03-15 Fixed 4.2 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CR4 80000 PA USD 74176 0.0066695273 Long DBT CORP US N 2 2026-08-15 Fixed 3.2 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DB8 120000 PA USD 123323.7 0.0110886377 Long DBT CORP US N 2 2024-07-01 Fixed 6.95 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DC6 50000 PA USD 50062 0.0045013195 Long DBT CORP US N 2 2026-03-15 Fixed 5.55 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DG7 2110000 PA USD 1086221.8 0.0976675201 Long DBT CORP US N 2 2036-10-10 Fixed 0 N N N N N N Viscogliosi Brothers Acquisition Corp. N/A 92838K209 5948 NS USD 58647.28 0.0052732641 Long EC CORP US N 1 N N N VMED O2 UK Financing I PLC 213800MRR46ECNGZ7L69 92858RAB6 200000 PA USD 155766.79 0.0140057547 Long DBT CORP US N 2 2031-07-15 Fixed 4.75 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DJ1 90000 PA USD 87071.07 0.0078289862 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DK8 260000 PA USD 217818.65 0.0195851413 Long DBT CORP US N 2 2044-07-15 Fixed 4.5 N N N N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 402635AQ9 5847 PA USD 5820.98 0.0005233928 Long DBT CORP US N 2 2026-05-17 Fixed 8 N N N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 402ESCAP2 93000 PA USD 0 0.0000000000 Long DBT CORP US N 3 2500-12-31 Fixed 0 N N N N N N Voya CLO Ltd N/A 92917XAA4 500000 PA USD 409621.5 0.0368310746 Long ABS-CBDO CORP US N 2 2032-07-20 Floating 9.31 N N N N N N Wayfair Inc. 54930027N9ZAVYFDHK53 94419L101 -11160 NS USD -363258 -0.0326623053 Short EC CORP US N 1 N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 402ESCAQ0 180000 PA USD 0 0.0000000000 Long DBT CORP US N 3 2500-12-31 Fixed 0 N N N N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 N/A 85000 PA USD 0 0.0000000000 Long DBT CORP US N 3 2500-12-31 Fixed 0 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DL6 150000 PA USD 152952.53 0.0137527108 Long DBT CORP US N 2 2046-03-15 Fixed 6.6 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599ED3 240000 PA USD 243162.36 0.0218639183 Long DBT CORP US N 2 2030-09-01 Fixed 6.63 N N N N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 N/A 89000 PA USD 0 0.0000000000 Long DBT CORP US N 3 2500-12-31 Fixed 0 N N N N N N H&E Equipment Services, Inc. 254900KVLRCDMQRYY541 404030AJ7 10000 PA USD 7939.74 0.0007139009 Long DBT CORP US N 2 2028-12-15 Fixed 3.88 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EF8 490000 PA USD 482595.82 0.0433925530 Long DBT CORP US N 2 2031-01-01 Fixed 6.13 N N N N N N Octagon Investment Partners 20-R, Ltd. N/A 67576VAA2 500000 PA USD 422106 0.0379536171 Long ABS-CBDO CORP US N 2 2031-05-12 Floating 9.72 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 20000 PA USD 19764.57 0.0017771293 Long DBT CORP US N 2 2025-02-01 Fixed 5.38 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 60000 PA USD 58034.86 0.0052181984 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N Wayfair Inc. 54930027N9ZAVYFDHK53 94419LAF8 1086000 PA USD 676907.06 0.0608640279 Long DBT CORP US N 2 2026-08-15 Fixed 1 N N N N N Wayfair Inc. USD XXXX N N N Wayfair Inc. 54930027N9ZAVYFDHK53 94419LAN1 568000 PA USD 455757.52 0.0409793900 Long DBT CORP US N 2 2027-09-15 Fixed 3.25 N N N N N Wayfair Inc. USD XXXX N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BU2 50000 PA USD 46779.53 0.0042061766 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 40000 PA USD 33053.1 0.0029719660 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N Octagon Investment Partners XVI, Ltd. 549300QEN35HTPJ3BX33 67590DAE6 1500000 PA USD 231114 0.0207805913 Long ABS-CBDO CORP KY N 2 2030-07-17 Variable 0 N N N N N N Octagon Investment Partners XVI, Ltd. 549300QEN35HTPJ3BX33 67590DAG1 500000 PA USD 402800.5 0.0362177651 Long ABS-CBDO CORP US N 2 2030-07-17 Floating 8.49 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746RN3 101000 PA USD 96287.43 0.0086576743 Long DBT CORP US N 2 2500-12-31 Fixed 5.88 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 94974BGE4 120000 PA USD 95878.33 0.0086208901 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N Octagon Investment Partners 40 Ltd. N/A 67592EAE2 1000000 PA USD 852444 0.0766474136 Long ABS-CBDO CORP US N 2 2035-01-20 Floating 9.71 N N N N N N Octagon 57 Ltd N/A 67592YAA6 1500000 PA USD 1278097.5 0.1149200038 Long ABS-CBDO CORP US N 2 2034-10-16 Floating 9.11 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS4 549300RD723OFH36TP29 94989XBL8 293000 PA USD 253884.56 0.0228280038 Long ABS-MBS CORP US N 2 2025-11-18 Variable 3.84 N N N N N N Wells Fargo & Company 549300FWFHJGIW2B2U59 95000DBK6 838000 PA USD 749689.3 0.0674082354 Long ABS-MBS CORP US N 2 2026-04-17 Variable 5.24 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 10000 PA USD 9554.72 0.0008591117 Long DBT CORP US N 2 2028-09-01 Fixed 5.63 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 200000 PA USD 177363.6 0.0159476296 Long DBT CORP US N 2 2029-06-19 Fixed 4.58 N N N N Y HSBC Holdings PLC USD XXXX N N N Okta, Inc. 549300N8J06I8MRHU620 679295AD7 104000 PA USD 86733.4 0.0077986246 Long DBT CORP US N 2 2025-09-01 Fixed 0.13 N N N N N Okta, Inc. USD XXXX N N N Omeros Corporation 549300CJWLXX2MXVVV71 682143AG7 887000 PA USD 527306.42 0.0474127019 Long DBT CORP US N 2 2026-02-15 Fixed 5.25 N N N N N Omeros Corporation USD XXXX N N N Wells Fargo & Company 549300JPCJUA5JJLRW54 95000LAJ2 470000 PA USD 374501.12 0.0336732292 Long ABS-MBS CORP US N 2 2026-03-17 Fixed 3.12 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-RC1 N/A 95001FAC9 484000 PA USD 364523.44 0.0327760872 Long ABS-MBS CORP US N 2 2027-03-17 Fixed 3.25 N N N N N N HPS Loan Management 6-2015, Ltd. 549300OYG05TXUTUVD98 40437BAA2 1000000 PA USD 790766 0.0711016426 Long ABS-CBDO CORP US N 2 2031-02-05 Floating 7.93 N N N N N N HPS Loan Management 13-2018 Ltd N/A 40437MAA8 900000 PA USD 702133.2 0.0631322336 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 8.01 N N N N N N One Equity Partners Open Water I Corp. N/A 68237L204 24840 NS USD 244922.4 0.0220221721 Long EC CORP US N 1 N N N 1Life Healthcare, Inc. N/A 68269G107 215520 NS USD 3696168 0.3323405612 Long EC CORP US N 1 N N N 1Life Healthcare, Inc. N/A 68269GAB3 1422000 PA USD 1372409.17 0.1234000277 Long DBT CORP US N 2 2025-06-15 Fixed 3 N N N N N 1Life Healthcare, Inc. USD XXXX N N N Open Doors Technology Inc. 254900KX11YZ4HV5BQ47 683712AA1 2381000 PA USD 1338131.52 0.1203179564 Long DBT CORP US N 2 2026-08-15 Fixed 0.25 N N N N N Open Doors Technology Inc. USD XXXX N N N Operadora de Servicios Mega SA de CV SOFOM ER. 4469000001BP4DCM0P31 68373NAA3 200000 PA USD 117851.76 0.0105966287 Long DBT CORP US N 2 2025-02-11 Fixed 8.25 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389X105 145793 NS USD 8903578.51 0.8005643355 Long EC CORP US N 1 N N N Wesleyan University MR0KVN5WYB7MX4TE2T37 95101VAA7 60000 PA USD 49011.95 0.0044069044 Long DBT CORP US N 2 2116-07-01 Fixed 4.78 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958254AD6 200000 PA USD 165200 0.0148539408 Long DBT CORP US N 2 2044-04-01 Fixed 5.45 N N N N N N Hackensack Meridian Health, Inc. 5493001CB3OCWTEJY668 404530AB3 90000 PA USD 77593.81 0.0069768394 Long DBT CORP US N 2 2048-07-01 Fixed 4.21 N N N N N N Halozyme Therapeutics, Inc. 529900242I3SV9AGM753 40637H109 -11484 NS USD -454077.36 -0.0408283186 Short EC CORP US N 1 N N N Orion Acquisition Corp. N/A 68626A207 2729 NS USD 26826.07 0.0024120633 Long EC CORP US N 1 N N N PECF USS Intermediate Holding III Corporation N/A 69291HAA3 120000 PA USD 87969.22 0.0079097433 Long DBT CORP US N 2 2029-11-15 Fixed 8 N N N N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 69331C108 38169 NS USD 477112.5 0.0428995208 Long EC CORP US N 1 N N N PRA Group, Inc. 549300Q5HW3JSSB86K27 69354N106 -7992 NS USD -262617.12 -0.0236131910 Short EC CORP US N 1 N N N Halozyme Therapeutics, Inc. 529900242I3SV9AGM753 40637HAE9 1020000 PA USD 956696.76 0.0860212896 Long DBT CORP US N 2 2028-08-15 Fixed 1 N N N N N Halozyme Therapeutics, Inc. USD XXXX N N N Hanger, Inc. 254900ZJJJYVLHJXSZ60 41043F208 1885 NS USD 35287.2 0.0031728449 Long EC CORP US N 1 N N N PRA Group, Inc. 549300Q5HW3JSSB86K27 69354NAB2 3271000 PA USD 3194864.2 0.2872658822 Long DBT CORP US N 2 2023-06-01 Fixed 3.5 N N N N N PRA Group, Inc. USD XXXX N N N Vibrantz Technologies Inc. 549300GYZ1T3S8OPH343 69357VAA3 145000 PA USD 94418.91 0.0084896665 Long DBT CORP US N 2 2030-02-15 Fixed 9 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAJ6 200000 PA USD 129344.88 0.0116300314 Long DBT CORP US Y 2 2060-02-25 Fixed 4.15 N N N N N N PRKCM 2022-AFC2 Trust N/A 69377TAD8 2000000 PA USD 1795435.8 0.1614364232 Long ABS-CBDO CORP US N 2 2026-08-25 Variable 6.15 N N N N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068X100 -7784 NS USD -232975.12 -0.0209479337 Short EC CORP US N 1 N N N Hat Holdings I LLC N/A 418751AG8 1272000 PA USD 1121649.6 0.1008530071 Long DBT CORP US N 2 2025-05-01 Fixed 0 N N N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. USD XXXX N N N PRPM 2022-5, LLC N/A 69377VAA9 3500000 PA USD 3502192.75 0.3148992968 Long ABS-CBDO CORP US N 2 2025-09-25 Fixed 6.9 N N N N N N PT ABM Investama Tbk. 254900NA4NGP8BT2KH46 69379AAB1 200000 PA USD 173177.79 0.0155712630 Long DBT CORP US N 2 2026-08-05 Fixed 9.5 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958254AE4 90000 PA USD 84123 0.0075639108 Long DBT CORP US N 2 2025-06-01 Fixed 3.95 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958254AF1 10000 PA USD 9318.06 0.0008378324 Long DBT CORP US N 2 2026-07-01 Fixed 4.65 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JH1 20000 PA USD 12842.63 0.0011547437 Long DBT CORP US N 2 2040-08-01 Fixed 3.3 N N N N N N Pacira Pharmaceuticals, Inc. 549300P56LERYBDHCF69 695127AF7 374000 PA USD 371895.88 0.0334389794 Long DBT CORP US N 2 2025-08-01 Fixed 0.75 N N N N N Pacira Pharmaceuticals, Inc. USD XXXX N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958254AH7 100000 PA USD 89404.83 0.0080388260 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958254AJ3 80000 PA USD 65402.14 0.0058806266 Long DBT CORP US N 2 2048-03-01 Fixed 5.3 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958254AL8 140000 PA USD 113225 0.0101806141 Long DBT CORP US N 2 2048-08-15 Fixed 5.5 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958667AA5 610000 PA USD 492899.98 0.0443190504 Long DBT CORP US N 2 2050-02-01 Fixed 5.5 N N N N N N Pagaya AI Debt Selection Trust 2021-5 N/A 69547EAD6 750000 PA USD 886560.75 0.0797150176 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAL6 493000 PA USD 461028.9 0.0414533656 Long ABS-MBS CORP US N 2 2038-05-17 Floating 5.57 N N N N N N Hawaiian Brand Intellectual Property, Ltd. N/A 41984LAA5 10000 PA USD 8836.87 0.0007945662 Long DBT CORP US N 2 2026-01-20 Fixed 5.75 N N N N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958667AB3 30000 PA USD 27961.69 0.0025141724 Long DBT CORP US N 2 2025-02-01 Fixed 3.35 N N N N N N Wheel Pros, Inc. N/A 96289WAA7 295000 PA USD 134936.19 0.0121327735 Long DBT CORP US N 2 2029-05-15 Fixed 6.5 N N N N N N Whole Earth Brands, Inc. N/A 96684W126 25683 NS USD 4366.11 0.0003925783 Long EC CORP US N 1 N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457BB5 40000 PA USD 42966.04 0.0038632870 Long DBT CORP US N 2 2031-01-15 Fixed 7.5 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457BM1 140000 PA USD 163176.33 0.0146719827 Long DBT CORP US N 2 2032-03-15 Fixed 8.75 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457BV1 70000 PA USD 63550.82 0.0057141654 Long DBT CORP US N 2 2044-06-24 Fixed 5.75 N N N N N N Williams Partners L.P. D71FAKCBLFS2O0RBPG08 96949LAC9 150000 PA USD 126768.18 0.0113983477 Long DBT CORP US N 2 2045-09-15 Fixed 5.1 N N N N N N Williams Partners L.P. D71FAKCBLFS2O0RBPG08 96950FAF1 70000 PA USD 67904.35 0.0061056126 Long DBT CORP US N 2 2040-04-15 Fixed 6.3 N N N N N N Williams Rowland Acquisition Corp. N/A 96951B102 10386 NS USD 104690.88 0.0094132696 Long EC CORP US N 1 N N N Willis Engine Structured Trust IV N/A 97064EAA6 760591.72 PA USD 555644.2 0.0499606904 Long ABS-CBDO CORP US N 2 2026-09-15 Fixed 4.75 N N N N N N Willis-Knighton Medical Center N/A 97068LAA6 60000 PA USD 52789.36 0.0047465498 Long DBT CORP US N 2 2048-09-01 Fixed 4.81 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 5000 PA USD 5011.4 0.0004505995 Long DBT CORP US N 2 2025-05-01 Fixed 6.25 N N N N N N Xometry, Inc. 5493006JFRGU7YRRXE44 98423F109 -19412 NS USD -1102407.48 -0.0991228539 Short EC CORP US N 1 N N N Xometry, Inc. 5493006JFRGU7YRRXE44 98423FAA7 1388000 PA USD 1630608.52 0.1466159954 Long DBT CORP US N 2 2027-02-01 Fixed 1 N N N N N Xometry, Inc. USD XXXX N N N YPF S.A. 5493003N7447U18U5U53 984245AL4 240000 PA USD 169051.45 0.0152002435 Long DBT CORP US N 2 2025-07-28 Fixed 8.5 N N N N N N Yamana Gold Inc. 54930002VY22NXG01418 98462YAD2 80000 PA USD 73273.72 0.0065883989 Long DBT CORP CA N 2 2027-12-15 Fixed 4.63 N N N N N N Yum China Holdings, Inc. 529900DO9BYZ7VA3K502 98850P109 42280 NS USD 2001112.4 0.1799298133 Long EC CORP US N 1 N N N Zendesk, Inc. 549300SLI6BN94BKKO36 98936J101 31973 NS USD 2433145.3 0.2187760065 Long EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954MAG6 164000 PA USD 159234 0.0143175085 Long DBT CORP US N 2 2026-09-01 Fixed 1.38 N N N N N Zillow Group, Inc. USD XXXX N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954MAH4 23000 PA USD 21245.45 0.0019102824 Long DBT CORP US N 2 2025-05-15 Fixed 2.75 N N N N N Zillow Group, Inc. USD XXXX N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978V103 15116 NS USD 2241551.64 0.2015488825 Long EC CORP US N 1 N N N ZTO Express (Cayman) Inc. 549300SCJPK3YZJTJR78 98980A105 -10866 NS USD -261109.98 -0.0234776767 Short EC CORP KY N 1 N N N ZTO Express (Cayman) Inc. 549300SCJPK3YZJTJR78 98980AAA3 516000 PA USD 494253.7 0.0444407700 Long DBT CORP US N 2 2027-09-01 Fixed 1.5 N N N N N ZTO Express (Cayman) Inc. USD XXXX N N N Zscaler, Inc. 529900MZ0RTK1BWRNF46 98980G102 -14901 NS USD -2449277.37 -0.2202265199 Short EC CORP US N 1 N N N GS Holdings Corp. N/A N/A 66618 NS 1940181.5 0.1744512177 Long EC CORP KR N 2 N N N Safran 969500UIC89GT3UL7L24 N/A 12260 NS 1114927.61 0.1002486001 Long EC CORP FR N 2 N N N Climate Real Impact Solutions II Acquisition Corporation N/A 187171103 17572 NS USD 173259.92 0.0155786477 Long EC CORP US N 1 N N N Colicity Inc. N/A 194170205 17418 NS USD 170870.58 0.0153638104 Long EC CORP US N 1 N N N CONX Corp. N/A 212873103 29232 NS USD 292320 0.0262839224 Long EC CORP US N 1 N N N The Cooper Companies, Inc. QJKMVPIGLH7530PCUE20 216648402 10623 NS USD 2803409.7 0.2520682915 Long EC CORP US N 1 N N N Cowen Inc. 5493008QI0EFC5WBED75 223622606 11061 NS USD 427397.04 0.0384293604 Long EC CORP US N 1 N N N Cutera, Inc. 529900NPKPEWJWR21Z42 232109108 -34403 NS USD -1568776.8 -0.1410564028 Short EC CORP US N 1 N N N dMY Technology Group, Inc. VI N/A 233247105 24370 NS USD 242725.2 0.0218246111 Long EC CORP US N 1 N N N Danimer Scientific, Inc. 549300L6Q02MAX72BH35 236272100 -31535 NS USD -93028.25 -0.0083646254 Short EC CORP US N 1 N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019101 -78170 NS USD -1301530.5 -0.1170269795 Short EC CORP US N 1 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 -29497 NS USD -2375688.38 -0.2136097735 Short EC CORP US N 1 N N N Dynavax Technologies Corporation 549300T5URIXWDILX594 268158201 -143977 NS USD -1503119.88 -0.1351528676 Short EC CORP US N 1 N N N 8X8, Inc. 254900XWSOC5U1BRW939 282914100 -124113 NS USD -428189.85 -0.0385006458 Short EC CORP US N 1 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 9220 NS USD 814218.2 0.0732103447 Long EC CORP US N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301106 -86344 NS USD -665712.24 -0.0598574468 Short EC CORP US N 1 N N N Figure Acquisition Corp. I N/A 302438106 6513 NS USD 64153.05 0.0057683148 Long EC CORP US N 1 N N N First Horizon Corporation TF3RXI1ZB1TQ30H9JV10 320517105 274049 NS USD 6275722.1 0.5642808998 Long EC CORP US N 1 N N N Flagstar Bancorp, Inc. 549300Q22V2Y3J4R2715 337930705 4351 NS USD 145323.4 0.0130667384 Long EC CORP US N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 29270 NS USD 1082990 0.0973769332 Long EC CORP US N 1 N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370860 -45022 NS USD -504246.4 -0.0453392626 Short EC CORP US N 1 N N N Forum Merger IV Corporation N/A 349875104 13159 NS USD 129221.38 0.0116189269 Long EC CORP US N 1 N N N Glenfarne Merger Corp. N/A 378579106 19559 NS USD 191873.79 0.0172523119 Long EC CORP US N 1 N N N Glenfarne Merger Corp. N/A 378579205 13474 NS USD 132179.94 0.0118849456 Long EC CORP US N 1 N N N Golden Arrow Merger Corp. N/A 380799205 13443 NS USD 132413.55 0.0119059506 Long EC CORP US N 1 N N N Gores Holdings VIII, Inc. N/A 382863116 317 NS USD 294.24 0.0000264566 Long EC CORP US N 1 N N N Gores Technology Partners, Inc. N/A 382870103 40482 NS USD 397735.65 0.0357623596 Long EC CORP US N 1 N N N Granite Construction Incorporated 549300OM4BWMCIXVCZ39 387328107 -16384 NS USD -415989.76 -0.0374036760 Short EC CORP US N 1 N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 393657101 -10374 NS USD -251776.98 -0.0226385010 Short EC CORP US N 1 N N N Groupon, Inc. 5299005W5W1R5POQJL03 399473206 -8373 NS USD -66649.08 -0.0059927451 Short EC CORP US N 1 N N N Guess ?, Inc. 549300QVH3ZK2DW0KP86 401617105 -31568 NS USD -463102.56 -0.0416398185 Short EC CORP US N 1 N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 402635502 7080 NS USD 625093.2 0.0562051900 Long EC CORP US N 1 N N N Gulfport Energy Operating Corporation 254900DJRGZBUZ3F5038 402635601 11 NS USD 6572.5 0.0005909657 Long EP CORP US N 3 2500-12-31 Fixed 10 N N Y N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 426281101 17009 NS USD 3100230.43 0.2787568966 Long EC CORP US N 1 N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 443201108 37445 NS USD 1158173.85 0.1041370812 Long EC CORP US N 1 N N N Hudson Executive Investment Corp. II N/A 443760103 10057 NS USD 99061.45 0.0089071000 Long EC CORP US N 1 N N N Insmed Incorporated 529900Q55QAG41CCAC11 457669307 -52217 NS USD -1124754.18 -0.1011321551 Short EC CORP US N 1 N N N INSU Acquisition Corp III N/A 457817104 20610 NS USD 205275.6 0.0184573342 Long EC CORP US N 1 N N N International Flavors & Fragrances Inc. BZLRL03D3GPGMOGFO832 459506101 20292 NS USD 1843122.36 0.1657241553 Long EC CORP US N 1 N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 461202103 6387 NS USD 2473812.84 0.2224326242 Long EC CORP US N 1 N N N Ionis Pharmaceuticals, Inc. 549300SI4ZGLG0BLUZ92 462222100 -4382 NS USD -193815.86 -0.0174269329 Short EC CORP US N 1 N N N iShares iBoxx $ High Yield Corporate Bond ETF 5493000860OXIC4B5K91 464288513 -13215 NS USD -943551 -0.0848392900 Short EC RF US N 1 N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 477143101 -12540 NS USD -83140.2 -0.0074755424 Short EC CORP US N 1 N N N Khosla Ventures Acquisition Co. N/A 482504107 37268 NS USD 365226.4 0.0328392938 Long EC CORP US N 1 N N N Khosla Ventures Acquisition Co III N/A 482506102 25172 NS USD 246182.16 0.0221354433 Long EC CORP US N 1 N N N KLDiscovery 549300ZSG089YPZ24F88 498455112 34651 NS USD 3534.4 0.0003177952 Long EC CORP US N 1 N N N Lamar Advertising Company 529900Y8WW4MKVPTB543 512816109 49058 NS USD 4046794.42 0.3638670993 Long EC CORP US N 1 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 84139 NS USD 6510675.82 0.5854067390 Long EC CORP US N 1 N N N LAVA Medtech Acquisition Corp. N/A 519345102 10049 NS USD 101092.94 0.0090897612 Long EC CORP US N 1 N N N Lennar Corporation 529900G61XVRLX5TJX09 526057104 -11837 NS USD -882448.35 -0.0793452516 Short EC CORP US N 1 N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107107 10692 NS USD 2380787.64 0.2140682730 Long EC CORP US N 1 N N N Liberty Media Corporation 549300ZKUTPIBZLWLL89 531229854 -1899 NS USD -111091.5 -0.0099887807 Short EC CORP US N 1 N N N Live Oak Crestview Climate Acquisition Corp. N/A 538086208 20543 NS USD 200705.11 0.0180463791 Long EC CORP US N 1 N N N Live Oak Mobility Acquisition Corp. N/A 538126103 9786 NS USD 96098.52 0.0086406884 Long EC CORP US N 1 N N N Lucid Group, Inc. N/A 549498103 -36569 NS USD -510868.93 -0.0459347267 Short EC CORP US N 1 N N N Luminar Technologies, Inc. 549300AVGXLDWYMI4298 550424105 -16378 NS USD -119313.73 -0.0107280816 Short EC CORP US N 1 N N N MP Materials Corp. N/A 553368101 -15304 NS USD -417799.2 -0.0375663716 Short EC CORP US N 1 N N N M3-Brigade Acquisition II Corp. N/A 553800103 17304 NS USD 169753.97 0.0152634106 Long EC CORP US N 1 N N N The Marcus Corporation 549300NL0OKPNEMP6B79 566330106 -96594 NS USD -1341690.66 -0.1206379761 Short EC CORP US N 1 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903202 6570 NS USD 920719.8 0.0827864250 Long EC CORP US N 1 N N N Masco Corporation 5GCSNMQXHEYA1JO8QN11 574599106 -18951 NS USD -884822.19 -0.0795586952 Short EC CORP US N 1 N N N Mitek Systems, Inc. 549300ABZAQ3R25XG118 606710200 -34454 NS USD -315598.64 -0.0283770189 Short EC CORP US N 1 N N N Moody's Corporation 549300GCEDD8YCF5WU84 615369105 11723 NS USD 2849978.53 0.2562555230 Long EC CORP US N 1 N N N Mount Rainier Acquisition Corp. N/A 623006103 18730 NS USD 189173 0.0170094706 Long EC CORP US N 1 N N N New York Community Bancorp, Inc. 529900HVXOTLY61GL030 649445103 -17470 NS USD -149019.1 -0.0133990369 Short EC CORP US N 1 N N N North Mountain Merger Corp. 54930034WSZ6BSWNPN41 661204107 20593 NS USD 206753.72 0.0185902392 Long EC CORP US N 1 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704105 -5645 NS USD -247307.45 -0.0222366236 Short EC CORP US N 1 N N N Okta, Inc. 549300N8J06I8MRHU620 679295105 -159 NS USD -9042.33 -0.0008130402 Short EC CORP US N 1 N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 14633 NS USD 3640251.41 0.3273128268 Long EC CORP US N 1 N N N Omeros Corporation 549300CJWLXX2MXVVV71 682143102 -33670 NS USD -106060.5 -0.0095364188 Short EC CORP US N 1 N N N Open Doors Technology Inc. 254900KX11YZ4HV5BQ47 683712103 -64625 NS USD -200983.75 -0.0180714330 Short EC CORP US N 1 N N N Pacira Pharmaceuticals, Inc. 549300P56LERYBDHCF69 695127100 -3171 NS USD -168665.49 -0.0151655400 Short EC CORP US N 1 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 -33555 NS USD -5495973.45 -0.4941698810 Short EC CORP US N 1 N N N PAR Technology Corporation 549300HYPTHBJQINVG57 698884103 -10216 NS USD -301678.48 -0.0271253891 Short EC CORP US N 1 N N N Wayfair Inc. 54930027N9ZAVYFDHK53 94419LAM3 2232000 PA USD 1491377.76 0.1340970761 Long DBT CORP US N 2 2025-10-01 Fixed 0.63 N N N N N Wayfair Inc. USD XXXX N N N Peabody Energy Corporation EJCO258LNNVSKAR2JX59 704551100 -112242 NS USD -2785846.44 -0.2504890928 Short EC CORP US N 1 N N N Pine Technology Acquisition Corp. N/A 722850104 12602 NS USD 124003.68 0.0111497780 Long EC CORP US N 1 N N Pine Technology Acquisition Corp. N/A 722850112 4200 NS USD 168 0.0000151057 Long EC CORP US N 1 N N N Pono Capital Corp. N/A 732450101 9511 NS USD 97107.31 0.0087313937 Long EC CORP US N 1 N N N Porch Group Inc 549300NXEI7CVW8IXQ90 733245104 -14600 NS USD -32850 -0.0029537043 Short EC CORP US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 -4564 NS USD -373837.24 -0.0336135365 Short EC CORP US N 1 N N N Post Holdings Partnering Corporation N/A 737465104 34266 NS USD 332037.54 0.0298551209 Long EC CORP US N 1 N N N Proptech Investment Corporation II N/A 743497109 1975 NS USD 19651.25 0.0017669401 Long EC CORP US N 1 N N N Radius Global Infrastructure, Inc. 213800NT341MQ5USBX63 750481103 -40963 NS USD -385871.46 -0.0346955922 Short EC CORP US N 1 N N N Recharge Acquisition Corp. N/A 756229100 32773 NS USD 331498.9 0.0298066891 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075402 -30728 NS USD -176378.72 -0.0158590743 Short EC CORP US N 1 N N N Revance Therapeutics, Inc. 549300N33TFDZHS81H11 761330109 -37757 NS USD -1019439 -0.0916627516 Short EC CORP US N 1 N N N Rogers Corporation PW0CN80KNFR7RUOOKJ84 775133101 16347 NS USD 3954012.36 0.3555246100 Long EC CORP US N 1 N N N SCP & Co Healthcare Acquisition Company N/A 784065203 5000 NS USD 49300 0.0044328044 Long EC CORP US N 1 N N N SEI Investments Company 5LJTIFADGZ6XH1RVOC11 784117103 39071 NS USD 1916432.55 0.1723158334 Long EC CORP US N 1 N N N Sarepta Therapeutics, Inc. 549300IKDPIED8J8IG21 803607100 -685 NS USD -75719.9 -0.0068083469 Short EC CORP US N 1 N N N The Scotts Miracle-Gro Company 2TH9E0JTOUXOEGI2R879 810186106 35310 NS USD 1509502.5 0.1357267603 Long EC CORP US N 1 N N N Seaport Calibre Materials Acquisition Corp. N/A 812204105 9456 NS USD 94843.68 0.0085278596 Long EC CORP US N 1 N N N Shelter Acquisition Corporation I N/A 822821203 15729 NS USD 155717.1 0.0140012868 Long EC CORP US N 1 N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348106 -4170 NS USD -853807.5 -0.0767700125 Short EC CORP US N 1 N N N Sierra Wireless, Inc. 549300E33RZ5BJ726L53 826516106 485 NS USD 14763.4 0.0013274496 Long EC CORP CA N 1 N N N SportsTek Acquisition Corp. N/A 849196100 3013 NS USD 29647.92 0.0026657896 Long EC CORP US N 1 N N N Block, Inc. 549300OHIIUWSTIZME52 852234103 37243 NS USD 2047992.57 0.1841450389 Long EC CORP US N 1 N N N Store Capital Corporation 5493004EA6C9IHDZ7N66 862121100 131406 NS USD 4116949.98 0.3701751292 Long EC CORP US N 1 N N N Summit Hotel TRS 005, LLC 254900OBQWJK6X20LS71 866082100 -20972 NS USD -140931.84 -0.0126718717 Short EC CORP US N 1 N N N SunPower Corporation 549300TXO070764WUH65 867652406 -7163 NS USD -165035.52 -0.0148391516 Short EC CORP US N 1 N N N Tenneco Inc. 549300U0EXXFAQFAD785 880349105 39367 NS USD 684592.13 0.0615550302 Long EC CORP US N 1 N N N Toll Brothers, Inc. 529900JB6IS9MSZGVR44 889478103 -21300 NS USD -894600 -0.0804378659 Short EC CORP US N 1 N N N Hayfin US XII Ltd N/A 42088QAA7 490000 PA USD 424841.27 0.0381995586 Long ABS-CBDO CORP US N 2 2034-07-20 Floating 10.75 N N N N N N Health Catalyst, Inc. 549300223PL6GWKVJG92 42225T107 -12041 NS USD -116797.7 -0.0105018530 Short EC CORP US N 1 N N N Health Catalyst, Inc. 549300223PL6GWKVJG92 42225TAB3 1112000 PA USD 945167.75 0.0849846599 Long DBT CORP US N 2 2025-04-15 Fixed 2.5 N N N N N Health Catalyst, Inc. USD XXXX N N N Health Assurance Acquisition Corp. N/A 42226W109 20611 NS USD 205697.78 0.0184952945 Long EC CORP US N 1 N N N Healthcare Services Acquisition Corporation N/A 42227K104 28374 NS USD 282037.56 0.0253593779 Long EC CORP US N 1 N N N Healthcare Services Acquisition Corporation N/A 42227K112 2650 NS USD 66.25 0.0000059569 Long EC CORP US N 1 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330P107 -233664 NS USD -901943.04 -0.0810981146 Short EC CORP US N 1 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330PAK3 2422000 PA USD 2490058.2 0.2238933240 Long DBT CORP US N 2 2026-02-15 Fixed 6.75 N N N N N Helix Energy Solutions Group, Inc. USD XXXX N N N Hennessy Capital Investment Corp. VI N/A 42600H108 22244 NS USD 217323.88 0.0195406541 Long EC CORP US N 1 N N N Herbalife Nutrition Ltd. 549300BA7TYPBSZZIA41 42703MAD5 3231000 PA USD 2910704.51 0.2617156932 Long DBT CORP US N 2 2024-03-15 Fixed 2.63 N N N N N Herbalife Nutrition Ltd. USD XXXX N N N Herbalife Nutrition Ltd. 549300BA7TYPBSZZIA41 42704MAA0 49000 PA USD 44431.42 0.0039950465 Long DBT CORP US N 2 2025-09-01 Fixed 7.88 N N N N N N Highlands Holdings Bond Issuer Limited N/A 43103QAA6 560000 PA USD 527757.93 0.0474532994 Long DBT CORP US N 2 2025-10-15 Fixed 7.63 N N Y N N N Homeward Opportunities Fund Trust 2020-BPL1 N/A 43789YAB8 1876198.66 PA USD 1873545.9 0.1684596847 Long ABS-MBS CORP US N 2 2023-08-25 Fixed 5.44 N N N N N N Hope Bancorp, Inc. 549300UTF4QGMBHIZ219 43940TAB5 3382000 PA USD 3256017.12 0.2927644406 Long DBT CORP US N 2 2038-05-15 Fixed 2 N N N N N Hope Bancorp, Inc. USD XXXX N N N Horizon Aircraft Finance I Limited N/A 440405AG3 1016501.42 PA USD 451132.48 0.0405635300 Long ABS-CBDO CORP KY N 2 2025-12-15 Fixed 6.66 N N N N N N HPS Loan Management 2013-2, Ltd. 549300BGJH0LJLGIUQ46 44330FAA3 1000000 PA USD 809681 0.0728023829 Long ABS-CBDO CORP US N 2 2029-10-22 Floating 9.31 N N N N N N Hudson Executive Investment Corp. III N/A 44376L107 27539 NS USD 270708.37 0.0243407149 Long EC CORP US N 1 N N N Hudson Executive Investment Corp. III N/A 44376L206 13405 NS USD 131771.15 0.0118481892 Long EC CORP US N 1 N N N Match Group FinanceCo 2, Inc. 549300IPGK4BWL134U96 44932FAA5 1685000 PA USD 1490739.72 0.1340397068 Long DBT CORP US N 2 2026-06-15 Fixed 0.88 N N N N N Match Group, Inc. USD XXXX N N N I3 Verticals, LLC 549300VET627YPCK1T69 44933TAB2 1012000 PA USD 884664.09 0.0795444796 Long DBT CORP US N 2 2025-02-15 Fixed 1 N N N N N I3 Verticals, Inc. USD XXXX N N N iStar Inc. QFFLKWYYS3UPWD86E794 45031UCF6 1338000 PA USD 1319242.02 0.1186195090 Long DBT CORP US N 2 2024-10-01 Fixed 4.75 N N N N N N iStar Inc. QFFLKWYYS3UPWD86E794 45031UCG4 627000 PA USD 611086.45 0.0549457746 Long DBT CORP US N 2 2025-08-01 Fixed 4.25 N N N N N N iStar Inc. QFFLKWYYS3UPWD86E794 45031UCJ8 422000 PA USD 425157.1 0.0382279564 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N Illinois, State of 54930048FV8RWPR02D67 452151LF8 150000 PA USD 142884.03 0.0128474027 Long DBT MUN US N 2 2033-06-01 Fixed 5.1 N N N N N N Illuminate Buyer LLC N/A 45232TAA9 235000 PA USD 195441.61 0.0175731120 Long DBT CORP US N 2 2028-07-01 Fixed 9 N N N N N N IndyMac ABS, Inc. N/A 456606HV7 251260.97 PA USD 242210.8 0.0217783589 Long ABS-CBDO CORP US N 2 2035-10-25 Floating 3.83 N N N N N N Infinera Corporation 549300ZOF66WPV3H0H17 45667G103 -25527 NS USD -123550.68 -0.0111090465 Short EC CORP US N 1 N N N Infinera Corporation 549300ZOF66WPV3H0H17 45667GAF0 208000 PA USD 208326.56 0.0187316610 Long DBT CORP US Y 2 2028-08-01 Fixed 3.75 N N N N N Infinera Corporation USD XXXX N N N Insmed Incorporated 529900Q55QAG41CCAC11 457669AB5 2084000 PA USD 1890158.82 0.1699534337 Long DBT CORP US N 2 2028-06-01 Fixed 0.75 N N N N N Insmed Incorporated USD XXXX N N N Innoviva, Inc. 549300ACOX4QTBES6535 45781M101 -40729 NS USD -472863.69 -0.0425174895 Short EC CORP US N 1 N N N Innoviva, Inc. 549300ACOX4QTBES6535 45781MAC5 1966000 PA USD 1539370.14 0.1384123060 Long DBT CORP US N 2 2028-03-15 Fixed 2.13 N N N N N Innoviva, Inc. USD XXXX N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 45783Q100 -11357 NS USD -191365.45 -0.0172066045 Short EC CORP US N 1 N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 45783QAB6 754000 PA USD 606370.57 0.0545217467 Long DBT CORP US N 2 2027-10-15 Fixed 3.25 N N N N N Inotiv, Inc. USD XXXX N N N Intercept Pharmaceuticals, Inc. 254900JMB8TX5P688V24 45845P108 -18643 NS USD -260069.85 -0.0233841535 Short EC CORP US N 1 N N N Intercept Pharmaceuticals, Inc. 254900JMB8TX5P688V24 45845PAC2 506000 PA USD 522040.2 0.0469391903 Long DBT CORP US N 2 2026-02-15 Fixed 3.5 N N N N N Intercept Pharmaceuticals, Inc. USD XXXX N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 N/A 320000 PA USD 0 0.0000000000 Long DBT CORP US N 3 2500-12-31 Fixed 0 N N N N N N Interprivate II Acquisition Corp. N/A 46064Q108 2980 NS USD 29325.29 0.0026367804 Long EC CORP US N 1 N N N Interprivate II Acquisition Corp. N/A 46064Q116 596 NS USD 35.76 0.0000032154 Long EC CORP US N 1 N N N Interprivate II Acquisition Corp. N/A 46064Q207 2 NS USD 19.68 0.0000017695 Long EC CORP US N 1 N N N Interprivate III Financial Partners Inc. N/A 46064R106 2980 NS USD 29204 0.0026258746 Long EC CORP US N 1 N N N Interprivate IV Infratech Partners Inc. N/A 46064T102 9539 NS USD 93959.15 0.0084483272 Long EC CORP US N 1 N N N Ionis Pharmaceuticals, Inc. 549300SI4ZGLG0BLUZ92 462222AD2 398000 PA USD 398712.42 0.0358501858 Long DBT CORP US N 2 2026-04-01 Fixed 0 N N N N N Ionis Pharmaceuticals, Inc. USD XXXX N N N I3 Verticals, Inc. 549300944CYWVP06CJ97 46571Y107 -11877 NS USD -237896.31 -0.0213904220 Short EC CORP US N 1 N N N Turquoise Hill Resources Ltd 5299006XZISURYIA4G32 46579RAA2 937000 PA USD 1023447.62 0.0920231863 Long DBT CORP US N 2 2026-04-15 Fixed 2.5 N N N N N Turquoise Hill Resources Ltd USD XXXX N N N JPMBB Commercial Mortgage Securities Trust 2015-C31 N/A 46590JAY3 21083442.48 PA USD 424173.56 0.0381395215 Long ABS-CBDO CORP US N 2 2048-11-18 Variable 1.29 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Corp. N/A 46635TBD3 334000 PA USD 95442.77 0.0085817267 Long ABS-MBS CORP US N 2 2046-02-16 Variable 5.71 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A 46643AAJ2 650000 PA USD 531306.62 0.0477723795 Long ABS-MBS CORP US N 2 2024-10-18 Variable 3.36 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAG5 10102808.82 PA USD 119934.48 0.0107838963 Long ABS-CBDO CORP US N 2 2047-11-18 Variable 1.01 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TAL6 348000 PA USD 302588.85 0.0272072450 Long ABS-MBS CORP US N 2 2024-12-17 Variable 4.02 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAN6 40000 PA USD 29661.36 0.0026669981 Long DBT CORP US N 2 2049-01-23 Fixed 3.9 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 60000 PA USD 47501.93 0.0042711311 Long DBT CORP US N 2 2031-04-22 Fixed 2.52 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities C N/A 46651CAJ7 83000 PA USD 79376.78 0.0071371549 Long ABS-MBS CORP US N 2 2024-05-07 Fixed 4.34 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities C N/A 46651CAL2 85000 PA USD 80578.69 0.0072452245 Long ABS-MBS CORP US N 2 2024-05-07 Variable 4.6 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities C N/A 46651CAN8 99000 PA USD 91264.65 0.0082060515 Long ABS-MBS CORP US N 2 2024-05-07 Variable 4.6 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities C N/A 46651CAQ1 104000 PA USD 94006.75 0.0084526071 Long ABS-MBS CORP US N 2 2024-05-07 Variable 4.6 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities C N/A 46651CAS7 114000 PA USD 104520.82 0.0093979787 Long ABS-MBS CORP US N 2 2024-05-07 Variable 4.6 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP N/A 46651MAQ9 582000 PA USD 541776.82 0.0487138064 Long ABS-MBS CORP US N 2 2036-07-15 Floating 5.82 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP N/A 46651MAS5 347000 PA USD 321998.89 0.0289524967 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.87 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP N/A 46651MAU0 347000 PA USD 3261.8 0.0002932844 Long ABS-CBDO CORP US N 2 2036-07-15 Variable 0.5 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH N/A 46654EAL5 136000 PA USD 127868.44 0.0114972775 Long ABS-MBS CORP US N 2 2038-06-15 Variable 4.58 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities T N/A 46654PAQ9 140000 PA USD 127433.63 0.0114581816 Long ABS-MBS CORP US N 2 2023-11-15 Floating 7.08 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAD3 40000 PA USD 38682.22 0.0034781078 Long DBT CORP US N 2 2023-07-21 Fixed 2.8 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAE1 268000 PA USD 219636.27 0.0197485724 Long DBT CORP US N 2 2026-10-01 Fixed 3.15 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAF8 1531000 PA USD 922458.63 0.0829427718 Long DBT CORP US N 2 2046-10-01 Fixed 4.1 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAN1 597000 PA USD 582274.79 0.0523551772 Long DBT CORP US N 2 2025-01-31 Fixed 7.13 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAQ4 560000 PA USD 463274.68 0.0416552947 Long DBT CORP US N 2 2029-05-09 Fixed 5.13 N N N N N N The Beauty Health Company 5493001Z2JZQT4C63C50 88331L108 -30856 NS USD -363792.24 -0.0327103414 Short EC CORP US N 1 N N N The Beauty Health Company 5493001Z2JZQT4C63C50 88331LAA6 1614000 PA USD 1301791.07 0.1170504086 Long DBT CORP US N 2 2026-10-01 Fixed 1.25 N N N N N The Beauty Health Company USD XXXX N N N The ODP Corporation 549300OI428NU7XTM839 88337F105 -35953 NS USD -1263747.95 -0.1136297655 Short EC CORP US N 1 N N N The Trade Desk, Inc. 549300GXPD31VT3E0P46 88339J105 46830 NS USD 2798092.5 0.2515901960 Long EC CORP US N 1 N N N THL Credit Wind River 2014-3 CLO Ltd 254900ZK5ODN8CA7YX85 88432DBN3 500000 PA USD 384731.5 0.0345930928 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 8.98 N N N N N N THL Credit Wind River 2018-3 CLO Ltd. N/A 88432UAJ5 1000000 PA USD 871758 0.0783840299 Long ABS-CBDO CORP KY N 2 2031-01-21 Floating 5.66 N N N N N N THL Credit Wind River 2018-2 CLO Ltd. 254900CL04BC1Q11T078 88433LAA3 500000 PA USD 387522 0.0348440003 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 8.26 N N N N N N Thunder Bridge Capital Partners III, Inc. N/A 88605T100 18675 NS USD 183948.75 0.0165397327 Long EC CORP US N 1 N N N Thunder Bridge Capital Partners III, Inc. N/A 88605T118 3735 NS USD 298.8 0.0000268666 Long EC CORP US N 1 N N N Spectrum Management Holding Company, LLC B1WXCWLJVJXMWJX6O298 88732JAN8 20000 PA USD 18854.31 0.0016952833 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N Transcontinental Gas Pipe Line Company, LLC N/A 893574AH6 70000 PA USD 74330.62 0.0066834300 Long DBT CORP US N 2 2026-02-01 Fixed 7.85 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BL0 75000 PA USD 65134.99 0.0058566058 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBL4 150000 PA USD 121500 0.0109246599 Long DBT UST US N 2 2031-02-15 Fixed 1.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCB5 740000 PA USD 621137.5 0.0558495137 Long DBT UST US N 2 2031-05-15 Fixed 1.63 N N N N N N TransUnion 549300ZS772LUNUMRB03 89400J107 37735 NS USD 2244855.15 0.2018459173 Long EC CORP US N 1 N N N Travere Therapeutics, Inc. N/A 89422G107 -36084 NS USD -889109.76 -0.0799442116 Short EC CORP US N 1 N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDJ7 320000 PA USD 260100 0.0233868644 Long DBT UST US N 2 2031-11-15 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDK4 20000 PA USD 17796.88 0.0016002046 Long DBT UST US N 2 2026-11-30 Fixed 1.25 N N N N N N Travere Therapeutics, Inc. N/A 89422GAA5 1410000 PA USD 1431164.1 0.1286829712 Long DBT CORP US N 2 2029-03-01 Fixed 2.25 N N N N N Travere Therapeutics, Inc. USD XXXX N N N Treehouse Foods, Inc. 5493007M7EVHE470Q576 89469AAD6 517000 PA USD 412864.62 0.0371226794 Long DBT CORP US N 2 2028-09-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDP3 180000 PA USD 154012.5 0.0138480179 Long DBT UST US N 2 2028-12-31 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDY4 180000 PA USD 152550 0.0137165174 Long DBT UST US N 2 2032-02-15 Fixed 1.88 N N N N N N Tricon American Homes 2020-SFR1 Trust N/A 89613GAF3 5000000 PA USD 4558036.5 0.4098353777 Long ABS-CBDO CORP US N 2 2026-07-17 Fixed 4.88 N N N N N N Triton Water Holdings Incorporated N/A 89680EAA7 140000 PA USD 107170.63 0.0096362360 Long DBT CORP US N 2 2029-04-01 Fixed 6.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDZ1 70000 PA USD 65603.13 0.0058986986 Long DBT UST US N 2 2025-02-15 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CEB3 120000 PA USD 105600 0.0094950130 Long DBT UST US N 2 2029-02-28 Fixed 1.88 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AP6 75000 PA USD 58441.27 0.0052547407 Long DBT CORP US N 2 2025-08-15 Fixed 7.75 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AQ4 185000 PA USD 168519.39 0.0151524034 Long DBT CORP US N 2 2024-09-15 Fixed 6.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CEM9 90000 PA USD 84009.38 0.0075536947 Long DBT UST US N 2 2029-04-30 Fixed 2.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CFJ5 500000 PA USD 474531.25 0.0426674280 Long DBT UST US N 2 2029-08-31 Fixed 3.13 N N N N N N United States Steel Corporation JNLUVFYJT1OZSIQ24U47 912909AT5 2347000 PA USD 3644703.24 0.3277131127 Long DBT CORP US N 2 2026-11-01 Fixed 5 N N N N N United States Steel Corporation USD XXXX N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PEA6 20000 PA USD 12830.5 0.0011536531 Long DBT CORP US N 2 2060-05-15 Fixed 3.13 N N N N N N Tullow Oil PLC 2138003EYHWO75RKS857 899415AG8 200000 PA USD 168773.99 0.0151752958 Long DBT CORP US N 2 2026-05-15 Fixed 10.25 N N N N N N Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 90070A111 27737 NS USD 1949.91 0.0001753260 Long EC CORP US N 1 N N N TVC Mortgage Trust 2020-RTL1 N/A 90114YAC3 2400000 PA USD 2345648.64 0.2109087534 Long ABS-MBS CORP US N 2 2024-09-25 Fixed 5.19 N N N N N N Twelve Seas Investment Company II N/A 90118T106 27560 NS USD 271328.2 0.0243964469 Long EC CORP US N 1 N N N Twelve Seas Investment Company II N/A 90118T205 12895 NS USD 126886.8 0.0114090134 Long EC CORP US N 1 N N N 26 Capital Acquisition Corp. N/A 90138P100 19249 NS USD 189987.63 0.0170827180 Long EC CORP US N 1 N N N Unity-Peace Park CLO Ltd N/A 913319AA7 500000 PA USD 428568.5 0.0385346921 Long ABS-CBDO CORP US N 2 2035-04-20 Floating 8.27 N N N N N N Unity Software Inc. 549300D1ESJMGNQNG432 91332U101 -206 NS USD -6563.16 -0.0005901258 Short EC CORP US N 1 N N N Twitter, Inc. 549300I8RX485XMK6836 90184L102 43541 NS USD 1908837.44 0.1716329198 Long EC CORP US N 1 N N N Twitter, Inc. 549300I8RX485XMK6836 90184LAG7 1463000 PA USD 1372954.92 0.1234490988 Long DBT CORP US N 2 2027-12-15 Fixed 3.88 N N N N N N Twitter, Inc. 549300I8RX485XMK6836 90184LAP7 654000 PA USD 628077.83 0.0564735527 Long DBT CORP US N 2 2030-03-01 Fixed 5 N N N N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B408 -21339 NS USD -70845.48 -0.0063700640 Short EC CORP US N 1 N N N Radius Global Infrastructure, Inc. 213800NT341MQ5USBX63 750481AA1 1890000 PA USD 1580263.02 0.1420891850 Long DBT CORP US N 2 2026-09-15 Fixed 2.5 N N N N N Radius Global Infrastructure, Inc. USD XXXX N N N RAMP Series 2006-RZ3 Trust N/A 75156MAD7 188649.46 PA USD 179467.91 0.0161368385 Long ABS-CBDO CORP US N 2 2036-08-25 Floating 3.61 N N N N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187BAB7 1568000 PA USD 1331385.66 0.1197114031 Long DBT CORP US N 2 2026-01-15 Fixed 6.25 N N N N N Two Harbors Investment Corp. USD XXXX N N N UBS Commercial Mortgage Trust 2018-C9 N/A 90291JBB2 353000 PA USD 307315.55 0.0276322457 Long ABS-MBS CORP US N 2 2028-03-17 Variable 5.12 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAJ9 260000 PA USD 215926.88 0.0194150430 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N Uber Technologies, Inc. USD XXXX N N N UEP Penonome II S.A. 549300DS6G5XB230S845 90363PAA4 189724.45 PA USD 166144.33 0.0149388501 Long DBT CORP US N 2 2038-10-01 Fixed 6.5 N N N N N N Unifrax Escrow Issuer Corporation N/A 90473LAC6 135000 PA USD 89100.23 0.0080114379 Long DBT CORP US Y 2 2029-09-30 Fixed 7.5 N N N N N N United Airlines Pass Through Certificates, Series 2015-1 K1OQBWM7XEOO08LDNP29 90932LAG2 370000 PA USD 330126.71 0.0296833088 Long DBT CORP US N 2 2026-04-15 Fixed 4.38 N N N N N N United Airlines Pass Through Certificates, Series 2015-1 K1OQBWM7XEOO08LDNP29 90932LAH0 130000 PA USD 107951.59 0.0097064560 Long DBT CORP US N 2 2029-04-15 Fixed 4.63 N N N N N N Gobierno Federal de los Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAS9 300000 PA USD 206070.3 0.0185287896 Long DBT NUSS US N 2 2052-02-12 Fixed 4.4 N N N N N N Unity Software Inc. 549300D1ESJMGNQNG432 91332UAA9 651000 PA USD 474019.79 0.0426214401 Long DBT CORP US N 2 2026-11-15 Fixed 0 N N N N N Unity Software Inc. USD XXXX N N N The Regents of the University of California RRR42I7GG51DB5HDQR14 913366KD1 20000 PA USD 12836.84 0.0011542231 Long DBT MUN US N 2 2120-05-15 Fixed 3.71 N N N N N N Range Resources Corporation H3Y3WLYCX0BTO1TRW162 75281ABA6 60000 PA USD 59798.78 0.0053768011 Long DBT CORP US N 2 2023-03-15 Fixed 5 N N N N N N Range Resources Corporation H3Y3WLYCX0BTO1TRW162 75281ABJ7 100000 PA USD 101418.84 0.0091190644 Long DBT CORP US N 2 2029-01-15 Fixed 8.25 N N N N N N Univar Solutions Inc. 549300VSXHFQVR770L55 91336L107 44440 NS USD 1010565.6 0.0908649008 Long EC CORP US N 1 N N N Upstart Holdings, Inc. 549300WNB47JRNENIC75 91680MAB3 1468000 PA USD 827028.63 0.0743621932 Long DBT CORP US N 2 2026-08-15 Fixed 0.25 N N N N N Upstart Holdings, Inc. USD XXXX N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363AM1 160000 PA USD 130251.55 0.0117115546 Long DBT CORP US N 2 2031-02-15 Fixed 3.88 N N N N N N United Rentals (North America), Inc. NGIZXNT70J2LYT3FBI09 911365BL7 100000 PA USD 90490.38 0.0081364331 Long DBT CORP US N 2 2030-01-15 Fixed 5.25 N N N N N N United Rentals (North America), Inc. NGIZXNT70J2LYT3FBI09 911365BM5 20000 PA USD 17950.6 0.0016140263 Long DBT CORP US N 2 2027-11-15 Fixed 3.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796V63 -18000000 PA USD -17977730.4 -1.6164657587 Short DBT UST US N 2 2022-10-20 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796YE3 28500000 PA USD 28468886.55 2.5597769725 Long DBT UST US N 2 2022-10-18 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RC4 30000 PA USD 27946.88 0.0025128408 Long DBT UST US N 2 2043-08-15 Fixed 3.63 N N N N N N Realogy Holdings Corp. 5493004HBTOTE9DI9P12 75605Y106 -27566 NS USD -223560.26 -0.0201013975 Short EC CORP US N 1 N N N Realogy Group LLC LF6PBYTYG3BDVEF4FI12 75606DAP6 1646000 PA USD 1159114.85 0.1042216912 Long DBT CORP US N 2 2026-06-15 Fixed 0.25 N N N N N Realogy Holdings Corp. USD XXXX N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RM2 1480000 PA USD 1234875 0.1110336572 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SH2 260000 PA USD 216571.89 0.0194730390 Long DBT UST US N 2 2049-05-15 Fixed 2.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SJ8 420000 PA USD 306993.75 0.0276033111 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SL3 610000 PA USD 418707.78 0.0376480665 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SN9 4520000 PA USD 2526962.5 0.2272115703 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SP4 560000 PA USD 324100 0.0291414178 Long DBT UST US N 2 2050-08-15 Fixed 1.38 N N N N N N Redfin Corporation 549300HXWD3JEMZU3O57 75737F108 -2369 NS USD -13834.96 -0.0012439690 Short EC CORP US N 1 N N N Redfin Corporation 549300HXWD3JEMZU3O57 75737FAE8 1985000 PA USD 978761.82 0.0880052672 Long DBT CORP US N 2 2027-04-01 Fixed 0.5 N N N N N Redfin Corporation USD XXXX N N N Upstart Pass-Through Trust Series 2021-ST9 N/A 91683MAB0 1500000 PA USD 459180 0.0412871219 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0 N N N N N N Elance, Inc. 5493004QJ6WWBXVE2S70 91688F104 -4911 NS USD -66887.82 -0.0060142114 Short EC CORP US N 1 N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SQ2 750000 PA USD 464179.65 0.0417366649 Long DBT UST US N 2 2040-08-15 Fixed 1.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SS8 1190000 PA USD 737985.88 0.0663559236 Long DBT UST US N 2 2050-11-15 Fixed 1.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SU3 4790000 PA USD 3168884.38 0.2849299094 Long DBT UST US N 2 2051-02-15 Fixed 1.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SX7 90000 PA USD 67303.13 0.0060515539 Long DBT UST US N 2 2051-05-15 Fixed 2.38 N N N N N N Elance, Inc. 5493004QJ6WWBXVE2S70 91688FAB0 1059000 PA USD 773156.84 0.0695183168 Long DBT CORP US N 2 2026-08-15 Fixed 0.25 N N N N N Elance, Inc. USD XXXX N N N VOC Escrow Ltd. N/A 91832VAA2 80000 PA USD 65215.01 0.0058638008 Long DBT CORP US N 2 2028-02-15 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SY5 880000 PA USD 664675 0.0597641835 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SZ2 830000 PA USD 566475 0.0509345407 Long DBT UST US N 2 2051-08-15 Fixed 2 N N N N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AC9 4298000 PA USD 4201784.97 0.3778030585 Long DBT CORP US N 2 2023-08-15 Fixed 4.75 N N N N N Redwood Trust, Inc. USD XXXX N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AE5 898000 PA USD 708623.47 0.0637158056 Long DBT CORP US N 2 2027-06-15 Fixed 7.75 N N N N N Redwood Trust, Inc. USD XXXX N N N Volt XCII, LLC N/A 91835MAB7 2000000 PA USD 1644400 0.1478560549 Long ABS-CBDO CORP US N 2 2024-01-25 Fixed 4.95 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAN2 160000 PA USD 127823.27 0.0114932160 Long DBT CORP US N 2 2025-11-01 Fixed 5.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TA6 3280000 PA USD 2241675 0.2015599744 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TB4 8173000 PA USD 5400564.75 0.4855912177 Long DBT UST US N 2 2051-11-15 Fixed 1.88 N N N N N N Reese Park CLO, Ltd. N/A 758464AL5 500000 PA USD 426541 0.0383523896 Long ABS-CBDO CORP US N 2 2034-10-16 Floating 9.01 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 14391 NS USD 9913528.17 0.8913738541 Long EC CORP US N 1 N N N VanEck Semiconductor ETF 549300ZLFKNTXC51ZN76 92189F676 -26117 NS USD -4834779.04 -0.4347186544 Short EC RF US N 1 N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 92214X106 -63202 NS USD -1336090.28 -0.1201344185 Short EC CORP US N 1 N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 92214XAB2 1685000 PA USD 2054368.85 0.1847183614 Long DBT CORP US N 2 2025-06-01 Fixed 4 N N N N N Varex Imaging Corporation USD XXXX N N N Veeco Instruments Inc. 5493004201F72ADDZW04 922417AF7 1844000 PA USD 2793752.2 0.2511999384 Long DBT CORP US N 2 2027-06-01 Fixed 3.75 N N N N N Veeco Instruments Inc. USD XXXX N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TC2 2350000 PA USD 1680617.07 0.1511125090 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TD0 5964000 PA USD 4329491.25 0.3892857553 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N Vedanta Resources Finance II PLC 8945002DGA3BBXO3N634 92243XAA9 200000 PA USD 113376.23 0.0101942119 Long DBT CORP US N 2 2026-04-23 Fixed 9.25 N N N N N N Velocity Commercial Capital Loan Trust 2019-1 N/A 92257CAE0 480026.66 PA USD 434241.24 0.0390447559 Long ABS-MBS CORP US N 2 2027-03-25 Variable 4.61 N N N N N N Repay Holdings Corporation N/A 76029L100 -13036 NS USD -92034.16 -0.0082752419 Short EC CORP US N 1 N N N Repay Holdings Corporation N/A 76029LAA8 1671000 PA USD 1185400.72 0.1065851824 Long DBT CORP US N 2 2026-02-01 Fixed 0 N N N N N Repay Holdings Corporation USD XXXX N N N Velocity Commercial Capital Loan Trust 2019-1 N/A 92257CAF7 261840.55 PA USD 241575.4 0.0217212270 Long ABS-MBS CORP US N 2 2027-08-25 Variable 5.7 N N N N N N Velocity Commercial Capital Loan Trust 2019-1 N/A 92257CAG5 447052.59 PA USD 394981.96 0.0355147618 Long ABS-MBS CORP US N 2 2028-08-25 Variable 6.79 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TJ7 1970000 PA USD 1700663.96 0.1529150230 Long DBT UST US N 2 2052-08-15 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZN3 790000 PA USD 671993.75 0.0604222481 Long DBT UST US N 2 2027-04-30 Fixed 0.5 N N N N N N Velocity Commercial Capital Loan Trust 2018-2 N/A 92259BAN0 276623.01 PA USD 257500.12 0.0231530965 Long ABS-MBS CORP US N 2 2026-03-25 Fixed 5.32 N N N N N N Velocity Commercial Capital Loan Trust 2018-2 N/A 92259BAR1 155595.68 PA USD 149187.57 0.0134141848 Long ABS-MBS CORP US N 2 2026-06-25 Fixed 6.36 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAM3 80000 PA USD 71087.5 0.0063918252 Long DBT UST US N 2 2025-09-30 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBB6 60000 PA USD 50315.63 0.0045241246 Long DBT UST US N 2 2027-12-31 Fixed 0.63 N N N N N N Velocity Commercial Capital Loan Trust 2018-2 N/A 92259BAU4 368179.26 PA USD 334842.69 0.0301073456 Long ABS-MBS CORP US N 2 2027-08-25 Fixed 7.05 N N N N N N Velocity Commercial Capital Loan Trust 2020-2 N/A 92259DAC0 1800000 PA USD 1729780.2 0.1555330067 Long ABS-MBS CORP US N 2 2025-12-25 Variable 5 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VBG8 10000 PA USD 7674.28 0.0006900321 Long DBT CORP US N 2 2042-11-01 Fixed 3.85 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDC5 100000 PA USD 79069.06 0.0071094863 Long DBT CORP US N 2 2046-08-15 Fixed 4.13 N N N N N N Resolute Forest Products Inc. N/A 76117WAC3 343000 PA USD 333665.34 0.0300014843 Long DBT CORP US N 2 2026-03-01 Fixed 4.88 N N N N N N Retail Opportunity Investments Corp. N/A 76131N101 -83646 NS USD -1150968.96 -0.1034892543 Short EC CORP US N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEA8 20000 PA USD 18010.41 0.0016194041 Long DBT CORP US N 2 2033-08-10 Fixed 4.5 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFD1 20000 PA USD 15269.34 0.0013729411 Long DBT CORP US N 2 2050-03-22 Fixed 4 N N N N N N Revance Therapeutics, Inc. 549300N33TFDZHS81H11 761330AB5 1632000 PA USD 1739826.24 0.1564362954 Long DBT CORP US N 2 2027-02-15 Fixed 1.75 N N N N N Revance Therapeutics, Inc. USD XXXX N N N Revolution Healthcare Acquisition Corp. N/A 76155Y108 73776 NS USD 725218.08 0.0652079082 Long EC CORP US N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 21117 NS USD 3601082.01 0.3237909143 Long EC CORP US N 1 N N N Veritone, Inc. 549300XTAS2FCSL4EL89 92347M100 -17080 NS USD -96160.4 -0.0086462524 Short EC CORP US N 1 N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAF4 818000 PA USD 686991.57 0.0617707755 Long DBT CORP US N 2 2025-03-01 Fixed 0 N N N N N RingCentral, Inc. USD XXXX N N N Rockland Park Limited N/A 77366PAA8 500000 PA USD 427792 0.0384648732 Long ABS-CBDO CORP US N 2 2034-04-20 Floating 8.96 N N N N N N Veritone, Inc. 549300XTAS2FCSL4EL89 92347MAA8 1029000 PA USD 626648.65 0.0563450482 Long DBT CORP US N 2 2026-11-15 Fixed 1.75 N N N N N Veritone, Inc. USD XXXX N N N Vertex Pharmaceuticals Incorporated 54930015RAQRRZ5ZGJ91 92532F100 20093 NS USD 5817727.22 0.5231003378 Long EC CORP US N 1 N N N Virgin Galactic Holdings, Inc. 549300C631IMXCSMN048 92766K106 -35156 NS USD -165584.76 -0.0148885365 Short EC CORP US N 1 N N N Virgin Galactic Holdings, Inc. 549300C631IMXCSMN048 92766KAA4 548000 PA USD 311998.87 0.0280533459 Long DBT CORP US N 2 2027-02-01 Fixed 2.5 N N N N N Virgin Galactic Holdings, Inc. USD XXXX N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BJ9 200000 PA USD 197729.6 0.0177788364 Long DBT CORP US N 2 2024-06-25 Fixed 4.52 N N N N Y NatWest Group PLC USD XXXX N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BF8 1159000 PA USD 1083072.75 0.0973843736 Long DBT CORP US N 2 2023-11-15 Fixed 2.88 N N N N N Royal Caribbean Cruises Ltd. USD XXXX N N N Antofagasta PLC 213800MY6QVH4FVLD628 N/A -7675 NS -94084.93 -0.0084596367 Short EC CORP GB N 2 N N N Adit Edtech Acquisition Corp. N/A 007024102 12661 NS USD 125217.29 0.0112588996 Long EC CORP US N 1 N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 -1888 NS USD -198315.52 -0.0178315193 Short EC CORP US N 1 N N N Alleghany Corporation 549300DCJE6AYX159479 017175100 4200 NS USD 3525354 0.3169818382 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BJ0 70000 PA USD 53555.18 0.0048154084 Long DBT CORP US N 2 2026-08-31 Fixed 5.5 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BK7 230000 PA USD 168990.66 0.0151947776 Long DBT CORP US N 2 2027-07-15 Fixed 5.38 N N N N N N Altair Engineering Inc. 549300FJ89HZ6GU9S994 021369103 -6816 NS USD -301403.52 -0.0271006661 Short EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 55500 NS USD 2635140 0.2369383390 Long EC CORP US N 1 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 21120 NS USD 2942860.8 0.2646070227 Long EC CORP US N 1 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923108 -20673 NS USD -237739.5 -0.0213763224 Short EC CORP US N 1 N N N Atlantic Coastal Acquisition Corp. 549300DD1GOILOBIY455 048453112 5377 NS USD 188.73 0.0000169696 Long EC CORP US N 1 N N N Atlas Air Worldwide Holdings, Inc. 549300R0A2TUVCYZB465 049164205 48842 NS USD 4667829.94 0.4197074435 Long EC CORP US N 1 N N N Atlas Crest Investment Corp. II N/A 049287105 28686 NS USD 282557.1 0.0254060923 Long EC CORP US N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 -1441 NS USD -3086521.13 -0.2775242263 Short EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BP6 2923000 PA USD 3046789.05 0.2739517205 Long DBT CORP US N 2 2025-08-15 Fixed 6 N N N N N Royal Caribbean Cruises Ltd. USD XXXX N N N Ryan Specialty Group Holdings, Inc. N/A 78351F107 129533 NS USD 5261630.46 0.4730989554 Long EC CORP US N 1 N N N Bank of Hawaii Corporation 5493006Q8BQ8AD8M2U33 062540109 32007 NS USD 2436372.84 0.2190662105 Long EC CORP US N 1 N N N W. R. Berkley Corporation SQOAGCLKBDWNVYV1OV80 084423102 83512 NS USD 5393204.96 0.4849294629 Long EC CORP US N 1 N N N SG Residential Mortgage Trust 2021-2 N/A 78432YAF6 4191000 PA USD 2452754.25 0.2205391432 Long ABS-MBS CORP US N 2 2023-10-25 Variable 4.04 N N N N N N SMB Private Education Loan Trust 2021-A N/A 78448YAG6 484 PA USD 1159663.09 0.1042709861 Long ABS-CBDO CORP US N 2 2053-01-15 Fixed 0 N N N N N N SMB Private Education Loan Trust 2021-A N/A 78448YAL5 290000 PA USD 268259.43 0.0241205187 Long ABS-CBDO CORP US N 2 2053-01-15 Fixed 3.86 N N N N N N SMR 2022-IND Mortgage Trust N/A 78458MAL8 123467.59 PA USD 118098.34 0.0106188000 Long ABS-MBS CORP US N 2 2024-02-15 Floating 8.29 N N N N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 -78103 NS USD -4947044.02 -0.4448129484 Short EC CORP US N 1 N N N H & R Block, Inc. 549300CE3KUCWLZBG404 093671105 -64771 NS USD -2755358.34 -0.2477477585 Short EC CORP US N 1 N N N SMR 2022-IND Mortgage Trust N/A 78458MAN4 964590.48 PA USD 900486.21 0.0809671239 Long ABS-MBS CORP US N 2 2024-02-15 Floating 9.38 N N N N N N SPDR S&P 500 ETF Trust 5493004JVD6CQEEJSS37 78462F103 -38543 NS USD -13766788.74 -1.2378393774 Short EC RF US N 1 N N N Sofi Professional Loan Program 2016-F LLC N/A 78471A103 100000 PA USD 553094.9 0.0497314704 Long ABS-CBDO CORP US N 2 2040-02-27 Variable 0 N N N N N N SOFI Professional Loan Program 2018-C Trust N/A 78490D104 50000 PA USD 762003.55 0.0685154699 Long ABS-CBDO CORP US N 2 2048-01-25 Fixed 0 N N N N N N SWF Escrow Issuer Corporation N/A 78500AAA6 205000 PA USD 121489.78 0.0109237409 Long DBT CORP US N 2 2029-10-01 Fixed 6.5 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466L302 36286 NS USD 5219378.24 0.4692998515 Long EC CORP US N 1 N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 093712107 -112195 NS USD -2242778.05 -0.2016591550 Short EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023105 80850 NS USD 9789318 0.8802055096 Long EC CORP US N 1 N N N Boot Barn Holdings, Inc. 529900QE1BFMYA3N4E71 099406100 -21431 NS USD -1252856.26 -0.1126504403 Short EC CORP US N 1 N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122157 25297 NS USD 25297 0.0022745771 Long EC CORP US N 3 N N N Burtech Acquisition Corp. N/A 123013203 14057 NS USD 140429.43 0.0126266976 Long EC CORP US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 16189 NS USD 1068797.78 0.0961008412 Long EC CORP US N 1 N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 400000 PA USD 361627.34 0.0325156847 Long DBT CORP US N 2 2025-08-08 Fixed 5.63 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAN5 200000 PA USD 158272.74 0.0142310770 Long DBT CORP US N 2 2027-03-08 Fixed 2.8 N N N N N N Sarepta Therapeutics, Inc. 549300IKDPIED8J8IG21 803607AC4 128000 PA USD 132864 0.0119464527 Long DBT CORP US Y 2 2027-09-15 Fixed 1.25 N N N N N Sarepta Therapeutics, Inc. USD XXXX N N N Sea Limited 529900OM6JLLW44YKI15 81141R100 -763 NS USD -42766.15 -0.0038453139 Short EC CORP KY N 1 N N N Sea Limited 529900OM6JLLW44YKI15 81141RAG5 2791000 PA USD 1929912.31 0.1735278646 Long DBT CORP US N 2 2026-09-15 Fixed 0.25 N N N N N Sea Limited USD XXXX N N N 7GC & Co. Holdings Inc. N/A 81786A107 20733 NS USD 206086.02 0.0185302030 Long EC CORP US N 1 N N N Shapeways Holdings, Inc. N/A 81947T110 61389 NS USD 2879.14 0.0002588776 Long EC CORP US N 1 N N N Shaw Communications Inc. 549300SCT0RG6178CI40 82028K200 52645 NS USD 1280326.4 0.1151204151 Long EC CORP CA N 1 N N N Shelter Acquisition Corporation I N/A N/A 2185 NS USD 0 0.0000000000 Long EC CORP US N 3 N N N Shift4 Payments, LLC N/A 82452J109 -16418 NS USD -732406.98 -0.0658542974 Short EC CORP US N 1 N N N Carney Technology Acquisition Corp. II N/A 143636108 1053 NS USD 10477.35 0.0009420698 Long EC CORP US N 1 N N N Central Garden & Pet Company 5493004DVZLD37DJ0H83 153527205 -34152 NS USD -1166632.32 -0.1048976237 Short EC CORP US N 1 N N N Shift4 Payments, LLC N/A 82452JAB5 2120000 PA USD 1888161.04 0.1697738035 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N Shift4 Payments, LLC USD XXXX N N N Shift Technologies, Inc. 5493000DBZBX1I1QVY71 82452T107 -21594 NS USD -15117.96 -0.0013593298 Short EC CORP US N 1 N N N Century Aluminum Company 549300U5ODNGEYWKSW73 156431108 -28597 NS USD -150992.16 -0.0135764444 Short EC CORP US N 1 N N N The Chefs' Warehouse, Inc. 549300JYEDC8C547E980 163086101 -47818 NS USD -1385287.46 -0.1245579779 Short EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967424 46650 NS USD 1943905.5 0.1747860608 Long EC CORP US N 1 N N N Clearwater Analytics Holdings, Inc. N/A 185123106 242992 NS USD 4079835.68 0.3668380007 Long EC CORP US N 1 N N Banco do Brasil S.A QE0Q0253K88YAGNPE356 N/A 332500 NS 2370002.87 0.2130985615 Long EC CORP BR N 1 N N N Grupo Bimbo S.A.B. de C.V. 5493000RIXURZEBFEV60 N/A 184900 NS 651572.93 0.0585861122 Long EC CORP MX N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 670100205 28259 NS USD 2815444.17 0.2531503697 Long EC CORP DK N 1 N N N Arca Continental S.A.B. de C.V. 254900U2BSJCQHJCXN24 N/A 244400 NS 1759869.31 0.1582384659 Long EC CORP MX N 1 N N N Shift Technologies, Inc. 5493000DBZBX1I1QVY71 82452TAA5 1305000 PA USD 263179.35 0.0236637439 Long DBT CORP US Y 2 2026-05-15 Fixed 4.75 N N N N N Shift Technologies, Inc. USD XXXX N N N Shopify Inc. 549300HGQ43STJLLP808 82509L107 -454 NS USD -12230.76 -0.0010997275 Short EC CORP CA N 1 N N N Shopify Inc. 549300HGQ43STJLLP808 82509LAA5 916000 PA USD 757902.98 0.0681467676 Long DBT CORP US N 2 2025-11-01 Fixed 0.13 N N N N N Shopify Inc. USD XXXX N N N Sierracol Energy Andina, LLC N/A 82653LAA9 250000 PA USD 161994.36 0.0145657060 Long DBT CORP US N 2 2028-06-15 Fixed 6 N N N N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 N/A 13230 NS 523277.51 0.0470504429 Long EC CORP DE N 2 N N N Accton Technology Corporation 529900M1YRZ0GWMDF920 N/A 460000 NS 3929860.09 0.3533529612 Long EC CORP TW N 2 N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669G104 930 NS USD 140430 0.0126267488 Long EC CORP US N 1 N N N Signify Health, Inc. N/A 82671G100 18724 NS USD 545804.6 0.0490759638 Long EC CORP US N 1 N N N Silicon Motion, Inc. 5299005RBVBZQJTYFC89 82706C108 42879 NS USD 2795282.01 0.2513374911 Long EC CORP KY N 1 N N N Silk Road Medical, Inc. 549300VL8KC0ZPDQHE14 82710M100 52593 NS USD 2366685 0.2128002356 Long EC CORP US N 1 N N N Simon Property Group Acquisition Holdings, Inc. N/A 82880R103 26068 NS USD 256769.8 0.0230874299 Long EC CORP US N 1 N N N Simon Property Group Acquisition Holdings, Inc. N/A 82880R202 17401 NS USD 171225.84 0.0153957536 Long EC CORP US N 1 N N N Sirius XM Holdings Inc. 54930055RWDMVXAGZK98 82968B103 -75151 NS USD -429112.21 -0.0385835797 Short EC CORP US N 1 N N N SkyMiles IP Ltd. Q2CCMS6R0AS67HJMBN42 830867AA5 140000 PA USD 136055.61 0.0122334260 Long DBT CORP US N 2 2025-10-20 Fixed 4.5 N N N N N N SkyMiles IP Ltd. Q2CCMS6R0AS67HJMBN42 830867AB3 110000 PA USD 102495.68 0.0092158884 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N Snap One Holdings Corp. N/A 83303Y105 -128238 NS USD -1300333.32 -0.1169193352 Short EC CORP US N 1 N N N Snap Inc. 549300JNC0L6VP8A2Q35 83304A106 -10027 NS USD -98465.14 -0.0088534828 Short EC CORP US N 1 N N N Snap Inc. 549300JNC0L6VP8A2Q35 83304AAG1 2411000 PA USD 1616119.82 0.1453132455 Long DBT CORP US N 2 2028-03-01 Fixed 0.13 N N N N N Snap Inc. USD XXXX N N N Social Leverage Acquisition Corp. I N/A 83363K102 28055 NS USD 275780.65 0.0247967885 Long EC CORP US N 1 N N N Xiamen Xiangyu Co., Ltd. N/A N/A 170200 NS 199741 0.0179596912 Long EC CORP CN N 2 N N N Reliance Industries Limited 5493003UOETFYRONLG31 N/A 7814 NS 226451.67 0.0203613784 Long EC CORP IN N 2 N N N Cathay Pacific Airways Limited EQNZNT235RBOJ6LJQZ02 N/A -1052000 NS -1117584.74 -0.1004875156 Short EC CORP HK N 2 N N N Compeq Manufacturing Co., Ltd. N/A N/A 600000 NS 851185.66 0.0765342701 Long EC CORP TW N 2 N N N RHB Bank Berhad 549300ZHRPSV7QIUJT80 N/A 951418 NS 1139707.05 0.1024766408 Long EC CORP MY N 2 N N N Nanya Technology Corporation 254900STKVKJBRRO0835 N/A 1068000 NS 1642628.87 0.1476968040 Long EC CORP TW N 2 N N N PT Indofood Sukses Makmur Tbk 529900E61EV2GTYWZ485 N/A 834800 NS 329932.81 0.0296658743 Long EC CORP ID N 2 N N N Kiatnakin Phatra Bank Public Company Limited 254900UPQE3MNOEDXK30 N/A 999700 NS 1811897.28 0.1629165554 Long EC CORP TH N 2 N N N Bharti Airtel Limited 335800KQ1FPKOQ84OR26 N/A 64297 NS 628947.71 0.0565517679 Long EC CORP IN N 2 N N N SK Hynix Inc. 988400XAIK6XISWQV045 N/A 47394 NS 2734523.15 0.2458743646 Long EC CORP KR N 2 N N N Korean Air Lines Co., Ltd. 988400C2UFBF4B660C58 N/A 48096 NS 739902.5 0.0665282563 Long EC CORP KR N 2 N N N SinoPac Financial Holdings Company Limited N/A N/A 408280 NS 221291.4 0.0198973932 Long EC CORP TW N 2 N N N LG Corp. N/A N/A 19394.213 NS 1000601.71 0.0899689987 Long EC CORP KR N 2 N N N Asia Vital Components Co., Ltd. N/A N/A 32000 NS 111896.34 0.0100611478 Long EC CORP TW N 2 N N N Supalai Public Company Limited N/A N/A 2182500 NS 1094231.5 0.0983877115 Long EC CORP TH N 2 N N N AP (Thailand) Public Company Limited N/A N/A 7020500 NS 1762537.84 0.1584784065 Long EC CORP TH N 2 N N N Nintendo Co., Ltd. 353800FEEXU6I9M0ZF27 N/A 13980 NS 567237.07 0.0510030621 Long EC CORP JP N 2 N N N PT Bank Mandiri (Persero) Tbk. 549300RSKQN4Z5ZSGH94 N/A 4233000 NS 2615992.38 0.2352166827 Long EC CORP ID N 2 N N N Pick N Pay Stores N/A N/A 64056 NS 195826.27 0.0176076987 Long EC CORP ZA N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 N/A 27692 NS 907775.77 0.0816225639 Long EP CORP KR N 1 2500-12-31 Fixed 1 N N N N N N Shoprite Holdings 529900Q4O1EYP6NH5150 N/A 46350 NS 554278.08 0.0498378559 Long EC CORP ZA N 2 N N Singapore Airlines Limited 549300ZG62N2599PWR15 N/A 182800 NS 647096.09 0.0581835776 Long EC CORP SG N 2 N N Swire Pacific Limited 549300KZOZHII0DGF611 N/A 82296 NS 614752.57 0.0552754134 Long EC CORP HK N 2 N N N Mizrahi-Tefahot Bank Ltd. YZO9YEGEO4VYDZMDWF93 N/A 22866 NS 804678.02 0.0723525405 Long EC CORP IL N 2 N N N United Overseas Bank Limited IO66REGK3RCBAMA8HR66 N/A 30200 NS 547191.7 0.0492006848 Long EC CORP SG N 2 N N N Groupe Bruxelles Lambert - Groep Brussel Lambert 549300KV0ZEHT2KVU152 N/A 25789 NS 1803709.59 0.1621803601 Long EC CORP BE N 2 N N N Lafarge 529900EHPFPYHV6IQO98 N/A 75064 NS 3078152.28 0.2767717420 Long EC CORP CH N 2 N N N Jumbo S.A. 549300TGIVUUMY40MZ05 N/A 29215 NS 389135.59 0.0349890861 Long EC CORP GR N 2 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 42210 NS USD 3139157.7 0.2822570380 Long EC CORP US N 1 N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K107 117515 NS USD 11299067.25 1.0159544563 Long EC CORP US N 1 N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 112860 NS USD 10795059 0.9706366070 Long EC CORP US N 1 N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307BA4 200000 PA USD 142224.05 0.0127880607 Long DBT CORP US N 2 2030-01-15 Fixed 5.75 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307BB2 280000 PA USD 210361.65 0.0189146459 Long DBT CORP US N 2 2030-12-01 Fixed 4.13 N N N N N N CSAIL 2016-C5 Commercial Mortgage Trust 549300FU8TZDHFLQZL50 12636LBE9 344000 PA USD 313736.05 0.0282095443 Long ABS-MBS CORP US N 2 2025-11-18 Variable 4.8 N N N N N N CSAIL 2016-C6 Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAV0 1000000 PA USD 790078.5 0.0710398261 Long ABS-MBS CORP US N 2 2026-05-15 Variable 5.08 N N N N N N CTR Partnership, L.P. 254900L7G64R08G6RJ22 126458AE8 30000 PA USD 24679.03 0.0022190124 Long DBT CORP US N 2 2028-06-30 Fixed 3.88 N N N N N N CSMC Trust 2017-CHOP N/A 12651QAQ2 430000 PA USD 395493.19 0.0355607290 Long ABS-MBS CORP US N 2 2032-07-15 Floating 7.42 N N N N N N CSMC 2021-B33 N/A 12658WAJ8 338000 PA USD 258571.12 0.0232493954 Long ABS-MBS CORP US N 2 2031-10-10 Variable 3.77 N N N N N N CWABS, Inc. 549300I38TM1UFUB6822 126671YX8 79430.21 PA USD 76820.15 0.0069072758 Long ABS-CBDO CORP US N 2 2033-08-26 Floating 3.58 N N N N N N CWABS Asset-Backed Certificates Trust 2006-12 N/A 12667AAA4 255536.38 PA USD 223140.45 0.0200636503 Long ABS-CBDO CORP US N 2 2036-12-25 Floating 3.34 N N N N N N CWT Travel Group Incorporated N/A 12670RAA2 52282 PA USD 45150.68 0.0040597187 Long DBT CORP US N 2 2026-11-19 Fixed 8.5 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAD6 90000 PA USD 56352.39 0.0050669193 Long DBT CORP US N 2 2119-09-01 Fixed 3.65 N N N N N N Cameron LNG, LLC 549300C39FLHGVD73K22 133434AB6 20000 PA USD 15788.15 0.0014195899 Long DBT CORP US N 2 2035-01-15 Fixed 3.3 N N N N N N Canyon Capital CLO 2014-1 Ltd N/A 13875LAW8 700000 PA USD 528095.4 0.0474836430 Long ABS-CBDO CORP US N 2 2031-01-30 Floating 8.28 N N N N N N Carlyle Global Market Strategies CLO 2014-2-R Limited 549300K65HYRGER5BW54 14314NAA9 1000000 PA USD 756980 0.0680637780 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 8.26 N N N N N N Carlyle US CLO 2020-2, Ltd. N/A 14315HAG8 1500000 PA USD 1284004.5 0.1154511310 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 9.48 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BL5 40000 PA USD 30400 0.0027334128 Long DBT CORP US N 2 2026-03-01 Fixed 7.63 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BN1 320000 PA USD 224372.2 0.0201744030 Long DBT CORP US N 2 2027-03-01 Fixed 5.75 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BS0 300000 PA USD 240071.01 0.0215859599 Long DBT CORP US N 2 2030-06-01 Fixed 10.5 N N N N N N Altaba Inc. 549300ZJC0V1K2ZCKG85 N/A 1829320 NS USD 6795923.8 0.6110547815 Long EC CORP US N 3 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 130123 NS USD 14703899 1.3220995489 Long EC CORP US N 1 N N N Atlantic Coastal Acquisition Corp. 549300DD1GOILOBIY455 048453104 30998 NS USD 304400.36 0.0273701267 Long EC CORP US N 1 N N N Avalara, Inc. 549300Q16CMW239SS315 05338G106 70480 NS USD 6470064 0.5817551315 Long EC CORP US N 1 N N N biote Corp. N/A 090683111 4622 NS USD 1578.87 0.0001419639 Long EC CORP US N 1 N N N Broadscale Acquisition Corp. N/A 11134Y101 48139 NS USD 474169.15 0.0426348698 Long EC CORP US N 1 N N Broadcom Inc. 549300WV6GIDOZJTV909 11135F101 5345 NS USD 2373233.45 0.2133890388 Long EC CORP US N 1 N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135F101 -4339 NS USD -1926559.39 -0.1732263871 Short EC CORP US N 1 N N N Cascade MH Asset Trust 2019-MH1 N/A 14732FAC6 4100000 PA USD 3847041.07 0.3459062976 Long ABS-CBDO CORP US N 2 2024-10-25 Fixed 5.99 N N N N N N Castle United States Holding Corporation N/A 14852LAA1 365000 PA USD 271949.98 0.0244523542 Long DBT CORP US N 2 2028-02-15 Fixed 9.5 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 75387 NS USD 10228508.16 0.9196952471 Long EC CORP US N 1 N N N Fusion Acquisition Corp. II N/A 36118N201 11778 NS USD 115777.74 0.0104101434 Long EC CORP US N 1 N N N Castlelake Aircraft Securitization Trust 2018-1 N/A 14856CAC3 1269121.45 PA USD 553932.17 0.0498067534 Long ABS-CBDO CORP US N 2 2025-06-15 Fixed 6.63 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 130000 PA USD 102480.17 0.0092144938 Long DBT CORP US N 2 2042-11-01 Fixed 4.35 N N N N N N Gores Holdings VIII, Inc. N/A 382863108 2759 NS USD 27231.33 0.0024485022 Long EC CORP US N 1 N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076102 13014 NS USD 3591083.16 0.3228918687 Long EC CORP US N 1 N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076102 -20324 NS USD -5608204.56 -0.5042611296 Short EC CORP US N 1 N N N Interprivate IV Infratech Partners Inc. N/A 46064T201 10136 NS USD 99332.8 0.0089314984 Long EC CORP US N 1 N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 50000 PA USD 45553.13 0.0040959049 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 20000 PA USD 17942.13 0.0016132648 Long DBT CORP US N 2 2029-12-15 Fixed 4.63 N N N N N N JNL Government Money Market Fund N/A 46628D437 157670289.3 NS USD 157670289.3 14.1769076598 Long STIV RF US N 1 N N N LPL Financial Holdings Inc. 549300XROQ4Y8G2L7682 50212V100 15923 NS USD 3478857.04 0.3128010688 Long EC CORP US N 1 N N N Mason Industrial Technology, Inc. N/A 57520Y205 26861 NS USD 262969.19 0.0236448474 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 16381 NS USD 820688.1 0.0737920851 Long EC CORP US N 1 N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 15137NAA1 205000 PA USD 192293.57 0.0172900563 Long DBT CORP US N 2 2024-06-15 Fixed 9.5 N N N N N N Century Aluminum Company 549300U5ODNGEYWKSW73 156431AQ1 815000 PA USD 504789 0.0453880504 Long DBT CORP US N 2 2028-05-01 Fixed 2.75 N N N N N Century Aluminum Company USD XXXX N N N Cerevel Therapeutics Holdings, Inc. N/A 15678U128 -1830 NS USD -51715.8 -0.0046500208 Short EC CORP US N 1 N N N Cerevel Therapeutics Holdings, Inc. N/A 15678UAA0 105000 PA USD 97524.84 0.0087689358 Long DBT CORP US N 2 2027-08-15 Fixed 2.5 N N N N N Cerevel Therapeutics Holdings, Inc. USD XXXX N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 -103859 NS USD -5203335.9 -0.4678574061 Short EC CORP US N 1 N N N Monster Beverage 1990 Corporation 52990090AP0E7HCB6F33 61174X109 115829 NS USD 10072489.84 0.9056668761 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 30739 NS USD 7237190.16 0.6507312003 Long EC CORP US N 1 N N N Neuberger Berman Loan Advisers CLO 44, Ltd. 549300HMTDFWN3B2DI35 64134EAA2 940000 PA USD 802800.42 0.0721837162 Long ABS-CBDO CORP US N 2 2034-10-16 Floating 8.74 N N N N N N Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 715ESC018 30920 NS USD 3092 0.0002780169 Long EC CORP US N 3 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 380000 PA USD 210646.65 0.0189402716 Long DBT CORP US N 2 2045-01-23 Fixed 6.38 N N N N N N Change Healthcare Finance, Inc. 549300GHXFJ3EKF50583 15911NAA3 1247000 PA USD 1241463.97 0.1116261037 Long DBT CORP US N 2 2025-03-01 Fixed 5.75 N N N N N N Change Healthcare Inc. 549300GS1BPJEDOZHM07 15912K100 165669 NS USD 4554240.81 0.4094940886 Long EC CORP US N 1 N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 161175BM5 60000 PA USD 48858.74 0.0043931285 Long DBT CORP US N 2 2038-04-01 Fixed 5.38 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 161175BR4 110000 PA USD 101280.88 0.0091066598 Long DBT CORP US N 2 2029-03-30 Fixed 5.05 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 161175BT0 10000 PA USD 7227.75 0.0006498824 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 161175CE2 30000 PA USD 18984.95 0.0017070298 Long DBT CORP US N 2 2042-03-01 Fixed 3.5 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 5137 NS USD 1558308.95 0.1401151871 Long EC CORP US N 1 N N N The Chefs' Warehouse, Inc. 549300JYEDC8C547E980 163086AB7 3870000 PA USD 3871006.2 0.3480611198 Long DBT CORP US N 2 2024-12-01 Fixed 1.88 N N N N N The Chefs' Warehouse, Inc. USD XXXX N N N ChemoCentryx, Inc. 529900YTTXUSFQTAKY40 16383L106 5555 NS USD 286971.3 0.0258029946 Long EC CORP US N 1 N N N Chenango Park CLO, Ltd N/A 16410LAA1 1000000 PA USD 810042 0.0728348422 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 8.31 N N N N N N Pool Corporation 5493005VZK1KMN6CO617 73278L105 9419 NS USD 2997219.99 0.2694947236 Long EC CORP US N 1 N N N Pool Corporation 5493005VZK1KMN6CO617 73278L105 -15444 NS USD -4914435.24 -0.4418809334 Short EC CORP US N 1 N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAN1 50000 PA USD 38406.48 0.0034533147 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAK5 30000 PA USD 27514.64 0.0024739760 Long DBT CORP US N 2 2028-10-15 Fixed 4.63 N N N N N N Tandem Diabetes Care, Inc. 549300JEPFOD0K4D3I05 875372203 -47400 NS USD -2268090 -0.2039350764 Short EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 22873 NS USD 606134.5 0.0545005205 Long EC CORP US N 1 N N N Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2004-2A N/A 16678RBE6 210814 PA USD 164099.56 0.0147549949 Long ABS-MBS CORP US N 2 2035-05-25 Variable 2.7 N N N N N N CHL Mortgage Pass-Through Trust 2007-13 N/A 17025JAA1 984679.03 PA USD 534445.87 0.0480546448 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 N N N N N N Churchill Capital Corp VII N/A 17144M102 41271 NS USD 405693.93 0.0364779275 Long EC CORP US N 1 N N N Churchill Capital Corp VII N/A 17144M201 8041 NS USD 79204.65 0.0071216779 Long EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 -1164 NS USD -30846 -0.0027735149 Short EC CORP US N 1 N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826C839 63092 NS USD 11208293.8 1.0077925710 Long EC CORP US N 1 N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A 900000 PA 629453.84 0.0565972765 Long DBT CORP DE N 2 2026-04-30 Fixed 1 N N N N N Delivery Hero SE EUR XXXX N N N Just Eat Takeaway.Com N.V. 724500FVZIBSSQ7SHI95 N/A 12610 NS 195231.69 0.0175542371 Long EC CORP NL Y 2 N N N Cinemark Holdings, Inc. 549300LL2QMPTYIE0K55 17243V102 -98511 NS USD -1192968.21 -0.1072656125 Short EC CORP US N 1 N N N Cinemark Holdings, Inc. 549300LL2QMPTYIE0K55 17243VAB8 1932000 PA USD 2192530.2 0.1971411248 Long DBT CORP US N 2 2025-08-15 Fixed 4.5 N N N N N Cinemark Holdings, Inc. USD XXXX N N N Just Eat Takeaway.Com N.V. 724500FVZIBSSQ7SHI95 N/A -3284 NS -50843.84 -0.0045716186 Short EC CORP NL Y 2 N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A 7210 NS 262499.67 0.0236026305 Long EC CORP DE Y 2 N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A -7793 NS -283725.38 -0.0255111380 Short EC CORP DE Y 2 N N N Aon Global Limited 635400FALWQYX5E6QC64 N/A 7983 NS USD 2138406.21 0.1922745719 Long EC CORP IE N 1 N N N Aon Global Limited 635400FALWQYX5E6QC64 N/A -3065 NS USD -821021.55 -0.0738220673 Short EC CORP IE N 1 N N N Colonnade Acquisition Corp. II N/A N/A 40955 NS USD 406273.6 0.0365300485 Long EC CORP KY N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967EW7 201000 PA USD 236255.22 0.0212428635 Long DBT CORP US N 2 2039-07-15 Fixed 8.13 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JM4 950000 PA USD 864857.57 0.0777635784 Long DBT CORP US N 2 2500-12-31 Fixed 5.95 N N N N N N Citigroup Mortgage Loan Trust Series 2007 AHL3 N/A 17312GAA9 2589328.11 PA USD 1860867 0.1673196627 Long ABS-CBDO CORP US N 2 2045-07-25 Floating 3.14 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC27 N/A 17323CAN7 291000 PA USD 258756.04 0.0232660224 Long ABS-MBS CORP US N 2 2025-01-10 Variable 4.57 N N N N N N DHC Acquisition Corporation N/A N/A 27639 NS USD 273349.71 0.0245782107 Long EC CORP KY N 1 N N N Herbalife Nutrition Ltd. 549300BA7TYPBSZZIA41 N/A 21260 NS USD 422861.4 0.0380215388 Long EC CORP KY N 1 N N N Citigroup Commercial Mortgage Trust 2018-TBR N/A 17326MAQ5 524000 PA USD 497883.42 0.0447671359 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.47 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAY2 2521950 PA USD 151199.48 0.0135950855 Long ABS-CBDO CORP US N 2 2051-03-10 Variable 1.58 N N N N N N Herbalife Nutrition Ltd. 549300BA7TYPBSZZIA41 N/A -3560 NS USD -70808.4 -0.0063667299 Short EC CORP KY N 1 N N N Kismet Acquisition Three Corp. N/A N/A 13446 NS USD 133115.4 0.0119690573 Long EC CORP KY N 1 N N N Citigroup Commercial Mortgage Trust 2020-555 N/A 17328EAN8 500000 PA USD 327725.2 0.0294673773 Long ABS-MBS CORP US N 2 2029-12-12 Variable 3.62 N N N N N N Class Acceleration Corp. N/A 18274B106 11099 NS USD 109658.12 0.0098598985 Long EC CORP US N 1 N N N Macondray Capital Acquisition Corp. I N/A N/A 19175 NS USD 191941.75 0.0172584225 Long EC CORP KY N 1 N N N McDermott International, Inc. ZAKWBIG8QLOPMZ888610 N/A 469340.7612 NS USD 211203.34 0.0189903263 Long EC CORP BM N 1 N N N Cloudflare, Inc. 5493007DY18BGNLDWU14 18915M107 -1484 NS USD -82080.04 -0.0073802183 Short EC CORP US N 1 N N N Cloudflare, Inc. 5493007DY18BGNLDWU14 18915MAC1 651000 PA USD 509317.66 0.0457952444 Long DBT CORP US N 2 2026-08-15 Fixed 0 N N N N N Cloudflare, Inc. USD XXXX N N N Coherus Biosciences, Inc. 5493007IL8W5MV932D26 19249H103 -66608 NS USD -640102.88 -0.0575547839 Short EC CORP US N 1 N N N Coherus Biosciences, Inc. 5493007IL8W5MV932D26 19249HAB9 1882000 PA USD 1489540.89 0.1339319142 Long DBT CORP US N 2 2026-04-15 Fixed 1.5 N N N N N Coherus Biosciences, Inc. USD XXXX N N N Lealand Finance Company B.V. N/A N5200EAB7 382725.5 PA USD 190884.34 0.0171633456 Long LON CORP US N 2 2025-06-30 Floating 3.37 N N N N N N Lealand Finance Company B.V. N/A N5200EAC5 7362.69 PA USD 4417.62 0.0003972098 Long LON CORP US N 2 2024-06-28 Floating 5.52 N N N N N N Collegium Pharmaceutical, Inc. 54930049FXZMTLW8D496 19459J104 -29865 NS USD -478437.3 -0.0430186401 Short EC CORP US N 1 N N N Collegium Pharmaceutical, Inc. 54930049FXZMTLW8D496 19459JAA2 1545000 PA USD 1332817.43 0.1198401406 Long DBT CORP US N 2 2026-02-15 Fixed 2.63 N N N N N Collegium Pharmaceutical, Inc. USD XXXX N N N Cologix Data Centers US Issuer LLC N/A 19521UAE3 1500000 PA USD 1340837.25 0.1205612418 Long ABS-CBDO CORP US N 2 2026-12-28 Fixed 5.99 N N N N N N Presidencia de la Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 200000 PA USD 121639 0.0109371580 Long DBT NUSS US N 2 2045-06-15 Fixed 5 N N N N N N Presidencia de la Republica de Colombia 549300MHDRBVRF6B9117 195325EA9 200000 PA USD 113299.6 0.0101873217 Long DBT NUSS US N 2 2042-02-22 Fixed 4.13 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 197677AG2 50000 PA USD 51757.46 0.0046537666 Long DBT CORP US N 2 2025-06-15 Fixed 7.69 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 197677AH0 170000 PA USD 174649.67 0.0157036069 Long DBT CORP US N 2 2095-11-15 Fixed 7.5 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030N101 92560 NS USD 2714784.8 0.2440995929 Long EC CORP US N 1 N N N COMM 2018-HCLV Mortgage Trust N/A 20048KAG2 1000000 PA USD 856811.2 0.0770400899 Long ABS-MBS CORP US N 2 2033-09-15 Floating 4.99 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAD5 60000 PA USD 43663.38 0.0039259883 Long DBT CORP US N 2 2049-10-01 Fixed 3.82 N N N N N N Commscope, Inc. 549300Z6K4JXMFE8QY54 203372AX5 10000 PA USD 8152.74 0.0007330528 Long DBT CORP US N 2 2029-09-01 Fixed 4.75 N N N N N N Compass, Inc. N/A 20464U100 -436998 NS USD -1013835.36 -0.0911589009 Short EC CORP US N 1 N N N Computer Services, Inc. N/A 20539A105 14700 NS USD 819525 0.0736875051 Long EC CORP US N 1 N N N Concord Acquisition Corp. II N/A 20607U108 45161 NS USD 437610.09 0.0393476657 Long EC CORP US N 1 N N N Confluent, Inc. 254900MRZ83YWUV7SN74 20717M103 -9685 NS USD -230212.45 -0.0206995285 Short EC CORP US N 1 N N N Confluent, Inc. 254900MRZ83YWUV7SN74 20717MAA1 1676000 PA USD 1221490.59 0.1098301993 Long DBT CORP US N 2 2027-01-15 Fixed 0 N N N N N Confluent, Inc. USD XXXX N N N Connecticut Avenue Securities Trust 2022-R03 B1V7KEBTPIMZEU4LTD58 20753XAJ3 1000000 PA USD 988450.9 0.0888764598 Long ABS-MBS USGA US N 2 2042-03-25 Floating 12.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 20754CAB5 125956.52 PA USD 124155.06 0.0111633893 Long ABS-MBS USGA US N 2 2040-01-25 Floating 5.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 20754HAD0 114253.93 PA USD 114253.16 0.0102730610 Long ABS-MBS USGA US N 2 2039-07-25 Floating 7.18 N N N N N N Connecticut Avenue Securities Trust 2021-R01 B1V7KEBTPIMZEU4LTD58 20754LAJ8 1250000 PA USD 1109382.13 0.0997499788 Long ABS-MBS USGA US N 2 2041-12-26 Floating 8.28 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AQ4 100000 PA USD 71143.53 0.0063968631 Long DBT CORP US N 2 2044-06-01 Fixed 4.9 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 90000 PA USD 81339.2 0.0073136057 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N Conyers Park III Acquisition Corp. N/A 21289P102 20563 NS USD 199872.36 0.0179715025 Long EC CORP US N 1 N N N Copa Holdings, S.A. 529900BB9UQJV6QQHA59 21720AAB8 2672000 PA USD 3900558.88 0.3507183459 Long DBT CORP US N 2 2025-04-15 Fixed 4.5 N N N N N Copa Holdings, S.A. USD XXXX N N N Coty Inc. 549300BO9IWPF3S48F93 222070AB0 35000 PA USD 32230.15 0.0028979706 Long DBT CORP US N 2 2026-04-15 Fixed 6.5 N N N N N N Coupa Software Incorporated 549300Q95ICR2GFL2K37 22266L106 -5560 NS USD -326928 -0.0293956971 Short EC CORP US N 1 N N N Coupa Software Incorporated 549300Q95ICR2GFL2K37 22266LAC0 2008000 PA USD 1699270 0.1527896853 Long DBT CORP US N 2 2025-06-15 Fixed 0.13 N N N N N Coupa Software Incorporated USD XXXX N N N Coupa Software Incorporated 549300Q95ICR2GFL2K37 22266LAF3 1683000 PA USD 1295257 0.1164628984 Long DBT CORP US N 2 2026-06-15 Fixed 0.38 N N N N N Coupa Software Incorporated USD XXXX N N N Covetrus, Inc. 5493009S30DUFCF75V87 22304C100 1952 NS USD 40757.76 0.0036647298 Long EC CORP US N 1 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AJ4 200000 PA USD 193750 0.0174210111 Long DBT CORP FR N 2 2500-12-31 Fixed 8.13 N N N N Y Credit Agricole SA USD XXXX N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HX1 95293 PA USD 18701.25 0.0016815209 Long DBT NUSS US N 2 2029-07-09 Fixed 1 N N N N N N Array Tech, Inc. 549300JM5FECYJQ85V37 04271T100 -51317 NS USD -850835.86 -0.0765028178 Short EC CORP US N 1 N N N Array Tech, Inc. 549300JM5FECYJQ85V37 04271TAA8 1354000 PA USD 1209419.88 0.1087448627 Long DBT CORP US N 2 2028-12-01 Fixed 1 N N N N N Array Tech, Inc. USD XXXX N N N Arrowroot Acquisition Corp. N/A 04282M102 35228 NS USD 345938.96 0.0311050656 Long EC CORP US N 1 N N N Arrowroot Acquisition Corp. N/A 04282M110 13614 NS USD 408.42 0.0000367230 Long EC CORP US N 1 N N N Artemis Strategic Investment Corp. N/A 04303A103 20370 NS USD 202681.5 0.0182240860 Long EC CORP US N 1 N N N Astrea Acquisition Corp. N/A 04637C106 20321 NS USD 199958.64 0.0179792603 Long EC CORP US N 1 N N N Athena Consumer Acquisition Corp. 549300I3J7Y1D6R3A720 04684M205 3959 NS USD 39787.95 0.0035775294 Long EC CORP US N 1 N N N Athlon Acquisition Corp. N/A 04748A106 19689 NS USD 194527.32 0.0174909037 Long EC CORP US N 1 N N N Atlantic Coastal Acquisition Corp. II N/A 04845A207 4548 NS USD 45661.92 0.0041056868 Long EC CORP US N 1 N N N Ault Disruptive Technologies Corporation N/A 05150A104 5978 NS USD 46568.62 0.0041872126 Long EC CORP US N 1 N N N Aurora Cannabis Inc. 549300F6VHCLKCUWDT34 05156XAG3 1338000 PA USD 1223361.5 0.1099984220 Long DBT CORP US N 2 2024-02-28 Fixed 5.5 N N N N N Aurora Cannabis Inc. USD XXXX N N N Avadel Pharmaceuticals Public Limited Company 549300E27PTSG2RHC762 05337M104 -64759 NS USD -324442.59 -0.0291722217 Short EC CORP IE N 1 N N N Avadel Finance Cayman Limited N/A 05337YAB4 1013000 PA USD 947836.75 0.0852246428 Long DBT CORP US N 2 2023-02-01 Fixed 4.5 N N N N N Avadel Pharmaceuticals Public Limited Company USD XXXX N N N Avadel Finance Cayman Limited N/A 05337YAC2 888000 PA USD 756465 0.0680174718 Long DBT CORP US N 2 2023-10-02 Fixed 4.5 N N N N N Avadel Pharmaceuticals Public Limited Company USD XXXX N N N Avalara, Inc. 549300Q16CMW239SS315 05338GAB2 2250000 PA USD 2172919.5 0.1953778308 Long DBT CORP US N 2 2026-08-01 Fixed 0.25 N N N N N Avalara, Inc. USD XXXX N N N Avaya Inc. J6LB5QIFSP2MFEFG4U76 053499AN9 2555000 PA USD 1636551.6 0.1471503669 Long DBT CORP US Y 2 2027-12-15 Fixed 8 N N N N N Avaya Holdings Corp. USD XXXX N N N Avaya Holdings Corp. 549300NZS2OZN6Q63A60 05351X101 -457323 NS USD -727143.57 -0.0653810385 Short EC CORP US N 1 N N N Pphm, Inc. 549300GRUS3ZMGP8MX22 05368M106 -56571 NS USD -1081637.52 -0.0972553251 Short EC CORP US N 1 N N N Avid SPV, LLC N/A 05369GAA6 1619000 PA USD 1813085.72 0.1630234139 Long DBT CORP US N 2 2026-03-15 Fixed 1.25 N N N N N Pphm, Inc. USD XXXX N N N Axonprime Infrastructure Acquisition Corporation N/A 05467C108 13 NS USD 125.84 0.0000113149 Long EC CORP US N 1 N N N BAC Capital Trust XIV 549300QO5OB3VGJT6S64 05518VAA3 610000 PA USD 451108.12 0.0405613397 Long DBT CORP US N 2 2500-12-31 Floating 4 N N N N N N B. A. T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBB0 110000 PA USD 96535.24 0.0086799561 Long DBT CORP US N 2 2027-08-15 Fixed 3.56 N N N N N N B. A. T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBF1 70000 PA USD 46452.66 0.0041767861 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BBCMS Trust 2018-CBM N/A 05549RAJ6 470000 PA USD 449473.69 0.0404143801 Long ABS-MBS CORP US N 2 2037-07-15 Floating 6.37 N N N N N N BHP Trust 2019-BXHP N/A 05550TAJ8 131600 PA USD 123097.82 0.0110683277 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.39 N N N N N N BSREP Commercial Mortgage Trust 2021-DC N/A 05591UAN7 350000 PA USD 306599.51 0.0275678630 Long ABS-MBS CORP US N 2 2023-08-15 Floating 6.67 N N N N N N BOA Acquisition Corp. N/A 05601A109 18114 NS USD 180053.16 0.0161894612 Long EC CORP US N 1 N N N BX Trust 2019-OC11 N/A 05606FAN3 252000 PA USD 193139.28 0.0173660983 Long ABS-MBS CORP US N 2 2029-12-11 Variable 4.08 N N N N N N BX Commercial Mortgage Trust 2019-IMC N/A 05608BAS9 481000 PA USD 443128.22 0.0398438278 Long ABS-MBS CORP US N 2 2034-04-17 Floating 6.42 N N N N N N BX Trust 2021-ARIA N/A 05608RAQ8 260000 PA USD 239865.21 0.0215674554 Long ABS-MBS CORP US N 2 2023-10-16 Floating 5.96 N N N N N N Bain Capital Credit CLO 2019-3, Limited 549300434Q955VK1W392 05683UAE6 500000 PA USD 419852 0.0377509489 Long ABS-CBDO CORP US N 2 2034-10-23 Floating 9.83 N N N N N N Bain Capital Credit CLO 2022-3 Ltd N/A 05684QAA2 500000 PA USD 413928.5 0.0372183380 Long ABS-CBDO CORP US N 2 2035-07-17 Floating 8.49 N N N N N N Bain Capital Credit CLO N/A 05684VAA1 300000 PA USD 242528.1 0.0218068889 Long ABS-CBDO CORP US N 2 2034-10-20 Floating 9.21 N N N N N N Banco Davivienda S.A. 549300P161V4IPKAQS70 059501AD8 200000 PA USD 145369.4 0.0130708745 Long DBT CORP US N 2 2500-12-31 Fixed 6.65 N N N N N N Banco GNB Sudameris S.A. 549300SO7QUETMQD9D84 059593AE3 150000 PA USD 110051.1 0.0098952332 Long DBT CORP US N 2 2031-04-16 Fixed 7.5 N N N N N N Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte 549300QTVYRPFHS0J362 05962GAJ8 200000 PA USD 177655.55 0.0159738803 Long DBT CORP US N 2 2500-12-31 Fixed 7.63 N N N N N N Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte 549300QTVYRPFHS0J362 05973KAB3 250000 PA USD 196713.68 0.0176874901 Long DBT CORP US N 2 2500-12-31 Fixed 6.63 N N N N N N Bandwidth Inc. 549300QC70JB7MUGXM66 05988J103 -2175 NS USD -25882.5 -0.0023272223 Short EC CORP US N 1 N N N Bandwidth Inc. 549300QC70JB7MUGXM66 05988JAD5 1613000 PA USD 949786.02 0.0853999112 Long DBT CORP US N 2 2028-04-01 Fixed 0.5 N N N N N Bandwidth Inc. USD XXXX N N N Banc of America Funding 2015-R2 Trust 549300FIDVENGSO4CW78 05990TBE6 805820.77 PA USD 737934.88 0.0663513380 Long ABS-CBDO CORP US N 2 2027-07-28 Variable 3.36 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EH3 100000 PA USD 96875 0.0087105055 Long DBT CORP US N 2 2500-12-31 Fixed 6.25 N N N N N N Bank 2019-BNK17 N/A 065403AE7 1978000 PA USD 134579.16 0.0121006712 Long ABS-CBDO CORP US N 2 2052-04-17 Fixed 1.5 N N N N N N Bank 2021-BNK32 N/A 06542BBN6 1116926.76 PA USD 49297.35 0.0044325661 Long ABS-CBDO CORP US N 2 2054-04-17 Variable 0.89 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBA2 240000 PA USD 221700 0.0199341324 Long DBT CORP GB N 2 2500-12-31 Fixed 7.75 N N N Y Y Barclays PLC USD XXXX N N N Barings CLO Ltd 2018-III N/A 06760RAA5 500000 PA USD 415880 0.0373938069 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 8.46 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AF4 220000 PA USD 84336.78 0.0075831328 Long DBT CORP US N 2 2029-05-30 Fixed 7.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136AMMH9 243923304.7 PA USD 1980169.39 0.1780467247 Long ABS-CBDO USGA US N 2 2024-12-25 Variable 0.49 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B2XW7 3063426.2 PA USD 292983.63 0.0263435926 Long ABS-CBDO USGA US N 2 2048-08-25 Floating 3.17 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B4KD9 13472539.56 PA USD 371454.08 0.0333992550 Long ABS-CBDO USGA US N 2 2029-02-25 Variable 0.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B4TD0 9862440.38 PA USD 164878.31 0.0148250161 Long ABS-CBDO USGA US N 2 2029-05-25 Variable 0.44 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B5NX9 8612212.36 PA USD 257430.22 0.0231468115 Long ABS-CBDO USGA US N 2 2029-06-25 Variable 0.7 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 1020000 PA USD 385869.6 0.0346954249 Long DBT CORP US N 2 2030-01-30 Fixed 5.25 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AK3 620000 PA USD 231710.26 0.0208342039 Long DBT CORP US N 2 2029-02-15 Fixed 6.25 N N N N N N Belong Acquisition Corp. N/A 08069M102 2624 NS USD 25872.64 0.0023263357 Long EC CORP US N 1 N N N Benchmark 2018-B4 Mortgage Trust N/A 08161HAQ3 377000 PA USD 275512.32 0.0247726616 Long ABS-MBS CORP US N 2 2028-07-17 Variable 2.95 N N N N N N Benchmark 2019-B14 Mortgage Trust N/A 08162YAK8 17481441.94 PA USD 577130.58 0.0518926361 Long ABS-CBDO CORP US N 2 2062-12-15 Variable 0.9 N N N N N N Benchmark 2020-B18 Mortgage Trust N/A 08163ABP7 343000 PA USD 292301.89 0.0262822940 Long ABS-MBS CORP US N 2 2025-08-15 Fixed 3.76 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B6XA6 3708901.25 PA USD 300135.79 0.0269866783 Long ABS-CBDO USGA US N 2 2031-02-25 Variable 1.42 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B7FE6 27996508.1 PA USD 209660.25 0.0188515796 Long ABS-CBDO USGA US N 2 2029-11-25 Variable 0.22 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B7FZ9 3878991.13 PA USD 261382.33 0.0235021650 Long ABS-CBDO USGA US N 2 2031-03-25 Variable 1.26 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B9EB9 11957577.29 PA USD 739730.41 0.0665127829 Long ABS-CBDO USGA US N 2 2032-07-25 Variable 0.99 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B9EN3 14984014.72 PA USD 418810.7 0.0376573205 Long ABS-CBDO USGA US N 2 2027-12-25 Variable 0.89 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B9NV5 3638731.84 PA USD 238145.9 0.0214128638 Long ABS-CBDO USGA US N 2 2030-09-25 Variable 1.39 N N N N N N Benchmark 2021-B31 Mortgage Trust N/A 08163MAY3 617000 PA USD 334419.37 0.0300692829 Long ABS-MBS CORP US N 2 2054-12-17 Fixed 2.25 N N N N N N Bentley Systems, Incorporated 549300WVEHPGE0Z56F71 08265T208 -5440 NS USD -166409.6 -0.0149627019 Short EC CORP US N 1 N N N Bentley Systems, Incorporated 549300WVEHPGE0Z56F71 08265TAD1 1109000 PA USD 851014.44 0.0765188748 Long DBT CORP US N 2 2027-07-01 Fixed 0.38 N N N N N Bentley Systems, Incorporated USD XXXX N N N Berry Corporation (Bry) N/A 08579X101 3652 NS USD 27390 0.0024627690 Long EC CORP US N 1 N N N Berry Petroleum Company, LLC DQ2XTZKV7SILNNV77403 08580BAA4 70000 PA USD 61739.64 0.0055513133 Long DBT CORP US N 2 2026-02-15 Fixed 7 N N N N N N BigBear.ai Holdings, LLC 549300XGCF2ELN28CS63 08975B117 3477 NS USD 521.55 0.0000468951 Long EC CORP US N 1 N N N Bilander Acquisition Corp. N/A 09001T106 20863 NS USD 201745.21 0.0181398996 Long EC CORP US N 1 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239B109 -884 NS USD -52951.6 -0.0047611376 Short EC CORP US N 1 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239BAD1 550000 PA USD 445909.2 0.0400938793 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N Blackline, Inc. USD XXXX N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 093712AH0 2181000 PA USD 3071982.12 0.2762169527 Long DBT CORP US N 2 2025-08-15 Fixed 2.5 N N N N N Bloom Energy Corporation USD XXXX N N N Blue Racer Midstream, LLC N/A 095796AH1 50000 PA USD 48220.41 0.0043357331 Long DBT CORP US N 2 2025-12-15 Fixed 7.63 N N N N N N Bluerock Residential Growth REIT, Inc. 549300KWLV0TGICOUU26 09627J102 29323 NS USD 784097.02 0.0705020020 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023BY0 20000 PA USD 13680.08 0.0012300430 Long DBT CORP US N 2 2038-03-01 Fixed 3.55 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CM5 70000 PA USD 60811.51 0.0054678606 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CP8 90000 PA USD 63514.41 0.0057108916 Long DBT CORP US N 2 2035-02-01 Fixed 3.25 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CT0 300000 PA USD 292552.02 0.0263047844 Long DBT CORP US N 2 2025-05-01 Fixed 4.88 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CV5 140000 PA USD 122312.43 0.0109977094 Long DBT CORP US N 2 2040-05-01 Fixed 5.71 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CW3 170000 PA USD 148026.33 0.0133097721 Long DBT CORP US N 2 2050-05-01 Fixed 5.8 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CX1 30000 PA USD 25776.89 0.0023177264 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 160000 PA USD 147857.92 0.0132946295 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N Braemar Hotel & Resorts Inc. 549300JDUUEBN868C776 10482B101 -99662 NS USD -428546.6 -0.0385327230 Short EC CORP US N 1 N N N Braemar Hotel & Resorts Inc. 549300JDUUEBN868C776 10482BAB7 998000 PA USD 969851.41 0.0872040886 Long DBT CORP US N 2 2026-06-01 Fixed 4.5 N N N N N Braemar Hotel & Resorts Inc. USD XXXX N N N Braskem Idesa, S.A.P.I. YH0V7ZHY352ITDGEYB83 10554NAB4 300000 PA USD 200122.86 0.0179940261 Long DBT CORP US N 2 2032-02-20 Fixed 6.99 N N N N N N BRAVO Residential Funding Trust 2022-RPL1 N/A 10568PAA5 321700.24 PA USD 283540.29 0.0254944957 Long ABS-MBS CORP US N 2 2025-01-29 Fixed 3.13 N N N N N N Presidencia Da Republica Federativa Do Brasil 254900ZFY40OYEADAP90 105756BV1 210000 PA USD 203962.5 0.0183392670 Long DBT NUSS US N 2 2025-01-07 Fixed 4.25 N N N N N N Presidencia Da Republica Federativa Do Brasil 254900ZFY40OYEADAP90 105756BW9 830000 PA USD 605900 0.0544794355 Long DBT NUSS US N 2 2045-01-27 Fixed 5 N N N N N N Presidencia Da Republica Federativa Do Brasil 254900ZFY40OYEADAP90 105756CB4 500000 PA USD 341250 0.0306834582 Long DBT NUSS US N 2 2050-01-14 Fixed 4.75 N N N N N N Broadscale Acquisition Corp. N/A 11134Y119 2252 NS USD 93.01 0.0000083630 Long EC CORP US N 1 N N N BTRS Holdings Inc. 549300K51KDPS5MBVB54 11778X104 70201 NS USD 650061.26 0.0584501906 Long EC CORP US N 1 N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 10000 PA USD 7679.89 0.0006905365 Long DBT CORP US N 2 2032-02-01 Fixed 4.25 N N N N N N BX Trust 2017-APPL N/A 12433PAQ9 425000 PA USD 416827.42 0.0374789941 Long ABS-MBS CORP US N 2 2034-07-15 Floating 7.07 N N N N N N CCO Holdings, LLC N/A 1248EPBT9 50000 PA USD 45126.01 0.0040575005 Long DBT CORP US N 2 2027-05-01 Fixed 5.13 N N N N N N CCO Holdings, LLC N/A 1248EPCE1 10000 PA USD 7910.39 0.0007112619 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N CCO Holdings, LLC N/A 1248EPCN1 160000 PA USD 121951.37 0.0109652447 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N CCO Holdings, LLC N/A 1248EPCP6 140000 PA USD 101094.36 0.0090898889 Long DBT CORP US N 2 2034-01-15 Fixed 4.25 N N N N N N CCO Holdings, LLC N/A 1248EPCQ4 10000 PA USD 7803.55 0.0007016554 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N CDW Corp. 9845001B052ABF0B6755 12514G108 22741 NS USD 3549415.28 0.3191453057 Long EC CORP US N 1 N N N CF 2019-CF2 Mortgage Trust N/A 12528YAR4 3079600 PA USD 147497.13 0.0132621891 Long ABS-CBDO CORP US N 2 2052-11-18 Variable 1.08 N N N N N N C5 Acquisition Corporation N/A 12530D204 3476 NS USD 35524.72 0.0031942015 Long EC CORP US N 1 N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBJ8 135000 PA USD 65356.38 0.0058765121 Long DBT CORP US N 2 2029-04-15 Fixed 6.88 N N N N N N CIIG Capital Partners II, Inc. N/A 12561U109 24361 NS USD 241904.73 0.0217508386 Long EC CORP US N 1 N N N CIIG Capital Partners II, Inc. N/A 12561U208 13571 NS USD 134895.74 0.0121291364 Long EC CORP US N 1 N N N Clas 2019-1 Limited 549300OROZU0B82MDO61 12563CAA5 1000000 PA USD 155000 0.0139368089 Long ABS-CBDO CORP US N 3 2039-04-15 Variable 0 N N N N N N CIFC Funding 2021-I Ltd N/A 12563KAA7 500000 PA USD 424979.5 0.0382119875 Long ABS-CBDO CORP US N 2 2033-04-25 Floating 8.78 N N N N N N CSMC 2016-NXSR Commercial Mortgage Trust 549300XMRV4C4QGBZZ20 12597HAC0 556217.84 PA USD 551646.84 0.0496012682 Long ABS-MBS CORP US N 2 2022-12-15 Floating 9.94 N N N N N N XPO Cnw, Inc. N/A 12612WAB0 120000 PA USD 111411.62 0.0100175642 Long DBT CORP US N 2 2034-05-01 Fixed 6.7 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307AZ0 200000 PA USD 176763.4 0.0158936627 Long DBT CORP US N 2 2029-02-01 Fixed 6.5 N N N N N N ACCO Brands Corporation JCT8P4Y190IH4I1NX328 00081T108 -199720 NS USD -978628 -0.0879932348 Short EC CORP US N 1 N N N AGL CLO 6 LTD N/A 00119WAE7 210000 PA USD 175110.18 0.0157450136 Long ABS-CBDO CORP US N 2 2034-07-20 Floating 7.56 N N N N N N ASP AMC Merger Sub, Inc. 54930081QGNZXVDOZF63 00215JAA7 375000 PA USD 190071.65 0.0170902726 Long DBT CORP US N 2 2025-05-15 Fixed 8 N N N N N N AREIT 2019-CRE3 Trust N/A 00217LAJ1 350000 PA USD 336842.84 0.0302871889 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.05 N N N N N N Accelerate Acquisition Corp. N/A 00439D102 41123 NS USD 403827.86 0.0363101400 Long EC CORP US N 1 N N N Accelerate Acquisition Corp. N/A 00439D110 11041 NS USD 711.04 0.0000639331 Long EC CORP US N 1 N N N Accelerate Acquisition Corp. N/A 00439D201 20 NS USD 196.8 0.0000176953 Long EC CORP US N 1 N N N Ace Securities Corp. Home Equity Loan Trust, Series 2006-CW1 N/A 00441QAD1 2059800.7 PA USD 1603161.42 0.1441480923 Long ABS-CBDO CORP US N 2 2036-07-25 Floating 3.36 N N N N N N Achari Ventures Holdings Corp. I 549300WXLNJWTBJTI395 00444X101 18028 NS USD 181181.4 0.0162909067 Long EC CORP US N 1 N N N Aerie Pharmaceuticals, Inc. 529900SFXHDHUO324R09 00771V108 563 NS USD 8518.19 0.0007659122 Long EC CORP US N 1 N N N Aerie Pharmaceuticals, Inc. 529900SFXHDHUO324R09 00771VAB4 193000 PA USD 189544.91 0.0170429109 Long DBT CORP US N 2 2024-10-01 Fixed 1.5 N N N N N Aerie Pharmaceuticals, Inc. USD XXXX N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 150000 PA USD 113144.75 0.0101733984 Long DBT CORP US N 2 2032-01-30 Fixed 3.3 N N N N N N Affirm Holdings, Inc. N/A 00827B106 -1439 NS USD -26995.64 -0.0024273102 Short EC CORP US N 1 N N N Affirm Holdings, Inc. N/A 00827BAA4 1477000 PA USD 901408.67 0.0810500668 Long DBT CORP US N 2 2026-11-15 Fixed 0 N N N N N Affirm Holdings, Inc. USD XXXX N N N AI Candelaria (Spain), S.L.U 213800L5KA2MJ5FKRZ02 00870WAA4 250000 PA USD 170000.48 0.0152855755 Long DBT CORP US N 2 2033-06-15 Fixed 5.75 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066AB7 1666000 PA USD 1369550.29 0.1231429718 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N Airbnb, Inc. USD XXXX N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAJ5 819000 PA USD 749385 0.0673808743 Long ABS-MBS CORP US N 2 2023-04-17 Floating 6.82 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609W102 31564 NS USD 2524804.36 0.2270175214 Long EC CORP KY N 1 N N N Allison Systems, Inc. 529900RP7DJ882LI9T83 01973R101 -40852 NS USD -1379163.52 -0.1240073444 Short EC CORP US N 1 N N N Alpha Holding, S.A. de C.V 549300R872G37EN6NT94 02074AAB0 235866.22 PA USD 12105.78 0.0010884899 Long DBT CORP US Y 2 2025-02-10 Fixed 0 Y N N N N N Altair Engineering Inc. 549300FJ89HZ6GU9S994 021369AB9 783000 PA USD 701209.39 0.0630491694 Long DBT CORP US N 2 2027-06-15 Fixed 1.75 N N N N N Altair Engineering Inc. USD XXXX N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156B103 -490 NS USD -27361.6 -0.0024602154 Short EC CORP US N 1 N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156BAD5 570000 PA USD 514650.72 0.0462747659 Long DBT CORP US N 2 2024-08-01 Fixed 0.5 N N N N N Alteryx, Inc. USD XXXX N N N Altice France Holding S.A. 5493001ZMCICV4N02J21 02156LAC5 200000 PA USD 158344.27 0.0142375086 Long DBT CORP US N 2 2028-01-15 Fixed 5.5 N N N N N N Altice France Holding S.A. 5493001ZMCICV4N02J21 02156LAH4 200000 PA USD 150468.73 0.0135293802 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N Altenergy Acquisition Corp. N/A 02157M207 5935 NS USD 59884.15 0.0053844771 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 21000 PA USD 20261.24 0.0018217873 Long DBT CORP US N 2 2026-02-14 Fixed 4.4 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 80000 PA USD 69300.22 0.0062311221 Long DBT CORP US N 2 2039-02-14 Fixed 5.8 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 10000 PA USD 8297.91 0.0007461057 Long DBT CORP US N 2 2049-02-14 Fixed 5.95 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBG7 161000 PA USD 139687.88 0.0125600212 Long DBT CORP US N 2 2059-02-14 Fixed 6.2 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 10000 PA USD 7051.25 0.0006340124 Long DBT CORP US N 2 2032-02-04 Fixed 2.45 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135AQ9 40000 PA USD 38542.76 0.0034655683 Long DBT CORP US N 2 2044-12-05 Fixed 4.95 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BJ4 80000 PA USD 68053.51 0.0061190243 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BU9 590000 PA USD 349556.9 0.0314303723 Long DBT CORP US N 2 2060-06-03 Fixed 2.7 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CB0 220000 PA USD 153700.53 0.0138199672 Long DBT CORP US N 2 2051-05-12 Fixed 3.1 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CK0 390000 PA USD 310709.49 0.0279374115 Long DBT CORP US N 2 2062-04-13 Fixed 4.1 N N N N N N American Beverage Co Ambev 549300TH5Q6VRP8OT012 02319V103 1532909 NS USD 4338132.47 0.3900627297 Long EC CORP BR N 1 N N N American Airlines Group Inc. N/A 02376R102 -53276 NS USD -641443.04 -0.0576752842 Short EC CORP US N 1 N N N American Airlines Group Inc. N/A 02376RAF9 1233000 PA USD 1256710.59 0.1129970020 Long DBT CORP US N 2 2025-07-01 Fixed 6.5 N N N N N American Airlines Group Inc. USD XXXX N N N Amprius Technologies, Inc. N/A 03214Q116 15314 NS USD 4900.48 0.0004406261 Long EC CORP US N 1 N N N AMSR 2020-SFR5 Trust N/A 03217JAH4 5000000 PA USD 4544796 0.4086448595 Long ABS-CBDO CORP US N 2 2025-11-19 Fixed 4.11 N N N N N N Amyris, Inc. 549300BG17WCUK6EIM58 03236M200 -177279 NS USD -517654.68 -0.0465448667 Short EC CORP US N 1 N N N Amyris, Inc. 549300BG17WCUK6EIM58 03236MAH4 2542000 PA USD 1290837.77 0.1160655438 Long DBT CORP US N 2 2026-11-15 Fixed 1.5 N N N N N Amyris, Inc. USD XXXX N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBV9 10000 PA USD 9414.81 0.0008465317 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBW7 40000 PA USD 38527.2 0.0034641692 Long DBT CORP US N 2 2059-01-23 Fixed 5.8 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AS9 110000 PA USD 93094.28 0.0083705625 Long DBT CORP US N 2 2040-06-01 Fixed 4.35 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AT7 170000 PA USD 139781.96 0.0125684804 Long DBT CORP US N 2 2050-06-01 Fixed 4.5 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411AR6 40000 PA USD 36459.58 0.0032782593 Long DBT CORP US N 2 2037-01-15 Fixed 6 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411AW5 420000 PA USD 340015.2 0.0305724313 Long DBT CORP US N 2 2040-09-01 Fixed 5.1 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411AY1 110000 PA USD 89691 0.0080645569 Long DBT CORP US N 2 2042-02-01 Fixed 5.25 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BA2 320000 PA USD 240256 0.0216025932 Long DBT CORP US N 2 2043-04-15 Fixed 4.75 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BC8 90000 PA USD 64625 0.0058107502 Long DBT CORP US N 2 2044-01-15 Fixed 4.25 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BG9 80000 PA USD 62669.66 0.0056349360 Long DBT CORP US N 2 2049-07-01 Fixed 5.35 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 03746AAA8 610000 PA USD 622826.12 0.0560013458 Long DBT CORP US N 2 2029-12-15 Fixed 7.75 N N N N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753U106 -9662 NS USD -659914.6 -0.0593361526 Short EC CORP US N 1 N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753UAB2 441000 PA USD 861674.31 0.0774773559 Long DBT CORP US N 2 2026-09-15 Fixed 3.5 N N N N N Apellis Pharmaceuticals, Inc. USD XXXX N N N Apidos CLO XXIV 549300PPHIOJQEKPJH29 03762XAD1 500000 PA USD 409226 0.0367955132 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 8.51 N N N N N N Arbor Multifamily Mortgage Securities Trust 2021-MF3 N/A 03882KBC5 273000 PA USD 165771.28 0.0149053074 Long ABS-MBS CORP US N 2 2054-10-16 Fixed 2 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AZ1 1156000 PA USD 1051944.97 0.0945855225 Long DBT CORP US N 2 2025-08-01 Fixed 7.5 N N N N N Arbor Realty Trust, Inc. USD XXXX N N N Arcbest Corporation 5493006S3KBNE8ZS3J23 03937C105 -18813 NS USD -1368269.49 -0.1230278089 Short EC CORP US N 1 N N N Ardagh Packaging Finance Public Limited Company 6354001JXMLKNZDZR978 03969AAR1 210000 PA USD 130696.76 0.0117515856 Long DBT CORP US N 2 2027-08-15 Fixed 5.25 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HS2 599228 PA USD 120594.64 0.0108432545 Long DBT NUSS US N 2 2030-07-09 Fixed 0.5 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HT0 661469 PA USD 120718.09 0.0108543545 Long DBT NUSS US N 2 2035-07-09 Fixed 1.5 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HU7 308448.36 PA USD 62075.23 0.0055814878 Long DBT NUSS US N 2 2038-01-09 Fixed 3.88 N N N N N N EVO Payments, Inc. 549300Z5UL344C8KEC55 26927E104 59107 NS USD 1968263.1 0.1769761719 Long EC CORP US N 1 N N N GCM Grosvenor Inc. N/A 36831E116 39911 NS USD 23547.49 0.0021172701 Long EC CORP US N 1 N N N Heliogen, Inc. N/A 42329E113 1063 NS USD 233.86 0.0000210275 Long EC CORP US N 1 N N N Invesco QQQ Trust 549300VY6FEJBCIMET58 46090E103 24736 NS USD 6610943.36 0.5944222845 Long EC RF US N 1 N N N Sizzle Acquisition Corp. N/A 83014E109 27383 NS USD 275472.98 0.0247691243 Long EC CORP US N 1 N N N SoFi Professional Loan Program 2018-A LLC 5493002WMPR84WZ75V46 83406E105 21000 PA USD 403558.81 0.0362859484 Long ABS-CBDO CORP US Y 2 2042-02-25 Fixed 0 N N N N N N SoFi Professional Loan Program 2018-A LLC 5493002WMPR84WZ75V46 83406E303 6218 PA USD 119491.84 0.0107440964 Long ABS-CBDO CORP US N 2 2042-02-25 Fixed 0 N N N N N N Terminix Global Holdings, Inc. 549300GS10644JGL8R77 88087E100 35803 NS USD 1370896.87 0.1232640495 Long EC CORP US N 1 N N N Turquoise Hill Resources Ltd. 549300R80B2163QFEC16 900435207 18396 NS USD 543969.72 0.0489109808 Long EC CORP CA N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 904311107 312601 NS USD 2078796.65 0.1869147845 Long EC CORP US N 1 N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 911163103 -75247 NS USD -2586239.39 -0.2325414457 Short EC CORP US N 1 N N N United States Steel Corporation JNLUVFYJT1OZSIQ24U47 912909108 -147235 NS USD -2667898.2 -0.2398837891 Short EC CORP US N 1 N N N Veeco Instruments Inc. 5493004201F72ADDZW04 922417100 -116465 NS USD -2133638.8 -0.1918459107 Short EC CORP US N 1 N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 928298108 -5421 NS USD -96439.59 -0.0086713557 Short EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 928563402 34441 NS USD 3666588.86 0.3296809559 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 11484 NS USD 265969.44 0.0239146145 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corporation 06BTX5UWZD0GQ5N5Y745 929740108 13920 NS USD 1132392 0.1018189089 Long EC CORP US N 1 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746101 51740 NS USD 2080982.8 0.1871113520 Long EC CORP US N 1 N N N Werner Enterprises, Inc. 549300P6XRGOCHHJST37 950755108 -35332 NS USD -1328483.2 -0.1194504287 Short EC CORP US N 1 N N N Zimmer Energy Transition Acquisition Corp. N/A 989570106 11996 NS USD 117320.88 0.0105488947 Long EC CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AJ7 210000 PA USD 180598.08 0.0162384576 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 250000 PA USD 197093.5 0.0177216415 Long DBT CORP US N 2 2031-04-01 Fixed 4.19 N N N Y Y Credit Suisse Group AG USD XXXX N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AR9 1010000 PA USD 712576.68 0.0640712581 Long DBT CORP US N 2 2500-12-31 Fixed 5.25 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AX6 430000 PA USD 423117.37 0.0380445543 Long DBT CORP US N 2 2500-12-31 Fixed 9.75 N N N N N N Credivalores - Crediservicios S.A. 54930036B12A3G2SIW61 22555LAB2 200000 PA USD 79623.19 0.0071593108 Long DBT CORP US N 2 2025-02-07 Fixed 8.88 N N N N N N CrowdStrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 -23689 NS USD -3904184.09 -0.3510443063 Short EC CORP US N 1 N N N Crucible Acquisition Corporation N/A 22877P108 23718 NS USD 236231.28 0.0212407110 Long EC CORP US N 1 N N N Cutera, Inc. 529900NPKPEWJWR21Z42 232109AB4 584000 PA USD 911565.6 0.0819633261 Long DBT CORP US N 2 2026-03-15 Fixed 2.25 N N N N N Cutera, Inc. USD XXXX N N N Cutera, Inc. 529900NPKPEWJWR21Z42 232109AC2 1281000 PA USD 1370106.36 0.1231929708 Long DBT CORP US N 2 2028-06-01 Fixed 2.25 N N N N N Cutera, Inc. USD XXXX N N N D And Z Media Acquisition Corp. N/A 23305Q106 2944 NS USD 29057.28 0.0026126823 Long EC CORP US N 1 N N N DCP Midstream, LP VQOHU6HCVU6YY1KUKU03 23311PAA8 120000 PA USD 118542.94 0.0106587761 Long DBT CORP US N 2 2500-12-31 Fixed 7.38 N N N N N N DCP Midstream, LP VQOHU6HCVU6YY1KUKU03 23311RAA4 130000 PA USD 125797.32 0.0113110529 Long DBT CORP US N 2 2037-09-15 Fixed 6.75 N N N N N N DA32 Life Science Tech Acquisition Corp. N/A 23312M106 7370 NS USD 71415.3 0.0064212993 Long EC CORP US N 1 N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 -12880 NS USD -867468 -0.0779982950 Short EC CORP US N 1 N N N DOLP Trust 2021-NYC N/A 23345LAN9 375000 PA USD 258213.56 0.0232172454 Long ABS-MBS CORP US N 2 2031-05-12 Fixed 3.7 N N N N N N DOLP Trust 2021-NYC N/A 23345LAQ2 375000 PA USD 243691.46 0.0219114923 Long ABS-MBS CORP US N 2 2031-05-12 Fixed 3.7 N N N N N N Danimer Scientific, Inc. 549300L6Q02MAX72BH35 236272AA8 763000 PA USD 432449.33 0.0388836365 Long DBT CORP US N 2 2026-12-15 Fixed 3.25 N N N N N Danimer Scientific, Inc. USD XXXX N N N Dealer Tire, LLC 549300XTS06OMOCRSE50 24229JAA1 235000 PA USD 207376.5 0.0186462364 Long DBT CORP US N 2 2028-02-01 Fixed 8 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 120000 PA USD 111899.65 0.0100614454 Long DBT CORP US N 2 2024-10-28 Fixed 2.9 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 300000 PA USD 302250 0.0271767773 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N Desktop Metal Operating, Inc. 254900C3ZY0EFO5PGJ27 25058X105 -367354 NS USD -951446.86 -0.0855492454 Short EC CORP US N 1 N N N Desktop Metal Operating, Inc. 254900C3ZY0EFO5PGJ27 25058XAC9 662000 PA USD 1077696.28 0.0969009489 Long DBT CORP US N 2 2027-05-15 Fixed 6 N N N N N Desktop Metal Operating, Inc. USD XXXX N N N Detroit, City of 549300BQRJP7MKKHOY28 251093S84 60000 PA USD 43236.85 0.0038876369 Long DBT MUN US N 2 2044-04-01 Fixed 4 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 251799AA0 30000 PA USD 33081.86 0.0029745520 Long DBT CORP US N 2 2032-04-15 Fixed 7.95 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAU7 250000 PA USD 208267.23 0.0187263263 Long DBT CORP US N 2 2045-06-15 Fixed 5 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAV5 20000 PA USD 20181.19 0.0018145896 Long DBT CORP US N 2 2025-12-15 Fixed 5.85 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBB8 150000 PA USD 154172.19 0.0138623764 Long DBT CORP US N 2 2023-08-01 Fixed 8.25 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBD4 32000 PA USD 31733.9 0.0028533503 Long DBT CORP US N 2 2027-10-15 Fixed 5.25 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBE2 39000 PA USD 39074.46 0.0035133760 Long DBT CORP US N 2 2028-06-15 Fixed 5.88 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBF9 26000 PA USD 23786.33 0.0021387454 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N Devon Financing Corporation, U.L.C. N/A 25179SAD2 80000 PA USD 87904.32 0.0079039078 Long DBT CORP US N 2 2031-09-30 Fixed 7.88 N N N N N N Diamondhead Holdings Corp. 549300HWN3ECTEH7I380 25278L105 33193 NS USD 327614.91 0.0294574606 Long EC CORP US N 1 N N N Digital Transformation Opportunities Corp. N/A 25401K107 28815 NS USD 282963.3 0.0254426157 Long EC CORP US N 1 N N N Digital Transformation Opportunities Corp. N/A 25401K206 780 NS USD 7651.8 0.0006880108 Long EC CORP US N 1 N N N DigitalOcean Holdings, Inc. 549300EPISPY3RE3DL21 25402D102 -6338 NS USD -229245.46 -0.0206125817 Short EC CORP US N 1 N N N DigitalOcean Holdings, Inc. 549300EPISPY3RE3DL21 25402DAA0 2823000 PA USD 2070605.57 0.1861782844 Long DBT CORP US N 2 2026-12-01 Fixed 0 N N N N N DigitalOcean Holdings, Inc. USD XXXX N N N Direct Selling Acquisition Corp. N/A 25460L202 5000 NS USD 50550 0.0045451980 Long EC CORP US N 1 N N N Dish Network Corporation 529900U350CWHH15G169 25470M109 -12236 NS USD -169223.88 -0.0152157476 Short EC CORP US N 1 N N N Dish Network Corporation 529900U350CWHH15G169 25470MAB5 762000 PA USD 523214.35 0.0470447638 Long DBT CORP US N 2 2026-08-15 Fixed 3.38 N N N N N Dish Network Corporation USD XXXX N N N Dish Network Corporation 529900U350CWHH15G169 25470MAD1 580000 PA USD 516533.5 0.0464440559 Long DBT CORP US N 2 2024-03-15 Fixed 2.38 N N N N N Dish Network Corporation USD XXXX N N N Dish Network Corporation 529900U350CWHH15G169 25470MAF6 526000 PA USD 345033.38 0.0310236405 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N Dish Network Corporation USD XXXX N N N DISH DBS Corporation N/A 25470XBD6 50000 PA USD 29380.04 0.0026417032 Long DBT CORP US N 2 2029-06-01 Fixed 5.13 N N N N N N DISH DBS Corporation N/A 25470XBE4 40000 PA USD 33014.74 0.0029685169 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N Docuformas, S.A.P.I. de C.V. 549300HM88E943FM9K17 25615WAB9 200000 PA USD 59900.56 0.0053859526 Long DBT CORP US Y 2 2024-07-24 Fixed 10.25 N N N N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 256163AD8 138000 PA USD 129345.88 0.0116301213 Long DBT CORP US N 2 2024-01-15 Fixed 0 N N N N N DocuSign, Inc. USD XXXX N N N Presidencia de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEB0 200000 PA USD 143750 0.0129252663 Long DBT NUSS US N 2 2049-06-05 Fixed 6.4 N N N N N N Presidencia de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEE4 210000 PA USD 137812.5 0.0123913966 Long DBT NUSS US N 2 2060-01-30 Fixed 5.88 N N N N N N Dryden 40 Senior Loan Fund 549300BH0PFEW6WVTN52 26244FAG2 500000 PA USD 381833.5 0.0343325194 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 8.66 N N N N N N Dryden 95 CLO Ltd N/A 262485AC9 520000 PA USD 397323.16 0.0357252706 Long ABS-CBDO CORP US N 2 2034-08-21 Variable 0 N N N N N N DCP Midstream, LLC VQOHU6HCVU6YY1KUKU03 26439XAH6 40000 PA USD 36398.83 0.0032727970 Long DBT CORP US N 2 2036-11-03 Fixed 6.45 N N N N N N Doximity, Inc. N/A 26622P107 101145 NS USD 3056601.9 0.2748340419 Long EC CORP US N 1 N N N Dye & Durham Limited N/A 267488AA2 2265000 PA 1287164.73 0.1157352828 Long DBT CORP CA N 2 2026-03-01 Fixed 3.75 N N N N N Dye & Durham Limited CAD XXXX N N N Dynavax Technologies Corporation 549300T5URIXWDILX594 268158AD4 1965000 PA USD 2492288.1 0.2240938252 Long DBT CORP US N 2 2026-05-15 Fixed 2.5 N N N N N Dynavax Technologies Corporation USD XXXX N N N EG Acquisition Corp. N/A 26846A118 6370 NS USD 796.25 0.0000715947 Long EC CORP US N 1 N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAG4 200000 PA USD 206422.64 0.0185604702 Long DBT CORP US N 2 2030-02-01 Fixed 7 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAL3 220000 PA USD 205708.61 0.0184962683 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAM1 200000 PA USD 182372.45 0.0163979999 Long DBT CORP US N 2 2026-05-15 Fixed 3.13 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAN9 50000 PA USD 41727.35 0.0037519103 Long DBT CORP US N 2 2031-05-15 Fixed 3.63 N N N N N N Eagle Bulk Shipping Inc. 549300EC4INNZBWR8W37 269442AB5 1976000 PA USD 2837259.36 0.2551118802 Long DBT CORP US N 2 2024-08-01 Fixed 5 N N N N N Eagle Bulk Shipping Inc. USD XXXX N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AJ8 350000 PA USD 212187.5 0.0190788170 Long DBT CORP US N 2 2045-05-28 Fixed 5.88 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AL3 50000 PA USD 45470.63 0.0040884870 Long DBT CORP US N 2 2026-06-26 Fixed 5.38 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AQ2 150000 PA USD 87772.3 0.0078920372 Long DBT CORP US N 2 2051-11-02 Fixed 5.88 N N N N N N 8X8, Inc. 254900XWSOC5U1BRW939 282914AD2 1157000 PA USD 966982.42 0.0869461237 Long DBT CORP US N 2 2028-02-01 Fixed 4 N N N N N 8X8, Inc. USD XXXX N N N Elmwood CLO II Ltd N/A 29001RAC2 650000 PA USD 468781.95 0.0421504803 Long ABS-CBDO CORP US N 2 2031-04-21 Variable 0 N N N N N N Elmwood CLO IX Ltd N/A 29003VAA5 500000 PA USD 427378.5 0.0384276934 Long ABS-CBDO CORP US N 2 2034-07-20 Floating 8.66 N N N N N N Lumen Technologies Inc. 8M3THTGWLTYZVE6BBY25 29078EAA3 370000 PA USD 185017.58 0.0166358365 Long DBT CORP US N 2 2036-06-01 Fixed 8 N N N N N N FTAC Emerald Acquisition Corp. N/A 29103K209 19646 NS USD 193709.56 0.0174173749 Long EC CORP US N 1 N N N Enel Finance International SA 0YQH6LCEF474UTUV4B96 29268BAF8 150000 PA USD 130551.41 0.0117385164 Long DBT CORP US N 2 2039-10-07 Fixed 6 N N N N N N Energy Transfer Operating, L.P. MTLVN9N7JE8MIBIJ1H73 29273RAR0 60000 PA USD 55833.38 0.0050202526 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 320000 PA USD 237063.01 0.0213154959 Long DBT CORP US N 2 2500-12-31 Fixed 6.63 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 270000 PA USD 233156.78 0.0209642676 Long DBT CORP US N 2 2500-12-31 Fixed 6.75 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 400000 PA USD 331599.12 0.0298157004 Long DBT CORP US N 2 2500-12-31 Fixed 7.13 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 340000 PA USD 290517.53 0.0261218535 Long DBT CORP US N 2 2500-12-31 Fixed 6.5 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 20000 PA USD 17337.5 0.0015588995 Long DBT CORP US N 2 2048-06-15 Fixed 6 N N N N N N Energy Transfer Operating, L.P. MTLVN9N7JE8MIBIJ1H73 29279FAA7 20000 PA USD 17864.17 0.0016062550 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N Endure Digital, Inc. N/A 29279XAA8 370000 PA USD 245324.4 0.0220583179 Long DBT CORP US N 2 2029-02-15 Fixed 6 N N N N N N Endo Luxembourg Finance Company I S.a r.l. 222100B15VY0VVCTG251 29280BAA3 175000 PA USD 138250 0.0124307344 Long DBT CORP US Y 2 2029-04-01 Fixed 0 Y N N N N N Enjoy Technology, Inc. N/A 29335V114 640 NS USD 1.34 0.0000001205 Long EC CORP US N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAG8 60000 PA USD 58927.9 0.0052984960 Long DBT CORP US N 2 2039-10-15 Fixed 6.13 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAT0 140000 PA USD 134727.99 0.0121140532 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBT9 20000 PA USD 18595.32 0.0016719963 Long DBT CORP US N 2 2028-10-16 Fixed 4.15 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCB7 90000 PA USD 58369.76 0.0052483109 Long DBT CORP US N 2 2053-02-15 Fixed 3.3 N N N N N N Envestnet, Inc. 549300HLWZ5OKIDM8737 29404K106 -1628 NS USD -72283.2 -0.0064993364 Short EC CORP US N 1 N N N Envestnet, Inc. 549300HLWZ5OKIDM8737 29404KAE6 1825000 PA USD 1531428.68 0.1376982504 Long DBT CORP US N 2 2025-08-15 Fixed 0.75 N N N N N Envestnet, Inc. USD XXXX N N N Envista Holdings Corporation 549300BX623VURJZ5269 29415F104 -66503 NS USD -2181963.43 -0.1961910148 Short EC CORP US N 1 N N N Envista Holdings Corporation 549300BX623VURJZ5269 29415FAB0 1541000 PA USD 2556257.03 0.2298455849 Long DBT CORP US N 2 2025-06-01 Fixed 2.38 N N N N N Envista Holdings Corporation USD XXXX N N N ETSY, Inc. 54930089Q7XT501AEA40 29786A106 -893 NS USD -89416.09 -0.0080398384 Short EC CORP US N 1 N N N ETSY, Inc. 54930089Q7XT501AEA40 29786AAN6 386000 PA USD 299798.09 0.0269563141 Long DBT CORP US N 2 2028-06-15 Fixed 0.25 N N N N N ETSY, Inc. USD XXXX N N N Everbridge, Inc. 549300WCY0UMR64ATW81 29978A104 -3479 NS USD -107431.52 -0.0096596939 Short EC CORP US N 1 N N N Everbridge, Inc. 549300WCY0UMR64ATW81 29978AAC8 1790000 PA USD 1591005.7 0.1430551120 Long DBT CORP US N 2 2024-12-15 Fixed 0.13 N N N N N Everbridge, Inc. USD XXXX N N N EVERTEC, Inc. N/A 30040P103 170173 NS USD 5334923.55 0.4796890960 Long EC CORP PR N 1 N N N ExcelFin Acquisition Corp. N/A 30069X102 18027 NS USD 180630.54 0.0162413762 Long EC CORP US N 1 N N N ExcelFin Acquisition Corp. N/A 30069X201 5940 NS USD 59400 0.0053409448 Long EC CORP US N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301AF3 1618000 PA USD 1690049.54 0.1519606286 Long DBT CORP US N 2 2024-07-01 Fixed 2.88 N N N N N EZCORP, Inc. USD XXXX N N N FREMF 2016-KF14 Mortgage Trust 549300IQT8T808FMSE84 30294JAA8 1000042.23 PA USD 1021329.83 0.0918327654 Long ABS-MBS CORP US N 2 2023-01-25 Floating 11.35 N N N N N N FREMF 2018-KF56 Mortgage Trust N/A 30307QAE9 698087.39 PA USD 641659.73 0.0576947679 Long ABS-MBS CORP US N 2 2028-11-25 Floating 8.35 N N N N N N FTAC Parnassus Acquisition Corp. N/A 30319B108 44992 NS USD 442271.36 0.0397667833 Long EC CORP US N 1 N N N FTAC Zeus Acquisition Corp. N/A 30320F205 3913 NS USD 38816.96 0.0034902229 Long EC CORP US N 1 N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136A9F52 811084.26 PA USD 460003.6 0.0413611758 Long ABS-MBS USGA US N 2 2042-11-25 Floating 1.16 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BB6R8 5877410.22 PA USD 341405.83 0.0306974697 Long ABS-CBDO USGA US N 2 2050-10-25 Floating 1.82 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BBGH9 2685736.81 PA USD 319908.85 0.0287645710 Long ABS-CBDO USGA US N 2 2050-08-25 Floating 3.07 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BCUM0 7828702.28 PA USD 461192.77 0.0414680999 Long ABS-CBDO USGA US N 2 2050-11-25 Floating 1.92 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BCUR9 5575509.73 PA USD 329779.69 0.0296521065 Long ABS-CBDO USGA US N 2 2050-11-25 Floating 1.92 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136AM4V8 312992.63 PA USD 276158.5 0.0248307628 Long ABS-MBS USGA US N 2 2045-04-25 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BGL82 4915342.1 PA USD 628745.98 0.0565336294 Long ABS-CBDO USGA US N 2 2051-09-25 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BKBW1 12752195.68 PA USD 418027.18 0.0375868704 Long ABS-CBDO USGA US N 2 2031-11-25 Variable 0.67 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BKEK4 7675186.77 PA USD 354886.82 0.0319096115 Long ABS-CBDO USGA US N 2 2051-01-25 Floating 1.57 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136BLQ29 34805000 PA USD 436941.97 0.0392875918 Long ABS-CBDO USGA US N 2 2030-05-25 Variable 0.27 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AJR89 3826333.37 PA USD 372152.24 0.0334620299 Long ABS-CBDO USGA US N 2 2041-12-15 Floating 3.08 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ATC59 128564.57 PA USD 72536.67 0.0065221271 Long ABS-MBS USGA US N 2 2042-08-15 Floating 1.11 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AUQX0 80336.93 PA USD 41720.82 0.0037513232 Long ABS-MBS USGA US N 2 2042-10-15 Floating 1.02 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AX2S1 91999.63 PA USD 43213.51 0.0038855383 Long ABS-MBS USGA US N 2 2042-12-15 Floating 0.95 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AYZ61 660733.51 PA USD 558981.94 0.0502608030 Long ABS-MBS USGA US N 2 2033-01-15 Floating 1.23 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BWNK6 119115.37 PA USD 93066.78 0.0083680898 Long ABS-MBS USGA US N 2 2042-12-15 Floating 2.51 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137F7LN3 3886109.63 PA USD 623022.65 0.0560190168 Long ABS-CBDO USGA US N 2 2050-11-25 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138LCTA3 1484520 PA USD 1399299.2 0.1258178420 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 3.26 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138LMBB8 1160777.58 PA USD 1061822.22 0.0954736344 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.24 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138LMPS6 1500000 PA USD 1407255.45 0.1265332274 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 3.4 N N N N N N Finserv Acquisition Corp. II N/A 31809Y103 7142 NS USD 70277.28 0.0063189743 Long EC CORP US N 1 N N N Finserv Acquisition Corp. II N/A 31809Y202 4175 NS USD 40956.75 0.0036826219 Long EC CORP US N 1 N N N Fintech Acquisition Corp. VI N/A 31811H106 15787 NS USD 157080.65 0.0141238903 Long EC CORP US N 1 N N N Fintech Acquisition Corp. VI N/A 31811H205 8426 NS USD 83585.92 0.0075156193 Long EC CORP US N 1 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AL9 200000 PA USD 192487.58 0.0173075007 Long DBT CORP US N 2 2025-04-01 Fixed 7.5 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AT2 220000 PA USD 197994.52 0.0178026567 Long DBT CORP US N 2 2027-10-15 Fixed 6.88 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 100000 PA USD 92788 0.0083430234 Long DBT CORP US N 2 2027-07-15 Fixed 4.4 N N N N N N Fisker Group Inc. 549300UUN5RWU44MBX79 33813J106 -69107 NS USD -521757.85 -0.0469138028 Short EC CORP US N 1 N N N Fisker Group Inc. 549300UUN5RWU44MBX79 33813JAA4 2490000 PA USD 1346138.82 0.1210379320 Long DBT CORP US N 2 2026-09-15 Fixed 2.5 N N N N N Fisker Group Inc. USD XXXX N N N Fix Price Group Ltd 549300EXJV1RPGZNH608 33835G205 38376 NS USD 0.04 0.0000000036 Long EC CORP VG Y 3 N N N Fortress Value Acquisition Corp. IV N/A 34964K207 5325 NS USD 52344.75 0.0047065728 Long EC CORP US N 1 N N N Freddie Mac MSCR Trust MN1 S6XOOCT0IEG5ABCC6L87 35563FAB7 500000 PA USD 454199.3 0.0408392828 Long ABS-MBS USGA US N 2 2051-01-25 Floating 6.03 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35564KJA8 250000 PA USD 216083.15 0.0194290940 Long ABS-MBS USGA US N 2 2034-01-25 Floating 5.33 N N N N N N Fiverr International Ltd 549300Z8OREY6THCPF67 33835LAA3 2942000 PA USD 2295763.22 0.2064233111 Long DBT CORP US N 2 2025-11-01 Fixed 0 N N N N N Fiverr International Ltd USD XXXX N N N 5:01 Acquisition Corp. N/A 33836P105 6781 NS USD 67742.19 0.0060910320 Long EC CORP US N 1 N N N Flame Acquisition Corp. N/A 33850F108 13210 NS USD 129854.3 0.0116758359 Long EC CORP US N 1 N N N Flame Acquisition Corp. N/A 33850F207 13443 NS USD 132816.84 0.0119422124 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35564TBD1 1400000 PA USD 1339234.4 0.1204171218 Long ABS-MBS USGA US N 2 2049-07-26 Floating 6.33 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35565WBD3 208275.01 PA USD 211086.47 0.0189798180 Long ABS-MBS USGA US N 2 2050-06-27 Floating 8.18 N N N N N N Focus Impact Acquisition Corp. N/A 34417L109 11696 NS USD 117193.92 0.0105374791 Long EC CORP US N 1 N N N Focus Financial Partners Inc. 5493006FFJCGLZ246V12 34417P100 -39863 NS USD -1256083.13 -0.1129405840 Short EC CORP US N 1 N N N FOUNTAINEBLEU MIAMI BEACH TRUST CLASS H N/A 34461LAU8 99000 PA USD 86392.05 0.0077679322 Long ABS-MBS CORP US N 2 2024-12-12 Variable 4.09 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528PAK2 260000 PA USD 244526.85 0.0219866063 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 4.06 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35566CBD6 250000 PA USD 234026.4 0.0210424594 Long ABS-MBS USGA US N 2 2050-12-27 Floating 5.28 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCH6 20000 PA USD 17661.18 0.0015880032 Long DBT CORP US N 2 2030-08-01 Fixed 4.63 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CZ1 1334000 PA USD 1242845.11 0.1117502888 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N Ford Motor Company USD XXXX N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DA5 10000 PA USD 7202.6 0.0006476210 Long DBT CORP US N 2 2032-02-12 Fixed 3.25 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DB3 270000 PA USD 238012.16 0.0214008386 Long DBT CORP US N 2 2032-08-19 Fixed 6.1 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A86 200000 PA USD 172200.58 0.0154833972 Long DBT CORP US N 2 2027-08-17 Fixed 4.13 N N N N N N Frigorifico Concepcion S.A. 529900Q6VZVL47QJCQ91 358648AA1 250000 PA USD 207074.81 0.0186191100 Long DBT CORP US N 2 2028-07-21 Fixed 7.7 N N N N N N fuboTV Inc. N/A 35953D104 -5178 NS USD -18381.9 -0.0016528066 Short EC CORP US N 1 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B93 200000 PA USD 151993.27 0.0136664591 Long DBT CORP US N 2 2029-02-10 Fixed 2.9 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397C27 200000 PA USD 178900.08 0.0160857821 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N Forest Road Acquisition Corp. II N/A 34619V202 13417 NS USD 131890.45 0.0118589161 Long EC CORP US N 1 N N N Fortress Value Acquisition Corp. III N/A 34964G107 44904 NS USD 444549.6 0.0399716310 Long EC CORP US N 1 N N N fuboTV Inc. N/A 35953DAB0 1139000 PA USD 545165.27 0.0490184785 Long DBT CORP US N 2 2026-02-15 Fixed 3.25 N N N N N fuboTV Inc. USD XXXX N N N GSAA Home Equity Trust 2007-9 N/A 3622EEAC6 1648811.44 PA USD 981626.16 0.0882628141 Long ABS-CBDO CORP US N 2 2037-10-25 Fixed 6.5 N N N N N N Gabon, Government of 213800XA7X746GRPXA35 362420AE1 350000 PA USD 229687.15 0.0206522962 Long DBT NUSS US N 2 2031-11-24 Fixed 7 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAS2 346000 PA USD 244793.41 0.0220105740 Long ABS-MBS CORP US N 2 2047-11-13 Variable 4.67 N N N N N N Fortress Value Acquisition Corp. III N/A 34964G206 3919 NS USD 38837.29 0.0034920509 Long EC CORP US N 1 N N N Fortress Value Acquisition Corp. IV N/A 34964K108 20653 NS USD 203225.52 0.0182730015 Long EC CORP US N 1 N N N GS Mortgage Securities Trust 2015-GC28 5493002EPQ51IPGGFX73 36251FAG1 800000 PA USD 706502.08 0.0635250610 Long ABS-MBS CORP US N 2 2048-02-12 Variable 4.45 N N N N N N GS Mortgage Securities Trust 2018-GS9 549300WZ62L3Y22NOZ64 36255NAA3 1000000 PA USD 711429.4 0.0639681005 Long ABS-MBS CORP US N 2 2028-03-10 Fixed 3 N N N N N N GS Mortgage Securities Corp Trust 2018-SRP5 CU46ESEFJB81SUVBJO28 36255TAL6 659821.53 PA USD 190164.92 0.0170986590 Long ABS-MBS CORP US N 2 2031-09-15 Floating 7.07 N N N N N N GS Mortgage Securities Corp Trust 2018-LUAU N/A 36256AAS1 104000 PA USD 98867.62 0.0088896718 Long ABS-MBS CORP US N 2 2032-11-15 Floating 7.27 N N N N N N GOL Equity Finance 5299002CCNWVL0PVLP96 36256KAA8 1641000 PA USD 833511.49 0.0749450989 Long DBT CORP US Y 2 2024-07-15 Fixed 3.75 N N N N N Gol Linhas Aereas Inteligentes S.A. USD XXXX N N N GX Acquisition Corp. II N/A 36260F105 6989 NS USD 68597.04 0.0061678957 Long EC CORP US N 1 N N N GX Acquisition Corp. II N/A 36260F113 2329 NS USD 186.55 0.0000167736 Long EC CORP US N 1 N N N GS Mortgage Securities Corporation Trust 2021-IP N/A 36262MAL2 500000 PA USD 462860.2 0.0416180267 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.37 N N N N N N GS Mortgage Securities Trust 2021-GSA3 N/A 36263UAB5 3608000 PA USD 318183.03 0.0286093940 Long ABS-CBDO CORP US N 2 2054-12-17 Variable 1.53 N N N N N N GSR II Meteora Acquisition Corp. N/A 36263W105 6 NS USD 59.46 0.0000053463 Long EC CORP US N 1 N N N GSR II Meteora Acquisition Corp. N/A 36263W121 6 NS USD 0.96 0.0000000863 Long EC CORP US N 1 N N N GS Mortgage Securities Corporation Trust 2021-ARDN N/A 36266CAS5 500000 PA USD 458519.3 0.0412277152 Long ABS-MBS CORP US N 2 2023-11-15 Floating 8.32 N N N N N N Frontline Ltd. 5493004BCIKYU1YL3H63 N/A -27456 NS USD -300094.08 -0.0269829280 Short EC CORP BM N 1 N N N FTAC Athena Acquisition Corp. N/A N/A 20110 NS USD 199491.2 0.0179372305 Long EC CORP KY N 1 N N N FTAC Hera Acquisition Corp. N/A N/A 8301 NS USD 82387.43 0.0074078572 Long EC CORP KY N 1 N N N Galaxy XIX CLO, Ltd. 5493000B2531UL3WQV87 36319RAQ3 500000 PA USD 394690 0.0354885103 Long ABS-CBDO CORP US N 2 2030-07-24 Floating 9.31 N N N N N N Ghana, Government of 213800PP4399SNNXZ126 37443GAC5 250000 PA USD 91250 0.0082047343 Long DBT NUSS US N 2 2051-03-26 Fixed 8.95 N N N N N N Gesher I Acquisition Corp N/A N/A 5927 NS USD 60396.13 0.0054305117 Long EC CORP KY N 1 N N N Global Partner Acquisition Corporation II N/A N/A 3310 NS USD 32967.6 0.0029642783 Long EC CORP KY N 1 N N N Global Partner Acquisition Corporation II N/A N/A 5049 NS USD 50237.55 0.0045171041 Long EC CORP KY N 1 N N N HH&L Acquisition Co. N/A N/A 13140 NS USD 130611.6 0.0117439284 Long EC CORP KY N 1 N N N GILBERT PARK CLO LTD SERIES 17-1A CLASS E N/A 375414AA7 500000 PA USD 418742.5 0.0376511883 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 8.91 N N N N N N Glass Houses Acquisition Corp. N/A 37714P103 2452 NS USD 24054.12 0.0021628237 Long EC CORP US N 1 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 190000 PA USD 186648.92 0.0167825182 Long DBT CORP US N 2 2024-03-12 Fixed 4.13 N N N N N N Global Blood Therapeutics, Inc. 549300U4G0QKK99GRT15 37890U108 22370 NS USD 1523397 0.1369760828 Long EC CORP US N 1 N N N FinTech Evolution Acquisition Group N/A N/A 7331 NS USD 72723.52 0.0065389277 Long EC CORP KY N 1 N N N ESGEN Acquisition Corp N/A N/A 6929 NS USD 70260.06 0.0063174260 Long EC CORP KY N 1 N N N Green Visor Financial Technology Acquisition Corp. I N/A N/A 19155 NS USD 194040.15 0.0174470999 Long EC CORP KY N 1 N N N G Squared Ascend II, Inc. N/A N/A 7175 NS USD 71319.5 0.0064126854 Long EC CORP KY N 1 N N N G Squared Ascend I Inc. N/A N/A 35083 NS USD 348198.78 0.0313082571 Long EC CORP KY N 1 N N N G Squared Ascend I Inc. N/A N/A 2922 NS USD 175.32 0.0000157639 Long EC CORP US N 1 N N N Highland Transcend Partners I Corp. N/A N/A 15945 NS USD 158812.2 0.0142795824 Long EC CORP KY N 1 N N N Horizon Acquisition Corp II N/A N/A 17432 NS USD 174320 0.0156739647 Long EC CORP KY N 1 N N N Icon Public Limited Company 6354008SRQGEMC4XFI67 N/A 1504 NS USD 276405.12 0.0248529376 Long EC CORP IE N 1 N N N Infinite Acquisition Corp. N/A N/A 4891 NS USD 48910 0.0043977376 Long EC CORP KY N 1 N N N ION Acquisition Corp. 3 Ltd. N/A N/A 17645 NS USD 174156.15 0.0156592321 Long EC CORP KY N 1 N N N Jack Creek Investment Corp. N/A N/A 14072 NS USD 140016.4 0.0125895600 Long EC CORP KY N 1 N N N Goal Acquisitions Corp. N/A 38021H107 47441 NS USD 466819.44 0.0419740214 Long EC CORP US N 1 N N N Goal Acquisitions Corp. N/A 38021H115 45463 NS USD 1877.62 0.0001688260 Long EC CORP US N 1 N N N Gol Linhas Aereas Inteligentes S.A. 5299002CCNWVL0PVLP96 38045R206 -26568 NS USD -87408.72 -0.0078593460 Short EC CORP BR N 1 N N N GoldenTree Loan Management US CLO 8, Ltd. 549300LOEERRNVSKVY31 38136QAJ8 300000 PA USD 241883.7 0.0217489477 Long ABS-CBDO CORP US N 2 2034-10-20 Floating 10.76 N N N N N N Jaws Juggernaut Acquisition Corp. N/A N/A 32590 NS USD 320033.8 0.0287758058 Long EC CORP KY N 1 N N N Jaws Juggernaut Acquisition Corp. N/A N/A 11894 NS USD 117274.84 0.0105447550 Long EC CORP KY N 1 N N N Jaws Mustang Acquisition Corp. N/A N/A 50617 NS USD 503132.98 0.0452391496 Long EC CORP KY N 1 N N N JATT Acquisition Corp 549300LQXD6M2MIQFN24 N/A 10708 NS USD 107615.4 0.0096762275 Long EC CORP KY N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GFD1 120000 PA USD 120481.03 0.0108330393 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GVS0 20000 PA USD 16657.32 0.0014977412 Long DBT CORP US N 2 2045-10-21 Fixed 4.75 N N N N N N Kaixin Auto Holdings 549300WYFZM867Q8Q259 N/A 65367 NS USD 1372.71 0.0001234271 Long EC CORP HK N 1 N N N Kensington Capital Acquisition Corp. V N/A N/A 16500 NS USD 164422.5 0.0147840320 Long EC CORP KY N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYC2 10000 PA USD 6772.17 0.0006089190 Long DBT CORP US N 2 2042-04-22 Fixed 3.21 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYJ7 380000 PA USD 287049.36 0.0258100133 Long DBT CORP US N 2 2032-07-21 Fixed 2.38 N N N N N N Kensington Capital Acquisition Corp. V N/A N/A 33469 NS USD 338371.59 0.0304246463 Long EC CORP KY N 1 N N N Kismet Acquisition Three Corp. N/A N/A 25431 NS USD 251766.9 0.0226375946 Long EC CORP KY N 1 N N N The Goldman Sachs Group, Inc. N/A 381427AA1 8000 PA USD 5752.66 0.0005172498 Long DBT CORP US N 2 2500-12-31 Floating 4 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148LAF3 280000 PA USD 233348.44 0.0209815007 Long DBT CORP US N 2 2045-05-22 Fixed 5.15 N N N N N N L Catterton Asia Acquisition Corp N/A N/A 20232 NS USD 200903.76 0.0180642407 Long EC CORP KY N 1 N N N Lazard Growth Acquisition Corp. I N/A N/A 41226 NS USD 408961.92 0.0367717685 Long EC CORP KY N 1 N N N Gores Holdings VII, Inc. N/A 38286T101 45067 NS USD 444360.62 0.0399546389 Long EC CORP US N 1 N N N Gores Holdings VII, Inc. N/A 38286T200 53 NS USD 521.52 0.0000468924 Long EC CORP US N 1 N N N Lazard Growth Acquisition Corp. I N/A N/A 403 NS USD 3985.67 0.0003583711 Long EC CORP KY N 1 N N N Lead Edge Growth Opportunities, Ltd N/A N/A 58494 NS USD 580260.48 0.0521740607 Long EC CORP KY N 1 N N N Gores Holdings IX, Inc. N/A 38287A101 12554 NS USD 121522.72 0.0109267027 Long EC CORP US N 1 N N N Gores Technology Partners II, Inc. N/A 38287L107 20384 NS USD 200170.88 0.0179983439 Long EC CORP US N 1 N N N Lead Edge Growth Opportunities, Ltd N/A N/A 1207 NS USD 11985.51 0.0010776759 Long EC CORP KY N 1 N N N LDH Growth Corp I N/A N/A 20673 NS USD 204662.7 0.0184022254 Long EC CORP KY N 1 N N N Leo Holdings Corp. II N/A N/A 16584 NS USD 165176.64 0.0148518404 Long EC CORP KY N 1 N N N MSD Acquisition Corp. N/A N/A 18728 NS USD 185407.2 0.0166708691 Long EC CORP KY N 1 N N N Gores Technology Partners II, Inc. N/A 38287L206 70 NS USD 686.7 0.0000617446 Long EC CORP US N 1 N N N Gossamer Bio, Inc. 549300ZOC0N2W6PSFR58 38341P102 -81465 NS USD -975950.7 -0.0877525057 Short EC CORP US N 1 N N N Macondray Capital Acquisition Corp. I N/A N/A 20478 NS USD 205189.56 0.0184495979 Long EC CORP KY N 1 N N N Medicus Sciences Acquisition Corp. N/A N/A 9000 NS USD 89100 0.0080114172 Long EC CORP KY N 1 N N N Medicus Sciences Acquisition Corp. N/A N/A 999 NS USD 21.08 0.0000018954 Long EC CORP US N 1 N N N Magnum Opus Acquisition Limited N/A N/A 17268 NS USD 171471.24 0.0154178187 Long EC CORP KY N 1 N N N Metals Acquisition Corp. N/A N/A 5966 NS USD 58347.48 0.0052463076 Long EC CORP KY N 1 N N N Metals Acquisition Corp. N/A N/A 1988 NS USD 646.3 0.0000581120 Long EC CORP US N 1 N N N Alpha Partners Technology Merger Corp. N/A N/A 20875 NS USD 204992.5 0.0184318793 Long EC CORP KY N 1 N N N Alpha Partners Technology Merger Corp. N/A N/A 446 NS USD 4388.64 0.0003946041 Long EC CORP KY N 1 N N N Gossamer Bio, Inc. 549300ZOC0N2W6PSFR58 38341PAA0 1323000 PA USD 1378989.36 0.1239916848 Long DBT CORP US N 2 2027-06-01 Fixed 5 N N N N N Gossamer Bio, Inc. USD XXXX N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378U7Y7 5100900.41 PA USD 147119.15 0.0132282031 Long ABS-CBDO USGA US N 2 2042-01-20 Variable 0 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380Q2P6 21245173.87 PA USD 553096.86 0.0497316466 Long ABS-CBDO USGA US N 2 2071-05-20 Variable 1.14 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QDC3 5632823.28 PA USD 432795.72 0.0389147821 Long ABS-CBDO USGA US N 2 2070-06-19 Variable 1.36 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QNT5 4600478.96 PA USD 421891.52 0.0379343321 Long ABS-CBDO USGA US N 2 2070-11-20 Variable 0.01 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QQG0 5742790.4 PA USD 456455.93 0.0410421875 Long ABS-CBDO USGA US N 2 2070-09-20 Variable 1.51 N N N N N N Newcourt Acquisition Corp. N/A N/A 3796 NS USD 38529.4 0.0034643670 Long EC CORP KY N 1 N N N Newcourt Acquisition Corp. N/A N/A 8049 NS USD 81616.86 0.0073385715 Long EC CORP KY N 1 N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 38380REA4 5032837.64 PA USD 334798.96 0.0301034137 Long ABS-CBDO USGA US N 2 2062-12-16 Variable 0.97 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RJ84 4754677.5 PA USD 296720.4 0.0266795839 Long ABS-CBDO USGA US N 2 2063-04-16 Variable 0.72 N N N N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 N/A 65746 NS USD 1822479.12 0.1638680205 Long EC CORP GB N 1 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A -64236 NS USD -729720.96 -0.0656127842 Short EC CORP BM N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XJ73 234533.04 PA USD 23334 0.0020980742 Long ABS-CBDO USGA US N 2 2048-07-20 Floating 3.19 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XQ75 2733418.79 PA USD 116245.47 0.0104521993 Long ABS-CBDO USGA US N 2 2048-08-20 Floating 1.54 N N N N N N Onyx Acquisition Co. I N/A N/A 9665 NS USD 97809.8 0.0087945580 Long EC CORP KY N 1 N N N Patria Latin American Opportunity Acquisition Corp. N/A N/A 1564 NS USD 15952.8 0.0014343944 Long EC CORP KY N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XUC9 1771273.6 PA USD 162977.54 0.0146541086 Long ABS-CBDO USGA US N 2 2048-07-20 Floating 3.19 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YTQ8 1654978.96 PA USD 155189.53 0.0139538504 Long ABS-CBDO USGA US N 2 2048-08-20 Floating 3.24 N N N N N N Pepperlime Health Acquisition Corp. N/A N/A 2224 NS USD 22217.76 0.0019977076 Long EC CORP KY N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ABH8 2151196.16 PA USD 205175.28 0.0184483140 Long ABS-CBDO USGA US N 2 2048-09-20 Floating 3.19 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BAC8 1912622.15 PA USD 175139.96 0.0157476913 Long ABS-CBDO USGA US N 2 2048-12-20 Floating 3.14 N N N N N N Hitejinro Co.,Ltd. N/A N/A 37381 NS 688108.33 0.0618711889 Long EC CORP KR N 2 N N N Localiza Rent A Car S/A N/A N/A 106824 NS 1206197.2 0.1084550958 Long EC CORP BR N 1 N N N China Construction Bank Corporation 5493001KQW6DM7KEDR62 N/A 157000 NS 90454.17 0.0081331773 Long EC CORP CN N 2 N N N Riverbed Restructure N/A N/A 5762 NS USD 5762 0.0005180896 Long EC CORP US N 3 N N N JYP Entertainment Corporation N/A N/A 10121 NS 413222.31 0.0371548410 Long EC CORP KR N 2 N N N Greentown China Holdings Limited 529900BLBC6YDNWS8530 N/A 203000 NS 380318.17 0.0341962687 Long EC CORP KY N 2 N N N Industrias Bachoco SAB S.A De C.V 254900CZQ27EMGKCHG63 N/A 88100 NS 343834.75 0.0309158658 Long EC CORP MX N 1 N N N Industrial and Commercial Bank of China Limited 5493002ERZU2K9PZDL40 N/A 204000 NS 95489.62 0.0085859392 Long EC CORP CN N 2 N N N Lotes Co.,Ltd N/A N/A 97599 NS 2344339.93 0.2107910809 Long EC CORP TW N 2 N N N Osstem Implant Co., Ltd. 9884004U916KOXY14B53 N/A 19566 NS 1577959.28 0.1418820445 Long EC CORP KR N 2 N N Fufeng Group Limited 549300OQ91X6COVM4483 N/A 1795000 NS 916417.86 0.0823996165 Long EC CORP KY N 2 N N N HIWIN Technologies Corp. N/A N/A 103021 NS 572665.11 0.0514911238 Long EC CORP TW N 2 N N N Power Grid Corporation of India Limited 3358009SHWZ3DZEQ4Z56 N/A 83287 NS 216476.32 0.0194644458 Long EC CORP IN N 2 N N N Minerva S.A. 391200UHL6YHY0OA1P30 N/A 342100 NS 793995.94 0.0713920623 Long EC CORP BR N 1 N N N Euronav 549300D80RYON74MEJ03 N/A 7418 NS USD 114163.02 0.0102649561 Long EC CORP BE N 1 N N N KB Financial Group Inc. 529900TKE4MXG3Q6GW86 N/A 6638 NS 201590.71 0.0181260077 Long EC CORP KR N 2 N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 28075000000 PA 1840938.27 0.1655277730 Long DBT NUSS ID N 2 2027-05-15 Fixed 7 N N N N N N Life Healthcare Group Holdings 529900NEEWARTDD80135 N/A 152553 NS 144911.89 0.0130297375 Long EC CORP ZA N 2 N N N PT Indofood CBP Sukses Makmur TBK 254900YKZW9GRKZZN285 N/A 606600 NS 344989.92 0.0310197328 Long EC CORP ID N 2 N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 329000000 PA 22664.32 0.0020378600 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.38 N N N N N N Glencore PLC 2138002658CPO9NBH955 N/A 405130 NS 2133060.01 0.1917938689 Long EC CORP JE N 2 N N N Petronas Chemicals Group Berhad N/A N/A 752500 NS 1360244.12 0.1223062085 Long EC CORP MY N 2 N N N Primax Electronics Ltd 254900JO4CQFFG7AIQ15 N/A 303000 NS 608852.34 0.0547448948 Long EC CORP TW N 2 N N N Indorama Ventures Public Company Limited N/A N/A 264200 NS 272178.76 0.0244729249 Long EC CORP TH N 2 N N N Entain PLC 213800GNI3K45LQR8L28 N/A 41660 NS 496547.07 0.0446469781 Long EC CORP IM N 2 N N N Agricultural Bank of China Limited 549300E7TSGLCOVSY746 N/A 315000 NS 94327.04 0.0084814060 Long EC CORP CN N 2 N N N Cielo S.A. 635400V276LMQ5UZ6C26 N/A 4265900 NS 4270368.07 0.3839697008 Long EC CORP BR N 1 N N N NEXON Co., Ltd. 5299005SFO0GAJFLKN43 N/A 25690 NS 456926.67 0.0410845140 Long EC CORP JP N 2 N N N Chengdu Wintrue Holding Co.,Ltd. N/A N/A 137723 NS 233224.24 0.0209703333 Long EC CORP CN N 2 N N N Hankook Tire & Technology Co,. Ltd. 9884001BIEVM09M7AH02 N/A 15742 NS 387068.98 0.0348032671 Long EC CORP KR N 2 N N N Gobierno Federal de los Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 79080000 PA 3191806.74 0.2869909710 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75 N N N N N N Alpek S.A.B. de C.V. 549300PWKJTP62D4IQ66 N/A 437179 NS 569171.7 0.0511770142 Long EC CORP MX N 1 N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 152933000 PA 698614.2 0.0628158231 Long DBT NUSS RU Y 2 2027-02-03 Fixed 0 Y N N N N N The Central People's Government of the People's Republic of China 300300CHN201808MOF68 N/A 4000000 PA 578275.79 0.0519956075 Long DBT NUSS CN N 2 2027-06-29 Fixed 3.48 N N N N N N Pharming Group N.V. 724500DCJ9MPG74JEH91 N/A -148671 NS -154363.11 -0.0138795430 Short EC CORP NL N 2 N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 124715000 PA 569711.38 0.0512255395 Long DBT NUSS RU Y 2 2028-01-19 Fixed 0 Y N N N N N Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt. 549300J6ZJW5IH4WEE46 N/A 35651 NS 609510.77 0.0548040975 Long EC CORP HU N 2 N N N Compagnie Financiere Richemont SA 549300YIPGJ6UX2QPS51 N/A 8790 NS 825901.68 0.0742608636 Long EC CORP CH N 2 N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 23659000000 PA 1642573.95 0.1476918658 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.38 N N N N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 30000000 PA 1941.16 0.0001745392 Long DBT NUSS ID N 2 2048-05-15 Fixed 7.38 N N N N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 64530000 PA 284060.63 0.0255412820 Long DBT NUSS RU Y 2 2033-03-23 Fixed 0 Y N N N N N Chacha Food Company, Limited 300300AJZ9YPIRBJZN87 N/A 70900 NS 458890.56 0.0412610970 Long EC CORP CN N 2 N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 20050000 PA 91590.53 0.0082353530 Long DBT NUSS RU Y 2 2026-09-16 Fixed 0 Y N N N N N Turquoise Hill Resources Ltd 5299006XZISURYIA4G32 46579R104 -93474 NS -601573.72 -0.0540904385 Short EC CORP CA N 1 N N N Minejesa Capital B.V. 549300KS7ERCP10BKC35 N/A 450000 PA USD 321750 0.0289301178 Long DBT CORP SG Y 2 2037-08-10 Fixed 5.63 N N N N N N Gobierno Federal de los Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 26270000 PA 1096020.28 0.0985485495 Long DBT NUSS MX N 2 2047-11-07 Fixed 8 N N N N N N Orion Incorporation N/A N/A 17697 NS 1272605.48 0.1144261893 Long EC CORP KR N 2 N N N Osisko Gold Royalties Ltd 549300TJZTXZMPQ6K004 68827LAA9 550000 PA 394677.31 0.0354873693 Long DBT CORP CA N 2 2022-12-31 Fixed 4 N N N N N Osisko Gold Royalties Ltd CAD XXXX N N N Vedanta Resources Limited 2138007MYEKPEAZQTW83 N/A 200000 PA USD 118500 0.0106549152 Long DBT CORP GB Y 2 2024-08-09 Fixed 6.13 N N N N N N Tecila Sociedad Anonima 5493003N7447U18U5U53 N/A 350000 PA USD 177625 0.0159711334 Long DBT CORP US Y 2 2047-12-15 Fixed 7 N N N N N N Wiwynn Corporation 254900FV2R15PMKXFL69 N/A 5000 NS 127098.71 0.0114280673 Long EC CORP TW N 2 N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 31137000000 PA 2134758.04 0.1919465471 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25 N N N N N N Thanachart Capital Public Company Limited 529900VNNYCFS81B3436 N/A 454500 NS 466105.37 0.0419098159 Long EC CORP TH N 2 N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 620000 PA 326633.68 0.0293692334 Long DBT NUSS AU Y 2 2041-05-21 Fixed 2.75 N N N N N N Fideicomiso F/80460 N/A N/A 400000 PA USD 249880 0.0224679342 Long DBT CORP US Y 2 2047-07-31 Fixed 5.5 N N N N N N Jiangsu Changshu Rural Commercial Bank Co., Ltd. 300300C1115432000063 N/A 470666 NS 526503.03 0.0473404652 Long EC CORP CN N 2 N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 236690000 PA 1081225.08 0.0972182406 Long DBT NUSS RU Y 2 2029-05-23 Fixed 0 Y N N N N N Kenya, Government of 549300VVURQQYU45PR87 N/A 240000 PA USD 174597.6 0.0156989250 Long DBT NUSS US Y 2 2028-02-28 Fixed 7.25 N N N N N N Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R. 5493007GRMPGDJG93Z17 N/A 200000 PA USD 2000 0.0001798298 Long DBT CORP US Y 2 2500-12-31 Fixed 0 Y N N N N N Bank of Chengdu Co., Ltd. 30030030JPOKGL9K5418 N/A 811100 NS 1868800.84 0.1680330331 Long EC CORP CN N 2 N N N Woori Financial Group Inc. N/A N/A 229148 NS 1704894.56 0.1532954170 Long EC CORP KR N 2 N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 N/A 247000000 PA 17257.15 0.0015516748 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.38 N N N N N N Ministry of Finance of the Russian Federation 5493004EHVGF71PDBU58 N/A 20060000 PA 91636.21 0.0082394603 Long DBT NUSS RU Y 2 2026-10-07 Fixed 0 Y N N N N N LLPL Capital Pte. Ltd. 254900VXZ8FXTUQNON22 N/A 213300 PA USD 174106.13 0.0156547346 Long DBT CORP US Y 2 2039-02-04 Fixed 6.88 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N/A 29796.3545 NS 1553458.93 0.1396790981 Long EC CORP NL N 2 N N N Jackson National Asset Management, LLC N/A 46628D411 2067319.5 NS USD 2067319.5 0.1858828178 Long STIV RF US N 1 N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 13702.3 PA USD -21.55 -0.0000019377 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 278650 MXN 13702.3 USD 2022-11-16 -21.55 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 617805.31 PA USD 64900.59 0.0058355298 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 563799 EUR 617805.31 USD 2022-10-13 64900.59 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 81524750 PA -52594.48 -0.0047290272 N/A DFE CORP JP N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 616638.95 USD 81524750 JPY 2022-10-18 -52594.48 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 524000 PA 716.88 0.0000644582 N/A DFE CORP MX N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 25232.49 USD 524000 MXN 2022-10-18 716.88 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1355599.6 PA USD 64283.26 0.0057800226 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1315452 EUR 1355599.6 USD 2022-10-27 64283.26 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 68574.2 PA USD 3538.51 0.0003181648 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 9400000 JPY 68574.2 USD 2022-10-18 3538.51 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 586938.54 PA -41931.53 -0.0037702692 N/A DFE CORP AU N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 417432.45 USD 586938.54 AUD 2022-10-18 -41931.53 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 68517.3 PA USD 4634.5 0.0004167106 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 9239558 JPY 68517.3 USD 2022-10-11 4634.5 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 153436.2 PA USD -4047.33 -0.0003639153 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 141000 GBP 153436.2 USD 2022-10-18 -4047.33 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 18760000 PA 23361.45 0.0021005423 N/A DFE CORP CN N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 2604831.99 USD 18760000 CNY 2022-10-18 23361.45 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 312488.31 PA USD 34620.42 0.0031128915 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 248688 GBP 312488.31 USD 2022-11-10 34620.42 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 37324 PA -369.7 -0.0000332415 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 37006.29 USD 37324 EUR 2022-10-26 -369.7 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 571595.3 PA USD 16232.03 0.0014595013 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 566306 EUR 571595.3 USD 2022-10-13 16232.03 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 1101225.72 PA USD 35832.26 0.0032218539 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 1086000 EUR 1101225.72 USD 2022-10-18 35832.26 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 205836.24 PA USD 15602.55 0.0014029017 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 193982 EUR 205836.24 USD 2022-10-13 15602.55 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 209350.43 PA USD 19331.91 0.0017382267 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 170064 GBP 209350.43 USD 2022-11-10 19331.91 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 68184.72 PA USD 2638.31 0.0002372234 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 66781 EUR 68184.72 USD 2022-10-25 2638.31 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 86032.35 PA USD 9539.57 0.0008577494 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 68460 GBP 86032.35 USD 2022-11-10 9539.57 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 15211 PA -1226.66 -0.0001102950 N/A DFE CORP GB N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 18215.89 USD 15211 GBP 2022-10-18 -1226.66 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 56600.39 PA USD 2397.32 0.0002155548 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 55224 EUR 56600.39 USD 2022-10-25 2397.32 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 511493 PA USD 20980.36 0.0018864469 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 500000 EUR 511493 USD 2022-10-18 20980.36 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 19818179.16 PA -5449.59 -0.0004899993 N/A DFE CORP CN N 2 J.P. Morgan ZBUT11V806EZRVTWT807 2781889.27 USD 19818179.16 CNY 2022-10-18 -5449.59 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 2641526.35 PA USD 164636.16 0.0148032432 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 17680000 CNY 2641526.35 USD 2022-10-18 164636.16 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 206871.65 PA USD 24485.72 0.0022016310 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 185432 EUR 206871.65 USD 2022-11-23 24485.72 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 21504592 PA -6941.37 -0.0006241326 N/A DFE CORP JP N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 155724.98 USD 21504592 JPY 2022-10-18 -6941.37 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 2569.79 PA USD 138.21 0.0000124271 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 2175 GBP 2569.79 USD 2022-12-23 138.21 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 106614.46 PA USD 4977.02 0.0004475082 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 158867.6 AUD 106614.46 USD 2022-10-18 4977.02 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 34882.29 PA USD 2282.17 0.0002052011 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1034260 TWD 34882.29 USD 2022-10-18 2282.17 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 6233.19 PA USD 268.55 0.0000241466 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 6011 EUR 6233.19 USD 2023-03-15 268.55 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 104981.98 PA USD -2609.25 -0.0002346104 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 582440 BRL 104981.98 USD 2022-10-18 -2609.25 N N N State Street Bank 571474TGEMMWANRLN572 N/A 1349089.69 PA USD 6251.98 0.0005621461 N/A DFE CORP US N 2 State Street Bank 571474TGEMMWANRLN572 1854000 CAD 1349089.69 USD 2022-12-28 6251.98 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 261805.71 PA USD 37512.54 0.0033729361 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 200876 GBP 261805.71 USD 2022-10-05 37512.54 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 311000 PA 13343.05 0.0011997390 N/A DFE CORP GB N 2 J.P. Morgan ZBUT11V806EZRVTWT807 334387.2 USD 311000 GBP 2022-12-28 13343.05 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1555690.42 PA USD 17442.77 0.0015683648 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1568000 EUR 1555690.42 USD 2022-10-18 17442.77 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 13107.02 PA USD 568.19 0.0000510887 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 12775 EUR 13107.02 USD 2022-10-25 568.19 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 205456.13 PA USD 30018.71 0.0026991292 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 157121 GBP 205456.13 USD 2022-10-05 30018.71 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 223862.07 PA USD 9724.49 0.0008743765 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 16230000 RUB 223862.07 USD 2023-09-20 9724.49 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 92337.04 PA USD 8496.67 0.0007639772 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 75036 GBP 92337.04 USD 2022-11-10 8496.67 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 863177308 PA -1485.32 -0.0001335524 N/A DFE CORP ID N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 58146 USD 863177308 IDR 2022-10-18 -1485.32 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 2550489.38 PA USD -94960.05 -0.0085383230 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 53420000 MXN 2550489.38 USD 2022-10-18 -94960.05 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 27455.75 PA USD 3135.92 0.0002819659 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 24726 EUR 27455.75 USD 2022-11-23 3135.92 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1087931 PA USD 48044.19 0.0043198883 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1060000 EUR 1087931 USD 2022-10-18 48044.19 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 2120589.75 PA USD 114404.22 0.0102866435 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 14217831.16 CNY 2120589.75 USD 2022-10-18 114404.22 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 61800.77 PA USD 6921.33 0.0006223307 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 55796 EUR 61800.77 USD 2022-11-23 6921.33 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 122430 PA USD 4038.12 0.0003630871 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 106000 GBP 122430 USD 2022-10-18 4038.12 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1602.42 PA USD 170.34 0.0000153161 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1456 EUR 1602.42 USD 2022-11-23 170.34 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 158467.61 PA USD 11969.18 0.0010762076 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 149385 EUR 158467.61 USD 2022-10-13 11969.18 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 2074203 PA -101081.39 -0.0090887227 N/A DFE CORP CA N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1602592.17 USD 2074203 CAD 2022-10-18 -101081.39 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 120634.8 PA USD -3341.6 -0.0003004596 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 111000 GBP 120634.8 USD 2022-10-18 -3341.6 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 407981.59 PA USD 19988.22 0.0017972387 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 535994.99 CAD 407981.59 USD 2022-10-28 19988.22 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 201764.35 PA USD 22123.64 0.0019892448 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 160776 GBP 201764.35 USD 2022-11-10 22123.64 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1522473 PA -82332.47 -0.0074029155 N/A DFE CORP CA N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1184447.17 USD 1522473 CAD 2022-10-18 -82332.47 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 300040.86 PA USD 25752.91 0.0023155702 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 245484 GBP 300040.86 USD 2022-11-10 25752.91 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 380236 PA -35826.98 -0.0032213792 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 408715.68 USD 380236 EUR 2022-10-13 -35826.98 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 10241000 PA -65782.14 -0.0059147943 N/A DFE CORP ZA N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 630847.88 USD 10241000 ZAR 2022-10-18 -65782.14 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 174713.39 PA USD 353.21 0.0000317588 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1244580 CNY 174713.39 USD 2022-10-18 353.21 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 654000 PA -25795.14 -0.0023193673 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 667385.68 USD 654000 EUR 2022-10-18 -25795.14 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1585699 PA -11625.86 -0.0010453380 N/A DFE CORP NO N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 157270.84 USD 1585699 NOK 2022-10-18 -11625.86 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 58996 PA -460.06 -0.0000413662 N/A DFE CORP AU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 38208.17 USD 58996 AUD 2022-10-28 -460.06 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 52854 PA -303.7 -0.0000273072 N/A DFE CORP NO N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 5158.29 USD 52854 NOK 2022-10-18 -303.7 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 81529.84 PA USD -34.6 -0.0000031111 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 11789000 JPY 81529.84 USD 2022-10-18 -34.6 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 948.76 PA USD 41.71 0.0000037504 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 924 EUR 948.76 USD 2022-10-27 41.71 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 45223.36 PA USD 2074.09 0.0001864916 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 43962 EUR 45223.36 USD 2022-10-25 2074.09 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1163969.95 PA -52759.37 -0.0047438533 N/A DFE CORP AU N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 797423.01 USD 1163969.95 AUD 2022-10-18 -52759.37 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 283880.81 PA USD 41204.34 0.0037048839 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 217340 GBP 283880.81 USD 2022-10-05 41204.34 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 222326.63 PA USD 8623.52 0.0007753829 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 215364 EUR 222326.63 USD 2023-03-15 8623.52 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 11460340 PA -96571.76 -0.0086832398 N/A DFE CORP CN N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1702114.96 USD 11460340 CNY 2022-10-18 -96571.76 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 19871578 PA -97604.93 -0.0087761371 N/A DFE CORP ZA N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1194055.27 USD 19871578 ZAR 2022-10-18 -97604.93 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 29237 PA -1335.8 -0.0001201083 N/A DFE CORP CA N 2 J.P. Morgan ZBUT11V806EZRVTWT807 22500.4 USD 29237 CAD 2022-10-18 -1335.8 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 392442 PA -1276.07 -0.0001147377 N/A DFE CORP PL N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 80260.27 USD 392442 PLN 2022-10-18 -1276.07 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 113688.16 PA USD 12368.33 0.0011120971 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 103012 EUR 113688.16 USD 2022-11-23 12368.33 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1083245.83 PA USD 47832.43 0.0043008480 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 4786755000 COP 1083245.83 USD 2022-10-18 47832.43 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 840000 PA -38938.31 -0.0035011341 N/A DFE CORP CA N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 647012.38 USD 840000 CAD 2022-10-18 -38938.31 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 3184164.41 PA -282038.96 -0.0253595037 N/A DFE CORP GB N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 3838446.51 USD 3184164.41 GBP 2022-10-18 -282038.96 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1238159.31 PA USD 79840.78 0.0071788754 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1810320 AUD 1238159.31 USD 2022-10-28 79840.78 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 5556129.85 PA USD 801250.8 0.0720443823 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 4258256 GBP 5556129.85 USD 2022-10-07 801250.8 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 399654 PA -2393.18 -0.0002151825 N/A DFE CORP AU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 258108.54 USD 399654 AUD 2022-10-28 -2393.18 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 6967.23 PA USD -38.84 -0.0000034923 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 49652 CNY 6967.23 USD 2022-10-18 -38.84 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 944260.24 PA USD -7246 -0.0006515233 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 851000 GBP 944260.24 USD 2022-12-28 -7246 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 400000 PA -7969.88 -0.0007166109 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 400380 USD 400000 EUR 2022-10-18 -7969.88 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1507402 PA 3678.95 0.0003307924 N/A DFE CORP MX N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 70970.17 USD 1507402 MXN 2022-10-18 3678.95 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 280093.68 PA USD 3444.55 0.0003097164 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 282000 EUR 280093.68 USD 2022-10-18 3444.55 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 2584047623 PA -24883.45 -0.0022373928 N/A DFE CORP CO N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 583833.62 USD 2584047623 COP 2022-10-18 -24883.45 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 5547601.52 PA USD 354969.58 0.0319170529 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 750522417 JPY 5547601.52 USD 2022-10-18 354969.58 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 342605.25 PA USD 15923.83 0.0014317895 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 333000 EUR 342605.25 USD 2022-10-18 15923.83 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 182023.86 PA USD 17453.77 0.0015693539 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 147288 GBP 182023.86 USD 2022-11-10 17453.77 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1656.55 PA USD 173.32 0.0000155840 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1508 EUR 1656.55 USD 2022-11-23 173.32 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 260000 PA -12052.34 -0.0010836849 N/A DFE CORP CA N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 200265.74 USD 260000 CAD 2022-10-18 -12052.34 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 65935.43 PA USD 9829.76 0.0008838418 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 50248 GBP 65935.43 USD 2022-10-05 9829.76 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1073330.08 PA USD 54678.26 0.0049163901 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 5061288 PLN 1073330.08 USD 2022-10-18 54678.26 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1658394.94 PA USD 102481.69 0.0092146305 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 2149281 CAD 1658394.94 USD 2022-10-07 102481.69 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 276540000 PA -1840.37 -0.0001654767 N/A DFE CORP CO N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 61658.18 USD 276540000 COP 2022-10-18 -1840.37 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 59954.98 PA USD 4058.66 0.0003649340 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 8084450 JPY 59954.98 USD 2022-10-11 4058.66 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 11149.12 PA USD 474.77 0.0000426889 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 9548 GBP 11149.12 USD 2022-12-23 474.77 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 39559000 PA -81911.83 -0.0073650937 N/A DFE CORP TW N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1328820.96 USD 39559000 TWD 2022-10-18 -81911.83 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 97946.25 PA USD 4369.79 0.0003929092 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 95339 EUR 97946.25 USD 2022-10-25 4369.79 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 15308.51 PA USD 1018.66 0.0000915927 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 12782 GBP 15308.51 USD 2022-12-23 1018.66 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 72981.09 PA USD 7253.53 0.0006522004 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 9500000 JPY 72981.09 USD 2022-10-18 7253.53 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 4067.56 PA USD 236.29 0.0000212460 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 3427 GBP 4067.56 USD 2022-12-23 236.29 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 26377.75 PA USD 1144.04 0.0001028662 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 25709 EUR 26377.75 USD 2022-10-25 1144.04 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 211055.97 PA USD 14249.08 0.0012812045 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 28475671 JPY 211055.97 USD 2022-10-07 14249.08 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 3432853.21 PA USD 296414.54 0.0266520825 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 34772240.05 SEK 3432853.21 USD 2022-10-26 296414.54 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 71159.61 PA USD 3773.63 0.0003393055 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 481000 CNY 71159.61 USD 2022-10-18 3773.63 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 51546.05 PA USD 2941.84 0.0002645152 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1542000 TWD 51546.05 USD 2022-10-18 2941.84 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 318 PA -0.08 -0.0000000072 N/A DFE CORP IN N 2 J.P. Morgan ZBUT11V806EZRVTWT807 3.98 USD 318 INR 2022-10-18 -0.08 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 161925000 PA -73671.56 -0.0066241707 N/A DFE CORP JP N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 1193980.44 USD 161925000 JPY 2022-10-18 -73671.56 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 86776.49 PA -2837.92 -0.0002551713 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 87967.85 USD 86776.49 EUR 2022-10-18 -2837.92 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 36964.29 PA USD 1204.85 0.0001083340 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 193582 BRL 36964.29 USD 2022-10-18 1204.85 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 110639.2 PA USD 8917.06 0.0008017765 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 159000 AUD 110639.2 USD 2022-10-18 8917.06 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1247431.11 PA USD 81731.03 0.0073488371 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 36982590 TWD 1247431.11 USD 2022-10-18 81731.03 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 79019.11 PA USD 11694.09 0.0010514729 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 60296 GBP 79019.11 USD 2022-10-05 11694.09 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1434.28 PA USD 56.94 0.0000051198 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1232 GBP 1434.28 USD 2022-12-23 56.94 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 4258256 PA -73429.68 -0.0066024220 N/A DFE CORP GB N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 4828308.73 USD 4258256 GBP 2022-10-07 -73429.68 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 115869.02 PA USD 10857.38 0.0009762402 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 93984 GBP 115869.02 USD 2022-11-10 10857.38 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 60899 PA -625.93 -0.0000562804 N/A DFE CORP AU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 39591.66 USD 60899 AUD 2022-10-28 -625.93 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 51643.45 PA USD 1398.82 0.0001257748 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 51191 EUR 51643.45 USD 2022-10-25 1398.82 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 841359 PA -33237.71 -0.0029885652 N/A DFE CORP CA N 2 J.P. Morgan ZBUT11V806EZRVTWT807 642295.55 USD 841359 CAD 2022-10-18 -33237.71 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1030000 PA -3160.48 -0.0002841742 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 193427.23 USD 1030000 BRL 2022-10-18 -3160.48 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 96000 PA -10311.7 -0.0009271754 N/A DFE CORP GB N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 117534.53 USD 96000 GBP 2022-10-18 -10311.7 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 241116.45 PA USD 1210.87 0.0001088753 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 34675000 JPY 241116.45 USD 2022-10-18 1210.87 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 4865.31 PA USD 517.92 0.0000465687 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 4420 EUR 4865.31 USD 2022-11-23 517.92 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 116665.63 PA USD 8544.82 0.0007683066 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 96712 GBP 116665.63 USD 2022-12-23 8544.82 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 102066.76 PA USD 13447.53 0.0012091333 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 79367 GBP 102066.76 USD 2022-10-05 13447.53 N N N State Street Bank 571474TGEMMWANRLN572 N/A 3630877.38 PA USD -73513.91 -0.0066099956 N/A DFE CORP US N 2 State Street Bank 571474TGEMMWANRLN572 3753000 EUR 3630877.38 USD 2022-12-28 -73513.91 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1006841.06 PA USD 58535.08 0.0052631756 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1310000 CAD 1006841.06 USD 2022-10-18 58535.08 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 1360.27 PA USD 158.34 0.0000142371 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1222 EUR 1360.27 USD 2022-11-23 158.34 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 114933.85 PA USD 6683.66 0.0006009606 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 772688 CNY 114933.85 USD 2022-10-18 6683.66 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 394461.31 PA USD 37244.73 0.0033488560 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 319704 GBP 394461.31 USD 2022-11-10 37244.73 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 20262000 PA -15274.22 -0.0013733799 N/A DFE CORP JP N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 155460.72 USD 20262000 JPY 2022-10-18 -15274.22 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 224892.11 PA USD 32375.55 0.0029110442 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 172417 GBP 224892.11 USD 2022-10-05 32375.55 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 223185792 PA -105.73 -0.0000095067 N/A DFE CORP ID N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 14756.09 USD 223185792 IDR 2022-10-18 -105.73 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 668207.26 PA USD 4013.02 0.0003608303 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 96000000 JPY 668207.26 USD 2022-10-18 4013.02 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 68937.53 PA USD 3479.8 0.0003128859 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 9461000 JPY 68937.53 USD 2022-10-18 3479.8 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 77036.88 PA USD 812.62 0.0000730666 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 105297 CAD 77036.88 USD 2022-10-18 812.62 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 589170.93 PA USD 25635.82 0.0023050421 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 574068 EUR 589170.93 USD 2022-10-27 25635.82 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 2640886.01 PA USD 268784.26 0.0241677088 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 2418841 EUR 2640886.01 USD 2022-10-13 268784.26 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 121542.82 PA USD 13393.7 0.0012042931 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 96792 GBP 121542.82 USD 2022-11-10 13393.7 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 335009.9 PA USD 16176.68 0.0014545245 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 325000 EUR 335009.9 USD 2022-10-18 16176.68 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 40124.95 PA USD 3087.83 0.0002776419 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 33129 GBP 40124.95 USD 2022-12-23 3087.83 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 309000 PA 11001.54 0.0009892023 N/A DFE CORP GB N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 334492.5 USD 309000 GBP 2022-12-28 11001.54 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 132258.5 PA USD 9399.01 0.0008451110 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 110000 GBP 132258.5 USD 2022-10-18 9399.01 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1250259.99 PA USD 60450.41 0.0054353923 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1212048 EUR 1250259.99 USD 2022-10-27 60450.41 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 380903.17 PA USD 12358.68 0.0011112294 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 329656 GBP 380903.17 USD 2022-12-23 12358.68 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 79042.37 PA USD 3267.29 0.0002937780 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 76364 EUR 79042.37 USD 2023-03-15 3267.29 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1146287.67 PA USD 42754.64 0.0038442790 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 7877000 CNY 1146287.67 USD 2022-10-18 42754.64 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 16405434.07 PA 104505.03 0.0093965589 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 2925988.81 USD 16405434.07 BRL 2022-10-18 104505.03 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 926722.16 PA 8946.29 0.0008044047 N/A DFE CORP GB N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1027225.18 USD 926722.16 GBP 2022-12-28 8946.29 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 303968.59 PA USD 14566.13 0.0013097121 N/A DFE CORP US N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 295000 EUR 303968.59 USD 2022-10-18 14566.13 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 168968 PA -7817.83 -0.0007029394 N/A DFE CORP AU N 2 J.P. Morgan ZBUT11V806EZRVTWT807 115917.12 USD 168968 AUD 2022-10-18 -7817.83 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 30448 PA -108.64 -0.0000097684 N/A DFE CORP AU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 19590.55 USD 30448 AUD 2022-10-28 -108.64 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 2960414.35 PA USD 31121.33 0.0027982711 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 44625285973 IDR 2960414.35 USD 2022-10-18 31121.33 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 2611722.12 PA USD -22824.5 -0.0020522625 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 18760000 CNY 2611722.12 USD 2023-01-18 -22824.5 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 80606.97 PA USD -1014.6 -0.0000912277 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 73000 GBP 80606.97 USD 2022-12-28 -1014.6 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 183973.23 PA USD 15380.74 0.0013829576 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 150888 GBP 183973.23 USD 2022-11-10 15380.74 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 665552.7 PA USD -25811.18 -0.0023208096 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 619000 GBP 665552.7 USD 2022-10-18 -25811.18 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N/A 169198.82 PA USD 2028.89 0.0001824274 N/A DFE CORP US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 3025775.81 ZAR 169198.82 USD 2022-10-03 2028.89 N N N State Street Bank 571474TGEMMWANRLN572 N/A 474507.5 PA USD 47.11 0.0000042359 N/A DFE CORP US N 2 State Street Bank 571474TGEMMWANRLN572 3719000 HKD 474507.5 USD 2022-12-28 47.11 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 7087.06 PA USD 393.79 0.0000354076 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 5987 GBP 7087.06 USD 2022-12-23 393.79 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 23524.15 PA USD 1028.98 0.0000925206 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 22670 EUR 23524.15 USD 2023-03-15 1028.98 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 206436.66 PA USD 20465.98 0.0018401965 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 189635 EUR 206436.66 USD 2022-10-13 20465.98 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 115196.9 PA USD 5220.44 0.0004693953 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 112032 EUR 115196.9 USD 2022-10-27 5220.44 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 164491.39 PA USD 13119.32 0.0011796223 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 236349 AUD 164491.39 USD 2022-12-15 13119.32 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 3687423.39 PA USD 30292.26 0.0027237254 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 55713280000 IDR 3687423.39 USD 2022-10-18 30292.26 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 47373.94 PA USD 2125.21 0.0001910880 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 46101 EUR 47373.94 USD 2022-10-25 2125.21 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 43889.91 PA USD 1927.29 0.0001732921 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 42753 EUR 43889.91 USD 2022-10-25 1927.29 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 2788779.01 PA USD 5627.78 0.0005060213 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 19818179.16 CNY 2788779.01 USD 2023-01-18 5627.78 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 412014.89 PA USD 42780.19 0.0038465763 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 376510 EUR 412014.89 USD 2022-10-13 42780.19 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 221023.73 PA USD -10175.5 -0.0009149290 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 207000 GBP 221023.73 USD 2022-10-18 -10175.5 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 62322070000 PA -17299.24 -0.0015554594 N/A DFE CORP ID N 2 J.P. Morgan ZBUT11V806EZRVTWT807 4108244.56 USD 62322070000 IDR 2022-10-18 -17299.24 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 142604.28 PA USD 8575.74 0.0007710868 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 120000 GBP 142604.28 USD 2022-10-18 8575.74 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 715932 PA USD 29214.3 0.0026268007 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 700000 EUR 715932 USD 2022-10-18 29214.3 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 49652 PA -384.71 -0.0000345912 N/A DFE CORP CN N 2 J.P. Morgan ZBUT11V806EZRVTWT807 7390.78 USD 49652 CNY 2022-10-18 -384.71 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 147648.83 PA USD -3133.28 -0.0002817285 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 135000 GBP 147648.83 USD 2022-10-18 -3133.28 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 86694.66 PA USD 3929.6 0.0003533296 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 84312 EUR 86694.66 USD 2022-10-27 3929.6 N N N State Street Bank 571474TGEMMWANRLN572 N/A 532270.22 PA USD 4317.05 0.0003881671 N/A DFE CORP US N 2 State Street Bank 571474TGEMMWANRLN572 824000 AUD 532270.22 USD 2022-12-28 4317.05 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 23587.38 PA USD -137.57 -0.0000123696 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 109681311 COP 23587.38 USD 2022-10-18 -137.57 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 789753 PA -68.82 -0.0000061879 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 145955.94 USD 789753 BRL 2022-10-18 -68.82 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 411072.37 PA USD 46266.85 0.0041600790 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 326496 GBP 411072.37 USD 2022-11-10 46266.85 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 187772.79 PA USD 3160.78 0.0002842012 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 255033 CAD 187772.79 USD 2022-10-28 3160.78 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 67000 PA -3575.98 -0.0003215339 N/A DFE CORP CA N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 52077.13 USD 67000 CAD 2022-10-18 -3575.98 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 13166.2 PA USD 727.7 0.0000654311 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 11126 GBP 13166.2 USD 2022-12-23 727.7 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 869531.73 PA USD 4776.58 0.0004294857 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 881481 EUR 869531.73 USD 2022-10-18 4776.58 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 2726792.31 PA 5906.96 0.0005311237 N/A DFE CORP MX N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 129128.44 USD 2726792.31 MXN 2022-10-18 5906.96 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 251669.9 PA USD 16573.18 0.0014901758 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 239729 EUR 251669.9 USD 2022-10-13 16573.18 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1347289.72 PA USD 75947.32 0.0068287954 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 9010000 CNY 1347289.72 USD 2022-10-18 75947.32 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 452147.74 PA USD 40588.44 0.0036495054 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 368340 GBP 452147.74 USD 2022-11-10 40588.44 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 28586000 PA 30982.24 0.0027857649 N/A DFE CORP MX N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1384645.19 USD 28586000 MXN 2022-10-18 30982.24 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 10283.99 PA USD 535.32 0.0000481332 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 8720 GBP 10283.99 USD 2022-12-23 535.32 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 8898.58 PA USD 677.23 0.0000608931 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 149000 ZAR 8898.58 USD 2022-10-18 677.23 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1635706.09 PA USD -58956.68 -0.0053010837 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 34220607.03 MXN 1635706.09 USD 2022-10-18 -58956.68 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 716848.32 PA USD 62121.1 0.0055856122 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 585972 GBP 716848.32 USD 2022-11-10 62121.1 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 381264 PA -36325.66 -0.0032662179 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 411326.67 USD 381264 EUR 2022-11-23 -36325.66 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 194275.95 PA USD 7625.46 0.0006856424 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 167080 GBP 194275.95 USD 2022-10-27 7625.46 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 4085353.65 PA USD 7184.36 0.0006459810 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 62322070000 IDR 4085353.65 USD 2023-01-18 7184.36 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 4059.61 PA USD 428.26 0.0000385070 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 3692 EUR 4059.61 USD 2022-11-23 428.26 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1053304.31 PA USD 26286.87 0.0023635812 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1044246 EUR 1053304.31 USD 2022-11-22 26286.87 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 2999000 PA -30211.53 -0.0027164666 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 584201.81 USD 2999000 BRL 2022-10-18 -30211.53 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 123539.04 PA USD 2913.35 0.0002619536 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 108000 GBP 123539.04 USD 2022-10-18 2913.35 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 133411.9 PA USD 4436.2 0.0003988805 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 131405 EUR 133411.9 USD 2022-10-25 4436.2 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 3479000 PA -56515.35 -0.0050815718 N/A DFE CORP US N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 3469502.33 USD 3479000 EUR 2022-10-18 -56515.35 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 38183.48 PA USD 1546.89 0.0001390885 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 37324 EUR 38183.48 USD 2022-10-26 1546.89 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -180 NC USD -18000 -0.0016184681 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Eurodollar 1 Year Midcurve Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -180 NC USD 0 0.000000000000 DIR CORP US US Short Eurodollar 1 Year Midcurve Eurodollar 1 Year Midcurve 2022-12-16 -111559.5 USD 2500 96.750000000000 USD 2022-12-16 XXXX 93559.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -542 NC USD -84687.5 -0.0076146678 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Eurodollar 1 Year Midcurve Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -542 NC USD 0 0.000000000000 DIR CORP US US Short Eurodollar 1 Year Midcurve Eurodollar 1 Year Midcurve 2022-12-16 -333911.8 USD 2500 96.500000000000 USD 2022-12-16 XXXX 249224.3 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -66 NC USD -3300 -0.0002967192 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Eurodollar 1 Year Midcurve Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -66 NC USD 0 0.000000000000 DIR CORP US US Short Eurodollar 1 Year Midcurve Eurodollar 1 Year Midcurve 2022-12-16 -16623.9 USD 2500 97.130000000000 USD 2022-12-16 XXXX 13323.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -182 NC USD -45500 -0.0040911278 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Eurodollar 1 Year Midcurve Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -182 NC USD 0 0.000000000000 DIR CORP US US Short Eurodollar 1 Year Midcurve Eurodollar 1 Year Midcurve 2022-12-16 -129430.3 USD 2500 96.250000000000 USD 2022-12-16 XXXX 83930.3 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -94 NC USD -36425 -0.0032751501 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Eurodollar 1 Year Midcurve Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -94 NC USD 0 0.000000000000 DIR CORP US US Short Eurodollar 1 Year Midcurve Eurodollar 1 Year Midcurve 2022-12-16 -34465.1 USD 2500 96.000000000000 USD 2022-12-16 XXXX -1959.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -240 NC USD -141000 -0.0126780003 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Eurodollar 1 Year Midcurve Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -240 NC USD 0 0.000000000000 DIR CORP US US Short Eurodollar 1 Year Midcurve Eurodollar 1 Year Midcurve 2022-12-16 -125496 USD 2500 95.750000000000 USD 2022-12-16 XXXX -15504 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 166100000 PA -41896.69 -0.0037671365 N/A DIR CORP RU N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 3M MPOR MOSKP3 Y 2024-10-27 0.000000000000 RUB 0.000000000000 RUB 2759136.21 RUB 209795.24 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 22445000 PA 49049.15 0.0044102492 N/A DIR CORP BR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 BRAZIBOR BZDIOVRA Y 2027-01-04 0.000000000000 BRL 0.000000000000 BRL 4160834.95 BRL 49049.15 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3170000 PA USD 1334828.04 0.1200209244 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2045-07-20 0.000000000000 USD 20811.210000000000 USD 3170000 USD 1334828.04 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 83433000 PA USD -2088681.85 -0.1878036113 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2025-03-01 -51927.260000000000 USD 2125.270000000000 USD 83433000 USD -2088681.85 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 3270000 PA USD -177761.17 -0.0159833771 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.S. CPURNSA CPURNSA Y 2026-05-12 -33266.600000000000 USD 0.000000000000 USD 3270000 USD -177761.17 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -296000 PA USD 440.28 0.0000395877 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Teva Pharmaceutical Industries Ltd Teva Pharmaceutical Industries Ltd Y Sell Protection 2026-06-20 -29603.700000000000 USD 0.000000000000 USD -296000 USD 440.28 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2647000 PA USD -95484.26 -0.0085854573 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2024-06-04 0.000000000000 USD 0.000000000000 USD 2647000 USD -95484.26 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 30918000 PA USD -699899.3 -0.0629313727 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2025-06-21 0.000000000000 USD 3805.290000000000 USD 30918000 USD -699899.3 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1796000 PA USD 501719.26 0.0451120351 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2047-02-15 0.000000000000 USD 3281.020000000000 USD 1796000 USD 501719.26 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 21721000.01 PA USD 2586034.67 0.2325230383 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2027-05-15 0.000000000000 USD 283829.600000000000 USD 21721000.01 USD 2586034.67 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 530000 PA USD 12712.49 0.0011430422 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.S. CPURNSA CPURNSA Y 2051-10-07 -1.430000000000 USD 0.000000000000 USD 530000 USD 12712.49 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 17351000 PA USD -352752.6 -0.0317177133 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2025-10-13 0.000000000000 USD 0.000000000000 USD 17351000 USD -352752.6 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1889000 PA USD 258996.37 0.0232876317 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2028-08-15 0.000000000000 USD 260.720000000000 USD 1889000 USD 258996.37 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3190000 PA USD 183994.3 0.0165438283 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2031-10-20 -424.480000000000 USD 12184.670000000000 USD 3190000 USD 183994.3 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 1940000 PA -181364.93 -0.0163074088 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2026-10-15 -85359.100000000000 GBP 0.000000000000 GBP 2166106.9 GBP -181364.93 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6586000 PA USD 888683.22 0.0799058593 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2028-08-15 -15749.750000000000 USD 0.000000000000 USD 6586000 USD 888683.22 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4900000 PA USD 301315.62 0.0270927626 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2026-11-20 -9738.070000000000 USD 1366.340000000000 USD 4900000 USD 301315.62 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 3680000 PA USD 118454.07 0.0106507854 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.S. CPURNSA CPURNSA Y 2023-11-18 -16195.020000000000 USD 247.500000000000 USD 3680000 USD 118454.07 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 3680000 PA USD -89707.43 -0.0080660342 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.S. CPURNSA CPURNSA Y 2026-11-18 0.000000000000 USD 44966.590000000000 USD 3680000 USD -89707.43 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2938000 PA USD -270561.6 -0.0243275181 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2027-03-04 -4562.430000000000 USD 0.000000000000 USD 2938000 USD -270561.6 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 688000 PA USD 110274.51 0.0099153211 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2047-08-15 0.000000000000 USD 69167.350000000000 USD 688000 USD 110274.51 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1354000 PA USD 158868.67 0.0142846599 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2032-03-18 0.000000000000 USD 10975.150000000000 USD 1354000 USD 158868.67 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -31540000 PA USD -157694.96 -0.0141791259 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.IG.38 2I65BYEA9 Y Sell Protection 2027-06-20 165651.340000000000 USD 0.000000000000 USD -31540000 USD -157694.96 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 990000 PA USD 106227.87 0.0095514679 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2052-04-21 0.000000000000 USD 1945.750000000000 USD 990000 USD 106227.87 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 79106000 PA -56318.45 -0.0050638676 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-04-21 -15.520000000000 MXN 0.000000000000 MXN 3927902.88 MXN -56318.45 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1898000 PA USD 85820.86 0.0077165737 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2029-02-15 0.000000000000 USD 7549.290000000000 USD 1898000 USD 85820.86 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3151000 PA USD 371172.56 0.0333739421 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2048-02-15 -64566.710000000000 USD 0.000000000000 USD 3151000 USD 371172.56 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 11752000 PA USD 369950.98 0.0332641039 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2029-04-30 -84452.170000000000 USD 14428.590000000000 USD 11752000 USD 369950.98 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3929000 PA USD 451386.9 0.0405864062 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2048-02-15 -1359.110000000000 USD 5571.980000000000 USD 3929000 USD 451386.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 11380000 PA USD 548288.58 0.0492993106 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2048-02-15 0.000000000000 USD 570612.710000000000 USD 11380000 USD 548288.58 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 18765000 PA USD 267776.58 0.0240771033 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 U.S. SOFR SOFRRATE Y 2032-05-15 -24457.870000000000 USD 270626.840000000000 USD 18765000 USD 267776.58 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -10826000 PA USD -22656.65 -0.0020371703 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.IG.39 2I65BYEB7 Y Sell Protection 2027-12-20 -14502.400000000000 USD 0.000000000000 USD -10826000 USD -22656.65 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 1354700 PA USD 140.82 0.0000126618 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.HY.39 2I65BRZH6 Y Purchase Protection 2027-12-20 0.000000000000 USD 55455.150000000000 USD 1354700 USD 140.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -19000 -0.0017083830 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 1st Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 1st Week United States Long Bond 1st Week 2022-10-07 -13326.51 USD 1000 127.000000000000 USD 2022-10-07 XXXX -5673.49 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -10 NC USD -6406.25 -0.0005760173 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 1st Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -10 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 1st Week United States Long Bond 1st Week 2022-10-07 -4982.7 USD 1000 128.000000000000 USD 2022-10-07 XXXX -1423.55 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -5 NC USD -3750 -0.0003371809 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 1st Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -5 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 1st Week United States Long Bond 1st Week 2022-10-07 -5303.85 USD 1000 125.000000000000 USD 2022-10-07 XXXX 1553.85 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -73 NC USD -26234.38 -0.0023588615 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 1st Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -73 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 1st Week United States 5 Year Note 1st Week 2022-10-07 -33803.42 USD 1000 107.750000000000 USD 2022-10-07 XXXX 7569.04 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -32 NC USD -8500 -0.0007642766 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 1st Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -32 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 1st Week United States 5 Year Note 1st Week 2022-10-07 -10069.65 USD 1000 108.000000000000 USD 2022-10-07 XXXX 1569.65 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -22 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -22 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -9868.19 USD 1000 129.000000000000 USD 2022-09-30 XXXX 9868.17 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -22 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -22 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -9165.07 USD 1000 130.500000000000 USD 2022-09-30 XXXX 9165.05 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -3670.26 USD 1000 132.000000000000 USD 2022-09-30 XXXX 3670.24 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -13623.38 USD 1000 130.000000000000 USD 2022-09-30 XXXX 13623.36 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -10 NC USD -0.01 -0.0000000009 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -10 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -3732.7 USD 1000 131.000000000000 USD 2022-09-30 XXXX 3732.69 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -12 NC USD -0.01 -0.0000000009 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -12 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -9104.25 USD 1000 127.000000000000 USD 2022-09-30 XXXX 9104.24 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -41 NC USD -0.04 -0.0000000036 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -41 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -22069.7 USD 1000 128.000000000000 USD 2022-09-30 XXXX 22069.66 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 17 NC USD 35593.75 0.0032004083 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 17 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 18795.04 USD 1000 128.500000000000 USD 2022-09-30 XXXX 16798.71 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -5 NC USD -7968.75 -0.0007165093 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -5 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond 5th Week United States Long Bond 5th Week 2022-09-30 -4522.6 USD 1000 128.000000000000 USD 2022-09-30 XXXX -3446.15 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -24 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -24 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -3333.48 USD 1000 108.500000000000 USD 2022-09-30 XXXX 3333.46 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -38 NC USD -296.89 -0.0000266948 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -38 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -3645.21 USD 1000 109.000000000000 USD 2022-09-30 XXXX 3348.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -57 NC USD -445.34 -0.0000400427 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -57 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -9698.29 USD 1000 108.000000000000 USD 2022-09-30 XXXX 9252.95 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -67 NC USD -34023.47 -0.0030592168 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -67 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -22407.54 USD 1000 107.000000000000 USD 2022-09-30 XXXX -11615.93 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -10 NC USD -78.13 -0.0000070251 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -10 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -1701.45 USD 1000 107.500000000000 USD 2022-09-30 XXXX 1623.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -97 NC USD -0.1 -0.0000000090 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -97 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -20363.46 USD 1000 107.750000000000 USD 2022-09-30 XXXX 20363.36 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 29 NC USD 21976.58 0.0019760219 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 29 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 11589.25 USD 1000 106.750000000000 USD 2022-09-30 XXXX 10387.33 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -29 NC USD -226.58 -0.0000203729 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -29 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 -7199.83 USD 1000 107.000000000000 USD 2022-09-30 XXXX 6973.25 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 19 NC USD 148.45 0.0000133479 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 19 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note 5th Week United States 5 Year Note 5th Week 2022-09-30 2259.44 USD 1000 107.500000000000 USD 2022-09-30 XXXX -2110.99 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 9 NC USD 0.01 0.0000000009 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 9 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 4656.2 USD 1000 113.000000000000 USD 2022-09-30 XXXX -4656.19 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 39 NC USD 0.04 0.0000000036 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 39 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 17129.97 USD 1000 113.250000000000 USD 2022-09-30 XXXX -17129.93 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -5451.51 USD 1000 113.500000000000 USD 2022-09-30 XXXX 5451.49 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -28 NC USD -0.03 -0.0000000027 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -28 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -7373.44 USD 1000 113.750000000000 USD 2022-09-30 XXXX 7373.41 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -47 NC USD -0.05 -0.0000000045 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -47 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -9590.57 USD 1000 114.000000000000 USD 2022-09-30 XXXX 9590.52 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -1592.13 USD 1000 114.500000000000 USD 2022-09-30 XXXX 1592.11 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 5 NC USD 312.5 0.0000280984 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 5 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 2743.03 USD 1000 112.000000000000 USD 2022-09-30 XXXX -2430.53 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 29 NC USD 0.03 0.0000000027 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 29 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 13643.92 USD 1000 112.250000000000 USD 2022-09-30 XXXX -13643.89 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -24 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -24 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -10302.23 USD 1000 112.750000000000 USD 2022-09-30 XXXX 10302.21 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -40 NC USD -0.04 -0.0000000036 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -40 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -9930.8 USD 1000 112.500000000000 USD 2022-09-30 XXXX 9930.76 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 9 NC USD 8437.5 0.0007586569 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 9 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 4937.45 USD 1000 113.000000000000 USD 2022-09-30 XXXX 3500.05 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 14 NC USD 9625 0.0008654309 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 14 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 7899.22 USD 1000 112.750000000000 USD 2022-09-30 XXXX 1725.78 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -0.02 -0.0000000018 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2022-09-30 -4717.13 USD 1000 111.500000000000 USD 2022-09-30 XXXX 4717.11 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1920600 PA USD 6940.15 0.0006240229 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Purchased GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CDX.NA.HY.38.V2 FOR8UP27PHTHYVLBNG30 N/A 1920600 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.HY.38.V2 2I65BRZG8 Sell Protection 2027-06-20 0 USD 0 USD 1920600 USD 0.01 100.500000000000 USD 2022-11-17 XXXX -23597.39 N N N NYSE AMERICAN N/A N/A 54 NC USD 4644 0.0004175648 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased American Airlines Group Inc. American Airlines Group Inc. 100 10.000000000000 USD 2023-01-20 XXXX -2270.43 N N N NYSE AMERICAN N/A N/A 10 NC USD 660 0.0000593438 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Airbnb, Inc. Airbnb, Inc. 100 125.000000000000 USD 2022-10-21 XXXX -4991.8 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 96 NC USD -359126.71 -0.0322908408 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long AUD/USD Spot Rate AUD/USD Spot Rate 2022-12-21 6518006.71 USD -359126.71 N N N NYSE AMERICAN N/A N/A 6 NC USD 12 0.0000010790 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Affirm Holdings, Inc. Affirm Holdings, Inc. 100 50.000000000000 USD 2022-10-21 XXXX -1908.12 N N N NYSE AMERICAN N/A N/A 4 NC USD 60 0.0000053949 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Amyris, Inc. Amyris, Inc. 100 1.500000000000 USD 2022-12-16 XXXX -64.08 N N N NYSE AMERICAN N/A N/A 260 NC USD 8450 0.0007597809 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Amyris, Inc. Amyris, Inc. 100 2.000000000000 USD 2023-01-20 XXXX -2212.6 N N N NYSE AMERICAN N/A N/A 127 NC USD 9842.5 0.0008849874 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Amyris, Inc. Amyris, Inc. 100 3.500000000000 USD 2022-10-21 XXXX 5013.96 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 100 NC USD 10000 0.0008991490 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Array Tech, Inc. Array Tech, Inc. 100 20.000000000000 USD 2022-11-18 XXXX -9904 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -100 NC USD -12600 -0.0011329277 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Array Tech, Inc. Array Tech, Inc. 100 15.000000000000 USD 2022-11-18 XXXX -209.29 N N N NYSE ARCA EQUITIES EXCHANGE N/A N/A 105 NC USD 1050 0.0000944106 N/A DE CORP US N 1 NYSE ARCA EQUITIES EXCHANGE N/A Call Purchased Arrival Arrival 100 1.500000000000 USD 2022-12-16 XXXX -1157.1 N N N NYSE AMERICAN N/A N/A -145 NC USD -1885 -0.0001694896 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Activision Blizzard, Inc. Activision Blizzard, Inc. 100 80.000000000000 USD 2022-10-21 XXXX 37644.06 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -50 -0.0000044957 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 -6575 USD 1000 71.000000000000 USD 2022-10-07 XXXX 6525 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -28 NC USD -140 -0.0000125881 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -28 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 -21650 USD 1000 70.000000000000 USD 2022-10-07 XXXX 21510 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5 NC USD 75 0.0000067436 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A 5 NC USD 0 0.000000000000 DFE CORP US US Long AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 3512.5 USD 1000 68.000000000000 USD 2022-10-07 XXXX -3437.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -100 -0.0000089915 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 -4725 USD 1000 69.000000000000 USD 2022-10-07 XXXX 4625 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -50 -0.0000044957 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 -2337.5 USD 1000 68.500000000000 USD 2022-10-07 XXXX 2287.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -1400 -0.0001258809 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 -1987.5 USD 1000 65.000000000000 USD 2022-10-07 XXXX 587.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -16800 -0.0015105703 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-10-07 -2137.5 USD 1000 67.500000000000 USD 2022-10-07 XXXX -14662.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -1300 -0.0001168894 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-11-04 -7875 USD 1000 68.500000000000 USD 2022-11-04 XXXX 6575 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -1500 -0.0001348723 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-11-04 -3737.5 USD 1000 67.000000000000 USD 2022-11-04 XXXX 2237.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -8900 -0.0008002426 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-11-04 -12475 USD 1000 65.000000000000 USD 2022-11-04 XXXX 3575 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -2700 -0.0002427702 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short AUD/USD Spot Rate AUD/USD Spot Rate 2022-11-04 -4987.5 USD 1000 66.000000000000 USD 2022-11-04 XXXX 2287.5 N N N NYSE AMERICAN N/A N/A -10 NC USD -3622.3 -0.0003256987 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Avalara, Inc. Avalara, Inc. 100 100.000000000000 USD 2022-11-18 XXXX -3392.8 N N N NYSE AMERICAN N/A N/A -8 NC USD -11837.92 -0.0010644053 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Avalara, Inc. Avalara, Inc. 100 95.000000000000 USD 2023-01-20 XXXX -10882.76 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 5 NC USD 650 0.0000584447 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Purchased Alteryx, Inc. Alteryx, Inc. 100 70.000000000000 USD 2022-11-18 XXXX -1899.1 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 5 NC USD 37.5 0.0000033718 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Purchased Alteryx, Inc. Alteryx, Inc. 100 75.000000000000 USD 2022-10-21 XXXX -855.1 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -5 NC USD -3825 -0.0003439245 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Put Written Alteryx, Inc. Alteryx, Inc. 100 60.000000000000 USD 2022-11-18 XXXX -1471.65 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -5 NC USD -2700 -0.0002427702 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Put Written Alteryx, Inc. Alteryx, Inc. 100 60.000000000000 USD 2022-10-21 XXXX -1897.62 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5 NC USD 781.25 0.0000702460 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 GBP/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A 5 NC USD 0 0.000000000000 DFE CORP US US Long GBP/USD Spot Rate GBP/USD Spot Rate 2022-10-07 4543.75 USD 625 115.000000000000 USD 2022-10-07 XXXX -3762.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5 NC USD 343.75 0.0000309082 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 GBP/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A 5 NC USD 0 0.000000000000 DFE CORP US US Long GBP/USD Spot Rate GBP/USD Spot Rate 2022-10-07 4231.25 USD 625 116.500000000000 USD 2022-10-07 XXXX -3887.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -27062.5 -0.0024333219 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 GBP/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short GBP/USD Spot Rate GBP/USD Spot Rate 2022-10-07 -6600 USD 625 116.000000000000 USD 2022-10-07 XXXX -20462.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -8093.75 -0.0007277487 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 GBP/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short GBP/USD Spot Rate GBP/USD Spot Rate 2022-11-04 -5300 USD 625 112.000000000000 USD 2022-11-04 XXXX -2793.75 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -9 NC USD 19271.25 0.0017327724 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short GBP/USD Spot Rate GBP/USD Spot Rate 2022-12-21 -648202.5 USD 19271.25 N N N NYSE AMERICAN N/A N/A -26 NC USD -17.42 -0.0000015663 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written BTRS Holdings Inc. BTRS Holdings Inc. 100 10.000000000000 USD 2022-10-21 XXXX 72.1 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3 NC USD -10885.5 -0.0009787686 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long CAD/USD Spot Rate CAD/USD Spot Rate 2022-12-21 228070.5 USD -10885.5 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 39 NC USD 21.06 0.0000018936 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Confluent, Inc. Confluent, Inc. 100 40.000000000000 USD 2022-10-21 XXXX -10218.39 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -39 NC USD -10432.5 -0.0009380372 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Confluent, Inc. Confluent, Inc. 100 25.000000000000 USD 2022-10-21 XXXX -4666.87 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 7 NC USD 2012.5 0.0001809537 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Coupa Software Incorporated Coupa Software Incorporated 100 75.000000000000 USD 2022-12-16 XXXX -2320.64 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -7 NC USD -5845 -0.0005255526 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Coupa Software Incorporated Coupa Software Incorporated 100 60.000000000000 USD 2022-12-16 XXXX -1900.73 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 48 NC USD 1320 0.0001186877 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Danimer Scientific, Inc. Danimer Scientific, Inc. 100 2.500000000000 USD 2022-11-18 XXXX -863.04 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 26 NC USD 5655 0.0005084687 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Danimer Scientific, Inc. Danimer Scientific, Inc. 100 5.000000000000 USD 2022-11-18 XXXX 1276.6 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 104 NC USD 4940 0.0004441796 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Danimer Scientific, Inc. Danimer Scientific, Inc. 100 2.500000000000 USD 2023-01-20 XXXX 361.92 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -171 NC -10744.91 -0.0009661275 N/A DE CORP CH N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written Dufry AG Dufry AG 100 40.000000000000 CHF 2023-03-17 XXXX 37722.08 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -19 NC USD 49499.75 0.0044507649 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short EUR/USD Spot Rate EUR/USD Spot Rate 2022-12-21 -2391606 USD 49499.75 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 30 NC USD 16844.22 0.0015145463 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar 90 Day Eurodollar 2023-03-13 7130280.78 USD 16844.22 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 42 NC USD -127783.7 -0.0114896581 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar 90 Day Eurodollar 2023-06-19 10137958.7 USD -127783.7 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 193 NC USD -1638430.3 -0.1473192900 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar 90 Day Eurodollar 2023-09-18 47678580.3 USD -1638430.3 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 490 NC USD -938791.5 -0.0844113401 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 117693541.5 USD -938791.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -33 NC USD -206.25 -0.0000185449 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -33 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -10168.2 USD 2500 99.000000000000 USD 2022-12-19 XXXX 9961.95 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -78 NC USD -1462.5 -0.0001315005 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -78 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -47611.2 USD 2500 98.500000000000 USD 2022-12-19 XXXX 46148.7 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -107 NC USD -4012.5 -0.0003607835 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -107 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -54600.3 USD 2500 97.500000000000 USD 2022-12-19 XXXX 50587.8 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -180 NC USD -7875 -0.0007080798 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -180 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -141147 USD 2500 97.000000000000 USD 2022-12-19 XXXX 133272 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -486 NC USD -30375 -0.0027311650 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -486 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -286504.4 USD 2500 96.500000000000 USD 2022-12-19 XXXX 256129.4 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -135 NC USD -10968.75 -0.0009862540 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -135 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -52029 USD 2500 96.250000000000 USD 2022-12-19 XXXX 41060.25 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -145 NC USD -15406.25 -0.0013852514 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -145 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -60133 USD 2500 96.000000000000 USD 2022-12-19 XXXX 44726.75 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -188 NC USD -30550 -0.0027469001 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -188 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2022-12-19 -47780.2 USD 2500 95.750000000000 USD 2022-12-19 XXXX 17230.2 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 79 NC USD -270690.9 -0.0243391441 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 90 Day Eurodollar 90 Day Eurodollar 2023-12-18 19133915.9 USD -270690.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 487 NC USD 267850 0.0240837049 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 487 NC USD 0 0.000000000000 DIR CORP US US Long 90 Day Eurodollar 90 Day Eurodollar 2023-12-18 743185.2 USD 2500 97.130000000000 USD 2023-12-18 XXXX -475335.2 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -734 NC USD -206437.5 -0.0185618063 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -734 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2023-12-18 -559096.1 USD 2500 98.000000000000 USD 2023-12-18 XXXX 352658.6 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -141 NC USD -85481.25 -0.0076860377 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -141 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2023-12-18 -226203.9 USD 2500 97.000000000000 USD 2023-12-18 XXXX 140722.65 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -240 NC USD -75000 -0.0067436172 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 90 Day Eurodollar Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -240 NC USD 0 0.000000000000 DIR CORP US US Short 90 Day Eurodollar 90 Day Eurodollar 2023-12-18 -173496 USD 2500 97.880000000000 USD 2023-12-18 XXXX 98496 N N N NYSE ARCA EQUITIES EXCHANGE N/A N/A 115 NC USD 3162.5 0.0002843559 N/A DE CORP US N 1 NYSE ARCA EQUITIES EXCHANGE N/A Put Purchased 8X8, Inc. 8X8, Inc. 100 2.500000000000 USD 2023-01-20 XXXX 1320.2 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 135 NC -184149.68 -0.0165577993 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long 3M EURIBOR 3M EURIBOR 2022-12-19 33027752.47 EUR -184149.68 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -45 NC -61693.82 -0.0055471934 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Put Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 3M EURIBOR Future, Dec. 2022 5493000F4ZO33MV32P92 N/A -45 NC 0 0.000000000000 DIR CORP GB GB Short 3M EURIBOR 3M EURIBOR 2022-12-19 -23499.12 EUR 2500 98.500000000000 EUR 2022-12-19 XXXX -61693.82 N N N NYSE AMERICAN N/A N/A 10 NC USD 90 0.0000080923 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Fiverr International Ltd Fiverr International Ltd 100 50.000000000000 USD 2022-10-21 XXXX -2466.8 N N N NYSE AMERICAN N/A N/A -10 NC USD -5300 -0.0004765489 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Fiverr International Ltd Fiverr International Ltd 100 35.000000000000 USD 2022-10-21 XXXX -2830.96 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -68 NC USD -1593.78 -0.0001433046 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -68 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -22726.13 USD 1000 112.000000000000 USD 2022-10-21 XXXX 21132.35 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 13 NC USD 406.25 0.0000365279 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 13 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2022-10-21 5866.25 USD 1000 111.500000000000 USD 2022-10-21 XXXX -5460 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -93 NC USD -3632.86 -0.0003266482 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -93 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -39675.06 USD 1000 111.000000000000 USD 2022-10-21 XXXX 36042.2 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -74 NC USD -4046.91 -0.0003638775 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -74 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -27223.56 USD 1000 110.500000000000 USD 2022-10-21 XXXX 23176.65 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -104 NC USD -4875 -0.0004383351 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -104 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -29593.54 USD 1000 110.750000000000 USD 2022-10-21 XXXX 24718.54 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -143 NC USD -11171.88 -0.0010045184 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -143 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -54143.26 USD 1000 110.000000000000 USD 2022-10-21 XXXX 42971.38 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -172 NC USD -34937.5 -0.0031414017 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -172 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -74624.35 USD 1000 109.000000000000 USD 2022-10-21 XXXX 39686.85 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -28 NC USD -3500 -0.0003147021 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -28 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -9576.56 USD 1000 109.500000000000 USD 2022-10-21 XXXX 6076.56 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -54 NC USD -8437.5 -0.0007586569 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -54 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -23109.74 USD 1000 109.250000000000 USD 2022-10-21 XXXX 14672.24 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -29 NC USD -9289.08 -0.0008352267 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -29 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -17395.16 USD 1000 108.500000000000 USD 2022-10-21 XXXX 8106.08 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -57 NC USD -48984.38 -0.0044044254 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -57 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -42206.09 USD 1000 107.250000000000 USD 2022-10-21 XXXX -6778.29 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -48 NC USD -10875.02 -0.0009778263 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -48 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -20916.96 USD 1000 106.000000000000 USD 2022-10-21 XXXX 10041.94 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -144 NC USD -72000 -0.0064738725 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -144 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-10-21 -82430.6 USD 1000 107.000000000000 USD 2022-10-21 XXXX 10430.6 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -171 NC USD 32823.02 0.0029512784 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 5 Year Note United States 5 Year Note 2023-01-05 -18416659.04 USD 32823.02 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 22 NC USD 2062.5 0.0001854495 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 22 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2022-11-25 22897.45 USD 1000 111.750000000000 USD 2022-11-25 XXXX -20834.95 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -192 NC USD -49500.1 -0.0044507963 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -192 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-11-25 -54042.89 USD 1000 110.000000000000 USD 2022-11-25 XXXX 4542.79 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -120 NC USD -57187.56 -0.0051420135 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -120 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-11-25 -45722.14 USD 1000 109.000000000000 USD 2022-11-25 XXXX -11465.42 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -54 NC USD -21937.5 -0.0019725080 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -54 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2022-11-25 -15937.83 USD 1000 109.250000000000 USD 2022-11-25 XXXX -5999.67 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 47 NC -461106.83 -0.0414603727 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long Long Gilt Long Gilt 2022-12-30 5645066.86 GBP -461106.83 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -203 NC USD -4922.75 -0.0004426286 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Global Blood Therapeutics, Inc. Global Blood Therapeutics, Inc. 100 70.000000000000 USD 2022-12-16 XXXX -126.66 N N N NYSE AMERICAN N/A N/A 23 NC USD 104.88 0.0000094303 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased The Greenbrier Companies, Inc. The Greenbrier Companies, Inc. 100 40.000000000000 USD 2022-12-16 XXXX -2308.97 N N N NYSE AMERICAN N/A N/A -23 NC USD -6152.5 -0.0005532014 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written The Greenbrier Companies, Inc. The Greenbrier Companies, Inc. 100 25.000000000000 USD 2022-12-16 XXXX -4650.64 N N N NYSE AMERICAN N/A N/A 103 NC USD 1802.5 0.0001620716 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Gol Linhas Aereas Inteligentes S.A. Gol Linhas Aereas Inteligentes S.A. 100 5.000000000000 USD 2023-01-20 XXXX -3451.74 N N N NYSE AMERICAN N/A N/A 522 NC USD 27405 0.0024641177 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Gol Linhas Aereas Inteligentes S.A. Gol Linhas Aereas Inteligentes S.A. 100 3.000000000000 USD 2023-01-20 XXXX -14180.16 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 26 NC USD 2860 0.0002571566 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Gossamer Bio, Inc. Gossamer Bio, Inc. 100 15.000000000000 USD 2022-11-18 XXXX -2639.52 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 26 NC USD 2522 0.0002267654 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Gossamer Bio, Inc. Gossamer Bio, Inc. 100 17.500000000000 USD 2022-11-18 XXXX -1528.28 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 26 NC USD 1885 0.0001694896 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Gossamer Bio, Inc. Gossamer Bio, Inc. 100 7.500000000000 USD 2022-12-16 XXXX -1171.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -26 NC USD -8580 -0.0007714698 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Gossamer Bio, Inc. Gossamer Bio, Inc. 100 12.500000000000 USD 2022-12-16 XXXX -143.32 N N N NYSE AMERICAN N/A N/A 18 NC USD 4.32 0.0000003884 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Groupon, Inc. Groupon, Inc. 100 15.000000000000 USD 2022-10-21 XXXX -2471.04 N N N NYSE AMERICAN N/A N/A 32 NC USD 21760 0.0019565481 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Groupon, Inc. Groupon, Inc. 100 15.000000000000 USD 2022-10-21 XXXX 5391.36 N N N NYSE AMERICAN N/A N/A 33 NC USD 244.86 0.0000220166 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Helix Energy Solutions Group, Inc. Helix Energy Solutions Group, Inc. 100 5.000000000000 USD 2022-10-21 XXXX -382.8 N N N NYSE AMERICAN N/A N/A 203 NC USD 3552.5 0.0003194227 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Helix Energy Solutions Group, Inc. Helix Energy Solutions Group, Inc. 100 5.000000000000 USD 2022-12-16 XXXX -5788.58 N N N NYSE AMERICAN N/A N/A -33 NC USD -1237.5 -0.0001112697 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Helix Energy Solutions Group, Inc. Helix Energy Solutions Group, Inc. 100 4.000000000000 USD 2022-10-21 XXXX -743.17 N N N NYSE AMERICAN N/A N/A -203 NC USD -10657.5 -0.0009582680 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Helix Energy Solutions Group, Inc. Helix Energy Solutions Group, Inc. 100 4.000000000000 USD 2022-12-16 XXXX -4884.67 N N N NYSE AMERICAN N/A N/A -126 NC USD -10458 -0.0009403300 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100 70.000000000000 USD 2022-10-21 XXXX -1686.36 N N N NYSE AMERICAN N/A N/A 126 NC USD 50652 0.0045543693 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100 75.000000000000 USD 2022-10-21 XXXX 25774.24 N N N NYSE AMERICAN N/A N/A -46 NC USD -7912 -0.0007114067 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100 72.000000000000 USD 2022-10-21 XXXX -5759.9 N N N NYSE AMERICAN N/A N/A 46 NC USD 27002 0.0024278820 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100 77.000000000000 USD 2022-10-21 XXXX 19550.15 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -875 -0.0000786755 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2022-10-07 -8787.5 USD 1250 71.000000000000 USD 2022-10-07 XXXX 7912.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD -250 -0.0000224787 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -5 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2022-10-07 -5300 USD 1250 71.500000000000 USD 2022-10-07 XXXX 5050 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -15 NC USD -6375 -0.0005732075 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -15 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2022-10-07 -9712.5 USD 1250 69.500000000000 USD 2022-10-07 XXXX 3337.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -15 NC USD -11812.5 -0.0010621197 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -15 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2022-10-07 -13087.5 USD 1250 70.000000000000 USD 2022-10-07 XXXX 1275 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -15 NC USD -10875 -0.0009778245 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -15 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2022-11-04 -19212.5 USD 1250 71.000000000000 USD 2022-11-04 XXXX 8337.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD -4875 -0.0004383351 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -10 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2022-11-04 -14037.5 USD 1250 72.000000000000 USD 2022-11-04 XXXX 9162.5 N N N OSAKA SECURITIES EXCHANGE N/A N/A -24 NC 24202.33 0.0021761500 N/A DIR CORP JP N 1 OSAKA SECURITIES EXCHANGE N/A Short Japan 10 Year Bond Japan 10 Year Bond 2022-12-20 -24755495.05 JPY 24202.33 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 112 NC USD -153916.25 -0.0138393636 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long JPY/USD Spot Rate JPY/USD Spot Rate 2022-12-21 9902816.25 USD -153916.25 N N N NYSE AMERICAN N/A N/A 31 NC USD 186 0.0000167242 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Lucid Group, Inc. Lucid Group, Inc. 100 20.000000000000 USD 2022-10-21 XXXX -2533.94 N N N MACQUARIE GROUP LIMITED N/A N/A -485200 PA USD -721.49 -0.0000648727 N/A DE CORP ID N 2 MACQUARIE GROUP LIMITED N/A PT Unilever Indonesia, Tbk. PT Unilever Indonesia, Tbk. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -153178.61 USD -705.02 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -1508000 PA USD 125927.05 0.0113227176 N/A DE CORP TW N 3 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 AUO Corporation AUO Corporation Y Total Return 2023-06-01 0.000000000000 USD 0.000000000000 USD -821627.77 USD 126477.54 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -156000 PA 57633.15 0.0051820787 N/A DE CORP HK N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Flat Glass Group Co., Ltd. Flat Glass Group Co., Ltd. Y Total Return 2023-06-01 0.000000000000 HKD 0.000000000000 HKD -437216.95 HKD 57760.6 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -73900 PA USD 14898.83 0.0013396267 N/A DE CORP BR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 B3 S.A. - Brasil, Bolsa, Balcao B3 S.A. - Brasil, Bolsa, Balcao Y Total Return 2023-06-01 0.000000000000 USD 0.000000000000 USD -195047.52 USD 13861.65 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -62895 PA USD 8176.35 0.0007351757 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 CEMEX S.A.B. de C.V. CEMEX S.A.B. de C.V. Y Total Return 2023-06-01 0.000000000000 USD 0.000000000000 USD -223906.2 USD 8331.96 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 34656 PA USD -290417.28 -0.0261128395 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 NetEase, Inc. NetEase, Inc. Y Total Return 2023-06-01 0.000000000000 USD 0.000000000000 USD 2910410.88 USD -292876.58 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -7837 PA USD 17212.15 0.0015476287 N/A DE CORP KR N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Korea Kolmar Holdings Co.,Ltd Korea Kolmar Holdings Co.,Ltd Y Total Return 2023-03-30 0.000000000000 USD 0.000000000000 USD -141009.03 USD 17048.96 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -269400 PA USD -400.6 -0.0000360199 N/A DE CORP ID N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 PT Unilever Indonesia, Tbk. PT Unilever Indonesia, Tbk. Y Total Return 2023-03-30 0.000000000000 USD 0.000000000000 USD -85050.12 USD -436.88 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1445 PA USD 34657.11 0.0031161904 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 POSCO Chemical Co., Ltd. POSCO Chemical Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -186156.38 USD 35466.35 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7801 PA USD 107961.31 0.0097073300 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Samsung Electro-Mechanics Co., Ltd. Samsung Electro-Mechanics Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -718649.79 USD 108253.56 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6800 PA USD 23299.8 0.0020949991 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hanwha Solutions Corporation Hanwha Solutions Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -247637.54 USD 23400.51 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -52243 PA USD 101368.35 0.0091145246 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 LG Display Co., Ltd. LG Display Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -539556.67 USD 101497.84 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1312 PA USD 28402.34 0.0025537934 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 NAVER Corporation NAVER Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -205848.35 USD 28486.05 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1999 PA USD 30177.95 0.0027134472 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nc Soft Co., Ltd. Nc Soft Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -513615.43 USD 30386.82 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -266 PA USD 20954.16 0.0018840911 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 LG Chem, Ltd. LG Chem, Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -120608.87 USD 21003.21 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7266 PA USD 106893.59 0.0096113260 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Amorepacific Corporation Amorepacific Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -624914.14 USD 107147.72 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -420000 PA 6955.73 0.0006254237 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Southern Airlines Company Limited China Southern Airlines Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -228468.79 HKD 6980.22 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -386000 PA -16227.48 -0.0014590922 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CSPC Pharmaceutical Group Limited CSPC Pharmaceutical Group Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -366347.54 HKD -21054.04 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1280800 PA 65266.61 0.0058684404 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Zoomlion Heavy Industry Science and Technology Co., Ltd. Zoomlion Heavy Industry Science and Technology Co., Ltd. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -510711.18 HKD 65357.1 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -152000 PA 47247.96 0.0042482954 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hua Hong Semiconductor Limited Hua Hong Semiconductor Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -395023.98 HKD 72790.96 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -225000 PA 20064.59 0.0018041055 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 YiHai International Holdings Limited YiHai International Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -495881.98 HKD 20152.43 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -17000 PA USD 38670.37 0.0034770423 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Airtac International Group Airtac International Group Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -430619.72 USD 31535.3 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -738600 PA 101620.84 0.0091372273 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Xiaomi Corporation Xiaomi Corporation Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -944697.41 HKD 101788.13 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -503500 PA 89800.19 0.0080743747 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 AAC Technologies Holdings Inc. AAC Technologies Holdings Inc. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -877476.07 HKD 89955.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -590000 PA USD 39442.09 0.0035464314 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 TSRC Corporation TSRC Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -522606.66 USD 39485.21 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -485000 PA USD 72018.62 0.0064755467 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 NANTEX Industry Co., Ltd. NANTEX Industry Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -618902.2 USD 70677.15 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -23634 PA USD -11035.45 -0.0009922513 N/A DE CORP KR N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SillaJen Inc SillaJen Inc Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -54430.73 USD -11224.99 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -42400 PA 60226.89 0.0054152945 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Shenzhou International Group Holdings Limited Shenzhou International Group Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -391609.82 HKD 54597.34 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -834000 PA USD 33184.03 0.0029837386 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Compal Electronics Inc. Compal Electronics Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -603211.35 USD 33346.9 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -44000 PA USD 94749.03 0.0085193492 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Yageo Corporation Yageo Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -467548.18 USD 94833 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -119000 PA USD 84108.72 0.0075626268 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 ASUSTeK Computer Inc. ASUSTeK Computer Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -961175.73 USD 84308.16 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -90800 PA 237131.6 0.0213216631 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Sunny Optical Technology (Group) Company Limited Sunny Optical Technology (Group) Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -1106421.31 HKD 237327.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -84415 PA USD 20379.04 0.0018323793 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Merry Electronics Co., Ltd. Merry Electronics Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -246910.83 USD -1483.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -41000 PA USD 78795.72 0.0070849090 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 MediaTek Inc. MediaTek Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -790345.68 USD 79117.13 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -184000 PA USD 35491.94 0.0031912541 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 ELAN Microelectronics Corporation ELAN Microelectronics Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -517674.06 USD 35040.99 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -9126 PA USD 64886.46 0.0058342593 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Netmarble Corp. Netmarble Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -392113.55 USD 65024.14 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -611000 PA 102745.99 0.0092383950 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nine Dragons Paper (Holdings) Limited Nine Dragons Paper (Holdings) Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -482594.77 HKD 102831.46 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3000 PA USD 24776.53 0.0022277791 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Largan Precision Co.,Ltd. Largan Precision Co.,Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -183049.23 USD 24957.68 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -152000 PA USD 94615.9 0.0085073788 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Faraday Technology Corporation Faraday Technology Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -736147.86 USD 93232.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -211000 PA USD 86370.74 0.0077660161 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Unimicron Technology Corp. Unimicron Technology Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -867261.48 USD 86000.71 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4057 PA USD 32528.82 0.0029248255 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK Biopharmaceuticals Co., Ltd. SK Biopharmaceuticals Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -193878.72 USD 32596.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -158000 PA 16102.63 0.0014478663 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China National Building Material Co., Ltd. China National Building Material Co., Ltd. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -137073.63 HKD 16126.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -23000 PA USD 56033.31 0.0050382292 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Genius Brands International, Inc. Genius Brands International, Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -306324.67 USD 55547.4 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2223000 PA USD 19597.97 0.0017621494 N/A DE CORP TW N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Innolux Corporation Innolux Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -825168.71 USD 19566.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3555 PA USD 58362.93 0.0052476968 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK ie Technology Co., Ltd. SK ie Technology Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -188566.33 USD 58408.19 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1097500 PA 18175.97 0.0016342905 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Dali Foods Group Company Limited Dali Foods Group Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -490751.18 HKD 8396.17 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -144000 PA USD 72209.66 0.0064927241 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nuvoton Technology Corporation Nuvoton Technology Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -562051.87 USD 71131.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -25000 PA USD 103383.17 0.0092956870 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Parade Technologies, Ltd. Parade Technologies, Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -569539.6 USD 103203.45 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -306500 PA 5856.95 0.0005266270 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Xiabuxiabu Catering Management (China) Holdings Co., Ltd. Xiabuxiabu Catering Management (China) Holdings Co., Ltd. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -208116.92 HKD 5893.82 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -28000 PA USD 89761.2 0.0080708690 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 ASMedia Technology Inc. ASMedia Technology Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -675354.46 USD 88422.5 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -62800 PA USD 50985.37 0.0045843442 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Shanghai Wingtech Electronics Technology Co.,Ltd. Shanghai Wingtech Electronics Technology Co.,Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -473153.16 USD 49863.47 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -51800 PA USD 28489.58 0.0025616376 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Shenzhen Goodix Technology Co., Ltd. Shenzhen Goodix Technology Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -376053.34 USD 27744.16 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -61150 PA USD 55768.49 0.0050144180 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Will Semiconductor Co., Ltd. Shanghai Will Semiconductor Co., Ltd. Shanghai Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -746758.66 USD 55217.86 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1593000 PA USD 24457.33 0.0021990783 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 HannStar Display Corporation HannStar Display Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -601467.42 USD 23465.58 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -44000 PA USD 130137.83 0.0117013294 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Silergy Corp. Silergy Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -713589.27 USD 129873.01 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -77500 PA 135754.46 0.0122063481 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Techtronic Industries Company Limited Techtronic Industries Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -884625.43 HKD 135911.15 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -874000 PA 3340.28 0.0003003409 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Eastern Airlines Corporation Limited China Eastern Airlines Corporation Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -300624.87 HKD 3185.42 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -65000 PA USD 69960.67 0.0062905064 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 UPI Semiconductor Corp. UPI Semiconductor Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -566433.01 USD 54055.37 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -663000 PA USD 71332.83 0.0064138840 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Powerchip Semiconductor Manufacturing Corp. Powerchip Semiconductor Manufacturing Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -666485.39 USD 55145.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -109000 PA 2499.47 0.0002247396 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Haidilao International Holding Ltd. Haidilao International Holding Ltd. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -216343.4 HKD 2145.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -254000 PA USD 101957.64 0.0091675106 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Advanced Wireless Semiconductor Company Advanced Wireless Semiconductor Company Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -589173.07 USD 101018.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -411000 PA 97387.78 0.0087566121 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Xinyi Glass Holdings Limited Xinyi Glass Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -695327.82 HKD 76776.17 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -243200 PA 23236.7 0.0020893255 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Taiping Insurance Holdings Company Limited China Taiping Insurance Holdings Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -228029.53 HKD 23277.05 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -188000 PA 38559.69 0.0034670905 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Xinyi Solar Holdings Limited Xinyi Solar Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -237585.12 HKD 38601.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -40000 PA USD 39325.84 0.0035359788 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Giant Manufacturing Co., Ltd. Giant Manufacturing Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -298231.64 USD 39281.44 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3697 PA USD 17597.72 0.0015822972 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Adient Public Limited Company Adient Public Limited Company Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -120189.47 USD 17478.16 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -24632 PA -4262.95 -0.0003833027 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Antofagasta PLC Antofagasta PLC Y Total Return 2025-09-16 0.000000000000 GBP 0.000000000000 GBP -302531.44 GBP -6210.12 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -22994 PA USD 62083.8 0.0055822584 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alpha and Omega Semiconductor Limited Alpha and Omega Semiconductor Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -769379.24 USD 62439.42 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -113695 PA 4836.75 0.0004348959 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Avi Avi Y Total Return 2025-09-16 0.000000000000 ZAR 0.000000000000 ZAR -462129.35 ZAR 5283.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -28145 PA USD 39403 0.0035429166 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Bilibili Inc. Bilibili Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -470584.4 USD 39481.01 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -18482 PA USD 78178.86 0.0070294441 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Kanzhun Limited Kanzhun Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -390155.02 USD 78359.2 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -12579 PA USD 16604.28 0.0014929721 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Camtek Ltd. Camtek Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -308059.71 USD 16609.76 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2462 PA 8717.39 0.0007838232 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Capitec Bank Holdings Capitec Bank Holdings Y Total Return 2025-09-16 0.000000000000 ZAR 0.000000000000 ZAR -219959.71 ZAR 8721.61 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -63982 PA USD 3658.42 0.0003289465 N/A DE CORP AE N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Dubai Financial Group LLC Dubai Financial Group LLC Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -29612.85 USD 3645.79 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -19816 PA USD 78867.68 0.0070913792 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 GDS Holdings Ltd. GDS Holdings Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -428818.24 USD 78970.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -66075 PA USD 7786.01 0.0007000783 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hapvida Participacoes E Investimentos S/A Hapvida Participacoes E Investimentos S/A Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -100877.89 USD 7821.43 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -53471 PA USD 2673.55 0.0002403920 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Infosys Limited Infosys Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -910076.42 USD 3094.21 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -58988 PA USD 30083.88 0.0027049889 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 iQIYI, Inc. iQIYI, Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -189941.36 USD 30166.19 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -199400 PA USD 7486.27 0.0006731272 N/A DE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Kimberly - Clark De Mexico S.A.B. De C.V. Kimberly - Clark De Mexico S.A.B. De C.V. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -272435.43 USD 7597.06 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -747 PA USD 34542.61 0.0031058952 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 LG H&H Co., Ltd. LG H&H Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -365045.86 USD 34691.06 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -40719 PA USD 188936.16 0.0169881752 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 NIO, Inc. NIO, Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -831074.79 USD 189320.3 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2891 PA USD 18820.41 0.0016922352 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nova Ltd. Nova Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -265422.71 USD 18943.09 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3122100 PA USD 40094 0.0036050478 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 OI S.A. - In Judicial Reorganization OI S.A. - In Judicial Reorganization Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -265815.59 USD 39788.61 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -15382 PA 21095.56 0.0018968051 N/A DE CORP HU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 OTP Bank Nyrt. OTP Bank Nyrt. Y Total Return 2025-09-16 0.000000000000 HUF 0.000000000000 HUF -302892.29 HUF 21772.13 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -48131 PA USD 558319.55 0.0502012443 N/A DE CORP US N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Ozon Holdings PLC Ozon Holdings PLC Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -558319.6 USD 558577.62 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -12594 PA USD 22291.38 0.0020043271 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 PagSeguro Digital Ltd. PagSeguro Digital Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -188910 USD 22378.7 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -31604 PA USD 33184.2 0.0029837539 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Playtika Holding Corp. Playtika Holding Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -329945.76 USD 33336.71 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7944 PA USD -2700.96 -0.0002428565 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Dr. Reddy's Laboratories Limited Dr. Reddy's Laboratories Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -413088 USD -1005.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -54800 PA USD 25440.74 0.0022875015 N/A DE CORP TH N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 The Siam Cement Public Company Limited The Siam Cement Public Company Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -499056.86 USD 25643.69 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -397900 PA 22163.27 0.0019928081 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 StarHub Ltd StarHub Ltd Y Total Return 2025-09-16 0.000000000000 SGD 0.000000000000 SGD -326908.27 SGD 22252.9 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -20806 PA -7161.4 -0.0006439165 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tiger Brands Limited Tiger Brands Limited Y Total Return 2025-09-16 0.000000000000 ZAR 0.000000000000 ZAR -187610.35 ZAR -6976.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -20739 PA USD 54543.57 0.0049042794 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tata Motors Limited Tata Motors Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -557671.71 USD 54336.61 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -27001 PA USD 49411.83 0.0044428596 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Weibo Corporation Weibo Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -511128.93 USD 49648.09 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -183500 PA USD 49545 0.0044548335 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Wipro Limited Wipro Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -913830 USD 49967.39 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3103 PA USD 12753.33 0.0011467143 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Wix.Com Ltd. Wix.Com Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -255501.02 USD 13973.06 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1443000 PA USD -31428.54 -0.0028258939 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Shandong Hi-Speed Road & Bridge Co., Ltd. Shandong Hi-Speed Road & Bridge Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1732618.76 USD -31891.5 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 8669 PA USD -45520.52 -0.0040929728 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK Hynix Inc. SK Hynix Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 549046 USD -45897.53 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 25850 PA USD -85991.66 -0.0077319312 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hana Financial Group Inc. Hana Financial Group Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 726505.05 USD -86490.53 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 122665 PA USD -65388.67 -0.0058794155 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 JB Financial Group Co., Ltd. JB Financial Group Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 662123.47 USD -65843.33 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 8558 PA USD -16180.22 -0.0014548428 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Taiwan Semiconductor Manufacturing Company Limited Taiwan Semiconductor Manufacturing Company Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 129931.08 USD -15513.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 820000 PA USD 19302.8 0.0017356093 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nanya Technology Corporation Nanya Technology Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1244957.62 USD 12930.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 265000 PA USD 7215.15 0.0006487495 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Shanghai International Port(Group) Co.,Ltd Shanghai International Port(Group) Co.,Ltd Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 200563.4 USD 7066.29 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1771338 PA USD -66214.39 -0.0059536600 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Wuzhou Minovo Co., Ltd. Wuzhou Minovo Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 2596625.63 USD -67622.34 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 457100 PA USD -24369.83 -0.0021912107 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Jiangsu Phoenix Publishing & Media Corporation Limited Jiangsu Phoenix Publishing & Media Corporation Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 570991.95 USD -24665.48 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1447500 PA -29504.5 -0.0026528940 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Yangtze Optical Fibre And Cable Joint Stocks Limited Company Yangtze Optical Fibre And Cable Joint Stocks Limited Company Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD 3319256.27 HKD -31721.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 21200 PA -72920.45 -0.0065566347 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tencent Holdings Limited Tencent Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD 792402.21 HKD -73449.66 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 34400 PA -36154.48 -0.0032508263 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alibaba Group Holding Limited Alibaba Group Holding Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD 377759.52 HKD -36406.75 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 496016 PA -32121.94 -0.0028882409 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Airtel Africa PLC Airtel Africa PLC Y Total Return 2025-09-16 0.000000000000 GBP 0.000000000000 GBP 747665.96 GBP -32482.96 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 15034 PA USD -87347.54 -0.0078538450 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alibaba Group Holding Limited Alibaba Group Holding Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1289917.2 USD -88161.62 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 75163 PA USD 14264.49 0.0012825901 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Coupang, Inc. Coupang, Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1238702.72 USD 13543.96 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 38177 PA -1822.89 -0.0001639050 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 DBS Group Holdings Ltd DBS Group Holdings Ltd Y Total Return 2025-09-16 0.000000000000 SGD 0.000000000000 SGD 889363.38 SGD -2425.12 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 560770 PA USD -742439.29 -0.0667563515 N/A DE CORP RU N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Company Detsky Mir Public Joint Stock Company Detsky Mir Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 742439.85 USD -742892.18 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 7728 PA -23024.43 -0.0020702392 N/A DE CORP AT N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Erste Group Bank AG Erste Group Bank AG Y Total Return 2025-09-16 0.000000000000 EUR 0.000000000000 EUR 194495.88 EUR -23072.83 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 2585500 PA -18001.74 -0.0016186246 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Golden Agri-Resources Ltd. Golden Agri-Resources Ltd. Y Total Return 2025-09-16 0.000000000000 SGD 0.000000000000 SGD 495047.87 SGD -18250.04 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 237269 PA USD -73553.39 -0.0066135454 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Itau Unibanco Holding S.A. Itau Unibanco Holding S.A. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1300234.12 USD -74373.98 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1433 PA -4819.48 -0.0004333430 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 JD.com, Inc. JD.com, Inc. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD 41075.08 HKD -4847.27 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 30700 PA USD -199550 -0.0179425175 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 JD.com, Inc. JD.com, Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1743760 USD -200650.51 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 68111 PA -204929.24 -0.0184261913 N/A DE CORP PT N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Jeronimo Martins, SGPS, S.A. Jeronimo Martins, SGPS, S.A. Y Total Return 2025-09-16 0.000000000000 EUR 0.000000000000 EUR 1476558.5 EUR -205300.52 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 66084 PA USD -1321.61 -0.0001188324 N/A DE CORP GB N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Company Magnet Public Joint Stock Company Magnet Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1321.68 USD -1319.53 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 21913 PA USD -156897.08 -0.0141073846 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1255614.9 USD -157689.51 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 18334 PA USD -337895.62 -0.0303818495 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Grupo Aeroportuario Del Pacifico, S.A.B. de C.V. Grupo Aeroportuario Del Pacifico, S.A.B. de C.V. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 2662280.14 USD -339575.81 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 36132 PA USD -50365.75 -0.0045286312 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Pinduoduo Inc. Pinduoduo Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 2311506.31 USD -52290.46 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 35924 PA USD -125734 -0.0113053595 N/A DE CORP IN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Reliance Industries Limited Reliance Industries Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 2227288 USD -116256.4 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 27835 PA USD -26659.31 -0.0023970691 N/A DE CORP SA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Al Rajhi Banking and Investment Corporation Al Rajhi Banking and Investment Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 628997.74 USD -26946.73 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 41476 PA USD -4.11 -0.0000003696 N/A DE CORP RU N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Company Sberbank of Russia Public Joint Stock Company Sberbank of Russia Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 4.15 USD -4.1 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 9710 PA USD -13691.1 -0.0012310338 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SMART Global Holdings, Inc. SMART Global Holdings, Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 167788.8 USD -13810.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 47604 PA USD 51647.16 0.0046438490 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Trip.com Group Limited Trip.com Group Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1248418.08 USD 50703.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 8206 PA USD -5251.84 -0.0004722186 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 PT. TELKOM INDONESIA (PERSERO) TBK PT. TELKOM INDONESIA (PERSERO) TBK Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 241994.94 USD -5404.57 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 2708 PA USD -25969.72 -0.0023350647 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Taiwan Semiconductor Manufacturing Company Limited Taiwan Semiconductor Manufacturing Company Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 211630.2 USD -24899.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 8832 PA -5150.21 -0.0004630806 N/A DE CORP FR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 TotalEnergies SE TotalEnergies SE Y Total Return 2025-09-16 0.000000000000 EUR 0.000000000000 EUR 423009.07 EUR 663.11 N N N HSBC SECURITIES N/A N/A -98000 PA USD 5943.41 0.0005344011 N/A DE CORP TW N 2 HSBC SECURITIES N/A Dyaco International Inc. Dyaco International Inc. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -128022.89 USD 5687.36 N N N HSBC BANK PLC N/A N/A -244000 PA USD 65300.26 0.0058714661 N/A DE CORP TW N 2 HSBC BANK PLC N/A FocalTech Systems Co., Ltd. FocalTech Systems Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -534102.34 USD 63658.55 N N N HSBC BANK PLC N/A N/A -34536 PA USD 24861.97 0.0022354614 N/A DE CORP CN N 2 HSBC BANK PLC N/A Hangzhou Silan Microelectronics Co., Ltd. Hangzhou Silan Microelectronics Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -180953.86 USD 24108.47 N N N HSBC HOLDINGS PLC N/A N/A -2688 PA USD 1478.38 0.0001329284 N/A DE CORP CN N 2 HSBC HOLDINGS PLC N/A Shenzhen Goodix Technology Co., Ltd. Shenzhen Goodix Technology Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -19514.12 USD 1423.94 N N N HSBC SECURITIES N/A N/A -57700 PA USD 8010.15 0.0007202318 N/A DE CORP CN N 2 HSBC SECURITIES N/A SKSHU Paint Co., Ltd. SKSHU Paint Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -720716.45 USD 7809.95 N N N HSBC SECURITIES N/A N/A -317600 PA USD -6390.74 -0.0005746227 N/A DE CORP MY N 2 HSBC SECURITIES N/A Hartalega Holdings Berhad Hartalega Holdings Berhad Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -107306.88 USD -8998.74 N N N HSBC HOLDINGS PLC N/A N/A 164611 PA USD -128396.58 -0.0115447651 N/A DE CORP US N 2 HSBC HOLDINGS PLC N/A KT Corp KT Corp Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD 2139943 USD -128530.33 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -39100 PA USD 24236.14 0.0021791900 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Luxshare Precision Industry (Kunshan) Co., Ltd. Luxshare Precision Industry (Kunshan) Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -186344.11 USD 24495.32 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -3727 PA USD 90266.13 0.0081162697 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 LOTTE Chemical Corporation LOTTE Chemical Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -465388.8 USD 90560.49 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -4681 PA USD 61753.33 0.0055525442 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kumho Petrochemical Co., Ltd. Kumho Petrochemical Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -439649.12 USD 61968.21 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2971 PA USD 46830.88 0.0042107937 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Hansol Chemical Co., Ltd. Hansol Chemical Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -399853.88 USD 47083.79 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -26115 PA USD 42662.9 0.0038360302 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Hanon Systems Hanon Systems Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -194530.37 USD 42785.94 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -11731 PA USD 89347.78 0.0080336963 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kiwoom Securities Co., Ltd. Kiwoom Securities Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -710048.62 USD 89583.87 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -407000 PA USD 31585.23 0.0028399827 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 USI Corporation USI Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -295021.68 USD 31581.91 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -155000 PA USD 47980.56 0.0043141671 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 SDI Corporation SDI Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -565477.2 USD 47108.31 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1300000 PA USD 10400 0.0009351149 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Acer Inc. Acer Inc. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -907121.8 USD 9907.89 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -846000 PA USD 15163.7 0.0013634425 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Inventec Corporation Inventec Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -625369.12 USD 15488.89 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -172000 PA USD 86219.12 0.0077523832 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Micro-Star International Co., Ltd. Micro-Star International Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -668599.6 USD 86274.28 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -93000 PA USD 112884.6 0.0101500071 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Realtek Semiconductor Corporation Realtek Semiconductor Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -903775.67 USD 32721.62 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -511000 PA USD 147406.13 0.0132540068 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 PANJIT International Inc. PANJIT International Inc. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -1064820.78 USD 145364.34 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -3329 PA USD 83235.76 0.0074841347 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Chunbo Co., Ltd. Chunbo Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -498110.09 USD 82934.4 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -188000 PA USD 6945.66 0.0006245183 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Wangsu Science & Technology Co., Ltd. Wangsu Science & Technology Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -127308.9 USD 6756.78 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -65000 PA USD 55940.82 0.0050299130 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Novatek Microelectronics Corp. Novatek Microelectronics Corp. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -504301.4 USD 55809.07 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -84000 PA USD 92112.05 0.0082822454 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 WIN Semiconductors Corp. WIN Semiconductors Corp. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -418862.47 USD 91976.44 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -260000 PA USD 108243.46 0.0097326994 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kinsus Interconnect Technology Corp. Kinsus Interconnect Technology Corp. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -869842.22 USD 107554.11 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1150 PA USD 21844.02 0.0019641028 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Big Hit Entertainment Co., Ltd. Big Hit Entertainment Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -130357.33 USD 21899.6 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -49000 PA USD 24571.34 0.0022093295 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Nuvoton Technology Corporation Nuvoton Technology Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -191253.76 USD 23917.73 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -43200 PA USD -10722.89 -0.0009641475 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Wanhua Chemical Group Co., Ltd. Wanhua Chemical Group Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -550355.64 USD -10507.44 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2216 PA USD 1218.78 0.0001095865 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Shenzhen Goodix Technology Co., Ltd. Shenzhen Goodix Technology Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -16087.53 USD 1192.25 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -132000 PA USD 141597.19 0.0127316966 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Nan Ya P.C.B. Service Company Nan Ya P.C.B. Service Company Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -927385.67 USD 138659.7 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1002400 PA USD 109699.64 0.0098636317 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Com7 Public Company Limited Com7 Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -880367.82 USD 105590.52 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -293500 PA USD 71935.97 0.0064681153 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 KCE Electronics Public Company Limited KCE Electronics Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -408465.12 USD 68280.72 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -524900 PA USD 23602.13 0.0021221831 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kerry Express (Thailand) Public Company Limited Kerry Express (Thailand) Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -290783.58 USD 23264.09 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -201200 PA USD -3456.01 -0.0003107468 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Klabin S.A. Klabin S.A. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -674626.82 USD -3346.1 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -681500 PA USD 113944.76 0.0102453312 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Muangthai Capital Public Company Limited Muangthai Capital Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -768886.02 USD 112037.92 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -164000 PA USD 39386.9 0.0035414690 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Natura & Co Holding SA Natura & Co Holding SA Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -489339.1 USD 39635.24 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -32233 PA USD 25464.07 0.0022895992 N/A DE CORP US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Renew Energy Global PLC Renew Energy Global PLC Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -219506.73 USD 25546.39 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1158000 PA USD 27214.15 0.0024469575 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Sri Trang Agro-Industry Public Company Limited Sri Trang Agro-Industry Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -625861.94 USD 25153.61 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -338300 PA USD -1137.71 -0.0001022971 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 TOA Paint (Thailand) Company Limited TOA Paint (Thailand) Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -294829.8 USD -1537.2 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1939900 PA USD 38580.73 0.0034689823 N/A DE CORP MY N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Top Glove Corporation Bhd Top Glove Corporation Bhd Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -300050.15 USD 38796.77 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -137620 PA USD 481669.86 0.0433092954 N/A DE CORP GB N 3 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 VK Company Limited VK Company Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -481670 USD 481047.3 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 59746 PA USD -86034.24 -0.0077357597 N/A DE CORP US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Banco Santander-Chile Banco Santander-Chile Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD 923075.7 USD -86871.93 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 286800 PA USD 36032.98 0.0032399016 N/A DE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Grupo Comercial Chedraui, S.A.B. de C.V. Grupo Comercial Chedraui, S.A.B. de C.V. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD 813565.56 USD 35294.67 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 13705 PA USD -205986.14 -0.0185212223 N/A DE CORP US N 3 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Headhunter Group PLC Headhunter Group PLC Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD 205986.15 USD -205719.9 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 23703 PA -11382.76 -0.0010234797 N/A DE CORP AT N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Raiffeisen Bank International AG Raiffeisen Bank International AG Y Total Return 2023-09-23 0.000000000000 EUR 0.000000000000 EUR 295022.62 EUR -11416.65 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 87 NC USD 348 0.0000312904 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. 100 17.500000000000 USD 2022-10-21 XXXX -3379.08 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -87 NC USD -14616 -0.0013141961 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. 100 12.500000000000 USD 2022-10-21 XXXX -10870.74 N N N NYSE ARCA EQUITIES EXCHANGE N/A N/A -753 NC USD -7530 -0.0006770592 N/A DE CORP US N 1 NYSE ARCA EQUITIES EXCHANGE N/A Call Written 1Life Healthcare, Inc. 1Life Healthcare, Inc. 100 17.500000000000 USD 2022-11-18 XXXX 10669.55 N N N NYSE AMERICAN N/A N/A 270 NC USD 302.4 0.0000271903 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Open Doors Technology Inc. Open Doors Technology Inc. 100 6.000000000000 USD 2022-10-21 XXXX -5540.4 N N N NYSE AMERICAN N/A N/A -102 NC USD -19533 -0.0017563077 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Open Doors Technology Inc. Open Doors Technology Inc. 100 5.000000000000 USD 2022-10-21 XXXX -14103.67 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 164 NC USD 8505 0.0007647262 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long MXN/USD Spot Rate MXN/USD Spot Rate 2022-12-21 4010315 USD 8505 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -11 NC USD -11.77 -0.0000010583 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Ping Identity Holding Corp. Ping Identity Holding Corp. 100 30.000000000000 USD 2022-11-18 XXXX 117.89 N N N NYSE AMERICAN N/A N/A -39 NC USD -2827.5 -0.0002542344 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written PRA Group, Inc. PRA Group, Inc. 100 30.000000000000 USD 2022-11-18 XXXX -546.83 N N N NYSE AMERICAN N/A N/A 63 NC USD 2205 0.0001982623 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Invesco QQQ Trust Invesco QQQ Trust 100 305.000000000000 USD 2022-10-21 XXXX -26854.69 N N N NYSE AMERICAN N/A N/A 95 NC USD 7030 0.0006321017 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Invesco QQQ Trust Invesco QQQ Trust 100 298.000000000000 USD 2022-10-21 XXXX -42645.56 N N N NYSE AMERICAN N/A N/A 144 NC USD 26928 0.0024212283 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Invesco QQQ Trust Invesco QQQ Trust 100 289.000000000000 USD 2022-10-21 XXXX -36866.88 N N N NYSE AMERICAN N/A N/A 73 NC USD 4015 0.0003610083 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Redfin Corporation Redfin Corporation 100 5.000000000000 USD 2022-11-18 XXXX -3009.74 N N N NYSE AMERICAN N/A N/A 52 NC USD 1950 0.0001753340 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Repay Holdings Corporation Repay Holdings Corporation 100 12.500000000000 USD 2022-12-16 XXXX -560.04 N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -3814000 PA USD -3814000 -0.3429354132 N/A RA CORP US N 2 Reverse repurchase N 3.15 2022-10-20 4145297 USD 3868376.73 USD AMBS N N N EUREX EXCHANGE N/A N/A -27 NC 42686.83 0.0038381819 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -27 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -48494.12 EUR 1000 147.000000000000 EUR 2022-10-21 XXXX 42686.83 N N N EUREX EXCHANGE N/A N/A -73 NC 84937.58 0.0076371537 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -73 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -106285.59 EUR 1000 146.000000000000 EUR 2022-10-21 XXXX 84937.58 N N N EUREX EXCHANGE N/A N/A -37 NC 42318.16 0.0038050330 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -37 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -55963.97 EUR 1000 145.000000000000 EUR 2022-10-21 XXXX 42318.16 N N N EUREX EXCHANGE N/A N/A -9 NC 8779.52 0.0007894096 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -9 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -12605.56 EUR 1000 144.500000000000 EUR 2022-10-21 XXXX 8779.52 N N N EUREX EXCHANGE N/A N/A -45 NC 30241.72 0.0027191811 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -45 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -63297.61 EUR 1000 142.500000000000 EUR 2022-10-21 XXXX 30241.72 N N N EUREX EXCHANGE N/A N/A -18 NC 12103.18 0.0010882562 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -18 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -23758.1 EUR 1000 143.000000000000 EUR 2022-10-21 XXXX 12103.18 N N N EUREX EXCHANGE N/A N/A -36 NC 6078.25 0.0005465252 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -36 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -56670.93 EUR 1000 140.000000000000 EUR 2022-10-21 XXXX 6078.25 N N N EUREX EXCHANGE N/A N/A -18 NC 6357.99 0.0005716780 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -18 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -25717.95 EUR 1000 141.000000000000 EUR 2022-10-21 XXXX 6357.99 N N N EUREX EXCHANGE N/A N/A -14 NC -15796.05 -0.0014203002 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -14 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -24534.72 EUR 1000 137.000000000000 EUR 2022-10-21 XXXX -15796.05 N N N EUREX EXCHANGE N/A N/A -10 NC -10391.05 -0.0009343102 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Nov. 2022 N/A N/A -10 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-10-21 -12663.3 EUR 1000 138.000000000000 EUR 2022-10-21 XXXX -10391.05 N N N EUREX EXCHANGE N/A N/A -8 NC -8369.24 -0.0007525193 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Short Euro Bund Euro Bund 2022-12-12 -1077557.71 EUR -8369.24 N N N EUREX EXCHANGE N/A N/A -60 NC -13188.44 -0.0011858372 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Dec. 2022 N/A N/A -60 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-11-25 -133977.27 EUR 1000 140.000000000000 EUR 2022-11-25 XXXX -13188.44 N N N EUREX EXCHANGE N/A N/A -14 NC -14286.74 -0.0012845907 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Dec. 2022 N/A N/A -14 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2022-11-25 -33400.39 EUR 1000 138.000000000000 EUR 2022-11-25 XXXX -14286.74 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 1 NC -3672.31 -0.0003301954 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long 3 Month SONIA Index SFIBF 2023-03-15 284210.19 GBP -3672.31 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 24 NC USD -56325.4 -0.0050644925 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 3 Month SOFR Index SFRBF 2023-09-20 5793225.4 USD -56325.4 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -138 NC USD 161632.63 0.0145331811 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short 3 Month SOFR Index SFRBF 2024-03-20 -33202282.63 USD 161632.63 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 94 NC USD -145032.53 -0.0130405848 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 3 Month SOFR Index SFRBF 2025-03-19 22779057.53 USD -145032.53 N N N NYSE AMERICAN N/A N/A 26 NC USD 4940 0.0004441796 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Shift Technologies, Inc. Shift Technologies, Inc. 100 2.500000000000 USD 2023-01-20 XXXX 961.48 N N N NYSE AMERICAN N/A N/A 130 NC USD 25025 0.0022501203 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Shift Technologies, Inc. Shift Technologies, Inc. 100 2.500000000000 USD 2023-02-17 XXXX 5111 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -48 NC USD -400.8 -0.0000360379 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Signify Health, Inc. Signify Health, Inc. 100 30.000000000000 USD 2022-10-21 XXXX 498.97 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -137 NC USD -1712.5 -0.0001539793 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Signify Health, Inc. Signify Health, Inc. 100 30.000000000000 USD 2022-11-18 XXXX 1952.64 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 222 NC USD 2220 0.0001996111 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Sirius XM Holdings Inc. Sirius XM Holdings Inc. 100 6.750000000000 USD 2022-12-16 XXXX -6889.44 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 39 NC USD 390 0.0000350668 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Sirius XM Holdings Inc. Sirius XM Holdings Inc. 100 6.750000000000 USD 2023-01-20 XXXX -1209.78 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -522 NC USD -69165 -0.0062189638 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Sirius XM Holdings Inc. Sirius XM Holdings Inc. 100 6.750000000000 USD 2023-01-20 XXXX -29861.93 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -93 NC USD -1201.56 -0.0001080381 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Store Capital Corporation Store Capital Corporation 100 32.500000000000 USD 2022-10-21 XXXX -806.99 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -7 NC USD -0.28 -0.0000000252 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Store Capital Corporation Store Capital Corporation 100 35.000000000000 USD 2022-11-18 XXXX 23.23 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -94 NC USD -470 -0.0000422600 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Store Capital Corporation Store Capital Corporation 100 32.500000000000 USD 2022-11-18 XXXX -111.43 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -50 NC USD -567.5 -0.0000510267 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Store Capital Corporation Store Capital Corporation 100 32.500000000000 USD 2023-01-20 XXXX 193.56 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 38 NC USD 13996.79 0.0012585199 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 2 Year Note United States 2 Year Note 2023-01-05 7790847 USD 13996.79 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -41 NC USD -640.63 -0.0000576022 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -41 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -12100.95 USD 1000 122.000000000000 USD 2022-10-21 XXXX 11460.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -81 NC USD -3796.88 -0.0003413961 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -81 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -31500.5 USD 1000 119.000000000000 USD 2022-10-21 XXXX 27703.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -50 NC USD -2343.75 -0.0002107380 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -50 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -29944.76 USD 1000 118.000000000000 USD 2022-10-21 XXXX 27601.01 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -46 NC USD -1437.5 -0.0001292527 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -46 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -8186.05 USD 1000 120.000000000000 USD 2022-10-21 XXXX 6748.55 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -46 NC USD -2875 -0.0002585053 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -46 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -25076.67 USD 1000 117.500000000000 USD 2022-10-21 XXXX 22201.67 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -27 NC USD -3796.88 -0.0003413961 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -27 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -17390.79 USD 1000 116.000000000000 USD 2022-10-21 XXXX 13593.91 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -130 NC USD -14218.75 -0.0012784774 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -130 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -65056.35 USD 1000 116.500000000000 USD 2022-10-21 XXXX 50837.6 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -38 NC USD -2968.75 -0.0002669348 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -38 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -15668.64 USD 1000 117.000000000000 USD 2022-10-21 XXXX 12699.89 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -28 NC USD -4812.5 -0.0004327154 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -28 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -20732.82 USD 1000 115.500000000000 USD 2022-10-21 XXXX 15920.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -83 NC USD -19453.13 -0.0017491262 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -83 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -54575.17 USD 1000 115.000000000000 USD 2022-10-21 XXXX 35122.04 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -96 NC USD -39000 -0.0035066809 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -96 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -54318.3 USD 1000 114.000000000000 USD 2022-10-21 XXXX 15318.3 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 146 NC USD 43343.75 0.0038972488 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 146 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2022-10-21 67236.96 USD 1000 114.500000000000 USD 2022-10-21 XXXX -23893.21 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 20 NC USD 17812.5 0.0016016091 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 20 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2022-10-21 21753.35 USD 1000 112.500000000000 USD 2022-10-21 XXXX -3940.85 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -91 NC USD -62562.5 -0.0056253007 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -91 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -79405.07 USD 1000 113.000000000000 USD 2022-10-21 XXXX 16842.57 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -38 NC USD -54031.25 -0.0048582142 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -38 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -42981.14 USD 1000 111.500000000000 USD 2022-10-21 XXXX -11050.11 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -17 NC USD -13281.25 -0.0011941822 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -17 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -17236.22 USD 1000 112.750000000000 USD 2022-10-21 XXXX 3954.97 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 10 NC USD 17343.75 0.0015594615 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 10 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2022-10-21 12048.55 USD 1000 111.000000000000 USD 2022-10-21 XXXX 5295.2 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -95 NC USD -108359.38 -0.0097431224 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -95 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -71085.66 USD 1000 112.000000000000 USD 2022-10-21 XXXX -37273.72 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -38 NC USD -89062.5 -0.0080080454 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -38 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -42387.39 USD 1000 114.000000000000 USD 2022-10-21 XXXX -46675.11 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -43 NC USD -84656.25 -0.0076118579 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -43 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -36878.74 USD 1000 113.500000000000 USD 2022-10-21 XXXX -47777.51 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -16328.13 -0.0014681421 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -16139.01 USD 1000 111.500000000000 USD 2022-10-21 XXXX -189.12 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -176 NC USD -82500 -0.0074179789 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -176 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -83633.02 USD 1000 110.250000000000 USD 2022-10-21 XXXX 1133.02 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -8 NC USD -5375 -0.0004832926 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -8 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -7361.16 USD 1000 111.000000000000 USD 2022-10-21 XXXX 1986.16 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -20484.38 -0.0018418509 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-10-21 -15701.51 USD 1000 112.000000000000 USD 2022-10-21 XXXX -4782.87 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 559 NC USD -215939.32 -0.0194161615 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 10 Year Note United States 10 Year Note 2022-12-30 62858876.82 USD -215939.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -48 NC USD -59250 -0.0053274576 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -48 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-11-25 -50916.97 USD 1000 113.000000000000 USD 2022-11-25 XXXX -8333.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -48 NC USD -41250 -0.0037089895 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -48 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-11-25 -35541.96 USD 1000 114.000000000000 USD 2022-11-25 XXXX -5708.04 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -49 NC USD -29093.75 -0.0026159615 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -49 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-11-25 -36665.23 USD 1000 115.000000000000 USD 2022-11-25 XXXX 7571.48 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -10 NC USD -2812.5 -0.0002528856 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -10 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-11-25 -1857.7 USD 1000 117.000000000000 USD 2022-11-25 XXXX -954.8 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -10 NC USD -2031.25 -0.0001826396 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -10 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2022-11-25 -1232.7 USD 1000 118.000000000000 USD 2022-11-25 XXXX -798.55 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -1 NC USD -5 -0.0000004496 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CAD/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A -1 NC USD 0 0.000000000000 DFE CORP US US Short CAD/USD Spot Rate CAD/USD Spot Rate 2022-10-07 -347.5 USD 1000 76.500000000000 USD 2022-10-07 XXXX 342.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 10 NC USD 1125 0.0001011543 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Dec. 2022 SNZ2OJLFK8MNNCLQOF39 N/A 10 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2022-10-07 14587.5 USD 125000 1.010000000000 USD 2022-10-07 XXXX -13462.5 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -837064 NC USD -7007.93 -0.0006301173 N/A DFE CORP AU N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written USD/AUD Spot Rate USD/AUD Spot Rate 0.01 0.680000000000 USD 2022-12-22 XXXX 8188.97 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1257081 NC USD -65740.95 -0.0059110907 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Call Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 5.280000000000 USD 2022-12-02 XXXX -10554.47 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1257081 NC USD -28679.35 -0.0025787008 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 5.280000000000 USD 2022-12-02 XXXX 26507.13 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -601194 NC USD -857.79 -0.0000771281 N/A DFE CORP GB N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written USD/GBP Spot Rate USD/GBP Spot Rate 0.01 1.200000000000 USD 2022-10-24 XXXX 5000.85 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -574482 NC USD -793.88 -0.0000713816 N/A DFE CORP GB N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Written USD/GBP Spot Rate USD/GBP Spot Rate 0.01 1.210000000000 USD 2022-10-27 XXXX 4879.13 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2127000 NC USD -71636.28 -0.0064411687 N/A DFE CORP GB N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/GBP Spot Rate USD/GBP Spot Rate 0.01 1.120000000000 USD 2022-12-22 XXXX -25769.65 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -575000 NC USD -35380.83 -0.0031812636 N/A DFE CORP GB N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written USD/GBP Spot Rate USD/GBP Spot Rate 0.01 1.080000000000 USD 2022-12-22 XXXX -14537.08 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -565000 NC USD -31841.21 -0.0028629991 N/A DFE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/GBP Spot Rate USD/GBP Spot Rate 0.01 1.080000000000 USD 2022-12-22 XXXX -11707.43 N N N BNP PARIBAS N/A N/A -1226254 NC USD -20730.62 -0.0018639915 N/A DFE CORP JP N 2 BNP PARIBAS N/A Call Written USD/JPY Spot Rate USD/JPY Spot Rate 0.01 145.000000000000 USD 2022-12-07 XXXX 6197.92 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 688226 NC USD 3.57 0.0000003210 N/A DFE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/JPY Spot Rate USD/JPY Spot Rate 0.01 131.550000000000 USD 2022-10-05 XXXX -10724.5 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 228391 NC USD 3.64 0.0000003273 N/A DFE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/JPY Spot Rate USD/JPY Spot Rate 0.01 131.500000000000 USD 2022-10-06 XXXX -3483.21 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 204392 NC USD 3.15 0.0000002832 N/A DFE CORP JP N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Purchased USD/JPY Spot Rate USD/JPY Spot Rate 0.01 131.390000000000 USD 2022-10-06 XXXX -3061.71 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1254000 NC USD 24509.86 0.0022038015 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Purchased USD/MXN Spot Rate USD/MXN Spot Rate 0.01 20.200000000000 USD 2022-11-14 XXXX -10100.54 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2509000 NC USD -19535.17 -0.0017565028 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 21.000000000000 USD 2022-11-14 XXXX 15465.38 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -27 NC USD -843.75 -0.0000758657 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -27 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -14297.04 USD 1000 144.000000000000 USD 2022-10-21 XXXX 13453.29 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -18 NC USD -1687.5 -0.0001517314 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -18 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -26546.99 USD 1000 137.000000000000 USD 2022-10-21 XXXX 24859.49 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -9 NC USD -2390.63 -0.0002149532 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -9 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -15859.43 USD 1000 133.000000000000 USD 2022-10-21 XXXX 13468.8 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -14 NC USD -2843.75 -0.0002556955 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -14 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -19225.78 USD 1000 134.000000000000 USD 2022-10-21 XXXX 16382.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 56 NC USD 39375 0.0035403990 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 56 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2022-10-21 105690.64 USD 1000 130.000000000000 USD 2022-10-21 XXXX -66315.64 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -147 NC USD -55125 -0.0049565586 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -147 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -174526.96 USD 1000 132.000000000000 USD 2022-10-21 XXXX 119401.96 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 9 NC USD 4640.63 0.0004172618 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 9 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2022-10-21 16609.32 USD 1000 131.000000000000 USD 2022-10-21 XXXX -11968.69 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 17 NC USD 38250 0.0034392448 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A 17 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2022-10-21 29873.16 USD 1000 126.000000000000 USD 2022-10-21 XXXX 8376.84 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -34 NC USD -44625 -0.0040124522 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -34 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -33347.43 USD 1000 128.000000000000 USD 2022-10-21 XXXX -11277.57 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -10 NC USD -35625 -0.0032032182 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -10 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -14045.2 USD 1000 129.000000000000 USD 2022-10-21 XXXX -21579.8 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -20 NC USD -28750 -0.0025850533 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -20 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-10-21 -34809.15 USD 1000 125.000000000000 USD 2022-10-21 XXXX 6059.15 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 575 NC USD -3564833.27 -0.3205316126 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Long Bond United States Long Bond 2022-12-30 76248427.02 USD -3564833.27 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -54 NC USD -88593.75 -0.0079658978 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Dec. 2022 549300EX04Q2QBFQTQ27 N/A -54 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2022-11-25 -103406.58 USD 1000 130.000000000000 USD 2022-11-25 XXXX 14812.83 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -281 NC USD 2050052.96 0.1843302986 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Ultra Bond United States 10 Year Ultra Bond 2022-12-30 -35344162.34 USD 2050052.96 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 22643 PA USD 22620.36 0.0020339073 N/A DE CORP US N 3 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Bristol-Myers Squibb Company Bristol-Myers Squibb Company Y Total Return 2500-12-31 0.000000000000 USD 0.000000000000 USD 22.64 USD 22620.36 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 2308 PA USD -14540.4 -0.0013073986 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Brookfield Property Preferred LP Brookfield Property Preferred LP Y Total Return 2022-12-05 0.000000000000 USD 0.000000000000 USD 57930.8 USD -13693.18 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 30689 PA USD -112379.2 -0.0101045641 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Cazoo Group Ltd Cazoo Group Ltd Y Total Return 2022-12-29 0.000000000000 USD 0.000000000000 USD 126496.14 USD -112500.72 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 148843 PA USD -53270.28 -0.0047897917 N/A DE CORP FR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Electricite de France Electricite de France Y Total Return 2023-07-19 0.000000000000 USD 0.000000000000 USD 1787700.55 USD -54756.06 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 213758 PA USD -243281.16 -0.0218746002 N/A DE CORP GB N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 HomeServe PLC HomeServe PLC Y Total Return 2023-05-24 0.000000000000 USD 0.000000000000 USD 3069138.83 USD -246019.51 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 66 NC USD -318207.93 -0.0286116329 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Ultra Bond United States Ultra Bond 2022-12-30 9360207.93 USD -318207.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -190067 PA USD 222655.26 0.0200200245 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Rentokil Initial PLC Rentokil Initial PLC Y Total Return 2023-05-23 0.000000000000 USD 0.000000000000 USD -1235997.85 USD 223399.26 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 82570 PA USD -125772.23 -0.0113087970 N/A DE CORP IT N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Atlantia S.p.A. Atlantia S.p.A. Y Total Return 2023-05-23 0.000000000000 USD 0.000000000000 USD 1955428.14 USD -127522.88 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 182071 PA USD -168296.25 -0.0151323398 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Brewin Dolphin Holdings PLC Brewin Dolphin Holdings PLC Y Total Return 2023-04-04 0.000000000000 USD 0.000000000000 USD 1215246.38 USD -169384.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 35591 PA USD -275160.34 -0.0247410133 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Cazoo Group Ltd Cazoo Group Ltd Y Total Return 2022-12-29 0.000000000000 USD 0.000000000000 USD 291532.2 USD -273759.12 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 126060 PA USD -45882.67 -0.0041255355 N/A DE CORP FR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Electricite de France Electricite de France Y Total Return 2023-07-19 0.000000000000 USD 0.000000000000 USD 1514828.34 USD -47280.52 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 11549 PA USD -26702.44 -0.0024009471 N/A DE CORP BB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Euronav Euronav Y Total Return 2023-10-12 0.000000000000 USD 0.000000000000 USD 208138.87 USD -26879.9 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 327404 PA USD -537281.66 -0.0483096246 N/A DE CORP AU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Link Administration Holdings Limited Link Administration Holdings Limited Y Total Return 2023-01-24 0.000000000000 USD 0.000000000000 USD 1136236.18 USD -512689.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 872 PA USD -34713.3 -0.0031212428 N/A DE CORP GR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Uniper SE Uniper SE Y Total Return 2022-12-14 0.000000000000 USD 0.000000000000 USD 38051.37 USD -34746.79 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 3320 PA USD -101724.8 -0.0091465748 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Willis Towers Watson Public Limited Company Willis Towers Watson Public Limited Company Y Total Return 2500-12-31 0.000000000000 USD 0.000000000000 USD 768845.6 USD -99678.98 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1893 PA USD 17076.34 0.0015354173 N/A DE CORP CH N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Dufry AG Dufry AG Y Total Return 2023-09-05 0.000000000000 USD 0.000000000000 USD -75341.68 USD 17125.75 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 173875 PA USD -65155.06 -0.0058584104 N/A DE CORP IT N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Autogrill S.P.A. Autogrill S.P.A. Y Total Return 2023-07-15 0.000000000000 USD 0.000000000000 USD 1140754.86 USD -66629.27 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 9781 PA USD -3580.02 -0.0003218971 N/A DE CORP GR N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Aareal Bank AG Aareal Bank AG Y Total Return 2023-07-07 0.000000000000 USD 0.000000000000 USD 312243.83 USD -3978.3 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 105167 PA USD -267412.88 -0.0240444013 N/A DE CORP IT N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Atlantia S.p.A. Atlantia S.p.A. Y Total Return 2023-05-22 0.000000000000 USD 0.000000000000 USD 2597792.24 USD -270726.51 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 26727 PA USD -22499.42 -0.0020230330 N/A DE CORP GB N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 EMIS Group PLC EMIS Group PLC Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD 586511.28 USD -22704.94 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 11436 PA USD -8384.56 -0.0007538968 N/A DE CORP GB N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Euromoney Institutional Investor PLC Euromoney Institutional Investor PLC Y Total Return 2023-10-02 0.000000000000 USD 0.000000000000 USD 192510.77 USD -8621.56 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 41130 PA USD -49459.17 -0.0044471161 N/A DE CORP GB N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 HomeServe PLC HomeServe PLC Y Total Return 2023-06-05 0.000000000000 USD 0.000000000000 USD 593193.33 USD -50189.46 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 52212 PA USD -110797.64 -0.0099623583 N/A DE CORP NL N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Intertrust N.V. Intertrust N.V. Y Total Return 2023-01-27 0.000000000000 USD 0.000000000000 USD 1110662.87 USD -112214.35 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 18771 PA USD -685.65 -0.0000616501 N/A DE CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Shell Midstream Partners, L.P. Shell Midstream Partners, L.P. Y Total Return 2023-10-19 0.000000000000 USD 0.000000000000 USD 297455.16 USD -685.65 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 328095 PA USD -69436.21 -0.0062433496 N/A DE CORP SE N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Swedish Match AB Swedish Match AB Y Total Return 2023-05-16 0.000000000000 USD 0.000000000000 USD 3321516.47 USD -73672.99 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 45191 PA USD -12092.8 -0.0010873229 N/A DE CORP AU N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Tassal Group Limited Tassal Group Limited Y Total Return 2023-08-18 0.000000000000 USD 0.000000000000 USD 161539.48 USD -12352.7 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -213 NC USD -41535 -0.0037346152 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Written Zendesk, Inc. Zendesk, Inc. 100 75.000000000000 USD 2022-10-21 XXXX 12040.19 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -6 NC USD 0 0.0000000000 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Written Zendesk, Inc. Zendesk, Inc. 100 80.000000000000 USD 2022-10-21 XXXX 290.65 N N N 2022-11-23 JNL Series Trust Andrew Tedeschi Andrew Tedeschi Principal Financial Officer XXXX