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International 4PQUHN3JPFGFNF3BB653 3521853.00000000 USD 516230853.00000000 JPY 2025-08-28 -89058.76000000 N N N Frontier Communications Holdings LLC N/A 35908MAD2 10201000.00000000 PA USD 10676091.17000000 0.064694207607 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 1261204.00000000 NS USD 123572767.92000000 0.748817350391 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -245878.06000000 -0.00148995414 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 53891860.76000000 USD 46865670.00000000 EUR 2025-09-17 -245878.06000000 N N N OCS Group Holding Ltd. N/A N/A 3809524.00000000 PA 5015351.00000000 0.030391662421 Long LON CORP GB N 2 2031-11-27 Variable 5.75000000 N N N N N N N/A N/A 00PC0CUZ1 -158.00000000 NC USD -66360.00000000 -0.00040212354 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Intuitive Surgical, Inc. 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LCZ7XYGSLJUHFXXNXD88 Y 2053-11-03 0.00000000 USD 0.00000000 USD 50072011.00000000 USD 3811471.69000000 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAB8 10588000.00000000 PA USD 10575828.04000000 0.064086640320 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AP9 377000.00000000 PA USD 373732.09000000 0.002264714775 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 26376326.00000000 PA 19431.40000000 0.000117748996 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-09-17 0.00000000 USD 0.00000000 USD 26376326.00000000 PLN 19431.40000000 N N N N/A N/A N/A -70599.00000000 NS USD -414245.97000000 -0.00251021786 N/A DE US N 2 Citibank N.A. 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E57ODZWZ7FF32TWEFA76 N/A AppLovin Corp., Class A Y 2028-02-24 0.00000000 USD 0.00000000 USD 7070889.00000000 USD -736588.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -194051.14000000 -0.00117589710 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10294372.16000000 USD 8823742.02000000 EUR 2025-09-17 -194051.14000000 N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 2625000.00000000 PA 3038323.69000000 0.018411414856 Long DBT CORP IE N 2 2031-04-30 Fixed 5.00000000 N N N N N N Trident Energy Finance plc 9845004ECK3FYO64I382 N/A 562000.00000000 PA USD 578685.78000000 0.003506678370 Long DBT CORP GB N 2 2029-11-30 Fixed 12.50000000 N N N N N N BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer, Inc. 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Trust N/A 36265AAL5 8556000.00000000 PA USD 8461534.06000000 0.051274594085 Long ABS-MBS CORP US N 2 2036-11-15 Floating 7.39148040 N N N N N N N/A N/A 29355A107 -48008.00000000 NS USD 486801.12000000 0.002949882332 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Enphase Energy, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 1553539.00000000 USD 486801.12000000 N N N N/A N/A 00CBSQ6K6 -169.00000000 NC USD -160127.50000000 -0.00097032908 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Vistra Corp. Vistra Corp. 100.00000000 270.00000000 USD 2025-12-19 XXXX -28715.49000000 N N N N/A N/A N/A 5478967.00000000 PA USD -92655.52000000 -0.00056146724 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 39-V1 2I65BYEB7 Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 3813.67000000 USD 5478967.00000000 USD -92655.52000000 N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 59001A102 22436.00000000 NS USD 1510840.24000000 0.009155280766 Long EC CORP US N 1 N N N N/A N/A 00CBQ0GN8 46.00000000 NC USD 41400.00000000 0.000250872735 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased DR Horton, Inc. DR Horton, Inc. 100.00000000 135.00000000 USD 2025-08-15 XXXX 24653.25000000 N N N Belimo Holding AG 506700339DLX749VEM23 N/A 5297.00000000 NS 6164266.89000000 0.037353780103 Long EC CORP CH N 2 N N N N/A N/A 00CBCEYG8 -745.00000000 NC USD -253300.00000000 -0.00153492907 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 200.00000000 USD 2025-09-19 XXXX -36673.71000000 N N N Republic of South Africa 378900AAFB4F17004C49 836205BG8 1080000.00000000 PA USD 1028160.00000000 0.006230369845 Long DBT NUSS ZA N 2 2054-11-19 Fixed 7.95000000 N N N N N N Solaris Energy Infrastructure, Inc. 529900MTK3C8Y8TIIC10 83419XAA6 7574000.00000000 PA USD 11299461.25000000 0.068471660678 Long DBT CORP US N 2 2030-05-01 Fixed 4.75000000 N N N N Y Solaris Energy Infrastructure, Inc. USD XXXX N N N N/A N/A N/A -2266000.00000000 NS USD 293641.95000000 0.001779390319 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A China International Capital Corp. 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N/A 68622FAB7 545000.00000000 PA USD 487949.56000000 0.002956841566 Long DBT CORP US N 2 2034-05-15 Fixed 7.87500000 N N N N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 N/A 41646.00000000 NS 1015232.63000000 0.006152033500 Long EC CORP PT N 2 N N N N/A N/A 00CBHXA69 1201.00000000 NC USD 338682.00000000 0.002052320767 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. 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Morgan 7H6GLXDRUGQFU57RNE97 Y 2029-01-02 0.00000000 USD 0.00000000 USD 556755000.00000000 BRL -1329969.24000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 44459000.00000000 PA 908970.07000000 0.005508111300 Long DBT NUSS EG N 2 2028-07-01 Fixed 23.44000000 N N N N N N TICP CLO VI Ltd. 254900JG2DPAYUCW8T83 87246MAU6 500000.00000000 PA USD 500638.90000000 0.003033735513 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.07916160 N N N N N N N/A N/A N/A 3779417.00000000 PA -40106.75000000 -0.00024303599 N/A DCR US N 2 J.P. 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Salesforce, Inc. 100.00000000 270.00000000 USD 2025-08-15 XXXX -22899.08000000 N N N N/A N/A N/A -110573.00000000 NS USD 32291.41000000 0.000195677158 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Wise plc, Class A Y 2026-02-26 0.00000000 USD 0.00000000 USD 1477144.00000000 USD 32291.41000000 N N N X Corp. 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Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 34013.83000000 USD 0.00000000 USD 5680000.00000000 USD -37641.35000000 N N N Gabonese Republic N/A N/A 1585000.00000000 PA USD 1481483.65000000 0.008977387818 Long DBT NUSS GA N 2 2029-02-18 Fixed 9.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 435979.41000000 0.002641916597 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 83100000.00000000 EUR 95558510.72000000 USD 2025-09-17 435979.41000000 N N N N/A N/A N/A 460.00000000 NC USD 117300.00000000 0.000710806083 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Broadcom, Inc. Broadcom, Inc. 100.00000000 305.00000000 USD 2025-08-08 XXXX -68571.03000000 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 407000.00000000 PA USD 376196.04000000 0.002279645642 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Modulaire Group Holdings Ltd. N/A N/A 5500000.00000000 PA 6195569.10000000 0.037543462979 Long LON CORP GB N 2 2031-07-10 Variable 6.40500000 N N N N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 2046000.00000000 PA 2292726.99000000 0.013893301725 Long DBT CORP NL N 2 2027-03-31 Fixed 1.87500000 N N N N N N Bethpage Park CLO Ltd. N/A 087598AA6 730000.00000000 PA USD 731336.48000000 0.004431700077 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.70916080 N N N N N N Telecom Argentina SA 549300MKPIRSJD8SB782 879273AV2 691000.00000000 PA USD 710002.50000000 0.004302421963 Long DBT CORP AR N 2 2033-05-28 Fixed 9.25000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 758000.00000000 PA USD 716335.54000000 0.004340798462 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19631.15000000 -0.00011895942 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44878320.00000000 EGP 874821.05000000 USD 2025-10-02 -19631.15000000 N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAF0 10437702.11890000 PA USD 10444277.87000000 0.063289482084 Long LON CORP US N 2 2028-10-23 Variable 6.57681000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 1219461.00000000 NS USD 49071110.64000000 0.297357578605 Long EC CORP US N 1 N N N N/A N/A N/A 123.00000000 NC 1064688.25000000 0.006451721101 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Purchased Rheinmetall AG Rheinmetall AG 100.00000000 1600.00000000 EUR 2025-10-17 XXXX -87863.95000000 N N N MC Brazil Downstream Trading SARL 213800T2A7R9TYNXZI63 55292WAA8 573779.36000000 PA USD 464761.28000000 0.002816326898 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N N/A N/A N/A 128753000.00000000 PA 303858.38000000 0.001841299105 N/A DFE GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Call Purchased N/A EUR Currency 1.00000000 1.19500000 EUR 2025-10-08 XXXX -1171011.33000000 N N N N/A N/A 00CBLCAC7 -554.00000000 NC USD -15235.00000000 -0.00009231995 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Wells Fargo & Co. 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(The) 2TH9E0JTOUXOEGI2R879 810186AW6 177000.00000000 PA USD 160818.91000000 0.000974518837 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N N/A N/A 89832Q109 -41650.00000000 NS USD 71679.78000000 0.000434359963 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Truist Financial Corp. Y 2028-02-24 0.00000000 USD 0.00000000 USD 1820522.00000000 USD 71679.78000000 N N N Pluspetrol Camisea SA 254900VNCHIPPJ2OFY98 72941KAA4 714000.00000000 PA USD 740553.66000000 0.004487553680 Long DBT CORP PE N 2 2036-07-03 Fixed 6.24000000 N N N N N N SPDR S&P Homebuilders ETF 549300MSE80LL1UJS132 78464A888 76392.00000000 NS USD 7785108.72000000 0.047175640574 Long RF US N 1 N N N/A N/A N/A -118.00000000 NC USD -42480.00000000 -0.00025741724 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 175.00000000 USD 2025-08-01 XXXX -14392.53000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 1451040.00000000 NS USD 135962448.00000000 0.823895440539 Long EC CORP US N 1 N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 902000.00000000 PA USD 23677.50000000 0.000143479207 Long DBT CORP KY N 2 2023-07-28 Fixed 9.25000000 Y N N N N N OCP CLO Ltd. 254900NXH68CRC058O44 67102SAN4 450000.00000000 PA USD 450608.63000000 0.002730565690 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 5.97542040 N N N N N N Apidos CLO XX 5493008YDOADR1DMZM86 03765LAR3 400000.00000000 PA USD 401007.12000000 0.002429994036 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 6.12938160 N N N N N N Fast Retailing Co. 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E57ODZWZ7FF32TWEFA76 N/A Food & Life Cos. Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 8103959.00000000 USD -122364.70000000 N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 460100.00000000 NS 13140285.75000000 0.079626556273 Long EC CORP JP N 2 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 82795.00000000 NS USD 2036757.00000000 0.012342193234 Long EC CORP US N 1 N N N Dana Financing Luxembourg SARL 222100DKCE3D036DQU13 N/A 2883000.00000000 PA 3556508.57000000 0.021551474235 Long DBT CORP LU N 2 2031-07-15 Fixed 8.50000000 N N N N N N Schoen Klinik SE N/A N/A 2666667.00000000 PA 3029262.53000000 0.018356506692 Long LON CORP DE N 2 2031-01-13 Variable 4.98000000 N N N N N N N/A N/A N/A 1200.00000000 NC USD 355200.00000000 0.002152415352 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 180.00000000 USD 2025-08-08 XXXX 120928.26000000 N N N Republic of South Africa 378900AAFB4F17004C49 N/A 665924502.00000000 PA 36281189.98000000 0.219854139445 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N RR 28 Ltd. 254900ZSKVCYOXP11C98 74989NAA7 5718214.00000000 PA USD 5742049.23000000 0.034795255966 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.86755000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 95717.07000000 0.000580019400 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 8405200.00000000 USD 353169693.60000000 TRY 2025-08-29 95717.07000000 N N N LGI Homes, Inc. 549300W02B4WNV8CV109 50187TAK2 3669000.00000000 PA USD 3531412.50000000 0.021399398879 Long DBT CORP US N 2 2032-11-15 Fixed 7.00000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 N/A 540000.00000000 PA USD 563760.00000000 0.003416232205 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N Midnights Spv SRL 81560048AF8B821AE436 N/A 7781665.84000000 PA 8866629.76000000 0.053729363803 Long DBT CORP IT N 3 2026-08-22 Floating 6.73400160 N N N N N N N/A N/A 336433107 -40567.00000000 NS USD 212846.04000000 0.001289789088 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A First Solar, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 7088272.00000000 USD 212846.04000000 N N N Jefferies Finance LLC 549300SKVB18YSSIDT75 47232MAF9 526000.00000000 PA USD 507245.84000000 0.003073771772 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 34706200000.00000000 PA 7256251.91000000 0.043970912204 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19919.83000000 0.000120708749 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 682677.85000000 EUR 802885.13000000 USD 2025-10-16 19919.83000000 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 73222.00000000 NS USD 6274393.18000000 0.038021115456 Long EC CORP US N 1 N N N N/A N/A 649445400 290478.00000000 NS USD 8714.34000000 0.000052806529 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Flagstar Financial, Inc. Y 2026-02-09 0.00000000 USD 0.00000000 USD 3279497.00000000 USD 8714.34000000 N N N Fresnillo plc 549300JXWH1UV5J0XV81 N/A 269206.00000000 NS 4963803.84000000 0.030079300657 Long EC CORP GB N 2 N N N iHeartMedia, Inc. N/A 45174J509 10778.00000000 NS USD 20154.86000000 0.000122132967 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A 357429.33000000 0.002165924486 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 12412622.62000000 EUR 14565853.92000000 USD 2025-09-17 357429.33000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 482000.00000000 PA USD 433800.00000000 0.002628709966 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N Wizz Air Holdings plc 213800COXGZCORLJZA85 N/A 49846.00000000 NS 823491.15000000 0.004990132303 Long EC CORP JE N 2 N N N Lessen Holdings, Inc. N/A N/A 841086.00000000 NS USD 656047.08000000 0.003975466799 Long EC CORP US N 3 N N N N/A N/A N/A 29038992.00000000 PA -18106.94000000 -0.00010972312 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-06-18 0.00000000 USD 0.00000000 USD 29038992.00000000 CZK -18106.94000000 N N N N/A N/A N/A 1464976.00000000 NS USD 334893.51000000 0.002029363548 Long DE US N 2 Green Plains, Inc. N/A Call Purchased Green Plains, Inc. Green Plains, Inc. 1.00 22 USD 2026-04-28 XXXX 334893.51 N N N N/A N/A 67623L117 226443.00000000 NS USD 10167.29000000 0.000061611010 N/A DE US N 1 Offerpad Solutions, Inc. N/A Call Purchased Offerpad Solutions, Inc. Offerpad Solutions, Inc. 0.06667000 11.50000000 USD 2026-09-01 XXXX -536611.55000000 N N N N/A N/A 00CBKX9F7 -358.00000000 NC USD -24165.00000000 -0.00014643332 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Williams Cos., Inc. (The) Williams Cos., Inc. (The) 100.00000000 65.00000000 USD 2025-09-19 XXXX -1111.16000000 N N N N/A N/A 12008R107 -20655.00000000 NS USD 76423.50000000 0.000463105615 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Builders FirstSource, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 2625870.00000000 USD 76423.50000000 N N N Vital Energy, Inc. 549300X0PTWU2QSLSL14 516806AK2 300000.00000000 PA USD 263313.42000000 0.001595607679 Long DBT CORP US N 2 2032-04-15 Fixed 7.87500000 N N N N N N BlueMountain CLO XXII Ltd. N/A 09629PAE6 1494767.00000000 PA USD 1497532.62000000 0.009074640210 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.07916160 N N N N N N Eleda Management AB N/A N/A 4166665.00000000 PA 4770594.49000000 0.028908504567 Long LON CORP SE N 2 2031-04-03 Variable 6.35500000 N N N N N N GS Finance Corp. 549300FR80KBVO6DRL61 40058GUK5 26850000.00000000 PA USD 27324439.50000000 0.165578668599 Long SN CORP US N 2 2030-02-14 Floating 8.75000160 N N N N N N Uniti Group LP N/A 91327BAB6 922000.00000000 PA USD 893524.21000000 0.005414513591 Long DBT CORP US N 2 2028-04-15 Fixed 4.75000000 N N N N N N Arini European CLO IV DAC 635400S1CQWFRKNVAN93 N/A 3920000.00000000 PA 4525214.58000000 0.027421569078 Long ABS-CBDO CORP IE N 2 2038-01-15 Floating 5.52600000 N N N N N N Edge Finco plc N/A N/A 2905405.00000000 PA 3320820.60000000 0.020123269266 Long LON CORP GB N 2 2031-08-22 Variable 5.54000000 N N N N N N N/A N/A N/A -471441019.00000000 PA USD -695926.38000000 -0.00421712450 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 3.80000000 USD 2025-11-06 XXXX 518034.24000000 N N N N/A N/A 00CC1J5Z7 59.00000000 NC USD 44250.00000000 0.000268142959 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Stryker Corp. Stryker Corp. 100.00000000 400.00000000 USD 2025-08-15 XXXX 14819.24000000 N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 N/A 882281.00000000 NS 61770468.67000000 0.374312232869 Long EC CORP KY N 2 N N N Invesco Ltd. ECPGFXU8A2SHKVVGJI15 N/A 450514.00000000 NS USD 9465299.14000000 0.057357137353 Long EC CORP BM N 1 N N N N/A N/A N/A -225080.00000000 NS USD 368916.90000000 0.002235536034 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A ORLEN SA Y 2026-02-26 0.00000000 USD 0.00000000 USD 5012196.00000000 USD 368916.90000000 N N N HBX Group Internationalplc N/A N/A 7760870.00000000 PA 8862284.57000000 0.053703033134 Long LON CORP GB N 2 2032-02-13 Variable 4.87100000 N N N N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 847000.00000000 PA 1006990.76000000 0.006102090011 Long DBT CORP IT N 2 2030-06-01 Fixed 5.37500000 N N N N N N N/A N/A 00CBG9CD6 -146.00000000 NC USD -17155.00000000 -0.00010395463 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 900.00000000 USD 2025-08-15 XXXX 232179.50000000 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TBQ9 557000.00000000 PA USD 562848.50000000 0.003410708763 Long DBT CORP US N 2 2028-08-01 Fixed 3.00000000 N N N N Y CenterPoint Energy, Inc. USD XXXX N N N N/A N/A N/A 23085755000.00000000 PA 720179.55000000 0.004364092117 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 KOSPI 200 Index Futures KMU5 COMB Index Y 2025-09-11 0.00000000 USD 0.00000000 USD 23085755000.00000000 KRW 720179.55000000 N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AB5 358000.00000000 PA USD 347720.42000000 0.002107091133 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 213360.01000000 0.001292903606 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 309157283.14000000 MXN 16520725.00000000 USD 2025-09-17 213360.01000000 N N N N/A N/A N/A 95675.00000000 NS USD 3865.27000000 0.000023422484 N/A DE KY N 1 Lavoro Ltd. N/A Call Purchased Lavoro Ltd. Lavoro Ltd. 1.00000000 11.50000000 USD 2027-12-27 XXXX -56754.62000000 N N N BX Commercial Mortgage Trust N/A 05612GAA1 4507070.98000000 PA USD 4516361.41000000 0.027367921277 Long ABS-MBS CORP US N 2 2041-03-15 Floating 5.73359040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -378879.76000000 -0.00229590825 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 15022735.29000000 USD 12793019.46000000 EUR 2025-09-17 -378879.76000000 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 88779.00000000 NS USD 4255177.47000000 0.025785217667 Long EC CORP US N 1 N N N Hoya Corp. 353800X4VR3BHEUCJB42 N/A 4400.00000000 NS 555116.31000000 0.003363853795 Long EC CORP JP N 2 N N N N/A N/A 00CBTX5A3 751.00000000 NC USD 7510.00000000 0.000045508556 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 4.00000000 USD 2025-10-17 XXXX -6931.32000000 N N N Czech Republic 3157007EFDLQABN47912 N/A 115320000.00000000 PA 5456674.28000000 0.033065961417 Long DBT NUSS CZ N 2 2032-11-11 Fixed 4.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BA9 1355000.00000000 PA USD 1405949.21000000 0.008519669664 Long DBT CORP US N 2 2032-08-01 Fixed 9.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19260.42000000 0.000116712904 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 660079.08000000 EUR 776307.12000000 USD 2025-10-16 19260.42000000 N N N BHMS N/A 05549GAA9 6720098.00000000 PA USD 6718786.24000000 0.040714016484 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.88894120 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 384280.00000000 NS USD 56758156.00000000 0.343938981900 Long EC CORP US N 1 N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 622521.00000000 NS USD 182834417.70000000 1.107926823417 Long EC CORP US N 1 N N N N/A N/A N/A 102377805.00000000 PA USD 250120.50000000 0.001515662174 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-07-22 0.00000000 USD 0.00000000 USD 102377805.00000000 USD 250120.50000000 N N N Avaya, Inc. N/A 05349UBN1 41304.41000000 PA USD 32084.85000000 0.000194425460 Long LON CORP US N 2 2028-08-01 Variable 11.85624000 N N Y N N N Development Bank of Kazakhstan JSC 213800LCDPGJ1BI7KX98 25159XAF0 371000000.00000000 PA 614734.14000000 0.003725121623 Long DBT NUSS KZ N 2 2028-05-23 Fixed 13.48920000 N N N N N N N/A N/A N/A -61.00000000 NS USD 163.43000000 0.000000990341 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Mercari, Inc. Y 2026-02-10 0.00000000 USD 0.00000000 USD 931.00000000 USD 163.43000000 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 114635.00000000 NS USD 79503957.90000000 0.481772352456 Long EC CORP US N 1 N N N N/A N/A 278865100 -17183.00000000 NS USD 151038.57000000 0.000915252637 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Ecolab, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 4497822.00000000 USD 151038.57000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72R5 49354563.23500000 PA USD 2093689.67000000 0.012687189723 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.02957840 N N N N N N Aernnova Aerospace SAU N/A N/A 6817500.00000000 PA 7776474.35000000 0.047123318641 Long LON CORP ES N 2 2030-02-27 Variable 5.97900000 N N N N N N Greenko Wind Projects Mauritius Ltd. 254900MSUXE1FF83DP82 39531JAB0 202000.00000000 PA USD 205282.50000000 0.001243956094 Long DBT CORP MU N 2 2028-09-27 Fixed 7.25000000 N N N N N N Howden UK Refinance plc 87550008DPN8BDG67910 44287GAA4 467000.00000000 PA USD 483570.56000000 0.002930306017 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N N/A N/A 00CBHPZB8 1781.00000000 NC USD 195910.00000000 0.001187161294 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 85.00000000 USD 2025-09-19 XXXX -241887.15000000 N N N Helios Software Holdings, Inc. N/A 42328DAM0 1000000.00000000 PA 1131933.46000000 0.006859208777 Long LON CORP US N 2 2028-03-13 Variable 5.22900000 N N N N N N Genesis Energy LP 549300VJ5D6MDK138782 37185LAR3 598000.00000000 PA USD 619980.69000000 0.003756914289 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N N/A N/A 015271109 -44197.00000000 NS USD 188279.22000000 0.001140920843 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Alexandria Real Estate Equities, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 3377977.00000000 USD 188279.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -388961.03000000 -0.00235699800 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 34970578.53000000 USD 44742757.00000000 SGD 2025-09-17 -388961.03000000 N N N Eneva SA 549300T1AP7HKCABII19 N/A 593096.00000000 NS 1422485.61000000 0.008619875749 Long EC CORP BR N 1 N N N BX Commercial Mortgage Trust N/A 12434AAC2 11028223.89000000 PA USD 10978944.71000000 0.066529417655 Long ABS-MBS CORP US N 2 2033-02-15 Floating 6.60647880 N N N N N N N/A N/A N/A 1875763783.00000000 PA -16675.09000000 -0.00010104650 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-09-17 0.00000000 USD 0.00000000 USD 1875763783.00000000 INR -16675.09000000 N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 1051000.00000000 PA USD 1011850.25000000 0.006131537198 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 466000.00000000 PA USD 489286.49000000 0.002964942998 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N N/A N/A N/A 6.00000000 NC USD 511.82000000 0.000003101489 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Long CBOE Volatility Index US12497K1007 2026-03-18 133500.00000000 USD 511.82000000 N N N King Slide Works Co. Ltd. N/A N/A 43000.00000000 NS 3786133.95000000 0.022942941558 Long EC CORP TW N 2 N N N N/A N/A N/A -146.00000000 NC USD -132130.00000000 -0.00080067184 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. Broadcom, Inc. 100.00000000 370.00000000 USD 2025-12-19 XXXX -42227.06000000 N N N N/A N/A 00CC088L0 -136.00000000 NC USD -62220.00000000 -0.00037703627 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Boeing Co. (The) Boeing Co. (The) 100.00000000 265.00000000 USD 2025-12-19 XXXX 52577.20000000 N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 1355000.00000000 PA 1555990.54000000 0.009428879299 Long DBT NUSS MA N 2 2035-04-02 Fixed 4.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 3748000.00000000 PA 161609.56000000 0.000979309960 Long DBT NUSS TH N 2 2055-06-17 Fixed 4.00000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAL1 209000.00000000 PA USD 231184.31000000 0.001400914015 Long DBT CORP US N 2 2030-10-01 Fixed 12.25000000 N N N N N N Blue Racer Midstream LLC N/A 095796AJ7 126000.00000000 PA USD 130662.00000000 0.000791776167 Long DBT CORP US N 2 2029-07-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 85579.97000000 0.000518591332 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29553000.00000000 PEN 8299539.43000000 USD 2025-09-22 85579.97000000 N N N ABB Ltd. 5493000LKVGOO9PELI61 N/A 30026.00000000 NS 1960641.24000000 0.011880952438 Long EC CORP CH N 2 N N N GoodLeap Sustainable Home Solutions Trust N/A 382371AA0 2882165.65000000 PA USD 2243672.86000000 0.013596047045 Long ABS-O CORP US N 2 2048-05-20 Fixed 2.10000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 4301285.00000000 NS 102631419.70000000 0.621918478159 Long EC CORP GB N 2 N N N N/A N/A N/A 747.00000000 NC 7459.17000000 0.000045200540 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Purchased EURO STOXX Bank Index EU0009658426 50.00000000 150.00000000 EUR 2025-09-19 XXXX -13400.95000000 N N N N/A N/A 00PBJ3SZ6 -1201.00000000 NC USD -123102.50000000 -0.00074596765 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 90.00000000 USD 2025-09-19 XXXX 191784.12000000 N N N Investor AB 549300VEBQPHRZBKUX38 N/A 180135.00000000 NS 5220225.58000000 0.031633146631 Long EC CORP SE N 2 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 25283.00000000 NS USD 3190461.77000000 0.019333330225 Long EC CORP US N 1 N N N Garfunkelux Holdco 3 SA N/A N/A 5707538.46000000 PA 6440166.66000000 0.039025657639 Long LON CORP LU N 3 2032-06-01 Variable 0.00000000 N N N N N N Obol France 3 SAS N/A N/A 6000000.00000000 PA 6726552.34000000 0.040761076937 Long LON CORP FR N 2 2028-12-29 Variable 7.19300000 N N N N N N N/A N/A 00CC15GN2 237.00000000 NC USD 3910.50000000 0.000023696565 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased EQT Corp. EQT Corp. 100.00000000 60.00000000 USD 2025-08-15 XXXX -44017.17000000 N N N N/A N/A 00CBSVTZ7 156.00000000 NC USD 10920.00000000 0.000066172228 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Capital One Financial Corp. Capital One Financial Corp. 100.00000000 230.00000000 USD 2025-08-15 XXXX -38567.33000000 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 322394.00000000 NS USD 249352415.36000000 1.511007790200 Long EC CORP US N 1 N N N N/A N/A N/A 162368.00000000 NS USD 16.24000000 0.000000098409 N/A DE KY N 3 Crown PropTech Acquisitions N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2027-12-31 XXXX -15912.06000000 N N N Toyota Tsusho Corp. 549300CEE2ENIUJNXB84 N/A 202300.00000000 NS 4636379.90000000 0.028095200670 Long EC CORP JP N 2 N N N N/A N/A 00CBLCER0 2694.00000000 NC USD 285564.00000000 0.001730440140 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 64.00000000 USD 2025-09-19 XXXX -375889.49000000 N N N Bracken MidCo1 plc 213800AFGHKES7J58805 N/A 1133000.00000000 PA 1491176.88000000 0.009036126154 Long DBT CORP GB N 2 2027-11-01 Fixed 6.75000000 N N Y N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 704675.00000000 NS USD 63589872.00000000 0.385337322003 Long EC CORP IE N 1 N N N Krungthai Card PCL N/A N/A 293400.00000000 NS 255323.32000000 0.001547189847 Long EC CORP TH N 2 N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAB2 935000.00000000 PA USD 928277.35000000 0.005625108163 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N N/A N/A N/A 490036520.00000000 PA 9148.65000000 0.000055438329 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 490036520.00000000 HUF 9148.65000000 N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CS0 2923000.00000000 PA USD 3005334.68000000 0.018211510432 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047109 238249.00000000 NS USD 21039769.19000000 0.127495276531 Long EC CORP US N 1 N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 108604.00000000 NS USD 31264919.52000000 0.189456905346 Long EC CORP US N 1 N N N N/A N/A N/A 118.00000000 NC USD 130095.00000000 0.000788340302 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 167.50000000 USD 2025-08-01 XXXX 67336.53000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 131575000.00000000 PA 2443971.09000000 0.014809799819 Long STIV NUSS EG N 2 2025-12-16 None 0.00000000 N N N N N N Darling Global Finance BV 724500R2BQXOR6YG2Y67 N/A 2347000.00000000 PA 2719208.54000000 0.016477663876 Long DBT CORP NL N 2 2032-07-15 Fixed 4.50000000 N N N N N N N/A N/A 00CAPPPK2 -136.00000000 NC USD -72420.00000000 -0.00043884549 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Boeing Co. (The) Boeing Co. (The) 100.00000000 260.00000000 USD 2025-12-19 XXXX 35669.20000000 N N N Capital One Financial Corp. 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LLC 984500BC2I63E7F48656 861036AB7 1308000.00000000 PA USD 1358010.07000000 0.008229171520 Long DBT CORP US N 2 2029-02-15 Fixed 8.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -101701.47000000 -0.00061628323 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 64345475.00000000 TRY 1370000.00000000 USD 2025-10-24 -101701.47000000 N N N FUJIFILM Holdings Corp. 529900UBKMFM0ST6H474 N/A 268209.00000000 NS 5563252.84000000 0.033711798491 Long EC CORP JP N 2 N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 540000.00000000 PA USD 513280.80000000 0.003110341988 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Vaco Holdings LLC N/A 91865FAJ8 4173625.00000000 PA USD 3716613.06000000 0.022521663881 Long LON CORP US N 2 2029-01-22 Variable 9.44561000 N N N N N N Speedster Bidco GmbH N/A N/A 5330000.00000000 PA 6100113.88000000 0.036965030318 Long LON CORP DE N 2 2031-12-10 Variable 5.87900000 N N N N N N Atos SE 5493001EZOOA66PTBR68 N/A 2357286.00000000 PA 1117868.51000000 0.006773979007 Long SN CORP FR N 2 2032-12-18 Variable 1.00000080 N N N N N N N/A N/A N/A -44459.00000000 NS USD 549947.74000000 0.003332533667 N/A DE US N 2 Citibank N.A. 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N/A N/A 2563517.00000000 PA 3317798.55000000 0.020104956465 Long LON CORP US N 3 2029-10-31 Variable 14.57500000 N N N N N N Romania 315700IASY927EDWBK92 77586RAN0 722000.00000000 PA USD 724549.24000000 0.004390571250 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 15138AAA8 284000.00000000 PA USD 283522.68000000 0.001718070296 Long DBT CORP US N 2 2026-01-15 Fixed 5.37500000 N N N N N N Navoi Mining & Metallurgical Combinat 213800YLNAGERZ4C3M60 63890CAB0 631000.00000000 PA USD 651905.03000000 0.003950367103 Long DBT CORP UZ N 2 2031-10-17 Fixed 6.95000000 N N N N N N Space Exploration Technologies Corp., Class A 549300B9WLO96RQCXP87 N/A 100379.00000000 NS USD 20541558.56000000 0.124476255672 Long EC CORP US Y 3 N N N N/A N/A N/A 3779417.00000000 PA 36444.05000000 0.000220841026 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Swedbank AB Swedbank AB Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 9967.04000000 USD 3779417.00000000 EUR 36444.05000000 N N N N/A N/A 00CBPZ520 597.00000000 NC USD 34327.50000000 0.000208015309 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bank of America Corp. Bank of America Corp. 100.00000000 48.00000000 USD 2025-08-15 XXXX -14761.69000000 N N N Allegiant Travel Co. 549300JM9OZXOHWL2K18 01748XAD4 2340000.00000000 PA USD 2338546.86000000 0.014170957670 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N FS Rialto Issuer LLC N/A 30340KAA9 5070000.00000000 PA USD 5082559.40000000 0.030798927038 Long ABS-CBDO CORP US N 2 2042-08-19 Floating 5.73569640 N N N N N N Valterra Platinum Ltd. 529900RORCZ0E5S5FX81 N/A 138832.00000000 NS 6234933.30000000 0.037781999320 Long EC CORP ZA N 2 N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 3398400.00000000 PA 4027644.00000000 0.024406426748 Long DBT CORP SE N 2 2027-10-15 Fixed 9.25000000 N N N N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 4379000.00000000 PA 1116182.97000000 0.006763765093 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.45700000 N N N N N N OEG Finance plc 254900KMBHWF9UK63G44 N/A 1272000.00000000 PA 1515801.34000000 0.009185343682 Long DBT CORP GB N 2 2029-09-27 Fixed 7.25000000 N N N N N N SREIT Trust N/A 85236WCQ7 2325000.00000000 PA USD 2324273.44000000 0.014084464629 Long ABS-MBS CORP US N 2 2036-11-15 Floating 7.07468040 N N N N N N SPDR S&P Regional Banking ETF 549300EFWJBKUN6WJX52 78464A698 103519.00000000 NS USD 6217351.14000000 0.037675456214 Long RF US N 1 N N N/A N/A N/A 1.00000000 NC N/A -264627.97000000 -0.00160357349 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 58001487.33000000 USD 50439501.00000000 EUR 2025-09-17 -264627.97000000 N N N N/A N/A N/A 229309661.00000000 PA USD 286665.63000000 0.001737115718 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Purchased N/A Swaption 1.00000000 3.50000000 USD 2025-08-18 XXXX -894370.39000000 N N N Yum China Holdings, Inc. 529900DO9BYZ7VA3K502 98850P109 185611.00000000 NS USD 8664321.48000000 0.052503430673 Long EC CORP US N 1 N N N N/A N/A N/A -294800.00000000 NS USD -62200.70000000 -0.00037691931 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Sharp Corp. Y 2026-02-10 0.00000000 USD 0.00000000 USD 1393690.00000000 USD -62200.70000000 N N N BPER Banca SpA N747OI7JINV7RUUH6190 N/A 1367000.00000000 PA 1620188.82000000 0.009817903408 Long DBT CORP IT N 2 2030-03-20 Variable 6.50000000 N N N N N N N/A N/A N/A 114863424.00000000 PA -93201.54000000 -0.00056477597 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 114863424.00000000 CZK -93201.54000000 N N N LifePoint Health, Inc. 549300G8ZVHRTBBBSZ90 53219LAW9 100000.00000000 PA USD 109909.50000000 0.000666021664 Long DBT CORP US N 2 2030-10-15 Fixed 11.00000000 N N N N N N N/A N/A N/A -600.00000000 NC USD -450000.00000000 -0.00272687755 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. Broadcom, Inc. 100.00000000 380.00000000 USD 2025-12-19 XXXX -61337.67000000 N N N N/A N/A N/A -754.00000000 NC USD -56173.00000000 -0.00034039309 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written General Electric Co. General Electric Co. 100.00000000 220.00000000 USD 2025-09-19 XXXX 335553.81000000 N N N N/A N/A N/A 14207987.00000000 PA 52406.86000000 0.000317571312 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Y 2029-01-02 0.00000000 USD 0.00000000 USD 14207987.00000000 BRL 52406.86000000 N N N N/A N/A N/A 207295000.00000000 PA USD 859.29000000 0.000005207063 N/A DFE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Purchased N/A USD Currency 1.00000000 7.05000000 USD 2025-08-06 XXXX -1135370.21000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 132183.00000000 NS 91612554.80000000 0.555147155013 Long EC CORP NL N 2 N N N N/A N/A N/A -14546.00000000 NS USD -157970.47000000 -0.00095725806 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A POSCO Future M Co. Ltd. Y 2026-02-10 0.00000000 USD 0.00000000 USD 1479754.00000000 USD -157970.47000000 N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 07337JAC1 300000.00000000 PA USD 312772.44000000 0.001895315883 Long DBT CORP US N 2 2033-07-15 Fixed 10.00000080 N N Y N N N N/A N/A 00CBRB323 -7505.00000000 NC USD -37525.00000000 -0.00022739128 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 340.00000000 USD 2025-08-15 XXXX 2354847.98000000 N N N N/A N/A N/A -93776.00000000 NS USD 18353.36000000 0.000111216367 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Svenska Handelsbanken AB, Class A Y 2026-02-26 0.00000000 USD 0.00000000 USD 1142602.00000000 USD 18353.36000000 N N N N/A N/A N/A 4599000.00000000 PA 60226.72000000 0.000364957535 N/A DFE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Purchased N/A EUR Currency 1.00000000 1.15000000 EUR 2025-08-27 XXXX 24476.46000000 N N N N/A N/A N/A -290.00000000 NC USD -375550.00000000 -0.00227573081 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 940.00000000 USD 2025-12-19 XXXX 93611.51000000 N N N N/A N/A 00PBE5NQ1 515.00000000 NC USD 54075.00000000 0.000327679786 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 190.00000000 USD 2025-09-19 XXXX -3206.62000000 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 111546.00000000 NS USD 18299121.30000000 0.110887696027 Long EC CORP US N 1 N N N Air France-KLM 969500AQW31GYO8JZD66 N/A 1300000.00000000 PA 1513231.20000000 0.009169769333 Long DBT CORP FR N 2 2030-05-21 Variable 5.75000000 N N N N N N N/A N/A 00CBQD0Z0 102.00000000 NC USD 17595.00000000 0.000106620912 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Progressive Corp. (The) Progressive Corp. (The) 100.00000000 250.00000000 USD 2025-08-15 XXXX -32773.47000000 N N N Froneri Lux FinCo. SARL 9845005YBZ75E5AA3B94 N/A 1791000.00000000 PA 2059218.37000000 0.012478303024 Long DBT CORP LU N 2 2032-08-01 Fixed 4.75000000 N N N N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 112167.00000000 NS 6046154.46000000 0.036638050915 Long EC CORP IT N 2 N N N Halyk Savings Bank of Kazakhstan JSC 213800NYDTVQM4SDUD67 46627J302 28078.00000000 NS USD 697331.84000000 0.004225641211 Long EC CORP KZ N 2 N N N Lessen LLC N/A 527083AA7 20713428.00000000 PA USD 19263488.04000000 0.116731496074 Long DBT CORP US N 3 2028-01-05 Variable 12.76053840 N N N N N N Palmer Square Loan Funding Ltd. N/A 69690CAN3 730000.00000000 PA USD 730083.80000000 0.004424109177 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.71754880 N N N N N N N/A N/A 00CBKY0G2 -42.00000000 NC USD -3780.00000000 -0.00002290577 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 310.00000000 USD 2025-09-19 XXXX -891.51000000 N N N N/A N/A N/A 171141.00000000 PA USD 74419.93000000 0.000450964526 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 iShares Broad USD High Yield Corporate Bond ETF iShares Broad USD High Yield Corporate Bond ETF Y 2025-09-19 0.00000000 USD 0.00000000 USD 171141.00000000 USD 74419.93000000 N N N ASPEED Technology, Inc. N/A N/A 23000.00000000 NS 3483137.62000000 0.021106866242 Long EC CORP TW N 2 N N N BPER Banca SpA N747OI7JINV7RUUH6190 N/A 556583.00000000 NS 5477069.20000000 0.033189549083 Long EC CORP IT N 2 N N N Fedrigoni SpA 8156004CE82074779D19 N/A 3500000.00000000 PA 3874374.00000000 0.023477652252 Long DBT CORP IT N 2 2031-06-15 Fixed 6.12500000 N Y N N N N N/A N/A N/A 1.00000000 NC N/A -36182.38000000 -0.00021925537 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 28721455.29000000 TRY 638100.00000000 USD 2025-09-26 -36182.38000000 N N N India Green Power Holdings 254900I7N0GT4VVL6V29 N/A 519960.00000000 PA USD 503061.30000000 0.003048414598 Long DBT CORP MU N 2 2027-02-22 Fixed 4.00000000 N N N N N N Vista Energy Argentina SAU 549300FE4UJNCG1DB123 92841RAB6 711000.00000000 PA USD 729486.00000000 0.004420486672 Long DBT CORP AR N 2 2033-06-10 Fixed 8.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -690264.09000000 -0.00418281256 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 151292944.25000000 USD 131568016.00000000 EUR 2025-09-17 -690264.09000000 N N N AVIV Group GmbH N/A N/A 6878981.00000000 PA 7874864.54000000 0.047719536422 Long LON CORP DE N 2 2032-04-23 Variable 6.10400000 N N N N N N N/A N/A N/A 62860000.00000000 PA 2738455.52000000 0.016594295338 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-06-20 0.00000000 USD 0.00000000 USD 62860000.00000000 GBP 2738455.52000000 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 N/A 39633.00000000 NS 8080336.05000000 0.048964637865 Long EC CORP CH N 2 N N N Acuris Finance US, Inc. N/A 00510DAG9 1000000.00000000 PA 1131933.46000000 0.006859208777 Long LON CORP US N 2 2028-02-16 Variable 5.45500000 N N N N N N Project Berlin N/A N/A 7800000.00000000 PA 8767839.60000000 0.053130722314 Long LON CORP LU N 3 2033-01-22 Variable 8.00000000 N N Y N N N BX Commercial Mortgage Trust N/A 05609KAL3 11483500.00000000 PA USD 11483500.00000000 0.069586885427 Long ABS-MBS CORP US N 2 2038-10-15 Floating 6.70088160 N N N N N N Al Rajhi Bank 558600BQZS4Y1DTU8589 N/A 98248.00000000 NS 2477231.80000000 0.015011350672 Long EC CORP SA N 2 N N N N/A N/A 00CC0MVG4 85.00000000 NC USD 9350.00000000 0.000056658455 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apollo Global Management, Inc. Apollo Global Management, Inc. 100.00000000 160.00000000 USD 2025-08-15 XXXX -17614.25000000 N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAF4 753000.00000000 PA USD 758790.57000000 0.004598064393 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N Upfield BV N/A N/A 5449000.00000000 PA 7146783.80000000 0.043307565242 Long LON CORP NL N 2 2028-01-03 Variable 5.29000000 N N N N N N N/A N/A N/A -357.00000000 NC USD -245437.50000000 -0.00148728446 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. Broadcom, Inc. 100.00000000 330.00000000 USD 2025-09-19 XXXX -88423.04000000 N N N Rumo SA N/A N/A 99721.00000000 NS 295447.20000000 0.001790329643 Long EC CORP BR N 1 N N N N/A N/A 00CC1PY40 30.00000000 NC USD 3375.00000000 0.000020451581 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 280.00000000 USD 2025-08-15 XXXX -8691.79000000 N N N MAF Global Securities Ltd. 54930037VUDNYTS17017 N/A 629000.00000000 PA USD 626641.25000000 0.003797275470 Long DBT CORP KY N 2 2026-03-20 Variable 6.37500000 N N N N N N N/A N/A N/A 618.00000000 NC 1763.15000000 0.000010684209 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Purchased EURO STOXX Bank Index EU0009658426 50.00000000 180.00000000 EUR 2025-08-15 XXXX -29782.29000000 N N N N/A N/A 00CBFQ273 -244.00000000 NC USD -20740.00000000 -0.00012567875 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 135.00000000 USD 2025-09-19 XXXX 13364.01000000 N N N Canon, Inc. 529900JH1GSC035SSP77 N/A 277800.00000000 NS 7890254.34000000 0.047812794422 Long EC CORP JP N 2 N N N N/A N/A N/A -211300.00000000 NS USD 421934.26000000 0.002556806810 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Sumitomo Metal Mining Co. Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 4647606.00000000 USD 421934.26000000 N N N Palantir Technologies, Inc. 549300UVN46B3BBDHO85 69608A108 75257.00000000 NS USD 11916945.95000000 0.072213449947 Long EC CORP US N 1 N N N Madison Park Funding XXXVII Ltd. N/A 55817EAW6 750000.00000000 PA USD 752998.35000000 0.004562965115 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.84754840 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1567000.00000000 PA USD 1472494.23000000 0.008922914379 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 373723.00000000 PA 1629686.84000000 0.009875458825 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000080 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271V100 18587.00000000 NS USD 606865.55000000 0.003677440109 Long EC CORP US N 1 N N N Shenzhou International Group Holdings Ltd. 529900B4W41TCUKJFM73 N/A 361600.00000000 NS 2602348.78000000 0.015769525527 Long EC CORP KY N 2 N N N GS Mortgage Securities Corp. Trust N/A 36273XAA9 9085000.00000000 PA USD 9102138.85000000 0.055156484808 Long ABS-MBS CORP US N 2 2041-11-25 Floating 6.99978960 N N N N N N N/A N/A N/A -1501.00000000 NC USD -84056.00000000 -0.00050935648 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written VanEck Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 250.00000000 USD 2025-08-15 XXXX 98771.97000000 N N N ELO SACA 969500ASEC557H5A4F22 N/A 1500000.00000000 PA 1726953.60000000 0.010464868925 Long DBT CORP FR N 2 2028-12-08 Fixed 4.87500000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BV2 778000.00000000 PA USD 741042.25000000 0.004490514403 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N Kingspan Group plc 635400HM7V74SUB9OG75 N/A 55064.00000000 NS 4569869.67000000 0.027692166773 Long EC CORP IE N 2 N N N Bellis Acquisition Co. plc 259400CYE2267UB4A481 N/A 2041000.00000000 PA 2349616.19000000 0.014238034798 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N N N/A N/A N/A 23438135616.00000000 PA 61823.41000000 0.000374633042 N/A DIR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Y 2030-09-17 0.00000000 USD 0.00000000 USD 23438135616.00000000 COP 61823.41000000 N N N NetEase, Inc. 5299004AF4DSJDB0PA32 N/A 438000.00000000 NS 11450307.63000000 0.069385748696 Long EC CORP KY N 2 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 14506275.00000000 NS 87404178.05000000 0.529645536975 Long EC CORP IT N 2 N N N Market Bidco Ltd. N/A N/A 1596000.00000000 PA 2084572.07000000 0.012631939548 Long LON CORP GB N 2 2030-11-04 Variable 5.35550000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -244942.50000000 -0.00148428490 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 9144192.65000000 USD 15081861.00000000 NZD 2025-09-17 -244942.50000000 N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AG5 500000.00000000 PA USD 516162.50000000 0.003127804306 Long DBT CORP US N 2 2031-11-15 Fixed 7.12500000 N N N N N N N/A N/A 00CBFZLE7 175.00000000 NC USD 195125.00000000 0.001182404407 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 530.00000000 USD 2025-08-15 XXXX 76610.37000000 N N N Alorica, Inc. N/A N/A 10121347.31000000 PA USD 9994830.47000000 0.060565953131 Long LON CORP US N 3 2027-12-21 Variable 11.23124000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891CDT7 1000000.00000000 PA USD 1004550.14000000 0.006087300518 Long DBT CORP US N 2 2030-03-27 Floating 5.72792400 N N N N N N Stillwater Mining Co. 6354007DPCY4ZN2MRR73 86074QAQ5 830000.00000000 PA USD 755922.50000000 0.004580684669 Long DBT CORP US N 2 2029-11-16 Fixed 4.50000000 N N N N N N CPPIB OVM Member US LLC N/A 12673CAB0 4814626.18060000 PA USD 4828684.89000000 0.029260516585 Long LON CORP US N 2 2031-08-20 Variable 7.04561000 N N N N N N N/A N/A N/A 1888561844.00000000 PA 333708.97000000 0.002022185558 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-20 0.00000000 USD 0.00000000 USD 1888561844.00000000 INR 333708.97000000 N N N LCM 36 Ltd. N/A 50190LAL2 4870000.00000000 PA USD 4877576.75000000 0.029556787953 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.38755120 N N N N N N ASE Technology Holding Co. Ltd. 300300GO8QHPMV87NZ73 N/A 57000.00000000 NS 276415.21000000 0.001675000962 Long EC CORP TW N 2 N N N Kawasaki Kisen Kaisha Ltd. 353800FL04R73DS5P870 N/A 359700.00000000 NS 5081442.03000000 0.030792156080 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2289749.40000000 0.013875258340 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 70979000.00000000 EUR 83537669.37000000 USD 2025-09-17 2289749.40000000 N N N Assurant CLO I Ltd. 635400A6LSLGJQHVOZ36 33836JAG4 719748.00000000 PA USD 720862.75000000 0.004368232123 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.73710120 N N N N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 171840.00000000 NS USD 17166816.00000000 0.104026234000 Long EC CORP US N 1 N N N N/A N/A N/A -13.00000000 NS USD 3.64000000 0.000000022057 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Rakuten Group, Inc. Y 2026-02-10 0.00000000 USD 0.00000000 USD 66.00000000 USD 3.64000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 N/A 3652000.00000000 PA 3747429.63000000 0.022708403910 Long DBT CORP US N 2 2030-03-25 Fixed 0.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 88606.82000000 0.000536933219 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 8405200.00000000 USD 358935660.80000000 TRY 2025-09-17 88606.82000000 N N N N/A N/A 00CBMH0X0 36.00000000 NC USD 92160.00000000 0.000558464523 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CyberArk Software Ltd. CyberArk Software Ltd. 100.00000000 390.00000000 USD 2025-08-15 XXXX 26019.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 933952.41000000 0.005659497483 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 31069883.00000000 GBP 41984763.97000000 USD 2025-09-17 933952.41000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 2538000.00000000 PA 2928529.27000000 0.017746090545 Long DBT CORP CA N 2 2031-06-15 Fixed 4.75000000 N N N N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAD0 200000.00000000 PA USD 191776.58000000 0.001162113893 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15824.20000000 -0.00009589034 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1592921.60000000 USD 1379700.00000000 EUR 2025-08-28 -15824.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 44810.22000000 0.000271537740 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 40807351.00000000 MYR 9619882.93000000 USD 2025-09-22 44810.22000000 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 506272.00000000 NS 12786019.50000000 0.077479799192 Long EC CORP AU N 2 N N N Anduril Engineering LLC N/A N/A 306011.00000000 NS USD 12509729.68000000 0.075805558059 Long EC CORP US N 3 N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 75102WAB4 233000.00000000 PA USD 216696.18000000 0.001313119889 Long DBT CORP JP N 2 2031-04-22 Variable 6.25000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAD1 850000.00000000 PA USD 721206.64000000 0.004370316003 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.36000000 N N N N N N Republic of Montenegro 747800V014106FYLL014 N/A 663000.00000000 PA 738880.53000000 0.004477414968 Long DBT NUSS ME N 2 2027-12-16 Fixed 2.87500000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 28680000.00000000 PA 32981250.80000000 0.199857405902 Long DBT NUSS ES N 2 2030-01-31 Fixed 2.70000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 335900.00000000 NS 8473618.73000000 0.051347823897 Long EC CORP JP N 2 N N N N/A N/A 00PBVCBT4 1000.00000000 NC USD 435000.00000000 0.002635981639 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. 100.00000000 145.00000000 USD 2025-08-15 XXXX 153087.93000000 N N N Nippon Steel Corp. 35380065QWQ4U2V3PA33 N/A 20900.00000000 NS 402492.60000000 0.002438995640 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -232998.83000000 -0.00141190951 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5665016.82000000 USD 22789229663.50000000 COP 2025-08-28 -232998.83000000 N N N SoFi Personal Loan Trust N/A N/A 163506.00000000 PA USD 6505162.08000000 0.039419512200 Long ABS-O CORP US N 2 2030-10-15 None 0.00000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087S47 44128000.00000000 PA 31489608.31000000 0.190818458277 Long DBT NUSS CA N 2 2030-03-01 Fixed 2.75000000 N N N N N N N/A N/A N/A 148561000.00000000 PA USD 476810.64000000 0.002889342741 N/A DFE DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Put Purchased N/A USD Currency 1.00000000 142.00000000 USD 2025-10-08 XXXX -1298641.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 11027.74000000 0.000066825103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 511896.00000000 USD 812890848.00000000 NGN 2025-09-04 11027.74000000 N N N Nippon Paint Holdings Co. Ltd. 529900RYRJUN78A7PL87 N/A 318296.00000000 NS 2698368.06000000 0.016351376238 Long EC CORP JP N 2 N N N Sungrow Power Supply Co. Ltd. 30030052IWC7RGVFG505 N/A 280497.00000000 NS 2792886.28000000 0.016924130933 Long EC CORP CN N 2 N N N Petron Corp. 549300R3PFXOFQSZ7G25 N/A 245000.00000000 PA USD 243439.35000000 0.001475176223 Long DBT CORP PH N 2 2026-04-19 Variable 5.95000000 N N N N N N Eagle Funding Luxco SARL 894500VDP08MVIZ6OA60 26951TAA8 2190000.00000000 PA USD 2204016.00000000 0.013355737264 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N AmeriGas Partners LP N/A 030981AP9 249000.00000000 PA USD 261419.12000000 0.001584128737 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 14006.59000000 0.000084876124 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 26365479.88000000 CNY 3685382.39000000 USD 2025-09-22 14006.59000000 N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 N/A 184200.00000000 NS 8341418.48000000 0.050546726352 Long EC CORP TW N 2 N N N Lionsgate Studios Corp. N/A 53626N102 699154.00800000 NS USD 4138991.73000000 0.025081163695 Long EC CORP CA N 1 N N Great Wall Motor Co. Ltd. 254900CR8AHWTMFZHH60 N/A 2811441.00000000 NS 8414197.62000000 0.050987748138 Long EC CORP CN N 2 N N N Intrum AB 549300UNCO2FCUWXX470 N/A 3274000.00000000 PA 3147823.32000000 0.019074952820 Long DBT CORP SE N 2 2027-09-15 Fixed 3.00000000 Y N N N N N N/A N/A 695156109 -29201.00000000 NS USD 336979.54000000 0.002042004322 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Packaging Corp. of America Y 2028-02-24 0.00000000 USD 0.00000000 USD 5657694.00000000 USD 336979.54000000 N N N N/A N/A N/A 2653637000.00000000 PA USD -194279.58000000 -0.00117728139 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2025-10-29 0.00000000 USD 0.00000000 USD 2653637000.00000000 USD -194279.58000000 N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 1588000.00000000 PA USD 1643359.27000000 0.009958310030 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N TeamSystem SpA 81560062081DF3AB7A90 N/A 1571000.00000000 PA 1792911.27000000 0.010864554458 Long DBT CORP IT N 2 2032-07-01 Floating 5.19400110 N N N N N N N/A N/A N/A -3499.00000000 NC USD -64731.50000000 -0.00039225527 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 245.00000000 USD 2025-08-29 XXXX 74436.15000000 N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 550241103 1090746.00000000 NS USD 4853819.70000000 0.029412826694 Long EC CORP US N 1 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 2400000.00000000 PA 2941392.79000000 0.017824039976 Long DBT CORP ES N 2 2030-12-13 Variable 6.87500000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAC3 200000.00000000 PA USD 199730.66000000 0.001210313454 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Maxam Prill SARL 984500C4C5B820A6B691 N/A 3746000.00000000 PA 4259864.86000000 0.025813621975 Long DBT CORP LU N 2 2030-07-15 Fixed 6.00000000 N N N N N N Mazda Motor Corp. 52990044YZJLICDQKK92 N/A 407600.00000000 NS 2444174.49000000 0.014811032368 Long EC CORP JP N 2 N N N Octagon Investment Partners XVII Ltd. 54930007Y57X4ONHQV20 67590GBJ7 300000.00000000 PA USD 299969.88000000 0.001817735853 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 5.68006920 N N N N N N West Deptford Energy Holdings LLC N/A 95249CAF1 3483000.00000000 PA USD 3456877.50000000 0.020947737060 Long LON CORP US N 2 2032-07-26 Variable 8.31869000 N N N N N N Connect Finco SARL 2594001KNYIQ456J2792 20752TAB0 3267000.00000000 PA USD 3299052.54000000 0.019991360745 Long DBT CORP US N 2 2029-09-15 Fixed 9.00000000 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 159521.00000000 NS 4054061.99000000 0.024566512580 Long EC CORP NL N 2 N N N Bausch + Lomb Corp. N/A C0787FAJ1 4183017.58000000 PA USD 4194520.88000000 0.025417655235 Long LON CORP CA N 2 2031-01-15 Variable 8.60624000 N N N N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 N/A 900.00000000 NS 75221.05000000 0.000455819095 Long EC CORP JP N 2 N N N BBCMS Mortgage Trust N/A 05548WAE7 4880000.00000000 PA USD 4442230.82000000 0.026918710072 Long ABS-MBS CORP US N 2 2037-03-15 Floating 5.66001000 N N N N N N Allwyn Entertainment Financing UK plc 315700J7ZTIN8XGCX365 N/A 4000000.00000000 PA 4844394.00000000 0.029355709517 Long DBT CORP GB N 2 2030-04-30 Fixed 7.25000000 N N N N N N Telix Pharmaceuticals Ltd. 894500HTWOOGIHLLSB86 N/A 223792.00000000 NS 2998185.62000000 0.018168189073 Long EC CORP AU N 2 N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 380000.00000000 PA USD 380082.73000000 0.002303197926 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N MNTN, Inc. N/A N/A 329191.00000000 NS USD 9270018.56000000 0.056173790172 Long EC CORP US Y 2 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 600000.00000000 PA 709583.32000000 0.004299881847 Long DBT NUSS FR N 2 2029-09-17 Variable 5.12500000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 18060TAD7 1067000.00000000 PA USD 1100109.01000000 0.006666361269 Long DBT CORP CA N 2 2030-02-15 Fixed 6.75000000 N N N N N N AGL CLO 32 Ltd. N/A 00121BAA7 500000.00000000 PA USD 501558.00000000 0.003039305009 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.70548880 N N N N N N Delek Logistics Partners LP N/A 24665FAE2 586000.00000000 PA USD 579280.44000000 0.003510281848 Long DBT CORP US N 2 2033-06-30 Fixed 7.37500000 N N N N N N Abu Dhabi National Energy Co. PJSC 213800UNJSVQFNUYYW03 00388WAM3 433000.00000000 PA USD 429033.72000000 0.002599827606 Long DBT CORP AE N 2 2033-04-24 Fixed 4.69600000 N N N N N N Penta CLO DAC 254900P6EQ7DE06DX267 N/A 2210000.00000000 PA 2531629.50000000 0.015340985933 Long ABS-CBDO CORP IE N 2 2038-08-15 Floating 5.39300160 N N N N N N Aroundtown Finance SARL 8945006LEXV2KWSWVP51 N/A 2492000.00000000 PA 2966744.63000000 0.017977665229 Long DBT CORP LU N 2 2030-01-16 Variable 7.12500000 N N N N N N HILT Commercial Mortgage Trust N/A 403956AG0 5979000.00000000 PA USD 5971540.60000000 0.036185911225 Long ABS-MBS CORP US N 2 2037-05-15 Floating 7.53081120 N N N N N N SMB Private Education Loan Trust N/A 83208AAE3 1026152.90000000 PA USD 990810.35000000 0.006004041129 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.30000000 N N N N N N REI Agro Ltd. N/A N/A 44430000.00000000 PA USD 4.44000000 0.000000026905 Long DBT CORP IN N 3 2014-11-13 Fixed 5.50000000 Y N N N N REI Agro Ltd. INR XXXX N N N Elia Group SA 549300S1MP1NFDIKT460 N/A 22400.00000000 NS 2584363.04000000 0.015660536837 Long EC CORP BE N 2 N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290CC5 630000.00000000 PA USD 642285.00000000 0.003892072339 Long DBT CORP MX N 2 2030-06-10 Variable 7.20000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 N/A 7356000.00000000 PA 8552655.26000000 0.051826763763 Long DBT CORP FR N 2 2028-10-15 Fixed 5.62500000 N N N N N N SAP SE 529900D6BF99LW9R2E68 N/A 204543.00000000 NS 58490256.74000000 0.354435041093 Long EC CORP DE N 2 N N N N/A N/A N/A -20025.00000000 NS USD 5746.93000000 0.000034824832 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Natura Cosmeticos SA Y 2026-02-10 0.00000000 USD 0.00000000 USD 32472.00000000 USD 5746.93000000 N N N Bayview Commercial Asset Trust N/A 07324SCJ9 226517.48000000 PA USD 243081.98000000 0.001473010658 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.51670840 N N N N N N BX Trust N/A 05612HAA9 5013548.04000000 PA USD 5029215.38000000 0.030475676791 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.78381760 N N N N N N Eleda Management AB N/A N/A 833333.32000000 PA 954119.27000000 0.005781703167 Long LON CORP SE N 2 2031-04-02 Variable 2.14901960 N N N N N N ProGroup AG 529900YI5W5TQ8F2FP82 N/A 1427000.00000000 PA 1604065.01000000 0.009720197506 Long DBT CORP DE N 2 2031-04-15 Fixed 5.37500000 N N N N N N Relativity Space, Inc. N/A N/A 5550.68060000 NS USD 5717.20000000 0.000034644676 Long EC CORP US N 3 N N N Worley Ltd. 549300XDR86FY8OLGP97 N/A 53345.00000000 NS 453970.41000000 0.002750937162 Long EC CORP AU N 2 N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 41809JAB1 671000.00000000 PA USD 692263.99000000 0.004194931419 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.50000000 N N N N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 N/A 796000.00000000 PA USD 796000.00000000 0.004823543414 Long DBT CORP KY N 2 2026-05-15 Fixed 5.87500000 N N N N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 131285.00000000 NS 6268631.35000000 0.037986200334 Long EC CORP CA N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 62435.00000000 NS USD 72387139.00000000 0.438646366354 Long EC CORP US N 1 N N N BX Trust N/A 05606FAN3 11784000.00000000 PA USD 10763460.82000000 0.065223643913 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94399080 N N N N N N Shinhan Financial Group Co. Ltd. 988400EB8A6G49E5KO54 N/A 1000000.00000000 PA USD 979260.00000000 0.005934049150 Long DBT CORP KR N 2 2026-05-12 Variable 2.87500000 N N N N N N N/A N/A 00CBHQLB1 291.00000000 NC USD 3928.50000000 0.000023805641 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoran, Inc. 100.00000000 45.00000000 USD 2025-08-15 XXXX -50263.40000000 N N N Ursa Major Technologies, Inc., Series D N/A N/A 200098.00000000 NS USD 796390.04000000 0.004825906950 Long EC CORP US Y 3 N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 1200000.00000000 PA 1410288.59000000 0.008545965126 Long DBT CORP NL N 2 2033-11-15 Variable 5.99400000 N N N N N N N/A N/A 464287242 -203215.00000000 NS USD -205247.15000000 -0.00124374188 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A iShares iBoxx $ Investment Grade Corporate Bond ETF Y 2026-02-09 0.00000000 USD 0.00000000 USD 22172789.00000000 USD -205247.15000000 N N N N/A N/A 00CB0G9W9 -146.00000000 NC USD -39712.00000000 -0.00024064391 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 150.00000000 USD 2025-12-19 XXXX 33546.34000000 N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 N/A 1521000.00000000 PA 1766094.95000000 0.010702054856 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N Inspired Finco HoldingsLtd. N/A N/A 1915708.22000000 PA 2184391.67000000 0.013236819163 Long LON CORP GB N 2 2031-02-28 Variable 3.25000000 N N N N N N N/A N/A N/A -51.00000000 NS USD 40.33000000 0.000000244388 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Square Enix Holdings Co. Ltd. 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Y 2026-02-11 0.00000000 USD 0.00000000 USD 4336636.00000000 USD 117415.57000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 1000000.00000000 PA 1268215.56000000 0.007685041221 Long DBT CORP ES N 2 2028-06-21 Variable 8.37500000 N N N N N N Republic of Cameroon International Bond 54930021BO6NHYGBBV24 N/A 851000.00000000 PA USD 799140.06000000 0.004842571323 Long DBT NUSS CM N 2 2031-07-31 Fixed 9.50000000 N N N N N N N/A N/A 45674M101 56820.00000000 NS USD 20455.20000000 0.000123952946 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Informatica, Inc., Class A Y 2026-02-09 0.00000000 USD 0.00000000 USD 1403454.00000000 USD 20455.20000000 N N N Minor International PCL 254900T4WB2UF9XPX041 N/A 1000000.00000000 PA USD 980610.00000000 0.005942229783 Long DBT CORP TH N 2 2026-04-19 Variable 2.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -504131.89000000 -0.00305490208 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24683879.86000000 USD 21123671.00000000 EUR 2025-09-17 -504131.89000000 N N N N/A N/A 00CBQC5N4 255.00000000 NC USD 41437.50000000 0.000251099975 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Williams Cos., Inc. (The) Williams Cos., Inc. (The) 100.00000000 60.00000000 USD 2025-08-15 XXXX -1505.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -1914344.87000000 -0.01160040903 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 80326366.56000000 USD 109123529624.00000000 KRW 2025-09-17 -1914344.87000000 N N N Al Rajhi Sukuk Ltd. 549300FHETHK3XGY8N60 N/A 1442000.00000000 PA USD 1453521.58000000 0.008807945282 Long DBT CORP KY N 2 2030-07-21 Variable 6.25000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 265000.00000000 PA 289999.20000000 0.001757316245 Long DBT CORP JP N 2 2029-07-06 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -503625.77000000 -0.00305183513 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 14931060.80000000 USD 263261813.76000000 ZAR 2025-08-28 -503625.77000000 N N N Wells Fargo & Co. 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F2TJC7HPPHLHU1AQMP98 78573NAJ1 834000.00000000 PA USD 847260.60000000 0.005134168702 Long DBT CORP US N 2 2027-06-01 Fixed 8.62500000 N N N N N N Figeac Aero SA N/A N/A 6550000.00000000 PA 7474860.00000000 0.045295617747 Long DBT CORP US Y 2 2030-07-23 Fixed 7.79300000 N N N N N N N/A N/A N/A -118850000.00000000 PA USD -167894.31000000 -0.00101739383 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Written N/A Swaption 1.00000000 3.15000000 USD 2025-11-26 XXXX 460007.19000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 1049498.00000000 PA 5542423.14000000 0.033585576177 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.49999960 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBT1 848000.00000000 PA USD 805779.01000000 0.004882801554 Long DBT CORP GB N 2 2028-03-15 Variable 4.37500000 N N N N N N Concord Music Royalties LLC N/A 20633KAE8 2999000.00000000 PA USD 3015699.63000000 0.018274319209 Long ABS-O CORP US N 2 2074-10-20 Fixed 5.64400000 N N N N N N Quintis Australia Pty. Ltd. N/A 74877UAA6 92389186.00000000 PA USD 10624756.39000000 0.064383132808 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 Y N N N N N Virgin Media Vendor Financing Notes III DAC 635400SSKC2QCGEPIQ43 N/A 8538000.00000000 PA 10909249.13000000 0.066107081404 Long DBT CORP IE N 2 2028-07-15 Fixed 4.87500000 N N N N N N N/A N/A 803866102 -500688.00000000 NS USD -15169.52000000 -0.00009192316 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Sasol Ltd. Y 2026-02-11 0.00000000 USD 0.00000000 USD 2575588.00000000 USD -15169.52000000 N N N SGL Group ApS 636700YQKGLXCPPUYE74 N/A 1337000.00000000 PA 1539082.18000000 0.009326419238 Long DBT CORP DK N 2 2031-02-24 Floating 6.29899920 N N N N N N Extended Stay America Trust N/A 30227FAL4 7805322.42000000 PA USD 7837031.54000000 0.047490278736 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.30648080 N N N N N N N/A N/A N/A -380.00000000 NC USD -15010.00000000 -0.00009095651 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 125.00000000 USD 2025-08-15 XXXX 46082.81000000 N N N LY Corp. 52990078MD2OL792YM35 N/A 1821600.00000000 NS 6658250.32000000 0.040347185280 Long EC CORP JP N 2 N N N N/A N/A N/A 565000.00000000 PA USD -7979.23000000 -0.00004835196 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Republic of Panama Republic of Panama Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 25756.39000000 USD 0.00000000 USD 565000.00000000 USD -7979.23000000 N N N Homes By West Bay LLC N/A N/A 38780000.00000000 PA USD 38830414.00000000 0.235301743381 Long DBT CORP US N 3 2030-02-06 Fixed 11.00000000 N N N N N N N/A N/A N/A 109339.00000000 NS USD 1093.39000000 0.000006625645 N/A DE US Y 3 Deep Instinct, Ltd. N/A Call Purchased Deep Instinct, Ltd. Deep Instinct, Ltd. 1.00000000 1.00000000 USD 2032-09-20 XXXX 1093.39000000 N N N Core Scientific, Inc. 5299003RGB2LAZ65RK73 21874AAE6 894000.00000000 PA USD 899748.85000000 0.005452233216 Long DBT CORP US N 2 2031-06-15 None 0.00000000 N N N N Y Core Scientific, Inc. USD XXXX N N N LG Energy Solution Ltd. 988400QX6P286XA6ZS85 N/A 500000.00000000 PA USD 505980.00000000 0.003066101126 Long DBT CORP KR N 2 2030-04-02 Floating 6.01507080 N N N N N N N/A N/A N/A 14985000.00000000 PA USD 19262.73000000 0.000116726902 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Purchased N/A Credit Default Swap Index Option 1.00000000 105.50000000 USD 2025-08-20 XXXX -20972.00000000 N N N Park Intermediate Holdings LLC N/A 70052LAB9 858000.00000000 PA USD 854656.12000000 0.005178983541 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N Studio City Co. Ltd. 984500V5401EFT095A58 N/A 600000.00000000 PA USD 603750.00000000 0.003658560724 Long DBT CORP VG N 2 2027-02-15 Fixed 7.00000000 N N N N N N Aston Martin Capital Holdings Ltd. 213800H4GKEF3CJ8C774 04625HAJ8 3583000.00000000 PA USD 3417313.27000000 0.020707988591 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2465263.37000000 -0.01493882524 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 72480575.00000000 CHF 902085988.39000000 NOK 2025-09-17 -2465263.37000000 N N N Iberdrola Finanzas SA 5493004PZNZWWBOUV388 N/A 1800000.00000000 PA 2122669.07000000 0.012862797002 Long DBT CORP ES N 2 2030-03-27 Fixed 1.50000000 N N N N N Iberdrola SA EUR XXXX N N N VEGAS N/A 92254BAC9 7010000.00000000 PA USD 6582181.80000000 0.039886230746 Long ABS-MBS CORP US N 2 2036-07-10 Variable 6.21650160 N N N N N N Ocado Group plc 213800LO8F61YB8MBC74 N/A 1668000.00000000 PA 2255354.43000000 0.013666834181 Long DBT CORP GB N 2 2030-06-15 Fixed 11.00000000 N N N N N N ProGroup AG 529900YI5W5TQ8F2FP82 N/A 1403000.00000000 PA 1611014.43000000 0.009762309101 Long DBT CORP DE N 2 2029-04-15 Fixed 5.12500000 N N N N N N N/A N/A N/A 281532298.00000000 PA -153595.14000000 -0.00093074475 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-07 0.00000000 USD 0.00000000 USD 281532298.00000000 ZAR -153595.14000000 N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 936394.00000000 NS USD 63749703.52000000 0.386305857525 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 960949.00000000 NS 13244537.71000000 0.080258294785 Long EC CORP JP N 2 N N N N/A N/A N/A 1261900000.00000000 PA USD 76301.90000000 0.000462368752 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2025-09-17 0.00000000 USD 0.00000000 USD 1261900000.00000000 USD 76301.90000000 N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 28886.00000000 NS 2343981.77000000 0.014203891746 Long EC CORP HU N 2 N N N Marcolin SpA 815600C8D55034EB5379 N/A 6031000.00000000 PA 6887532.66000000 0.041736573874 Long DBT CORP IT N 2 2026-11-15 Fixed 6.12500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 839000.00000000 PA USD 855579.48000000 0.005184578852 Long DBT CORP JE N 2 2033-02-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 2733675000.00000000 PA -3504697.61000000 -0.02123751391 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2054-03-11 0.00000000 USD 0.00000000 USD 2733675000.00000000 JPY -3504697.61000000 N N N N/A N/A N/A 44287329.00000000 PA -64785.71000000 -0.00039258377 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-09-19 0.00000000 USD 0.00000000 USD 44287329.00000000 PLN -64785.71000000 N N N N/A N/A 00CBKY0E7 1020.00000000 NC USD 188700.00000000 0.001143470656 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 290.00000000 USD 2025-09-19 XXXX -361330.94000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AY9 2400000.00000000 PA USD 2282649.12000000 0.013832232575 Long DBT CORP NL N 2 2027-05-16 Variable 3.87500000 N N N N N N Fortune Star BVI Ltd. 2549008CU8NYQQRSNU62 N/A 1200000.00000000 PA 1342749.61000000 0.008136697284 Long DBT CORP VG N 2 2026-10-02 Fixed 3.95000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 874000.00000000 PA 851537.76000000 0.005160087128 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAR6 5055000.00000000 PA USD 5693071.57000000 0.034498464673 Long DBT CORP SG N 2 2032-12-01 Fixed 9.62500000 N N N N N N N/A N/A N/A -3081500.00000000 NS USD 111016.58000000 0.000672730268 N/A DE US N 2 Citibank N.A. 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Ltd. 836800LQ338417RCIL29 N/A 119700.00000000 NS 4667172.60000000 0.028281796054 Long EC CORP CN N 2 N N N Contego CLO XI DAC 6354008HTD4GEZHRKR02 N/A 2000000.00000000 PA 2291894.33000000 0.013888256032 Long ABS-CBDO CORP IE N 2 2038-11-20 Floating 5.30100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 384800.59000000 0.002331786874 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 273226265.00000000 HKD 35230000.00000000 USD 2025-08-15 384800.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 31331.07000000 0.000189857759 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 510055.00000000 USD 841590750.00000000 NGN 2025-09-04 31331.07000000 N N N N/A N/A N/A -1128515000.00000000 PA -749892.55000000 -0.00454414481 N/A DIR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Written N/A Swaption 1.00000000 4.10000000 GBP 2026-05-01 XXXX 1597756.57000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 2176000.00000000 PA 2528272.55000000 0.015320643729 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 544000.00000000 PA USD 564304.96000000 0.003419534514 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N N/A N/A N/A 199537968.00000000 PA -75205.38000000 -0.00045572413 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-03-26 0.00000000 USD 0.00000000 USD 199537968.00000000 ZAR -75205.38000000 N N N N/A N/A N/A 78.00000000 NC USD 7878.00000000 0.000047738536 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 642.00000000 USD 2025-08-08 XXXX -20531.66000000 N N N N/A N/A 81768T108 -11863.00000000 NS USD 38792.01000000 0.000235069025 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A ServisFirst Bancshares, Inc. Y 2026-02-09 0.00000000 USD 0.00000000 USD 933025.00000000 USD 38792.01000000 N N N Loadsmart, Inc., Series D N/A N/A 131402.00000000 NS USD 1237806.84000000 0.007500772652 Long EC CORP US Y 3 N N N iShares Bitcoin Trust 529900HVFN08L8P4H851 46438F101 1000808.00000000 NS USD 66373586.56000000 0.402205874809 Long US N 1 N N N N/A N/A N/A 484352304.00000000 PA 123407.42000000 0.000747815386 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-02-25 0.00000000 USD 0.00000000 USD 484352304.00000000 MXN 123407.42000000 N N N British Telecommunications plc 549300OWFMSO9NYV4H90 11102AAG6 2800000.00000000 PA USD 2623124.84000000 0.015895422798 Long DBT CORP GB N 2 2081-11-23 Variable 4.87500000 N N N N N N Palladyne AI Corp. N/A N/A 14506.50000000 NS USD 118663.17000000 0.000719066522 Long EC CORP US N 2 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 24363.00000000 NS USD 3360144.96000000 0.020361564187 Long EC CORP US N 1 N N N N/A N/A N/A 124.00000000 NC USD 113150.00000000 0.000685658212 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Vertiv Holdings Co. Vertiv Holdings Co. 100.00000000 140.00000000 USD 2025-08-15 XXXX 54105.59000000 N N N N/A N/A N/A -1366.00000000 NC USD -202851.00000000 -0.00122922186 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. 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CyberArk Software Ltd. 100.00000000 460.00000000 USD 2025-09-19 XXXX 20373.94000000 N N N Capital Four CLO VIII DAC 2549006Z0XBVN3OW8T93 N/A 3200000.00000000 PA 3677442.69000000 0.022284302097 Long ABS-CBDO CORP IE N 2 2037-10-25 Floating 5.18900040 N N N N N N Barbados 529900UD1KUUS4SFD905 067070AK8 940000.00000000 PA USD 937749.92000000 0.005682509360 Long DBT NUSS BB N 2 2035-06-26 Fixed 8.00000000 N N N N N N N/A N/A N/A 8511.00000000 NS USD -963141.38000000 -0.00583637469 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Adyen NV Y 2026-02-11 0.00000000 USD 0.00000000 USD 14597659.00000000 USD -963141.38000000 N N N N/A N/A N/A -76700.00000000 NS USD -100481.23000000 -0.00060888891 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Japan Steel Works Ltd. (The) Y 2026-02-26 0.00000000 USD 0.00000000 USD 4730671.00000000 USD -100481.23000000 N N N Adler Financing SARL 213800BAQB59IVKP7S93 N/A 7341988.68000000 PA 8822470.98000000 0.053461773612 Long DBT CORP LU N 2 2028-12-31 Fixed 8.25000000 N N Y N N N N/A N/A 00CBWNU47 30.00000000 NC USD 1650.00000000 0.000009998551 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intuitive Surgical, Inc. 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E57ODZWZ7FF32TWEFA76 N/A Innolux Corp. Y 2026-02-25 0.00000000 USD 0.00000000 USD 3303734.00000000 USD -86120.79000000 N N N Ball Corp. 0BGI85ALH27ZJP15DY16 N/A 1971000.00000000 PA 2297251.54000000 0.013920719267 Long DBT CORP US N 2 2032-07-01 Fixed 4.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 965000.00000000 PA USD 1072549.25000000 0.006499356622 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N N/A N/A N/A 520.00000000 NC USD 920400.00000000 0.005577373566 N/A DCO GB N 2 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Purchased N/A WTI Crude Oil 1000.00000000 65.00000000 USD 2025-09-17 XXXX -604567.60000000 N N N N/A N/A N/A 276671136.00000000 PA 1872610.27000000 0.011347508713 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-09-20 0.00000000 USD 0.00000000 USD 276671136.00000000 ZAR 1872610.27000000 N N N N/A N/A 00CB4RLK3 -817.00000000 NC USD -733257.50000000 -0.00444334093 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 240.00000000 USD 2025-09-19 XXXX -457297.61000000 N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 1509000.00000000 PA USD 1128777.27000000 0.006840083124 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N N/A N/A N/A -66000.00000000 NS USD 877.34000000 0.000005316441 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Ibiden Co. Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 2791216.00000000 USD 877.34000000 N N N N/A N/A N/A 612553.45000000 NS USD 845323.76000000 0.005122431979 N/A DE US N 3 Sonder Enterprises, Inc. N/A Call Purchased Sonder Enterprises, Inc. Sonder Enterprises, Inc. 1.00000000 1.00000000 USD 2030-04-11 XXXX 845323.76000000 N N N N/A N/A 00CBG9C95 146.00000000 NC USD 95265.00000000 0.000577279979 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 820.00000000 USD 2025-08-15 XXXX -466430.50000000 N N N Globe Telecom, Inc. 254900GPWI1816YIM923 N/A 400000.00000000 PA USD 394400.00000000 0.002389956686 Long DBT CORP PH N 2 2026-08-02 Variable 4.20000000 N N N N N N N/A N/A N/A 370000.00000000 PA USD -3767.75000000 -0.00002283153 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Hertz Corp. (The) Hertz Corp. (The) Y Receipt of notional amount upon default event with regard to the reference instrument 2025-12-20 9930.83000000 USD 0.00000000 USD 370000.00000000 USD -3767.75000000 N N N USA Compression Partners LP 5493000B1PEOKXRZEO65 91740PAF5 368000.00000000 PA USD 367911.39000000 0.002229442917 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -161316.87000000 -0.00097753633 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 16333929.70000000 USD 305912326.70000000 MXN 2025-08-28 -161316.87000000 N N N Home Efficiency N/A 43710UAA2 19107253.14000000 PA USD 19458826.60000000 0.117915194598 Long ABS-O CORP US N 3 2054-12-31 Variable 0.00000000 N N N N N N Vedanta Resources Finance II plc 8945002DGA3BBXO3N634 92243XAL5 478000.00000000 PA USD 480390.00000000 0.002911032689 Long DBT CORP GB N 2 2033-04-24 Fixed 9.85000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAF0 4997000.00000000 PA USD 4000198.44000000 0.024240114123 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Aroundtown Finance SARL 8945006LEXV2KWSWVP51 N/A 3123000.00000000 PA 4185018.48000000 0.025360073277 Long DBT CORP LU N 2 2029-05-07 Variable 8.62500000 N N N N N N Boots Group Bidco Ltd. 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N/A 29281RAA7 605000.00000000 PA USD 643618.36000000 0.003900152137 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N Heathrow Finance plc 549300F740QSGMPHQJ60 N/A 5000000.00000000 PA 6605916.19000000 0.040030054692 Long DBT CORP GB N 2 2031-03-01 Fixed 6.62500000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAF0 100000.00000000 PA USD 102827.20000000 0.000623104853 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 N/A 1999000.00000000 PA 2322623.34000000 0.014074465472 Long DBT CORP NL N 2 2031-06-15 Fixed 5.50000000 N N N N N N Dillard's, Inc. 529900FGYKMWL6019P91 254067101 2715.00000000 NS USD 1267714.95000000 0.007682007661 Long EC CORP US N 1 N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054109 26860.00000000 NS USD 5982527.80000000 0.036252490668 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 N/A 4022000.00000000 PA 4348969.87000000 0.026353574090 Long DBT CORP US N 2 2028-01-26 Fixed 0.25000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 782560.00000000 NS USD 42062600.00000000 0.254887911088 Long EC CORP US N 1 N N N Romania 315700IASY927EDWBK92 N/A 1375000.00000000 PA 1626522.05000000 0.009856281058 Long DBT NUSS RO N 2 2034-09-10 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -33417.07000000 -0.00020249835 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4278780.93000000 USD 15274392.18000000 PEN 2025-09-22 -33417.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 107715.37000000 0.000652725833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1950384.00000000 USD 105671805.12000000 EGP 2025-11-20 107715.37000000 N N N MHC Commercial Mortgage Trust N/A 55316VAJ3 7876800.00000000 PA USD 7886646.00000000 0.047790928864 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.55744320 N N N N N N Weekley Homes LLC 5493009MTTQO8ZN53F13 948565AD8 68000.00000000 PA USD 65432.82000000 0.000396505085 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N ION Trading Technologies SARL 5493009ZVXOKZLQ6QJ12 46205YAA9 2255000.00000000 PA USD 2180772.39000000 0.013214887311 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BQ9 1165000.00000000 PA USD 1143186.66000000 0.006927400107 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N TK Elevator Midco GmbH 254900K869UN2ZWVB351 N/A 10325000.00000000 PA 11803937.43000000 0.071528649064 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 128000.00000000 NS 2100686.90000000 0.012729591033 Long EC CORP JP N 2 N N N Polaris Newco LLC N/A N/A 978642.63110000 PA 1210051.06000000 0.007332580177 Long LON CORP US N 2 2028-06-02 Variable 5.00000000 N N N N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 2110000.00000000 PA USD 55387.50000000 0.000335633179 Long DBT CORP KY N 2 2022-04-17 Fixed 11.75000000 Y N N N N N GAIL India Ltd. 335800N82LJD42ZA5L32 N/A 206215.00000000 NS 415401.98000000 0.002517222971 Long EC CORP IN N 2 N N N BX Commercial Mortgage Trust N/A 05608WAS3 8070438.17000000 PA USD 8072960.18000000 0.048919942100 Long ABS-MBS CORP US N 2 2038-06-15 Floating 7.25648040 N N N N N N Milford Park CLO Ltd. N/A 59966PAN2 1500000.00000000 PA USD 1499250.00000000 0.009085047065 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.48548920 N N N N N N N/A N/A N/A 59.00000000 NC USD 8702.50000000 0.000052734782 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Trane Technologies plc Trane Technologies plc 100.00000000 460.00000000 USD 2025-08-15 XXXX -45118.86000000 N N N Chevron Corp. N/A 166764100 433134.00000000 NS USD 65680439.76000000 0.398005593801 Long EC CORP US N 1 N N N N/A N/A 00CBHKAM2 -175.00000000 NC USD -24937.50000000 -0.00015111446 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 130.00000000 USD 2025-09-19 XXXX 20280.56000000 N N N N/A N/A 00CBR4T39 3681.00000000 NC USD 64417.50000000 0.000390352522 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. 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N/A 21623PAE7 1147986.00000000 PA USD 1149225.94000000 0.006963996500 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 5.98401000 N N N N N N N/A N/A N/A 122263742.00000000 PA -2403465.82000000 -0.01456434890 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 122263742.00000000 BRL -2403465.82000000 N N N McAfee Corp. 2549009UKR8UEZYVCR93 57906HAF4 7229461.04500000 PA USD 6974911.72000000 0.042266067203 Long LON CORP US N 2 2029-03-01 Variable 7.32718000 N N N N N N First Brands Group LLC N/A 31935HAH0 6144858.46250000 PA 6743722.88000000 0.040865125737 Long LON CORP US N 2 2027-03-30 Variable 7.02600000 N N N N N N N/A N/A 00CBAAUJ6 -331.00000000 NC USD -202737.50000000 -0.00122853408 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Boeing Co. (The) Boeing Co. 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Morgan 7H6GLXDRUGQFU57RNE97 Simon Property Group LP Simon Property Group LP Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 53985.17000000 USD 0.00000000 USD 4065000.00000000 USD -129694.75000000 N N N Seguridade Participacoes SA N/A N/A 726400.00000000 NS 4365236.49000000 0.026452145382 Long EC CORP BR N 1 N N N Pike Corp. 549300P4EKEP6HK0NC58 721283AA7 404000.00000000 PA USD 402349.34000000 0.002438127524 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N Bock Capital Bidco BV N/A N/A 5686067.00000000 PA 6502890.88000000 0.039405749346 Long LON CORP NL N 2 2028-06-29 Variable 5.48000000 N N N N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 4160.00000000 NS USD 9875382.40000000 0.059842130328 Long EC CORP US N 1 N N N N/A N/A 00CC0P840 -390.00000000 NC USD -72345.00000000 -0.00043839101 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cameco Corp. 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N/A 80359A205 27356.00100000 NS USD 223772.09000000 0.001355997978 Long EC CORP US N 1 N N N Nobian Finance BV N/A N/A 6315789.00000000 PA 7126493.15000000 0.043184609424 Long LON CORP NL N 2 2030-07-31 Variable 5.52600000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1200000.00000000 PA 1616075.92000000 0.009792980353 Long DBT NUSS FR N 2 2035-06-17 Variable 7.37500000 N N N N N N N/A N/A 00CB4RRH4 -108.00000000 NC USD -15120.00000000 -0.00009162308 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 145.00000000 USD 2025-12-19 XXXX 3932.48000000 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 1300000.00000000 PA 1499576.65000000 0.009087026475 Long DBT CORP DE N 2 2032-05-20 Fixed 0.87500000 N N N N Y Vonovia SE EUR XXXX N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAB2 745000.00000000 PA USD 492743.00000000 0.002985888508 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 1200000.00000000 PA 1413994.73000000 0.008568423326 Long DBT CORP ES N 2 2032-07-24 Variable 6.25000000 N N N N N N N/A N/A N/A -248.00000000 NC USD -212040.00000000 -0.00128490470 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Vertiv Holdings Co. Vertiv Holdings Co. 100.00000000 180.00000000 USD 2025-12-19 XXXX -100984.49000000 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAZ7 1722000.00000000 PA USD 1724617.35000000 0.010450711885 Long DBT CORP US N 2 2035-07-30 Variable 5.40000000 N N N N N N N/A N/A N/A 2586.00000000 NC 263805.66000000 0.001598590520 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10-Year Bond 2025-09-15 294252690.66000000 AUD 263805.66000000 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 95029.00000000 NS 8303356.65000000 0.050316082019 Long EC CORP CH N 2 N N N Fertitta Entertainment LLC N/A 31556PAB3 6017225.44380000 PA USD 6018428.89000000 0.036470041505 Long LON CORP US N 2 2029-01-29 Variable 7.57681000 N N N N N N Admiral Group plc 213800FGVM7Z9EJB2685 N/A 141010.00000000 NS 6356240.99000000 0.038517090914 Long EC CORP GB N 2 N N N Transurban Group 549300ZR71SUQ4VUTM79 N/A 926507.00000000 NS 8199424.50000000 0.049686281469 Long EC CORP AU N 2 N N N N/A N/A N/A -218551.00000000 NS USD -152812.74000000 -0.00092600362 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A DMG Mori Co. Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 5050107.00000000 USD -152812.74000000 N N N N/A N/A 00CBV4P61 934.00000000 NC USD 7005.00000000 0.000042448393 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 4.00000000 USD 2025-08-15 XXXX -2736.11000000 N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 567000.00000000 PA USD 545747.42000000 0.003307080871 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N DSV A/S 529900X41C0BSLK67H70 N/A 167874.00000000 NS 37618047.46000000 0.227955132025 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 50384.88000000 0.000305318663 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 303739216.00000000 JPY 2074900.00000000 USD 2025-09-17 50384.88000000 N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164V103 90448.00000000 NS USD 541783.52000000 0.003283060716 Long EC CORP US N 1 N N N Metropolitan Bank & Trust Co. 549300SQYI82RVWFN715 N/A 385660.00000000 NS 489728.40000000 0.002967620852 Long EC CORP PH N 2 N N N N/A N/A 00CBHUUZ9 171.00000000 NC USD 45828.00000000 0.000277705210 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 340.00000000 USD 2025-08-15 XXXX -235950.89000000 N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 3374824.56040000 PA USD 3376950.70000000 0.020463402399 Long LON CORP US N 2 2031-03-14 Variable 6.35624000 N N N N N N Japan Exchange Group, Inc. 353800578ADEGIJTVW07 N/A 473600.00000000 NS 4628200.62000000 0.028045636459 Long EC CORP JP N 2 N N N Fortis, Inc. 549300MQYQ9Y065XPR71 349553107 12204.00000000 NS 597164.55000000 0.003618654689 Long EC CORP CA N 1 N N N Iliad Holding SASU 9695009PXA7OI9NXN582 449691AG9 459000.00000000 PA USD 471112.41000000 0.002854813018 Long DBT CORP FR N 2 2032-04-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 91021116.00000000 PA -71040.75000000 -0.00043048761 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-09-17 0.00000000 USD 0.00000000 USD 91021116.00000000 ZAR -71040.75000000 N N N N/A N/A 00CBFX0A3 999.00000000 NC USD 206293.50000000 0.001250082479 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 220.00000000 USD 2025-08-15 XXXX -285440.72000000 N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01883LAE3 26000.00000000 PA USD 26351.65000000 0.000159683828 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 150000.00000000 PA USD 140374.13000000 0.000850629033 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 25259KAA8 2138000.00000000 PA USD 2241318.85000000 0.013581782385 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N Goldstory SAS 969500NWR67ONUJD4A26 N/A 226000.00000000 PA 269006.07000000 0.001630103589 Long DBT CORP FR N 2 2030-02-01 Fixed 6.75000000 N N N N N N N/A N/A 00CBPJU77 357.00000000 NC USD 71221.50000000 0.000431582911 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 97.50000000 USD 2025-08-15 XXXX 28300.66000000 N N N St. Regis Aspen Resort N/A N/A 18600000.00000000 PA USD 18717399.48000000 0.113422347987 Long LON CORP US N 3 2025-09-04 Variable 7.26600000 N N N N N N Kongsberg Gruppen ASA 5967007LIEEXZXJ9HK73 N/A 212366.00000000 NS 6346161.80000000 0.038456013766 Long EC CORP NO N 2 N N N Mohegan Tribal Gaming Authority N/A 60832QAB6 796000.00000000 PA USD 829171.71000000 0.005024554951 Long DBT CORP US N 2 2031-04-15 Fixed 11.87500000 N N N N N N N/A N/A N/A 3499.00000000 NC USD 628070.50000000 0.003805936336 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 230.00000000 USD 2025-08-29 XXXX -432918.85000000 N N N N/A N/A N/A 366800.00000000 PA USD -18014.35000000 -0.00010916205 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y 2025-09-19 0.00000000 USD 0.00000000 USD 366800.00000000 USD -18014.35000000 N N N N/A N/A N/A 228622927.00000000 PA USD 2268938.01000000 0.013749146979 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2028-01-26 0.00000000 USD 0.00000000 USD 228622927.00000000 USD 2268938.01000000 N N N N/A N/A N/A 107580000.00000000 PA -126150.50000000 -0.00076443770 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-09-17 0.00000000 USD 0.00000000 USD 107580000.00000000 ZAR -126150.50000000 N N N N/A N/A 00CBHGFV6 -1437.00000000 NC USD -2058502.50000000 -0.01247396504 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 165.00000000 USD 2025-08-15 XXXX -1784365.22000000 N N N N/A N/A 00CBRB2X6 1759.00000000 NC USD 110817.00000000 0.000671520867 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 315.00000000 USD 2025-08-15 XXXX -730546.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 67706.60000000 0.000410283573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18798057.87000000 USD 6627631263.00000000 HUF 2025-09-17 67706.60000000 N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513E101 25161.00000000 NS USD 3964618.77000000 0.024024511003 Long EC CORP US N 1 N N N N/A N/A 00CBU25R2 2199.00000000 NC USD 463989.00000000 0.002811647092 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 85.00000000 USD 2025-10-17 XXXX -72694.68000000 N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAE2 11613000.00000000 PA USD 12142970.87000000 0.073583099462 Long DBT CORP US N 2 2032-06-15 Fixed 8.87500000 N N N N N N Playstudios, Inc. N/A N/A 831348.00000000 NS USD 956050.20000000 0.005793404078 Long EC CORP US N 2 N N N N/A N/A N/A 2502.00000000 NC USD 626751.00000000 0.003797940525 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P Retail ETF SPDR S&P Retail ETF 100.00000000 83.00000000 USD 2025-08-01 XXXX 352414.33000000 N N N GoTo Group, Inc. N/A 38349FAC0 1468946.15890000 PA USD 1289000.26000000 0.007810990848 Long LON CORP US N 2 2028-04-30 Variable 9.21777000 N N N N N N Holland Park CLO DAC 549300DH041IB658HY57 N/A 249896.52000000 PA 285271.12000000 0.001728665367 Long ABS-CBDO CORP IE N 2 2032-11-14 Floating 3.05899920 N N N N N N CD Mortgage Trust N/A 125039AJ6 863935.00000000 PA USD 816382.20000000 0.004947054000 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91100040 N N N N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 N/A 3900000.00000000 PA 4521133.24000000 0.027396837268 Long DBT CORP DE N 2 2055-01-15 Variable 5.25000000 N N N N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 91822QVX2 524000.00000000 PA USD 556907.62000000 0.003374708646 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N N/A N/A N/A -2110.00000000 NS USD 11516.83000000 0.000069788856 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Swatch Group AG (The) Y 2026-02-11 0.00000000 USD 0.00000000 USD 373169.00000000 USD 11516.83000000 N N N Orbia Advance Corp. SAB de CV 549300MVHZ20SBIOEQ79 68560EAC2 800000.00000000 PA USD 818144.00000000 0.004957730029 Long DBT CORP MX N 2 2030-05-13 Fixed 6.80000000 N N N N N N Trinitas CLO XIV Ltd. 549300095MXHZZMH2053 89641QAS9 1070000.00000000 PA USD 1067217.89000000 0.006467050031 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 6.26846040 N N N N N N N/A N/A N/A -303.00000000 NC USD -140895.00000000 -0.00085378536 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. 100.00000000 560.00000000 USD 2025-09-19 XXXX 490292.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 311101.87000000 0.001885192683 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 10570000.00000000 EUR 12410321.56000000 USD 2025-09-17 311101.87000000 N N N N/A N/A N/A 128988500.00000000 PA 1598662.41000000 0.009687459220 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-01-16 0.00000000 USD 0.00000000 USD 128988500.00000000 GBP 1598662.41000000 N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 N/A 782000.00000000 PA 913434.85000000 0.005535166652 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.37500000 N N N N N N J&J Ventures Gaming LLC N/A 46604BAH1 4010298.30700000 PA USD 3972721.81000000 0.024073613221 Long LON CORP US N 2 2030-04-26 Variable 7.85624000 N N N N N N N/A N/A N/A 2.00000000 NC USD -2482.33000000 -0.00001504224 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2025-10-22 41730.40000000 USD -2482.33000000 N N N KraneShares CSI China Internet ETF 549300URDNVSGEWBN526 500767306 494900.00000000 NS USD 17539256.00000000 0.106283119062 Long RF US N 1 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 200000.00000000 PA USD 199112.74000000 0.001206569027 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -120225.85000000 -0.00072853593 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3952948.60000000 USD 3353000.00000000 EUR 2025-08-28 -120225.85000000 N N N Medco Maple Tree Pte. Ltd. 254900T5AQZNR0THA508 58407HAA7 550000.00000000 PA USD 575437.50000000 0.003486994677 Long DBT CORP SG N 2 2029-04-27 Fixed 8.96000000 N N N N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 122770.00000000 NS USD 59063419.30000000 0.357908250254 Long EC CORP US N 1 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 51092.00000000 NS USD 5709531.00000000 0.034598204340 Long EC CORP US N 1 N N N N/A N/A 22160N109 -97912.00000000 NS USD -982057.36000000 -0.00595100039 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A CoStar Group, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 9320243.00000000 USD -982057.36000000 N N N N/A N/A N/A -109.00000000 NC USD -334085.00000000 -0.00202446419 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 860.00000000 USD 2025-12-19 XXXX -71931.54000000 N N N IMA Industria Macchine Automatiche SpA 815600D86992FDA7B908 N/A 1719000.00000000 PA 1978140.91000000 0.011986995677 Long DBT CORP IT N 2 2029-04-15 Floating 5.77599840 N N N N N N N/A N/A N/A 2810.00000000 NC USD 141905.00000000 0.000859905688 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 645.00000000 USD 2025-08-08 XXXX -482918.61000000 N N N Star Energy Geothermal Wayang Windu Ltd. N/A N/A 331298.00000000 PA USD 339683.98000000 0.002058392493 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N Lendmark Funding Trust N/A 52604DAD4 2210000.00000000 PA USD 1994123.44000000 0.012083845460 Long ABS-O CORP US N 2 2032-04-20 Fixed 4.46000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556BQ4 3674000.00000000 PA 4051114.10000000 0.024548649168 Long DBT CORP US N 2 2028-09-12 Fixed 1.37500000 N N N N N N N/A N/A N/A -194383.00000000 NS USD 96849.91999999 0.000586884163 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Clariant AG (Registered) Y 2026-02-26 0.00000000 USD 0.00000000 USD 1994945.00000000 USD 96849.92000000 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 34320.00000000 NS USD 6487166.40000000 0.039310463275 Long EC CORP US N 1 N N N Omnicom Group, Inc. 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(The) Boeing Co. (The) Y Receipt of notional amount upon default event with regard to the reference instrument 2028-12-20 0.00000000 USD 26876.19000000 USD 8100000.00000000 USD -106509.16000000 N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 685000.00000000 PA USD 704343.03000000 0.004268127115 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Afflelou SAS 969500I7CS80FNB7CZ43 N/A 2864000.00000000 PA 3423211.64000000 0.020743731108 Long DBT CORP FR N 2 2029-07-25 Fixed 6.00000000 N N N N N N Kleopatra Finco SARL N/A 49865NAU4 4266000.00000000 PA 4491061.36000000 0.027214609858 Long LON CORP LU N 2 2026-02-12 Variable 7.11400000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAS0 882000.00000000 PA USD 914003.66000000 0.005538613486 Long DBT CORP ES N 2 2032-01-14 Variable 7.75000000 N N N N N N NCL Corp. Ltd. 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Ltd. 378900986D05F0C29811 N/A 399508.00000000 NS 5349182.35000000 0.032414589569 Long EC CORP ZA N 2 N N N Select Medical Corp. 549300X05KS0JKR8CB50 816196AV1 4486000.00000000 PA USD 4474397.41000000 0.027113630855 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N Aretec Group, Inc. 549300NV2T8A33L0PQ58 04020JAA4 1381000.00000000 PA USD 1505868.64000000 0.009125154223 Long DBT CORP US N 2 2030-08-15 Fixed 10.00000000 N N N N N N TER Finance Jersey Ltd. 213800GREUULZ8RPOM16 880942AA5 17266000.00000000 PA USD 16877515.00000000 0.102273148657 Long SN CORP JE N 2 2025-10-02 Fixed 0.00001080 N N N N N N Bright Machines, Inc. N/A N/A 927532.00000000 NS USD 315360.88000000 0.001911001125 Long EC CORP US N 3 N N N Amentum Holdings, Inc. 2549009FJIBLW40CU216 02352BAA3 468000.00000000 PA USD 484132.90000000 0.002933713645 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N Summer BC Holdco B SARL 984500NRF59D5DB9B654 N/A 1200000.00000000 PA 1348878.36000000 0.008173835842 Long DBT CORP LU N 2 2030-02-15 Floating 6.39300055 N N N N N N Henley CLO Xi DAC 6354004ZEQIYPXESRG76 N/A 3140000.00000000 PA 3577989.72000000 0.021681644159 Long ABS-CBDO CORP IE N 2 2039-04-25 Floating 4.95600120 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 14183.00000000 NS USD 3820332.88000000 0.023150177769 Long EC CORP US N 1 N N N Octagon Investment Partners 46 Ltd. N/A 67577VAN3 800000.00000000 PA USD 802038.08000000 0.004860132536 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.22915920 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 843000.00000000 PA USD 836888.25000000 0.005071315084 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N Accenture plc 5493000EWHDSR3MZWH98 N/A 91721.00000000 NS USD 24498679.10000000 0.148455329443 Long EC CORP IE N 1 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 N/A 3224181.00000000 NS 7231958.53000000 0.043823700931 Long EC CORP BR N 1 N N N Tereos Finance Groupe I SA 969500183Z46A3QF8W69 N/A 672000.00000000 PA 755383.10000000 0.004577416052 Long DBT CORP FR N 2 2031-04-30 Fixed 5.75000000 N N N N N N HKT Capital No. 6 Ltd. 254900F4EZA4GPR3LG03 N/A 900000.00000000 PA USD 797886.00000000 0.004834972061 Long DBT CORP VG N 2 2032-01-18 Fixed 3.00000000 N N N N N N N/A N/A 00CC0SSL4 2537.00000000 NC USD 64693.50000000 0.000392025007 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoran, Inc. 100.00000000 48.00000000 USD 2025-09-19 XXXX -566504.43000000 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 N/A 99119.00000000 NS 11475876.32000000 0.069540688001 Long EC CORP DE N 2 N N N N/A N/A N/A 18852000.00000000 PA -96372.80000000 -0.00058399294 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Y 2031-01-02 0.00000000 USD 0.00000000 USD 18852000.00000000 BRL -96372.80000000 N N N CTEC III GmbH N/A N/A 3000000.00000000 PA 3335339.59000000 0.020211250395 Long LON CORP DE N 2 2029-03-16 Variable 5.76100000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AH9 775000.00000000 PA USD 695158.57000000 0.004212471786 Long DBT CORP US N 2 2031-08-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -138647.99000000 -0.00084016909 N/A DFE N/A N 2 Wells Fargo Bank VYVVCKR63DVZZN70PB21 8683392.81000000 USD 7464775.01000000 EUR 2025-09-17 -138647.99000000 N N N Transocean Titan Financing Ltd. N/A 89386MAA6 538333.33340000 PA USD 551709.30000000 0.003343208242 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N N/A N/A N/A 1044000.00000000 PA 80634.14000000 0.000488620948 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Eutelsat SA Eutelsat SA Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 32960.53000000 USD 0.00000000 USD 1044000.00000000 EUR 80634.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 890352.77000000 0.005395295528 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 957383116.78000000 ZAR 53261629.52000000 USD 2025-09-22 890352.77000000 N N N Anchorage Capital CLO 7 Ltd. 54930014PVHLSZJQK139 03328TBS3 250000.00000000 PA USD 251080.50000000 0.001521479512 Long ABS-CBDO CORP KY N 2 2037-04-28 Floating 5.87381040 N N N N N N N/A N/A N/A 750.00000000 NC USD 42000.00000000 0.000254508572 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Warner Bros Discovery, Inc. Warner Bros Discovery, Inc. 100.00000000 14.00000000 USD 2025-09-19 XXXX 26080.16000000 N N N N/A N/A N/A 49080000.00000000 PA 107239.76000000 0.000649843766 N/A DFE US N 2 Merrill Lynch International & Co. AHYI0DDQ2LCHPGHJC422 Call Purchased N/A EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000 1.00000000 1.18000000 EUR 2025-09-26 XXXX -372513.68000000 N N N CD&R Firefly Bidco plc N/A N/A 8389300.00000000 PA 11060494.18000000 0.067023585255 Long LON CORP GB N 2 2029-04-30 Variable 4.75000000 N N N N N N N/A N/A N/A 341295000.00000000 PA USD 255942.80000000 0.001550943727 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-01-14 0.00000000 USD 0.00000000 USD 341295000.00000000 USD 255942.80000000 N N N ABRA Global Finance N/A 000852AC7 911670.00000000 PA USD 695430.99000000 0.004214122577 Long DBT CORP KY N 2 2029-10-22 Fixed 14.00000040 N N Y N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972FAC6 5319863.95000000 PA USD 5316140.05000000 0.032214362222 Long LON CORP US N 2 2029-04-13 Variable 7.53124000 N N N N N N N/A N/A N/A 77654368.00000000 PA USD -1354864.20000000 -0.00821010840 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2034-10-10 0.00000000 USD 0.00000000 USD 77654368.00000000 USD -1354864.20000000 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 516000.00000000 PA USD 493465.51000000 0.002990266722 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N N/A N/A 00PBRHSL7 -1252.00000000 NC USD -108924.00000000 -0.00066004980 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR Gold Shares SPDR Gold Shares 100.00000000 295.00000000 USD 2025-08-15 XXXX 215056.73000000 N N N N/A N/A N/A -51896024.00000000 PA USD -7.90000000 -0.00000004787 N/A DFE US N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 Put Written N/A USD Currency 1.00000000 140.50000000 USD 2025-08-05 XXXX 204462.43000000 N N N Kumba Iron Ore Ltd. 3789006C753402643048 N/A 58550.00000000 NS 968170.23000000 0.005866848162 Long EC CORP ZA N 1 N N N Etoro Group Ltd. 213800XPRPJK2X5QRG86 N/A 61658.00000000 NS USD 3697013.68000000 0.022402896971 Long EC CORP VG N 1 N N N N/A N/A N/A 1.00000000 NC N/A 62277.00000000 0.000377381674 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 1283647381.00000000 HUF 3715288.42000000 USD 2025-09-22 62277.00000000 N N N N/A N/A N/A 24294865104.00000000 PA -18700.28000000 -0.00011331860 N/A DIR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Y 2030-04-04 0.00000000 USD 0.00000000 USD 24294865104.00000000 COP -18700.28000000 N N N TKC Holdings, Inc. N/A 87256YAC7 100000.00000000 PA USD 99916.37000000 0.000605466015 Long DBT CORP US N 2 2028-05-15 Fixed 6.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMP3 8495200.00000000 PA USD 8508141.93000000 0.051557025095 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N N APCOA Group GmbH 529900H8FIYAOV5FUW68 N/A 1864000.00000000 PA 2132514.79000000 0.012922459386 Long DBT CORP DE N 2 2031-04-15 Floating 6.15099825 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918K108 43510.00000000 NS USD 6107498.70000000 0.037009780318 Long EC CORP US N 1 N N N Jubilee CLO DAC 635400VFSWKTVSOVPY94 N/A 3370000.00000000 PA 3860336.29000000 0.023392587549 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 5.22600120 N N N N N N Gerdau SA 254900YDV6SEQQPZVG24 N/A 938986.00000000 NS 2818861.28000000 0.017081532366 Long EP CORP BR N 1 N N N Voya CLO Ltd. 54930068MLVF3BECCK93 92917KAQ7 152697.96000000 PA USD 152732.59000000 0.000925517938 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.51755080 N N N N N N N/A N/A 00CBHVEV4 -59.00000000 NC USD -56935.00000000 -0.00034501060 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intuit, Inc. Intuit, Inc. 100.00000000 860.00000000 USD 2025-09-19 XXXX -9165.03000000 N N N Providus CLO II DAC 635400JFBYET5G2XFP83 N/A 2160000.00000000 PA 2461591.54000000 0.014916574952 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 5.22600120 N N N N N N Cogent Communications Group LLC 549300KFWFYF8Q1U0Y26 19240CAE3 869000.00000000 PA USD 869831.46000000 0.005270941973 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 36633787.00000000 PA -95198.26000000 -0.00057687555 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-19 0.00000000 USD 0.00000000 USD 36633787.00000000 PLN -95198.26000000 N N N N/A N/A N/A 267031.00000000 PA USD 170694.25000000 0.001034360710 N/A DE GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y 2025-09-19 0.00000000 USD 0.00000000 USD 267031.00000000 USD 170694.25000000 N N N N/A N/A 51818V114 111795.00000000 NS USD 11.18000000 0.000000067747 N/A DE US N 3 Latch, Inc. N/A Call Purchased Latch, Inc. Latch, Inc. 1.00000000 11.50000000 USD 2026-06-04 XXXX -248386.76000000 N N N New Mountain CLO 1 Ltd. 5493000BYT2KQ1EMLL07 64755RBA0 1230000.00000000 PA USD 1231782.39000000 0.007464266124 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.56755120 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAV5 464000.00000000 PA USD 467759.33000000 0.002834494266 Long DBT CORP US N 2 2030-02-15 Variable 6.95000000 N N N N N N Volcan Cia Minera SAA 549300XKJ91C4SZLG750 92863UAC0 880000.00000000 PA USD 880000.00000000 0.005332560558 Long DBT CORP PE N 2 2030-01-24 Fixed 8.75000000 N N N N N N FQT Holding Co. LLC N/A N/A 2439185.04000000 NS USD 3951479.76000000 0.023944892178 Long EC CORP US N 3 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BT0 1076000.00000000 PA USD 1058784.00000000 0.006415942952 Long DBT NUSS PA N 2 2035-02-14 Fixed 6.40000000 N N N N N N N/A N/A N/A -1110.00000000 NC USD -582750.00000000 -0.00353130643 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 220.00000000 USD 2025-12-19 XXXX -168974.07000000 N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AV1 642000.00000000 PA USD 637506.00000000 0.003863112899 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 950000.00000000 PA USD 950750.50000000 0.005761289338 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A 154640.00000000 NS 3292909.45000000 0.019954135291 Long EC CORP IT N 2 N N N N/A N/A N/A 57803410.00000000 PA -139312.94000000 -0.00084419851 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-12-14 0.00000000 USD 0.00000000 USD 57803410.00000000 MXN -139312.94000000 N N N WOM Mobile SA 549300T600VUO0QJ3063 97810LAA7 755854.00000000 PA USD 733866.21000000 0.004447029553 Long DBT CORP CL N 2 2031-04-01 Variable 11.00000000 N N Y N N N N/A N/A N/A 746.00000000 NC USD 26856.00000000 0.000162740052 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Paramount Global Paramount Global 100.00000000 15.00000000 USD 2025-10-17 XXXX 12640.12000000 N N N N/A N/A 00CB1ZFW9 -380.00000000 NC USD -18810.00000000 -0.00011398348 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cisco Systems, Inc. Cisco Systems, Inc. 100.00000000 75.00000000 USD 2025-09-19 XXXX 3214.52000000 N N N Pachelbel Bidco SpA 8156005DA07CDD50CC46 N/A 1135000.00000000 PA 1306054.12000000 0.007914332599 Long DBT CORP IT N 2 2031-05-17 Floating 6.26600160 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BK6 734000.00000000 PA USD 688858.85000000 0.004174297197 Long DBT CORP US N 2 2033-04-30 Fixed 5.62500000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 4654000.00000000 PA USD 5041934.17000000 0.030552749198 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Frontken Corp. Bhd. N/A N/A 949200.00000000 NS 898569.00000000 0.005445083646 Long EC CORP MY N 2 N N N N/A N/A 00CBZ4W10 -596.00000000 NC USD -58408.00000000 -0.00035393658 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bank of America Corp. Bank of America Corp. 100.00000000 52.50000000 USD 2025-12-19 XXXX 4037.04000000 N N N N/A N/A 00PBJ3FQ0 750.00000000 NC USD 4500.00000000 0.000027268775 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased American Airlines Group, Inc. American Airlines Group, Inc. 100.00000000 8.00000000 USD 2025-09-19 XXXX -13672.09000000 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 40127.00000000 NS USD 6118966.23000000 0.037079270429 Long EC CORP US N 1 N N N Fidelity Grand Harbour CLO DAC 635400GMXFDXRDDHLG52 N/A 2720000.00000000 PA 3080072.38000000 0.018664400558 Long ABS-CBDO CORP IE N 2 2038-02-15 Floating 4.84300080 N N N N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 N/A 618600.00000000 NS 1828502.55000000 0.011080227931 Long EC CORP LU N 2 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EJ0 1690000.00000000 PA USD 1694111.77000000 0.010265856371 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 591000.00000000 PA 691905.90000000 0.004192761491 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.75000000 N N N N N N CSMC Trust N/A 126395AN2 1103000.00000000 PA USD 1023561.39000000 0.006202503520 Long ABS-MBS CORP US N 2 2037-10-15 Floating 9.81848160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -398375.64000000 -0.00241404798 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 14888004.05000000 USD 12658285.10000000 EUR 2025-09-17 -398375.64000000 N N N Ciputra Development Tbk. PT 2549000JMJUYB9U5Y204 N/A 17330700.00000000 NS 965285.95000000 0.005849370210 Long EC CORP ID N 2 N N N United Mexican States 254900EGTWEU67VP6075 91087BBD1 2859000.00000000 PA USD 2944137.59000000 0.017840672718 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.37500000 N N N N N N Myers Park CLO Ltd. N/A 62848FAE2 250000.00000000 PA USD 250769.33000000 0.001519593907 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.18710040 N N N N N N Grupo Financiero Banorte SAB de CV N/A N/A 905135.00000000 NS 8066328.98000000 0.048879758832 Long EC CORP MX N 1 N N N N/A N/A 00CC080V6 96.00000000 NC USD 57360.00000000 0.000347585992 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Cirkul, Inc. Cirkul, Inc. 100.00000000 295.00000000 USD 2025-08-15 XXXX 9338.26000000 N N N Suzuki Motor Corp. 353800D83H0V3ZV1SV24 N/A 594100.00000000 NS 6527717.57000000 0.039556192332 Long EC CORP JP N 2 N N N Greenko Dutch BV 724500PT585P4JPVRP08 N/A 440000.00000000 PA USD 432733.40000000 0.002622246660 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N N/A N/A N/A -105296800.00000000 PA USD -83246.90000000 -0.00050445356 N/A DIR GB N 2 Nomura International plc DGQCSV2PHVF7I2743539 Put Written N/A Swaption 1.00000000 3.95000000 USD 2025-11-10 XXXX 164200.58000000 N N N Six Flags Entertainment Corp. N/A 150190AE6 440000.00000000 PA USD 427560.98000000 0.002590903202 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 1031000.00000000 PA USD 906706.04000000 0.005494391894 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 29105.00000000 NS USD 4271449.80000000 0.025883823559 Long EC CORP US N 1 N N N HomeVi SAS N/A N/A 6000000.00000000 PA 6845077.37000000 0.041479306369 Long LON CORP FR N 2 2029-10-31 Variable 7.18600000 N N N N N N N/A N/A N/A 421000.00000000 PA USD 2778.17000000 0.000016834954 N/A DFE US N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A USD/CNH One-touch barrier option; Barrier price USD 7.50000 1.00000000 7.50000000 USD 2025-09-29 XXXX -49549.18000000 N N N Misto Holdings Corp. N/A N/A 20577.00000000 NS 529750.56000000 0.003210144252 Long EC CORP KR N 2 N N N Rockford Tower CLO Ltd. 5493007GXSFXDXOXG741 77340EAY2 500000.00000000 PA USD 500971.00000000 0.003035747949 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.23710080 N N N N N N N/A N/A N/A -34422.00000000 NS USD 68791.08000000 0.000416855227 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Avolta AG Y 2026-02-26 0.00000000 USD 0.00000000 USD 1789378.00000000 USD 68791.08000000 N N N N/A N/A 00CAMVV82 -149.00000000 NC USD -26447.50000000 -0.00016026465 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Valero Energy Corp. Valero Energy Corp. 100.00000000 170.00000000 USD 2025-12-19 XXXX 43023.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 733171.51000000 0.004442819860 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 129658074.08000000 PLN 35302491.82000000 USD 2025-09-22 733171.51000000 N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAC3 703000.00000000 PA USD 733939.03000000 0.004447470822 Long DBT CORP US N 2 2033-03-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 5620000.00000000 PA USD -10306.32000000 -0.00006245349 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 44-V1 2I65BRAD4 Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 428368.20000000 USD 5620000.00000000 USD -10306.32000000 N N N N/A N/A N/A -10000.00000000 NC USD -2130000.00000000 -0.01290722044 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100.00000000 68.00000000 USD 2025-08-08 XXXX -1872264.50000000 N N N N/A N/A N/A 11223000.00000000 PA USD 4752.23000000 0.000028797220 N/A DFE CA N 2 RBC ES7IP3U3RHIGC71XBU11 Call Purchased N/A USD Currency 1.00000000 19.40000000 USD 2025-08-07 XXXX -132341.04000000 N N N Continuum Green Energy India Pvt 335800ZNO2SOIWFPSQ56 N/A 313462.50000000 PA USD 322474.55000000 0.001954108030 Long DBT CORP IN N 2 2033-06-26 Fixed 7.50000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 200000.00000000 PA USD 204034.50000000 0.001236393553 Long DBT CORP JP N 2 2031-07-08 Fixed 7.00000000 N N N N N N Chelsea 24th Street LLC N/A N/A 8000000.00000000 PA USD 8004531.20000000 0.048505281100 Long LON CORP US N 3 2031-10-17 Variable 7.57422000 N N N N N N N/A N/A N/A 147.00000000 NC USD 170152.50000000 0.001031077852 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Broadcom, Inc. Broadcom, Inc. 100.00000000 290.00000000 USD 2025-08-15 XXXX 39417.12000000 N N N N/A N/A 00CC06PM3 36.00000000 NC USD 38610.00000000 0.000233966094 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 565.00000000 USD 2025-08-15 XXXX 3789.85000000 N N N N/A N/A N/A -681453.00000000 NS USD 284397.52000000 0.001723371588 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Chailease Holding Co. Ltd. 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