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Sabre Corp. 100.00000000 4.00000000 USD 2025-10-17 XXXX -1744.37000000 N N N Czech Republic 3157007EFDLQABN47912 N/A 27020000.00000000 PA 1316649.34000000 0.033077977077 Long DBT NUSS CZ N 2 2032-11-11 Fixed 4.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BA9 18000.00000000 PA USD 19182.01000000 0.000481906660 Long DBT CORP US N 2 2032-08-01 Fixed 9.37500000 N N N N N N N/A N/A N/A -134.00000000 NC USD -40870.00000000 -0.00102677066 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 280.00000000 USD 2025-11-21 XXXX 35893.13000000 N N N N/A N/A N/A 3450000.00000000 PA 142255.80000000 0.003573870390 N/A DO GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-08-15 0.00000000 USD 0.00000000 USD 3450000.00000000 EUR 142255.80000000 N N N N/A N/A 00PAVLYA2 -14.00000000 NC USD -3080.00000000 -0.00007737836 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written McKesson Corp. 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Y 2026-02-26 0.00000000 USD 0.00000000 USD 880644.00000000 USD -24909.63000000 N N N Aernnova Aerospace SAU N/A N/A 1605833.00000000 PA 1872960.49000000 0.047054095781 Long LON CORP ES N 2 2030-02-27 Variable 5.97900000 N N N N N N N/A N/A 00CBTX570 236.00000000 NC USD 1770.00000000 0.000044467435 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 2.50000000 USD 2025-10-17 XXXX 301.08000000 N N N Howden UK Refinance plc 87550008DPN8BDG67910 44287GAA4 200000.00000000 PA USD 205914.20000000 0.005173150496 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N Helios Software Holdings, Inc. N/A 42328DAM0 1000000.00000000 PA 1170821.36000000 0.029414363362 Long LON CORP US N 2 2028-03-13 Variable 5.32500000 N N N N N N N/A N/A N/A 50.00000000 NC USD 60750.00000000 0.001526212824 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 830.00000000 USD 2025-11-21 XXXX -63263.84000000 N N N Genesis Energy LP 549300VJ5D6MDK138782 37185LAR3 77000.00000000 PA USD 80538.07000000 0.002023345436 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N Eneva SA 549300T1AP7HKCABII19 N/A 149321.00000000 NS 466010.02000000 0.011707497426 Long EC CORP BR N 1 N N N N/A N/A N/A -34.00000000 NC USD -28390.00000000 -0.00071323756 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 920.00000000 USD 2026-01-16 XXXX 9763.76000000 N N N N/A N/A N/A -235.00000000 NC USD -160975.00000000 -0.00404414994 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. 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Alphabet, Inc. 100.00000000 225.00000000 USD 2025-10-17 XXXX 759282.91000000 N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 548000.00000000 PA USD 438926.08000000 0.011027071804 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N N/A N/A N/A 136707.19000000 NS USD 75188.95000000 0.001888960324 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 75188.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -2035.58000000 -0.00005113956 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 2565218.87000000 EUR 3023127.37000000 USD 2025-12-17 -2035.58000000 N N N USA Compression Partners LP 5493000B1PEOKXRZEO65 91740PAF5 93000.00000000 PA USD 92979.08000000 0.002335899000 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 18388.69000000 0.000461976205 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4210476.70000000 USD 73316555.00000000 ZAR 2025-11-25 18388.69000000 N N N Vedanta Resources Finance II plc 8945002DGA3BBXO3N634 92243XAL5 200000.00000000 PA USD 202800.00000000 0.005094912933 Long DBT CORP GB N 2 2033-04-24 Fixed 9.85000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAF0 1278000.00000000 PA USD 1111860.00000000 0.027933086263 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Aroundtown Finance SARL 8945006LEXV2KWSWVP51 N/A 799000.00000000 PA 1106583.88000000 0.027800535119 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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Intuit, Inc. 100.00000000 700.00000000 USD 2025-11-21 XXXX -39141.47000000 N N N Ebara Corp. 353800UV8U3SOMCDTI49 N/A 13000.00000000 NS 296329.15000000 0.007444631256 Long EC CORP JP N 2 N N N N/A N/A N/A -62935000.00000000 PA USD -96013.54000000 -0.00241213326 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written N/A Swaption 1.00000000 3.10000000 USD 2025-11-18 XXXX 72337.59000000 N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 N/A 111677.00000000 NS 1765425.72000000 0.044352516439 Long EC CORP ES N 2 N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 N/A 824000.00000000 PA 1027782.47000000 0.025820819522 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25000000 N N N N N N N/A N/A N/A 1840000.00000000 PA -76522.65000000 -0.00192246666 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 UBS Group AG UBS Group AG Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 34234.83000000 USD 0.00000000 USD 1840000.00000000 EUR -76522.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -6559.85000000 -0.00016480209 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2072847.00000000 PEN 590000.00000000 USD 2025-10-30 -6559.85000000 N N N Powszechna Kasa Oszczednosci Bank Polski SA P4GTT6GF1W40CVIMFR43 N/A 13374.00000000 NS 259866.10000000 0.006528575709 Long EC CORP PL N 2 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 12673000.00000000 PA 257400.95000000 0.006466644128 Long DBT NUSS EG N 2 2028-02-04 Fixed 21.38300000 N N N N N N N/A N/A N/A 485437007.00000000 PA 71756.46000000 0.001802726410 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-20 0.00000000 USD 0.00000000 USD 485437007.00000000 INR 71756.46000000 N N N Suburban Propane Partners LP JJAX4X60DE65EYFOTY73 864486AL9 100000.00000000 PA USD 95149.01000000 0.002390413814 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 36649.58000000 0.000920741711 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 11006196.00000000 CAD 7973944.23000000 USD 2025-12-17 36649.58000000 N N N N/A N/A N/A 368.00000000 NC USD 321080.00000000 0.008066443021 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 240.00000000 USD 2025-10-17 XXXX 157940.16000000 N N N Bellis Acquisition Co. plc 259400CYE2267UB4A481 N/A 538000.00000000 PA 641034.60000000 0.016104612792 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 22382.00000000 NS USD 2204627.00000000 0.055386502050 Long EC CORP US N 1 N N SGS SA 2138007JNS19JHNA2336 N/A 5161.00000000 NS 536330.28000000 0.013474142407 Long EC CORP CH N 2 N N N iShares Trust 5493001YVWPO25CNKN94 464287184 262087.00000000 NS USD 10782259.18000000 0.270881024402 Long RF US N 1 N N N/A N/A N/A 1.00000000 NC N/A -107261.60000000 -0.00269471653 N/A DFE N/A N 2 Bank of New York WFLLPEPC7FZXENRZV188 17569895.50000000 USD 12983100.00000000 GBP 2025-12-17 -107261.60000000 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 135930.00000000 NS USD 7714027.50000000 0.193798315972 Long EC CORP US N 1 N N N Vedanta Resources Finance II plc 8945002DGA3BBXO3N634 92243XAH4 240000.00000000 PA USD 251250.00000000 0.006312114766 Long DBT CORP GB N 2 2029-09-17 Fixed 10.87500000 N N N N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 493.00000000 NS USD 882055.88000000 0.022159753013 Long EC CORP US N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZW6 349000.00000000 PA USD 348701.76000000 0.008760380211 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N N/A N/A N/A -24998267.00000000 PA -262.21000000 -0.00000658746 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written N/A Swaption 1.00000000 3.70000000 CZK 2025-10-27 XXXX 5903.99000000 N N N OHA Credit Funding 7 Ltd. N/A 67098WAY7 250000.00000000 PA USD 250625.00000000 0.006296412987 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 5.54383080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5511.11000000 -0.00013845476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 707194.69000000 USD 595000.00000000 EUR 2025-12-17 -5511.11000000 N N N Extended Stay America Trust N/A 30227FAJ9 2653789.48600000 PA USD 2653789.49000000 0.066670741594 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.51448080 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 187000.00000000 PA USD 181296.50000000 0.004554683839 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N gategroup Finance Luxembourg SA 529900Q1OR7LI4GOGW68 N/A 800000.00000000 PA 994128.03000000 0.024975324248 Long DBT CORP LU N 2 2027-02-28 Fixed 3.00000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAM7 1466000.00000000 PA USD 1551910.53000000 0.038988407450 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N Icon Parent I, Inc. N/A 45115DAC2 3207960.00000000 PA USD 3202442.31000000 0.080454461262 Long LON CORP US N 2 2031-11-13 Variable 6.75330000 N N N N N N Park Intermediate Holdings LLC 549300HJUVLG7EAGZV92 70052LAC7 118000.00000000 PA USD 115049.60000000 0.002890373249 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N N/A N/A N/A -46200.00000000 NS USD -140972.14000000 -0.00354162119 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A IHI Corp. Y 2026-02-26 0.00000000 USD 0.00000000 USD 860442.00000000 USD -140972.14000000 N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 500000.00000000 PA 609347.71000000 0.015308547971 Long DBT CORP NL N 2 2030-06-12 Fixed 7.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 N/A 943000.00000000 PA 1035750.69000000 0.026021003877 Long DBT CORP US N 2 2029-05-09 Fixed 0.87500000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 73076.00000000 NS 1376420.47000000 0.034579597902 Long EC CORP DE N 2 N N N Veritas Newco N/A N/A 6403.28000000 NS USD 145674.62000000 0.003659760875 Long EC CORP US N 3 N N N Wells Fargo & Co. 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(The) 100.00000000 95.00000000 USD 2026-01-16 XXXX 413.63000000 N N N N/A N/A N/A 22818.00000000 NS 1388.68000000 0.000034887592 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Cirsa Enterprises SA Y 2026-02-09 0.00000000 USD 0.00000000 USD 353907.00000000 EUR 1388.68000000 N N N Pure Storage, Inc. 549300NPDB0BZTK3WO90 74624M102 1824.00000000 NS USD 152869.44000000 0.003840515221 Long EC CORP US N 1 N N N M/I Homes, Inc. 5299005M71FH9CCSFB69 55305B101 3246.00000000 NS USD 468852.24000000 0.011778902078 Long EC CORP US N 1 N N N JetBlue Pass-Through Trust N/A 477143AH4 267821.99720000 PA USD 237219.08000000 0.005959618139 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Madison Park Funding LXXI Ltd. 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Ltd. 549300W9JPTOE739QZ31 N/A 56400.00000000 NS 648285.61000000 0.016286778791 Long EC CORP JP N 2 N N N SMB Private Education Loan Trust N/A 78448YAD3 331065.20490000 PA USD 323932.27000000 0.008138100157 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.31000000 N N N N N N Krung Thai Bank PCL 54930007ZQMYCRFQGE36 N/A 282000.00000000 PA USD 280413.75000000 0.007044791132 Long DBT CORP TH N 2 2026-03-25 Variable 4.40000000 N N N N N N N/A N/A N/A 441.00000000 NS USD 919586.43000000 0.023102627197 N/A DE US Y 3 New York Community Bancorp, Inc. N/A Call Purchased New York Community Bancorp, Inc. New York Community Bancorp, Inc. 1.00000000 2485.52160000 USD 2031-03-11 XXXX 919586.43000000 N N N Studio City Finance Ltd. 254900D6R731QAUIG324 N/A 334000.00000000 PA USD 321976.00000000 0.008088953090 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N N/A N/A N/A -7184.00000000 NS USD -5835.79000000 -0.00014661164 N/A DE US N 2 Citibank N.A. 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