NPORT-P false 0001380936 XXXXXXXX Guggenheim Strategic Opportunities Fund 811-21982 0001380936 549300ZOXRKM68J8NB63 227 WEST MONROE STREET Chicago 60606 312-827-0100 Guggenheim Strategic Opportunities Fund 549300ZOXRKM68J8NB63 2026-05-31 2026-05-29 N 3701310863.97 1300327046.09 2400983817.88 0.00000000 0.00000000 565864727.65000000 0.00000000 0.00000000 0.00000000 45975951.61000000 0.00000000 0.00000000 0.00000000 2875000.01000000 610392796.72000000 0.00000000 5449539.65000000 AUD EUR GBP USD N Portfolio (ExDerivative) N/A THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 777.58000000 0.000032385890 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -100000.00000000 EUR 117496.09000000 USD 2026-06-16 777.58000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 911.00000000 NC USD 38687427.00000000 1.611315607872 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POORS'S 500 STANDARD & POORS'S 500 2026-06-18 307344535.50000000 USD 38687427.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -915706.16000000 -0.03813878932 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-09-23 0.00000000 USD -34116.36000000 USD 48870000.00000000 USD -881589.80000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1902281.25000000 PA USD -1902281.25000000 -0.07922924077 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 2575000.00000000 USD 2539722.50000000 USD CDS N N N TVL FINANCE PLC 549300DUQXE7VXG8YA50 000000000 3500000.00000000 PA 3408947.63000000 0.141981283031 Long DBT CORP JE N 2 2030-06-30 Floating 5.88500000 N N N N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435105 110.00000000 NS USD 30985.90000000 0.001290550139 Long EC CORP US N 1 N N N FACTSET RESEARCH SYSTEMS INC 549300ZSJE7NBK6K9P30 303075105 88.00000000 NS USD 21601.36000000 0.000899687862 Long EC CORP US N 1 N N N GOLUB CAPITAL PARTNERS CLO 46(M) LTD N/A 38178UAE9 2600000.00000000 PA USD 2590504.28000000 0.107893450206 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.72523000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 2425000.00000000 PA USD 2459854.53000000 0.102451941228 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N VB-S1 ISSUER LLC N/A 91825HAC8 2300000.00000000 PA USD 2250116.22000000 0.093716425876 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.19300000 N N N N N N CLARIOS GLOBAL LP N/A 000000000 944444.44000000 PA 1103256.94000000 0.045950203070 Long LON CORP US N 2 2032-01-28 Floating 4.75600000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -3184875.00000000 PA USD -3184875.00000000 -0.13264874907 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3725000.00000000 USD 3631875.00000000 USD CDS N N N OWL ROCK CLO XVI LLC 254900BHMAVJ8X5TCA77 69120YAE5 2650000.00000000 PA USD 2642343.62000000 0.110052537644 Long ABS-CBDO CORP US N 2 2036-04-21 Floating 8.58201010 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 70.00000000 0.000002915471 N/A DE CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y Performance Leg 2030-07-09 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 70.00000000 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -716000.00000000 PA USD -716000.00000000 -0.02982110894 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 800000.00000000 USD 774000.00000000 USD CDS N N N GRAND RIVER FUNDING TRUST I N/A 38644BAA5 100000.00000000 PA USD 100126.18000000 0.004170214695 Long DBT CORP US N 2 2036-02-15 Fixed 6.31100000 N N N N N N SHO EQUITY N/A 000000000 767.78000000 NS USD 603024.55000000 0.025115727374 Long EC CORP US N 3 N N N CAPMARK MILITARY HOUSING TR XXIII N/A 14069BAA2 1457389.04000000 PA USD 1296082.23000000 0.053981298014 Long ABS-MBS US N 3 2052-02-10 Fixed 5.74600000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 3552.00000000 NS USD 971614.08000000 0.040467331464 Long EC CORP US N 1 N N N Hunter Douglas 529900811T142NS3H544 000000000 3604375.00000000 PA USD 3596877.90000000 0.149808502381 Long LON CORP US N 2 2032-01-20 Floating 6.69961000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -3454262.42000000 PA USD -3454262.42000000 -0.14386862561 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 5080000.00000000 USD 4784344.00000000 USD AMBS N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57667JAA0 875000.00000000 PA USD 783599.86000000 0.032636615630 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N CONCORDE LUX SARL 254900DAXSLQJEJR6438 000000000 3900000.00000000 PA 4257325.06000000 0.177315858120 Long LON CORP LU N 2 2030-03-04 Floating 5.57500000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 121.00000000 NS USD 17576.46000000 0.000732052414 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -34.00000000 -0.00000141608 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2029-10-11 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -34.00000000 N N N GOLUB CAPITAL PARTNERS CLO 69(M)-R 2549004WBNSFGOX1MY52 38182GAG9 8900000.00000000 PA USD 8864112.53000000 0.369186683558 Long ABS-CBDO CORP US N 2 2038-11-09 Floating 6.69771000 N N N N N N MIRABELA NICKEL LTD N/A 000000000 2667995.00000000 PA USD 6669.99000000 0.000277802372 Long DBT CORP AU Y 3 2019-06-24 Fixed 9.50000000 Y N Y N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 960000.00000000 PA USD 957092.73000000 0.039862523140 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBD1 689500.00000000 PA USD 689713.75000000 0.028726297314 Long LON CORP US N 2 2030-09-19 Floating 7.91339000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 136.00000000 NS USD 34138.72000000 0.001421863810 Long EC CORP US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -1811118.36000000 PA USD -1811118.36000000 -0.07543234346 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2049-12-31 2485000.00000000 USD 2382618.00000000 USD CDS N N N INVESCO QQQ TRUST, SERIES 1 549300VY6FEJBCIMET58 46090E103 2082.00000000 NS USD 1537161.42000000 0.064022148277 Long EC RF US N 1 N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAJ0 700000.00000000 PA USD 640795.51000000 0.026688872504 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N FORTRESS CREDIT OPPORTUNITIES IX CLO LTD 2549008RD44HDM6DNP14 34961JBJ2 8000000.00000000 PA USD 8013082.40000000 0.333741624592 Long ABS-CBDO CORP KY N 2 2033-10-17 Floating 7.88471000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8S31 13140119.98000000 PA USD 12952434.92000000 0.539463649173 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -109279.69000000 -0.00455145466 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2027-04-26 0.00000000 USD 0.00000000 USD 2913247.07000000 USD -109279.69000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -678937.50000000 PA USD -678937.50000000 -0.02827747088 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 850000.00000000 USD 866150.00000000 USD CDS N N N DISCOVERY PURCHASER CORP 2549001LSO1ZBIPA5D65 25471NAC0 1664042.55210000 PA USD 1654773.84000000 0.068920657760 Long LON CORP US N 2 2029-10-04 Floating 7.41364000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C746 158000.00000000 NS USD 31.60000000 0.000001316127 Long EP CORP US N 1 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 6000000.00000000 PA USD 6415293.96000000 0.267194385577 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N INCYTE CORP 549300Z4WN6JVZ3T4680 45337C102 194.00000000 NS USD 18767.56000000 0.000781661244 Long EC CORP US N 1 N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CJ8 421000.00000000 PA USD 359069.17000000 0.014955084966 Long DBT CORP CA N 2 2042-03-15 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 2000000.00000000 PA USD 1990654.00000000 0.082909929886 Long DBT CORP US N 2 N/A Fixed 4.15000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 37.00000000 NS USD 18222.87000000 0.000758975127 Long EC CORP US N 1 N N N TRANSMONTAIGNE PARTNERS LLC N/A 89377AAA3 4921000.00000000 PA USD 5077094.12000000 0.211458906227 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U151 183750.00000000 NS USD 3421425.00000000 0.142500960419 Long EP CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 462368.04000000 0.019257440910 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Performance Leg 2027-04-26 0.00000000 USD 0.00000000 USD 2915635.92000000 USD 462368.04000000 N N N NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD 549300IWMW28G8CR9G28 64133TAN2 750000.00000000 PA USD 721876.50000000 0.030065862777 Long ABS-CBDO CORP KY N 2 2036-10-20 Variable 8.26763000 N N N N N N Sweetwater Sound 254900JJU57789DC8283 87168EAD6 3553082.90180000 PA USD 3570848.32000000 0.148724380956 Long LON CORP US N 3 2033-02-11 Floating 7.62031000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA79 8350000.00000000 PA USD 8757964.30000000 0.364765652928 Long DBT CORP US N 2 N/A Fixed 7.50000000 N N N N N N AMC GLOBAL MEDIA INC 549300VGG9K75226LR46 00164VAK9 5263000.00000000 PA USD 5447835.35000000 0.226900127748 Long DBT CORP US N 2 2032-07-15 Fixed 10.50000000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -2971183.75000000 PA USD -2971183.75000000 -0.12374859538 Short RA CORP US N 2 Reverse repurchase N 3.89500000 2026-06-15 3511000.00000000 USD 3129003.20000000 USD CDS N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523100 70.00000000 NS USD 19418.00000000 0.000808751806 Long EC CORP US N 1 N N N CLAUDIUS FINANCE SARL 2221001BVBGKKRMMGO11 000000000 5150000.00000000 PA 5928661.54000000 0.246926343103 Long LON CORP LU N 2 2028-07-03 Floating 4.90000000 N N N N N N Pacific Bells 549300VGOQXINYVBJF37 69403HAN0 7709590.81180000 PA USD 7748138.77000000 0.322706830104 Long LON CORP US N 2 2028-11-10 Floating 7.44961000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CK5 1754000.00000000 PA USD 1396319.97000000 0.058156159137 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N ERIE INDEMNITY COMPANY 549300WA5KP94KRUFZ80 29530P102 76.00000000 NS USD 16193.32000000 0.000674445195 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 405.00000000 0.000016868085 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2028-12-15 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 405.00000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1390250.00000000 PA USD -1390250.00000000 -0.05790334735 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1675000.00000000 USD 1541000.00000000 USD CDS N N N VB-S1 ISSUER LLC N/A 91825HAE4 2675000.00000000 PA USD 2683538.34000000 0.111768280986 Long ABS-O CORP US N 2 2056-03-15 Fixed 6.84300000 N N N N N N PROJECT AURORA US FINCO N/A 000000000 2400000.00000000 PA 2813115.60000000 0.117165121191 Long LON CORP US N 2 2032-12-06 Floating 5.37700000 N N N N N N TE CONNECTIVITY PLC 6367003TB6K484NFHE54 000000000 88.00000000 NS USD 18780.08000000 0.000782182697 Long EC CORP IE N 1 N N N BCM CLO LP INTEREST FUNDED N/A 000000000 156250.00000000 PA USD 156250.00000000 0.006507748983 Long DBT CORP US N 3 2037-06-30 None 0.00000000 N N N N N N WATERS CORP 5T547R1474YC9HOD8Q74 941848103 61.00000000 NS USD 23397.77000000 0.000974507609 Long EC CORP US N 1 N N N CORPAY INC 549300DG6RR0NQSFLN74 219948106 56.00000000 NS USD 20260.80000000 0.000843854083 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 14061.00000000 NS USD 978364.38000000 0.040748478715 Long EC CORP US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 15022.00000000 NS USD 1050638.68000000 0.043758673930 Long EC CORP US N 1 N N N DAIRYLAND USA CORP N/A 16308TAE1 2250416.66670000 PA USD 2257910.55000000 0.094041056552 Long LON CORP US N 2 2029-08-23 Floating 6.12031000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -131547.57000000 -0.00547890281 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TRS IBXXLLTR INDEX Y Performance Leg 2026-06-22 0.00000000 USD 0.00000000 USD 35000000.01000000 USD -131547.57000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135B101 510.00000000 NS USD 30396.00000000 0.001265981043 Long EC CORP US N 1 N N N BXHPP TRUST 2021-FILM N/A 05609JAL6 5350000.00000000 PA USD 4641125.00000000 0.193300969604 Long ABS-O CORP US N 2 2036-08-15 Floating 4.84248000 N N N N N N PHILLIPS 66 COMPANY RVJMT2IZVVSKIRJJBH76 718547AZ5 431000.00000000 PA USD 428316.38000000 0.017839203113 Long DBT CORP US N 2 2056-03-15 Fixed 5.87500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 100.00000000 NS USD 18793.00000000 0.000782720810 Long EC CORP US N 1 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 2930000.00000000 PA USD 2893513.94000000 0.120513679369 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N N EAGLE POINT 1L DDTL FUNDED N/A 000000000 250000.00000000 PA USD 250000.00000000 0.010412398373 Long LON CORP US N 3 2028-03-31 Floating 7.46088000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BR9 3600000.00000000 PA USD 3805120.80000000 0.158481734514 Long DBT CORP US N 2 N/A Fixed 9.25000000 N N N N N N ORSINI BIDCO BV 254900TNMOIV7STA2611 000000000 1601960.78000000 PA 1848132.44000000 0.076973964848 Long LON CORP NL N 2 2032-10-29 Floating 6.78300000 N N N N N N SEPTODONT HOLDING SAS N/A 000000000 1190000.00000000 PA 1396571.36000000 0.058166629429 Long LON CORP FR N 2 2033-05-19 Floating 3.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 60.00000000 NS USD 18988.20000000 0.000790850811 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 1125.00000000 0.000046855792 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y Performance Leg 2030-02-01 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 1125.00000000 N N N TRAVELERS COMPANIES INC (THE) 549300Y650407RU8B149 89417E109 3414.00000000 NS USD 996512.46000000 0.041504338870 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -713000.00000000 PA USD -713000.00000000 -0.02969616016 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 775000.00000000 USD 763375.00000000 USD CDS N N N CONSOLIDATED EDISON INC 54930033SBW53OO8T749 209115104 9400.00000000 NS USD 992922.00000000 0.041354797671 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHWE3 3916612.25000000 PA USD 3706693.35000000 0.154382271233 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 808513BJ3 3150000.00000000 PA USD 2943580.50000000 0.122598931241 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N BIO-TECHNE CORP 54930073RLKQ51TILZ35 09073M104 340.00000000 NS USD 17571.20000000 0.000731833337 Long EC CORP US N 1 N N N REGENCY CENTERS CORP 529900053A7X7FJ97S58 758849103 13121.00000000 NS USD 1014909.35000000 0.042270561860 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K107 26.00000000 NS USD 9787.18000000 0.000407632068 Long EC CORP US N 1 N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 07337FAD7 3392858.00000000 PA 3958593.98000000 0.164873830074 Long LON CORP US N 2 2032-09-13 Floating 5.62700000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864107 108.00000000 NS USD 19516.68000000 0.000812861788 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -173.00000000 -0.00000720537 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2031-04-03 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -173.00000000 N N N PAYCHEX INC 529900K900DW6SUBM174 704326107 194.00000000 NS USD 18814.12000000 0.000783600449 Long EC CORP US N 1 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448C104 313.00000000 NS USD 19991.31000000 0.000832629934 Long EC CORP US N 1 N N N PERSHING SQUARE HOLDINGS LTD U7LC4KOKCTZ0YWGI2G56 000000000 1100000.00000000 PA USD 983307.40000000 0.040954353489 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -682125.00000000 PA USD -682125.00000000 -0.02841022896 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 850000.00000000 USD 882555.00000000 USD CDS N N N GRAFTECH GLOBAL ENTERPRI N/A 000000000 1725655.94000000 PA USD 1649347.43000000 0.068694649989 Long LON CORP US N 2 2029-12-21 Floating 9.66659000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249B109 549.00000000 NS USD 14328.90000000 0.000596792860 Long EC CORP US N 1 N N N ACCENTURE PLC 5493000EWHDSR3MZWH98 000000000 90.00000000 NS USD 16836.30000000 0.000701225050 Long EC CORP IE N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 444859CE0 3700000.00000000 PA USD 3667451.32000000 0.152747856636 Long DBT CORP US N 2 2056-09-15 Fixed 6.62500000 N N N N N N GCAT 2022-NQM5 TRUST N/A 36168WAC5 1542020.41000000 PA USD 1534162.27000000 0.063897234899 Long ABS-O CORP US N 2 2067-08-25 Variable 5.55123000 N N N N N N CARS DB4 LP N/A 12510HAJ9 7110000.00000000 PA USD 6672582.14000000 0.277910333685 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.95000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 40.00000000 0.000001665983 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y Performance Leg 2029-06-07 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 40.00000000 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 1175000.00000000 PA USD 1133022.70000000 0.047189934874 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N MOSAIC COMPANY (THE) 2YD5STGSJNMUB7H76907 61945C103 630.00000000 NS USD 15057.00000000 0.000627117929 Long EC CORP US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 15832.00000000 NS USD 1036204.40000000 0.043157492036 Long EC CORP US N 1 N N N LUXCO3 N/A 000000000 56594.00000000 NS 1134899.98000000 0.047268122823 Long EC CORP FR N 2 N N N BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 086516101 17749.00000000 NS USD 1383534.55000000 0.057623651592 Long EC CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361702 308.00000000 NS USD 25403.84000000 0.001058059609 Long EC CORP US N 1 N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98311AAB1 1625000.00000000 PA USD 1602292.25000000 0.066734820870 Long DBT CORP US N 2 2028-08-15 Fixed 4.37500000 N N N N N N ACCIDENT FUND INSURANCE CO OF AMERICA 2549009NUX96RJZ6DQ30 00452AAA8 7000000.00000000 PA USD 7014751.87000000 0.292161563845 Long DBT CORP US N 2 2032-08-01 Fixed 8.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F052680 16300000.00000000 PA USD 16331826.40000000 0.680213930572 Long ABS-MBS USGSE US N 2 2056-08-15 Fixed 5.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 63.00000000 NS USD 24770.97000000 0.001031700830 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -280350.00000000 -0.01167646353 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7560.00000000 USD 2026-06-11 XXXX -8816.40000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 374.00000000 0.000015576947 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2027-11-12 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 374.00000000 N N N CEAMER FIN 2 SR SEC NTS N/A 000000000 2321716.00000000 PA USD 2357302.57000000 0.098180693782 Long DBT CORP US N 3 2037-11-15 Fixed 6.92000000 N N N N N N CLOROX COMPANY 54930044KVSC06Z79I06 189054109 164.00000000 NS USD 14763.28000000 0.000614884610 Long EC CORP US N 1 N N N FLOWSERVE CORP 6Y0GK87T6V7NJKZJVM41 34354PAG0 125000.00000000 PA USD 125853.94000000 0.005241765440 Long DBT CORP US N 2 2036-05-15 Fixed 5.70000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -726442.50000000 PA USD -726442.50000000 -0.03025603482 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 959000.00000000 USD 953821.40000000 USD CDS N N N Obsidian Issuer 2025-1 LLC N/A 67449HAA8 5450000.00000000 PA USD 5344800.18000000 0.222608754802 Long DBT CORP US N 3 2055-05-15 Fixed 6.93300000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 10500000.00000000 PA USD 8230890.16000000 0.342813229256 Long DBT CORP GB N 2 2081-06-04 Fixed 5.12500000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -3491946.79000000 PA USD -3491946.79000000 -0.14543816430 Short RA CORP US N 2 Reverse repurchase N 3.89500000 2026-06-15 4800000.00000000 USD 3629280.00000000 USD CDS N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAH4 500000.00000000 PA USD 480599.45000000 0.020016771725 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNST1 1367177.28000000 PA USD 1299042.26000000 0.054104582060 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -591562.50000000 PA USD -591562.50000000 -0.02463833765 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 750000.00000000 USD 780600.00000000 USD CDS N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 697.50000000 0.000029050591 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2029-04-05 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 697.50000000 N N N RENAISSANCERE HOLDINGS LTD EK6GB9U3U58PDI411C94 000000000 13000.00000000 NS USD 196690.00000000 0.008192058544 Long EP CORP BM N 1 N N N FOX CORP 549300DDU6FDRBIELS05 35137L105 192.00000000 NS USD 12272.64000000 0.000511150467 Long EC CORP US N 1 N N N REGATTA XVIII FUNDING LTD N/A 75884HAE5 2000000.00000000 PA USD 1911197.20000000 0.079600586466 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 9.02071000 N N N N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 370.00000000 NS USD 11666.10000000 0.000485888322 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -564431.00000000 PA USD -564431.00000000 -0.02350832170 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 700000.00000000 USD 724850.00000000 USD CDS N N N ALLSTATE CORP (THE) OBT0W1ED8G0NWVOLOJ77 020002101 4760.00000000 NS USD 980988.40000000 0.040857768082 Long EC CORP US N 1 N N N SIGNATURE FOODS BV 724500YP4YO5Z1TKU142 000000000 1000000.00000000 PA 1157191.20000000 0.048196543074 Long LON CORP NL N 2 2028-02-09 Floating 5.15300000 N N N N N N J.M. SMUCKER COMPANY (THE) 5493000WDH6A0LHDJD55 832696405 171.00000000 NS USD 17647.20000000 0.000734998706 Long EC CORP US N 1 N N N HOMESTEAD SPE ISSUER LLC N/A 000000000 4500000.00000000 PA USD 4509545.31000000 0.187820729003 Long DBT CORP US N 3 2055-04-01 Fixed 7.21000000 N N N N N N BOYNE USA INC N/A 103557AC8 1250000.00000000 PA USD 1231264.37000000 0.051281660493 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 25.00000000 0.000001041239 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2030-09-12 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 25.00000000 N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587107 191.00000000 NS USD 17581.55000000 0.000732264410 Long EC CORP US N 1 N N N ATLAS MARA LTD 213800R42RHUZR883M76 000000000 180782.50080000 PA USD 0.18000000 0.000000007496 Long DBT CORP VG Y 3 2020-12-31 Fixed 8.00000000 Y N N N N N SONIC CAPITAL LLC N/A 83546DAG3 1178125.00000000 PA USD 1168424.67000000 0.048664412533 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271V100 662.00000000 NS USD 19879.86000000 0.000827988087 Long EC CORP US N 1 N N N PTC INC 54930050SSMU8SKDJ030 69370C100 115.00000000 NS USD 15953.95000000 0.000664475532 Long EC CORP US N 1 N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 000000000 450000.00000000 PA 540848.82000000 0.022526133494 Long DBT CORP US N 2 2030-12-15 Fixed 6.37500000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 000000000 750000.00000000 PA 877021.59000000 0.036527592708 Long DBT CORP JE N 2 2031-02-15 Fixed 6.87500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 5840000.00000000 PA USD 5925407.20000000 0.246790801165 Long DBT CORP US N 2 2052-12-15 Fixed 6.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -970055.00000000 PA USD -970055.00000000 -0.04040239641 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1481000.00000000 USD 1216937.70000000 USD CDS N N N LULULEMON ATHLETICA INC 549300D9GZ4BMLDW5T40 550021109 112.00000000 NS USD 14692.16000000 0.000611922491 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -3200249.25000000 -0.13328908034 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-07-18 212.78000000 USD 0.00000000 USD 143900000.00000000 USD -3200462.03000000 N N N ARTISAN NEWCO BV 7245009YIYR683H17R35 000000000 4682772.85000000 PA 5471075.63000000 0.227868075963 Long LON CORP NL N 2 2032-03-01 Floating 5.57500000 N N N N N N PHILLIPS 66 COMPANY RVJMT2IZVVSKIRJJBH76 718547BA9 5356000.00000000 PA USD 5384338.60000000 0.224255513923 Long DBT CORP US N 2 2056-03-15 Fixed 6.20000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3267000.00000000 PA USD -3267000.00000000 -0.13606922194 Short RA CORP US N 2 Reverse repurchase N 3.85000000 2049-12-31 4400000.00000000 USD 4317280.00000000 USD CDS N N N AES CORP (THE) 2NUNNB7D43COUIRE5295 00130H105 1303.00000000 NS USD 19115.01000000 0.000796132396 Long EC CORP US N 1 N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788C105 42.00000000 NS USD 30702.00000000 0.001278725819 Long EC CORP US N 1 N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JBD9 620000.00000000 PA USD 468885.45000000 0.019528888387 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N CITRIN COOPERMAN ADVISORS LLC 254900DPG9ZEAP5MK895 17737EAD5 772727.28000000 PA USD 759590.92000000 0.031636653039 Long LON CORP US N 2 2032-04-01 Floating 6.69961000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047109 201.00000000 NS USD 23074.80000000 0.000961056039 Long EC CORP US N 1 N N N DECKERS OUTDOOR CORP 5493008LG4W3I6K8J118 243537107 179.00000000 NS USD 20379.15000000 0.000848783313 Long EC CORP US N 1 N N N DRYDEN 41 SENIOR LOAN FUND 5493000CMI5L15ZSNM78 26244LAA2 1850000.00000000 PA USD 5693.75000000 0.000237142372 Long ABS-CBDO CORP KY N 2 2031-04-15 Variable 0.01000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 627.50000000 0.000026135119 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y Performance Leg 2030-05-06 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 627.50000000 N N N COMFORT SYSTEMS USA INC 5299009DT1ZA5HTU6R38 199908104 13.00000000 NS USD 23766.73000000 0.000989874643 Long EC CORP US N 1 N N N Orion Advisor Solutions (fka NorthStar Financial Services Group) 549300R3BS3HTGTSN386 68627BAM7 475000.00000000 PA USD 473879.00000000 0.019736867715 Long LON CORP US N 2 2030-09-09 Floating 6.41339000 N N N N N N VISMA AS 1L TLB3 EUR N/A 000000000 500000.00000000 PA 577318.50000000 0.024045080841 Long LON CORP NO N 3 2028-12-05 Floating 5.82000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 6850000.00000000 PA USD 5947228.23000000 0.247699638194 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 06BTX5UWZD0GQ5N5Y745 929740108 75.00000000 NS USD 19587.00000000 0.000815790587 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 2200000.00000000 PA USD 2030631.02000000 0.084574956518 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N TORONTO DOMINION BANK (THE) PT3QB789TSUIDF371261 89117F8Z5 2850000.00000000 PA USD 2958311.34000000 0.123212464739 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N PAINT INTERMEDIATE III LLC 549300C2JJM7BNZTR054 69575EAL3 2475000.00000000 PA USD 2476559.25000000 0.103147686025 Long LON CORP US N 2 2031-10-09 Floating 6.65328000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 00909DAA1 2171929.65000000 PA USD 2192737.17000000 0.091326611769 Long ABS-O CORP CA N 2 2029-04-01 Fixed 5.25000000 N N N N N N XPLORE INC - SYNDICATED LNS N/A 000000000 61305.00000000 NS 44472.25000000 0.001852251134 Long EC CORP CA N 2 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 750.00000000 0.000031237195 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2030-06-07 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 750.00000000 N N N DOGWOOD TERM LOAN N/A 000000000 9092645.87100000 PA USD 9062710.33000000 0.377458201196 Long DBT CORP US N 3 2032-06-24 Fixed 6.45000000 N N N N N N 1011778 B.C. ULC / NEW RED FINANCE INC N/A 68245XAH2 850000.00000000 PA USD 835162.59000000 0.034784182374 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N BLACKSTONE STRATEGIC CAP HLDNG II N/A 000000000 9850000.00000000 PA USD 9854389.26000000 0.410431306809 Long ABS-CBDO CORP US N 3 2033-12-31 Floating 5.64000000 N N N N N N Alliance Ground International 254900N9CUXT70SP2Z09 54913FAB5 1800000.00000000 PA USD 1786500.00000000 0.074406998776 Long LON CORP US N 2 2033-02-18 Floating 8.19961000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 350000.00000000 PA USD 341733.56000000 0.014233063857 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 31.00000000 NS USD 16807.58000000 0.000700028874 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -683343.75000000 PA USD -683343.75000000 -0.02846098940 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 925000.00000000 USD 900395.00000000 USD CDS N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 743315103 91.00000000 NS USD 17326.40000000 0.000721637516 Long EC CORP US N 1 N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 000000000 4350000.00000000 PA 5078174.00000000 0.211503882791 Long LON CORP GB N 2 2032-03-30 Floating 4.90300000 N N N N N N MCCORMICK & CO. INC 549300JQQA6MQ4OJP259 579780206 305.00000000 NS USD 14447.85000000 0.000601747079 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -191427.55000000 -0.00797287964 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-01-31 351.06000000 USD 0.00000000 USD -24060000.00000000 USD -191778.61000000 N N N SONIC CAPITAL LLC N/A 83546DAJ7 754000.00000000 PA USD 718952.35000000 0.029944073118 Long ABS-O CORP US N 2 2050-01-20 Fixed 4.33600000 N N N N N N HealthChannels N/A 81104BAC4 2491453.26450000 PA USD 622863.32000000 0.025942004080 Long LON CORP US N 3 2025-03-04 Floating 4.50000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 1625000.00000000 PA USD 1513300.59000000 0.063028354407 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N W.W. GRAINGER INC 549300TWZSP6O1IH2V34 384802104 17.00000000 NS USD 20982.08000000 0.000873895102 Long EC CORP US N 1 N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 5900000.00000000 PA 6907524.88000000 0.287695603300 Long LON CORP DE N 2 2032-12-09 Floating 5.69600000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDE7 1576000.00000000 PA USD 1613296.04000000 0.067193124251 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 760000.00000000 PA USD 693343.52000000 0.028877475759 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N BROWN-FORMAN CORP 549300873K3LXF7ARU34 115637209 752.00000000 NS USD 19341.44000000 0.000805563113 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 2952.00000000 NS USD 994204.08000000 0.041408195781 Long EC CORP US N 1 N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978V103 153.00000000 NS USD 11886.57000000 0.000495070808 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 915.00000000 0.000038109378 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2030-01-17 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 915.00000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 2750000.00000000 PA USD 1835704.48000000 0.076456345366 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N AMERICAN NATIONAL GROUP INC 549300RK5RZQ740FPL83 025676AR8 5250000.00000000 PA USD 5165848.28000000 0.215155480912 Long DBT CORP US N 2 2055-12-01 Fixed 7.00000000 N N N N N N ALLWYN ENTERTAINMENT FINANCING (UK) PLC 315700J7ZTIN8XGCX365 02007VAA8 3353000.00000000 PA USD 3461342.14000000 0.144163493074 Long DBT CORP GB N 2 2029-04-30 Fixed 7.87500000 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AU5 3800000.00000000 PA USD 3760696.61000000 0.156631485060 Long DBT CORP US N 2 2062-02-15 Fixed 3.87500000 N N N N N N OWENS-BROCKWAY N/A 000000000 3482375.00000000 PA USD 3448630.79000000 0.143634070513 Long LON CORP US N 2 2032-09-30 Floating 6.62031000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -622000.00000000 PA USD -622000.00000000 -0.02590604715 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 800000.00000000 USD 807440.00000000 USD CDS N N N Tripadvisor Inc 549300XVG45PT5BART17 89677NAE4 6194278.48540000 PA USD 5729707.60000000 0.238639992378 Long LON CORP US N 2 2031-07-08 Floating 6.40200000 N N N N N N BECTON DICKINSON & COMPANY ICE2EP6D98PQUILVRZ91 075887109 6949.00000000 NS USD 1022336.88000000 0.042579915465 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CS0 1400000.00000000 PA USD 1444063.60000000 0.060144661919 Long DBT CORP US N 2 N/A Fixed 6.45000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062X103 96.00000000 NS USD 18816.00000000 0.000783678751 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 4.00000000 0.000000166598 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y Performance Leg 2030-03-04 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 4.00000000 N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 3238000.00000000 PA USD 3138514.72000000 0.130717862262 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N SEAGATE TECHNOLOGY HOLDINGS PLC 635400RUXIFEZSRU8X70 000000000 48.00000000 NS USD 42230.40000000 0.001758878993 Long EC CORP IE N 1 N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC 549300JQIWNFU00E5424 48020RAB1 2050000.00000000 PA USD 2091141.45000000 0.087095191330 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 800000.00000000 PA USD 773988.24000000 0.032236295565 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N GIBRALTAR INDUSTRIES INC N/A 000000000 1015384.61560000 PA USD 1014115.38000000 0.042237493332 Long LON CORP US N 3 2033-02-02 Floating 5.89739583 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 165.00000000 NS USD 14124.00000000 0.000588258858 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -868038.75000000 PA USD -868038.75000000 -0.03615346107 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1179000.00000000 USD 1127949.30000000 USD CDS N N N BETCLIC EVEREST GROUP SA 96950037FKVH5JOEKU82 000000000 1000000.00000000 PA 1166883.15000000 0.048600208852 Long LON CORP FR N 2 2031-12-09 Floating 3.00000000 N N N N N N LINDE PLC 5299003QR1WT0EF88V51 000000000 38.00000000 NS USD 18912.22000000 0.000787686275 Long EC CORP IE N 1 N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177J102 1040.00000000 NS USD 17971.20000000 0.000748493174 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 525.00000000 0.000021866036 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2029-03-02 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 525.00000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CW7 2050000.00000000 PA USD 2023050.23000000 0.084259219697 Long DBT CORP US N 2 2064-04-01 Fixed 6.10000000 N N N N N N NEXTERA ENERGY INC 254900RHL9MEUS5NKX63 65339F101 200.00000000 NS USD 17402.00000000 0.000724786225 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128BAR2 3050000.00000000 PA USD 3074268.00000000 0.128042012491 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N BCP V MODULAR SERVICES FINANCE II PLC 213800227GGD6UI7PI97 000000000 1550000.00000000 PA 1678518.19000000 0.069909600285 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N WINGSTOP FUNDING LLC N/A 974153AB4 98500.00000000 PA USD 95654.46000000 0.003983969374 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N W. R. BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423888 36800.00000000 NS USD 598000.00000000 0.024906456909 Long EP CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128B580 49000.00000000 NS USD 904050.00000000 0.037653314998 Long EP CORP US N 1 N N N LERNEN US FINCO LLC N/A 000000000 193077.15080000 PA USD 188974.26000000 0.007870701109 Long LON CORP US N 2 2031-10-27 Floating 7.01000000 N N N N N N 1011778 B.C. ULC / NEW RED FINANCE INC N/A 68245XAM1 725000.00000000 PA USD 687065.61000000 0.028616003360 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -1176778.73000000 PA USD -1176778.73000000 -0.04901235573 Short RA CORP US N 2 Reverse repurchase N 3.79000000 2049-12-31 1237000.00000000 USD 1243185.00000000 USD AMBS N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -580125.00000000 -0.02416197042 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7425.00000000 USD 2026-06-04 XXXX -272517.14000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -70.00000000 -0.00000291547 N/A DE CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Y Performance Leg 2030-01-17 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -70.00000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 750000.00000000 PA USD 780576.00000000 0.032510673091 Long DBT CORP US N 2 2030-03-15 Fixed 7.87500000 N N N N N N PARTNERRE LTD 7LLHQS68KCIGNZBR7918 000000000 128000.00000000 NS USD 2086400.00000000 0.086897711865 Long EP CORP BM N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -843000.00000000 PA USD -843000.00000000 -0.03511060731 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1200000.00000000 USD 1115760.00000000 USD CDS N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 113.00000000 NS USD 23504.00000000 0.000978932045 Long EC CORP US N 1 N N N BETCLIC EVEREST GROUP SA 96950037FKVH5JOEKU82 000000000 500000.00000000 PA USD 501665.00000000 0.020894143320 Long LON CORP FR N 2 2031-12-09 Floating 6.41071000 N N N N N N TESLA INC 54930043XZGB27CTOV49 88160R101 45.00000000 NS USD 19610.55000000 0.000816771435 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 000000000 13093.00000000 NS USD 966394.33000000 0.040249930999 Long EC CORP IE N 1 N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAB6 2475000.00000000 PA USD 2547059.63000000 0.106083998194 Long DBT CORP US N 2 2030-09-15 Fixed 7.00000000 N N N N N N STANLEY BLACK & DECKER INC 549300DJ09SMTO561131 854502101 13655.00000000 NS USD 1084480.10000000 0.045168155317 Long EC CORP US N 1 N N N FR REFUEL LLC 1L TLB CL N/A 000000000 7636631.49230000 PA USD 7569810.97000000 0.315279549725 Long LON CORP US N 2 2028-11-08 Floating 8.48479000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 552.50000000 0.000023011400 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Equity - Performance Leg 2028-10-12 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 552.50000000 N N N BOOTS GROUP FINCO LP / BOOTS GROUP LUXCO SARL 254900YVLYOVF1PF1N93 000000000 2200000.00000000 PA 2639430.49000000 0.109931206963 Long DBT CORP US N 2 2032-08-31 Fixed 5.37500000 N N N N N N WILLIS TOWERS WATSON PLC 549300WHC56FF48KL350 000000000 63.00000000 NS USD 15729.21000000 0.000655115202 Long EC CORP IE N 1 N N N FLNG LIQUEFACTION 2 LLC 5493008RXZY6NJ5WF161 33972PAA7 202565.00000000 PA USD 186793.52000000 0.007779874175 Long DBT CORP US N 2 2038-03-31 Fixed 4.12500000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874784 235.00000000 NS USD 17444.05000000 0.000726537591 Long EC CORP US N 1 N N N JACOBS SOLUTIONS INC 254900E3KHXCC2C8K272 46982L108 138.00000000 NS USD 16540.68000000 0.000688912598 Long EC CORP US N 1 N N N LEIDOS HOLDINGS INC 549300IUTGTP6EJP8124 525327102 106.00000000 NS USD 13546.80000000 0.000564218713 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 45.00000000 NS USD 20260.80000000 0.000843854083 Long EC CORP US N 1 N N N W. R. BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423870 126000.00000000 NS USD 1983240.00000000 0.082601139800 Long EP CORP US N 1 N N N GE VERNOVA INC 254900DP080RU6OK2553 36828A101 22.00000000 NS USD 21303.04000000 0.000887262956 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -3926362.50000000 PA USD -3926362.50000000 -0.16353140203 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2049-12-31 4106000.00000000 USD 4099019.80000000 USD CDS N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -40.00000000 -0.00000166598 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2031-05-06 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -40.00000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U128 148000.00000000 NS USD 2723200.00000000 0.113420173002 Long EP CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 2100000.00000000 PA USD 2206400.70000000 0.091895692239 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C761 84800.00000000 NS USD 16.96000000 0.000000706377 Long EP CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T107 427.00000000 NS USD 18045.02000000 0.000751567747 Long EC CORP US N 1 N N N BLOCK INC 549300OHIIUWSTIZME52 852234103 284.00000000 NS USD 21504.48000000 0.000895652850 Long EC CORP US N 1 N N N Darktrace N/A 52526CAB5 5128100.50260000 PA USD 4891489.95000000 0.203728567996 Long LON CORP US N 2 2031-10-09 Floating 6.92708000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AK8 1250000.00000000 PA USD 1202324.63000000 0.050076332087 Long ABS-O CORP US N 2 2071-01-25 Variable 6.81654500 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 1550000.00000000 PA USD 1582205.03000000 0.065898196323 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N KERRIDGE(SKYLARK)1L CL UNITRAN GBP N/A 000000000 3800000.00000000 PA 5040830.75000000 0.209948551608 Long LON CORP LU N 3 2032-11-25 Floating 8.13990000 N N N N N N FORT BENNING FAMILYILY COMMUNITYS LLC 254900O8GC3CHW0PH218 346845AG5 663969.73000000 PA USD 586098.50000000 0.024410764272 Long DBT CORP US N 2 2051-01-15 Fixed 6.09000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 13744296.64000000 0.572444367914 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SPDR S&P 500 ETF TRUST SPDR S&P 500 ETF TRUST TR UNIT Y Performance Leg 2026-06-16 0.00000000 USD 0.00000000 USD 59420000.00000000 USD 13744296.64000000 N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAC1 1000000.00000000 PA USD 1059321.36000000 0.044120304023 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N MODERNA INC 549300EI6OKH5K5Q2G38 60770K107 328.00000000 NS USD 15478.32000000 0.000644665735 Long EC CORP US N 1 N N N NEW UTAR DUTCH BIDCO 7245002ROX1TJYP9YA60 000000000 1950000.00000000 PA 2279402.14000000 0.094936172539 Long LON CORP NL N 2 2032-07-28 Floating 5.12700000 N N N N N N BETCLIC EVEREST GROUP SA 96950037FKVH5JOEKU82 000000000 3150000.00000000 PA 3673845.00000000 0.153014150809 Long LON CORP FR N 2 2031-12-09 Floating 4.73400000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -840750.00000000 PA USD -840750.00000000 -0.03501689572 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 950000.00000000 USD 922070.00000000 USD CDS N N N HASBRO INC 549300NUB6D2R1ITYR45 418056107 11039.00000000 NS USD 951230.63000000 0.039618369058 Long EC CORP US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 76.00000000 NS USD 17125.08000000 0.000713252620 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -662625.00000000 PA USD -662625.00000000 -0.02759806188 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 950000.00000000 USD 872100.00000000 USD CDS N N N Osaic 549300XL60BDV6UW5C86 68773JAJ9 800000.00000000 PA USD 796680.00000000 0.033181398144 Long LON CORP US N 2 2032-08-01 Floating 6.19961000 N N N N N N LOTTOMATICA GROUP SPA 549300R72LKEGT4EX026 000000000 2550000.00000000 PA 3018661.82000000 0.125726037698 Long DBT CORP IT N 2 2031-01-31 Fixed 4.87500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1100.00000000 0.000045814552 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2030-08-09 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 1100.00000000 N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 8050000.00000000 PA USD 8000183.06000000 0.333204372325 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AJ1 1250000.00000000 PA USD 1218764.25000000 0.050761035577 Long ABS-O CORP US N 2 2071-01-25 Variable 6.18900000 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537101 7658.00000000 NS USD 970038.86000000 0.040401724192 Long EC CORP US N 1 N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 2650000.00000000 PA USD 2665184.50000000 0.111003851011 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 1150000.00000000 PA USD 1160697.30000000 0.048342570714 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1307250.00000000 PA USD -1307250.00000000 -0.05444643109 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1400000.00000000 USD 1455720.00000000 USD CDS N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 10659.00000000 NS USD 1137208.71000000 0.047364280489 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1933672.50000000 PA USD -1933672.50000000 -0.08053667357 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 2122000.00000000 USD 2068950.00000000 USD CDS N N N ENGINEERED MACHINERY HOLDINGS INC 5493008AR0NPSLW8EW07 26658NAT6 3733806.88230000 PA USD 3753446.71000000 0.156329529672 Long LON CORP US N 2 2032-11-26 Floating 6.94961000 N N N N N N BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND 549300YESIF051NRED20 09257R101 186741.00000000 NS USD 2123245.17000000 0.088432298218 Long EC RF US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -22.00000000 -0.00000091629 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2029-12-17 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -22.00000000 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 200000.00000000 PA USD 200608.40000000 0.008355258311 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 6390000.00000000 PA USD 4101722.21000000 0.170835062671 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N AREIT 2025-CRE10 LTD N/A 00193DAE8 1300000.00000000 PA USD 1288850.29000000 0.053680090652 Long ABS-CBDO CORP KY N 2 2030-01-17 Floating 5.46695000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DP7 2000000.00000000 PA USD 2053146.00000000 0.085512696283 Long DBT CORP US N 2 2027-11-15 Fixed 7.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4482812.50000000 PA USD -4482812.50000000 -0.18670731833 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 4750000.00000000 USD 4923375.00000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1437187.50000000 PA USD -1437187.50000000 -0.05985827514 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 1750000.00000000 USD 1569400.00000000 USD CDS N N N PINNACLE WEST CAPITAL CORP TWSEY0NEDUDCKS27AH81 723484101 10179.00000000 NS USD 1015253.46000000 0.042284893902 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -629125.00000000 PA USD -629125.00000000 -0.02620280050 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 700000.00000000 USD 686280.00000000 USD CDS N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339K837 60600.00000000 NS USD 1500456.00000000 0.062493382455 Long EP CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746U109 16415.00000000 NS USD 1098820.10000000 0.045765410487 Long EC CORP US N 1 N N N BLUE RIBBON LLC 549300NQM7J4KC44D416 69382EAB8 2196809.91970000 PA USD 2065001.32000000 0.086006465542 Long LON CORP US N 2 2028-05-08 Floating 7.64771000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128B549 24000.00000000 NS USD 450240.00000000 0.018752312974 Long EP CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2945040.00000000 PA USD -2945040.00000000 -0.12265971882 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 3506000.00000000 USD 3147336.20000000 USD CDS N N N SPDR S&P 500 ETF TRUST 549300NZAMSJ8FXPQQ63 78462F103 2022.00000000 NS USD 1529602.56000000 0.063707324831 Long EC RF US N 1 N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 250000.00000000 PA USD 252426.00000000 0.010513440287 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N CAMPBELL'S COMPANY (THE) 5493007JDSMX8Z5Z1902 134429109 794.00000000 NS USD 16761.34000000 0.000698102997 Long EC CORP US N 1 N N N CHECKERS TOPCO LLC CLASS A UNITS N/A 000000000 84343.00000000 NS USD 194384.47000000 0.008096034157 Long EC CORP US N 3 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1336281.25000000 PA USD -1336281.25000000 -0.05565557085 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1525000.00000000 USD 1481842.50000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -605625.00000000 PA USD -605625.00000000 -0.02522403505 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 648000.00000000 USD 655646.40000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1308922.50000000 PA USD -1308922.50000000 -0.05451609003 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1754000.00000000 USD 1396359.40000000 USD CDS N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 1000000.00000000 PA 1151922.06000000 0.047977085535 Long DBT CORP IT N 2 2031-07-31 Floating 5.70400000 N N N N N N GODADDY INC 549300J8H1TB0I2CB447 380237107 209.00000000 NS USD 17938.47000000 0.000747129983 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516106 77.00000000 NS USD 18315.22000000 0.000762821467 Long EC CORP US N 1 N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484101 107.00000000 NS USD 19528.57000000 0.000813357002 Long EC CORP US N 1 N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284VAQ4 2345000.00000000 PA USD 2381443.65000000 0.099186159950 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339K829 67500.00000000 NS USD 1688850.00000000 0.070339915972 Long EP CORP US N 1 N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284V101 171.00000000 NS USD 21930.75000000 0.000913406822 Long EC CORP US N 1 N N N BRAVO Residential Funding Trus N/A 10567WAA1 12024541.65000000 PA USD 12022232.94000000 0.500721114839 Long ABS-MBS CORP US N 2 2046-03-29 Variable 6.33100000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCL5 6069000.00000000 PA USD 5190054.64000000 0.216163665966 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1140111.75000000 PA USD -1140111.75000000 -0.04748519092 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-13 2841400.00000000 USD 1149062.16000000 USD UST N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813109 1016.00000000 NS USD 19080.48000000 0.000794694235 Long EC CORP US N 1 N N N WARNER BROS. DISCOVERY INC 5493006ZCRFWKF6B1K26 934423104 658.00000000 NS USD 17772.58000000 0.000740220732 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 33.00000000 NS USD 12551.22000000 0.000522753210 Long EC CORP US N 1 N N N FINANCIERE VERDI I SASU N/A 000000000 1600000.00000000 PA 1874626.65000000 0.078077437925 Long LON CORP FR N 2 2030-12-30 Floating 4.25000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -3857562.50000000 PA USD -3857562.50000000 -0.16066591000 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 4525000.00000000 USD 4331782.50000000 USD CDS N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAN7 2525000.00000000 PA USD 1743885.90000000 0.072632138834 Long DBT CORP US N 2 2051-11-23 Fixed 4.00000000 N N N N N N BETCLIC EVEREST GROUP SAS 96950037FKVH5JOEKU82 000000000 500000.00000000 PA 590928.96000000 0.024611950967 Long DBT CORP FR N 2 2031-12-10 Fixed 5.12500000 N N N N N N PRKCM 2022-AFC2 TRUST N/A 69377TAC0 815843.60000000 PA USD 813826.59000000 0.033895546647 Long ABS-O CORP US N 2 2057-08-25 Variable 6.10024200 N N N N N N FORTIVE CORP 549300MU9YQJYHDQEF63 34959J108 326.00000000 NS USD 19012.32000000 0.000791855399 Long EC CORP US N 1 N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 071734AN7 2561000.00000000 PA USD 2368105.48000000 0.098630630592 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364G103 177.00000000 NS USD 19301.85000000 0.000803914206 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 235.00000000 NS USD 28298.70000000 0.001178629351 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912803EK5 5030000.00000000 PA USD 1976262.15000000 0.082310515184 Long DBT UST US N 2 2044-11-15 None 0.00000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10 N/A 617955AN9 62478586.74000000 PA USD 2389574.77000000 0.099524817793 Long ABS-O CORP US N 2 2070-11-25 Variable 1.75268200 N N N N N N DRYDEN 37 SENIOR LOAN FUND 254900I0IPNA482LDS44 26249YAE1 1050000.00000000 PA USD 1928.01000000 0.000080300832 Long ABS-CBDO CORP KY N 2 2031-01-15 Variable 0.01000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4751250.00000000 PA USD -4751250.00000000 -0.19788763108 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5250000.00000000 USD 5407500.00000000 USD CDS N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677105 8966.00000000 NS USD 991729.26000000 0.041305120534 Long EC CORP US N 1 N N N SHERWOOD FINANCING PLC 259400SSZWSSPNYW7K08 000000000 1700000.00000000 PA 2002529.33000000 0.083404532554 Long DBT CORP GB N 2 2029-12-15 Fixed 7.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -542437.50000000 PA USD -542437.50000000 -0.02259230137 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 550000.00000000 USD 580250.00000000 USD CDS N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCR7 3050000.00000000 PA USD 3015676.22000000 0.125601688672 Long DBT CORP US N 2 2056-03-15 Fixed 5.85000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612E106 8041.00000000 NS USD 1021769.87000000 0.042556299729 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AN1 1350000.00000000 PA USD 1239257.34000000 0.051614564445 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AC0 2860000.00000000 PA USD 1976941.54000000 0.082338811502 Long DBT CORP US N 2 2029-12-23 Fixed 4.62500000 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 1800000.00000000 PA USD 1882868.40000000 0.078420703462 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -774375.00000000 -0.03225240396 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7365.00000000 USD 2026-06-03 XXXX -433909.49000000 N N N OCP CLO 2021-21 LTD 2549000M7NBNQ7XU2038 670897AE7 1000000.00000000 PA USD 976719.80000000 0.040679982627 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 8.37523000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614N102 22964.00000000 NS USD 1111916.88000000 0.046310886050 Long EC CORP US N 1 N N N BCP V MODULAR SERVICES FINANCE II PLC 213800227GGD6UI7PI97 000000000 4250000.00000000 PA 5267015.01000000 0.219369034092 Long DBT CORP GB N 2 2028-11-30 Fixed 6.12500000 N N N N N N INSULET CORP 549300TZTYD2PYN92D43 45784P101 76.00000000 NS USD 11015.44000000 0.000458788598 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 112.00000000 NS USD 25287.36000000 0.001053208264 Long EC CORP US N 1 N N N MERCK & COMPANY INC 4YV9Y5M8S0BRK1RP0397 58933Y105 158.00000000 NS USD 18757.76000000 0.000781253078 Long EC CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -3862706.25000000 PA USD -3862706.25000000 -0.16088014509 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 4485000.00000000 USD 4299769.50000000 USD CDS N N N IGT HOLDING IV AB 549300S0NZ6VQU5JU607 000000000 2000000.00000000 PA USD 1983340.00000000 0.082605304760 Long LON CORP US N 2 2031-09-02 Floating 6.69961000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1 N/A 00255UAB1 317987.95000000 PA USD 314248.79000000 0.013088334359 Long ABS-O CORP US N 2 2040-01-16 Fixed 4.33500000 N N N N N N APPLEGREEN FINANCE IRELA 635400OPREBBJDTRR459 000000000 4800000.00000000 PA 5634964.45000000 0.234693978694 Long LON CORP IE N 2 2032-01-27 Floating 6.65000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239100 270.00000000 NS USD 15230.70000000 0.000634352463 Long EC CORP US N 1 N N N STEIV 2025 A 1 N/A 000000000 1050000.00000000 PA USD 1017225.78000000 0.042367040228 Long ABS-MBS CORP US N 3 2046-04-15 Fixed 6.82000000 N N N N N N STARS UK BIDCO LTD 254900895YN5QBKUD625 000000000 1900000.00000000 PA 2230972.12000000 0.092919081894 Long LON CORP GB N 2 2029-08-10 Floating 5.12400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3885000.00000000 PA USD -3885000.00000000 -0.16180867072 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 6000000.00000000 USD 4172400.00000000 USD CDS N N N EXIDE TECHNOLOGIES COMMON UNITS N/A 000000000 341.71000000 NS USD 295029.00000000 0.012287837918 Long EC CORP US N 3 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD N/A 000000000 898.00000000 NS USD 16469.32000000 0.000685940483 Long EC CORP BM N 1 N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04009DAJ3 7563698.16290000 PA USD 7459697.31000000 0.310693360548 Long LON CORP US N 2 2030-08-09 Floating 6.62031000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -4385696.25000000 PA USD -4385696.25000000 -0.18266246599 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 4875000.00000000 USD 4780425.00000000 USD CDS N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023105 86.00000000 NS USD 19878.90000000 0.000827948104 Long EC CORP US N 1 N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587EJ2 7975000.00000000 PA USD 8025856.58000000 0.334273663996 Long DBT CORP US N 2 2058-04-01 Fixed 6.00000000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 1615000.00000000 PA USD 1634264.53000000 0.068066453335 Long DBT CORP US N 2 2042-11-15 Fixed 6.19200000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670702 37.00000000 NS USD 17555.76000000 0.000731190267 Long EC CORP US N 1 N N N BX COMMERCIAL MORTGAGE TRUST 2024-AIRC N/A 12433CAE5 1387601.86000000 PA USD 1393672.62000000 0.058045898086 Long ABS-O CORP US N 2 2041-08-15 Floating 6.21704000 N N N N N N ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC N/A 000000000 100000.00000000 PA 119637.82000000 0.004982866569 Long DBT CORP US N 2 2030-05-21 Fixed 5.37500000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095101 136.00000000 NS USD 20231.36000000 0.000842627919 Long EC CORP US N 1 N N N TEGA MC AUSTRALIA HOLDIN N/A 000000000 2250000.00000000 PA USD 2258437.50000000 0.094063003806 Long LON CORP AU N 2 2033-03-25 Floating 3.50000000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 93.00000000 NS USD 16988.31000000 0.000707556205 Long EC CORP US N 1 N N N Mavis Tire Express 254900NVDM4GTLBL9E56 57777YAG1 2645145.53340000 PA USD 2642712.00000000 0.110067880521 Long LON CORP US N 2 2028-05-01 Floating 6.66856000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 2200000.00000000 PA USD 2155601.80000000 0.089779938704 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N MERLIN BUYER INC 2549008CJ699WXZAWW31 000000000 7700000.00000000 PA USD 7743351.00000000 0.322507421430 Long LON CORP US N 2 2033-03-16 Floating 7.67952000 N N N N N N VMC FINANCE 2026-FL6 LLC N/A 91835YAE5 3900000.00000000 PA USD 3899976.60000000 0.162432440025 Long ABS-CBDO CORP US N 2 2043-11-19 Floating 5.80000000 N N N N N N BAYARD PARK CLO LTD 254900IPTPVQFEN03U12 072716AC7 1000000.00000000 PA USD 539670.00000000 0.022477036120 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 0.01000000 N N N N N N CML - FONTAINEBLEAU VEGAS FUNDED N/A 000000000 6500000.00000000 PA USD 6649463.34000000 0.276947445063 Long DBT CORP US N 3 2028-01-31 Floating 9.42700000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 4496.00000000 NS USD 1338908.80000000 0.055765007245 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128B523 40000.00000000 NS USD 692000.00000000 0.028821518697 Long EP CORP US N 1 N N N Alterra Mountain Co (Intrawest) 549300C5O4FSVNUEI843 46124CAU1 459674.67290000 PA USD 460106.77000000 0.019163259934 Long LON CORP US N 2 2028-08-17 Floating 6.12031000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CT2 525000.00000000 PA USD 440575.07000000 0.018349772569 Long DBT CORP US N 2 2053-12-15 Fixed 5.80000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAC7 1250000.00000000 PA 1519451.38000000 0.063284532310 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N CIDRON ATRIUM SE 2549004YHD7GOLT9Y166 000000000 1425000.00000000 PA 1635941.14000000 0.068136283460 Long DBT CORP DE N 2 2033-02-15 Fixed 5.62500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1336000.00000000 PA USD -1336000.00000000 -0.05564385690 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1600000.00000000 USD 1491040.00000000 USD CDS N N N RAINBOW UK BIDCO LTD N/A 000000000 3000000.00000000 PA 4043822.26000000 0.168423553290 Long LON CORP GB N 2 2029-02-01 Floating 8.22760000 N N N N N N BRUNDAGE-BONE CONCRETE PUMPING HOLDING INC N/A 66981QAB2 5600000.00000000 PA USD 5767904.80000000 0.240230890231 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N ARSENAL AIC PARENT LLC 254900G9F9HA5EP57J39 04287KAG6 516879.04000000 PA USD 518331.47000000 0.021588295020 Long LON CORP US N 2 2030-08-19 Floating 6.37031000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939A404 38000.00000000 NS USD 627760.00000000 0.026145948811 Long EP CORP BM N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1612875.00000000 PA USD -1612875.00000000 -0.06717558810 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1700000.00000000 USD 1678070.00000000 USD CDS N N N STERIS PLC N/A 000000000 82.00000000 NS USD 17443.86000000 0.000726529677 Long EC CORP IE N 1 N N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 16119P108 82.00000000 NS USD 11812.10000000 0.000491969163 Long EC CORP US N 1 N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611109 105.00000000 NS USD 16702.35000000 0.000695646087 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3024000.00000000 PA USD -3024000.00000000 -0.12594837072 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 3150000.00000000 USD 3231585.00000000 USD CDS N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912803EH2 5030000.00000000 PA USD 2033997.60000000 0.084715173207 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N Ardonagh Group (previously KIRS Group, Towergate Partnership) 254900YP2E642AGM4G32 000000000 3811644.13450000 PA USD 3746846.18000000 0.156054620280 Long LON CORP US N 2 2031-02-18 Floating 6.37400272 N N N N N N CERVED GROUP SPA 8156005E0EF91772E207 000000000 200000.00000000 PA 171157.01000000 0.007128619890 Long DBT CORP IT N 2 2029-02-15 Floating 7.40000000 N N N N N N EAGLE BIDCO LTD 213800YANPDABTN5JJ43 000000000 2250000.00000000 PA 2636482.38000000 0.109808419380 Long LON CORP GB N 2 2032-02-27 Floating 5.40300000 N N N N N N DOVER CORP 549300FMC2ALGA7N9E80 260003108 87.00000000 NS USD 18388.32000000 0.000765866053 Long EC CORP US N 1 N N N LABRADOR AVIATION FINANCE LTD 549300FTBC83WH0X4750 50543LAA0 1592094.02000000 PA USD 1671922.25000000 0.069634882065 Long ABS-O CORP BM N 2 2042-01-15 Variable 4.30000000 N N N N N N MADISON PARK FUNDING LXXI LTD N/A 558182AA9 1500000.00000000 PA USD 1456284.60000000 0.060653661601 Long ABS-CBDO CORP KY N 2 2038-04-23 Floating 8.41606000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -979875.00000000 PA USD -979875.00000000 -0.04081139542 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 1300000.00000000 USD 1222130.00000000 USD CDS N N N INTRALOT CAPITAL LUXEMBOURG SA 549300QF747C7UWZYB38 000000000 1750000.00000000 PA 2037064.88000000 0.084842924172 Long DBT CORP LU N 2 2031-10-15 Fixed 6.75000000 N N N N N N Flow Control Group 254900BHD5AK9H7EKF91 30260UAM7 5938368.34810000 PA USD 5970198.00000000 0.248656319777 Long LON CORP US N 2 2033-02-17 Floating 6.87031000 N N N N N N Azuria Water Solutions (fka Aegion Corporation) 549300AG3DVJURRIT691 05503BAB2 3150000.00000000 PA USD 3141148.50000000 0.130827558128 Long LON CORP US N 2 2033-01-18 Floating 6.41606000 N N N N N N GENERAC HOLDINGS INC 529900S2H2AHJHSFFI84 368736104 86.00000000 NS USD 23900.26000000 0.000995436113 Long EC CORP US N 1 N N N At&T Mobility II LLC N/A 04651L305 10000.00000000 NS USD 10164836.83000000 0.423361321900 Long EP CORP US N 3 N N N MIDOCEAN CREDIT CLO XXI 254900LHC18VUV4A5266 59790AAC1 1000000.00000000 PA USD 627300.00000000 0.026126789998 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.01000000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -3963937.50000000 PA USD -3963937.50000000 -0.16509638551 Short RA CORP US N 2 Reverse repurchase N 3.89500000 2026-06-15 4050000.00000000 USD 4169070.00000000 USD CDS N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512109 88.00000000 NS USD 17751.36000000 0.000739336927 Long EC CORP US N 1 N N N Grant Thornton 254900XS1SHU0YY3WF58 38821UAD2 2319908.57610000 PA USD 2228434.58000000 0.092813394384 Long LON CORP US N 2 2031-06-01 Floating 6.37031000 N N N N N N HUNTER POINT NAV LENDING FUND N/A 000000000 8146293.03000000 PA USD 8146293.03000000 0.339289793181 Long ABS-CBDO CORP US N 3 2033-12-31 Fixed 0.00010000 N N N N N N Blackfin Pipeline 254900F4BUS186SK8A51 09231PAB2 3084500.00000000 PA USD 3092211.25000000 0.128789341559 Long LON CORP US N 2 2032-09-29 Floating 6.68800000 N N N N N N EVERGREEN ACQCO 1 LP 549300F6POVHG3ME8T95 30015FAJ5 5339583.33340000 PA USD 5339583.33000000 0.222391475121 Long LON CORP US N 2 2032-09-17 Floating 6.68598000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106103 328.00000000 NS USD 15163.44000000 0.000631551111 Long EC CORP US N 1 N N N CARRIAGE SERVICES INC N/A 143905AP2 1554000.00000000 PA USD 1486719.42000000 0.061921259482 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Scientific Games Lottery N/A 80875CAE7 6352447.82720000 PA USD 6259575.04000000 0.260708755860 Long LON CORP US N 2 2029-04-01 Floating 6.67387000 N N N N N N PIONEER OPCO LLC N/A 000000000 400000.00000000 PA USD 402416.00000000 0.016760462815 Long LON CORP US N 2 2033-05-07 Floating 6.87852000 N N N N N N Madison Park Funding LIII Ltd / LLC N/A 558201AA7 18500000.00000000 PA USD 16553996.10000000 0.689467208263 Long ABS-CBDO CORP KY N 2 2035-04-23 Floating 9.67214000 N N N N N N FS RIALTO 2025-FL10 ISSUER LLC N/A 30340KAG6 3000000.00000000 PA USD 2998605.60000000 0.124890704288 Long ABS-CBDO CORP US N 2 2042-08-19 Floating 5.75922000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -8182716.00000000 PA USD -8182716.00000000 -0.34080679507 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-13 29891200.00000000 USD 8241003.84000000 USD UST N N N AIRBNB INC 549300HMUDNO0RY56D37 009066101 138.00000000 NS USD 18396.78000000 0.000766218408 Long EC CORP US N 1 N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AN5 1450000.00000000 PA USD 1462072.70000000 0.060894733613 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N IMAGEFIRST HOLDINGS LLC N/A 45249TAR3 2014849.62400000 PA USD 2012331.06000000 0.083812770624 Long LON CORP US N 2 2032-03-12 Floating 6.67478000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 48023.00000000 NS USD 1024330.59000000 0.042662952676 Long EC CORP US N 1 N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106L109 78.00000000 NS USD 16493.88000000 0.000686963397 Long EC CORP US N 1 N N N BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. KPTCWFWJ4GW0WZNEMH59 000000000 -1283625.00000000 PA USD -1283625.00000000 -0.05346245944 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 2100000.00000000 USD 1379490.00000000 USD CDS N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912803ER0 5060000.00000000 PA USD 1855604.82000000 0.077285186438 Long DBT UST US N 2 2046-02-15 None 0.00000000 N N N N N N PROJECT LEOPARD N/A 000000000 3700000.00000000 PA USD 3663989.08000000 0.152603655747 Long ABS-CBDO CORP US N 2 2041-05-06 Fixed 6.53000000 N N N N N N RALLIANT CORP 52990024QKO4DYT8N464 750940108 1.00000000 NS USD 61.87000000 0.000002576860 Long EC CORP US N 1 N N N HERSHEY COMPANY (THE) 21X2CX66SU2BR6QTAD08 427866108 5710.00000000 NS USD 1107911.30000000 0.046144055272 Long EC CORP US N 1 N N N OPTIGROUP AB 5493005IJ4CIJDVE9E09 000000000 1600000.00000000 PA 1777441.20000000 0.074029703439 Long LON CORP SE N 2 2029-03-01 Floating 7.15300000 N N N N N N XPLORE INC 254900V3NB5MGOZS4O08 000000000 319000.63330000 PA USD 287100.57000000 0.011957622032 Long LON CORP CA N 2 2029-10-24 Floating 5.23479000 N N N N N N DYAL III SERIES A ISSUER B N/A 000000000 3649317.40000000 PA USD 3445538.90000000 0.143505294552 Long DBT CORP US N 3 2040-06-15 Fixed 4.40000000 N N N N N N ARTHUR J. GALLAGHER & COMPANY 54930049QLLMPART6V29 363576109 87.00000000 NS USD 17496.57000000 0.000728725028 Long EC CORP US N 1 N N N YAK BLOCKER 2 LLC SERIES C-1 N/A 000000000 34135.94000000 NS USD 3.41000000 0.000000142025 Long EC CORP US N 3 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 86.00000000 NS USD 23275.04000000 0.000969395954 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 64.00000000 NS USD 24339.84000000 0.001013744441 Long EC CORP US N 1 N N N KANE BIDCO LTD 213800IT8MD1MLYZWC24 000000000 275000.00000000 PA 372539.71000000 0.015516127481 Long DBT CORP JE N 2 2031-07-15 Fixed 7.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPFZ5 2349459.50000000 PA USD 2219573.48000000 0.092444333171 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N BUNGE GLOBAL SA 254900IVXSV9K0B7PO26 000000000 150.00000000 NS USD 18495.00000000 0.000770309231 Long EC CORP CH N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C108 63704.00000000 NS USD 1040923.36000000 0.043354034802 Long EC CORP US N 1 N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 5650000.00000000 PA USD 5566394.69000000 0.231838076064 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N HORSESHOE FUNDING TRUST II N/A 440930AA3 1750000.00000000 PA USD 1807889.72000000 0.075297871919 Long DBT CORP US N 2 2055-11-15 Fixed 6.88700000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 52.00000000 NS USD 16927.56000000 0.000705025992 Long EC CORP US N 1 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201108 73.00000000 NS USD 18852.25000000 0.000785188548 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759100 82.00000000 NS USD 16436.08000000 0.000684556050 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -2690625.00000000 PA USD -2690625.00000000 -0.11206343749 Short RA CORP US N 2 Reverse repurchase N 3.89500000 2026-06-15 4100000.00000000 USD 2800710.00000000 USD CDS N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1341000.00000000 PA USD -1341000.00000000 -0.05585210487 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 1800000.00000000 USD 1661400.00000000 USD CDS N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 118.00000000 NS USD 18069.34000000 0.000752580665 Long EC CORP US N 1 N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345Y106 90.00000000 NS USD 15749.10000000 0.000655943612 Long EC CORP US N 1 N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAJ8 1300000.00000000 PA USD 1265473.83000000 0.052706470596 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859104 130.00000000 NS USD 21508.50000000 0.000895820281 Long EC CORP US N 1 N N N Topgolf Callaway Brands 5493005UB0KFRKBPCU72 89071LAB6 36083.65800000 PA USD 36218.97000000 0.001508505377 Long LON CORP US N 2 2030-03-18 Floating 6.42200000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1689375.00000000 PA USD -1689375.00000000 -0.07036178200 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 2125000.00000000 USD 2065500.00000000 USD CDS N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -348775.00000000 -0.01452633697 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7525.00000000 USD 2026-06-10 XXXX -73441.48000000 N N N SUPERIOR PLUS LP 549300K5Y13GU6TPZJ49 86828QAK7 350000.00000000 PA 252472.25000000 0.010515366580 Long DBT CORP CA N 2 2028-05-18 Fixed 4.25000000 N N N N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 5133.00000000 NS USD 1051803.03000000 0.043807168635 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHBC0 1344317.60000000 PA USD 1265012.85000000 0.052687270966 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Entain (fka GVC Holdings) 213800ATWJIEYQ8NF838 000000000 897744.36090000 PA USD 897618.68000000 0.037385453134 Long LON CORP US N 2 2032-07-21 Floating 5.95074000 N N N N N N ADMIRAL BIDCO GMBH 254900O4RJ7PDAMUHY66 000000000 1900000.00000000 PA 2228445.91000000 0.092813866274 Long LON CORP DE N 2 2032-09-30 Floating 5.40000000 N N N N N N AWAYDAY(VACATION RENT)1L TL CL USD N/A 000000000 986735.60840000 PA USD 977799.37000000 0.040724946279 Long LON CORP US N 3 2032-05-01 Floating 8.94961000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 4860000.00000000 PA USD 4659364.14000000 0.194060622370 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 1025000.00000000 PA USD 1046857.10000000 0.043601172661 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -4508462.50000000 PA USD -4508462.50000000 -0.18777563040 Short RA CORP US N 2 Reverse repurchase N 3.89500000 2026-06-15 4630000.00000000 USD 4552679.00000000 USD CDS N N N WASHINGTON MUTUAL BANK N/A 92926SAC0 1239992.73000000 PA USD 439212.37000000 0.018293016667 Long ABS-O CORP US N 2 2037-04-25 Floating 3.88880000 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932864 100000.00000000 NS USD 1660000.00000000 0.069138325199 Long EP CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMTE5 1960072.23000000 PA USD 1852501.04000000 0.077155915262 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AV1 3350000.00000000 PA USD 3353672.07000000 0.139679078427 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TRUST 2018-1 N/A 14856CAA7 451868.16000000 PA USD 447352.10000000 0.018632033113 Long ABS-O CORP US N 2 2043-06-15 Fixed 4.12500000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1 N/A 00255UAA3 560135.92000000 PA USD 556347.38000000 0.023171642218 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.35100000 N N N N N N SOUTHWEST AIRLINES COMPANY UDTZ87G0STFETI6HGH41 844741108 439.00000000 NS USD 18855.05000000 0.000785305167 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055H608 26000.00000000 NS USD 432640.00000000 0.018019280129 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 168.00000000 NS USD 21151.20000000 0.000880938881 Long EC CORP US N 1 N N N PT (PARTS TOWN) 1L TL CL N/A 000000000 956146.65010000 PA USD 937023.72000000 0.039026657032 Long LON CORP US N 3 2030-04-09 Floating 8.44961000 N N N N N N LOTTOMATICA GROUP SPA 549300R72LKEGT4EX026 000000000 2400000.00000000 PA 2798932.21000000 0.116574388763 Long DBT CORP IT N 2 2032-04-30 Fixed 4.62500000 N N N N N N Conga (aka Apttus) 254900VOVRKNFQ3GHG43 03835XAD4 3829724.37480000 PA USD 3245691.41000000 0.135181727832 Long LON CORP US N 2 2028-05-08 Floating 7.16339000 N N N N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 00404AAP4 2400000.00000000 PA USD 2348400.00000000 0.097809905360 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N QTS GOOD NEWS FACILITY TL N/A 000000000 2900000.00000000 PA USD 2897483.84000000 0.120679024090 Long DBT CORP US N 3 2028-10-09 Floating 6.70000000 N N N N N N AMC GLOBAL MEDIA INC 549300VGG9K75226LR46 00164VAF0 81000.00000000 PA USD 71830.85000000 0.002991725702 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N ALTERYX 1L DDTL FUNDED N/A 000000000 2881944.44160000 PA USD 2709027.78000000 0.112829905800 Long LON CORP US N 3 2031-03-19 Floating 9.62031000 N N N N N N COSTAR GROUP INC 984500Q1D53D08E2E698 22160N109 400.00000000 NS USD 12880.00000000 0.000536446764 Long EC CORP US N 1 N N N 1261229 B.C. LTD N/A 68288AAA5 4936000.00000000 PA USD 5053561.60000000 0.210478786336 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD 213800SOG377Y9E1U217 47235BAJ2 4150000.00000000 PA USD 4015726.34000000 0.167253369643 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 6.92310000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2877343.75000000 PA USD -2877343.75000000 -0.11984019752 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 3175000.00000000 USD 3156585.00000000 USD CDS N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -697500.00000000 PA USD -697500.00000000 -0.02905059146 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 775000.00000000 USD 764770.00000000 USD CDS N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073E105 59.00000000 NS USD 15892.24000000 0.000661905335 Long EC CORP US N 1 N N N ASURION LLC / ASURION CO-ISSUER INC N/A 045941AA9 2397000.00000000 PA USD 2499562.55000000 0.104105764119 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N ALTERYX 1L TL N/A 000000000 1268055.56000000 PA USD 1191972.23000000 0.049645158835 Long LON CORP US N 3 2031-03-19 Floating 9.62031000 N N N N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 43300A203 62.00000000 NS USD 20314.92000000 0.000846108159 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -773116.50000000 PA USD -773116.50000000 -0.03219998794 Short RA CORP US N 2 Reverse repurchase N -0.75000000 2049-12-31 975000.00000000 USD 959692.50000000 USD CDS N N N DRYDEN 50 SENIOR LOAN FUND 5493008NBEE3C4AF3K95 262430AA9 3555000.00000000 PA USD 36261.00000000 0.001510255909 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 11.30937420 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156109 82.00000000 NS USD 17950.62000000 0.000747636025 Long EC CORP US N 1 N N N PENN ENTERTAINMENT INC N/A 707569AY5 1550000.00000000 PA USD 1543529.04000000 0.064287357061 Long DBT CORP US N 2 2031-04-01 Fixed 6.75000000 N N N N N N YAK BLOCKER 2 LLC SERIES C-2 N/A 000000000 31550.79000000 NS USD 3.16000000 0.000000131612 Long EC CORP US N 3 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 1780000.00000000 PA USD 1848174.00000000 0.076975695805 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2793750.00000000 PA USD -2793750.00000000 -0.11635855182 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 3000000.00000000 USD 3003300.00000000 USD CDS N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 29103CAA6 120000.00000000 PA USD 122682.40000000 0.005109672088 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834107 333.00000000 NS USD 16839.81000000 0.000701371241 Long EC CORP US N 1 N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 2547000.00000000 PA USD 2064929.31000000 0.086003466355 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N SCIL IV LLC / SCIL USA Holdings LLC N/A 000000000 1800000.00000000 PA 2164592.84000000 0.090154411865 Long DBT CORP US N 2 2028-07-15 Fixed 9.50000000 N N N N N N USI INC 2549006D7UF7072T7I27 90346KAB5 970000.00000000 PA USD 987510.44000000 0.041129408396 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 1550000.00000000 PA USD 1508325.62000000 0.062821148929 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N BIFFA GROUP HOLDINGS LTD 21380012LWLXNMXB8I44 000000000 1550000.00000000 PA 1788101.25000000 0.074473690188 Long DBT CORP JE N 2 2031-06-15 Fixed 5.25000000 N N N N N N PAR HEALTH N/A 000000000 17657.00000000 NS USD 60333.97000000 0.002512885324 Long EC CORP US N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBSY6 978935.33000000 PA USD 924911.61000000 0.038522192574 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAK5 2700000.00000000 PA USD 2619810.81000000 0.109114055267 Long DBT CORP US N 2 2030-05-01 Fixed 4.62500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AX4 500000.00000000 PA USD 316023.80000000 0.013162262804 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N N DXP Enterprises N/A 23338DAS5 3494081.72040000 PA USD 3520287.33000000 0.146618536276 Long LON CORP US N 2 2030-10-11 Floating 6.87031000 N N N N N N BAKER HUGHES COMPANY N/A 05722G100 311.00000000 NS USD 19866.68000000 0.000827439146 Long EC CORP US N 1 N N N MOTEL ONE GMBH 529900OZ5000U0NZHM90 000000000 1040000.00000000 PA 1286225.08000000 0.053570751723 Long DBT CORP DE N 2 2031-04-02 Fixed 7.75000000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -4192500.00000000 PA USD -4192500.00000000 -0.17461592072 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 4300000.00000000 USD 4346870.00000000 USD CDS N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -3347304.36000000 PA USD -3347304.36000000 -0.13941386589 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 3387000.00000000 USD 3507238.50000000 USD CDS N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 2420000.00000000 PA USD 2456721.08000000 0.102321434309 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550108 52.00000000 NS USD 18034.64000000 0.000751135424 Long EC CORP US N 1 N N N AVISON YOUNG CANADA 2ND OUT 1L TL N/A 000000000 1015675.37920000 PA USD 385956.64000000 0.016074937162 Long LON CORP CA N 2 2029-03-12 Floating 11.43639000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389B100 12745.00000000 NS USD 1013227.50000000 0.042200513491 Long EC CORP US N 1 N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150104 63841.00000000 NS USD 1044438.76000000 0.043500449783 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1283555.00000000 PA USD -1283555.00000000 -0.05345954397 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 1612000.00000000 USD 1548003.60000000 USD CDS N N N QUANTUM BIDCO LTD 259400QEGOEU126C6775 000000000 4400000.00000000 PA 5880165.50000000 0.244906502751 Long LON CORP GB N 2 2028-01-31 Floating 9.22900000 N N N N N N CARS DB4 LP N/A 12510HAT7 3267645.83000000 PA USD 3279604.43000000 0.136594191330 Long ABS-O CORP US N 2 2053-09-15 Fixed 6.50000000 N N N N N N AVISON YOUNG CANADA 3RD OUT 1L TL N/A 000000000 179029.92140000 PA USD 35805.98000000 0.001491304511 Long LON CORP CA N 3 2029-03-12 Floating 11.40557000 N N N N N N RL DATIX 1L TL FACILITY B GBP N/A 000000000 3920000.00000000 PA 5247665.98000000 0.218563154858 Long LON CORP GB N 3 2031-04-30 Floating 8.98100000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 000000000 298994.97480000 PA USD 295383.12000000 0.012302586872 Long LON CORP CA N 2 2033-02-02 Floating 6.66339000 N N N N N N HOST HOTELS & RESORTS INC N6EL63S0K3PB1YFTDI24 44107P104 49531.00000000 NS USD 1138222.38000000 0.047406499432 Long EC CORP US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES INC 549300FQZKFR5YNSHZ21 59522J103 143.00000000 NS USD 18457.01000000 0.000768726963 Long EC CORP US N 1 N N N NEW ENTERPRISE STONE & LIME CO INC 549300O5DQ5Y61B8VF38 644274AH5 1309000.00000000 PA USD 1301934.54000000 0.054225044346 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N SNAP-ON INC HHWAT5TDOYZMM26KKQ73 833034101 50.00000000 NS USD 18560.50000000 0.000773037280 Long EC CORP US N 1 N N N XPLORE INC 254900V3NB5MGOZS4O08 000000000 1087432.31000000 PA USD 723142.49000000 0.030118590746 Long LON CORP CA N 3 2031-10-24 Floating 6.00000000 N N N N N N GENERATE CLO 21 LTD N/A 37150EAC3 2800000.00000000 PA USD 1956332.00000000 0.081480432538 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.01000000 N N N N N N COLLER CAPITAL LTD N/A 000000000 2786187.39000000 NS USD 3278763.03000000 0.136559147362 Long EC CORP US N 3 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -3602625.00000000 PA USD -3602625.00000000 -0.15004786676 Short RA CORP US N 2 Reverse repurchase N 3.89000000 2049-12-31 3900000.00000000 USD 3929250.00000000 USD CDS N N N KKR & CO. INC 54930013V5I303TF9571 48251W104 208.00000000 NS USD 19955.52000000 0.000831139295 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625H100 64.00000000 NS USD 19155.84000000 0.000797832949 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -2935687.50000000 PA USD -2935687.50000000 -0.12227019099 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 3825000.00000000 USD 3619980.00000000 USD CDS N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599106 294.00000000 NS USD 20653.50000000 0.000860209879 Long EC CORP US N 1 N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 00404AAQ2 2250000.00000000 PA USD 2308113.00000000 0.096131968187 Long DBT CORP US N 2 2033-03-15 Fixed 7.37500000 N N N N N N PULTEGROUP INC N/A 745867101 149.00000000 NS USD 17608.82000000 0.000733400194 Long EC CORP US N 1 N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 92769XAR6 1200000.00000000 PA USD 1044206.04000000 0.043490757089 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 1800000.00000000 PA USD 1877123.86000000 0.078181445706 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AV8 550000.00000000 PA USD 350271.41000000 0.014588661839 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N TELEDYNE TECHNOLOGIES INC 549300VSMO9KYQWDND94 879360105 28.00000000 NS USD 17355.24000000 0.000722838690 Long EC CORP US N 1 N N N SUPER MICRO COMPUTER INC 54930022CZO1N2UGVW07 86800U302 575.00000000 NS USD 26501.75000000 0.001103787114 Long EC CORP US N 1 N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 13.00000000 NS USD 24982.23000000 0.001040499724 Long EC CORP US N 1 N N N PROTECT BIDCO GMBH 3912005K0N1E3O116T15 000000000 3200000.00000000 PA 3755486.00000000 0.156414465271 Long LON CORP DE N 2 2032-08-13 Floating 6.40000000 N N N N N N ARES DIRECT LENDING CLO 6 LLC 254900F5EQV7KVCD4M68 039960AJ8 5300000.00000000 PA USD 5281970.46000000 0.219991922505 Long ABS-CBDO CORP US N 2 2037-10-16 Floating 6.97952000 N N N N N N NEW ENTERPRISE STONE & LIME CO INC 549300O5DQ5Y61B8VF38 644274AG7 7717000.00000000 PA USD 7736292.50000000 0.322213437774 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N EPAM SYSTEMS INC 549300XCR4R530HJP604 29414B104 127.00000000 NS USD 13012.42000000 0.000541962003 Long EC CORP US N 1 N N N Gibson Brands 549300KU4ACNZQGB7J14 37476YAB8 4715687.50000000 PA USD 4395020.75000000 0.183050827634 Long LON CORP US N 2 2028-08-14 Floating 8.93684000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBY6 2150000.00000000 PA USD 2077733.13000000 0.086536740253 Long DBT CORP BM N 2 2031-01-15 Fixed 5.87500000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 6115000.00000000 PA USD 5853679.14000000 0.243803356624 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N GALILEO GLOBAL EDUCATION 254900Z5KFYRM7Z7QL63 000000000 4200000.00000000 PA 4892336.93000000 0.203763844369 Long LON CORP FR N 2 2031-07-10 Floating 5.23200000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -4142250.00000000 PA USD -4142250.00000000 -0.17252302864 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 4200000.00000000 USD 4431000.00000000 USD CDS N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 000000000 64.00000000 NS USD 18216.32000000 0.000758702322 Long EC CORP LR N 1 N N N SPRITE 2021-1 LTD N/A 85208UAA2 2438532.56000000 PA USD 2393281.20000000 0.099679189096 Long ABS-O CORP KY N 2 2046-11-15 Fixed 3.75000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 18909.09100000 PA 22070.39000000 0.000919222771 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 4955000.00000000 PA USD 5046652.64000000 0.210191030960 Long DBT CORP US N 2 2055-09-15 Fixed 7.37500000 N N N N N N REDHALO MIDCO UK LTD 213800MKCJ3WQ2PQZI24 000000000 2100000.00000000 PA 2402400.72000000 0.100059013397 Long LON CORP GB N 2 2031-03-24 Floating 5.12700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1347775.00000000 PA USD -1347775.00000000 -0.05613428087 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1430000.00000000 USD 1484769.00000000 USD CDS N N N VistaJet N/A 92842EAB4 3797839.23460000 PA USD 3763013.05000000 0.156727963844 Long LON CORP US N 2 2031-04-01 Floating 7.44175000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1674000.00000000 PA USD -1674000.00000000 -0.06972141950 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1860000.00000000 USD 1860372.00000000 USD CDS N N N CROSSCOUNTRY INTERMEDIATE HOLDCO LLC N/A 22757VAB6 285000.00000000 PA USD 274032.35000000 0.011413335981 Long DBT CORP US N 2 2032-12-01 Fixed 6.75000000 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179M103 405.00000000 NS USD 18018.45000000 0.000750461117 Long EC CORP US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 125.00000000 NS USD 17858.75000000 0.000743809677 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 808513CM5 5500000.00000000 PA USD 5506495.50000000 0.229343299150 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 2000000.00000000 PA USD 1946404.06000000 0.081066937873 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -365340.00000000 NC USD -51421.64000000 -0.00214169040 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written ISHARES TRUST ISHARES TRUST IBOXX HI YD ETF 1.00000000 80.30000000 USD 2026-05-29 XXXX 65852.50000000 N N N GALAXY BIDCO LTD 2138006O8YW3QCHKDY76 000000000 1800000.00000000 PA 2117709.23000000 0.088201728567 Long LON CORP GB N 2 2029-12-17 Floating 6.24200000 N N N N N N US Fertility 254900DAI0GZFFDITB24 90356EAG5 2344736.84000000 PA USD 2355850.89000000 0.098120231900 Long LON CORP US N 2 2032-12-30 Floating 7.12031000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 000000000 100000.00000000 PA USD 100172.00000000 0.004172123079 Long LON CORP US N 2 2033-06-30 Floating 2.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1425375.00000000 PA USD -1425375.00000000 -0.05936628932 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 1575000.00000000 USD 1593742.50000000 USD CDS N N N HUBBELL INC 54930088VDQ6840Y6597 443510607 38.00000000 NS USD 17997.18000000 0.000749575231 Long EC CORP US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -3494000.00000000 PA USD -3494000.00000000 -0.14552367966 Short RA CORP US N 2 Reverse repurchase N 3.65000000 2049-12-31 5000000.00000000 USD 4773000.00000000 USD CDS N N N Vacation Rental Brands LLC N/A 000000000 1346164.18640000 PA USD 1333972.83000000 0.055559426101 Long LON CORP US N 3 2032-05-06 Floating 8.94961000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 7300000.00000000 PA USD 4644946.27000000 0.193460123946 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N TEXAS PACIFIC LAND CORP N/A 88262P102 35.00000000 NS USD 13755.00000000 0.000572890158 Long EC CORP US N 1 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441C204 8087.00000000 NS USD 992517.51000000 0.041337950827 Long EC CORP US N 1 N N N FANNIE MAE OR FREDDIE MAC N/A 000000000 11186813.00000000 PA USD 9762549.36000000 0.406606212307 Long ABS-MBS CORP US N 2 2055-07-01 Fixed 3.00000000 N N N N N N UNITED WHOLESALE MORTGAGE LLC 549300HW662MN1WU8550 913229AA8 1925000.00000000 PA USD 1838607.16000000 0.076577240808 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N CROSSCOUNTRY INTERMEDIATE HOLDCO LLC N/A 22757VAA8 5500000.00000000 PA USD 5414142.58000000 0.225496837574 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -581000.00000000 PA USD -581000.00000000 -0.02419841381 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 700000.00000000 USD 651070.00000000 USD CDS N N N HAMLIN PARK CLO LTD N/A 407908AC6 2700000.00000000 PA USD 1530387.00000000 0.063739996438 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.01000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1701000.00000000 PA USD -1701000.00000000 -0.07084595853 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1800000.00000000 USD 1877040.00000000 USD CDS N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 5200000.00000000 PA USD 5191088.25000000 0.216206715403 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N EVEREST GROUP LTD 549300N24XF2VV0B3570 000000000 2959.00000000 NS USD 958804.77000000 0.039933828910 Long EC CORP BM N 1 N N N NEXUS BUYER LLC 254900PILSANV8WOOF24 65343UAH5 4663805.39690000 PA USD 4579856.90000000 0.190749178144 Long LON CORP US N 2 2031-07-31 Floating 7.12031000 N N N N N N Lummus Technology 549300K1Y0YC1YC1H809 45232UAH1 3234433.92840000 PA USD 3194909.15000000 0.133066667347 Long LON CORP US N 2 2029-12-31 Floating 6.12031000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 000000000 44295000.00000000 PA 30379876.26000000 1.265309496622 Long DBT NUSS AU N 2 2036-03-21 Fixed 4.25000000 N N N N N N Kaseya 254900MISXMLRZ63NH46 48578AAB4 5948603.27460000 PA USD 5153810.39000000 0.214654107687 Long LON CORP US N 2 2032-03-22 Floating 6.91339000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 4350000.00000000 PA USD 4384821.75000000 0.182626043430 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N FS RIALTO 2021-FL2 ISSUER LTD N/A 30319YAG3 1400000.00000000 PA USD 1392390.02000000 0.057992478317 Long ABS-CBDO CORP KY N 2 2038-05-18 Floating 5.82888000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249B208 181.00000000 NS USD 5397.42000000 0.000224800348 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1437562.50000000 PA USD -1437562.50000000 -0.05987389374 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1650000.00000000 USD 1583670.00000000 USD CDS N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527AP1 400000.00000000 PA USD 375255.44000000 0.015629236532 Long DBT CORP US N 2 2031-04-30 Fixed 4.12500000 N N N N N N COLLER CAPITAL LTD UNFUNDED N/A 000000000 1886676.88000000 PA USD 1.89000000 0.000000078717 Long DBT CORP US N 3 2036-09-25 None 0.00000000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAE0 2700000.00000000 PA USD 2375642.52000000 0.098944545244 Long DBT CORP GB N 2 2033-01-15 Fixed 6.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1088187.50000000 PA USD -1088187.50000000 -0.04532256702 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 1150000.00000000 USD 1177830.00000000 USD CDS N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 700000.00000000 PA USD 686269.92000000 0.028582863195 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N CARLYLE US CLO 2025-4 LTD N/A 142919AC3 2350000.00000000 PA USD 1519181.00000000 0.063273271093 Long ABS-CBDO CORP KY N 3 2037-10-26 Variable 0.01000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1053093.75000000 PA USD -1053093.75000000 -0.04386092659 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 1175000.00000000 USD 1133052.50000000 USD CDS N N N FEDERAL AGRICULTURAL MORTGAGE CORP 549300MS654K78GYF580 313148850 80821.00000000 NS USD 1686734.27000000 0.070251796677 Long EP USGSE US N 1 N N N HPS PRIVATE CREDIT CLO 2025-3 LLC 254900WC9JHPFFXUKB77 40445YAE4 2000000.00000000 PA USD 1991403.60000000 0.082941150422 Long ABS-CBDO CORP US N 2 2037-07-20 Floating 6.47523000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 24 LTD 254900PS1VHPJR2OTF82 38139WAA1 2000000.00000000 PA USD 1946003.00000000 0.081050233887 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 8.27523000 N N N N N N MAPLE GROVE FUNDING TRUST I N/A 565130AA9 8000000.00000000 PA USD 5701976.88000000 0.237485019163 Long DBT CORP US N 2 2051-08-15 Fixed 4.16100000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 300000.00000000 PA 347962.19000000 0.014492483764 Long DBT CORP ES N 2 2028-10-15 Fixed 3.87500000 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79581UAB0 775004.61000000 PA USD 792971.70000000 0.033026948957 Long ABS-O CORP US N 2 2053-11-25 Variable 7.11500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1612093.75000000 PA USD -1612093.75000000 -0.06714304936 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1975000.00000000 USD 1772957.50000000 USD CDS N N N ESTEE LAUDER COMPANIES INC (THE) 549300VFZ8XJ9NUPU221 518439104 200.00000000 NS USD 17790.00000000 0.000740946268 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1120312.50000000 PA USD -1120312.50000000 -0.04666056021 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1250000.00000000 USD 1232500.00000000 USD CDS N N N TERMINAL INVESTMENT LIMITED HOLDIN N/A 000000000 2600000.00000000 PA USD 2536489.12000000 0.105643740749 Long DBT CORP LU N 3 2040-10-01 Fixed 6.23000000 N N N N N N WALKER & DUNLOP INC N/A 93148PAA0 4630000.00000000 PA USD 4680485.52000000 0.194940319261 Long DBT CORP US N 2 2033-04-01 Fixed 6.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F030678 10883187.00000000 PA USD 9497579.90000000 0.395570342010 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 3.00000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AZ9 1200000.00000000 PA USD 990107.46000000 0.041237573224 Long DBT CORP US N 2 2032-05-14 Fixed 4.70000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818108 73.00000000 NS USD 19172.72000000 0.000798535994 Long EC CORP US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 69.00000000 NS USD 19521.48000000 0.000813061706 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1531200.00000000 PA USD -1531200.00000000 -0.06377385755 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 1740000.00000000 USD 1674228.00000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -173250.00000000 PA USD -173250.00000000 -0.00721579207 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 275000.00000000 USD 253577.50000000 USD CDS N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119100 100.00000000 NS USD 26015.00000000 0.001083514174 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2515861.25000000 PA USD -2515861.25000000 -0.10478459834 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 2863000.00000000 USD 2775105.90000000 USD CDS N N N WILLIAMS SONOMA INC 549300IARG6YWVTZ1I92 969904101 99.00000000 NS USD 20153.43000000 0.000839382167 Long EC CORP US N 1 N N N CONFLUENT MEDICAL TECH 549300I0TF2DFR26JU13 20717RAD4 394022.50000000 PA USD 393778.21000000 0.016400702373 Long LON CORP US N 2 2029-02-16 Floating 6.69961000 N N N N N N Pelican Products 5493008CRWH2WFODTF44 70468BAC7 4394536.17080000 PA USD 4196825.99000000 0.174796096447 Long LON CORP US N 2 2028-12-29 Floating 8.21122000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHLP0 3086401.88000000 PA USD 2921891.44000000 0.121695590709 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE4 TRUST N/A 93363XAA1 1349866.62000000 PA USD 1026570.32000000 0.042756236520 Long ABS-O CORP US N 2 2047-07-25 Floating 3.86880000 N N N N N N LIGHTNING 2022-1 B FUNDED N/A 000000000 2700000.00000000 PA USD 2588924.89000000 0.107827669254 Long DBT CORP CA N 3 2037-03-01 Fixed 7.50000000 N N N N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527AN6 625000.00000000 PA USD 591244.82000000 0.024625106408 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902V107 217.00000000 NS USD 15372.28000000 0.000640249213 Long EC CORP US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 851.00000000 NS USD 36627.04000000 0.001525501326 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAK1 1550000.00000000 PA USD 1482435.81000000 0.061742848867 Long ABS-O CORP US N 2 2070-12-25 Variable 6.77474100 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5475000.00000000 PA USD -5475000.00000000 -0.22803152437 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 5840000.00000000 USD 5925264.00000000 USD CDS N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222105 52.00000000 NS USD 23403.12000000 0.000974730434 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1751890.00000000 PA USD -1751890.00000000 -0.07296550634 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1767000.00000000 USD 1850402.40000000 USD CDS N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -3258025.00000000 PA USD -3258025.00000000 -0.13569541684 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 3380000.00000000 USD 3397914.00000000 USD CDS N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 1860000.00000000 PA USD 1847358.14000000 0.076941715568 Long DBT CORP US N 2 N/A Fixed 4.37500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1092000.00000000 PA USD -1092000.00000000 -0.04548135609 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 1200000.00000000 USD 1191360.00000000 USD CDS N N N Focus Financial 5493007L0E0VKRC2CP39 34416DBD9 847869.64740000 PA USD 832955.62000000 0.034692262971 Long LON CORP US N 2 2031-09-15 Floating 6.12031000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -5422500.00000000 PA USD -5422500.00000000 -0.22584492072 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 6025000.00000000 USD 6166587.50000000 USD CDS N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAL9 901120.00000000 PA USD 785450.61000000 0.032713698615 Long ABS-O CORP US N 2 2070-12-25 Variable 6.77474100 N N N N N N BLUE RIBBON LLC 549300NQM7J4KC44D416 000000000 5511514.92200000 PA USD 2839477.37000000 0.118263078195 Long LON CORP US N 2 2028-05-08 Floating 4.90932000 N N N N N N ROBINHOOD MARKETS INC 213800FS5AO3YWIE6F63 770700102 229.00000000 NS USD 21594.70000000 0.000899410476 Long EC CORP US N 1 N N N INTEGRATED POWER 1L TL CL N/A 000000000 3833297.67870000 PA USD 3822785.51000000 0.159217462505 Long LON CORP US N 3 2028-11-22 Floating 8.48479000 N N N N N N ELVIS UK HOLDCO LTD N/A 000000000 2450000.00000000 PA 2878865.76000000 0.119903588627 Long LON CORP GB N 2 2031-10-23 Floating 5.49400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -4500000.00000000 PA USD -4500000.00000000 -0.18742317072 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 7200000.00000000 USD 4950000.00000000 USD CDS N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 375000.00000000 PA USD 360341.52000000 0.015008077826 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -611250.00000000 PA USD -611250.00000000 -0.02545831402 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 750000.00000000 USD 655800.00000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5167500.00000000 PA USD -5167500.00000000 -0.21522427437 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 6625000.00000000 USD 5631250.00000000 USD CDS N N N Lumexa Imaging (fka US Radiology) 254900QCDFUYXJEFMY06 90372AAN8 399000.00000000 PA USD 400911.21000000 0.016697788923 Long LON CORP US N 2 2032-12-17 Floating 6.69961000 N N N N N N EAGLE PARENT CORP 5493007MVERDD2NKNE42 26972CAC6 2736510.96460000 PA USD 2749044.18000000 0.114496572593 Long LON CORP US N 2 2029-04-02 Floating 7.94961000 N N N N N N BP HOLDCO LLC (ASPECT) N/A 000000000 121041.00000000 NS USD 56300.41000000 0.002344889190 Long EC CORP US N 3 N N N AI Aqua Merger Sub Inc 5493005QMH1D47U26R45 00132UAQ7 6103288.89070000 PA USD 6107622.23000000 0.254379983093 Long LON CORP US N 2 2028-07-31 Floating 6.15602000 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AG7 2220000.00000000 PA USD 2240910.18000000 0.093332998053 Long DBT CORP US N 2 2064-10-15 Fixed 7.00000000 N N N N N N SMURFIT WESTROCK PLC 635400EGSEOPDW2EXS14 000000000 26815.00000000 NS USD 1103437.25000000 0.045957712908 Long EC CORP IE N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -3247600.00000000 PA USD -3247600.00000000 -0.13526121983 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3680000.00000000 USD 3618912.00000000 USD CDS N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 139.00000000 NS USD 18539.82000000 0.000772175966 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 6000000.00000000 PA USD 4172627.34000000 0.173788232512 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N VELOCITY VEHICLE GROUP LLC N/A 92262TAA4 370000.00000000 PA USD 365086.73000000 0.015205713894 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 4385000.00000000 PA USD 4339779.69000000 0.180750059941 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N ASMODEE GROUP AB 636700G5993BBAFDYD02 000000000 1325000.00000000 PA 1534226.34000000 0.063899903388 Long DBT CORP SE N 2 2031-12-15 Fixed 4.25000000 N N N N N N HOBBS & ASSOCIATES LLC 254900FAZYX24PP1RY58 43385CAB4 5624033.27590000 PA USD 5631063.32000000 0.234531498216 Long LON CORP US N 2 2031-07-23 Floating 6.37031000 N N N N N N Golden Nugget 984500A0805D8V551D35 31556PAB3 1327723.61600000 PA USD 1322386.17000000 0.055076846422 Long LON CORP US N 2 2029-01-29 Floating 6.87031000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -2998250.00000000 PA USD -2998250.00000000 -0.12487589369 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 3350000.00000000 USD 3310470.00000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1383590.00000000 PA USD -1383590.00000000 -0.05762596106 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 1508000.00000000 USD 1490959.60000000 USD CDS N N N SGH2 LLC N/A 78424SAB8 3383000.00000000 PA USD 3349170.00000000 0.139491569041 Long LON CORP US N 2 2032-08-18 Floating 8.19961000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -5024743.50000000 PA USD -5024743.50000000 -0.20927852418 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 6450000.00000000 USD 5599890.00000000 USD CDS N N N NAVIGATOR AIRCRAFT ABS LTD N/A 63943BAB9 4346434.50000000 PA USD 4144380.06000000 0.172611744782 Long ABS-O CORP KY N 2 2046-11-15 Fixed 3.57100000 N N N N N N REGATTA 33 FUNDING LTD N/A 75890CAC2 2250000.00000000 PA USD 1538190.00000000 0.064064988216 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 27.89422990 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAJ0 4595000.00000000 PA USD 4843424.08000000 0.201726644050 Long DBT CORP US N 2 2030-07-01 Fixed 8.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 18034.00000000 NS USD 1031184.12000000 0.042948399415 Long EC CORP US N 1 N N N BEACH ACQUISITION BIDCO LLC 254900F2FNX3GBTB6202 07337JAE7 700000.00000000 PA 823365.90000000 0.034292855031 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAK9 1400000.00000000 PA USD 1420845.66000000 0.059177644156 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N CORDOBES HOLDCO SL N/A 000000000 1816363.63640000 PA 2114887.14000000 0.088084189666 Long LON CORP ES N 2 2029-01-31 Floating 5.69700000 N N N N N N APOLLO GLOBAL MANAGEMENT INC 254900LMFT1CY9IYB476 03769M106 171.00000000 NS USD 22009.41000000 0.000916682979 Long EC CORP US N 1 N N N H.B. FULLER COMPANY JSMX3Z5FOYM8V0Q52357 40410KAA3 1150000.00000000 PA USD 1134802.76000000 0.047264073649 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N LIGHTNING 2022-1 A FUNDED N/A 000000000 21200000.00000000 PA USD 20117385.11000000 0.837880911990 Long DBT CORP CA N 3 2037-03-01 Fixed 5.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1806187.50000000 PA USD -1806187.50000000 -0.07522697514 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1950000.00000000 USD 1974375.00000000 USD CDS N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAJ4 1430000.00000000 PA USD 1387022.07000000 0.057768905382 Long ABS-O CORP US N 2 2070-12-25 Variable 6.18000000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBZ3 3793000.00000000 PA USD 3636586.73000000 0.151462359009 Long DBT CORP BM N 2 2033-09-15 Fixed 6.25000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -366105.00000000 NC USD -193599.76000000 -0.00806335130 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written ISHARES TRUST ISHARES TRUST IBOXX HI YD ETF 1.00000000 79.90000000 USD 2026-06-18 XXXX -98727.31000000 N N N ZUORA INC 549300ISVGC1YZWQJ420 98980XAC9 5977897.15200000 PA USD 5671529.92000000 0.236216915656 Long LON CORP US N 2 2032-02-17 Floating 7.12031000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 1100000.00000000 PA USD 1030336.12000000 0.042913080560 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N KESTRA FINANCIAL INC 1L TLB REFI N/A 000000000 5125000.00000000 PA USD 5109010.00000000 0.212788189655 Long LON CORP US N 2 2031-03-22 None 0.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -5419597.50000000 PA USD -5419597.50000000 -0.22572403277 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 6098000.00000000 USD 6049216.00000000 USD CDS N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236101 267.00000000 NS USD 15018.75000000 0.000625524832 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CF0 750000.00000000 PA USD 624601.88000000 0.026014414397 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A 000000000 5625165.06820000 PA USD 5571590.60000000 0.232054483604 Long LON CORP US N 3 2031-02-13 Floating 9.12031000 N N N N N N START II LTD N/A 85573LAA9 1056309.00000000 PA USD 1058041.35000000 0.044066992127 Long ABS-O CORP KY N 2 2044-03-15 Fixed 4.08900000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1383590.00000000 PA USD -1383590.00000000 -0.05762596106 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 1508000.00000000 USD 1490959.60000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -628250.00000000 PA USD -628250.00000000 -0.02616635711 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 700000.00000000 USD 715120.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1809375.00000000 PA USD -1809375.00000000 -0.07535973322 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1875000.00000000 USD 2012062.50000000 USD CDS N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271109 366.00000000 NS USD 18182.88000000 0.000757309560 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1603125.00000000 PA USD -1603125.00000000 -0.06676950456 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1900000.00000000 USD 1730710.00000000 USD CDS N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 750000.00000000 PA USD 655835.29000000 0.027315273227 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N TKO GROUP HOLDINGS INC N/A 87256C101 91.00000000 NS USD 18671.38000000 0.000777655386 Long EC CORP US N 1 N N N ESSENDI SA 2221000MD2YP7WLTNC52 000000000 2550000.00000000 PA 3010525.91000000 0.125387180354 Long DBT CORP LU N 2 2032-05-15 Fixed 5.62500000 N N N N N N EATON CORP PLC 549300VDIGTMXUNT7H71 000000000 52.00000000 NS USD 20831.20000000 0.000867611011 Long EC CORP IE N 1 N N N WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE4 TRUST N/A 93363XAE3 804620.62000000 PA USD 468744.05000000 0.019522999135 Long ABS-O CORP US N 2 2047-07-25 Floating 3.94880000 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAF3 3350000.00000000 PA USD 3310317.84000000 0.137873392371 Long DBT CORP US N 2 2036-03-27 Fixed 5.75000000 N N N N N N FIGS INC N/A 30260D103 10450.00000000 NS USD 122892.00000000 0.005118401843 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1949687.50000000 PA USD -1949687.50000000 -0.08120369181 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2125000.00000000 USD 2186837.50000000 USD CDS N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844108 62.00000000 NS USD 18907.52000000 0.000787490521 Long EC CORP US N 1 N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AF3 2000000.00000000 PA USD 2087236.00000000 0.086932530925 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4100687.50000000 PA USD -4100687.50000000 -0.17079196742 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 4550000.00000000 USD 4566380.00000000 USD CDS N N N CARLYLE US CLO 2019-4 LTD N/A 14317WAG3 2000000.00000000 PA USD 2005767.00000000 0.083539380193 Long ABS-CBDO CORP US N 2 2035-04-16 Floating 10.27310000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 3750000.00000000 PA USD 3645326.81000000 0.151826379788 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N Endo GUC Trust Units Cl A-1 N/A 000000000 13803.00000000 NS USD 1.38000000 0.000000057476 Long EC CORP US N 3 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 473000.00000000 PA USD 423020.63000000 0.017618637279 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 400000.00000000 PA USD 400179.60000000 0.016667317664 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1788375.00000000 PA USD -1788375.00000000 -0.07448509176 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1900000.00000000 USD 1949020.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2413125.00000000 PA USD -2413125.00000000 -0.10050567529 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 2700000.00000000 USD 2619810.00000000 USD CDS N N N CINCINNATI FINANCIAL CORP 254900Q4WEDMZBOZ0002 172062101 6453.00000000 NS USD 1015831.26000000 0.042308959037 Long EC CORP US N 1 N N N BOND US BIDCO 1 INC N/A 000000000 1100000.00000000 PA USD 1101892.00000000 0.045893353874 Long LON CORP US N 2 2033-05-06 Floating 3.50000000 N N N N N N SunSource Holdings 549300HW5C2VGPZCHL57 12508KAJ6 5615674.30020000 PA USD 5598827.28000000 0.233188880254 Long LON CORP US N 2 2031-03-25 Floating 7.72031000 N N N N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 37959E102 130.00000000 NS USD 19921.20000000 0.000829709881 Long EC CORP US N 1 N N N CARVANA COMPANY 5493003WEAK2PJ5WS063 146869102 290.00000000 NS USD 21170.00000000 0.000881721894 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -4916406.25000000 PA USD -4916406.25000000 -0.20476632176 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 5425000.00000000 USD 5366410.00000000 USD CDS N N N VISMA ASA 5967007LIEEXZXB1YO53 000000000 7250000.00000000 PA 8371118.25000000 0.348653672201 Long LON CORP NO N 3 2028-12-05 Floating 5.82000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743Q108 25269.00000000 NS USD 920549.67000000 0.038340519546 Long EC CORP US N 1 N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC N/A 31556TAA7 4100000.00000000 PA USD 3997621.36000000 0.166499304586 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556V106 68273.00000000 NS USD 1110118.98000000 0.046236004246 Long EC CORP US N 1 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 3250000.00000000 PA USD 2917614.05000000 0.121517439154 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 57763RAE7 1875000.00000000 PA USD 1893781.86000000 0.078875244635 Long DBT CORP US N 2 2030-04-15 Fixed 7.87500000 N N N N N N Dealer Tire 894500QBE5Z2XQWCJ779 24228HAR9 5273318.40360000 PA USD 5213993.57000000 0.217160712670 Long LON CORP US N 2 2031-07-01 Floating 6.62031000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10 N/A 617955AL3 757800.00000000 PA USD 723713.32000000 0.030142365584 Long ABS-O CORP US N 2 2070-11-25 Variable 7.01899200 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884L109 288.00000000 NS USD 15819.84000000 0.000658889905 Long EC CORP US N 1 N N N RAINBOW FINCO (WELLA)1L TLB1 CL N/A 000000000 700000.00000000 PA USD 689500.00000000 0.028717394714 Long LON CORP GB N 3 2029-02-24 Floating 7.96000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903202 56.00000000 NS USD 21033.60000000 0.000876040889 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAM7 77558052.64000000 PA USD 725726.21000000 0.030226201634 Long ABS-O CORP US N 2 2070-12-25 Variable 0.32197800 N N N N N N GRAFTECH GLOBAL ENTERPRISES INC N/A 38431AAB2 2600000.00000000 PA USD 2072512.00000000 0.086319282311 Long DBT CORP US N 2 2029-12-23 Fixed 9.87500000 N N N N N N LUMMUS TECHNOLOGY HOLDINGS V LLC 549300K1Y0YC1YC1H809 45232TAA9 353000.00000000 PA USD 351195.50000000 0.014627149811 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N BALLYROCK CLO 2019-1 LTD 254900EJNL3EAF77OS82 05875KAE6 1350000.00000000 PA USD 1334463.12000000 0.055579846480 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 10.68471000 N N N N N N Insured Lending 1 Ltd. 875500RRX7H6NZ8RYE90 000000000 19600000.00000000 PA 22859480.00000000 0.952088049480 Long DBT CORP GB Y 3 2032-02-04 Fixed 6.50000000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610105 314.00000000 NS USD 19549.64000000 0.000814234558 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175CA0 681000.00000000 PA USD 432642.15000000 0.018019369675 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -564093.75000000 PA USD -564093.75000000 -0.02349427537 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 825000.00000000 USD 766590.00000000 USD CDS N N N Indicor LLC 254900RXO1EICEHOLG29 77669LAM5 3076691.72600000 PA 3600689.47000000 0.149967252723 Long LON CORP US N 2 2029-11-22 Floating 5.12700000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1907500.00000000 PA USD -1907500.00000000 -0.07944659958 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-07-13 2000000.00000000 USD 2096800.00000000 USD CDS N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 28.00000000 NS USD 17710.28000000 0.000737625962 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2407875.00000000 PA USD -2407875.00000000 -0.10028701493 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 2500000.00000000 USD 2565000.00000000 USD CDS N N N QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC N/A 74751AAA1 2150000.00000000 PA USD 2092794.28000000 0.087164031028 Long DBT CORP US N 2 2036-04-15 Fixed 5.70000000 N N N N N N CDW CORP 9845001B052ABF0B6755 12514G108 153.00000000 NS USD 19193.85000000 0.000799416050 Long EC CORP US N 1 N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 57763RAF4 1000000.00000000 PA USD 958153.16000000 0.039906689618 Long DBT CORP US N 2 2030-04-15 Fixed 9.25000000 N N N N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971T101 172.00000000 NS USD 25720.88000000 0.001071264196 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAN5 77558052.64000000 PA USD 3101282.83000000 0.129167169178 Long ABS-O CORP US N 2 2070-12-25 Variable 1.80500800 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804L103 143.00000000 NS USD 35371.05000000 0.001473189853 Long EC CORP US N 1 N N N NATIONWIDE FINANCIAL SERVICES INC 5493001H7AZNDS6BKJ36 638612AJ0 5680000.00000000 PA USD 5585092.31000000 0.232616824337 Long DBT CORP US N 2 2037-05-15 Fixed 6.75000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCB4 3500000.00000000 PA USD 3444463.40000000 0.143460500414 Long DBT CORP US N 2 2082-03-15 Fixed 3.80000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651107 113.00000000 NS USD 18328.60000000 0.000763378739 Long EC CORP US N 1 N N N CoreLogic 54930086CD8K2UIL0516 21870FBA6 4490025.49810000 PA USD 4445125.24000000 0.185137659275 Long LON CORP US N 2 2028-06-02 Floating 7.23479000 N N N N N N OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC) 5493005WC7J0FDMW0610 69007TAE4 5725000.00000000 PA USD 5587338.37000000 0.232710371823 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N STEELE IV ISSUER 2025A-1 N/A 000000000 300000.00000000 PA USD 0.03000000 0.000000001249 Long ABS-MBS CORP US N 3 2046-12-01 None 0.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 580000.00000000 PA USD 605019.46000000 0.025198814564 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAB6 650000.00000000 PA USD 548838.81000000 0.022858913330 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Pushpay 9845001D6794B3C1FF33 74646HAE7 3851347.50000000 PA USD 3572124.81000000 0.148777546245 Long LON CORP US N 3 2031-08-18 Floating 7.44961000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002Y202 50000.00000000 NS USD 860000.00000000 0.035818650404 Long EP CORP US N 1 N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444M101 269.00000000 NS USD 20161.55000000 0.000839720361 Long EC CORP US N 1 N N N AMERITEX HOLDCO INTERMEDIATE LLC N/A 030727AB7 4647000.00000000 PA USD 4838744.51000000 0.201531741862 Long DBT CORP US N 2 2033-08-15 Fixed 7.62500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 6625000.00000000 PA USD 5630935.64000000 0.234526180395 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738108 312.00000000 NS USD 17646.72000000 0.000734978714 Long EC CORP US N 1 N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 1950000.00000000 PA 2342698.61000000 0.097572444785 Long DBT CORP SE N 2 2030-05-15 Fixed 5.50000000 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS INC 549300KZDJZQ2YIHRC28 11133T103 99.00000000 NS USD 15218.28000000 0.000633835175 Long EC CORP US N 1 N N N ALLEGION PLC 984500560CAC2E6FB757 000000000 125.00000000 NS USD 16258.75000000 0.000677170328 Long EC CORP IE N 1 N N N MOTEL ONE GMBH/MUENCHEN 529900OZ5000U0NZHM90 000000000 3000000.00000000 PA 3528045.84000000 0.146941675063 Long LON CORP DE N 2 2032-06-30 Floating 5.70400000 N N N N N N WELLTOWER INC 254900F33BIAR82QTA19 95040Q104 89.00000000 NS USD 18274.37000000 0.000761120081 Long EC CORP US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 205.00000000 NS USD 18476.65000000 0.000769544961 Long EC CORP US N 1 N N N VERTIV HOLDINGS COMPANY 549300KTTIRAOGXCRV69 92537N108 65.00000000 NS USD 20521.15000000 0.000854697555 Long EC CORP US N 1 N N N PACIFIC BEACON LLC 549300RDBP3BJOLTTC39 69403WAG2 637012.60000000 PA USD 553265.89000000 0.023043299412 Long DBT CORP US N 2 2051-07-15 Fixed 5.62800000 N N N N N N ENTAIN PLC 213800GNI3K45LQR8L28 000000000 1663043.47830000 PA 1957102.87000000 0.081512538961 Long LON CORP IM N 2 2028-06-30 Floating 5.63500000 N N N N N N HPS PRIVATE CREDIT CLO 2025-3 LLC 254900WC9JHPFFXUKB77 40445YAG9 2500000.00000000 PA USD 2495987.50000000 0.103956864740 Long ABS-CBDO CORP US N 2 2037-07-20 Floating 7.67523000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452EAD3 4050000.00000000 PA USD 4169057.85000000 0.173639564704 Long DBT CORP US N 2 2055-03-28 Fixed 6.70000000 N N N N N N SUNRISE FINCO I BV 213800MNFBDEQRS6HZ22 90320BAA7 4550000.00000000 PA USD 4308033.59000000 0.179427847781 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -5347500.00000000 PA USD -5347500.00000000 -0.22272120120 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 6000000.00000000 USD 5714400.00000000 USD CDS N N N MSCI INC 549300HTIN2PD78UB763 55354G100 34.00000000 NS USD 21466.92000000 0.000894088491 Long EC CORP US N 1 N N N ARSENAL AIC PARENT LLC 254900G9F9HA5EP57J39 04288BAB6 1550000.00000000 PA USD 1624066.75000000 0.067641719944 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413106 44.00000000 NS USD 13559.48000000 0.000564746829 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 1850000.00000000 PA USD 1927541.54000000 0.080281321583 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133KPGG7 1256346.83000000 PA USD 1187075.69000000 0.049441219934 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09290D101 19.00000000 NS USD 19890.72000000 0.000828440402 Long EC CORP US N 1 N N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 911363109 24.00000000 NS USD 23896.08000000 0.000995262018 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -3857962.50000000 PA USD -3857962.50000000 -0.16068256983 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 6390000.00000000 USD 4101741.00000000 USD CDS N N N IVI-RMA 549300W13LLU1H85SH07 45073SAD7 2442227.50000000 PA USD 2447820.20000000 0.101950716276 Long LON CORP US N 2 2031-04-09 Floating 6.94961000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4253443.75000000 PA USD -4253443.75000000 -0.17715420313 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 5515000.00000000 USD 4716428.00000000 USD CDS N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 1500000.00000000 PA USD 1513516.17000000 0.063037333226 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748102 106.00000000 NS USD 16956.82000000 0.000706244659 Long EC CORP US N 1 N N N NEW FLYER HOLDINGS INC N/A 64438WAA5 2200000.00000000 PA USD 2360747.41000000 0.098324169968 Long DBT CORP US N 2 2030-07-01 Fixed 9.25000000 N N N N N N BCM CLO LP INTEREST UNFUNDED N/A 000000000 9843750.00000000 PA USD 0.01000000 0.000000000416 Long DBT CORP US N 3 2038-12-31 Floating 0.00010000 N N N N N N SURGERY CENTER HOLDINGS INC 54930054EVI5HWPPW113 86881WAF9 4636000.00000000 PA USD 4646849.49000000 0.193539392285 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N Cross Financial (fka Cross Insurance) 2549008J3I495E70LU05 22750JAG9 2772070.00000000 PA USD 2702768.25000000 0.112569198920 Long LON CORP US N 2 2031-10-31 Floating 6.37031000 N N N N N N F5 INC 54930015FPK9KT966303 315616102 63.00000000 NS USD 24157.35000000 0.001006143807 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -53100.00000000 -0.00221159341 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7520.00000000 USD 2026-06-18 XXXX -9029.00000000 N N N FIRST AMERICAN FINANCIAL CORP 549300B6VEZK3N0A1P55 31847RAG7 1740000.00000000 PA USD 1674282.46000000 0.069733183852 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N Michael Baker International N/A 59406MAF4 4740337.03640000 PA USD 4740337.04000000 0.197433110739 Long LON CORP US N 2 2028-12-29 Floating 7.66339000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1794000.00000000 PA USD -1794000.00000000 -0.07471937072 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1950000.00000000 USD 1971255.00000000 USD CDS N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -5656562.50000000 PA USD -5656562.50000000 -0.23559352869 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5750000.00000000 USD 6118000.00000000 USD CDS N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X108 4523.00000000 NS USD 1125639.01000000 0.046882407187 Long EC CORP US N 1 N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 820000.00000000 PA USD 852039.86000000 0.035487113809 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N SPEEDSTER BIDCO GMBH 254900LE837QB2YYV824 000000000 1400000.00000000 PA 1615887.66000000 0.067301064170 Long LON CORP DE N 2 2031-12-10 Floating 5.75400000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822V101 210.00000000 NS USD 19215.00000000 0.000800296938 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1832625.00000000 PA USD -1832625.00000000 -0.07632808627 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2025000.00000000 USD 2046870.00000000 USD CDS N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990B101 174.00000000 NS USD 22359.00000000 0.000931243260 Long EC CORP US N 1 N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAA8 1225000.00000000 PA USD 1024347.94000000 0.042663675297 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N SP TOUCHDOWN HOLDINGS LP USD N/A 000000000 7742514.40000000 PA USD 7742514.40000000 0.322472577380 Long DBT CORP US N 3 2029-10-26 Floating 6.15000000 N N N N N N AGL CLO 17 LTD 254900ISUA07JPVCOS18 00120EAE4 1500000.00000000 PA USD 1268862.15000000 0.052847592747 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.32214000 N N N N N N SYMPHONY CLO 48 LTD 25490005310EULQ9PO62 87170HAC7 3000000.00000000 PA USD 1887210.00000000 0.078601529337 Long ABS-CBDO CORP KY N 2 2038-04-20 Variable 15.73590700 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428X106 51.00000000 NS USD 20999.25000000 0.000874610226 Long EC CORP US N 1 N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903107 90.00000000 NS USD 46449.00000000 0.001934581968 Long EC CORP US N 1 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 1050000.00000000 PA USD 1056375.60000000 0.043997614316 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 36.00000000 NS USD 17783.28000000 0.000740666382 Long EC CORP US N 1 N N N WEST PHARMACEUTICAL SERVICES INC 5493007NKRGM1RJQ1P16 955306105 77.00000000 NS USD 24856.37000000 0.001035257706 Long EC CORP US N 1 N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723AV5 129000.00000000 PA USD 129240.84000000 0.005382828448 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N W.R. GRACE HOLDINGS LLC 549300WNOVFRGYOAEB12 92943GAE1 500000.00000000 PA USD 502971.00000000 0.020948537689 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N AHG FUNDING 2024A UNFUNDED N/A 000000000 1000000.00000000 PA USD 1.00000000 0.000000041649 Long DBT CORP US N 3 2026-07-20 None 0.00000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107107 36.00000000 NS USD 18077.76000000 0.000752931355 Long EC CORP US N 1 N N N ELI LILLY & COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 18.00000000 NS USD 19890.00000000 0.000828410414 Long EC CORP US N 1 N N N CUBE HEALTHCARE EUROPE B 969500AYUH6YXBLGCX31 000000000 4400000.00000000 PA 5170207.90000000 0.215337057313 Long LON CORP FR N 2 2029-10-24 Floating 5.19700000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1190312.50000000 PA USD -1190312.50000000 -0.04957603175 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1625000.00000000 USD 1574300.00000000 USD CDS N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513E101 89.00000000 NS USD 15989.74000000 0.000665966171 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 N/A 61780QAL4 900000.00000000 PA USD 708996.33000000 0.029529408933 Long ABS-O CORP US N 2 2071-03-25 Variable 6.69343600 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -913500.00000000 PA USD -913500.00000000 -0.03804690365 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1050000.00000000 USD 1008420.00000000 USD CDS N N N IMC Global 724500MHXKWDKAGMOW56 44967NAB4 1142871.23120000 PA USD 1149305.60000000 0.047868111040 Long LON CORP US N 2 2032-06-21 Floating 6.58432000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AM4 62272530.16000000 PA USD 583063.93000000 0.024284375665 Long ABS-O CORP US N 2 2071-01-25 Variable 0.32240100 N N N N N N BX TRUST 2024-VLT4 N/A 05612TAG0 4989400.00000000 PA USD 4980044.88000000 0.207416844833 Long ABS-O CORP US N 2 2041-06-17 Floating 6.06714160 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AP6 1550000.00000000 PA USD 1631771.80000000 0.067962632144 Long DBT CORP JP N 2 2055-04-30 Fixed 6.50000000 N N N N N N Planview 549300SEALM1D9FKMA32 72751PAJ3 2491983.98900000 PA USD 2180485.99000000 0.090816355102 Long LON CORP US N 3 2027-12-17 Floating 7.19961000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -856800.00000000 PA USD -856800.00000000 -0.03568537170 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1190000.00000000 USD 1139187.00000000 USD CDS N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300503 36000.00000000 NS USD 577800.00000000 0.024065135120 Long EP CORP US N 1 N N N ALMAVIVA DEVELOPPEMENT S 969500KZM7J0TS9IZN73 000000000 4750000.00000000 PA 5578704.48000000 0.232350773814 Long LON CORP FR N 2 2031-04-29 Floating 6.37700000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AK7 875000.00000000 PA USD 931553.93000000 0.038798842502 Long DBT CORP US N 2 2037-02-01 Fixed 5.95000000 N N N N N N PARTS EUROPE SA 969500DL3O9K7T2M4M15 000000000 1000000.00000000 PA 1175233.86000000 0.048948012529 Long LON CORP FR N 2 2031-02-03 Floating 4.98800000 N N N N N N AHG FUNDING 2024A1 N/A 000000000 1981185.56000000 PA USD 1984556.25000000 0.082655961078 Long DBT CORP US N 3 2044-12-31 Fixed 7.27000000 N N N N N N VEEVA SYSTEMS INC 549300YZEXPDB92M2F02 922475108 122.00000000 NS USD 21269.48000000 0.000885865195 Long EC CORP US N 1 N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 1675000.00000000 PA USD 1541061.14000000 0.064184570030 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N VOYA CLO 2022-1 LTD N/A 92919HAC3 3650000.00000000 PA USD 1394993.50000000 0.058100912201 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.01000000 N N N N N N MONSTER BEVERAGE CORP 52990090AP0E7HCB6F33 61174X109 237.00000000 NS USD 20874.96000000 0.000869433598 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -4124851.00000000 PA USD -4124851.00000000 -0.17179836737 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 4150000.00000000 USD 4281140.00000000 USD CDS N N N JACK HENRY & ASSOCIATES INC 529900X1QS8C54W0JB21 426281101 110.00000000 NS USD 14995.20000000 0.000624543984 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 N/A 61780QAM2 70795320.00000000 PA USD 782642.26000000 0.032596731980 Long ABS-O CORP US N 2 2071-03-25 Variable 0.31886600 N N N N N N PELAGOS INSURANCE CAPITAL LTD 549300CDMGCAGJQ7DX03 31575FAC0 5000000.00000000 PA USD 5252359.20000000 0.218758625563 Long DBT CORP BM N 2 2055-06-15 Fixed 7.75000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 100.00000000 NS USD 16743.00000000 0.000697339143 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AL6 750000.00000000 PA USD 651272.18000000 0.027125221550 Long ABS-O CORP US N 2 2071-01-25 Variable 6.81654500 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896100 13717.00000000 NS USD 995442.69000000 0.041459783384 Long EC CORP US N 1 N N N Buyers Edge Platform 254900510SAMOPG9CQ76 05554YAE4 884334.24560000 PA USD 882857.41000000 0.036770652239 Long LON CORP US N 2 2031-04-28 Floating 6.37031000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 400000.00000000 PA USD 402817.60000000 0.016777189292 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1938937.50000000 PA USD -1938937.50000000 -0.08075595868 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2025000.00000000 USD 2111670.00000000 USD CDS N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008R107 200.00000000 NS USD 15252.00000000 0.000635239599 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10 N/A 617955AM1 62478586.74000000 PA USD 597476.48000000 0.024884652514 Long ABS-O CORP US N 2 2070-11-25 Variable 0.32954170 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AK3 500000.00000000 PA USD 508251.00000000 0.021168447542 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1139531.25000000 PA USD -1139531.25000000 -0.04746101333 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1625000.00000000 USD 1513362.50000000 USD CDS N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 120000.00000000 PA USD 122569.77000000 0.005104981095 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N FS RIALTO 2024-FL9 ISSUER LLC N/A 30338WAE9 5100000.00000000 PA USD 5056557.69000000 0.210603572266 Long ABS-CBDO CORP US N 2 2039-10-19 Floating 6.25770000 N N N N N N CONTOURGLOBAL POWER HOLDINGS SA 549300O5AGIFK0PQ1516 000000000 150000.00000000 PA 176435.44000000 0.007348464353 Long DBT CORP LU N 2 2030-02-28 Fixed 5.00000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBM9 2300000.00000000 PA USD 2095136.24000000 0.087261572710 Long DBT CORP US N 2 2031-09-01 Fixed 3.87500000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 902653104 509.00000000 NS USD 18782.10000000 0.000782266829 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 N/A 61780QAJ9 1250000.00000000 PA USD 1221810.75000000 0.050887921063 Long ABS-O CORP US N 2 2071-03-25 Variable 6.69343600 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2072812.50000000 PA USD -2072812.50000000 -0.08633179801 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2250000.00000000 USD 2287575.00000000 USD CDS N N N CONSTELLATION ENERGY CORP 549300F8Y20RYGNGV346 21037T109 61.00000000 NS USD 17552.75000000 0.000731064902 Long EC CORP US N 1 N N N BMC Software 5493006T045HLTF7YX04 05988HAQ0 4494200.18090000 PA USD 4201582.81000000 0.174994216067 Long LON CORP US N 2 2031-07-30 Floating 6.66578000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 39288.00000000 NS USD 1028559.84000000 0.042839099220 Long EC CORP US N 1 N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865100 66.00000000 NS USD 16896.00000000 0.000703711531 Long EC CORP US N 1 N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AG3 4550000.00000000 PA USD 4566436.28000000 0.190190214777 Long DBT CORP US N 2 2034-06-01 Fixed 5.87500000 N N N N N N INVITATION HOMES INC 984500FE452E665C9F85 46187W107 726.00000000 NS USD 21235.50000000 0.000884449942 Long EC CORP US N 1 N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AS1 1700000.00000000 PA USD 1714082.80000000 0.071390851834 Long DBT CORP US N 2 2031-04-15 Fixed 6.62500000 N N N N N N RD MICHIGAN PROPERTY OWNER I LLC N/A 74941YAA0 3430000.00000000 PA USD 3436883.43000000 0.143144797745 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N CERBERUS LOAN FUNDING 50 LLC 635400VJODJ5OZQ2H763 15673UAG2 1200000.00000000 PA USD 1194868.32000000 0.049765779806 Long ABS-CBDO CORP US N 2 2037-07-15 Floating 7.47310000 N N N N N N HOME DEPOT INC (THE) QEKMOTMBBKA8I816DO57 437076102 52.00000000 NS USD 16491.28000000 0.000686855108 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2091175.00000000 PA USD -2091175.00000000 -0.08709658867 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2330000.00000000 USD 2355397.00000000 USD CDS N N N D2 MULTIFAMILY CREDIT 2026-FL1 ISSUER LTD N/A 23347LAG2 6000000.00000000 PA USD 5999926.80000000 0.249894512212 Long ABS-CBDO CORP KY N 2 2043-11-20 Variable 5.86000000 N N N N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAD1 2200000.00000000 PA USD 2303749.80000000 0.095950242681 Long DBT CORP BM N 2 2045-04-01 Fixed 7.50000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817M206 152000.00000000 NS USD 3915520.00000000 0.163079816317 Long EP CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2444625.00000000 PA USD -2444625.00000000 -0.10181763749 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2650000.00000000 USD 2676235.00000000 USD CDS N N N W.R. GRACE HOLDINGS LLC 549300WNOVFRGYOAEB12 92943GAF8 550000.00000000 PA USD 545755.38000000 0.022730489724 Long DBT CORP US N 2 2032-08-15 Fixed 6.62500000 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AJ6 950000.00000000 PA USD 922108.57000000 0.038405447097 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -651900.00000000 PA USD -651900.00000000 -0.02715136999 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 820000.00000000 USD 852062.00000000 USD CDS N N N ILPEA 5493002IJGO6IOH86T22 45236FAF4 1205128.45160000 PA USD 1203622.04000000 0.050130368686 Long LON CORP US N 3 2028-06-22 Floating 8.32000000 N N N N N N TERMINAL INVESTMENT LIMITED HOLDIN N/A 000000000 2400000.00000000 PA USD 2341374.58000000 0.097517299473 Long DBT CORP LU N 3 2040-10-01 Fixed 6.23000000 N N N N N N ARES FINANCE CO IV LLC N/A 039936AA7 4100000.00000000 PA USD 2800795.32000000 0.116651986537 Long DBT CORP US N 2 2052-02-01 Fixed 3.65000000 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506107 176.00000000 NS USD 19884.48000000 0.000828180508 Long EC CORP US N 1 N N N ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC N/A 01330AAA4 1550000.00000000 PA USD 1600297.50000000 0.066651740344 Long DBT CORP US N 2 2030-05-21 Fixed 7.00000000 N N N N N N Venture Global Calcasieu Pass 549300GKHS6RS20NLH85 12867PAB7 1000000.00000000 PA USD 1002500.00000000 0.041753717477 Long LON CORP US N 2 2033-03-28 Floating 6.95397000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 6100000.00000000 PA USD 6490198.70000000 0.270314137549 Long DBT CORP US N 2 2030-05-15 Fixed 8.50000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 N/A 61780QAK6 1400000.00000000 PA USD 1321506.76000000 0.055040219353 Long ABS-O CORP US N 2 2071-03-25 Variable 6.69343600 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AN2 62272530.16000000 PA USD 2677774.84000000 0.111528233554 Long ABS-O CORP US N 2 2071-01-25 Variable 1.90664100 N N N N N N Clarios (Power Solutions) 549300474L1ZLXZY2P98 000000000 1393000.00000000 PA USD 1393696.50000000 0.058046892678 Long LON CORP US N 2 2032-01-28 Floating 6.40200000 N N N N N N MODENA BUYER LLC 254900B0G2IU0VBDOY26 60753DAC8 3705028.62520000 PA USD 3353050.91000000 0.139653207365 Long LON CORP US N 2 2031-07-01 Floating 7.91339000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261F104 4841.00000000 NS USD 1046188.51000000 0.043573326159 Long EC CORP US N 1 N N N API HOLDINGS III CORP 549300FAGEOQASEWDY74 00189CAE6 1814636.74960000 PA USD 1719368.32000000 0.071610991594 Long LON CORP US N 2 2027-05-10 Floating 4.69961000 N N N N N N AI MONET LUXEMBOURG PARE 254900ZBR0EYN4SVLE93 000000000 3875000.00000000 PA 4527909.00000000 0.188585569227 Long LON CORP LU N 2 2031-02-06 Floating 5.19900000 N N N N N N PAR PETROLEUM LLC 984500CCF05C2FB39F45 70178JAB3 6025000.00000000 PA USD 6166668.11000000 0.256839219992 Long DBT CORP US N 2 2034-06-01 Fixed 7.37500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAU3 1100000.00000000 PA USD 1129228.10000000 0.047031891326 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768106 158.00000000 NS USD 20412.02000000 0.000850152335 Long EC CORP US N 1 N N N Congruex Group LLC 254900DY0KADNJ4ZCJ32 20729MAJ8 1281156.38040000 PA USD 747336.95000000 0.031126280170 Long LON CORP US N 2 2029-05-03 Floating 9.59961000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452E408 82000.00000000 NS USD 1343160.00000000 0.055942067997 Long EP CORP US N 1 N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC 549300JQIWNFU00E5424 48020RAG0 3920000.00000000 PA 2760123.61000000 0.114958026349 Long DBT CORP CA N 2 2033-10-01 Fixed 7.25000000 N N N N N N IDEX CORP 549300U5Y5EL6PHYLF13 45167R104 94.00000000 NS USD 19818.02000000 0.000825412476 Long EC CORP US N 1 N N N AFLAC INC 549300N0B7DOGLXWPP39 001055102 9166.00000000 NS USD 1030441.72000000 0.042917478757 Long EC CORP US N 1 N N N OCTAGON 74 LTD N/A 675960AC2 2000000.00000000 PA USD 1021600.00000000 0.042549224713 Long ABS-CBDO CORP KY N 2 2038-04-22 Variable 18.29927540 N N N N N N W.R. GRACE HOLDINGS LLC 549300WNOVFRGYOAEB12 92943GAH4 1950000.00000000 PA USD 1934341.50000000 0.080564537153 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N API HOLDINGS III CORP 549300FAGEOQASEWDY74 00189CAD8 136656.80570000 PA USD 138023.37000000 0.005748617253 Long LON CORP US N 2 2027-03-25 Floating 4.69961000 N N N N N N IVC ACQUISITION LTD 5493000Y4FS5LU4IPV32 000000000 2000000.00000000 PA 2336682.05000000 0.097321857506 Long LON CORP GB N 2 2028-12-06 Floating 6.12100000 N N N N N N CFC Group N/A 12531JAB7 3890750.00000000 PA USD 3709168.70000000 0.154485368555 Long LON CORP US N 2 2032-07-01 Floating 7.18223000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -56750.00000000 -0.00236361443 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written Russell Investment RUSSELL INVESTMENT 2000 100.00000000 2920.00000000 USD 2026-06-18 XXXX 11028.37000000 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161N101 22347.00000000 NS USD 1019917.08000000 0.042479131779 Long EC CORP US N 1 N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAL8 2600000.00000000 PA USD 2643500.60000000 0.110100725390 Long DBT CORP US N 2 2033-07-01 Fixed 7.12500000 N N N N N N PARAMOUNT SKYDANCE CORP 529900B6VAJG54Y9QF02 69932A204 1823.00000000 NS USD 19342.03000000 0.000805587686 Long EC CORP US N 1 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAK4 400000.00000000 PA USD 407976.62000000 0.016992060377 Long DBT CORP US N 2 2048-03-27 Fixed 7.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1486062.50000000 PA USD -1486062.50000000 -0.06189389903 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 1550000.00000000 USD 1582240.00000000 USD CDS N N N RESMED INC 529900T3QE5253CCXF22 761152107 76.00000000 NS USD 14483.32000000 0.000603224390 Long EC CORP US N 1 N N N CHG Healthcare 54930016Y1HPAVB9PZ54 12541HAY9 650000.00000000 PA USD 650598.00000000 0.027097142227 Long LON CORP US N 2 2031-09-01 Floating 6.65655915 N N N N N N KANE BIDCO LTD 213800IT8MD1MLYZWC24 000000000 2750000.00000000 PA 3725397.11000000 0.155161275234 Long DBT CORP JE N 2 2031-07-15 Fixed 7.75000000 N N N N N N CONTOURGLOBAL POWER HOLDINGS SA 549300O5AGIFK0PQ1516 000000000 2800000.00000000 PA 3293461.52000000 0.137171333495 Long DBT CORP LU N 2 2030-02-28 Fixed 5.00000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346105 107.00000000 NS USD 26750.00000000 0.001114126625 Long EC CORP US N 1 N N N athenahealth 254900AA3KZN4Q7A5Z33 04686RAF0 5000000.00000000 PA USD 4970300.00000000 0.207010974542 Long LON CORP US N 2 2032-02-01 Floating 3.75000000 N N N N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 155.00000000 NS USD 17107.35000000 0.000712514173 Long EC CORP US N 1 N N N Primo Brands (BlueTriton Brands/Nestl Waters NA) 254900J0WS4AXV2LAX55 89678QAF3 1550000.00000000 PA USD 1558897.00000000 0.064927426348 Long LON CORP US N 2 2031-03-15 Floating 6.44961000 N N N N N N CEAMER FINANCE LLC 3.69 03/24/2031 N/A 000000000 1377528.08000000 PA USD 1336066.91000000 0.055646643682 Long DBT CORP US N 3 2031-03-24 Fixed 3.69000000 N N N N N N BOOTS GROUP BIDCO LTD 254900Q2CMXV6QWMW891 000000000 1500000.00000000 PA 2030939.41000000 0.084587800837 Long LON CORP GB N 2 2032-08-31 Floating 8.23090000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02090DAA6 990855.00000000 PA USD 1007336.88000000 0.041955171563 Long DBT CORP LU N 2 2029-11-01 Fixed 9.50000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 83600GAA2 2700000.00000000 PA USD 2568081.24000000 0.106959539705 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N MACH 1 CAYMAN LTD N/A 55446MAA5 940381.27000000 PA USD 933018.08000000 0.038859823754 Long ABS-O CORP KY N 2 2039-10-15 Fixed 3.47400000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 13914.00000000 NS USD 994016.16000000 0.041400368990 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -596750.00000000 PA USD -596750.00000000 -0.02485439491 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 700000.00000000 USD 655690.00000000 USD CDS N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 N/A 61780QAN0 70795320.00000000 PA USD 2305619.50000000 0.096028114926 Long ABS-O CORP US N 2 2071-03-25 Variable 1.44095900 N N N N N N BOOTS GROUP FINCO LP / BOOTS GROUP LUXCO SARL 254900YVLYOVF1PF1N93 000000000 500000.00000000 PA 692374.93000000 0.028837134379 Long DBT CORP US N 2 2032-08-31 Fixed 7.37500000 N N N N N N GRIFOLS INTERNATIONAL SE N/A 000000000 1000000.00000000 PA 1173157.84000000 0.048861547140 Long LON CORP IE N 2 2033-04-14 Floating 5.19800000 N N N N N N W. R. BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423102 15573.00000000 NS USD 989508.42000000 0.041212623451 Long EC CORP US N 1 N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730109 123.00000000 NS USD 17639.43000000 0.000734675088 Long EC CORP US N 1 N N N BIB MERCHANT VOUCHER RECEIVABLES LTD N/A 08866TAB8 370635.25000000 PA USD 368028.01000000 0.015328217010 Long DBT CORP KY N 3 2028-04-07 Fixed 4.18000000 N N N N N N LaserAway 254900KPMJ49M2JTOZ92 51807KAC7 7383816.58300000 PA USD 7328437.96000000 0.305226461978 Long LON CORP US N 2 2027-10-14 Floating 9.68684000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 2500000.00000000 PA USD 2523182.88000000 0.105089541262 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N HPC NAV I 2025 UNFUNDED N/A 000000000 20853706.97000000 PA USD 2.09000000 0.000000087047 Long DBT CORP US N 3 2033-12-31 Floating 0.00010000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -3318787.50000000 PA USD -3318787.50000000 -0.13822615026 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3766000.00000000 USD 3769012.80000000 USD CDS N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -2303712.50000000 PA USD -2303712.50000000 -0.09594868915 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2049-12-31 3145000.00000000 USD 3125186.50000000 USD CDS N N N PROLOGIS INC 529900DFH19P073LZ636 74340W103 137.00000000 NS USD 19655.39000000 0.000818639003 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -588937.50000000 PA USD -588937.50000000 -0.02452900746 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 675000.00000000 USD 642870.00000000 USD CDS N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 25.00000000 NS USD 14092.00000000 0.000586926071 Long EC CORP US N 1 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807306 84.00000000 NS USD 26727.12000000 0.001113173683 Long EC CORP US N 1 N N N EDWARDS LIFESCIENCES CORP YA13X31F3V31L8TMPR58 28176E108 216.00000000 NS USD 18677.52000000 0.000777911115 Long EC CORP US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 790.00000000 NS USD 19362.90000000 0.000806456913 Long EC CORP US N 1 N N N BOLUDA TOWAGE SL N/A 000000000 3950000.00000000 PA 4619369.66000000 0.192394868536 Long LON CORP ES N 2 2030-01-31 Floating 5.40300000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313103 72.00000000 NS USD 26248.32000000 0.001093231857 Long EC CORP US N 1 N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BJ7 2900000.00000000 PA 2103735.94000000 0.087619746719 Long DBT CORP CA N 2 2029-08-15 Fixed 4.62500000 N N N N N N KEYSIGHT TECHNOLOGIES INC 549300GLKVIO8YRCYN02 49338L103 65.00000000 NS USD 21991.45000000 0.000915934952 Long EC CORP US N 1 N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 000000000 42.00000000 NS USD 18954.60000000 0.000789451384 Long EC CORP IE N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2322000.00000000 PA USD -2322000.00000000 -0.09671035609 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2700000.00000000 USD 2567970.00000000 USD CDS N N N TJX COMPANIES INC (THE) V167QI9I69W364E2DY52 872540109 116.00000000 NS USD 17951.00000000 0.000747651852 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797TN7 3700000.00000000 PA USD 3683280.63000000 0.153407140963 Long DBT UST US N 2 2026-07-16 None 0.00000000 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369105 41.00000000 NS USD 18583.25000000 0.000773984808 Long EC CORP US N 1 N N N EXIDE TECHNOLOGIES N/A 000000000 791606.00000000 PA USD 0.79000000 0.000000032903 Long DBT CORP US N 3 2049-12-31 Fixed 11.00000000 Y N N N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 44148HAE3 11000000.00000000 PA USD 11162593.20000000 0.464917469117 Long ABS-O CORP US N 2 2053-05-20 Fixed 8.83600000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 86.00000000 NS USD 19928.78000000 0.000830025585 Long EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024U109 26.00000000 NS USD 22228.96000000 0.000925827147 Long EC CORP US N 1 N N N AMERICO LIFE INC 549300B5C1FRFHBYW144 03060NAD2 3511000.00000000 PA USD 3128949.31000000 0.130319466824 Long DBT CORP US N 2 2031-04-15 Fixed 3.45000000 N N N N N N GALAXY BIDCO LTD 984500645A980C6A3639 000000000 1800000.00000000 PA 2494135.22000000 0.103879718031 Long DBT CORP JE N 2 2029-12-19 Fixed 8.12500000 N N N N N N SAFIC - ALCAN SAS 969500O0FCNLBB65QM29 000000000 2100000.00000000 PA 2466986.92000000 0.102749002372 Long LON CORP FR N 2 2029-06-29 Floating 5.37700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1612875.00000000 PA USD -1612875.00000000 -0.06717558810 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1700000.00000000 USD 1734170.00000000 USD CDS N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6DR1 8170802.83000000 PA USD 8211654.07000000 0.342012053927 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 383.00000000 NS USD 43922.44000000 0.001829351771 Long EC CORP US N 1 N N N SIERRA PACIFIC POWER COMPANY QB888G5GSVGE1LD1WV84 826418BR5 5425000.00000000 PA USD 5366627.00000000 0.223517832983 Long DBT CORP US N 2 2055-12-15 Fixed 6.20000000 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 474.00000000 NS USD 15864.78000000 0.000660761637 Long EC CORP US N 1 N N N AASET 2021-2 TRUST N/A 00258BAB0 1419615.06000000 PA USD 1353549.72000000 0.056374795611 Long ABS-O CORP US N 2 2047-01-15 Fixed 3.53800000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NEW1 N/A 617954AJ1 1850000.00000000 PA USD 1790334.73000000 0.074566713722 Long ABS-O CORP US N 2 2071-04-25 Variable 6.40777500 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAD0 2305642.00000000 PA USD 2243800.99000000 0.093453399114 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370860 89944.00000000 NS USD 1568623.36000000 0.065332525288 Long EC CORP US N 1 N N N POWERGRID SERVICES 1L TL CL N/A 000000000 3081221.43700000 PA USD 3066824.09000000 0.127731976665 Long LON CORP US N 3 2032-07-01 Floating 8.44961000 N N N N N N POWERGRID SERVICES 1L REV CL UNFUN N/A 000000000 135199.99680000 PA USD 127679.13700000 0.005317784153 Long LON CORP US N 3 2030-03-31 Floating 8.42387000 N N N N N N ProAmpac 549300ZI6LTXYFEY1578 74274NAM5 5780330.56790000 PA USD 5653914.74000000 0.235483250569 Long LON CORP US N 2 2033-02-07 Floating 7.66408852 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CX1 2100000.00000000 PA USD 1814883.00000000 0.075589139188 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1650718.75000000 PA USD -1650718.75000000 -0.06875176491 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2525000.00000000 USD 1743765.00000000 USD CDS N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410G104 97.00000000 NS USD 19706.52000000 0.000820768547 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -968625.00000000 PA USD -968625.00000000 -0.04034283749 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1050000.00000000 USD 1056405.00000000 USD CDS N N N CERVED GROUP SPA 8156005E0EF91772E207 000000000 2300000.00000000 PA 1968305.66000000 0.081979130610 Long DBT CORP IT N 2 2029-02-15 Floating 7.40000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128AAJ2 2400000.00000000 PA USD 2459654.40000000 0.102443605895 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N PRECISE BIDCO BV 254900JUNTY42P1KL224 000000000 4417500.00000000 PA 5096847.89000000 0.212281642718 Long LON CORP NL N 2 2030-11-22 Floating 5.15000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2321163.00000000 PA USD -2321163.00000000 -0.09667549538 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2700000.00000000 USD 2375730.00000000 USD CDS N N N NODE ACQUICO GMBH N/A 000000000 2400000.00000000 PA 2801919.12000000 0.116698792350 Long LON CORP DE N 2 2032-12-09 Floating 5.67000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 549300MHTIBONNXM3R82 14855MAA6 286709.14000000 PA USD 282066.26000000 0.011747945067 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.96700000 N N N N N N SIERRA PACIFIC POWER COMPANY QB888G5GSVGE1LD1WV84 826418BS3 3350000.00000000 PA USD 3345438.64000000 0.139336159414 Long DBT CORP US N 2 2056-09-15 Fixed 6.37500000 N N N N N N GOLUB CAPITAL PARTNERS CLO 83(M) 254900VLZT72CPBHZ909 38182EAJ8 3450000.00000000 PA USD 3436046.48000000 0.143109939117 Long ABS-CBDO CORP US N 2 2038-11-09 Floating 6.69771000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -4999050.00000000 PA USD -4999050.00000000 -0.20820840035 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 5250000.00000000 USD 5240025.00000000 USD CDS N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAE8 6230950.00000000 PA USD 6083535.69000000 0.253376788493 Long DBT CORP FR N 2 2032-07-15 Fixed 6.87500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 21807.00000000 NS USD 1042592.67000000 0.043423560885 Long EC CORP US N 1 N N N CH ROBINSON WORLDWIDE INC 529900WNWN5L0OVDHA79 12541W209 104.00000000 NS USD 18579.60000000 0.000773832787 Long EC CORP US N 1 N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 20.00000000 NS USD 16892.60000000 0.000703569923 Long EC CORP US N 1 N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903100 98.00000000 NS USD 14318.78000000 0.000596371366 Long EC CORP US N 1 N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 10310.00000000 NS USD 958623.80000000 0.039926291583 Long EC CORP US N 1 N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494103 15822.00000000 NS USD 965458.44000000 0.040210951561 Long EC CORP US N 1 N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260Q107 91.00000000 NS USD 17201.73000000 0.000716445061 Long EC CORP US N 1 N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 1700000.00000000 PA USD 1678153.23000000 0.069894399849 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAJ3 2980000.00000000 PA USD 3009385.54000000 0.125339684407 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -945093.75000000 PA USD -945093.75000000 -0.03936277050 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 1275000.00000000 USD 1144567.50000000 USD CDS N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 198.00000000 NS USD 17647.74000000 0.000735021197 Long EC CORP US N 1 N N N Keenova N/A 000000000 17657.00000000 NS USD 1631506.80000000 0.067951595002 Long EC CORP US N 2 N N N Women's Care N/A 97815UAH7 6500812.50000000 PA USD 6257032.03000000 0.260602840527 Long LON CORP US N 2 2028-01-18 Floating 8.26339000 N N N N N N ADT SECURITY CORP (THE) 5493009JEEDYLVRA0J13 00109LAA1 1050000.00000000 PA USD 1008421.68000000 0.042000353042 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N CERVANTES BIDCO SLU 2549009PF73QPWLZWG67 000000000 5200000.00000000 PA 6098358.77000000 0.253994163750 Long LON CORP ES N 2 2031-12-16 Floating 5.52400000 N N N N N N ISHARES TRUST 5493000860OXIC4B5K91 464287200 73438.00000000 NS USD 55816551.90000000 2.324736696863 Long EC RF US N 1 N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 000000000 13630.00000000 NS USD 908439.50000000 0.037836135888 Long EC CORP NL N 1 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040W108 14874.00000000 NS USD 1015447.98000000 0.042292995581 Long EC CORP US N 1 N N N SVC ABS LLC N/A 78488JAC9 2149104.17000000 PA USD 2088215.75000000 0.086973337114 Long ABS-O CORP US N 2 2056-03-20 Fixed 5.79500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1696365.00000000 PA USD -1696365.00000000 -0.07065291266 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1788000.00000000 USD 1867029.60000000 USD CDS N N N GRIFOLS INTERNATIONAL SE N/A 000000000 1000000.00000000 PA USD 1004600.00000000 0.041841181623 Long LON CORP US N 2 2033-04-14 Floating 6.18686000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAD7 1663000.00000000 PA USD 1549754.69000000 0.064546652853 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142103 149.00000000 NS USD 17246.75000000 0.000718320126 Long EC CORP US N 1 N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621E301 80000.00000000 NS USD 1403200.00000000 0.058442709590 Long EP CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NEW1 N/A 617954AM4 89003937.79000000 PA USD 1166183.00000000 0.048571047889 Long ABS-O CORP US N 2 2071-04-25 Variable 0.34405400 N N N N N N TERADYNE INC C3X4YJ278QNZHRJULN75 880770102 61.00000000 NS USD 22832.91000000 0.000950981419 Long EC CORP US N 1 N N N ROCKET MORTGAGE LLC 549300FGXN1K3HLB1R50 74841CAB7 825000.00000000 PA USD 766613.10000000 0.031929123982 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N UNIT4 GROUP HOLDING BV 259400UFTFGBNQWX0O86 000000000 4350000.00000000 PA 5056510.56000000 0.210601609321 Long LON CORP NL N 2 2028-06-30 Floating 5.62700000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 2500000.00000000 PA 2879805.16000000 0.119942714255 Long DBT CORP IT N 2 2031-07-31 Floating 5.70400000 N N N N N N DRYDEN 37 SENIOR LOAN FUND 254900I0IPNA482LDS44 000000000 2998799.00000000 PA USD 5506.39000000 0.000229338905 Long ABS-CBDO CORP KY N 2 2031-01-15 Variable 0.01000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -733687.50000000 PA USD -733687.50000000 -0.03055778612 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 975000.00000000 USD 970515.00000000 USD CDS N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -1.00000000 NC USD -80650.00000000 -0.00335903971 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written NASDAQ 100 NASDAQ 100 INDEX 100.00000000 29975.00000000 USD 2026-06-18 XXXX -16283.35000000 N N N EBAY INC OML71K8X303XQONU6T67 278642103 200.00000000 NS USD 21854.00000000 0.000910210216 Long EC CORP US N 1 N N N ICEBOX HOLDCO III INC 254900DLB65AKI8CQ466 45114NAB3 975116.27500000 PA USD 978675.45000000 0.040761434654 Long LON CORP US N 2 2031-12-22 Floating 6.94961000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1913000.00000000 PA USD 488540.05000000 0.020347494487 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N OKLAHOMA DEVELOPMENT FINANCE AUTHORITY (THE) (OK) 549300PXGPHUWC32DJ91 67884XCP0 400000.00000000 PA USD 396508.76000000 0.016514428670 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -8214375.00000000 PA USD -8214375.00000000 -0.34212537955 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2049-12-31 9750000.00000000 USD 9692475.00000000 USD CDS N N N Ardonagh Finco BV N/A 000000000 1620000.00000000 PA 1893865.00000000 0.078878707382 Long LON CORP NL N 2 2031-02-15 Floating 5.76600000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1655375.00000000 PA USD -1655375.00000000 -0.06894569582 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1900000.00000000 USD 1827230.00000000 USD CDS N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAE5 525000.00000000 PA USD 481483.96000000 0.020053611207 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N PENTAIR PLC 549300EVR9D56WPSRP15 000000000 201.00000000 NS USD 14238.84000000 0.000593041897 Long EC CORP IE N 1 N N N EMERSON ELECTRIC COMPANY FGLT0EWZSUIRRITFOA30 291011104 132.00000000 NS USD 18984.24000000 0.000790685878 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NEW1 N/A 617954AN2 89003937.79000000 PA USD 1870551.26000000 0.077907699588 Long ABS-O CORP US N 2 2071-04-25 Variable 0.99208800 N N N N N N CERBERUS LOAN FUNDING XLIII LLC 6354005VK9L5QCJ8WJ98 156945AG2 2450000.00000000 PA USD 2441727.82000000 0.101696971125 Long ABS-CBDO CORP US N 2 2036-07-15 Floating 8.02310000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -868437.50000000 PA USD -868437.50000000 -0.03617006884 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-07-13 875000.00000000 USD 931525.00000000 USD CDS N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -887110.00000000 PA USD -887110.00000000 -0.03694777088 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 892000.00000000 USD 931604.80000000 USD CDS N N N GINKGO BIOWORKS HOLDINGS INC N/A 37611X118 26852.00000000 NC USD 34.91000000 0.000001453987 N/A DE CORP US Y 1 GINKGO BIOWORKS HOLDINGS INC N/A Call Purchased GINKGO BIOWORKS HOLDINGS INC GINKGO BIOWORKS HOLDINGS INC CL A NEW 1.00000000 460.00000000 USD 2026-09-16 XXXX -62142.88000000 N N N UBS AG ZURICH PUT .64 CHF TECAN CH N/A 715ESC026 115860.00000000 NS USD 11.59000000 0.000000482718 Long EC CORP US N 3 N N N LOANCORE 2025-CRE8 ISSUER LLC N/A 53947FAG6 4000000.00000000 PA USD 3990746.80000000 0.166212981956 Long ABS-CBDO CORP US N 2 2042-08-18 Floating 5.76854000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -3017272.50000000 PA USD -3017272.50000000 -0.12566817308 Short RA CORP US N 2 Reverse repurchase N 3.65000000 2049-12-31 4175000.00000000 USD 3952890.00000000 USD CDS N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 54.00000000 NS USD 24125.58000000 0.001004820599 Long EC CORP US N 1 N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09257WAG5 3680000.00000000 PA USD 3618896.91000000 0.150725585197 Long DBT CORP US N 2 2031-06-01 Fixed 6.25000000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2 N/A 00258BAA2 1330493.55000000 PA USD 1265559.21000000 0.052710026638 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.79800000 N N N N N N Voya CLO Ltd N/A 44986TAB8 3000000.00000000 PA USD 62850.00000000 0.002617676951 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 0.01000000 N N N N N N WALT DISNEY COMPANY (THE) 549300GZKULIZ0WOW665 254687106 181.00000000 NS USD 18431.23000000 0.000767653237 Long EC CORP US N 1 N N N INTUITIVE SURGICAL INC 54930052SRG011710797 46120E602 37.00000000 NS USD 15711.68000000 0.000654385085 Long EC CORP US N 1 N N N APTIV PLC 254900HTTDFIJZ32GX53 000000000 301.00000000 NS USD 20449.94000000 0.000851731687 Long EC CORP JE N 1 N N N CASEY'S GENERAL STORES INC 549300CAFWSI86V66Q65 147528103 25.00000000 NS USD 19178.50000000 0.000798776728 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NEW1 N/A 617954AK8 1500000.00000000 PA USD 1404139.65000000 0.058481845631 Long ABS-O CORP US N 2 2071-04-25 Variable 6.40777500 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -910250.00000000 PA USD -910250.00000000 -0.03791154247 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1100000.00000000 USD 1001330.00000000 USD CDS N N N PERSHING SQUARE TONTINE HOLDINGS LTD 549300ZDVEYEVCF35B08 715ESC018 1042740.00000000 NS USD 104.27000000 0.000004342803 Long EC CORP US N 3 N N N LOEWS CORP R8V1FN4M5ITGZOG7BS19 540424108 169.00000000 NS USD 17499.95000000 0.000728865803 Long EC CORP US N 1 N N N ISHARES TRUST 5493000860OXIC4B5K91 464287655 5220.00000000 NS USD 1516044.60000000 0.063142641308 Long EC RF US N 1 N N N PROCTER & GAMBLE COMPANY (THE) 2572IBTT8CCZW6AU4141 742718109 7171.00000000 NS USD 1029468.76000000 0.042876955368 Long EC CORP US N 1 N N N VENTAS INC ORQTRC074CWLT3DKHT41 92276F100 214.00000000 NS USD 18065.88000000 0.000752436558 Long EC CORP US N 1 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585A102 81.00000000 NS USD 20150.37000000 0.000839254719 Long EC CORP US N 1 N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939U106 8878.00000000 NS USD 985901.90000000 0.041062413359 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NEW1 N/A 617954AL6 1030000.00000000 PA USD 617709.95000000 0.025727368314 Long ABS-O CORP US N 2 2071-04-25 Variable 6.40777500 N N N N N N KERRIDGE COMMERCIAL SYSTEMS GROUP LIMITED. N/A 000000000 2500000.00000000 PA 3366250.00000000 0.140202944098 Long LON CORP LU N 3 2032-11-21 Floating 0.01000000 N N N N N N EXIDE TECHNOLOGIES N/A 000000000 1562081.00000000 PA USD 1.56000000 0.000000064973 Long DBT CORP US N 3 2049-12-31 Fixed 11.00000000 Y N N N N N CORTEVA INC 549300WZN9I2QKLS0O94 22052L104 233.00000000 NS USD 18239.24000000 0.000759656931 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 580135101 56.00000000 NS USD 15635.20000000 0.000651199724 Long EC CORP US N 1 N N N SOLRR AIRCRAFT 2021-1 LTD N/A 83438LAB7 1600038.02000000 PA USD 1525890.02000000 0.063552699049 Long ABS-O CORP KY N 2 2046-10-15 Fixed 3.43200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4089375.00000000 PA USD -4089375.00000000 -0.17032080639 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 4500000.00000000 USD 4522950.00000000 USD CDS N N N ROLLINS INC 549300F2A0BXT4SGWD84 775711104 326.00000000 NS USD 15517.60000000 0.000646301732 Long EC CORP US N 1 N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 825000.00000000 PA USD 822920.84000000 0.034274318463 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N BLACKSTONE INC 5299004LW4QWGZUB8Y96 09260D107 169.00000000 NS USD 19767.93000000 0.000823326248 Long EC CORP US N 1 N N N NEUBERGER BERMAN LOAN ADVISERS CLO 57 LTD 2549000I5N6JRKAGRP48 64135YAC3 5230000.00000000 PA USD 2852442.00000000 0.118803049764 Long ABS-CBDO CORP KY N 2 2038-10-25 Variable 0.01000000 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 407.00000000 NS USD 16088.71000000 0.000670088231 Long EC CORP US N 1 N N N CUSHMAN & WAKEFIELD U.S. BORROWER LLC 549300870CMN3WI5IF97 23166MAA1 4062000.00000000 PA USD 4065225.22000000 0.169314977873 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N VERSUNI GROUP BV 549300NZZFLYK83VVT71 000000000 1750000.00000000 PA 2025971.56000000 0.084380891904 Long DBT CORP NL N 2 2028-06-15 Fixed 3.12500000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -3417225.00000000 PA USD -3417225.00000000 -0.14232603212 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 4245000.00000000 USD 3481324.50000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1128624.00000000 PA USD -1128624.00000000 -0.04700673080 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1200000.00000000 USD 1239000.00000000 USD CDS N N N RR Ltd 254900LIH4RE7KQVNK74 74988JAC3 4350000.00000000 PA USD 2834590.50000000 0.118059542046 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 0.01000000 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAC2 5200000.00000000 PA USD 5389784.40000000 0.224482329279 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -365771.00000000 NC USD -32070.17000000 -0.00133570954 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written ISHARES TRUST ISHARES TRUST IBOXX HI YD ETF 1.00000000 80.30000000 USD 2026-06-05 XXXX 8768.16000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -14126875.00000000 NC USD -773.40000000 -0.00003221179 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -14126875.00000000 USD 2.64000000 USD 2026-08-13 XXXX 45138.94000000 N N N WYNN RESORTS LTD 254900CEKKWIHTEAB172 983134107 182.00000000 NS USD 18422.04000000 0.000767270477 Long EC CORP US N 1 N N N SHAW DEVELOPMENT 1L TL N/A 000000000 4281395.06390000 PA USD 4059459.75000000 0.169074848392 Long LON CORP US N 3 2029-10-30 Floating 9.66339000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450Y103 399.00000000 NS USD 17855.25000000 0.000743663904 Long EC CORP US N 1 N N N OSTTRA 984500FF08A0VDFA6976 68631KAB5 4900000.00000000 PA USD 4902646.00000000 0.204193212944 Long LON CORP US N 2 2032-10-12 Floating 7.16870000 N N N N N N BULLDOG PURCHASER INC 254900JB2GC3Q5OISZ63 12021GAH7 2493750.00000000 PA USD 2499984.38000000 0.104123333167 Long LON CORP US N 2 2033-01-31 Floating 6.91339000 N N N N N N PHM GROUP HOLDING 7437002P82P6OBDFWT48 000000000 4600000.00000000 PA 5351567.55000000 0.222890613012 Long LON CORP FI N 2 2032-04-22 Floating 5.57500000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -4093050.00000000 PA USD -4093050.00000000 -0.17047386864 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 4198000.00000000 USD 4206815.80000000 USD CDS N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680103 11508.00000000 NS USD 965981.52000000 0.040232737630 Long EC CORP US N 1 N N N FIRSTKEY HOMES 2022-SFR3 TRUST N/A 33768EAE2 3200000.00000000 PA USD 3197369.60000000 0.133169144089 Long ABS-O CORP US N 2 2038-07-19 Fixed 4.50000000 N N N N N N Traverse Midstream 549300DHTM8B2X5QMJ22 89435TAH7 2300000.00000000 PA USD 2302875.00000000 0.095913807617 Long LON CORP US N 2 2033-04-11 Floating 2.25000000 N N N N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 2469578.92000000 0.102856958118 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -330383000.00000000 EUR 388087694.78000000 USD 2026-06-16 2469578.92000000 N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 75886F107 24.00000000 NS USD 14754.72000000 0.000614528090 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 123.00000000 NS USD 16491.84000000 0.000686878431 Long EC CORP US N 1 N N N OLD DOMINION FREIGHT LINE INC 5299009TWK32WE417T96 679580100 97.00000000 NS USD 21839.55000000 0.000909608379 Long EC CORP US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 244.00000000 NS USD 20310.56000000 0.000845926567 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1175625.00000000 PA USD -1175625.00000000 -0.04896430335 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1100000.00000000 USD 1211100.00000000 USD CDS N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 4200000.00000000 PA USD 3974792.64000000 0.165548497678 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATION TRUST CERTIFICATES SERIES 2015-R1 549300ZG8WH0M4JSUM77 35563CAB4 38037682.53000000 PA USD 2080269.45000000 0.086642376950 Long ABS-O USGSE US N 2 2055-11-25 Fixed 0.70000000 N N N N N N JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP N/A 47232MAF9 7500000.00000000 PA USD 7249131.75000000 0.301923390570 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N COGNITA (LERNEN) 1L TLB3 CL USD N/A 000000000 2769139.69750000 PA USD 2710295.48000000 0.112882704990 Long LON CORP US N 2 2031-10-27 Floating 7.01000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPQL4 1226455.06000000 PA USD 1161082.21000000 0.048358602059 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 31836000.00000000 NC USD 36720.29000000 0.001529385151 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 31836000.00000000 USD 3.42500000 USD 2026-09-28 XXXX -101766.31000000 N N N GMAC COMMERCIAL MILITARY HOUSING TRUST XXVII N/A 38012MAA5 932927.54000000 PA USD 780107.90000000 0.032491176916 Long DBT CORP US N 3 2051-03-10 Fixed 5.45600000 N N N N N N 1261229 B.C. LTD N/A 000000000 148875.00000000 PA USD 143601.85000000 0.005980958677 Long LON CORP US N 2 2030-10-08 Floating 9.87031000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 476000.00000000 PA USD 455940.11000000 0.018989720239 Long DBT CORP US N 2 2031-05-15 Fixed 4.37500000 N N N N N N KROGER COMPANY (THE) 6CPEOKI6OYJ13Q6O7870 501044101 15360.00000000 NS USD 954624.00000000 0.039759701539 Long EC CORP US N 1 N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAA6 3500000.00000000 PA USD 3417355.55000000 0.142331469481 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 3925000.00000000 PA USD 3683100.29000000 0.153399629875 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1379000.00000000 PA USD -1379000.00000000 -0.05743478942 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1400000.00000000 USD 1420860.00000000 USD CDS N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 1200000.00000000 PA USD 1209673.20000000 0.050382397040 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N UNITED WHOLESALE MORTGAGE LLC 549300HW662MN1WU8550 913229AC4 1400000.00000000 PA USD 1394512.28000000 0.058080869584 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N HUNT COMPANIES INC 549300ODPWDNCH5TKM49 445587AE8 7325000.00000000 PA USD 7201131.32000000 0.299924192173 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 991.00000000 NC USD 117681.25000000 0.004901376224 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-06-16 0.00000000 USD 2500.00000000 97.50000000 USD 2027-03-12 XXXX -440006.06000000 N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 26.00000000 NS USD 22772.62000000 0.000948470365 Long EC CORP US N 1 N N N LVNV 6.84 6/12/29 N/A 000000000 3850000.00000000 PA USD 3898072.68000000 0.162353142531 Long DBT CORP US N 3 2029-06-12 Fixed 6.84000000 N N N N N N CALDERYS FINANCING LLC 254900ZIKDM74XNEFV84 128786AA8 4437000.00000000 PA USD 4594628.86000000 0.191364424274 Long DBT CORP US N 2 2028-06-01 Fixed 11.25000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654105 58.00000000 NS USD 24003.30000000 0.000999727687 Long EC CORP US N 1 N N N Arcwood Environmental, Inc. 549300E3IIHNPMXFHC03 03970GAC8 1267000.00000000 PA USD 1271751.25000000 0.052967922587 Long LON CORP US N 3 2033-03-14 Floating 6.69175000 N N N N N N Inspired Finco Holdings Ltd. 21380079CKTODVMD9183 000000000 3654024.63000000 PA 4291179.81000000 0.178725894695 Long LON CORP GB N 2 2031-02-28 Floating 4.90300000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 1788000.00000000 PA USD 1866967.02000000 0.077758417449 Long DBT CORP US N 2 2031-10-01 Fixed 7.37500000 N N N N N N DOW INC 5493003S21INSLK2IP73 260557103 534.00000000 NS USD 18022.50000000 0.000750629798 Long EC CORP US N 1 N N N DECHRA PHARMACEUTICALS H 254900O65L5G9CGTAS28 000000000 1500000.00000000 PA 1758564.63000000 0.073243501972 Long LON CORP GB N 2 2032-01-27 Floating 5.15700000 N N N N N N FLORIDA FOOD 1L FLFO TL CL INCR N/A 000000000 924518.31000000 PA USD 910650.54000000 0.037928224805 Long LON CORP US N 3 2030-10-18 Floating 9.17387000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 -35614000.00000000 NC USD -168543.05000000 -0.00701974951 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -35614000.00000000 USD 3.95000000 USD 2026-12-28 XXXX 11901.15000000 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506101 267.00000000 NS USD 20305.35000000 0.000845709573 Long EC CORP US N 1 N N N FLORIDA FOOD PRODUCTS LLC N/A 000000000 4667477.44320000 PA USD 3372252.45000000 0.140452943701 Long LON CORP US N 2 2030-10-18 Floating 8.93548000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1910400.00000000 PA USD -1910400.00000000 -0.07956738341 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1920000.00000000 USD 1938048.00000000 USD CDS N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251V102 10411.00000000 NS USD 1078787.82000000 0.044931074169 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 193.00000000 NS USD 16601.86000000 0.000691460720 Long EC CORP US N 1 N N N TALBOT PARTICIPATION SAS 213800YELAANTUZKN615 000000000 2550000.00000000 PA 2987864.66000000 0.124443348503 Long LON CORP FR N 2 2032-07-27 Floating 5.12700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AT5 3800000.00000000 PA USD 3938021.51000000 0.164016995061 Long DBT CORP US N 2 2031-02-01 Fixed 7.37500000 N N N N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 01309QAD0 130000.00000000 PA USD 125236.32000000 0.005216041818 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N White Cap 254900L2N0T6GULCL366 96350TAH3 2136211.32540000 PA USD 2119847.95000000 0.088290805386 Long LON CORP US N 2 2029-10-29 Floating 6.87031000 N N N N N N SCIL IV LLC 9845009F6D37C41A8572 80881LAB5 2600000.00000000 PA 3022282.17000000 0.125876823804 Long LON CORP US N 2 2032-10-29 Floating 6.20000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -15794000.00000000 NC USD -4259.07000000 -0.00017738853 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -15794000.00000000 USD 2.85000000 USD 2026-09-21 XXXX 47268.86000000 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 4172000.00000000 PA USD 4067785.53000000 0.169421613744 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N CFMT 2022-HB9 LLC N/A 12530GAC2 3400000.00000000 PA USD 3295591.44000000 0.137260043797 Long ABS-O CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1017374.00000000 PA USD -1017374.00000000 -0.04237321353 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1025000.00000000 USD 1046832.50000000 USD CDS N N N PUBLIC STORAGE 254900GLQZAD4N7N5Q19 74460W537 16400.00000000 NS USD 260924.00000000 0.010867378532 Long EP CORP US N 1 N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAD4 2200000.00000000 PA USD 2169332.00000000 0.090351795953 Long DBT USGSE US N 2 N/A Fixed 4.25000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203101 197.00000000 NS USD 18076.72000000 0.000752888039 Long EC CORP US N 1 N N N COOPER COMPANIES INC (THE) QJKMVPIGLH7530PCUE20 216648501 248.00000000 NS USD 15180.08000000 0.000632244161 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAU5 1200000.00000000 PA USD 1191380.50000000 0.049620513521 Long DBT CORP US N 2 2056-05-15 Fixed 6.05000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2049800.00000000 PA USD -2049800.00000000 -0.08537333674 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2216000.00000000 USD 2250348.00000000 USD CDS N N N UWM HOLDINGS LLC N/A 903522AB6 5200000.00000000 PA USD 4775096.04000000 0.198880808960 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 19785000.00000000 NC USD 37521.70000000 0.001562763552 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 19785000.00000000 USD 3.37500000 USD 2026-12-28 XXXX -69910.85000000 N N N SCIL IV LLC N/A 80881LAC3 547250.00000000 PA USD 541777.50000000 0.022564812639 Long LON CORP US N 2 2032-10-29 Floating 7.66395000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477103 146.00000000 NS USD 22723.44000000 0.000946422038 Long EC CORP US N 1 N N N QUICKTOP HOLDCO AB 984500A1D5DC9ECC7050 000000000 2800000.00000000 PA 3369973.70000000 0.140358034689 Long DBT CORP SE N 2 2030-03-21 Floating 6.60800000 N N N N N N DREYFUS TREASURY SECURITIES CASH MANAGEMENT 549300U78VESCW509025 261941108 56586822.40000000 NS USD 56586822.40000000 2.356818150068 Long STIV RF US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1382766.00000000 PA USD -1382766.00000000 -0.05759164179 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2100000.00000000 USD 1464120.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2568336.25000000 PA USD -2568336.25000000 -0.10697016076 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3053000.00000000 USD 2925384.60000000 USD CDS N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1979250.00000000 PA USD -1979250.00000000 -0.08243495792 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1950000.00000000 USD 2046720.00000000 USD CDS N N N AMERICAN WATER WORKS COMPANY INC 549300DXHIJQMD5WFW18 030420103 137.00000000 NS USD 16887.99000000 0.000703377918 Long EC CORP US N 1 N N N VB-S1 ISSUER LLC N/A 91823ABG5 5600000.00000000 PA USD 5761352.80000000 0.239958002094 Long ABS-O CORP US N 2 2054-05-15 Fixed 8.87100000 N N N N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 311900104 394.00000000 NS USD 17414.80000000 0.000725319340 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -991.00000000 NC USD -86712.50000000 -0.00361154037 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-06-16 0.00000000 USD 2500.00000000 98.00000000 USD 2027-03-12 XXXX 199506.44000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4324250.00000000 PA USD -4324250.00000000 -0.18010325466 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 4900000.00000000 USD 4781420.00000000 USD CDS N N N Opry Entertainment Group 254900UUVX9EYPUMP391 67115HAG8 1723750.00000000 PA USD 1730214.06000000 0.072062712256 Long LON CORP US N 2 2031-06-30 Floating 7.18598000 N N N N N N PUBLIC STORAGE 254900GLQZAD4N7N5Q19 74460W552 144400.00000000 NS USD 2635300.00000000 0.109759173734 Long EP CORP US N 1 N N N SKIO BIDCO BV 254900FQMDVPHYSOQY39 000000000 1400000.00000000 PA 1642339.34000000 0.068402765889 Long LON CORP NL N 2 2032-05-19 Floating 5.14600000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604301 56.00000000 NS USD 18130.56000000 0.000755130453 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -3177500.00000000 PA USD -3177500.00000000 -0.13234158332 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 4100000.00000000 USD 3293940.00000000 USD CDS N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -5003281.25000000 PA USD -5003281.25000000 -0.20838463019 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 5125000.00000000 USD 5115775.00000000 USD CDS N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912803GA5 32650000.00000000 PA USD 9002244.94000000 0.374939842283 Long DBT UST US N 2 2051-08-15 None 0.00000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343E102 78.00000000 NS USD 22259.64000000 0.000927104957 Long EC CORP US N 1 N N N SCIENTIFIC GAMES HOLDINGS LP / SCIENTIFIC GAMES US FINCO INC N/A 80874DAA4 2800000.00000000 PA USD 2418063.49000000 0.100711361400 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 235.00000000 NC USD 390923.39000000 0.016281800280 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 4.75 11/15/43 2026-09-21 26024545.36000000 USD 390923.39000000 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -488750.00000000 PA USD -488750.00000000 -0.02035623882 Short RA CORP US N 2 Reverse repurchase N 3.91000000 2026-06-15 500000.00000000 USD 508450.00000000 USD CDS N N N SANDISK CORP N/A 80004C200 28.00000000 NS USD 47459.44000000 0.001976666383 Long EC CORP US N 1 N N N HP COMMUNITYS LLC N/A 44329HAV6 1000000.00000000 PA USD 761198.10000000 0.031703591433 Long DBT CORP US N 2 2053-09-15 Fixed 6.16000000 N N N N N N DELL TECHNOLOGIES INC 549300TJB5YBRUPOG437 24703L202 125.00000000 NS USD 52613.75000000 0.002191341299 Long EC CORP US N 1 N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 0641598S8 2150000.00000000 PA USD 2245483.65000000 0.093523481219 Long DBT CORP CA N 2 2082-10-27 Fixed 8.62500000 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 02557TAE9 2100000.00000000 PA USD 2093517.72000000 0.087194162010 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N INSPIRED EDUCATION US HO 213800X9E8N2AXUVDM80 000000000 1500000.00000000 PA USD 1497195.00000000 0.062357563131 Long LON CORP US N 2 2031-02-28 Floating 6.41339000 N N N N N N AMCOR PLC 549300GSODGFCDQ3DI89 000000000 28019.60000000 NS USD 1087720.87000000 0.045303132070 Long EC CORP JE N 1 N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAG7 500000.00000000 PA USD 508465.00000000 0.021177360555 Long DBT USGSE US N 2 N/A Fixed 7.12500000 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBC3 92415.51200000 PA USD 92382.24000000 0.003847682742 Long LON CORP US N 2 2028-08-21 Floating 8.01339000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -14126875.00000000 NC USD -773.40000000 -0.00003221179 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -14126875.00000000 USD 2.64000000 USD 2026-08-13 XXXX 44432.60000000 N N N DOMINO'S PIZZA INC 25490005ZWM1IF9UXU57 25754A201 47.00000000 NS USD 14597.26000000 0.000607969945 Long EC CORP US N 1 N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043BAJ7 377590.48360000 PA USD 379244.33300000 0.015795372304 Long LON CORP US N 2 2031-10-23 Floating 7.12031000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1536375.00000000 PA USD -1536375.00000000 -0.06398939420 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 1700000.00000000 USD 1714110.00000000 USD CDS N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687V106 216.00000000 NS USD 15474.24000000 0.000644495805 Long EC CORP US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300FHEI1SLVZ0RB48 313745101 9018.00000000 NS USD 1078823.34000000 0.044932553562 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 94.00000000 NS USD 17963.40000000 0.000748168307 Long EC CORP US N 1 N N N HP COMMUNITYS LLC N/A 44329HAW4 891304.35000000 PA USD 798231.02000000 0.033245997497 Long DBT CORP US N 3 2053-09-15 Fixed 6.82000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 02557TAF6 2100000.00000000 PA USD 2082475.29000000 0.086734249289 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N JOL AIR LTD 549300TS4MUGCDXPW498 46651NAA2 1526051.26000000 PA USD 1524464.17000000 0.063493312976 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. KPTCWFWJ4GW0WZNEMH59 000000000 -935000.00000000 PA USD -935000.00000000 -0.03894236991 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2026-07-13 1000000.00000000 USD 1038000.00000000 USD CDS N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -368082.00000000 NC USD -239887.42000000 -0.00999121352 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written ISHARES TRUST ISHARES TRUST IBOXX HI YD ETF 1.00000000 79.65000000 USD 2026-06-12 XXXX -149545.38000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 237944.65000000 0.009910297946 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -41826000.00000000 GBP 56554523.99000000 USD 2026-06-16 237944.65000000 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -5526220.00000000 PA USD -5526220.00000000 -0.23016481655 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 5639000.00000000 USD 5935047.50000000 USD CDS N N N Ascensus N/A 03836BAH2 856058.82190000 PA USD 848140.28000000 0.035324697887 Long LON CORP US N 2 2032-11-26 Floating 6.62031000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944T105 3.00000000 NS USD 18314.40000000 0.000762787315 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -1211000.00000000 PA USD -1211000.00000000 -0.05043765772 Short RA CORP US N 2 Reverse repurchase N 3.99500000 2026-07-13 1730000.00000000 USD 1282622.00000000 USD CDS N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -3496875.00000000 PA USD -3496875.00000000 -0.14564342224 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 3750000.00000000 USD 3645375.00000000 USD CDS N N N Alterra Mountain Co (Intrawest) 549300C5O4FSVNUEI843 46124CAS6 2978938.57940000 PA USD 2982662.25000000 0.124226670241 Long LON CORP US N 2 2030-05-31 Floating 6.12031000 N N N N N N DIONE BIDCO LTD 213800JX2344MT75DW78 000000000 2700000.00000000 PA 3172627.58000000 0.132138649014 Long LON CORP GB N 2 2032-12-31 Floating 6.27100000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -4757156.25000000 PA USD -4757156.25000000 -0.19813362399 Short RA CORP US N 2 Reverse repurchase N 3.85000000 2049-12-31 5775000.00000000 USD 6174630.00000000 USD CDS N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608102 9190.00000000 NS USD 992244.30000000 0.041326571741 Long EC CORP US N 1 N N N OCTAGON 78 LTD N/A 675963AC6 4150000.00000000 PA USD 2896285.00000000 0.120629092892 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.01000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -19785000.00000000 NC USD -93632.39000000 -0.00389975098 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -19785000.00000000 USD 3.95000000 USD 2026-12-28 XXXX -4105.26000000 N N N ARENA GROUP HOLDINGS INC/THE N/A 000000000 1800459.72000000 PA USD 1.80000000 0.000000074969 Long ABS-CBDO CORP US N 3 2034-10-31 Fixed 0.00010000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -3053750.00000000 PA USD -3053750.00000000 -0.12718744613 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3500000.00000000 USD 3417400.00000000 USD CDS N N N MAGNETITE LII LTD 5299001MY2F5RHSJ3A38 559929AC8 1050000.00000000 PA USD 783793.50000000 0.032644680658 Long ABS-CBDO CORP KY N 2 2039-01-25 Variable 0.01000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771108 856.00000000 NS USD 22076.24000000 0.000919466421 Long EC CORP US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 86.00000000 NS USD 16127.58000000 0.000671707151 Long EC CORP US N 1 N N N CERBERUS LOAN FUNDING XLVI LP 635400QFSCXQUKSANU86 15675BAD9 3200000.00000000 PA USD 3136417.92000000 0.130630531394 Long ABS-CBDO CORP US N 2 2036-07-15 Variable 8.62310000 N N N N N N FG PARENT LLC N/A 000000000 46808.00000000 NS USD 29255.00000000 0.001218458857 Long EC CORP US N 3 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 4400000.00000000 PA USD 3608373.95000000 0.150287308191 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N N WAVE 2019-1 LLC N/A 94354KAA8 1039836.90000000 PA USD 1021577.78000000 0.042548299259 Long ABS-O CORP US N 2 2044-09-15 Fixed 3.59700000 N N N N N N AMFAM HOLDINGS INC N/A 03115AAC7 7200000.00000000 PA USD 4950250.56000000 0.206175923516 Long DBT CORP US N 2 2051-03-11 Fixed 3.83300000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 11868000.00000000 NC USD 13288.72000000 0.000553469786 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD 11868000.00000000 USD 3.42500000 USD 2026-09-24 XXXX -40117.28000000 N N N BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. KPTCWFWJ4GW0WZNEMH59 000000000 -1988750.00000000 PA USD -1988750.00000000 -0.08283062906 Short RA CORP US N 2 Reverse repurchase N 3.50000000 2026-07-13 2150000.00000000 USD 2092810.00000000 USD CDS N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -788830.00000000 PA USD -788830.00000000 -0.03285444883 Short RA CORP US N 2 Reverse repurchase N 3.99500000 2026-07-13 1528000.00000000 USD 818549.60000000 USD CDS N N N NASSAU 2019 CFO LLC N/A 63172DAA9 363223.30000000 PA USD 338298.01000000 0.014089974596 Long ABS-CBDO CORP US Y 2 2034-08-15 Fixed 3.98000000 N N N N N N BABSON CLO 2014-I LTD 549300SCEOLR3BTPYX35 05618HAE5 2927491.34000000 PA USD 292.75000000 0.000012192918 Long ABS-CBDO CORP KY N 2 2025-07-21 Variable 10.25006230 N N N N N N DYAL III SERIES A ISSUER A N/A 000000000 6350682.60000000 PA USD 5996059.40000000 0.249733436574 Long DBT CORP US N 3 2040-06-15 Fixed 4.40000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 110000.00000000 PA USD 109826.44000000 0.004574226580 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503M108 65.00000000 NS USD 21681.40000000 0.000903021496 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -3795250.00000000 PA USD -3795250.00000000 -0.15807061970 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 3800000.00000000 USD 3937940.00000000 USD CDS N N N T. ROWE PRICE GROUP INC 549300SIV6FPS9Y7IH33 74144T108 10147.00000000 NS USD 1060665.91000000 0.044176303984 Long EC CORP US N 1 N N N ULTA BEAUTY INC 529900CIV6HN8M28YM82 90384S303 28.00000000 NS USD 14247.80000000 0.000593415078 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -10090625.00000000 NC USD -786.86000000 -0.00003277239 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -10090625.00000000 USD 2.71000000 USD 2026-08-19 XXXX 31503.14000000 N N N COBHAM ULTRA US CO-BORRO 254900L6IKLPZKIC4F32 000000000 4350246.55390000 PA USD 4365646.43000000 0.181827399147 Long LON CORP LU N 2 2029-08-06 Floating 7.79057000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -5209272.00000000 PA USD -5209272.00000000 -0.21696406119 Short RA CORP US N 2 Reverse repurchase N 3.91000000 2026-06-15 5400000.00000000 USD 5482080.00000000 USD CDS N N N CLAST 2014-1 E N/A 000000000 3054104.73000000 PA USD 123.48000000 0.000005142891 Long DBT CORP US N 3 2030-12-31 None 0.00000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244109 181.00000000 NS USD 17947.96000000 0.000747525238 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3832650.00000000 PA USD -3832650.00000000 -0.15962831450 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 5010000.00000000 USD 5026533.00000000 USD CDS N N N EXPEDITORS INTERNATIONAL OF WASHINGTON INC 984500B055A804AB6E40 302130109 130.00000000 NS USD 20538.70000000 0.000855428505 Long EC CORP US N 1 N N N DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT 549300MKKM9KT7BF6329 261908107 859644.59000000 NS USD 859644.59000000 0.035803847722 Long STIV RF US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 4981.00000000 NS USD 1084463.32000000 0.045167456436 Long EC CORP US N 1 N N N CHIPOTLE MEXICAN GRILL INC 529900REP5VGTPCP1J71 169656105 541.00000000 NS USD 17236.26000000 0.000717883222 Long EC CORP US N 1 N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAF9 4300000.00000000 PA USD 4347003.30000000 0.181050920361 Long DBT USGSE US N 2 N/A Fixed 7.25000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 15794000.00000000 NC USD 22213.90000000 0.000925199904 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 15794000.00000000 USD 3.35000000 USD 2026-09-21 XXXX -123880.60000000 N N N LENNAR CORP 529900G61XVRLX5TJX09 526057104 188.00000000 NS USD 16878.64000000 0.000702988494 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1929562.50000000 PA USD -1929562.50000000 -0.08036549374 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2050000.00000000 USD 2023145.00000000 USD CDS N N N NORMEC 1 BV 724500QBPCBJWX2FJR30 000000000 4125000.00000000 PA 4828258.95000000 0.201095022550 Long LON CORP NL N 2 2031-04-30 Floating 5.15300000 N N N N N N GD TOWERS (SALSA HLDG) 1L TL EUR N/A 000000000 9850000.00000000 PA 11354001.46000000 0.472889545337 Long LON CORP US N 3 2032-11-18 Floating 5.68400000 N N N N N N API ESCROW CORP N/A 00185PAA9 1225000.00000000 PA USD 1204849.24000000 0.050181481067 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N INTERACTIVE BROKERS GROUP INC 5493004DT6DCDUZNDM53 45841N107 268.00000000 NS USD 23307.96000000 0.000970767059 Long EC CORP US N 1 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 2500000.00000000 PA USD 2430118.25000000 0.101213437254 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N GRAND RIVER FUNDING TRUST II N/A 38644CAA3 2000000.00000000 PA USD 2096852.86000000 0.087333069235 Long DBT CORP US N 2 2056-02-15 Fixed 7.28000000 N N N N N N PILATUS 1 CFO SR NOTES N/A 000000000 6000000.00000000 PA USD 5944362.60000000 0.247580285870 Long DBT CORP US N 3 2040-03-31 Fixed 6.31800000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 20976.00000000 NS USD 1047331.68000000 0.043620938725 Long EC CORP US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 256.00000000 NC USD 129662.05000000 0.005400371674 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 52766337.95000000 USD 129662.05000000 N N N BREITLING FINANCING SARL 549300TABH53MDTQEP16 000000000 3000000.00000000 PA 2954751.07000000 0.123064180941 Long LON CORP LU N 2 2028-10-23 Floating 6.02400000 N N N N N N SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC N/A 86828LAC6 2000000.00000000 PA USD 1937583.18000000 0.080699551807 Long DBT CORP CA N 2 2029-03-15 Fixed 4.50000000 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATION TRUST CERTIFICATES SERIES 2015-R1 549300ZG8WH0M4JSUM77 35563CAY4 3135507.25000000 PA USD 2620627.49000000 0.109148069657 Long ABS-O USGSE US N 2 2052-11-25 Variable 5.92780000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -1412312.50000000 PA USD -1412312.50000000 -0.05882224151 Short RA CORP US N 2 Reverse repurchase N 3.88000000 2049-12-31 1475000.00000000 USD 1488275.00000000 USD CDS N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137107 261.00000000 NS USD 12608.91000000 0.000525155975 Long EC CORP US N 1 N N N QUIMPER AB 549300EI2YNCQDXVO313 000000000 2100000.00000000 PA 2458733.01000000 0.102405230376 Long LON CORP SE N 2 2030-03-25 Floating 5.12200000 N N N N N N CERBERUS LOAN FUNDING 52 LLC 635400AJWCPT3PXIDY25 15675MAE3 5750000.00000000 PA USD 5759711.75000000 0.239889653029 Long ABS-CBDO CORP US N 2 2037-10-15 Floating 5.87310000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 55903VBW2 180000.00000000 PA USD 131625.00000000 0.005482127743 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N VB-S1 ISSUER LLC N/A 91823ABA8 8000000.00000000 PA USD 7853632.80000000 0.327100613569 Long ABS-O CORP US N 2 2052-02-15 Fixed 5.26800000 N N N N N N SHILTON BIDCO LTD 549300JUUQPK8NFDUB17 000000000 7100000.00000000 PA 8277748.94000000 0.344764878395 Long LON CORP GB N 2 2030-01-23 Floating 5.87700000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -16145000.00000000 NC USD -1028.40000000 -0.00004283244 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -16145000.00000000 USD 2.68500000 USD 2026-08-14 XXXX 50635.60000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1927000.00000000 PA USD -1927000.00000000 -0.08025876666 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 2050000.00000000 USD 2069065.00000000 USD CDS N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 161.00000000 NS USD 18746.84000000 0.000780798265 Long EC CORP US N 1 N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 6000000.00000000 PA USD 5102696.64000000 0.212525240778 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797SX6 4345000.00000000 PA USD 4343702.96000000 0.180913462542 Long DBT UST US N 2 2026-06-04 None 0.00000000 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 34417VAA5 4950000.00000000 PA USD 4987125.00000000 0.207711728952 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N VENTURE III CDO LTD N/A 92329PAC9 1500000.00000000 PA USD 150.00000000 0.000006247439 Long ABS-CBDO CORP KY N 2 2029-09-10 Variable 0.01000000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AE3 4450000.00000000 PA USD 4425000.35000000 0.184299465787 Long ABS-O CORP US N 2 2054-06-25 Fixed 5.43600000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 13155.00000000 NS USD 1087786.95000000 0.045305884275 Long EC CORP US N 1 N N N KRAFT HEINZ COMPANY (THE) 9845007488EC87F5AF14 500754106 791.00000000 NS USD 18991.91000000 0.000791005331 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3178312.50000000 PA USD -3178312.50000000 -0.13237542362 Short RA CORP US N 2 Reverse repurchase N 3.85000000 2049-12-31 3350000.00000000 USD 3356700.00000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -15795000.00000000 NC USD -4259.34000000 -0.00017739977 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -15795000.00000000 USD 2.85000000 USD 2026-09-21 XXXX 51812.91000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1830000.00000000 PA USD 1766444.56000000 0.073571697853 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464C101 35.00000000 NS USD 15705.20000000 0.000654115195 Long EC CORP US N 1 N N N EVERGY INC 549300PGTHDQY6PSUI61 30034W106 12620.00000000 NS USD 1035344.80000000 0.043121690045 Long EC CORP US N 1 N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043BAH1 4122239.54840000 PA USD 4140294.96000000 0.172441602028 Long LON CORP US N 2 2031-10-23 Floating 7.12031000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 98262P200 2685.00000000 NS USD 44624.70000000 0.001858600614 Long EC CORP US N 1 N N N FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATION TRUST CERTIFICATES SERIES 2015-R1 549300ZG8WH0M4JSUM77 35563CAW8 29393516.38000000 PA USD 1351087.68000000 0.056272252646 Long ABS-O USGSE US N 2 2052-11-25 Fixed 0.70000000 N N N N N N Electronic Arts 6488ICS9P20290MA1H31 67123SAB5 1250000.00000000 PA USD 1253800.00000000 0.052220260322 Long LON CORP US N 2 2033-03-14 Floating 3.50000000 N N N N N N FLORIDA FOOD PRODUCTS LLC N/A 000000000 880589.66240000 PA USD 867380.82000000 0.036126058557 Long LON CORP US N 3 2030-10-15 Floating 9.17387000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110D104 9378.00000000 NS USD 1634491.62000000 0.068075911542 Long EC CORP US N 1 N N N DEUCE FINCO PLC 9845007DA2BC863E8437 000000000 4500000.00000000 PA 6048204.59000000 0.251905262541 Long DBT CORP GB N 2 2031-11-20 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 31847.99000000 0.001326455837 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -7249000.00000000 CAD 5294518.07000000 USD 2026-06-16 31847.99000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -277500.00000000 PA USD -277500.00000000 -0.01155776219 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 375000.00000000 USD 370687.50000000 USD CDS N N N OBRA LONGEVITY RFF CL A NTS FUNDED N/A 000000000 17400000.00000000 PA USD 18068395.60000000 0.752541331825 Long DBT CORP US N 3 2039-06-30 Fixed 8.47800000 N N N N N N SITECORE 1L TL EUR N/A 000000000 1635284.75280000 PA 1803002.84000000 0.075094335354 Long LON CORP DK N 3 2029-03-12 Floating 8.65900000 N N N N N N QUALITY GROUP (ASTERIX ) 1L CL TLB N/A 000000000 3100000.00000000 PA 3629088.24000000 0.151150049949 Long LON CORP DE N 2 2032-03-30 Floating 5.90000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030N101 38245.00000000 NS USD 951153.15000000 0.039615142047 Long EC CORP US N 1 N N N ROCKWELL AUTOMATION INC VH3R4HHBHH12O0EXZJ88 773903109 49.00000000 NS USD 22101.94000000 0.000920536816 Long EC CORP US N 1 N N N CERBERUS LOAN FUNDING 52 LLC 635400AJWCPT3PXIDY25 15675MAG8 1550000.00000000 PA USD 1519019.07000000 0.063266526774 Long ABS-CBDO CORP US N 2 2037-10-15 Floating 7.07310000 N N N N N N SITECORE HOLDING III A/S 1L N/A 000000000 221549.09770000 PA USD 209441.50000000 0.008723153335 Long LON CORP DK N 3 2029-03-12 Floating 10.33650000 N N N N N N SITECORE 1L TL USD N/A 000000000 2027682.41230000 PA USD 1916870.10000000 0.079836860445 Long LON CORP DK N 3 2029-03-12 Floating 10.33650000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2700000.00000000 PA USD -2700000.00000000 -0.11245390243 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3000000.00000000 USD 2982300.00000000 USD CDS N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -23794000.00000000 NC USD -78781.24000000 -0.00328120662 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD -23794000.00000000 USD 3.95000000 USD 2026-09-24 XXXX 16394.76000000 N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866F104 117.00000000 NS USD 17298.45000000 0.000720473410 Long EC CORP US N 1 N N N PERRIGO FINANCE PUC 549300E86RB6YCTMRM83 000000000 900000.00000000 PA 1019830.24000000 0.042475514928 Long DBT CORP IE N 2 2032-09-30 Fixed 5.37500000 N N N N N N REGATTA 34 FUNDING LTD 254900DFXK1U6FX6IO06 75904CAC6 2300000.00000000 PA USD 1581342.00000000 0.065862251474 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.01000000 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956P102 196.00000000 NS USD 16136.68000000 0.000672086162 Long EC CORP US N 1 N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846U101 158.00000000 NS USD 21413.74000000 0.000891873566 Long EC CORP US N 1 N N N DIGITAL REALTY TRUST INC 549300HKCZ31D08NEI41 253868103 102.00000000 NS USD 19380.00000000 0.000807169121 Long EC CORP US N 1 N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 3270000.00000000 PA USD 3249492.19000000 0.135340028774 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N N A10 PERMANENT ASSET FINANCING 2017-II LLC N/A 00216AAC1 250000.00000000 PA USD 213278.50000000 0.008882962825 Long ABS-O CORP US N 2 2051-06-15 Variable 6.24000000 N N N N N N SOCOTEC US HOLDING INC N/A 000000000 2277000.00000000 PA USD 2287679.13000000 0.095280905808 Long LON CORP US N 2 2031-06-02 Floating 6.38000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444U700 19.00000000 NS USD 20292.76000000 0.000845185204 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -383075.00000000 -0.01595491802 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7505.00000000 USD 2026-06-09 XXXX -76892.11000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 492.00000000 NC USD -1003337.68000000 -0.04178860650 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2028-03-15 119298587.68000000 USD -1003337.68000000 N N N TEAM.BLUE FINCO SARL 549300DR8PIYMOZ4YU85 000000000 4150000.00000000 PA 4722190.67000000 0.196677321805 Long LON CORP LU N 2 2029-09-28 Floating 5.57700000 N N N N N N ALEXANDER FUNDING TRUST II N/A 014916AA8 1950000.00000000 PA USD 2046667.21000000 0.085242857313 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2002000.00000000 PA USD -2002000.00000000 -0.08338248617 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 2200000.00000000 USD 2155560.00000000 USD CDS N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AV1 5050000.00000000 PA USD 4981175.57000000 0.207463937611 Long DBT CORP US N 2 2056-09-15 Fixed 6.37500000 N N N N N N Gulfeagle Supply 5493009BEGVKVXE2HW08 40273UAE9 900000.00000000 PA USD 766287.00000000 0.031915542049 Long LON CORP US N 2 2031-06-17 Floating 6.69961000 N N N N N N CHEVRON CORP N/A 166764100 5401.00000000 NS USD 985466.46000000 0.041044277460 Long EC CORP US N 1 N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831W108 39.00000000 NS USD 23910.51000000 0.000995863021 Long EC CORP US N 1 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017104 278.00000000 NS USD 26312.70000000 0.001095913258 Long EC CORP US N 1 N N N HOLDING SOCOTEC SAS 969500TSHWNDZONA3M83 000000000 1050000.00000000 PA 1231203.43000000 0.051279122367 Long LON CORP FR N 2 2031-06-02 Floating 5.12700000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBD9 5900000.00000000 PA USD 5913729.30000000 0.246304421377 Long DBT CORP US N 2 2056-08-15 Fixed 6.35000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -10090625.00000000 NC USD -51499.54000000 -0.00214493490 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -10090625.00000000 USD 3.71000000 USD 2026-08-19 XXXX -21984.46000000 N N N EXTRA SPACE STORAGE INC 529900SDJHKRQWED6A16 30225T102 7412.00000000 NS USD 1069625.72000000 0.044549476428 Long EC CORP US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BT0 1100000.00000000 PA USD 1211125.23000000 0.050442873499 Long DBT CORP US N 2 2033-12-15 Fixed 6.87500000 N N N N N N ARCHER DANIELS MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 13518.00000000 NS USD 1078466.04000000 0.044917672162 Long EC CORP US N 1 N N N GEE AUTOMOTIVE HOLDINGS LLC N/A 36846VAA1 2125000.00000000 PA USD 2147941.50000000 0.089460890323 Long DBT CORP US N 2 2031-03-01 Fixed 7.25000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612G101 78.00000000 NS USD 19895.46000000 0.000828637821 Long EC CORP US N 1 N N N SPIRE INC (US) 549300NXSY15DRY2R511 84857LAD3 275000.00000000 PA USD 274791.17000000 0.011444940526 Long DBT CORP US N 2 2056-06-01 Fixed 6.25000000 N N N N N N SPIRE INC (US) 549300NXSY15DRY2R511 84857LAE1 5620000.00000000 PA USD 5609957.07000000 0.233652431483 Long DBT CORP US N 2 2056-06-01 Fixed 6.45000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 455.00000000 NS USD 20593.30000000 0.000857702573 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1922500.00000000 PA USD -1922500.00000000 -0.08007134349 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 2000000.00000000 USD 2087200.00000000 USD CDS N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 000000000 1600000.00000000 PA 1814896.36000000 0.075589695627 Long DBT CORP US N 2 2034-01-15 Fixed 4.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -10090625.00000000 NC USD -786.86000000 -0.00003277239 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -10090625.00000000 USD 2.71000000 USD 2026-08-19 XXXX 31503.14000000 N N N PERIMETER HOLDINGS LLC N/A 29977LAA9 5250000.00000000 PA USD 5148178.87000000 0.214419557169 Long DBT CORP US N 2 2029-10-30 Fixed 5.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 106.00000000 NS USD 32374.52000000 0.001348385597 Long EC CORP US N 1 N N N PUBLIC STORAGE 254900GLQZAD4N7N5Q19 74460D109 3476.00000000 NS USD 1055626.44000000 0.043966412107 Long EC CORP US N 1 N N N TARGUS LITIGATION CLAIMS 10/18/24 N/A 000000000 45049.00000000 NS USD 796.92000000 0.000033191394 Long EC CORP US N 3 N N N Secretariat Advisors N/A 81368NAN5 1546209.68010000 PA USD 1514326.84000000 0.063071097302 Long LON CORP US N 2 2032-02-27 Floating 7.69961000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAB2 125000.00000000 PA USD 125619.25000000 0.005231990697 Long DBT CORP US N 2 2031-04-01 Fixed 5.62500000 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452100 795.00000000 NS USD 18467.85000000 0.000769178445 Long EC CORP US N 1 N N N EP Wealth Advisors 254900EMIFA00FZWU856 29416NAB2 1800000.00000000 PA USD 1805256.00000000 0.075188178552 Long LON CORP US N 2 2032-10-18 Floating 6.69961000 N N N N N N SNF GROUP SA 969500F7036FEDYPRV54 784944AA8 850000.00000000 PA USD 860063.00000000 0.035821274329 Long DBT CORP FR N 2 2031-03-31 Fixed 5.62600000 N N N N N N ZIGGO BOND COMPANY BV 213800JYI4P7V5QDOG59 98953GAD7 500000.00000000 PA USD 436322.50000000 0.018172654757 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 15796000.00000000 NC USD 22216.72000000 0.000925317356 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 15796000.00000000 USD 3.35000000 USD 2026-09-21 XXXX -127055.48000000 N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 40412C101 34.00000000 NS USD 12870.36000000 0.000536045262 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967242 28800.00000000 NS USD 719712.00000000 0.029975712232 Long EP CORP US N 1 N N N WORKDAY INC 549300J0DYC0N31V7G13 98138H101 131.00000000 NS USD 19150.89000000 0.000797626783 Long EC CORP US N 1 N N N VDK GROEP BV N/A 000000000 4750000.00000000 PA 5566461.24000000 0.231840847845 Long LON CORP NL N 2 2032-02-19 Floating 5.15300000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 126.00000000 NS USD 16938.18000000 0.000705468311 Long EC CORP US N 1 N N N TARGUS SELLER REP ACCOUNT 06/18/25 N/A 000000000 45049.00000000 NS USD 4.50000000 0.000000187423 Long EC CORP US N 3 N N N Ping Identity 254900DJEBSADAC6R313 72342MAB3 1300000.00000000 PA USD 1282944.00000000 0.053434096075 Long LON CORP US N 2 2032-11-15 Floating 6.38143000 N N N N N N CHEST 2023-1 N/A 000000000 1275000.00000000 PA USD 1306755.46000000 0.054425833704 Long DBT CORP US N 3 2043-03-23 Fixed 7.12500000 N N N N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 9927.00000000 NS USD 979794.90000000 0.040808059292 Long EC CORP US N 1 N N N CIRCOR International 254900WU707ZFYHRD780 22971EAD0 2437750.00000000 PA USD 2437750.00000000 0.101531296539 Long LON CORP US N 2 2031-10-20 Floating 6.66895000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -1073893.14000000 -0.04472721273 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 0.00000000 USD -749977.33000000 USD -37890000.00000000 EUR -323915.81000000 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORP 5493006IEVQEFQO40L83 192446102 291.00000000 NS USD 16224.71000000 0.000675752576 Long EC CORP US N 1 N N N AMERICAN NATIONAL GROUP INC 549300RK5RZQ740FPL83 025676859 88000.00000000 NS USD 2169200.00000000 0.090346298206 Long EP CORP US N 1 N N N Level 3 254900AE5FEFIJOXWL19 000000000 123350.00000000 PA USD 123812.56000000 0.005156742793 Long LON CORP US N 2 2032-03-01 Floating 6.38100000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 58155Q103 20.00000000 NS USD 14848.80000000 0.000618446483 Long EC CORP US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573106 12922.00000000 NS USD 1016315.30000000 0.042329119106 Long EC CORP US N 1 N N N A.O. SMITH CORP 549300XG4US7UJNECY36 831865209 17520.00000000 NS USD 993734.40000000 0.041388633800 Long EC CORP US N 1 N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802108 259.00000000 NS USD 18546.99000000 0.000772474594 Long EC CORP US N 1 N N N QSRP FINCO BV 1L TLB EUR CL N/A 000000000 5450000.00000000 PA 6332498.74000000 0.263745998321 Long LON CORP BE N 2 2031-06-19 Floating 5.90500000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 27220.00000000 NS USD 1188697.40000000 0.049508763497 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055H400 275000.00000000 NS USD 4809750.00000000 0.200324132307 Long EP CORP US N 1 N N N CME Group Inc. KJNXBSWZVIKEX4NFOL81 000000000 27.00000000 NC USD -12215.34000000 -0.00050876394 N/A DCO CORP US N 1 CME Group Inc. KJNXBSWZVIKEX4NFOL81 Long GOLD GOLD 2026-08-27 12368765.34000000 USD -12215.34000000 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC28 1500000.00000000 PA USD 1538250.00000000 0.064067487191 Long DBT CORP US N 2 N/A Fixed 6.85000000 N N N N N N SANDY BIDCO BV 2549003HW5A2AVSVPG96 000000000 4550000.00000000 PA 4917208.86000000 0.204799750143 Long LON CORP NL N 2 2029-08-17 Floating 6.25600000 N N N N N N Preston Ridge Partners Mortgag N/A 69393HAA0 9060152.90000000 PA USD 9056014.22000000 0.377179310937 Long ABS-MBS CORP US N 2 2031-04-25 Variable 5.96200000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840M102 115.00000000 NS USD 18426.45000000 0.000767454152 Long EC CORP US N 1 N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AH0 1100000.00000000 PA USD 1001351.23000000 0.041705871674 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 2275000.00000000 PA USD 2187951.22000000 0.091127278897 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N CERBERUS LOAN FUNDING XLIV LLC 6354005DPIRML7EMPA20 15674DAE4 6100000.00000000 PA USD 6095984.37000000 0.253895270955 Long ABS-CBDO CORP US N 2 2036-01-15 Floating 7.87310000 N N N N N N COOPER CONSUMER HEALTH S N/A 000000000 3340000.00000000 PA 3922710.09000000 0.163379280642 Long LON CORP FR N 2 2033-05-08 Floating 3.75000000 N N N N N N J.B. POINDEXTER & CO. INC 549300W6P81HOZZGPQ16 465965AC5 5274000.00000000 PA USD 5423428.24000000 0.225883581539 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102105 68.00000000 NS USD 36122.28000000 0.001504478278 Long EC CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -16145000.00000000 NC USD -86133.60000000 -0.00358742942 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -16145000.00000000 USD 3.68500000 USD 2026-08-14 XXXX -38505.85000000 N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 11102AAF8 950000.00000000 PA USD 944358.43000000 0.039332144721 Long DBT CORP GB N 2 2081-11-23 Fixed 4.25000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 631103108 214.00000000 NS USD 19799.28000000 0.000824631963 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -6763593.75000000 PA USD -6763593.75000000 -0.28170093024 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 7675000.00000000 USD 7627415.00000000 USD CDS N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 33.00000000 NS USD 21338.79000000 0.000888751929 Long EC CORP US N 1 N N N FORT GORDON HOUSING LLC N/A 347382AC7 200000.00000000 PA USD 180970.54000000 0.007537349425 Long DBT CORP US N 2 2051-05-15 Fixed 6.32400000 N N N N N N VECTOR WP HOLDCO INC N/A 92243EAB9 3017250.74140000 PA USD 2818625.13000000 0.117394590876 Long LON CORP US N 2 2028-10-12 Floating 8.73479000 N N N N N N MERATIVE 1L TL CL N/A 000000000 2721384.61720000 PA USD 2721384.62000000 0.113344563163 Long LON CORP US N 3 2032-09-30 Floating 8.19961000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082LAC1 1950000.00000000 PA USD 1974460.80000000 0.082235489689 Long DBT CORP US N 2 2031-03-15 Fixed 8.00000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350105 139.00000000 NS USD 25181.24000000 0.001048788409 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F050676 243592458.00000000 PA USD 239327334.32000000 9.967886186393 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 23811000.00000000 NC USD 19029.05000000 0.000792552197 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 23811000.00000000 USD 3.30000000 USD 2026-09-25 XXXX -75619.68000000 N N N Metis Issuer 2025-1 LLC N/A 59155MAA8 4150000.00000000 PA USD 4090799.01000000 0.170380115831 Long DBT CORP US Y 3 2055-05-15 Fixed 6.89200000 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 11102AAG6 5550000.00000000 PA USD 5370093.98000000 0.223662231290 Long DBT CORP GB N 2 2081-11-23 Fixed 4.87500000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320102 10610.00000000 NS USD 1067790.40000000 0.044473036096 Long EC CORP US N 1 N N N Berlin Packaging 549300L1HNHO6QOXHH42 08511LBD9 663148.47510000 PA USD 658658.96000000 0.027432877935 Long LON CORP US N 2 2031-06-09 Floating 6.94430489 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AT6 800000.00000000 PA USD 807452.80000000 0.033630080885 Long DBT CORP US N 2 2055-09-15 Fixed 6.65000000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AG2 7050000.00000000 PA USD 6714494.74000000 0.279655976437 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F050684 11112542.00000000 PA USD 10911024.27000000 0.454439725446 Long ABS-MBS USGSE US N 2 2056-08-15 Fixed 5.00000000 N N N N N N OCP CLO 2024-38 LTD 213800HPO38YAQ7A5G07 67120JAC6 1000000.00000000 PA USD 574780.00000000 0.023939353348 Long ABS-CBDO CORP KY N 2 2038-01-21 Variable 0.01000000 N N N N N N CELLNEX FINANCE COMPANY SAU 549300OUROMFTRFA7T23 15118JAA3 1750000.00000000 PA USD 1368639.84000000 0.057003292975 Long DBT CORP ES N 2 2041-07-07 Fixed 3.87500000 N N N N N N THUNDERBIRD 2022-1 A FUNDED N/A 000000000 21200000.00000000 PA USD 20117385.11000000 0.837880911990 Long DBT CORP CA N 3 2037-03-01 Fixed 5.50000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -11868000.00000000 NC USD -39294.60000000 -0.00163660411 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD -11868000.00000000 USD 3.95000000 USD 2026-09-24 XXXX 11737.80000000 N N N DOORDASH INC 549300NUQ43FGGSK5051 25809K105 107.00000000 NS USD 17044.03000000 0.000709876920 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -42761.25000000 PA USD -42761.25000000 -0.00178098867 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 63000.00000000 USD 58709.70000000 USD CDS N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429105 96.00000000 NS USD 15915.84000000 0.000662888266 Long EC CORP US N 1 N N N ARES LOAN FUNDING V LTD N/A 04020PAA0 4000000.00000000 PA USD 3820605.20000000 0.159126653480 Long ABS-CBDO CORP JE N 2 2037-07-27 Floating 10.26659000 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 82.00000000 NS USD 18519.70000000 0.000771337976 Long EC CORP US N 1 N N N CARLYLE US CLO 2022-1 LTD N/A 14318KAA1 5500000.00000000 PA USD 5438848.25000000 0.226525818687 Long ABS-CBDO CORP KY N 2 2035-04-16 Floating 11.02310000 N N N N N N Outcomes Group Holdings Inc N/A 000000000 2112576.25840000 PA USD 2118512.60000000 0.088235188601 Long LON CORP US N 2 2031-05-06 Floating 6.62031000 N N N N N N Tortuga Resorts (Turquoise) N/A 89776TAB7 3825000.00000000 PA USD 3727003.50000000 0.155228180725 Long LON CORP US N 2 2032-12-01 Floating 6.95074000 N N N N N N Atlantic Aviation FBO 2549001SCJD3WEYJFM53 48254EAG6 3068166.66880000 PA USD 3072370.06000000 0.127962964061 Long LON CORP US N 2 2031-09-23 Floating 6.12031000 N N N N N N SCOTTS MIRACLE-GRO COMPANY (THE) 2TH9E0JTOUXOEGI2R879 810186AW6 700000.00000000 PA USD 651043.47000000 0.027115695872 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 19785000.00000000 NC USD 28844.32000000 0.001201354202 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 19785000.00000000 USD 3.25000000 USD 2026-12-28 XXXX -68102.18000000 N N N White Cap 254900L2N0T6GULCL366 96350TAK6 3490000.00000000 PA USD 3455100.00000000 0.143903510480 Long LON CORP US N 2 2033-02-09 Floating 7.12031000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 171779309 54.00000000 NS USD 31332.42000000 0.001304982556 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -3484072.72000000 PA USD -3484072.72000000 -0.14511021249 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 3950000.00000000 USD 3953160.00000000 USD CDS N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1086750.00000000 PA USD -1086750.00000000 -0.04526269572 Short RA CORP US N 2 Reverse repurchase N 3.70000000 2049-12-31 1400000.00000000 USD 1397060.00000000 USD CDS N N N ACCURIDE CORP N/A 000000000 3087395.00000000 NS USD 308.74000000 0.000012858895 Long EC CORP US N 3 N N N Liquid Tech N/A 92917SAJ6 5739241.48110000 PA USD 5724893.38000000 0.238439482072 Long LON CORP US N 2 2032-09-09 Floating 7.13798197 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 140944AA7 5575000.00000000 PA USD 5486184.68000000 0.228497361754 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N RealPage 5493001RSFZX4122A604 75605VAD4 2411555.87300000 PA USD 2330672.29000000 0.097071553445 Long LON CORP US N 2 2028-04-24 Floating 6.96100000 N N N N N N CRANE NXT CO 549300EXNPSXEWUD3N21 22444BAD5 5350000.00000000 PA 6270903.53000000 0.261180582863 Long LON CORP US N 3 2032-12-15 Floating 4.70700000 N N N N N N METTLER-TOLEDO INTERNATIONAL INC 5493000BD5GJNUDIUG10 592688105 15.00000000 NS USD 17708.70000000 0.000737560156 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -546000.00000000 -0.02274067804 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7440.00000000 USD 2026-06-05 XXXX -237210.80000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -19785000.00000000 NC USD -93632.39000000 -0.00389975098 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -19785000.00000000 USD 3.95000000 USD 2026-12-28 XXXX 6875.41000000 N N N ARES DIRECT LENDING CLO 2 LLC 254900G0OBAGPDEAK422 04021CAJ9 4800000.00000000 PA USD 4791036.96000000 0.199544741797 Long ABS-CBDO CORP US N 2 2036-10-20 Floating 7.57523000 N N N N N N CERBERUS LOAN FUNDING XLV LLC 6354005BRQJC9NIG3407 15675FAG3 5000000.00000000 PA USD 5001306.00000000 0.208302361838 Long ABS-CBDO CORP US N 2 2036-04-15 Floating 8.67310000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498106 298.00000000 NS USD 16291.66000000 0.000678541016 Long EC CORP US N 1 N N N BEACH ACQUISITION BIDCO N/A 000000000 100000.00000000 PA 116674.32000000 0.004859437999 Long LON CORP US N 2 2032-09-13 Floating 4.96700000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 400000.00000000 PA USD 396853.28000000 0.016528777788 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457100 247.00000000 NS USD 17633.33000000 0.000734421026 Long EC CORP US N 1 N N N Kkr Core Holding Company Llc 5493007DXHDGV3QWWI42 48255KAA4 2321806.88000000 PA USD 2160255.26000000 0.089973753421 Long DBT CORP KY N 3 2031-08-12 Fixed 4.00000000 N N N N N N SCOTTS MIRACLE-GRO COMPANY (THE) 2TH9E0JTOUXOEGI2R879 810186AX4 2150000.00000000 PA USD 2000169.99000000 0.083306267002 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 108.00000000 NS USD 18995.04000000 0.000791135694 Long EC CORP US N 1 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762P102 157.00000000 NS USD 19526.09000000 0.000813253711 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 35614000.00000000 NC USD 67540.95000000 0.002813053111 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 35614000.00000000 USD 3.37500000 USD 2026-12-28 XXXX -121213.35000000 N N N CURRICULUM ASSOC REFI 1L TL CL N/A 000000000 4200000.00000000 PA USD 4181012.22000000 0.174137459355 Long LON CORP US N 3 2032-05-07 Floating 8.16339000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -4684687.50000000 PA USD -4684687.50000000 -0.19511533002 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 4997000.00000000 USD 5138415.10000000 USD CDS N N N Pregis 549300LJXHJYHS1GM034 74045BAG2 5009929.02820000 PA USD 5034978.67000000 0.209704814855 Long LON CORP US N 2 2029-02-01 Floating 7.37031000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -2838450.00000000 PA USD -2838450.00000000 -0.11822028865 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2980000.00000000 USD 3009502.00000000 USD CDS N N N Spring Education Group N/A 84840EAC1 1173000.00000000 PA USD 1168413.57000000 0.048663950223 Long LON CORP US N 2 2030-10-07 Floating 6.94961000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 12573.00000000 NS USD 1143891.54000000 0.047642617642 Long EC CORP US N 1 N N N Higginbotham Insurance Agency Inc - TL 1L 12/25 N/A 000000000 8355126.61670000 PA USD 8376014.43000000 0.348857596108 Long LON CORP US N 3 2031-06-11 Floating 8.12031000 N N N N N N Higginbotham Insurance Agency Inc - TL 1L DD-A 12/25 N/A 000000000 126315.78740000 PA USD 126631.57480000 0.005274153613 Long LON CORP US N 3 2031-06-11 Floating 8.12031000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252105 52.00000000 NS USD 16283.80000000 0.000678213650 Long EC CORP US N 1 N N N XYLEM INC 549300DF5MV96DRYLQ48 98419M100 149.00000000 NS USD 16321.46000000 0.000679782174 Long EC CORP US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 251.00000000 NC USD 155564.78000000 0.006479209848 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 26768108.35000000 USD 155564.78000000 N N N RL DATIX 1L TL FACILITY B USD N/A 000000000 1110000.00000000 PA USD 1103562.00000000 0.045962908695 Long LON CORP US N 3 2031-04-30 Floating 8.94800000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 19247G107 70.00000000 NS USD 25302.90000000 0.001053855499 Long EC CORP US N 1 N N N FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATION TRUST CERTIFICATES SERIES 2015-R1 549300ZG8WH0M4JSUM77 35563CAK4 37868236.93000000 PA USD 2121795.18000000 0.088371906724 Long ABS-O USGSE US N 2 2052-10-25 Fixed 0.70000000 N N N N N N GREAT LAKES CLO 2014-1 LTD 254900GKX01S4T3NFH46 39055RAE2 1153846.00000000 PA USD 502481.82000000 0.020928163541 Long ABS-CBDO CORP KY N 2 2029-10-15 Variable 0.01000000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -4708672.00000000 PA USD -4708672.00000000 -0.19611427469 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 6400000.00000000 USD 5016960.00000000 USD CDS N N N STRYKER CORP 5493002F0SC4JTBU5137 863667101 53.00000000 NS USD 16169.77000000 0.000673464347 Long EC CORP US N 1 N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830109 28.00000000 NS USD 14852.60000000 0.000618604752 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -2696906.25000000 PA USD -2696906.25000000 -0.11232504900 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3225000.00000000 USD 2935717.50000000 USD CDS N N N RR 41 LTD 254900MKRTHN5MG3CP95 749754AC1 2400000.00000000 PA USD 1804872.00000000 0.075172185108 Long ABS-CBDO CORP KY N 2 2040-10-15 Variable 0.01000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109104 16271.00000000 NS USD 997086.88000000 0.041528263230 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -11871000.00000000 NC USD -55889.42000000 -0.00232777162 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -11871000.00000000 USD 3.95000000 USD 2026-12-24 XXXX 4890.10000000 N N N BXP INC 549300OF70FSEUQBT254 101121101 348.00000000 NS USD 20883.48000000 0.000869788452 Long EC CORP US N 1 N N N OCP CLO 2017-13 LTD 254900M77QLN2EBJHE11 67097NAJ1 2000000.00000000 PA USD 2000754.20000000 0.083330599111 Long ABS-CBDO CORP KY N 2 2037-11-27 Floating 9.57214000 N N N N N N Sunrise UPC 213800DXWIS9KORQ3X94 000000000 1400000.00000000 PA USD 1396360.00000000 0.058157826371 Long LON CORP US N 2 2032-02-17 Floating 6.09914000 N N N N N N OBX 2024-NQM6 TRUST 254900LMIQVUH9BFZJ05 67118XAD7 1750000.00000000 PA USD 1765932.70000000 0.073550379092 Long ABS-O CORP US N 2 2064-02-25 Variable 6.92400000 N N N N N N QTS GOOD NEWS FCLTY REVR UNFUNDED N/A 000000000 1217196.57000000 PA USD 1.22000000 0.000000050812 Long DBT CORP US N 3 2028-10-09 Fixed 0.30000000 N N N N N N CUBE SAFETY BIDCO AB 254900VV71UO3IOOQZ21 000000000 5050000.00000000 PA 5900887.85000000 0.245769580205 Long LON CORP SE N 2 2033-02-21 Floating 3.25000000 N N N N N N QTS GOOD NEWS FCLTY REVR FUNDED N/A 000000000 1210847.54000000 PA USD 1210847.54000000 0.050431307824 Long DBT CORP US N 3 2028-10-09 Floating 6.95000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -624872.00000000 PA USD -624872.00000000 -0.02602566478 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 800000.00000000 USD 774080.00000000 USD CDS N N N LSTAR SECURITIES INVESTMENT 2024-1 LTD N/A 54916LAA1 1693144.44000000 PA USD 1691652.10000000 0.070456622298 Long ABS-O CORP US N 2 2029-01-02 Variable 7.75387000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189105 310.00000000 NS USD 37392.20000000 0.001557369929 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 11870000.00000000 NC USD 22277.41000000 0.000927845070 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 11870000.00000000 USD 3.37500000 USD 2026-12-24 XXXX -42176.69000000 N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149Y108 5219.00000000 NS USD 1027099.20000000 0.042778264157 Long EC CORP US N 1 N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639106 158.00000000 NS USD 17349.98000000 0.000722619614 Long EC CORP US N 1 N N N ASP Dream (DBA FullBloom) 254900DH5Q9BDS6KS803 00217BAB0 4168825.91410000 PA USD 3897852.23000000 0.162343960878 Long LON CORP US N 2 2028-12-15 Floating 7.97031000 N N N N N N CCP LUX HOLDING SARL 549300FR83YTVF5SBN40 000000000 1100000.00000000 PA 1235461.59000000 0.051456473000 Long LON CORP LU N 2 2028-01-31 Floating 6.92000000 N N N N N N AVISON YOUNG (CANADA) INC PREF N/A 000000000 815493.00000000 NS USD 8154.93000000 0.000339649519 Long EP CORP CA N 3 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834L100 92.00000000 NS USD 17930.80000000 0.000746810531 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -3617250.00000000 PA USD -3617250.00000000 -0.15065699206 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3900000.00000000 USD 4061070.00000000 USD CDS N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -7033552.56000000 PA USD -7033552.56000000 -0.29294460494 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 7270000.00000000 USD 7306350.00000000 USD AMBS N N N Storable 2549000AWFN27KOH3F59 86210LAD0 841500.00000000 PA USD 820252.13000000 0.034163167776 Long LON CORP US N 2 2031-04-16 Floating 6.87031000 N N N N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 106.00000000 NS USD 19314.26000000 0.000804431077 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -136.00000000 NC USD -110092.00000000 -0.00458528704 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC MINI SPX XSP INDEX 100.00000000 756.00000000 USD 2026-06-11 XXXX -5347.29000000 N N N EAGLE POINT 1L TL N/A 000000000 250000.00000000 PA USD 250000.00000000 0.010412398373 Long LON CORP US N 3 2028-03-31 Floating 7.39900000 N N N N N N HAMPTON RDS PPV LLC (MN) N/A 409322AD6 4390000.00000000 PA USD 3617386.74000000 0.150662687231 Long DBT CORP US N 3 2053-06-15 Fixed 6.62100000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DL2 2000000.00000000 PA USD 2033120.64000000 0.084678648179 Long DBT CORP CA N 2 2056-07-31 Fixed 6.87500000 N N N N N N ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC N/A 77313LAB9 4031000.00000000 PA USD 3618448.11000000 0.150706892860 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -1022500.00000000 PA USD -1022500.00000000 -0.04258670934 Short RA CORP US N 2 Reverse repurchase N 3.85000000 2049-12-31 1000000.00000000 USD 1059300.00000000 USD CDS N N N BRANT POINT CLO 2025-8 LTD 254900QLG6324SEVZ278 10548BAC7 1000000.00000000 PA USD 654226.00000000 0.027248246953 Long ABS-CBDO CORP KY N 2 2038-03-31 Variable 0.01000000 N N N N N N AVISON YOUNG CANADA INC COMMON N/A 000000000 579.00000000 NS USD 5.79000000 0.000000241151 Long EC CORP CA N 3 N N N LEHMAN XS TRUST SERIES 2006-18N N/A 52522GAC8 1234161.14000000 PA USD 1280327.78000000 0.053325131575 Long ABS-O CORP US N 2 2036-12-25 Floating 4.05880000 N N N N N N Guggenheim Active Allocation Fund 549300WVFF2XZ68PVT94 40170T106 950000.00000000 NS USD 15390000.00000000 0.640987243870 Long EC RF US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 6086.00000000 NS USD 1079534.68000000 0.044962180584 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -138.00000000 NC USD -284901.00000000 -0.01186601083 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 738.00000000 USD 2026-06-03 XXXX -163387.68000000 N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887102 1079.00000000 NS USD 14329.12000000 0.000596802023 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS COMPANY (THE) Z15BMIOX8DDH0X2OBP21 824348106 57.00000000 NS USD 17318.88000000 0.000721324311 Long EC CORP US N 1 N N N INTRALOT CAPITAL LUXEMBOURG SA 549300QF747C7UWZYB38 000000000 3550000.00000000 PA 4086844.86000000 0.170215427091 Long DBT CORP LU N 2 2031-10-15 Floating 6.69000000 N N N N N N ARES LXXVII CLO LTD N/A 03990LAC3 3600000.00000000 PA USD 2875572.00000000 0.119766404862 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 0.01000000 N N N N N N IDEXX LABORATORIES INC OGMTXK0LUU1HKV2P0J84 45168D104 31.00000000 NS USD 17469.43000000 0.000727594658 Long EC CORP US N 1 N N N NEXTURE SPA 815600EF527DCD52E910 000000000 2220000.00000000 PA 2598242.07000000 0.108215726014 Long DBT CORP IT N 2 2032-07-30 Floating 5.32900000 N N N N N N SAVE-A-LOT N/A 000000000 1871198.71000000 NS USD 187.12000000 0.000007793471 Long EC CORP US N 3 N N N PERSHING SQUARE SPARC HOLDINGS LTD 5493000J0QXAU1Z8FB80 714920113 318615.00000000 NS USD 31.86000000 0.000001326956 Long EC CORP US N 3 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -748030.19000000 PA USD -748030.19000000 -0.03115515333 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 1117373.00000000 USD 1051447.99000000 USD AMBS N N N WOLVERINE WORLD WIDE INC 549300OVC7PK14LQ8D87 978097AG8 5192000.00000000 PA USD 4891105.94000000 0.203712574136 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -1388.00000000 NC USD -34700.00000000 -0.00144524089 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-12-16 0.00000000 USD 2500.00000000 98.00000000 USD 2026-09-11 XXXX 216105.56000000 N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC5 N/A 144539AC7 3115474.21000000 PA USD 2843536.31000000 0.118432131396 Long ABS-O CORP US N 2 2037-01-25 Floating 3.84880000 N N N N N N MILL CITY SECURITIES 2024-RS1 LTD N/A 599920AB1 10250000.00000000 PA USD 9708359.25000000 0.404349216254 Long ABS-O CORP KY N 2 2069-11-01 Fixed 4.00000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AB5 150000.00000000 PA USD 149175.44000000 0.006213096435 Long DBT CORP US N 2 2034-06-01 Fixed 5.75000000 N N N N N N BLACKROCK CREDIT ALLOCATION INCOME TRUST WU48CSUCFTU86AQUYZ93 092508100 184289.00000000 NS USD 1883433.58000000 0.078444242979 Long EC RF US N 1 N N N FINCO UTILITAS BV 699400OA31YDOOASVM61 000000000 5400000.00000000 PA 6316725.12000000 0.263089033460 Long LON CORP BE N 2 2030-09-27 Floating 3.00000000 N N N N N N ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC N/A 000000000 1700000.00000000 PA 2033842.94000000 0.084708731681 Long DBT CORP US N 2 2030-05-21 Fixed 5.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -3974381.25000000 PA USD -3974381.25000000 -0.16553136345 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 4245000.00000000 USD 4474654.50000000 USD CDS N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 725000.00000000 PA USD 677945.25000000 0.028236144073 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N CAPSTONE ACQUISITION 1L DDTL FUND N/A 000000000 528667.40980000 PA USD 526642.21000000 0.021934433963 Long LON CORP US N 3 2029-11-13 Floating 8.22031000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 1425000.00000000 PA USD 1456716.23000000 0.060671638815 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -23811000.00000000 NC USD -79275.97000000 -0.00330181192 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -23811000.00000000 USD 3.95000000 USD 2026-09-25 XXXX 11205.83000000 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 79.00000000 NS USD 19340.78000000 0.000805535624 Long EC CORP US N 1 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940X102 251.00000000 NS USD 18953.01000000 0.000789385161 Long EC CORP US N 1 N N N RECESS HOLDINGS INC N/A 72811HAJ9 7090872.48770000 PA USD 7073925.30000000 0.294626113150 Long LON CORP US N 2 2030-02-20 Floating 7.41659000 N N N N N N FORTINET INC 549300O0QJWDBAS0QX03 34959E109 220.00000000 NS USD 30353.40000000 0.001264206771 Long EC CORP US N 1 N N N ESSENDI SA 2221000MD2YP7WLTNC52 000000000 600000.00000000 PA 727553.71000000 0.030302316266 Long DBT CORP LU N 2 2029-10-15 Fixed 6.37500000 N N N N N N NEXUS BUYER LLC 254900PILSANV8WOOF24 000000000 3300000.00000000 PA USD 3213375.00000000 0.133835762493 Long LON CORP US N 2 2032-01-14 Floating 9.37031000 N N N N N N SAPHILUX SARL 222100CX5OA6ONWOBW66 000000000 5763934.60280000 PA USD 5786759.78000000 0.241016192483 Long LON CORP LU N 2 2028-07-27 Floating 6.72913073 N N N N N N APAVE SA 96950091VWAYXK8PF876 000000000 1150000.00000000 PA 1352980.89000000 0.056351104073 Long LON CORP FR N 2 2031-12-22 Floating 5.41500000 N N N N N N KROLL (DEERFIELD) 1L TLB CL USD N/A 000000000 5417542.09240000 PA USD 5398523.38000000 0.224846304244 Long LON CORP US N 3 2032-09-13 Floating 6.69961000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -3656538.74000000 PA USD -3656538.74000000 -0.15229335211 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 5630000.00000000 USD 5328232.00000000 USD AMBS N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -156895.18000000 -0.00653462046 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2029-12-20 0.00000000 USD -60194.91000000 USD -1391000.00000000 USD -96700.27000000 N N N MORAN FOODS LLC N/A 61647DBA9 917637.15710000 PA USD 0.92000000 0.000000038317 Long LON CORP US N 3 2028-12-29 Floating 11.01578000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -4257800.48000000 PA USD -4257800.48000000 -0.17733565916 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 4480681.00000000 USD 4416607.26000000 USD AMBS N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284106 31.00000000 NS USD 18030.84000000 0.000750977156 Long EC CORP US N 1 N N N KROLL (DEERFIELD) 1L CL REV UNFUND N/A 000000000 139077.29970000 PA USD 139077.29970000 0.005792512996 Long LON CORP US N 3 2032-09-13 Floating 8.50534074 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 375000.00000000 PA USD 357196.17000000 0.014877075278 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N Y MACQUARIE GROUP LTD AUD XXXX N N N MONOLITHIC POWER SYSTEMS INC 529900TB7O85LSZ1XU31 609839105 17.00000000 NS USD 26625.57000000 0.001108944167 Long EC CORP US N 1 N N N EXIDE TECHNOLOGIES PREFERRED UNITS N/A 000000000 761.24000000 NS USD 1163494.49000000 0.048459072540 Long EP CORP US N 3 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1701900.00000000 PA USD -1701900.00000000 -0.07088344316 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1830000.00000000 USD 1766499.00000000 USD CDS N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAH6 3550000.00000000 PA USD 3531859.50000000 0.147100512452 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 171779AL5 2150000.00000000 PA USD 2063570.22000000 0.085946860809 Long DBT CORP US N 2 2030-01-31 Fixed 4.00000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -537250.00000000 -0.02237624410 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7430.00000000 USD 2026-06-01 XXXX -228242.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -31836000.00000000 NC USD -105408.06000000 -0.00439020284 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD -31836000.00000000 USD 3.95000000 USD 2026-09-24 XXXX 26711.34000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4634437.50000000 PA USD -4634437.50000000 -0.19302243794 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5350000.00000000 USD 5221600.00000000 USD CDS N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 000000000 600000.00000000 PA 700654.73000000 0.029181984684 Long LON CORP CA N 2 2031-07-16 Floating 5.00900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 376.00000000 NS USD 19401.60000000 0.000808068753 Long EC CORP US N 1 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 136000.00000000 PA USD 131266.13000000 0.005467180954 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034109 111.00000000 NS USD 18693.51000000 0.000778577092 Long EC CORP US N 1 N N N Level 3 254900AE5FEFIJOXWL19 52729KAU0 4930000.00000000 PA USD 4948487.50000000 0.206102492784 Long LON CORP US N 2 2032-03-29 Floating 6.90200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2902500.00000000 PA USD -2902500.00000000 -0.12088794511 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3600000.00000000 USD 3274200.00000000 USD CDS N N N BELROSE FUNDING TRUST II N/A 08079KAA2 3150000.00000000 PA USD 3231617.85000000 0.134595569779 Long DBT CORP US N 2 2055-05-15 Fixed 6.79200000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAE3 350000.00000000 PA USD 353157.00000000 0.014708845489 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. KPTCWFWJ4GW0WZNEMH59 000000000 -1153919.56000000 PA USD -1153919.56000000 -0.04806028059 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2026-07-13 1830000.00000000 USD 1729167.00000000 USD AMBS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -10090625.00000000 NC USD -51499.54000000 -0.00214493490 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -10090625.00000000 USD 3.71000000 USD 2026-08-19 XXXX -22236.73000000 N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088M102 329.00000000 NS USD 25612.65000000 0.001066756460 Long EC CORP US N 1 N N N FOX CORP 549300DDU6FDRBIELS05 35137L204 135.00000000 NS USD 7747.65000000 0.000322686473 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 2000000.00000000 PA USD 2035464.00000000 0.084776248171 Long DBT CORP US N 2 N/A Fixed 6.95000000 N N N N N N COPART INC 549300KVYX3JWMYEHU61 217204106 514.00000000 NS USD 16843.78000000 0.000701536589 Long EC CORP US N 1 N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 4150000.00000000 PA USD 4281198.10000000 0.178310160531 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N ACCURIDE LIQUIDATING TRUST AGRMNT N/A 000000000 189.52000000 NS USD 0.02000000 0.000000000832 Long EC CORP US N 3 N N N BANK OF NEW YORK MELLON CORP (THE) WFLLPEPC7FZXENRZV188 064058100 157.00000000 NS USD 21890.51000000 0.000911730842 Long EC CORP US N 1 N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 171340102 184.00000000 NS USD 17595.92000000 0.000732862915 Long EC CORP US N 1 N N N PIONEER OPCO LLC N/A 72382NAA4 850000.00000000 PA USD 868360.85000000 0.036166876408 Long DBT CORP US N 2 2033-05-15 Fixed 7.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -1814369.66000000 PA USD -1814369.66000000 -0.07556775878 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 2830000.00000000 USD 2674633.00000000 USD AMBS N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -15554000.00000000 NC USD -52314.20000000 -0.00217886516 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-09-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -15554000.00000000 USD 3.95000000 USD 2026-09-28 XXXX 14568.00000000 N N N TEGRA118 WEALTH SOLUTION 254900HOKMJFKIA9FR12 000000000 2000000.00000000 PA USD 2003340.00000000 0.083438296629 Long LON CORP US N 2 2033-01-27 Floating 7.66659000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAF0 425000.00000000 PA USD 431411.55000000 0.017968115686 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AA7 400000.00000000 PA USD 385440.20000000 0.016053427646 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAJ7 5110000.00000000 PA USD 5126924.32000000 0.213534313801 Long DBT CORP US N 2 2034-02-15 Fixed 7.87500000 N N N N N N INTEGRATED POWER SERVICES 1L TL CL N/A 000000000 1680328.76690000 PA USD 1675720.75000000 0.069793088046 Long LON CORP US N 3 2028-11-22 Floating 8.48479000 N N N N N N PERRIGO FINANCE PUC 549300E86RB6YCTMRM83 71429MAD7 5000000.00000000 PA USD 4772917.00000000 0.198790052829 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207105 85.00000000 NS USD 20708.55000000 0.000862502689 Long EC CORP US N 1 N N N SLB LTD 213800ZUA17OK3QLGM62 806857108 381.00000000 NS USD 20783.55000000 0.000865626408 Long EC CORP CW N 1 N N N VERTEX PHARMACEUTICALS INC 54930015RAQRRZ5ZGJ91 92532F100 37.00000000 NS USD 16558.98000000 0.000689674785 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2936937.50000000 PA USD -2936937.50000000 -0.12232225299 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 3425000.00000000 USD 3214020.00000000 USD CDS N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1388.00000000 NC USD 43375.00000000 0.001806551117 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-12-16 0.00000000 USD 2500.00000000 97.50000000 USD 2026-09-11 XXXX -472232.98000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133KPMJ4 3753151.70000000 PA USD 3534891.37000000 0.147226788605 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 60 LTD 254900LV0LNHKC2KQJ62 640974AC5 1100000.00000000 PA USD 700249.00000000 0.029165086194 Long ABS-CBDO CORP KY N 2 2039-04-22 Variable 14.70971990 N N N N N N PetSmart 894500NGJMHSFNESGA67 71677HAN5 6973522.50000000 PA USD 6948836.23000000 0.289416204234 Long LON CORP US N 2 2032-08-18 Floating 7.58432000 N N N N N N LOWE'S COMPANIES INC WAFCR4OKGSC504WU3E95 548661107 74.00000000 NS USD 15862.64000000 0.000660672507 Long EC CORP US N 1 N N N ANCHORAGE CREDIT FUNDING 4 LTD 549300VR9XUOV1E0U888 03329TAL8 1000000.00000000 PA USD 927006.20000000 0.038609431396 Long ABS-CBDO CORP KY N 2 2039-04-27 Fixed 3.52300000 N N N N N N BANK OF NEW YORK MELLON CORP (THE) WFLLPEPC7FZXENRZV188 064058AR1 5340000.00000000 PA USD 5401185.72000000 0.224957189622 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 2575000.00000000 PA USD 2539801.55000000 0.105781702112 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 42.00000000 NS USD 19976.04000000 0.000831993945 Long EC CORP US N 1 N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 000000000 706.00000000 NS USD 19810.36000000 0.000825093440 Long EC CORP BM N 1 N N N NORTHEAST HOUSING LLC N/A 664175AC0 2600000.00000000 PA USD 2410635.24000000 0.100401977807 Long DBT CORP US N 2 2049-10-15 Fixed 6.29800000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -2315146.54000000 -0.09642491226 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 0.00000000 USD -1954871.12000000 USD -95550000.00000000 USD -360275.42000000 N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331A109 129.00000000 NS USD 18974.61000000 0.000790284793 Long EC CORP US N 1 N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207105 332.00000000 NS USD 20308.44000000 0.000845838270 Long EC CORP US N 1 N N N DYE & DURHAM CORP 549300XUQDPIC5QRY347 267486AA6 1722000.00000000 PA USD 1414915.19000000 0.058930642491 Long DBT CORP CA N 2 2029-04-15 Fixed 8.62500000 N N N N N N CASPER BIDCO SASU 969500OUD0VB2606MD53 000000000 5150000.00000000 PA 6028008.14000000 0.251064088608 Long LON CORP FR N 2 2031-03-28 Floating 5.15300000 N N N N N N Cengage Learning 549300BYGM0FWUSVXJ88 15131YAR6 3426915.42320000 PA USD 3372838.70000000 0.140477360775 Long LON CORP US N 2 2031-03-24 Floating 6.62719649 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 3600000.00000000 PA USD 3274325.28000000 0.136374316878 Long DBT CORP US N 2 2031-08-15 Fixed 3.87500000 N N N N N N AON PLC 635400FALWQYX5E6QC64 000000000 58.00000000 NS USD 18331.48000000 0.000763498690 Long EC CORP IE N 1 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334104 449.00000000 NS USD 15180.69000000 0.000632269567 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4732000.00000000 PA USD -4732000.00000000 -0.19708587641 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5200000.00000000 USD 4775160.00000000 USD CDS N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456B101 32051.00000000 NS USD 996145.08000000 0.041489037642 Long EC CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 15795000.00000000 NC USD 22215.31000000 0.000925258630 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 15795000.00000000 USD 3.35000000 USD 2026-09-21 XXXX -143632.19000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -4825927.07000000 PA USD -4825927.07000000 -0.20099790069 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 4998131.00000000 USD 5023121.66000000 USD AMBS N N N Arcis Golf 254900ZMGXNNIX4SXQ48 03958MAF4 1287848.12180000 PA USD 1288814.01000000 0.053678579605 Long LON CORP US N 2 2028-11-24 Floating 6.37031000 N N N N N N BOWTIE GERMANY BIDCO GMB 254900F23Z2F8RRW1Q10 000000000 5300000.00000000 PA 6047439.28000000 0.251873387690 Long LON CORP DE N 2 2031-08-01 Floating 5.87700000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AM3 3750000.00000000 PA USD 3413594.26000000 0.142174813281 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 000000000 2636273.78030000 PA USD 2369614.69000000 0.098693488575 Long LON CORP US N 3 2030-07-31 Floating 3.50000000 N N N N N N BANK OF NEW YORK MELLON CORP (THE) WFLLPEPC7FZXENRZV188 064058AS9 1000000.00000000 PA USD 994876.30000000 0.041436193471 Long DBT CORP US N 2 2174-06-20 Fixed 5.62500000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620M106 362.00000000 NS USD 15562.38000000 0.000648166800 Long EC CORP US N 1 N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 000000000 91.00000000 NS USD 29242.85000000 0.001217952815 Long EC CORP NL N 1 N N N OCP CLO 2025-44 LTD 2138008X5U1G9VOKLJ76 67570VAC4 2400000.00000000 PA USD 1625184.00000000 0.067688252952 Long ABS-CBDO CORP KY N 2 2038-10-25 Variable 0.01000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 2000000.00000000 PA USD 1880110.00000000 0.078305817223 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 15795000.00000000 NC USD 22215.31000000 0.000925258630 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 15795000.00000000 USD 3.35000000 USD 2026-09-21 XXXX -135418.79000000 N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCV3 4900000.00000000 PA USD 4781384.72000000 0.199142729925 Long DBT CORP US N 2 2036-02-01 Fixed 7.37500000 N N N N N N FALCON 2019-1 AEROSPACE LTD N/A 30610GAA1 220020.21000000 PA USD 217402.72000000 0.009054734912 Long ABS-O CORP US N 2 2039-09-15 Fixed 3.59700000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -775625.00000000 PA USD -775625.00000000 -0.03230446595 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 850000.00000000 USD 835125.00000000 USD CDS N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBH7 1300000.00000000 PA USD 1314385.18000000 0.054743608441 Long DBT CORP US N 2 2031-06-01 Fixed 6.12500000 N N N N N N PGW Auto Glass, LLC N/A 67115JAF6 5800000.00000000 PA USD 5789154.00000000 0.241115910773 Long LON CORP US N 2 2033-02-17 Floating 7.69961000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332102 5.00000000 NS USD 14675.95000000 0.000611247351 Long EC CORP US N 1 N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 850000.00000000 PA USD 857234.35000000 0.035703462206 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 4500000.00000000 PA USD 4589842.50000000 0.191165074325 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206R102 39880.00000000 NS USD 989024.00000000 0.041192447555 Long EC CORP US N 1 N N N HARTFORD INSURANCE GROUP INC (THE) IU7C3FTM7Y3BQM112U94 416515104 7710.00000000 NS USD 980172.30000000 0.040823777848 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -15796000.00000000 NC USD -4259.61000000 -0.00017741102 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -15796000.00000000 USD 2.85000000 USD 2026-09-21 XXXX 51026.39000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278X109 104.00000000 NS USD 19913.92000000 0.000829406672 Long EC CORP US N 1 N N N CLIMATER BIDCO II SAS 969500ATB753O57B5L36 000000000 2450000.00000000 PA 2857435.00000000 0.119011006185 Long LON CORP FR N 2 2032-03-22 Floating 6.12700000 N N N N N N HEALTHPEAK PROPERTIES INC 254900M6MTMZM0I22L81 42250P103 63250.00000000 NS USD 1211237.50000000 0.050447549499 Long EC CORP US N 1 N N N MORGAN STANLEY FINANCE LLC 5493003FCPSE9RKT4B56 61769HZV0 13500000.00000000 PA USD 11627550.00000000 0.484282730829 Long DBT CORP US N 3 2029-10-23 Fixed 0.01000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -839567.11000000 PA USD -839567.11000000 -0.03496762884 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 950000.00000000 USD 915135.00000000 USD CDS N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212P303 79.00000000 NS USD 17837.41000000 0.000742920875 Long EC CORP US N 1 N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762E102 32.00000000 NS USD 22775.36000000 0.000948584485 Long EC CORP US N 1 N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAB9 725000.00000000 PA USD 716646.64000000 0.029848041234 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797UC9 2000000.00000000 PA USD 1994229.81000000 0.083058860919 Long DBT UST US N 2 2026-06-30 None 0.00000000 N N N N N N PPL CORP 9N3UAJSNOUXFKQLF3V18 69351T106 27479.00000000 NS USD 972481.81000000 0.040503472066 Long EC CORP US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -14126875.00000000 NC USD -83809.34000000 -0.00349062494 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -14126875.00000000 USD 3.64000000 USD 2026-08-13 XXXX -40016.03000000 N N N CompoSecure/Husky Technologies N/A 20459KAB5 2400000.00000000 PA USD 2389992.00000000 0.099542195253 Long LON CORP US N 2 2033-01-14 Floating 5.87506000 N N N N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 693475105 4755.00000000 NS USD 1051425.60000000 0.043791448829 Long EC CORP US N 1 N N N EMCOR GROUP INC 529900X0SQJB2J7YDU43 29084Q100 25.00000000 NS USD 20670.50000000 0.000860917922 Long EC CORP US N 1 N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 4100000.00000000 PA USD 3293932.21000000 0.137190937542 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N SHERWOOD FINANCING PLC 259400SSZWSSPNYW7K08 000000000 3100000.00000000 PA 3637159.58000000 0.151486217979 Long DBT CORP GB N 2 2029-12-15 Floating 7.65000000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387108 62.00000000 NS USD 23245.66000000 0.000968172289 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -2181210.53000000 PA USD -2181210.53000000 -0.09084653189 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 3400000.00000000 USD 3211980.00000000 USD AMBS N N N NASSAU COMPANIES OF NEW YORK (THE) 549300Q3ENSFI87YLC32 63155AAA6 3403000.00000000 PA USD 3260671.57000000 0.135805645407 Long DBT CORP US N 2 2030-07-15 Fixed 7.87500000 N N N N N N Ascend Learning 549300T466HKRLVCD610 04349HAN4 5223618.08990000 PA USD 5149756.13000000 0.214485249406 Long LON CORP US N 2 2028-12-11 Floating 6.65200000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 59.00000000 NS USD 19255.24000000 0.000801972918 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 11871000.00000000 NC USD 22279.28000000 0.000927922955 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 11871000.00000000 USD 3.37500000 USD 2026-12-24 XXXX -42061.54000000 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X306 58000.00000000 NS USD 1125780.00000000 0.046888279363 Long EP CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 6670.00000000 NS USD 961747.30000000 0.040056384088 Long EC CORP US N 1 N N N ASSETMARK FIN (GTCR) 1L TLB CL USD N/A 000000000 2587380.83630000 PA USD 2591158.41000000 0.107920694454 Long LON CORP US N 2 2031-09-05 Floating 6.19961000 N N N N N N KIMBERLY CLARK CORP MP3J6QPYPGN75NVW2S34 494368103 183.00000000 NS USD 17860.80000000 0.000743895059 Long EC CORP US N 1 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAC9 398631.00000000 PA USD 399129.28000000 0.016623572263 Long DBT CORP US N 2 2030-03-09 Variable 9.25000000 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 57767XAA8 3525000.00000000 PA USD 3504488.70000000 0.145960529758 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N KIMCO REALTY CORP 254900ARY41P4V1JL861 49446R109 44255.00000000 NS USD 1065660.40000000 0.044384322462 Long EC CORP US N 1 N N N AUXEY MIDCO LTD N/A 000000000 5237700.00000000 PA USD 4844872.50000000 0.201786970154 Long LON CORP GB N 2 2027-06-29 Floating 9.76000000 N N N N N N SUBURBAN PROPANE PARTNERS LP / SUBURBAN ENERGY FINANCE CORP N/A 864486AL9 2000000.00000000 PA USD 1917186.68000000 0.079850045873 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266G107 251.00000000 NS USD 15647.34000000 0.000651705350 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -719250.00000000 -0.02995647012 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7380.00000000 USD 2026-06-02 XXXX -403942.30000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -492.00000000 NC USD 875929.46000000 0.036482105938 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-03-17 -119177329.46000000 USD 875929.46000000 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036P108 122.00000000 NS USD 16936.04000000 0.000705379181 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 13023.00000000 NS USD 1009803.42000000 0.042057901951 Long EC CORP US N 1 N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAB4 1500000.00000000 PA USD 1490469.00000000 0.062077427965 Long ABS-O CORP US N 2 2046-08-15 Fixed 2.48200000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHN7 4600000.00000000 PA USD 4669308.38000000 0.194474795924 Long DBT CORP US N 2 2056-05-14 Fixed 6.20000000 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCM3 4500000.00000000 PA USD 4631836.51000000 0.192914107771 Long DBT CORP CA N 2 2055-10-15 Fixed 7.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -8604456.70000000 PA USD -8604456.70000000 -0.35837212379 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 9099146.00000000 USD 9144641.73000000 USD AMBS N N N ATHENA BIDCO GMBH 3912007R7X33FTYO8Z65 000000000 1575000.00000000 PA 1821620.94000000 0.075869771650 Long LON CORP DE N 2 2032-05-20 Floating 5.37700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4238781.25000000 PA USD -4238781.25000000 -0.17654351597 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5225000.00000000 USD 5141922.50000000 USD CDS N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076307 40.00000000 NS USD 16131.20000000 0.000671857922 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -701100.00000000 PA USD -701100.00000000 -0.02920052999 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 760000.00000000 USD 752172.00000000 USD CDS N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 23794000.00000000 NC USD 26642.38000000 0.001109644296 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD 23794000.00000000 USD 3.42500000 USD 2026-09-24 XXXX -72697.57000000 N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 57767XAB6 6300000.00000000 PA USD 6323373.00000000 0.263365914959 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C696 200000.00000000 NS USD 40.00000000 0.000001665983 Long EP CORP US N 2 N N N SALAS O'BRIEN INC 254900D503Y41OFSLN80 000000000 885714.28870000 PA USD 884607.15000000 0.036843528199 Long LON CORP US N 3 2033-01-31 Floating 6.37031000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409V104 43.00000000 NS USD 18232.00000000 0.000759355388 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027X100 100.00000000 NS USD 18696.00000000 0.000778680799 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 808513105 198.00000000 NS USD 17295.30000000 0.000720342214 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -725562.50000000 PA USD -725562.50000000 -0.03021938317 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 950000.00000000 USD 783845.00000000 USD CDS N N N BIFFA GROUP HOLDINGS LTD 21380012LWLXNMXB8I44 000000000 1550000.00000000 PA 2084408.62000000 0.086814771698 Long DBT CORP JE N 2 2031-06-15 Fixed 7.37500000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3 LTD 549300KW8WXBEPNZQZ89 14309WAC2 2600000.00000000 PA USD 3302.00000000 0.000137526957 Long ABS-CBDO CORP KY N 2 2032-01-14 Variable 0.53963210 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -1139491.89000000 PA USD -1139491.89000000 -0.04745937400 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 1608000.00000000 USD 1522293.60000000 USD AMBS N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 11847000.00000000 NC USD 9467.77000000 0.000394328771 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 11847000.00000000 USD 3.30000000 USD 2026-09-25 XXXX -35550.83000000 N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAH0 12885000.00000000 PA USD 12809569.93000000 0.533513380415 Long DBT CORP US N 2 2056-03-01 Fixed 7.25000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 9853.00000000 NS USD 1049935.68000000 0.043729394266 Long EC CORP US N 1 N N N MB2 1L DDTL TRANCHE 1 CL FUNDED N/A 000000000 1161209.88990000 PA USD 1150150.45000000 0.047903298699 Long LON CORP US N 3 2031-02-13 Floating 9.12031000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A 000000000 100000.00000000 PA USD 91599.96000000 0.003815101098 Long LON CORP US N 3 2031-02-13 Floating 9.12031000 N N N N N N ROCKET COMPANIES INC N/A 77311WAD3 1500000.00000000 PA USD 1553914.50000000 0.064719907249 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N MB2 1L DDTL CL TRANCHE 2 FUNDED N/A 000000000 814600.14780000 PA USD 806841.84000000 0.033604634649 Long LON CORP US N 3 2031-02-13 Floating 9.12031000 N N N N N N FIRSTDIGITAL 1L TL N/A 000000000 7821145.95850000 PA USD 7662234.90000000 0.319128968839 Long LON CORP US N 3 2026-12-17 Floating 7.98479000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAP4 6550000.00000000 PA USD 6735345.35000000 0.280524395868 Long DBT CORP CA N 2 2055-09-15 Fixed 6.87500000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 505000.00000000 PA USD 516919.01000000 0.021529466635 Long DBT CORP US N 2 2030-07-01 Fixed 6.50000000 N N N N N N SAMMONTANA ITALIA SPA - SOCIETA' BENEFIT 815600E3DBF7B132BA82 000000000 2025000.00000000 PA 2384131.59000000 0.099298111559 Long DBT CORP IT N 2 2031-10-15 Floating 5.95400000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 19785000.00000000 NC USD 28844.32000000 0.001201354202 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 19785000.00000000 USD 3.25000000 USD 2026-12-28 XXXX -67706.48000000 N N N TOTAL WEBHOSTING SOLUTIO 98450055H0892EDCB847 000000000 5500000.00000000 PA 5769592.80000000 0.240301194745 Long LON CORP NL N 2 2031-11-06 Floating 5.90300000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1900000.00000000 PA USD 1846198.84000000 0.076893431194 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N J.B. HUNT TRANSPORT SERVICES INC 549300XCD1MPI1C5GK90 445658107 87.00000000 NS USD 24049.41000000 0.001001648150 Long EC CORP US N 1 N N N ATLAS SP AIRCRAFT LOAN PARTICIPATI N/A 000000000 3900000.00000000 PA USD 3898854.92000000 0.162385722509 Long DBT CORP US N 3 2030-12-12 Floating 0.00010000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030107 126.00000000 NS USD 18327.96000000 0.000763352083 Long EC CORP US N 1 N N N GARMIN LTD 2549001E0HIPIJQ0W046 000000000 78.00000000 NS USD 18245.76000000 0.000759928486 Long EC CORP CH N 1 N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082HAE6 2811582.50000000 PA USD 2799408.35000000 0.116594219800 Long LON CORP US N 2 2031-03-17 Floating 8.19175000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -878175.75000000 PA USD -878175.75000000 -0.03657566300 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-13 2188600.00000000 USD 885069.84000000 USD UST N N N TPG RE FINANCE TRUST INC N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.041649593493 Long LON CORP US N 2 2033-05-07 Floating 6.37852000 N N N N N N MARATHON CLO I LTD ZQS1X5VM6RB8UXDJ3P66 56576UAC3 3566667.00000000 PA USD 356.67000000 0.000014855160 Long ABS-CBDO CORP KY N 2 2027-11-21 Variable 0.01000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -14126875.00000000 NC USD -83809.34000000 -0.00349062494 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -14126875.00000000 USD 3.64000000 USD 2026-08-13 XXXX -41428.71000000 N N N MARCEL BIDCO LLC 254900A6AL2000BPNS82 000000000 492537.42480000 PA USD 487612.05000000 0.020308843665 Long LON CORP US N 2 2030-11-13 Floating 6.66000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -782652.00000000 PA USD -782652.00000000 -0.03259713764 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-13 2006800.00000000 USD 788471.72000000 USD UST N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1200000.00000000 PA USD 1115753.52000000 0.046470680547 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N CAPMARK MILITARY HOUSING TR XXXVII N/A 14070AAA1 439934.18000000 PA USD 415983.11000000 0.017325527431 Long ABS-MBS CORP US N 3 2052-10-10 Fixed 6.06300000 N N N N N N SUBURBAN PROPANE PARTNERS LP / SUBURBAN ENERGY FINANCE CORP N/A 864486AM7 4562000.00000000 PA USD 4526871.23000000 0.188542346528 Long DBT CORP US N 2 2035-12-15 Fixed 6.50000000 N N N N N N GRANT THORNTON 1L TLB CL EURO N/A 000000000 1275000.00000000 PA 1477426.27000000 0.061534203562 Long LON CORP US N 2 2032-09-11 Floating 5.15300000 N N N N N N MORAN FOODS LLC N/A 000000000 1134837.58160000 PA USD 165171.07000000 0.006879307922 Long LON CORP US N 3 2028-12-29 Floating 11.01578000 N N N N N N QXO INC N/A 74825NAA5 1200000.00000000 PA USD 1222746.00000000 0.050926873846 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 1528000.00000000 PA USD 818547.41000000 0.034092166881 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N CBC INSURANCE REVENUE SECURITIZATION LLC 54930084NLD71YMN4154 12479MAH1 245244.68000000 PA USD 219541.88000000 0.009143830056 Long ABS-O CORP US Y 2 2046-07-15 Fixed 5.25000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -19785000.00000000 NC USD -93632.39000000 -0.00389975098 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2028-12-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -19785000.00000000 USD 3.95000000 USD 2026-12-28 XXXX -4995.59000000 N N N HENRY SCHEIN INC VGO3WGL8H45T73F4RR92 806407102 240.00000000 NS USD 18379.20000000 0.000765486208 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -4887298.75000000 PA USD -4887298.75000000 -0.20355400622 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 7391000.00000000 USD 5267565.70000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5497500.00000000 PA USD -5497500.00000000 -0.22896864023 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 6000000.00000000 USD 5727000.00000000 USD CDS N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 7512.00000000 NS USD 843973.20000000 0.035151140699 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P105 397.00000000 NS USD 18349.34000000 0.000764242551 Long EC CORP US N 1 N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 37959E300 11000.00000000 NS USD 171820.00000000 0.007156233154 Long EP CORP US N 1 N N N TELUS CORP 894500TX134IMF6NW757 87971MCQ4 1890000.00000000 PA USD 1888268.19000000 0.078645602520 Long DBT CORP CA N 2 2056-06-09 Fixed 6.37500000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -708355.23000000 PA USD -708355.23000000 -0.02950270737 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 1088135.00000000 USD 1028069.95000000 USD AMBS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1050078.75000000 PA USD -1050078.75000000 -0.04373535307 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 1101000.00000000 USD 1127093.70000000 USD CDS N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076C106 41.00000000 NS USD 18274.11000000 0.000761109252 Long EC CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -15795000.00000000 NC USD -4259.34000000 -0.00017739977 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -15795000.00000000 USD 2.85000000 USD 2026-09-21 XXXX 43125.66000000 N N N Orion Advisor Solutions (fka NorthStar Financial Services Group) 549300R3BS3HTGTSN386 68627BAK1 5526315.81430000 PA USD 5513273.71000000 0.229625608841 Long LON CORP US N 2 2030-09-09 Floating 6.41339000 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC N/A 18060TAE5 1500000.00000000 PA USD 1536525.00000000 0.063995641643 Long DBT CORP CA N 2 2032-09-15 Fixed 6.75000000 N N N N N N SILVER AIRCRAFT LEASE INVESTMENT LTD N/A 827304AA4 4890034.64000000 PA USD 4758737.21000000 0.198199470340 Long ABS-O CORP IE N 2 2044-07-15 Fixed 3.96700000 N N N N N N ARES CAPITAL CORP N/A 000000000 5559561.39480000 PA USD 5008125.18000000 0.208586377913 Long ABS-CBDO CORP US N 3 2034-10-31 Fixed 0.00010000 N N N N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 44148JAM1 2000000.00000000 PA USD 2068382.20000000 0.086147277819 Long ABS-O CORP US N 2 2054-06-20 Fixed 9.18800000 N N N N N N DRIVE BIDCO BV 254900SO04XJ573VEQ93 000000000 2200000.00000000 PA 2572274.65000000 0.107134193527 Long LON CORP NL N 2 2031-06-26 Floating 5.66800000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918K108 6616.00000000 NS USD 1285885.76000000 0.053556619183 Long EC CORP US N 1 N N N EATON VANCE LTD DURATION INCOME FUND NZ7KR43H6Z5W1GY0QX46 27828H105 141764.00000000 NS USD 1329746.32000000 0.055383393677 Long EC RF US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1538778.00000000 PA USD -1538778.00000000 -0.06408947817 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 1550000.00000000 USD 1631840.00000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -237724.50000000 PA USD -237724.50000000 -0.00990112878 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-13 651300.00000000 USD 238831.71000000 USD UST N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -16145000.00000000 NC USD -86133.60000000 -0.00358742942 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -16145000.00000000 USD 3.68500000 USD 2026-08-14 XXXX -38102.22000000 N N N TELUS CORP 894500TX134IMF6NW757 87971MCR2 1640000.00000000 PA USD 1634914.85000000 0.068093538899 Long DBT CORP CA N 2 2056-06-09 Fixed 6.62500000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 461202103 41.00000000 NS USD 13592.73000000 0.000566131678 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6C92 17315374.77000000 PA USD 17401945.76000000 0.724783966905 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAQ2 1900000.00000000 PA USD 1962251.60000000 0.081726981472 Long DBT CORP CA N 2 2055-09-15 Fixed 7.00000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 92.00000000 NS USD 28122.56000000 0.001171293192 Long EC CORP US N 1 N N N SLM CORP (SALLIE MAE) N/A 78442PGG5 1990000.00000000 PA USD 1990348.81000000 0.082897218847 Long DBT CORP US N 2 2032-05-15 Fixed 6.49500000 N N N N N N KANE BIDCO LTD 213800IT8MD1MLYZWC24 000000000 300000.00000000 PA 353332.70000000 0.014716163323 Long DBT CORP JE N 2 2032-07-15 Floating 5.95400000 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308109 68.00000000 NS USD 16815.04000000 0.000700339580 Long EC CORP US N 1 N N N HOPPER MERGER SUB INC N/A 43644ABM0 3000000.00000000 PA 3498620.09000000 0.145716104537 Long LON CORP US N 2 2033-01-12 Floating 4.82500000 N N N N N N ARDAGH METAL PACKAGING FINANCE PLC/ARDAGH METAL PACKAGING FINANCE USA LLC 635400YUJMWFYRBL5293 03969YAB4 2300000.00000000 PA USD 2181551.15000000 0.090860718583 Long DBT CORP IE N 2 2029-09-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -11870000.00000000 NC USD -55884.71000000 -0.00232757545 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -11870000.00000000 USD 3.95000000 USD 2026-12-24 XXXX 5008.39000000 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BY5 5570000.00000000 PA USD 5725141.21000000 0.238449804091 Long DBT CORP US N 2 2055-06-01 Fixed 6.50000000 N N N N N N MANNINGTON MILLS 1L TLB CL N/A 000000000 1994172.87080000 PA USD 1944318.55000000 0.080980077230 Long LON CORP US N 3 2032-03-07 Floating 8.44961000 N N N N N N ESSEX PROPERTY TRUST INC 549300TR2H2VEFX0NC60 297178105 3915.00000000 NS USD 1067385.60000000 0.044456176341 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3830937.50000000 PA USD -3830937.50000000 -0.15955698957 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 5750000.00000000 USD 4889800.00000000 USD CDS N N N SNACKING INVESTMENTS US 549300W8K88D3SM86Y18 000000000 1147125.00000000 PA USD 1147365.90000000 0.047787323323 Long LON CORP US N 2 2032-10-29 Floating 6.66339000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -2370000.00000000 PA USD -2370000.00000000 -0.09870953658 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2400000.00000000 USD 2459760.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2864062.50000000 PA USD -2864062.50000000 -0.11928703886 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 3250000.00000000 USD 3216525.00000000 USD CDS N N N SHO HOLDING 1L TL-A N/A 000000000 277616.18720000 PA USD 277616.19000000 0.011562601460 Long LON CORP US N 3 2029-06-30 Floating 10.46122000 N N N N N N SHO HOLDING 1L ROLL-UP TL-B N/A 000000000 849742.25940000 PA USD 841244.84000000 0.035037505614 Long LON CORP US N 3 2029-06-30 Floating 10.46122000 N N N N N N MAMBA PURCHASER INC 549300EAB6F7TKRLOT57 56150KAK1 992512.50000000 PA USD 994993.78000000 0.041441086465 Long LON CORP US N 2 2031-10-16 Floating 6.33432000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 11125.84000000 0.000463386713 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -2255000.00000000 EUR 2643128.25000000 USD 2026-06-16 11125.84000000 N N N SHO HOLDING 1L TAKEBACK TL-C N/A 000000000 429988.00390000 PA USD 378389.44000000 0.015759766358 Long LON CORP US N 3 2029-06-30 Floating 10.96122000 N N N N N N SHO HOLDING 1L REV FUNDED N/A 000000000 15741.83410000 PA USD 15741.83410000 0.000655640991 Long LON CORP US N 3 2029-06-30 Floating 10.15200000 N N N N N N LABCORP HOLDINGS INC N/A 504922105 68.00000000 NS USD 17684.08000000 0.000736534743 Long EC CORP US N 1 N N N AENOVA HOLDING 1L CL TLB EUR REFI N/A 000000000 1725000.00000000 PA 2025709.15000000 0.084369962634 Long LON CORP DE N 2 2031-08-22 Floating 5.20000000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -2807437.50000000 PA USD -2807437.50000000 -0.11692863063 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 3150000.00000000 USD 2943675.00000000 USD CDS N N N SHERWOOD FINANCING PLC 259400SSZWSSPNYW7K08 000000000 2000000.00000000 PA 2724352.79000000 0.113468186237 Long DBT CORP GB N 2 2029-12-15 Fixed 9.62500000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 445499.99990000 PA USD 432135.00000000 0.017998247084 Long LON CORP US N 2 2030-02-01 Floating 5.87031000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338C103 200.00000000 NS USD 16446.00000000 0.000684969214 Long EC CORP US N 1 N N N ALLIANZ SE 529900K9B0N5BT694847 018820AF7 2600000.00000000 PA USD 2612378.60000000 0.108804506742 Long DBT CORP DE N 2 N/A Fixed 6.50000000 N N N N N N ALUMINA PTY LTD 2138002VD9MW2WT8HR38 02220AAB3 2850000.00000000 PA USD 2924182.65000000 0.121791018674 Long DBT CORP AU N 2 2032-09-15 Fixed 6.37500000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -305375.00000000 -0.01271874461 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7505.00000000 USD 2026-05-29 XXXX 2232.86000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 15554000.00000000 NC USD 17940.30000000 0.000747206202 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-09-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 15554000.00000000 USD 3.42500000 USD 2026-09-28 XXXX -50497.30000000 N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431109 50.00000000 NS USD 15759.00000000 0.000656355943 Long EC CORP US N 1 N N N CPI CG INC 254900H3R50WH1B1LB48 12598FAC3 5739000.00000000 PA USD 6040297.50000000 0.251575935456 Long DBT CORP US N 2 2029-07-15 Fixed 10.00000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054109 86.00000000 NS USD 19277.76000000 0.000802910867 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932107 22128.00000000 NS USD 1026517.92000000 0.042754054082 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797TZ0 18300000.00000000 PA USD 18285339.67000000 0.761576964152 Long DBT UST US N 2 2026-06-09 None 0.00000000 N N N N N N RYAN SPECIALTY LLC 549300K52N7QBO3PYY45 78351MAA0 1100000.00000000 PA USD 1065876.03000000 0.044393303364 Long DBT CORP US N 2 2030-02-01 Fixed 4.37500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498101 125.00000000 NS USD 18493.75000000 0.000770257169 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2146812.50000000 PA USD -2146812.50000000 -0.08941386793 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2450000.00000000 USD 2380175.00000000 USD CDS N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5064812.50000000 PA USD -5064812.50000000 -0.21094738174 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2049-12-31 6950000.00000000 USD 6832545.00000000 USD CDS N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 1400000.00000000 PA USD 1396991.89000000 0.058184144332 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -16145000.00000000 NC USD -1028.40000000 -0.00004283244 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -16145000.00000000 USD 2.68500000 USD 2026-08-14 XXXX 51362.13000000 N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131107 277.00000000 NS USD 20425.98000000 0.000850733763 Long EC CORP US N 1 N N N SUN III LTD 2549000ZQ00EQSSJOW94 000000000 2400000.00000000 PA 2758896.65000000 0.114906923964 Long LON CORP GB N 2 2032-11-08 Floating 7.12300000 N N N N N N PERIMETER HOLDINGS LLC N/A 71384AAA2 650000.00000000 PA USD 646896.58000000 0.026942979589 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N INVESCO LTD ECPGFXU8A2SHKVVGJI15 000000000 762.00000000 NS USD 21686.52000000 0.000903234742 Long EC CORP BM N 1 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AJ2 4750000.00000000 PA USD 5011048.17000000 0.208708119258 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 1987000.00000000 PA USD 1908138.35000000 0.079473186607 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAB3 1750000.00000000 PA USD 1569468.86000000 0.065367740020 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1372000.00000000 PA USD -1372000.00000000 -0.05714324227 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1400000.00000000 USD 1444100.00000000 USD CDS N N N ZEPHYR MIDCO 2 LTD N/A 000000000 1000000.00000000 PA 1155570.04000000 0.048129022419 Long LON CORP GB N 2 2028-07-31 Floating 3.25000000 N N N N N N NORD ANGLIA(FUGUE)1L TLB CL EUR N/A 000000000 1000000.00000000 PA 1168877.52000000 0.048683273552 Long LON CORP NL N 2 2032-01-09 Floating 3.00000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -11847000.00000000 NC USD -39443.22000000 -0.00164279407 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -11847000.00000000 USD 3.95000000 USD 2026-09-25 XXXX 4390.68000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1285875.00000000 PA USD -1285875.00000000 -0.05355617103 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1350000.00000000 USD 1412100.00000000 USD CDS N N N SUMITOMO LIFE INSURANCE COMPANY 549300I5OQCDADQSPI57 86564CAF7 5250000.00000000 PA USD 5239943.63000000 0.218241522120 Long DBT CORP JP N 2 2055-09-10 Fixed 5.87500000 N N N N N N THUNDERBIRD 2022-1 B FUNDED N/A 000000000 2700000.00000000 PA USD 2588924.89000000 0.107827669254 Long DBT CORP CA N 3 2037-03-01 Fixed 7.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5174531.25000000 PA USD -5174531.25000000 -0.21551712308 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 7125000.00000000 USD 6887025.00000000 USD CDS N N N REVENIR ENERGY INC COMMON N/A 000000000 2359.00000000 NS USD 259.49000000 0.000010807653 Long EC CORP US N 3 N N N Anticimex 54930005SBU6WYFBEB41 03703HAD8 2638377.48130000 PA USD 2644498.52000000 0.110142288353 Long LON CORP US N 2 2031-11-17 Floating 6.56000000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -2728447.50000000 PA USD -2728447.50000000 -0.11363872924 Short RA CORP US N 2 Reverse repurchase N 3.99500000 2026-07-13 2802000.00000000 USD 2807884.20000000 USD CDS N N N AITX FINCO LLC N/A 000000000 4500000.00000000 PA USD 4438480.73000000 0.184860918134 Long DBT CORP US N 3 2035-10-23 Fixed 6.00000000 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613101 35353.00000000 NS USD 1096650.06000000 0.045675029203 Long EC CORP US N 1 N N N HV STRUCTURED SOLUTIONS IV N/A 000000000 3976520.09000000 PA USD 3937045.14000000 0.163976329647 Long ABS-MBS CORP US N 3 2030-09-15 Floating 6.84561000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -137.00000000 NC USD -214610.50000000 -0.00893844008 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 744.00000000 USD 2026-06-05 XXXX -94209.64000000 N N N Blackhawk Network Holdings 549300LFU3K8UIR03132 09238FAN1 5862666.10630000 PA USD 5838570.55000000 0.243174089992 Long LON CORP US N 2 2029-03-12 Floating 7.12031000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAH9 1960000.00000000 PA USD 1891400.00000000 0.078776041134 Long LON CORP US N 2 2031-02-01 Floating 5.87031000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1409085.00000000 PA USD -1409085.00000000 -0.05868781744 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 2172000.00000000 USD 1760840.40000000 USD CDS N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 925000.00000000 PA USD 878512.37000000 0.036589683089 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N XPLORE INC - CVR N/A 000000000 4673.00000000 NS USD 0.47000000 0.000000019575 Long EC CORP CA N 3 N N N ENVIRI CORP KAO98FK89NPNNPQGUZ43 415864AM9 3824000.00000000 PA USD 3824000.00000000 0.159268045520 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N AUTOMATIC DATA PROCESSING INC HGBOLILQXWER4SAL2I23 053015103 85.00000000 NS USD 18856.40000000 0.000785361394 Long EC CORP US N 1 N N N Aggreko 259400QTZA08U7DIP580 01330EAD0 349120.60300000 PA USD 349818.84000000 0.014569812482 Long LON CORP US N 2 2031-05-21 Floating 6.63186000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -941136.00000000 PA USD -941136.00000000 -0.03919793182 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1200000.00000000 USD 1044240.00000000 USD CDS N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 751212101 54.00000000 NS USD 19650.60000000 0.000818439501 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -134.00000000 NC USD -111622.00000000 -0.00464901092 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 750.00000000 USD 2026-05-29 XXXX 9776.41000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -3945355.00000000 PA USD -3945355.00000000 -0.16432243193 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2049-12-31 4924000.00000000 USD 5063349.20000000 USD CDS N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAD9 850000.00000000 PA USD 882588.15000000 0.036759437669 Long DBT CORP US N 2 2029-12-15 Fixed 7.87500000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103H107 194.00000000 NS USD 16854.72000000 0.000701992236 Long EC CORP US N 1 N N N POOL CORP 5493005VZK1KMN6CO617 73278L105 87.00000000 NS USD 15781.80000000 0.000657305554 Long EC CORP US N 1 N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 92941PAE3 273050.00000000 PA USD 186766.20000000 0.007778736308 Long LON CORP US N 2 2030-06-25 Floating 10.50623000 N N N N N N PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY 549300SHS4T08CL0LP14 698299BS2 4150000.00000000 PA USD 3179107.50000000 0.132408535048 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N ADT SECURITY CORP (THE) 5493009JEEDYLVRA0J13 74166NAA2 1000000.00000000 PA USD 946909.20000000 0.039438383255 Long DBT CORP US N 2 2032-07-15 Fixed 4.87500000 N N N N N N CIDRON ATRIUM SE 2549004YHD7GOLT9Y166 000000000 1425000.00000000 PA 1664487.09000000 0.069325210674 Long DBT CORP DE N 2 2033-02-15 Floating 5.90800000 N N N N N N ZEPHYR MIDCO 2 LTD N/A 000000000 4000000.00000000 PA 5231152.50000000 0.217875375129 Long LON CORP GB N 2 2028-07-31 Floating 8.48020000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829107 217.00000000 NS USD 16450.77000000 0.000685167883 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -138.00000000 NC USD -146832.00000000 -0.00611549311 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 751.00000000 USD 2026-06-09 XXXX -30657.57000000 N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BD0 500000.00000000 PA USD 470625.76000000 0.019601371591 Long DBT CORP US N 2 2054-05-15 Fixed 5.62500000 N N N N N N CHRYSAOR BIDCO SARL 254900CXX37NCB7A8J31 000000000 2985018.75000000 PA USD 2994451.41000000 0.124717683963 Long LON CORP US N 2 2031-10-30 Floating 6.66870000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194105 90.00000000 NS USD 18351.90000000 0.000764349174 Long EC CORP US N 1 N N N SPIRIT AIRLINES LLC 549300DCAFIXFNFR3304 84858DAA6 383222.25000000 PA USD 368105.40000000 0.015331440272 Long ABS-O CORP US N 2 2028-04-01 Fixed 4.10000000 N N N N N N FIRST SOLAR INC 549300NPYMLM4NHTOF27 336433107 91.00000000 NS USD 27917.89000000 0.001162768769 Long EC CORP US N 1 N N N PALANTIR TECHNOLOGIES INC 549300UVN46B3BBDHO85 69608A108 120.00000000 NS USD 18784.80000000 0.000782379283 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1875281.25000000 PA USD -1875281.25000000 -0.07810470174 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2075000.00000000 USD 2104880.00000000 USD CDS N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 3100000.00000000 PA USD 3129508.90000000 0.130342773520 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1643250.00000000 PA USD -1643250.00000000 -0.06844069450 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2026-06-15 2100000.00000000 USD 2206470.00000000 USD CDS N N N CERBERUS LOAN FUNDING XL LLC 635400FRD1HEGKSHCI69 15675AAN9 600000.00000000 PA USD 597220.80000000 0.024874003546 Long ABS-CBDO CORP US N 2 2035-03-22 Floating 6.30028000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -137.00000000 NC USD -306811.50000000 -0.01277857425 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 736.00000000 USD 2026-06-02 XXXX -168447.50000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -924500.00000000 PA USD -924500.00000000 -0.03850504918 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1075000.00000000 USD 1046082.50000000 USD CDS N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 44148JAC3 5250000.00000000 PA USD 5222558.25000000 0.217517428110 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.45900000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663102 67.00000000 NS USD 19251.11000000 0.000801800905 Long EC CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q109 20878.00000000 NS USD 1006528.38000000 0.041921497867 Long EC CORP US N 1 N N N RB GLOBAL HOLDINGS INC 254900LH3N0EGB1LQ203 76774LAC1 1750000.00000000 PA USD 1819587.00000000 0.075785058876 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N FORTITUDE GROUP HOLDINGS LLC 2549006R9ZUL08JFIH12 34966XAA6 1150000.00000000 PA USD 1177881.08000000 0.049058268166 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAE7 2650000.00000000 PA USD 2676118.40000000 0.111459243501 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653101 219.00000000 NS USD 38635.98000000 0.001609172861 Long EC CORP US N 1 N N N TRANSDIGM GROUP INC N/A 893641100 15.00000000 NS USD 18874.80000000 0.000786127747 Long EC CORP US N 1 N N N JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 N/A 46630BAA4 1260629.45000000 PA USD 797935.33000000 0.033233682128 Long ABS-O CORP US N 2 2036-12-25 Floating 3.82880000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -138.00000000 NC USD -233358.00000000 -0.00971926583 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 742.00000000 USD 2026-06-04 XXXX -108384.76000000 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1850000.00000000 PA USD -1850000.00000000 -0.07705174796 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1850000.00000000 USD 1920300.00000000 USD CDS N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 44.00000000 NS USD 42724.00000000 0.001779437232 Long EC CORP US N 1 N N N MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 55337PAA0 125000.00000000 PA USD 116783.45000000 0.004863983219 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158106 66.00000000 NS USD 18388.92000000 0.000765891042 Long EC CORP US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 000000000 163.00000000 NS USD 21851.78000000 0.000910117754 Long EC CORP IE N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 511.00000000 NS USD 19852.35000000 0.000826842307 Long EC CORP US N 1 N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAF4 2800000.00000000 PA USD 2720060.85000000 0.113289428681 Long DBT CORP US N 2 2033-02-15 Fixed 6.87500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 6100000.00000000 PA USD 6050984.79000000 0.252021056740 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N CBRE GROUP INC 52990016II9MJ2OSWA10 12504L109 138.00000000 NS USD 17255.52000000 0.000718685393 Long EC CORP US N 1 N N N SAPIENCIA BIDCO SL 254900VIB4XRJKYIVZ64 000000000 1750000.00000000 PA 2054107.97000000 0.085552761942 Long LON CORP ES N 2 2033-02-21 Floating 3.00000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -135.00000000 NC USD -207562.50000000 -0.00864489374 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 743.00000000 USD 2026-06-01 XXXX -88498.06000000 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -2157187.50000000 PA USD -2157187.50000000 -0.08984598246 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2250000.00000000 USD 2263950.00000000 USD CDS N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -7536750.00000000 PA USD -7536750.00000000 -0.31390257376 Short RA CORP US N 2 Reverse repurchase N 3.89500000 2026-06-15 7800000.00000000 USD 7849920.00000000 USD CDS N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 21987BBM9 1700000.00000000 PA USD 1789675.00000000 0.074539236236 Long DBT CORP CL N 2 2055-01-13 Fixed 6.78000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1441562.50000000 PA USD -1441562.50000000 -0.06004049212 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1750000.00000000 USD 1628025.00000000 USD CDS N N N INGENOVIS HEALTH LP FUNDED N/A 000000000 5702.91800000 NS USD 5702918.00000000 0.237524216428 Long EC CORP US N 2 N N N ONEAMERICA FINANCIAL PARTNERS INC 5493009S1SVD6UNUDB08 682441AB6 1730000.00000000 PA USD 1282601.40000000 0.053419826924 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -542412.75000000 PA USD -542412.75000000 -0.02259127054 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 825000.00000000 USD 689865.00000000 USD CDS N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FVY0 7153335.04000000 PA USD 7189099.28000000 0.299423062598 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N FINANCIERE MENDEL SASU 969500FG3VYTO80D0A13 000000000 1104086.71750000 PA USD 1109264.88000000 0.046200431328 Long LON CORP FR N 2 2030-11-13 Floating 6.39329000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAQ9 4800000.00000000 PA USD 3629410.51000000 0.151163472363 Long DBT CORP LU N 2 2052-02-02 Fixed 4.37500000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -137.00000000 NC USD -162276.50000000 -0.00675875025 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 749.00000000 USD 2026-06-08 XXXX -52809.91000000 N N N Asurion 549300KNQVXGIOXWK278 04649VBE9 1786500.00000000 PA USD 1785660.35000000 0.074372027695 Long LON CORP US N 2 2030-09-19 Floating 7.91339000 N N N N N N HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE COMPANY 549300TMJ1FKCKECR148 42218SAM0 6000000.00000000 PA USD 5726982.24000000 0.238526482242 Long DBT CORP US N 2 2054-06-15 Fixed 5.87500000 N N N N N N CERBERUS LOAN FUNDING XL LLC 635400FRD1HEGKSHCI69 15675AAP4 5150000.00000000 PA USD 5171671.20000000 0.215398003163 Long ABS-CBDO CORP US N 2 2035-03-22 Floating 7.90028000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AE0 5400000.00000000 PA USD 5482182.60000000 0.228330676749 Long DBT CORP DE N 2 N/A Fixed 6.55000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160K105 18.00000000 NS USD 17213.76000000 0.000716946106 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -1906500.00000000 PA USD -1906500.00000000 -0.07940494999 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2050000.00000000 USD 1998750.00000000 USD CDS N N N PROJECT INDIGO N/A 000000000 1670203.82000000 PA USD 1670203.82000000 0.069563310154 Long ABS-CBDO CORP US N 2 2032-03-31 Fixed 5.90000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1856078.11000000 PA USD -1856078.11000000 -0.07730489877 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2150000.00000000 USD 2077760.00000000 USD CDS N N N MIDWEST PHYSICIAN ADMINISTRATIVE SERVICES LLC 5493001F7B0DCPKBGK48 59835XAC8 1169584.75180000 PA USD 1100473.99000000 0.045834294334 Long LON CORP US N 2 2028-03-13 Floating 6.96122000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1462500.00000000 PA USD -1462500.00000000 -0.06091253048 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-15 2000000.00000000 USD 1946400.00000000 USD CDS N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -411250.00000000 -0.01712839532 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 7490.00000000 USD 2026-06-08 XXXX -130699.92000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -136.00000000 NC USD -141644.00000000 -0.00589941502 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written CBOE MINI SPX INDEX OP NEW XSP PM CBOE MINI SPX INDEX OP NEW XSP PM 100.00000000 752.00000000 USD 2026-06-10 XXXX -30985.41000000 N N N THEVELIA (US) LLC N/A 88372KAH3 1566607.36320000 PA USD 1532658.98000000 0.063834623481 Long LON CORP US N 2 2029-06-18 Floating 6.69961000 N N N N N N BLUE STREAM ISSUER LLC N/A 09606BAC8 1000000.00000000 PA USD 1008708.50000000 0.042012298978 Long ABS-O CORP US N 2 2053-05-20 Fixed 6.89800000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973304 18686.00000000 NS USD 1024927.10000000 0.042687797075 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5248115.50000000 PA USD -5248115.50000000 -0.21858187718 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 5650000.00000000 USD 5566380.00000000 USD CDS N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 66.00000000 NS USD 17107.86000000 0.000712535414 Long EC CORP US N 1 N N N INGENOVIS HEALTH INC N/A 12510MAB5 6539804.02280000 PA USD 2141785.82000000 0.089204508753 Long LON CORP US N 2 2028-03-06 Floating 8.18400000 N N N N N N AmSpec 254900LUGRP5Z7OOV477 03218AAE9 595620.00000000 PA USD 596811.24000000 0.024856945538 Long LON CORP US N 2 2031-12-22 Floating 7.19961000 N N N N N N Kestra Advisor Services 254900WH55RU999OY504 49255BAK0 994962.21470000 PA USD 991857.93000000 0.041310479588 Long LON CORP US N 2 2031-03-24 Floating 7.29100000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAA5 344391.93000000 PA USD 338311.48000000 0.014090535616 Long ABS-O CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 36597.00000000 NS USD 1032767.34000000 0.043014339884 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 475.00000000 0.000019783556 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2028-11-14 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 475.00000000 N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743L100 158.00000000 NS USD 24648.00000000 0.001026579180 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353T100 244.00000000 NS USD 17177.60000000 0.000715440057 Long EC CORP US N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 133.00000000 NS USD 21209.51000000 0.000883367469 Long EC CORP US N 1 N N N CTL - AZ BATTERY PROPERTY LLC N/A 000000000 2993968.80000000 PA USD 2903612.26000000 0.120934270292 Long DBT CORP US N 3 2046-02-20 Fixed 6.73000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -497154.86000000 PA USD -497154.86000000 -0.02070629782 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 742627.00000000 USD 698812.01000000 USD AMBS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1750125.00000000 PA USD -1750125.00000000 -0.07289199481 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1950000.00000000 USD 1934400.00000000 USD CDS N N N AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD N/A 000000000 1520138.88120000 PA USD 1506371.94000000 0.062739778951 Long LON CORP US N 3 2032-05-01 Floating 8.94961000 N N N N N N RFNA LP 2549002A4GSOTYKKHR45 74984AAA0 4750000.00000000 PA USD 4660799.42000000 0.194120401199 Long DBT CORP US N 2 2030-02-15 Fixed 7.87500000 N N N N N N ALIGN TECHNOLOGY INC 549300N5YSE0U3LCP840 016255101 105.00000000 NS USD 18369.75000000 0.000765092620 Long EC CORP US N 1 N N N NATIONAL LIFE INSURANCE COMPANY 0JRPR7R1EOV4Z2M47L22 636792AA1 3400000.00000000 PA USD 4383022.72000000 0.182551114562 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 332765.93000000 0.013859565713 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2027-04-26 0.00000000 USD 0.00000000 USD 2938397.66000000 USD 332765.93000000 N N N SVC ABS LLC N/A 78487JAB2 3669937.50000000 PA USD 3653924.09000000 0.152184453005 Long ABS-O CORP US N 2 2053-02-20 Fixed 5.55000000 N N N N N N CELESTE BIDCO BV 984500F89CC5A01B8C37 000000000 3750000.00000000 PA 4402622.13000000 0.183367422021 Long LON CORP NL N 2 2029-07-02 Floating 5.66500000 N N N N N N FACILITIES GROUP 1L DDTL FUNDED N/A 000000000 3217840.42140000 PA USD 3177008.31000000 0.132321104638 Long LON CORP US N 3 2027-11-30 Floating 9.51369082 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 2100000.00000000 PA USD 1464027.35000000 0.060976143991 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N FACILITIES GROUP 1L TL N/A 000000000 3165390.44100000 PA USD 3125223.88000000 0.130164304179 Long LON CORP US N 3 2027-11-30 Floating 9.51339000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4977500.00000000 PA USD -4977500.00000000 -0.20731085161 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5500000.00000000 USD 5414200.00000000 USD CDS N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141G104 22.00000000 NS USD 22562.32000000 0.000939711456 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1345812.50000000 PA USD -1345812.50000000 -0.05605254354 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1525000.00000000 USD 1540250.00000000 USD CDS N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEA3 5850000.00000000 PA USD 5886164.70000000 0.245156366992 Long DBT CORP US N 2 2056-02-15 Fixed 6.20000000 N N N N N N KREF 2021-FL2 LTD 54930083ELM2GCMVTQ91 48275RAC1 1716899.39000000 PA USD 1711930.34000000 0.071301202750 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 5.04248000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 922.50000000 0.000038421749 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2029-07-10 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 922.50000000 N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 4625000.00000000 PA USD 4648782.03000000 0.193619881790 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N MADISON PARK FUNDING LVIII LTD N/A 55817BAD4 1700000.00000000 PA USD 1693119.76000000 0.070517749740 Long ABS-CBDO CORP KY N 2 2037-04-27 Floating 7.31659000 N N N N N N ACCURIDE 1L EXIT TL N/A 000000000 2351590.44270000 PA USD 4374267.90000000 0.182186479868 Long LON CORP US N 3 2030-03-07 Floating 0.01000000 N N N N N N FTAI AIRCRAFT LEASING FUN N/A 000000000 22568749.29800000 NS USD 24820004.61000000 1.033743102521 Long EC CORP US N 3 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -5079675.00000000 PA USD -5079675.00000000 -0.21156639883 Short RA CORP US N 2 Reverse repurchase N 3.87000000 2026-06-15 5340000.00000000 USD 5401410.00000000 USD CDS N N N REVVITY INC 549300IKL1SDPFI7N655 714046109 204.00000000 NS USD 21328.20000000 0.000888310859 Long EC CORP US N 1 N N N CINTAS CORP N/A 172908105 93.00000000 NS USD 15927.18000000 0.000663360572 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599105 330.00000000 NS USD 18687.90000000 0.000778343438 Long EC CORP US N 1 N N N CHUBB LTD (SWITZERLAND) E0JAN6VLUDI1HITHT809 000000000 57.00000000 NS USD 17768.61000000 0.000740055383 Long EC CORP CH N 1 N N N ENGINEERED MACHINERY HOL 5493008AR0NPSLW8EW07 000000000 1600000.00000000 PA 1871137.08000000 0.077932098753 Long LON CORP US N 2 2032-11-26 Floating 5.62700000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 632.50000000 0.000026343367 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Equity - Performance Leg 2028-09-13 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 632.50000000 N N N United Pacific (Apro) 549300HALLMPVGYAKP14 03834XAP8 4224713.93180000 PA USD 4236162.91000000 0.176434463175 Long LON CORP US N 2 2031-07-09 Floating 7.38143000 N N N N N N AUTOSCOUT24 USD 1L TLB CL 254900LE837QB2YYV824 000000000 2182057.40920000 PA USD 2142954.94000000 0.089253202126 Long LON CORP US N 2 2031-12-10 Floating 6.69961000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 99.00000000 NS USD 20902.86000000 0.000870595621 Long EC CORP US N 1 N N N COCA-COLA COMPANY (THE) UWJKFUJFZ02DKWI3RY53 191216100 236.00000000 NS USD 18646.36000000 0.000776613314 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4025965.00000000 PA USD -4025965.00000000 -0.16767980567 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 4562000.00000000 USD 4526872.60000000 USD CDS N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAB9 775000.00000000 PA USD 727258.61000000 0.030290025471 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N CERBERUS LOAN FUNDING 53 LLC 635400YQBXB1DKX6JK08 15674YAG3 2550000.00000000 PA USD 2497783.40000000 0.104031663245 Long ABS-CBDO CORP US N 2 2038-01-15 Floating 6.87310000 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE N/A 36258BAS7 1599998.01000000 PA USD 1523071.23000000 0.063435297591 Long ABS-O CORP US N 2 2036-12-15 Floating 6.24157000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -998849.05000000 PA USD -998849.05000000 -0.04160165689 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1175000.00000000 USD 1126590.00000000 USD CDS N N N W.R. Grace 549300WNOVFRGYOAEB12 92943HAD1 1343250.00000000 PA USD 1339891.88000000 0.055805952127 Long LON CORP US N 2 2032-08-09 Floating 6.69961000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1450.00000000 0.000060391910 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2028-03-31 0.00000000 USD 0.00000000 USD 5800000.00000000 USD 1450.00000000 N N N MAHSEER HOLDINGS LLC N/A 56017PAC1 862068.97000000 PA USD 866922.42000000 0.036106966383 Long LON CORP US N 2 2033-02-07 Floating 6.92401000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 70.00000000 NS USD 21844.20000000 0.000909802050 Long EC CORP US N 1 N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250104 16.00000000 NS USD 20009.44000000 0.000833385042 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1992375.00000000 PA USD -1992375.00000000 -0.08298160883 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2100000.00000000 USD 2202690.00000000 USD CDS N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919106 13504.00000000 NS USD 981875.84000000 0.040894729597 Long EC CORP US N 1 N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 1350000.00000000 PA USD 1328826.34000000 0.055345076884 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671D857 298.00000000 NS USD 19581.58000000 0.000815564846 Long EC CORP US N 1 N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 000000000 300000.00000000 PA 350150.42000000 0.014583622654 Long DBT CORP CA N 2 2031-06-15 Fixed 4.75000000 N N N N N N GARDEN SPINCO CORP N/A 365417AA2 2450000.00000000 PA USD 2569768.25000000 0.107029802985 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 157.00000000 NS USD 17894.86000000 0.000745313644 Long EC CORP US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -68.00000000 -0.00000283217 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y Performance Leg 2029-08-09 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -68.00000000 N N N WONDER LAKE PARK CLO LTD N/A 97816XAE7 4450000.00000000 PA USD 2743867.78000000 0.114280977637 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 12.82580800 N N N N N N CRH PLC 549300MIDJNNTH068E74 000000000 176.00000000 NS USD 19147.04000000 0.000797466432 Long EC CORP IE N 1 N N N BRANT POINT CLO 2025-7 LTD 254900SYDO6XHQEXFS10 10548TAC8 3050000.00000000 PA USD 1733254.00000000 0.072189324521 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 0.01000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560105 100.00000000 NS USD 16913.00000000 0.000704419574 Long EC CORP US N 1 N N N NATIXIS NORTH AMERICA LLC 549300N8NA7HECIC6I58 000000000 -423255.00000000 PA USD -423255.00000000 -0.01762839869 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 609000.00000000 USD 434034.30000000 USD CDS N N N Transnetwork 549300QF18JL5NEFRT47 89378XAH7 1871284.63160000 PA USD 1640499.10000000 0.068326120642 Long LON CORP US N 2 2030-10-28 Floating 8.44961000 N N N N N N TSG SOLUTIONS HOLDING 969500LKBUJJXR2GYZ38 000000000 4775000.00000000 PA 5592305.57000000 0.232917253683 Long LON CORP FR N 2 2032-05-28 Floating 5.40000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -174473.14000000 PA USD -174473.14000000 -0.00726673535 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 262000.00000000 USD 248952.40000000 USD AMBS N N N AMAN OBH 1L MORTGAGE DDTL FUNDED N/A 000000000 3476785.71400000 PA USD 3442017.85700000 0.143358644542 Long LON CORP US N 3 2030-03-18 Floating 7.75000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -1169748.56000000 PA USD -1169748.56000000 -0.04871955201 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 1237000.00000000 USD 1243185.00000000 USD AMBS N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 220357.12000000 0.009177784471 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Performance Leg 2027-04-26 0.00000000 USD 0.00000000 USD 2892797.51000000 USD 220357.12000000 N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DH1 6000000.00000000 PA USD 6221775.66000000 0.259134427048 Long DBT CORP CA N 2 2055-04-15 Fixed 7.12500000 N N N N N N AMBASSADOR THEATRE 1L TLB CL GBP N/A 000000000 3000000.00000000 PA 4039500.00000000 0.168243532918 Long LON CORP GB N 2 2032-04-19 Floating 8.23110000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EP100 37420.00000000 NS USD 1047760.00000000 0.043638778079 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1365937.50000000 PA USD -1365937.50000000 -0.05689074161 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1550000.00000000 USD 1543490.00000000 USD CDS N N N CLIFFWATER LLC 1L TL CL N/A 000000000 6741900.00000000 PA USD 6514967.65000000 0.271345754248 Long LON CORP US N 3 2032-04-22 Floating 8.12031000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 000000000 1542250.00000000 PA USD 1542897.75000000 0.064261064090 Long LON CORP US N 2 2032-08-19 Floating 6.42523000 N N N N N N CAPSTONE ACQUISITION 1L TL N/A 000000000 8234218.04760000 PA USD 8202674.73000000 0.341638068066 Long LON CORP US N 3 2029-11-12 Floating 8.22031000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 000000000 11043.00000000 NS USD 986581.62000000 0.041090723421 Long EC CORP BM N 1 N N N TRADE DESK INC (THE) 549300GXPD31VT3E0P46 88339J105 665.00000000 NS USD 14337.40000000 0.000597146881 Long EC CORP US N 1 N N N HP INC WHKXQACZ14C5XRO8LW03 40434L105 983.00000000 NS USD 26580.32000000 0.001107059522 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 37.00000000 0.000001541034 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2029-11-14 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 37.00000000 N N N WILTON RE LTD 5493004VQ9VSL29MT373 97263CAA9 6786000.00000000 PA USD 6566608.62000000 0.273496579656 Long DBT CORP CA N 2 N/A Fixed 6.00000000 N N N N N N ESSENDI SA 2221000MD2YP7WLTNC52 000000000 600000.00000000 PA 709442.26000000 0.029547981736 Long DBT CORP LU N 2 2032-05-15 Floating 6.03300000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -2860961.41000000 PA USD -2860961.41000000 -0.11915787972 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 4300000.00000000 USD 4070810.00000000 USD AMBS N N N KERSIA INTERNATIONAL SAS 969500J08NJW6YSO2H50 000000000 1000000.00000000 PA 1167209.71000000 0.048613809943 Long LON CORP FR N 2 2030-12-31 Floating 5.62700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1114500.00000000 PA USD -1114500.00000000 -0.04641847194 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 1200000.00000000 USD 1257360.00000000 USD CDS N N N LERNEN US FINCO LLC (COGNITA) N/A 000000000 1500000.00000000 PA 1729138.89000000 0.072017931862 Long LON CORP N/A N 2 2031-10-27 Floating 6.29700000 N N N N N N HighTower 254900MKOSB7RTMA9K12 43117LAP8 7877283.43240000 PA USD 7869878.79000000 0.327777252449 Long LON CORP US N 2 2032-02-01 Floating 6.40811000 N N N N N N ArcLight GCX 2549009G4C2J89LNWS21 00162DAE5 149625.00000000 PA USD 149758.17000000 0.006237366902 Long LON CORP US N 2 2032-12-20 Floating 5.89265000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 950000.00000000 PA USD 915097.86000000 0.038113453876 Long DBT CORP US N 2 2050-10-01 Fixed 4.50000000 N N N N N N HUNTER DOUGLAS HOLDING 549300XOR2688C8LK689 000000000 1250000.00000000 PA 1460907.38000000 0.060846198509 Long LON CORP NL N 2 2032-01-19 Floating 5.12700000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -5.00000000 -0.00000020824 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y Performance Leg 2030-02-01 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -5.00000000 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -772437.50000000 PA USD -772437.50000000 -0.03217170787 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 850000.00000000 USD 836060.00000000 USD CDS N N N Astrion (Engineering Research and Consulting) N/A 29288KAE7 4542500.00000000 PA USD 3727121.25000000 0.155233084964 Long LON CORP US N 2 2031-08-29 Floating 8.69961000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2100000.00000000 PA USD 1379469.90000000 0.057454360571 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -4167900.00000000 PA USD -4167900.00000000 -0.17359134072 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2049-12-31 5052000.00000000 USD 4758984.00000000 USD CDS N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -304995.03000000 PA USD -304995.03000000 -0.01270291901 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-07-13 458000.00000000 USD 435191.60000000 USD AMBS N N N SKYMILES IP LTD / DELTA AIR LINE INC N/A 830867AB3 3291666.67000000 PA USD 3294459.58000000 0.137212902288 Long DBT CORP KY N 2 2028-10-20 Fixed 4.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797TU1 1925000.00000000 PA USD 1924808.44000000 0.080167489079 Long DBT UST US N 2 2026-06-02 None 0.00000000 N N N N N N MINERALS TECHNOLOGIES INC 549300D3I1QU67GP6403 603158AA4 1350000.00000000 PA USD 1343749.50000000 0.055966620432 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769106 73.00000000 NS USD 16885.63000000 0.000703279625 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2085000.00000000 PA USD -2085000.00000000 -0.08683940243 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-06-15 2400000.00000000 USD 2348400.00000000 USD CDS N N N 2026-07-22 Guggenheim Strategic Opportunities Fund James Howley James Howley Chief Financial Officer