NPORT-P false 0001809541 XXXXXXXX BlackRock Capital Allocation Term Trust 811-23564 0001809541 5493007LDARS47M53X11 100 BELLEVUE PARKWAY WILMINGTON 19809 800-441-7762 BlackRock Capital Allocation Term Trust 5493007LDARS47M53X11 2026-12-31 2026-06-30 N 1844440264.72 272102243.01 1572338021.71 0.00000000 35276382.34000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 79575334.90000000 0.00000000 0.00000000 50575425.47000000 EUR USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio ABRA GLOBAL FINANCE 2549007QS3P0D4KT9G26 000852AC7 136311.00000000 PA USD 133584.78000000 0.008495932691 Long DBT CORP KY N 2 2029-10-22 Fixed 14.00000000 N N Y N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAC1 285000.00000000 PA USD 297112.50000000 0.018896223070 Long DBT CORP CL N 2 2055-06-10 Fixed 8.15000000 N N N N N N AMC Global Media Inc 549300VGG9K75226LR46 00164V103 9801.00000000 NS USD 97813.98000000 0.006220925694 Long EC CORP US N 1 N N N AMC GLOBAL MEDIA INC 549300VGG9K75226LR46 00164VAF0 1320000.00000000 PA USD 1166977.02000000 0.074219220287 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N AMC GLOBAL MEDIA INC 549300VGG9K75226LR46 00164VAJ2 1032000.00000000 PA USD 1097790.00000000 0.069818956537 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N Y AMC Networks, Inc. USD XXXX N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 27875.00000000 NS USD 7014465.00000000 0.446116859297 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 15161.00000000 NS USD 8807176.51000000 0.560132515298 Long EC CORP US N 1 N N N AIR CANADA 2020-1C PTT N/A 008911BD0 1769000.00000000 PA USD 1769600.93000000 0.112545833374 Long DBT CORP CA N 2 2026-07-15 Fixed 10.50000000 N N N N N N Ajax Mortgage Loan Trust N/A 00969HAC5 8716.98000000 PA USD 8.72000000 0.000000554588 Long ABS-MBS CORP US N 2 2060-09-27 None 0.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 009703AA7 2868136.72000000 PA USD 2870002.16000000 0.182530862980 Long ABS-O CORP US N 2 2061-06-25 Variable 5.88000000 N N N N N N Ajax Mortgage Loan Trust N/A 009703AB5 760292.76000000 PA USD 756795.70000000 0.048131870472 Long ABS-O CORP US N 2 2061-06-25 Variable 6.75000000 N Y N N N N Ajax Mortgage Loan Trust N/A 009703AC3 1257624.73000000 PA USD 1309010.90000000 0.083252511986 Long ABS-O CORP US N 2 2061-06-25 None 0.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AF8 940683.56000000 PA USD 500708.51000000 0.031844838901 Long ABS-MBS CORP US N 2 2060-12-25 Variable 3.98000000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AG6 11061661.67000000 PA USD 327108.82000000 0.020803975702 Long ABS-MBS CORP US N 2 2060-12-25 Variable 0.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AH4 1420.53000000 PA USD 676.18000000 0.000043004747 Long ABS-MBS CORP US N 2 2060-12-25 Variable 0.00000000 N N N N N N ALEXANDER FUND TRUST II N/A 014916AA8 130000.00000000 PA USD 135699.04000000 0.008630398688 Long DBT CORP US N 2 2028-07-31 Fixed 7.47000000 N N N N N N Algoma Steel Group Inc 549300Q5EU337A1XCX27 015658107 178901.00000000 NS USD 724549.05000000 0.046080997851 Long EC CORP CA N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 2883.00000000 NS USD 276710.34000000 0.017598654753 Long EC CORP KY N 1 N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBG6 223000.00000000 PA USD 263028.50000000 0.016728495804 Long DBT CORP KY N 2 2031-06-01 Fixed 0.50000000 N N N N N Alibaba Group Holding Ltd. USD XXXX N N N UMBS, TBA N/A 01F022675 1830000.00000000 PA USD 1528764.83000000 0.097228764355 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030678 15100000.00000000 PA USD 13162953.13000000 0.837157974192 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032674 71808000.00000000 PA USD 65143320.00000000 4.143086225769 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F032682 16800000.00000000 PA USD 15229593.79000000 0.968595402497 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F042673 39577000.00000000 PA USD 37910437.07000000 2.411086963906 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F052672 24954000.00000000 PA USD 25033734.02000000 1.592134367696 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060675 16077000.00000000 PA USD 16434694.28000000 1.045239258548 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 111098.00000000 NS USD 39254256.34000000 2.496553272769 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K404 23150.00000000 NS USD 1178103.50000000 0.074926859475 Long EP CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K602 23150.00000000 NS USD 1164445.00000000 0.074058184940 Long EP CORP US N 1 N N N Altar Bidco Inc N/A 02090CAB6 2060438.00000000 PA USD 1922656.51000000 0.122280100299 Long LON CORP US N 2 2030-02-01 Floating 9.11000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 134269.00000000 NS USD 32001673.46000000 2.035292222037 Long EC CORP US N 1 N N N AMER AIRLINE 25-1B PTT N/A 02377PAA3 579000.00000000 PA USD 572870.88000000 0.036434333590 Long DBT CORP US N 2 2034-11-11 Fixed 5.65000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 300970.00000000 NS 7375759.11000000 0.469095004264 Long EC CORP GB N 2 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 74149.00000000 NS 4588560.24000000 0.291830393760 Long EC CORP GB N 2 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AL4 200000.00000000 PA USD 206125.00000000 0.013109458472 Long DBT NUSS AO N 2 2037-03-31 Fixed 9.88000000 N N N N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 58368.00000000 NS USD 1901045.76000000 0.120905666195 Long EC CORP US N 1 N N N Apidos CLO 549300OGB01ASKLNI660 03769FAA9 250000.00000000 PA USD 253231.08000000 0.016105384243 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 10.23000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 123488.00000000 NS USD 35732487.68000000 2.272570349799 Long EC CORP US N 1 N N N Applied Aerospace & Defense Inc N/A 03815J107 97294.00000000 NS USD 2216357.32000000 0.140959341401 Long EC CORP US N 1 N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 1688.00000000 NS USD 869708.24000000 0.055313057878 Long EC CORP US N 1 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AM1 200000.00000000 PA USD 195766.00000000 0.012450630672 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 03969UAA4 2069428.00000000 PA USD 1976303.74000000 0.125692040306 Long DBT CORP LU N 2 2030-12-01 Fixed 11.00000000 N N Y N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HS2 109440.00000000 PA USD 96870.27000000 0.006160906157 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 113000.00000000 PA USD 90513.00000000 0.005756586608 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 04018YAC1 2150000.00000000 PA USD 730312.00000000 0.046447518912 Long ABS-CBDO CORP KY N 2 2034-10-15 Variable 0.00000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 04018YAE7 1250000.00000000 PA USD 1212015.00000000 0.077083615817 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 8.77000000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413205 14025.00000000 NS USD 2382567.00000000 0.151530203245 Long EC CORP US N 1 N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 04625HAJ8 764000.00000000 PA USD 594419.91000000 0.037804842329 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N BFLD Trust N/A 05493AAN0 790000.00000000 PA USD 5893.40000000 0.000374817623 Long ABS-MBS CORP US N 2 2035-10-15 Floating 7.44000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAB4 350000.00000000 PA USD 350332.50000000 0.022280991438 Long DBT CORP GB N 2 2031-01-22 Fixed 8.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 175518.00000000 NS USD 10001015.64000000 0.636060153854 Long EC CORP US N 1 N N N BARBADOS GOVT OF 529900UD1KUUS4SFD905 067070AK8 196000.00000000 PA USD 209720.00000000 0.013338098875 Long DBT NUSS BB N 2 2035-06-26 Fixed 8.00000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 40000.00000000 PA USD 41100.00000000 0.002613941749 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N BCPE FLAVOR DEBT/ISSUER N/A 072933AA2 31000.00000000 PA USD 29315.41000000 0.001864447058 Long DBT CORP US N 2 2032-07-01 Fixed 9.50000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBV6 240000.00000000 PA USD 240644.96000000 0.015304912600 Long DBT CORP US N 2 2032-01-15 Fixed 8.00000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 3027000.00000000 PA USD 3088002.53000000 0.196395589711 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 165843.00000000 NS 1022213.08000000 0.065012297984 Long EC CORP GB N 2 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 50044.00000000 NS USD 10833024.68000000 0.688975559353 Long EC CORP US N 1 N N N BOND US BIDCO 1/2/3/G1/2 N/A 097947AA3 214000.00000000 PA USD 216081.57000000 0.013742691903 Long DBT CORP US N 2 2033-06-15 Fixed 7.13000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 7813.00000000 NS USD 1392589.12000000 0.088568049666 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 29912.00000000 NS 5584695.96000000 0.355184183228 Long EC CORP GB N 2 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 36069.00000000 NS USD 1539424.92000000 0.097906741345 Long EC CORP US N 1 N N N BREAKWATER ENRGY HOLD 984500969HAFA937F390 10637BAA3 250000.00000000 PA USD 263769.75000000 0.016775638975 Long DBT CORP LU N 2 2030-11-15 Fixed 9.25000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 56635.00000000 NS USD 21393871.25000000 1.360640711768 Long EC CORP US N 1 N N N CPV Fairview LLC 549300SLZ4P6TH9PTH93 12620SAD5 1280775.50000000 PA USD 1280737.08000000 0.081454309589 Long LON CORP US N 2 2031-08-14 Floating 6.23000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 2040000.00000000 PA USD 1366820.81000000 0.086929196593 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 448000.00000000 PA USD 288936.66000000 0.018376243276 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 985000.00000000 PA USD 605895.66000000 0.038534694934 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 126395AN2 730000.00000000 PA USD 664300.00000000 0.042249185024 Long ABS-MBS CORP US N 2 2037-10-15 Floating 9.10000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 112501.00000000 NS USD 5347172.53000000 0.340077798550 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12660TAA0 3400000.00000000 PA USD 3389274.36000000 0.215556344323 Long ABS-MBS CORP US N 3 2027-02-15 Floating 7.06000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 7619.00000000 NS USD 2859563.08000000 0.181866942128 Long EC CORP US N 1 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 19728.00000000 NS USD 595391.04000000 0.037866605766 Long EC CORP US N 1 N N N Cameco Corp N4BHALMXL3GMZKCUON55 13321L108 86536.00000000 NS USD 8814556.96000000 0.560601908641 Long EC CORP CA N 1 N N N CANPACK GROUP INC/SA N/A 13804MAA0 343000.00000000 PA USD 344944.81000000 0.021938336746 Long DBT CORP US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Canyon Capital CLO Ltd 25490032WO5XW3V7KL43 13876RAS3 750000.00000000 PA USD 750525.75000000 0.047733104436 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.62000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 16749.00000000 NS USD 3360184.38000000 0.213706234512 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 3927.00000000 NS USD 288045.45000000 0.018319562716 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 7011.00000000 NS USD 7466013.90000000 0.474835168832 Long EC CORP US N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1085000.00000000 PA USD 1079302.12000000 0.068643135578 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Cenovus Energy Inc 254900LJGL2N2XEMD470 15135U109 120181.00000000 NS USD 2981690.61000000 0.189634198806 Long EC CORP CA N 1 N N N Century Communities Inc 5299002QMB2O7ZL1CA26 156504300 15990.00000000 NS USD 1145843.40000000 0.072875131439 Long EC CORP US N 1 N N N Cerebras Systems Inc N/A 15675D103 5081.00000000 NS USD 1122901.00000000 0.071416004987 Long EC CORP US N 1 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 8413.00000000 NS USD 2010791.13000000 0.127885422996 Long EC CORP US N 1 N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DY1 278000.00000000 PA USD 245960.50000000 0.015642978583 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 79643.00000000 NS USD 9354866.78000000 0.594965373274 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 88436.00000000 NS USD 12377502.56000000 0.787203666711 Long EC CORP US N 1 N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17312GAB7 2719451.79000000 PA USD 1965805.22000000 0.125024339096 Long ABS-O CORP US N 2 2045-07-25 Floating 3.93000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17312TAJ2 3748973.58000000 PA USD 2541556.28000000 0.161641850855 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.96000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 73452.00000000 NS USD 5146781.64000000 0.327333026927 Long EC CORP US N 1 N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 159000.00000000 PA USD 149022.01000000 0.009477733664 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N Coinbase Global Inc 5493004G3J2SC154DU06 19260Q107 1596.00000000 NS USD 233319.24000000 0.014839000060 Long EC CORP US N 1 N N N College Ave Student Loans N/A 19424KAE3 117744.19000000 PA USD 111176.65000000 0.007070785573 Long ABS-O CORP US N 2 2051-07-25 Fixed 4.12000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EP6 243000.00000000 PA USD 265113.00000000 0.016861069079 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N Vistance Networks Inc 254900AW4CEPCQWSRI58 20337X109 147299.00000000 NS USD 1882481.22000000 0.119724969695 Long EC CORP US N 1 N N N CONTINUUM ENERGY PTE LTD 254900MLJ5CQ9QU8DV90 211926AA8 903979.00000000 PA USD 898374.33000000 0.057136208473 Long DBT CORP SG N 3 2027-09-11 Variable 12.85000000 N N N N N N CoreWeave Inc 984500511DP2B6186053 21873S108 5582.00000000 NS USD 555632.28000000 0.035337966285 Long EC CORP US N 1 N N N COREWEAVE INC 984500511DP2B6186053 21873SAG3 662000.00000000 PA USD 660539.63000000 0.042010027162 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N CORE SCIENTIFIC INC 5299003RGB2LAZ65RK73 21874AAE6 281000.00000000 PA USD 394945.50000000 0.025118358428 Long DBT CORP US N 2 2031-06-15 None 0.00000000 N N N N Y Core Scientific, Inc. USD XXXX N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 21987DAH7 200000.00000000 PA USD 203128.00000000 0.012918850603 Long DBT NUSS PE N 2 2030-05-06 Fixed 5.50000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 11187.00000000 NS USD 10465102.89000000 0.665575896881 Long EC CORP US N 1 N N N IVORY COAST 254900ICW11T82O6H590 221625AV8 200000.00000000 PA USD 219588.00000000 0.013965699294 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.08000000 N N N N N N Credit Suisse ABS Repackaging Trust N/A 22546U108 4744.00000000 PA USD 1114840.00000000 0.070903328966 Long ABS-O CORP US N 3 2043-04-25 None 0.00000000 N N N N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 1428.00000000 NS USD 1089763.92000000 0.069308501413 Long EC CORP US N 1 N N N Crown City CLO 5493000O0QFX9SMPY639 22824DAN9 1250000.00000000 PA USD 1206723.13000000 0.076747055234 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.24000000 N N N N N N Crown Point CLO Ltd N/A 22846DAQ6 500000.00000000 PA USD 500000.00000000 0.031799777980 Long ABS-CBDO CORP KY N 2 2034-07-14 Floating 7.68000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 22281.00000000 NS USD 3629129.28000000 0.230811010729 Long EC CORP US N 1 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 14647.00000000 NS USD 3813492.92000000 0.242536456369 Long EC CORP US N 1 N N N Deephaven Residential Mortgage Trust N/A 24380VAF8 1550000.00000000 PA USD 1418586.66000000 0.090221481666 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.96000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 63999.00000000 NS USD 5994146.34000000 0.381225045584 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 71687.00000000 NS USD 6899873.75000000 0.438828906681 Long EC CORP US N 1 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 174000.00000000 PA USD 167562.00000000 0.010656868795 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AN2 2631000.00000000 PA USD 2607963.75000000 0.165865336460 Long DBT CORP US N 2 2027-03-15 Fixed 3.76000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 420000.00000000 PA USD 406035.00000000 0.025823645704 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 272000.00000000 PA USD 286851.20000000 0.018243608946 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFB9 233000.00000000 PA USD 247342.32000000 0.015730861722 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 51465.00000000 NS USD 2736394.05000000 0.174033446511 Long EC CORP US N 1 N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 300000.00000000 PA USD 300454.14000000 0.019108749890 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6992.73000000 0.000444734522 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 171330.90000000 EUR 202866.27000000 USD 2026-07-16 6992.73000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4063.35000000 0.000258427255 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 99679.00000000 EUR 118021.07000000 USD 2026-07-16 4063.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8160.40000000 0.000518997816 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 199940.25000000 EUR 236741.49000000 USD 2026-07-16 8160.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4515.01000000 0.000287152631 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 110623.71000000 EUR 130985.24000000 USD 2026-07-16 4515.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9019.98000000 0.000573666722 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 221000.00000000 EUR 261677.57000000 USD 2026-07-16 9019.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -539.56000000 -0.00003431577 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15653.27000000 USD 13219.99000000 EUR 2026-07-16 -539.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8103.82000000 0.000515399353 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 198552.00000000 EUR 235097.80000000 USD 2026-07-16 8103.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7086.07000000 0.000450670905 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 173701.16000000 EUR 205669.40000000 USD 2026-07-16 7086.07000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 17052.18000000 0.001084511076 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 417796.28000000 EUR 494696.53000000 USD 2026-07-16 17052.18000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4372.54000000 0.000278091602 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 107106.06000000 EUR 126821.22000000 USD 2026-07-16 4372.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 75060.03000000 0.004773784578 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1839067.21000000 EUR 2177568.13000000 USD 2026-07-16 75060.03000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 15602.32000000 0.000992300623 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 382556.16000000 EUR 452958.51000000 USD 2026-07-16 15602.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 20206.60000000 0.001285130787 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 494718.00000000 EUR 585791.48000000 USD 2026-07-16 20206.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10363.60000000 0.000659120358 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 253793.93000000 EUR 300512.75000000 USD 2026-07-16 10363.60000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2839.62000000 0.000180598571 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 99353.00000000 EUR 116424.64000000 USD 2026-07-16 2839.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2539.45000000 0.000161507892 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 116601.03000000 EUR 135843.23000000 USD 2026-07-16 2539.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 24478.41000000 0.001556816006 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2334686.00000000 USD 38881860.64000000 ZAR 2026-09-16 24478.41000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12695.66000000 0.000807438338 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1556457.00000000 USD 8248366.05000000 BRL 2026-09-16 12695.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1344.03000000 -0.00008547971 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 2334686.00000000 USD 41062968.66000000 MXN 2026-09-17 -1344.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -224.49000000 -0.00001427746 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16288.59000000 USD 12872.00000000 CHF 2026-09-16 -224.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -13061.54000000 -0.00083070814 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4104734.34000000 USD 27643764.00000000 CNY 2026-09-16 -13061.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4438.40000000 -0.00028228026 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 389214.41000000 USD 335693.00000000 EUR 2026-09-16 -4438.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 43.31000000 0.000002754496 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 8467.00000000 SGD 6622.81000000 USD 2026-09-16 43.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 17117.47000000 0.001088663491 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 7304357.00000000 SEK 773604.92000000 USD 2026-09-16 17117.47000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -20920.38000000 -0.00133052687 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 30405557.00000000 ZAR 1823942.67000000 USD 2026-09-16 -20920.38000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7261.53000000 -0.00046183008 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 499645.68000000 USD 79572817.00000000 JPY 2026-09-16 -7261.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -300969.63000000 -0.01914153482 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 20625532.25000000 USD 3284595385.00000000 JPY 2026-09-16 -300969.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 190294.59000000 0.012102651425 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2076756749.00000000 JPY 13040940.60000000 USD 2026-09-16 190294.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -53796.98000000 -0.00342146403 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6067709.18000000 USD 4533864.00000000 GBP 2026-09-16 -53796.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 78238.69000000 0.004975945942 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6593745.00000000 GBP 8824465.64000000 USD 2026-09-16 78238.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 425193.95000000 0.027042146416 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 35834197.00000000 GBP 47957214.02000000 USD 2026-09-16 425193.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 14740.79000000 0.000937507698 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1683284.00000000 AUD 1178584.96000000 USD 2026-09-16 14740.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 78546.88000000 0.004995546690 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 8969447.00000000 AUD 6280137.71000000 USD 2026-09-16 78546.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4536.01000000 -0.00028848822 N/A DFE MX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1639381.61000000 USD 28770585.00000000 MXN 2026-09-17 -4536.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3206.95000000 -0.00020396059 N/A DFE MX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1159036.67000000 USD 20340696.00000000 MXN 2026-09-17 -3206.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 17411.59000000 0.001107369392 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 100767147.00000000 HKD 12899514.08000000 USD 2026-09-16 17411.59000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7017.39000000 0.000446302887 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 778532.66000000 USD 74786626.00000000 INR 2026-09-16 7017.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -37227.51000000 -0.00236765310 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 37843244.00000000 BRL 7161995.56000000 USD 2026-09-16 -37227.51000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 43955.50000000 0.002795550282 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8456356.05000000 USD 44682511.00000000 BRL 2026-09-16 43955.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1300837.05000000 0.082732658756 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 96030861.00000000 EUR 111372751.35000000 USD 2026-09-16 1300837.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 277208.19000000 0.017630317792 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 23396365972.00000000 KRW 15418618.55000000 USD 2026-09-16 277208.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -142297.83000000 -0.00905007880 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8063109.84000000 USD 11195912.00000000 CAD 2026-09-16 -142297.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 188589.34000000 0.011994198282 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14838101.00000000 CAD 10686153.86000000 USD 2026-09-16 188589.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1046037.54000000 0.066527523061 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 77220960.00000000 EUR 89557780.57000000 USD 2026-09-16 1046037.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 160736.74000000 0.010222785290 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 731449393.00000000 TWD 23062472.98000000 USD 2026-09-16 160736.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -230137.61000000 -0.01463664980 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19703511.73000000 USD 16989301.00000000 EUR 2026-09-16 -230137.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 87952.84000000 0.005593761569 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5078568.00000000 CHF 6425945.47000000 USD 2026-09-16 87952.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8475.12000000 0.000539013868 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4178345.00000000 SEK 441212.12000000 USD 2026-09-16 8475.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8432.32000000 0.000536291807 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1881150.00000000 NOK 198275.63000000 USD 2026-09-16 8432.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11770.04000000 -0.00074856931 N/A DFE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1061363.52000000 USD 6838535.00000000 DKK 2026-09-16 -11770.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 89639.85000000 0.005701054656 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 52081811.00000000 DKK 8083271.41000000 USD 2026-09-16 89639.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16185.06000000 0.001029362629 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1833644.19000000 USD 30487406.00000000 ZAR 2026-09-16 16185.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7702.02000000 0.000489845051 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 965000.00000000 AUD 674904.02000000 USD 2026-09-17 7702.02000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -14.79000000 -0.00000094063 N/A DFE SG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2346.19000000 USD 3000.00000000 SGD 2026-09-17 -14.79000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 7572.61000000 0.000481614633 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 965000.00000000 AUD 674774.61000000 USD 2026-09-17 7572.61000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1256.46000000 0.000079910298 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 412573.91000000 USD 7455623195.00000000 IDR 2026-09-16 1256.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11627.12000000 0.000739479669 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 691162.62000000 USD 34820842.00000000 TRY 2026-09-16 11627.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11375.10000000 0.000723451309 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 676181.79000000 USD 34066106.00000000 TRY 2026-09-16 11375.10000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 4284.17000000 0.000272471309 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 49326563.00000000 JPY 309509.23000000 USD 2026-09-16 4284.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -4090.97000000 -0.00026018387 N/A DFE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 472152.17000000 USD 3049612.00000000 DKK 2026-09-16 -4090.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5067.35000000 0.000322281209 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 807122.00000000 GBP 1075668.68000000 USD 2026-09-16 5067.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 12435.18000000 0.000790871926 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 26069071.00000000 CNY 3856977.27000000 USD 2026-09-16 12435.18000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -18387.24000000 -0.00116942029 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1411783.40000000 USD 1215651.00000000 EUR 2026-09-16 -18387.24000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -3168.38000000 -0.00020150756 N/A DFE CA N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 209299.30000000 USD 291362.00000000 CAD 2026-09-16 -3168.38000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5066.29000000 -0.00032221379 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 314091.39000000 USD 269605.07000000 EUR 2026-09-16 -5066.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -265.50000000 -0.00001688568 N/A DFE HK N 2 Bank of America NA B4TYDEB6GKMZO031MB27 217481.81000000 USD 1699122.29000000 HKD 2026-09-16 -265.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9898.68000000 -0.00062955165 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 779808.10000000 USD 580431.59000000 GBP 2026-09-16 -9898.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8492.47000000 -0.00054011732 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 516116.25000000 USD 82035651.00000000 JPY 2026-09-16 -8492.47000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2745.50000000 -0.00017461258 N/A DFE CH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 137062.66000000 USD 107626.95000000 CHF 2026-09-16 -2745.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -13788.64000000 -0.00087695138 N/A DFE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 964464.12000000 USD 153635990.00000000 JPY 2026-09-16 -13788.64000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -22198.06000000 -0.00141178675 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1510080.07000000 USD 1298084.00000000 EUR 2026-09-16 -22198.06000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -2163.14000000 -0.00013757474 N/A DFE GB N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 205435.23000000 USD 153246.00000000 GBP 2026-09-16 -2163.14000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -108.03000000 -0.00000687066 N/A DFE HK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 90039.08000000 USD 703464.00000000 HKD 2026-09-16 -108.03000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 17143.35000000 0.001090309447 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1010749.00000000 EUR 1175677.97000000 USD 2026-09-16 17143.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3830.53000000 -0.00024362000 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 340400.48000000 USD 475735.00000000 CAD 2026-09-16 -3830.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4072.99000000 0.000259040355 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 310000.00000000 AUD 218407.31000000 USD 2026-09-17 4072.99000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5356.29000000 0.000340657665 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1018959.46000000 EUR 1173301.86000000 USD 2026-09-16 5356.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3442.11000000 0.000218916667 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1908113.89000000 USD 1441114.31000000 GBP 2026-09-16 3442.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3840.43000000 -0.00024424964 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 646686.48000000 USD 103888541.00000000 JPY 2026-09-16 -3840.43000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -557.37000000 -0.00003544848 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 271970.20000000 USD 383636.70000000 CAD 2026-09-16 -557.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4188.58000000 0.000266391828 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1604185.54000000 EUR 1842928.45000000 USD 2026-09-16 4188.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1100.81000000 -0.00007001102 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 243663.00000000 EUR 278189.12000000 USD 2026-09-16 -1100.81000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2466.93000000 -0.00015689565 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 360472.45000000 USD 57856265.00000000 JPY 2026-09-16 -2466.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 249.59000000 0.000015873813 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 343714.00000000 AUD 237897.86000000 USD 2026-09-16 249.59000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 91.36000000 0.000005810455 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2394000.00000000 HKD 306141.04000000 USD 2026-09-16 91.36000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1607.36000000 -0.00010222738 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 215335.00000000 EUR 245212.62000000 USD 2026-09-16 -1607.36000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 8939.65000000 0.000568557770 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 245179439.00000000 JPY 1526071.68000000 USD 2026-09-16 8939.65000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -12370.46000000 -0.00078675576 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1255118.00000000 GBP 1652472.04000000 USD 2026-09-16 -12370.46000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1108.11000000 0.000070475303 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 276784.59000000 USD 242444.00000000 EUR 2026-09-16 1108.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 651.61000000 0.000041442106 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 206768.70000000 USD 300000.00000000 AUD 2026-09-17 651.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 943.85000000 0.000060028440 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3884077.33000000 USD 3389438.00000000 EUR 2026-09-16 943.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 388.69000000 0.000024720511 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 245887.72000000 USD 356193.00000000 AUD 2026-09-16 388.69000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -141.00000000 -0.00000896753 N/A DFE CH N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 131343.24000000 USD 105131.00000000 CHF 2026-09-16 -141.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 22.83000000 0.000001451977 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 98706.91000000 USD 643265.00000000 DKK 2026-09-16 22.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 6715.38000000 0.000427095186 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 258672077.00000000 JPY 1607337.74000000 USD 2026-09-16 6715.38000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -83.56000000 -0.00000531437 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 616260.68000000 USD 537576.00000000 EUR 2026-09-16 -83.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 24.57000000 0.000001562641 N/A DFE HK N 2 Bank of America NA B4TYDEB6GKMZO031MB27 250381.98000000 USD 1958745.00000000 HKD 2026-09-16 24.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5653.67000000 -0.00035957090 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 10858260.00000000 BRL 2060000.00000000 USD 2026-09-16 -5653.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -74901.11000000 -0.00476367733 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11021000.00000000 BRL 2060000.00000000 USD 2026-07-01 -74901.11000000 N N N EagleRock Land LLC N/A 27005A105 45221.00000000 NS USD 960946.25000000 0.061115754801 Long EC CORP US N 1 N N N EchoStar Corp 549300EE20907QZ9GT38 278768106 46117.00000000 NS USD 4680875.50000000 0.297701603304 Long EC CORP US N 1 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 35000.00000000 PA USD 35581.04000000 0.002262938344 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 35000.00000000 PA USD 37821.68000000 0.002405442053 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 82000.00000000 PA USD 89790.00000000 0.005710604129 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 31328.00000000 NS USD 2833930.88000000 0.180236745589 Long EC CORP US N 1 N N N EVgo Inc 254900NJU5Y3D9R42S26 30052F118 40220.00000000 NS USD 285.56000000 0.000018161489 N/A DE US N 1 N/A N/A Call Purchased Climate Change Crisis Real Impact I Acquisition Corp Climate Change Crisis Real Impact I Acquisition Corp 1.00000000 11.50000000 USD 2026-07-01 XXXX -142031.68000000 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 53318.00000000 NS USD 7289636.96000000 0.463617673766 Long EC CORP US N 1 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491BA2 2212000.00000000 PA USD 2302226.29000000 0.146420569763 Long DBT CORP US N 2 2031-06-01 Fixed 8.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 20965.00000000 NS USD 11809374.85000000 0.751070996626 Long EC CORP US N 1 N N N FREMF Mortgage Trust N/A 30307MAN8 437000.00000000 PA USD 411595.27000000 0.026177276407 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.79000000 N N N N N N FNZ Group Services Ltd 254900MQTZKERVE6YB70 30339HAC5 1000000.00000000 PA 1047895.45000000 0.066645685312 Long LON CORP NZ N 3 2031-11-05 Floating 9.73000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84J9 17733876.50000000 PA USD 694486.98000000 0.044169063548 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 1.46000000 N N N N N N Fervo Energy Co N/A 31556C106 120010.00000000 NS USD 3507892.30000000 0.223100392635 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 108254.00000000 NS USD 6102277.98000000 0.388102169873 Long EC CORP US N 1 N N N First Citizens BancShares Inc/NC 549300N3Z00ZHE2XC526 31946M103 351.00000000 NS USD 730357.29000000 0.046450399336 Long EC CORP US N 1 N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 31959XAF0 1202000.00000000 PA USD 1184430.13000000 0.075329230333 Long DBT CORP US N 2 2040-03-12 Fixed 6.25000000 N N N N N N First Horizon Corp TF3RXI1ZB1TQ30H9JV10 320517105 36567.00000000 NS USD 937577.88000000 0.059629536846 Long EC CORP US N 1 N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 1464.00000000 NS USD 345445.44000000 0.021970176592 Long EC CORP US N 1 N N N FLOURISHING TRADE + INVT LTD 894500SZ5TN63ZJ0Y632 343427AA8 2538855.00000000 PA USD 2611974.02000000 0.166120387851 Long DBT CORP MU N 3 2030-04-02 Variable 11.04000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 807000.00000000 PA USD 804633.08000000 0.051174306598 Long DBT CORP US N 2 2027-01-09 Fixed 4.27000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397F81 806000.00000000 PA USD 806948.79000000 0.051321584726 Long DBT CORP US N 2 2026-11-05 Fixed 5.13000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AE1 1950000.00000000 PA USD 1944975.24000000 0.123699561617 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 13505.00000000 NS USD 632574.20000000 0.040231438231 Long EC CORP US N 1 N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PUB3 7501545.75000000 PA USD 4074453.32000000 0.259133421932 Long ABS-MBS USGSE US N 2 2060-05-25 Variable 5.48000000 N N N N N N Freddie Mac - SLST N/A 35564CGD3 1090923.24000000 PA USD 1085752.59000000 0.069053382606 Long ABS-MBS USGSE US N 2 2060-09-25 Variable 4.75000000 N N N N N N Freddie Mac - SLST N/A 35564CHL4 896537.23000000 PA USD 888540.84000000 0.056510802876 Long ABS-MBS USGSE US N 2 2060-04-26 Variable 4.75000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 123318.00000000 NS USD 7755469.02000000 0.493244385934 Long EC CORP US N 1 N N N GE Vernova Inc 254900DP080RU6OK2553 36828A101 7164.00000000 NS USD 8416697.04000000 0.535298194395 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 23051.00000000 NS USD 8614850.23000000 0.547900649291 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 19469.00000000 NS USD 2459713.46000000 0.156436683845 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 7953.00000000 NS USD 8043425.61000000 0.511558297194 Long EC CORP US N 1 N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAC0 203671.11000000 PA USD 168706.89000000 0.010729683291 Long LON CORP US N 2 2028-04-28 Floating 8.58000000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAD8 0.03000000 PA USD 0.01000000 0.000000000635 Long LON CORP US N 2 2028-04-28 Floating 8.58000000 N N N N N N GRANITE RIDGE RESOURCES 254900CAHJQKOQ1YZC67 387432AA5 6280000.00000000 PA USD 6219699.19000000 0.395570106689 Long DBT CORP US N 2 2029-11-05 Fixed 8.88000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JAZ0 100000.00000000 PA USD 87778.00000000 0.005582641823 Long DBT CORP MX N 2 2040-01-15 Fixed 6.63000000 N N N N N N GS FINANCE CORP 549300FR80KBVO6DRL61 40058XL51 507000.00000000 PA USD 490316.15000000 0.031183889420 Long SN CORP US N 2 2031-02-17 Fixed 6.11000000 N N N N N N GS FINANCE CORP 549300FR80KBVO6DRL61 40058XL69 1052000.00000000 PA USD 1022902.73000000 0.065056159418 Long SN CORP US N 2 2031-02-17 Variable 7.35000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 000000000 16557.00000000 NS 3683794.43000000 0.234287689996 Long EC CORP NL N 2 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AW9 230000.00000000 PA USD 244720.00000000 0.015564083334 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.60000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AX7 210000.00000000 PA USD 226485.00000000 0.014404345431 Long DBT NUSS GT N 2 2032-10-04 Fixed 7.05000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 2212.00000000 NS 1223369.05000000 0.077805728355 Long EC CORP FR N 2 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 253219.00000000 NS 1740447.10000000 0.110691662732 Long EC CORP IT N 2 N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DK2 179000.00000000 PA USD 167220.55000000 0.010635152727 Long DBT CORP US N 2 2030-07-01 Fixed 6.75000000 N N N N N Hertz Global Holdings, Inc. USD XXXX N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 13659.00000000 NS USD 4513753.14000000 0.287072695417 Long EC CORP US N 1 N N N Hippo Holdings Inc N/A 433539111 11689.00000000 NS USD 9.35000000 0.000000594655 N/A DE US N 1 N/A N/A Call Purchased Hippo Holdings Inc Hippo Holdings Inc 25.00000000 287.50000000 USD 2026-08-02 XXXX -18770.78000000 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 11022.00000000 NS USD 3887238.96000000 0.247226671766 Long EC CORP US N 1 N N N Home Partners of America Trust N/A 43732VAL0 2398362.42000000 PA USD 2371299.06000000 0.150813567264 Long ABS-O CORP US N 2 2026-12-17 Fixed 3.80000000 N N N N N N Honeywell Aerospace Inc 213800ZUAQRBYL67JS90 43849R105 4560.00000000 NS USD 1008124.80000000 0.064116289632 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516205 4560.00000000 NS USD 1020984.00000000 0.064934129042 Long EC CORP US N 1 N N N HR OTTAWA LP N/A 44331MAB5 9295825.00000000 PA USD 10271667.52000000 0.653273493242 Long DBT CORP CA N 2 2031-03-31 Fixed 11.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AU0 200000.00000000 PA USD 201190.00000000 0.012795594663 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N KESTREL ACQUISITION LLC 549300ER0JUHJLPPMH08 44579UAE2 1256984.02000000 PA USD 1255098.54000000 0.079823709830 Long LON CORP US N 2 2031-11-06 Floating 8.50000000 N N N N N N Imperial Fund LLC N/A 452760AE1 3602500.00000000 PA USD 3311855.34000000 0.210632529028 Long ABS-MBS CORP US N 2 2055-10-25 Variable 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 57169.00000000 NS USD 7982507.47000000 0.507683930540 Long EC CORP US N 1 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 8247.00000000 NS USD 3279666.96000000 0.208585362353 Long EC CORP US N 1 N N N ION PLAT FIN US/SARL N/A 46206AAA0 770000.00000000 PA USD 706769.22000000 0.044950208558 Long DBT CORP US N 2 2028-05-15 Fixed 5.75000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAC6 443000.00000000 PA USD 403138.45000000 0.025639426410 Long DBT CORP US N 2 2028-05-01 Fixed 4.63000000 N N N N N N iShares MSCI Brazil ETF 5493006D2L7KY3ZDF809 464286400 13963.00000000 NS USD 481723.50000000 0.030637400695 Long EC RF US N 1 N N N iShares China Large-Cap ETF 5493001YVWPO25CNKN94 464287184 57900.00000000 NS USD 1829061.00000000 0.116327467424 Long EC RF US N 1 N N N iShares MSCI Emerging Markets ETF 549300BPYHDEDI59G670 464287234 25500.00000000 NS USD 1744455.00000000 0.110946563392 Long EC RF US N 1 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 464287655 13900.00000000 NS USD 4176255.00000000 0.265607963576 Long EC RF US N 1 N N N ITHACA ENERGY NORTH 213800BMMUN3AKWBIO91 46567TAC8 200000.00000000 PA USD 207313.81000000 0.013185066260 Long DBT CORP GB N 2 2029-10-15 Fixed 8.13000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EAE6 40493755.45000000 PA USD 1184454.50000000 0.075330780254 Long ABS-MBS CORP US N 2 2051-06-25 Variable 0.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EBQ8 164323079.14000000 PA USD 975372.50000000 0.062033257895 Long ABS-MBS CORP US N 2 2051-06-25 Variable 0.12000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EBT2 10493373.12000000 PA USD 245070.63000000 0.015586383246 Long ABS-MBS CORP US N 2 2051-06-25 Variable 0.40000000 N N N N N N JP Morgan Mortgage Trust N/A 46592ECB0 741298.65000000 PA USD 614629.39000000 0.039090156284 Long ABS-MBS CORP US N 2 2051-06-25 Variable 3.02000000 N N N N N N JP Morgan Mortgage Trust N/A 46592ECC8 889558.04000000 PA USD 701139.77000000 0.044592178037 Long ABS-MBS CORP US N 2 2051-06-25 Variable 3.02000000 N N N N N N JP Morgan Mortgage Trust N/A 46592ECD6 1531622.17000000 PA USD 731947.53000000 0.046551537894 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.31000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 24606.00000000 NS USD 8054281.98000000 0.512248757505 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A 46652VCA1 1112021.84000000 PA USD 892052.58000000 0.056734147981 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.90000000 N N N N N N JP Morgan Mortgage Trust N/A 46652VCB9 833907.91000000 PA USD 657750.03000000 0.041832609840 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.90000000 N N N N N N JP Morgan Mortgage Trust N/A 46652VCC7 2208659.82000000 PA USD 978041.61000000 0.062203012106 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.90000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 305878.57000000 PA USD 270782.09000000 0.017221620685 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 23849.00000000 NS USD 6056930.53000000 0.385218092189 Long EC CORP US N 1 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 1637.00000000 NS USD 493899.27000000 0.031411774261 Long EC CORP US N 1 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 4048.00000000 NS 1324609.45000000 0.084244572840 Long EC CORP FR N 2 N N N KB Home 549300LGUCWQURMWLG09 48666K109 8345.00000000 NS USD 522313.55000000 0.033218909851 Long EC CORP US N 1 N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AM6 249000.00000000 PA USD 270787.50000000 0.017221964759 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 2570.00000000 NS USD 899679.90000000 0.057219242146 Long EC CORP US N 1 N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 50050MAB1 269706.35000000 PA USD 238959.83000000 0.015197739080 Long DBT CORP GB N 2 2028-11-08 Fixed 7.63000000 N N Y N N N KraneShares CSI China Internet ETF 549300URDNVSGEWBN526 500767306 70032.00000000 NS USD 1713683.04000000 0.108989480400 Long EC RF US N 1 N N N LD CELULOSE INTERNATIONA 529900EHUSQJVOTP9J45 50206BAA0 200000.00000000 PA USD 209020.00000000 0.013293579186 Long DBT CORP AT N 2 2032-01-26 Fixed 7.95000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807306 14623.00000000 NS USD 6336584.59000000 0.403003966227 Long EC CORP US N 1 N N N Lendmark Funding Trust N/A 51507KAD8 2830000.00000000 PA USD 2824596.12000000 0.179643058998 Long ABS-O CORP US N 2 2031-04-21 Fixed 6.77000000 N N N N N N REPUBLIC OF LATVIA 25490002QDEB2KTLNK39 518417AD2 201000.00000000 PA USD 203134.62000000 0.012919271632 Long DBT NUSS LV N 2 2034-07-30 Fixed 5.13000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 35076.00000000 NS USD 2769250.20000000 0.176123083062 Long EC CORP US N 1 N N N Lehman Brothers Small Balance Commercial N/A 52521VAH5 2360347.86000000 PA USD 2062729.00000000 0.131188648466 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.36000000 N N N N N N Hermes International SCA 969500Y4IJGHJE2MTJ13 000000000 1213.00000000 NS 2218205.56000000 0.141076888644 Long EC CORP FR N 2 N N N Lendmark Funding Trust N/A 52607MAD1 2320000.00000000 PA USD 2223885.42000000 0.141438125218 Long ABS-O CORP US N 2 2031-11-20 Fixed 5.05000000 N N N N N N LESSEN INC N/A 527083AA7 2041016.00000000 PA USD 1524230.75000000 0.096940398880 Long DBT CORP US N 3 2028-01-05 None 0.00000000 Y N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 19582.00000000 NS USD 23487238.26000000 1.493777924065 Long EC CORP US N 1 N N N Rheinmetall AG 5299001OU9CSE29O6S05 000000000 248.00000000 NS 282169.92000000 0.017945881617 Long EC CORP DE N 2 N N N LIONS GATE CAPITAL HOL 1 N/A 535939AA0 618000.00000000 PA USD 589417.50000000 0.037486691275 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 28708.00000000 NS USD 5256721.88000000 0.334325177373 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 2308.00000000 NS USD 1980402.48000000 0.125952718350 Long EC CORP US N 1 N N N MCM TR 2021 VFN1 N/A 55293CAA1 6963814.10000000 PA USD 6657015.61000000 0.423383236815 Long DBT CORP US N 3 2059-01-01 Variable 2.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 3528.00000000 NS USD 902003.76000000 0.057367038610 Long EC CORP US N 1 N N N MARCOBRE SAC 254900BORIUZFCM1XB72 56625AAA2 200000.00000000 PA USD 197150.00000000 0.012538652457 Long DBT CORP PE N 2 2036-01-22 Fixed 5.75000000 N N N N N N Maricopa County Industrial Development Authority N/A 56681NJD0 315000.00000000 PA USD 328911.79000000 0.020918643794 Long DBT MUN US N 2 2029-10-01 Fixed 7.38000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 540000.00000000 PA USD 506116.19000000 0.032188764948 Long ABS-O CORP US N 2 2036-11-20 Fixed 4.68000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAE9 1420000.00000000 PA USD 1368105.67000000 0.087010913118 Long ABS-O CORP US N 2 2036-03-20 Fixed 5.40000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 41790.00000000 NS USD 6965139.30000000 0.442979766680 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 6266.00000000 NS 2014562.77000000 0.128125297625 Long EC CORP DE N 2 N N N Marvell Technology Inc 254900WVU0BM7ZCJ9E93 573874104 4936.00000000 NS USD 1470385.04000000 0.093515835634 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 15762.00000000 NS USD 8095363.20000000 0.514861504856 Long EC CORP US N 1 N N N Maverick Gaming LLC N/A 57770JAE6 907055.13000000 PA USD 0.09000000 0.000000005723 Long LON CORP US N 3 2028-06-05 Floating 11.23000000 Y N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 14489.00000000 NS USD 3916521.59000000 0.249089034032 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 6304.00000000 NS USD 4763302.40000000 0.302943917543 Long EC CORP US N 1 N N N Medical Solutions Holdings Inc 549300JH2XHZ7TIKYR39 58462QAM3 1052000.00000000 PA USD 63120.00000000 0.004014403972 Long LON CORP US N 2 2029-11-01 Floating 10.66000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 38517.00000000 NS USD 4949434.50000000 0.314781836453 Long EC CORP US N 1 N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 2835000.00000000 PA USD 2841350.40000000 0.180708623767 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001A102 12647.00000000 NS USD 1060450.95000000 0.067444209537 Long EC CORP US N 1 N N N Methanex Corp 549300TSJHRXT9QXRD13 59151K108 15690.00000000 NS USD 724093.50000000 0.046052025073 Long EC CORP CA N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 64539.00000000 NS USD 24074337.78000000 1.531117192842 Long EC CORP US N 1 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 41092.00000000 NS USD 47432084.68000000 3.016659523911 Long EC CORP US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71513.00000000 NS 6329622.62000000 0.402561188027 Long EC CORP FR N 2 N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDZ9 200000.00000000 PA USD 200188.00000000 0.012731867908 Long DBT CORP JP N 2 2032-07-13 Floating 4.72000000 N N N N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 7296.00000000 NS USD 2450726.40000000 0.155865110819 Long EC CORP US N 1 N N N Mahindra & Mahindra Ltd 3358003B573EV4KB4Z02 000000000 62012.00000000 NS 2016926.77000000 0.128275646976 Long EC CORP IN N 2 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AN4 200000.00000000 PA USD 203318.00000000 0.012930934518 Long DBT NUSS MA N 2 2028-03-08 Fixed 5.95000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828M2E0 415000.00000000 PA USD 414377.50000000 0.026354224999 Long DBT CORP IN N 2 2030-03-02 Fixed 6.38000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828M2F7 200000.00000000 PA USD 195665.00000000 0.012444207116 Long DBT CORP IN N 2 2030-08-04 Fixed 5.75000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 134831.00000000 NS 2686228.12000000 0.170842915639 Long EC CORP JP N 2 N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 430000.00000000 PA USD 458503.46000000 0.029160616462 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Nelnet Student Loan Trust N/A 64034QAE8 340000.00000000 PA USD 304290.41000000 0.019352734958 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.75000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAG1 1670000.00000000 PA USD 1511666.80000000 0.096141337239 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAE9 110000.00000000 PA USD 97332.16000000 0.006190282156 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.44000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 568716.94000000 PA USD 398101.86000000 0.025319101522 Long LON CORP US N 2 2027-04-15 Floating 8.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 31392.00000000 NS USD 2241388.80000000 0.142551332414 Long EC CORP US N 1 N N N SK hynix Inc 988400XAIK6XISWQV045 000000000 2594.00000000 NS 4577326.22000000 0.291115915076 Long EC CORP KR N 2 N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64828BAE1 1370000.00000000 PA USD 1191150.20000000 0.075756623801 Long ABS-MBS CORP US N 2 2055-07-25 Variable 3.53000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64828BAF8 1022000.00000000 PA USD 909364.15000000 0.057835156146 Long ABS-MBS CORP US N 2 2055-07-25 Variable 4.33000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64830HAG9 9329000.00000000 PA USD 7552096.04000000 0.480309954712 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.94000000 N N N N N N Flagstar Bank NA SS1TRMSN6BRNMOREEV51 649445400 209364.00000000 NS USD 3127898.16000000 0.198932934064 Long EC CORP US N 1 N N N NextEra Energy Inc 254900RHL9MEUS5NKX63 65339F101 103941.00000000 NS USD 9122901.57000000 0.580212488920 Long EC CORP US N 1 N N N BYD Co Ltd 5299005557VL7ULJ7A69 000000000 248982.00000000 NS 2307046.29000000 0.146727119623 Long EC CORP CN N 2 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AFD9 200000.00000000 PA USD 237600.00000000 0.015111254496 Long DBT NUSS NG N 2 2034-12-09 Fixed 10.38000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 196302.00000000 NS USD 39278067.18000000 2.498067631620 Long EC CORP US N 1 N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAG0 317000.00000000 PA USD 343612.15000000 0.021853580162 Long DBT CORP MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N OCP CLO Ltd 254900MN6N176YEZLX15 671078BG7 500000.00000000 PA USD 500502.20000000 0.031831717677 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.78000000 N N N N N N Offerpad Solutions Inc 529900WAO779IMI9I213 67623L117 60706.00000000 NS USD 48.56000000 0.000003088394 N/A DE US N 1 N/A N/A Call Purchased Offerpad Solutions Inc Offerpad Solutions Inc 14.99993000 11.50000000 USD 2026-09-01 XXXX -146532.22000000 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 49485.00000000 NS 10980578.66000000 0.698359926961 Long EC CORP KR N 2 N N N OH Partners LLC 549300Z0YR6RZJ5V9548 67742MAB9 985156.62000000 PA USD 987619.51000000 0.062812162293 Long LON CORP US N 3 2032-11-12 Floating 6.39000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 16896.00000000 NS USD 2476108.80000000 0.157479420188 Long EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 36406.00000000 NS 2872078.48000000 0.182662916010 Long EC CORP TW N 2 N N N PBF Energy Inc 2549003PBEDCSZMZIY02 69318G106 18408.00000000 NS USD 837932.16000000 0.053292113300 Long EC CORP US N 1 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 53734.00000000 NS USD 903805.88000000 0.057481652642 Long EC CORP US N 1 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 16775.00000000 NS USD 1957139.25000000 0.124473187252 Long EC CORP US N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 6730.00000000 NS USD 2295064.60000000 0.145965089459 Long EC CORP US N 1 N N N Paramount Skydance Corp 529900B6VAJG54Y9QF02 69932A204 3734.00000000 NS USD 36817.24000000 0.002341560115 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 5085.00000000 NS USD 4973740.20000000 0.316327668181 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 18305.00000000 NS USD 2478497.00000000 0.157631308648 Long EC CORP US N 1 N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DF6 152000.00000000 PA USD 139916.00000000 0.008898595471 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DP4 142000.00000000 PA USD 117682.50000000 0.007484554744 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638FD9 85000.00000000 PA USD 87737.85000000 0.005580088300 Long DBT NUSS PE N 2 2055-06-30 Fixed 6.20000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71645WAS0 96000.00000000 PA USD 95550.00000000 0.006076937571 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 188000.00000000 PA USD 185950.80000000 0.011826388310 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 206555.00000000 PA USD 220765.98000000 0.014040618299 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 24547.00000000 NS USD 4440797.77000000 0.282432766280 Long EC CORP US N 1 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 1560.00000000 NS 292923.60000000 0.018629810890 Long EC CORP FR N 2 N N N PIONEER OPCO LLC N/A 72382NAA4 306000.00000000 PA USD 311387.13000000 0.019804083199 Long DBT CORP US N 2 2033-05-15 Fixed 7.00000000 N N N N N N PLUSPETROL CAM/PLUS LOTE N/A 72941KAA4 155000.00000000 PA USD 161324.00000000 0.010260134765 Long DBT CORP PE N 2 2036-07-03 Fixed 6.24000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AV4 48000.00000000 PA USD 47846.40000000 0.003043009794 Long DBT NUSS PL N 2 2033-10-04 Fixed 4.88000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AW2 149000.00000000 PA USD 140889.93000000 0.008960536987 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N Port of Beaumont Navigation District 549300G8PKBXALUKJY33 73360CAS3 520000.00000000 PA USD 520000.00000000 0.033071769099 Long DBT MUN US N 2 2026-07-01 Fixed 10.00000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AC3 44444.73000000 PA USD 44204.61000000 0.002811393567 Long ABS-O CORP IE N 2 2051-07-25 Floating 7.51000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742857AA3 44427.83000000 PA USD 44443.66000000 0.002826597041 Long ABS-O CORP IE N 2 2051-07-25 Floating 9.66000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 15310.00000000 NS USD 3344469.50000000 0.212706775122 Long EC CORP US N 1 N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 266928.42000000 PA 368609.08000000 0.023443373810 Long DBT CORP GB N 2 2032-03-30 Fixed 6.46000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L4G9 4360935.35000000 PA USD 2850961.49000000 0.181319884823 Long DBT MUN US N 2 2051-11-01 None 0.00000000 Y N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 2341.00000000 NS USD 496174.95000000 0.031556506498 Long EC CORP US N 1 N N N Regatta XX Funding Ltd N/A 75884YAN8 1500000.00000000 PA USD 1468078.80000000 0.093369159794 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 6.27000000 N N N N N N REGIONAL MGMT ISSUANCE N/A 75907WAA3 4780000.00000000 PA USD 4732200.00000000 0.300965818714 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BG6 216000.00000000 PA USD 200544.01000000 0.012754509986 Long DBT NUSS UY N 2 2060-09-10 Fixed 5.25000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAE1 400000.00000000 PA USD 380506.68000000 0.024200055887 Long ABS-MBS CORP US N 2 2060-01-26 Variable 3.95000000 N N N N N N RESORT CMNTYS LOANCO LP N/A 76125UAA1 10342667.00000000 PA USD 10523663.67000000 0.669300336485 Long DBT CORP CA N 3 2028-11-21 None 0.00000000 Y N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 6381.00000000 NS USD 3159105.48000000 0.200917705759 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 46000.00000000 PA USD 46057.50000000 0.002929236548 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 3096.00000000 NS USD 658983.60000000 0.041911064345 Long EC CORP US N 1 N N N SMB Private Education Loan Trust N/A 78448YAF8 1185672.53000000 PA USD 1048904.61000000 0.066709867440 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAL5 647038.44000000 PA USD 572734.23000000 0.036425642711 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454L100 45092.00000000 NS USD 1176901.20000000 0.074850393728 Long EC CORP US N 1 N N N SPDR Gold Shares N/A 78463V107 67595.00000000 NS USD 24900646.10000000 1.583670035080 Long EC RF US N 1 N N N State Street SPDR S&P Regional Banking ETF 549300EFWJBKUN6WJX52 78464A698 15641.00000000 NS USD 1170728.85000000 0.074457835009 Long EC RF US N 1 N N N State Street SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 78464A870 54061.00000000 NS USD 8555153.25000000 0.544103947870 Long EC RF US N 1 N N N State Street SPDR S&P Homebuilders ETF 549300MSE80LL1UJS132 78464A888 8193.00000000 NS USD 946783.08000000 0.060214983478 Long EC RF US N 1 N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 33952.00000000 PA USD 34138.74000000 0.002171208705 Long DBT CORP BR N 2 2031-06-30 Fixed 9.50000000 N N Y N N N Palladyne AI Corp N/A 80359A114 68671.00000000 NS USD 2163.14000000 0.000137574743 N/A DE US N 1 N/A N/A Call Purchased Sarcos Technology and Robotics Corp Sarcos Technology and Robotics Corp 1.00000000 11.50000000 USD 2026-09-24 XXXX -70327.41000000 N N N Palladyne AI Corp N/A 80359A205 7517.00000000 NS USD 45703.36000000 0.002906713401 Long EC CORP US N 1 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBE8 658000.00000000 PA USD 567103.88000000 0.036067554951 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.00000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAM7 639000.00000000 PA USD 668174.18000000 0.042495581152 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAQ8 326000.00000000 PA USD 340663.15000000 0.021666025071 Long DBT CORP SG N 2 2031-07-15 Fixed 8.50000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAR6 550000.00000000 PA USD 606448.15000000 0.038569833052 Long DBT CORP SG N 2 2032-12-01 Fixed 9.63000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 236000.00000000 PA USD 241977.88000000 0.015389685720 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAF9 1185000.00000000 PA USD 1098745.27000000 0.069879711285 Long DBT US N 2 2027-09-30 None 0.00000000 N N N N N N QXO Inc 549300HDXQWWCBOYXP31 82846H405 19226.00000000 NS USD 332225.28000000 0.021129380286 Long EC CORP US N 1 N N N Six Flags Entertainment Corp 529900AS2CYWYFHRS781 83001C108 28907.00000000 NS USD 615719.10000000 0.039159461356 Long EC CORP US N 1 N N N SIX FLAGS/CAN WON/MILLEN N/A 83003AAA8 235000.00000000 PA USD 241973.93000000 0.015389434501 Long DBT CORP US N 2 2032-01-15 Fixed 8.63000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAG8 260443.73000000 PA USD 232046.90000000 0.014758079801 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.93000000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 8434.00000000 NS USD 2146453.00000000 0.136513457689 Long EC CORP US N 1 N N N Solaris Energy Infrastructure Inc 529900MTK3C8Y8TIIC10 83418M103 25922.00000000 NS USD 2085684.12000000 0.132648583905 Long EC CORP US N 1 N N N SOLARIS ENERGY INFRASTRU 529900MTK3C8Y8TIIC10 83419XAB4 3782000.00000000 PA USD 6150477.50000000 0.391167637942 Long DBT CORP US N 2 2031-10-01 Fixed 0.25000000 N N N N Y Solaris Energy Infrastructure, Inc. USD XXXX N N N SOLARIS ENERGY INFRASTRU 529900MTK3C8Y8TIIC10 83419YAA4 1516000.00000000 PA USD 1532914.47000000 0.097492679616 Long DBT CORP US N 2 2031-05-15 Fixed 6.38000000 N N N N N N Sound Point CLO LTD 549300UPX3H8ENJXHI23 83614XAW1 250000.00000000 PA USD 241164.85000000 0.015337977373 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.29000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BB9 475000.00000000 PA USD 402265.63000000 0.025583915446 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N SPIRIT AIR 2015-1 PTT A N/A 84858DAA6 44799.59000000 PA USD 43436.84000000 0.002762563736 Long DBT CORP US N 2 2028-04-01 Fixed 4.10000000 N N N N N N SPIRIT AIR 2017-1 PTT AA N/A 84858WAA4 511035.89000000 PA USD 469918.96000000 0.029886637193 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N SPIRIT AIR 2017-1 PTT A N/A 84858XAA2 1340673.22000000 PA USD 1209023.94000000 0.076893385729 Long DBT CORP US N 2 2030-02-15 Fixed 3.65000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 14842.00000000 NS USD 1516703.98000000 0.096461699650 Long EC CORP US N 1 N N N Starwood Mortgage Residential Trust 2020-INV1 N/A 85573EAF4 1225000.00000000 PA USD 1052618.98000000 0.066946099723 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 4.26000000 N N N N N N STEM INC 549300GVWIYFILN5V546 85859NAA0 200000.00000000 PA USD 80000.00000000 0.005087964476 Long DBT CORP US N 2 2028-12-01 Fixed 0.50000000 N N N N Y Stem Inc USD XXXX N N N Structured Asset Securities Corporation N/A 86359DDJ3 182214.17000000 PA USD 181323.07000000 0.011532066737 Long ABS-O CORP US N 2 2035-05-25 Floating 5.56000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 13152.00000000 NS USD 4140775.68000000 0.263351494578 Long EC CORP US N 1 N N N Suncor Energy Inc 894500XO86FKXQGPYV71 867224107 71261.00000000 NS 3833748.85000000 0.243824724522 Long EC CORP CA N 1 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 942.00000000 NS USD 420197.94000000 0.026724402399 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 55255.00000000 NS USD 8371132.50000000 0.532400309883 Long EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 59696.00000000 NS USD 28509018.72000000 1.813160931451 Long EC CORP TW N 1 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 9917.00000000 NS USD 2659144.38000000 0.169120401801 Long EC CORP US N 1 N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AV2 93362.00000000 PA USD 99654.60000000 0.006337988309 Long DBT CORP AR N 2 2033-05-28 Fixed 9.25000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 74000.00000000 PA USD 84973.90000000 0.005404302308 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N Tenaska Westmoreland Management LLC 549300CB8VIHF2XGYM96 88032VAB4 835000.00000000 PA USD 831351.05000000 0.052873557626 Long LON CORP US N 2 2033-02-18 Floating 5.87000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 22596.00000000 NS USD 9503877.60000000 0.604442395259 Long EC CORP US N 1 N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAC1 456000.00000000 PA USD 451283.25000000 0.028701414312 Long DBT CORP US N 2 2032-02-27 Fixed 5.30000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 7488.00000000 NS USD 2231948.16000000 0.141950911902 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 10509.00000000 NS USD 5268792.24000000 0.335092846910 Long EC CORP US N 1 N N N TOUCAN FINCO LTD/CAN/US N/A 89157UAA5 193000.00000000 PA USD 181913.87000000 0.011569641354 Long DBT CORP XX N 2 2030-05-15 Fixed 9.50000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FBG1 500000.00000000 PA USD 501633.70000000 0.031903680574 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 6.82000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AN9 200000.00000000 PA USD 205560.00000000 0.013073524723 Long DBT NUSS TT N 2 2036-01-28 Fixed 6.50000000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AD7 200000.00000000 PA USD 206972.00000000 0.013163327296 Long DBT CORP TR N 2 2032-01-24 Fixed 7.65000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DP2 226000.00000000 PA USD 231706.50000000 0.014736430513 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.13000000 N N N N N N RAPIDSOS SERIES C 1 EQUITY N/A 000000000 1707127.00000000 NS USD 1741269.54000000 0.110743969550 Long EC CORP US N 3 N N N LESSEN HOLDINGS INC PREF N/A 000000000 25831.00000000 NS USD 0.26000000 0.000000016535 Long EC CORP US N 3 N N N HNG HOSPITALITY OFFSHORE LP N/A 000000000 2660000.00000000 NS USD 1835400.00000000 0.116730625009 Long STIV CORP US Y 3 N N N BRIGHT MACHINES SERIES C 1 N/A 000000000 985059.22000000 NS USD 98505.92000000 0.006264932771 Long EP CORP US N 3 N N N BRIGHT MACHINES SERIES C N/A 000000000 472899.00000000 NS USD 118224.75000000 0.007519041603 Long EP CORP US N 3 N N N FREEWIRE EQUITY N/A 000000000 45.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N CROWN PROPTECH UNVESTED N/A 000000000 33264.00000000 NS USD 0.33000000 0.000000020987 Long EC CORP US N 3 N N N 10X FUTURE TECHNOLOGIES SERVICES LTD N/A 000000000 114500.00000000 NS 311350.96000000 0.019801782803 Long EC CORP GB Y 3 N N N RAPIDSOS WARRANTS N/A 000000000 946544.00000000 NS USD 956009.44000000 0.060801775877 N/A DE US N 3 N/A N/A Call Purchased RAPIDSOS SERIES C 1 EQUITY RAPIDSOS SERIES C 1 EQUITY 1.00000000 1.00000000 USD 2033-12-13 XXXX 956009.44000000 N N N 10X FUTURE TECHNOLOGIES SERVICES LTD N/A 000000000 137950.00000000 NS 5489.51000000 0.000349130398 N/A DE GB Y 3 N/A N/A Call Purchased Project Skye Project Skye 1.00000000 1.00000000 GBP 2030-11-18 XXXX 5489.51000000 N N N BREEZE AVIATION GROUP INC N/A 000000000 1934835.02000000 PA USD 2191200.66000000 0.139359388995 Long DBT CORP US Y 3 2028-01-30 Fixed 20.00000000 N N N N N N WESTBAY 4A2 NOTES N/A 000000000 9314000.00000000 PA USD 8988010.00000000 0.571633444965 Long DBT CORP US N 3 2030-02-06 Fixed 11.00000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 17966.00000000 NS USD 1296426.56000000 0.082452153550 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BZ4 75283.00000000 PA USD 63237.72000000 0.004021890911 Long DBT NUSS UA N 2 2029-02-01 Variable 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 50188.00000000 PA USD 35181.79000000 0.002237546221 Long DBT NUSS UA N 2 2034-02-01 Variable 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 6853.00000000 PA USD 4906.75000000 0.000312067121 Long DBT NUSS UA N 2 2030-02-01 Variable 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 25611.00000000 PA USD 14431.80000000 0.000917856071 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 21643.00000000 PA USD 12953.34000000 0.000823826672 Long DBT NUSS UA N 2 2035-02-01 Variable 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 18036.00000000 PA USD 10776.51000000 0.000685381250 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 15562.00000000 NS USD 4232864.00000000 0.269208270839 Long EC CORP US N 1 N N N UNITED AIR 2019-2 A PTT N/A 90932MAA3 203607.86000000 PA USD 195279.32000000 0.012419678040 Long DBT CORP US N 2 2028-05-01 Fixed 2.90000000 N N N N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 21220.00000000 NS USD 2885707.80000000 0.183529734710 Long EC CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBL3 321000.00000000 PA USD 311995.95000000 0.019842803881 Long DBT NUSS MX N 2 2035-09-22 Fixed 5.63000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 200000.00000000 PA USD 196090.00000000 0.012471236928 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.13000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 8482.00000000 NS USD 3525373.66000000 0.224212199369 Long EC CORP US N 1 N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 200000.00000000 PA USD 175035.04000000 0.011132150821 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAS2 58000.00000000 PA USD 59102.00000000 0.003758860956 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 14546.00000000 NS USD 3788360.24000000 0.240938029081 Long EC CORP US N 1 N N N VanEck Semiconductor ETF 549300MJTG2N9QRH7I02 92189F676 3593.00000000 NS USD 2356612.77000000 0.149879525741 Long EC RF US N 1 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 953000.00000000 PA USD 930428.39000000 0.059174832456 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 26800.00000000 NS USD 1134712.00000000 0.072167179342 Long EC CORP US N 1 N N N Verifone Systems Inc 254900LTTVM8MM9RKV75 92346NAH2 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-08-18 Floating 9.43000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 8439.00000000 NS USD 4191904.47000000 0.266603262919 Long EC CORP US N 1 N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 27288.00000000 NS USD 9136568.16000000 0.581081677975 Long EC CORP US N 1 N N N Verus Securitization Trust 213800278TKDEXPH6140 92538DAF6 2735000.00000000 PA USD 2339605.97000000 0.148797900813 Long ABS-MBS CORP US N 2 2064-02-25 Variable 3.25000000 N N N N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 25044.00000000 NS USD 3972729.72000000 0.252663846141 Long EC CORP US N 1 N N N VISTA OIL & GAS ARGENTIN 549300FE4UJNCG1DB123 92841RAB6 51000.00000000 PA USD 54406.80000000 0.003460248321 Long DBT CORP AR N 2 2033-06-10 Fixed 8.50000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAD8 99000.00000000 PA USD 102059.10000000 0.006490913441 Long DBT CORP PE N 2 2032-10-28 Fixed 8.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927BAA0 891055.34000000 PA USD 756774.01000000 0.048130490998 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.55000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 74021.00000000 NS USD 8383618.46000000 0.533194411395 Long EC CORP US N 1 N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 29388400.04000000 NS USD 29388400.04000000 1.869089192922 Long STIV RF US N 1 N N N EQUATE PETROCHEMICAL CO 635400J73BDO4TTGXD45 000000000 297000.00000000 PA USD 295734.78000000 0.018808600689 Long DBT CORP KW N 2 2026-11-03 Fixed 4.25000000 N N N N N N EPIC GAMES INC 549300I2RHITL4UP9K78 000000000 2824.00000000 NS USD 1244960.40000000 0.079178928627 Long EC CORP US Y 3 N N N THINK & LEARN PVT LTD 2549006XBBGEQL8H6M81 000000000 2279.00000000 NS 0.00000000 0.000000 Long EC CORP IN Y 3 N N N MCM 2021 VFN1 N/A 000000000 4582219.91000000 PA USD 3660777.18000000 0.232823803117 Long ABS-MBS CORP US N 3 2028-08-25 None 0.00000000 N N N N N N FLYR SECURED NOTES WTS N/A 000000000 1194158.13000000 PA USD 0.12000000 0.000000007631 Long DBT CORP US N 3 2027-01-20 Fixed 10.00000000 N N N N N N OCEANA A NOTE 4 YEAR N/A 000000000 4703000.00000000 PA 3309197.25000000 0.210463475684 Long DBT CORP AU N 3 2027-07-31 Fixed 12.50000000 N N N N N N Bytedance Ltd 54930057HU24VGK3CO92 000000000 32056.00000000 NS USD 10714397.44000000 0.681430919564 Long EP CORP US Y 3 N N N Rotor Acquisition Corp N/A 000000000 3978.17000000 NS USD 24187.26000000 0.001538298995 Long EC CORP US N 2 N N N ROTOR ACQUI N/A 000000000 25291.00000000 NS USD 796.67000000 0.000050667858 N/A DE US N 2 N/A N/A Call Purchased Rotor Acquisition Corp Rotor Acquisition Corp 1.00000000 69.00000000 USD 2027-06-15 XXXX -26483.33000000 N N N MYTHIC AI INC N/A 000000000 815.88000000 NS USD 0.01000000 0.000000000635 Long EC CORP US Y 3 N N N DATABRICKS INC 984500FEDAC7FBD96273 000000000 40470.00000000 NS USD 8234026.20000000 0.523680410084 Long EP CORP US Y 3 N N N CROWN PROPTECH ACQUISITIONS N/A 000000000 51000.00000000 NS USD 66810.00000000 0.004249086333 Long EC CORP US N 3 N N N VOLOCOPTER GMBH N/A 000000000 780.00000000 NS 0.01000000 0.000000000635 Long EC CORP DE Y 3 N N N TVC DSCR 21 1 CERT N/A 000000000 1322747.38000000 PA USD 1102114.31000000 0.070093980733 Long ABS-MBS CORP US N 3 2051-02-01 None 0.00000000 N N N N N N TVC DSCR 21 1 A N/A 000000000 1876496.59000000 PA USD 1771237.70000000 0.112649931219 Long ABS-MBS CORP US N 3 2051-02-01 Fixed 2.38000000 N N N N N N DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP N/A 000000000 4015153.00000000 NS USD 4015153.00000000 0.255361947912 Long EC CORP US Y N/A N N N SAMBANOVA SYSTEMS INC N/A 000000000 13158.00000000 NS USD 1702776.78000000 0.108295847107 Long EC CORP US Y 3 N N N PsiQuantum Corp N/A 000000000 36048.00000000 NS USD 1740757.92000000 0.110711430746 Long EC CORP US Y 3 N N N Vita Global FinCo Limited N/A 000000000 5636873.95000000 PA 4814416.96000000 0.306194780862 Long LON CORP JE N 3 2029-06-08 Floating 10.61000000 N N N N N N SNORKEL AI INC N/A 000000000 45203.00000000 NS USD 629225.76000000 0.040018478934 Long EC CORP US Y 3 N N N BREEZE AVIATION GROUP INC N/A 000000000 3333.00000000 NS USD 542545.74000000 0.034505668152 Long EC CORP US Y 3 N N N Playstudios Inc N/A 000000000 226924.00000000 NS USD 113235.08000000 0.007201700807 Long EC CORP US N 2 N N N NOODLE INC N/A 000000000 196272.00000000 NS USD 1.96000000 0.000000124655 Long EC CORP US Y 3 N N N JUMPCLOUD INC 254900Q8Q2TLW37CO742 000000000 74023.00000000 NS USD 210225.32000000 0.013370237003 Long EC CORP US Y 3 N N N URSA MAJOR TECHNOLOGIES INC N/A 000000000 290420.00000000 NS USD 1135542.20000000 0.072219979693 Long EC CORP US Y 3 N N N DREAM FINDERS HOMES INC N/A 000000000 10172.00000000 NS USD 10159285.00000000 0.646126014872 Long EP CORP US N 3 N N N SARCOS TECHNOLOGY AND ROBOTICS N/A 000000000 160743.17000000 NS USD 977318.46000000 0.062157020087 Long EC CORP US N 2 N N N LATCH INC N/A 000000000 142273.00000000 NS USD 27031.87000000 0.001719214928 Long EC CORP US N 2 N N N CML ST Regis Aspen N/A 000000000 6479770.99000000 PA USD 6494623.27000000 0.413055156100 Long LON CORP US N 3 2027-02-09 Fixed 7.27000000 N N N N N N PROJECT MONTELENA N/A 000000000 4304291.62000000 PA 3909876.11000000 0.248666384455 Long DBT CORP DE N 3 2030-06-20 Fixed 10.25000000 N N N N N N EIS Group Inc N/A 000000000 3733697.00000000 PA USD 3425667.00000000 0.217870900067 Long LON CORP US N 3 2028-07-10 Floating 10.64000000 N N N N N N Vita Global FinCo Limited N/A 000000000 3339055.77000000 PA 3299672.30000000 0.209857693093 Long LON CORP JE N 3 2029-06-08 Floating 11.73000000 N N N N N N Hydrofarm Holdings LLC N/A 000000000 1771729.63000000 PA USD 885864.82000000 0.056340609192 Long LON CORP US N 3 2028-10-25 Floating 11.43000000 Y N N N N N AMF MF Portfolio N/A 000000000 1799277.55000000 PA USD 1866401.40000000 0.118702300283 Long LON CORP US N 3 2028-11-01 Fixed 8.32000000 N N N N N N TEYA SERVICES LTD N/A 000000000 1235.00000000 NS USD 289718.65000000 0.018425977493 Long EC CORP KY Y 3 N N N Fanatics Holdings Inc 254900SDMEGPMGGZLF87 000000000 126282.00000000 NS USD 12392052.66000000 0.788129046610 Long EC CORP US Y 3 N N N SONDER HOLDINGS INC N/A 000000000 37497.95000000 NS USD 0.04000000 0.000000002543 Long EC CORP US N 2 N N N Volta Trucks N/A 000000000 2732.00000000 NS 0.03000000 0.000000001907 Long EC CORP SE Y 3 N N N CLARIFY HEALTH N/A 000000000 345315.00000000 NS USD 901272.15000000 0.057320508539 Long EP CORP US N 3 N N N CAP HILL BRANDS PREF EQUITY U246OE781574J2BUD366 000000000 1185824.00000000 NS USD 11.86000000 0.000000754290 Long EP CORP US N 3 N N N AIVEN SERIES D PREFERRED N/A 000000000 37890.00000000 NS USD 462258.00000000 0.029399403539 Long EP CORP FI N 3 N N N DEEP INSTINCT LTD N/A 000000000 21889.00000000 NS USD 218.89000000 0.000013921306 N/A DE IL Y 3 N/A N/A Call Purchased DEEP INSTINCT LTD, Series D-2 DEEP INSTINCT LTD, Series D-2 1.00000000 1.00000000 USD 2032-09-20 XXXX 218.89000000 N N N URSA MAJOR TECHNOLOGIES INC N/A 000000000 35579.00000000 NS USD 144094.95000000 0.009164374836 Long EC CORP US Y 3 N N N VERSA NETWORKS INC N/A 000000000 207248.00000000 NS USD 1032095.04000000 0.065640786252 N/A DE US Y 3 N/A N/A Call Purchased PROJECT SASE - SERIES E CONV PREF PROJECT SASE - SERIES E CONV PREF 1.00000000 1.00000000 USD 2032-10-07 XXXX 1032095.04000000 N N N SABENA TECHNICS SAS 969500IBFY3VCVJ46X47 000000000 2084747.12000000 PA 2382031.84000000 0.151496167306 Long DBT CORP FR Y 3 2029-09-30 Variable 7.02000000 N N N N N N VERSA NETWORKS INC N/A 000000000 1681498.00000000 NS USD 10963366.96000000 0.697265270484 Long EP CORP US Y 3 N N N Wealthfront Corp 254900H4LJLUHGFJYM32 947002101 55831.00000000 NS USD 499129.14000000 0.031744391670 Long EC CORP US N 1 N N N EIS Group Inc N/A 000000000 373369.70000000 PA USD 342566.70000000 0.021787090006 Long LON CORP US N 3 2028-07-10 Floating 10.64000000 N N N N N N Alorica Inc 549300I7BKCLNE05U640 000000000 2992829.21000000 PA USD 2936863.30000000 0.186783201795 Long LON CORP US N 3 2027-12-21 Floating 10.52000000 N N N N N N Coreweave Compute Acquisition Co II LLC N/A 000000000 4198514.99000000 PA USD 4219507.56000000 0.268358807186 Long LON CORP US N 3 2028-07-31 Floating 13.35000000 N N N N N N Promontoria Beech Designated Activity Co 54930082UZ8R6QVSNJ70 000000000 626495.26000000 PA 715833.42000000 0.045526687653 Long LON CORP IE N 3 2027-05-17 Floating 5.98000000 N N N N N N VOLATO GROUP INC N/A 000000000 48765.00000000 NS USD 1170.36000000 0.000074434376 N/A DE US Y 2 N/A N/A Call Purchased Volato Group, Inc. Volato Group, Inc. 1.00000000 11.50000000 USD 2028-12-03 XXXX -47594.64000000 N N N 10X FUTURE TECHNOLOGIES SERVICES LTD N/A 000000000 1437986.91000000 PA 1430563.24000000 0.090983186836 Long DBT CORP GB Y 3 2026-08-30 None 0.00000000 Y N N N N N BREEZE AVIATION GROUP INC N/A 000000000 967417.53000000 PA USD 1095600.35000000 0.069679695769 Long DBT CORP US Y 3 2028-01-30 Fixed 20.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001XBF2 21509399.02000000 PA USD 646273.55000000 0.041102710808 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.57000000 N N N N N N West Deptford Energy Holdings, LLC 549300HOEW2V8L64EU07 95249CAF1 955189.41000000 PA USD 950413.46000000 0.060445874034 Long LON CORP US N 2 2032-07-24 Floating 9.75000000 N N N N N N FORMENTERA PARTNERS FUND II 549300X3TYEO4J8HWR30 000000000 3869851.00000000 NS USD 3482865.90000000 0.221508724708 Long EC CORP US N 3 N N N SCI PH PARENT INC N/A 000000000 1183.00000000 NS USD 1650663.56000000 0.104981469455 Long EC CORP US Y 3 N N N Euro Parfums Fze N/A 000000000 510079.55000000 PA USD 508192.26000000 0.032320802078 Long LON CORP LU N 3 2028-06-23 Floating 8.99000000 N N N N N N OCEANA A NOTE 3 YEAR N/A 000000000 2822000.00000000 PA 1956351.90000000 0.124423112141 Long DBT CORP AU N 3 2026-07-31 Fixed 12.50000000 N N N N N N NEW YORK COMMUNITY BANCORP INC N/A 000000000 550.00000000 NS USD 1679738.50000000 0.106830622729 N/A DE US Y 3 N/A N/A Call Purchased New York Community Bancorp, Inc. New York Community Bancorp, Inc. 1.00000000 2485.52160000 USD 2031-03-11 XXXX 1679738.50000000 N N N SCREAMING EAGLE ACQUISITION CORP N/A 000000000 115000.00000000 NS USD 1742395.59000000 0.110815585830 Long EC CORP US Y 2 N N N DAVIDSON HOMES PREF EQIUTY/PFD N/A 000000000 7345.00000000 NS USD 8317257.65000000 0.528973893346 Long EP CORP US N 3 N N N COREWEAVE CONVERTIBLE PREF EQ 984500511DP2B6186053 000000000 1579000.00000000 NS USD 1721110.00000000 0.109461831758 Long EP CORP US N 3 N N N DAVIDSON HOMES WARRANTS N/A 000000000 50977.00000000 NS USD 129991.35000000 0.008267392138 N/A DE US N 3 N/A N/A Call Purchased Davidson Homes Davidson Homes 1.00000000 8.46500000 USD 2034-05-16 XXXX 129991.35000000 N N N OCEANA A 4YR NOTE UPSIZE N/A 000000000 1980000.00000000 PA 1360571.77000000 0.086531760423 Long DBT CORP AU N 3 2028-07-31 Fixed 10.50000000 N N N N N N EXO IMAGING INC N/A 000000000 117667.20000000 NS USD 87073.73000000 0.005537850563 Long EC CORP US Y 3 N N N EXO IMAGING INC N/A 000000000 2531.47000000 NS USD 936.64000000 0.000059569888 Long EC CORP US Y 3 N N N SONDER WARRANTS DEC 30 2029 N/A 000000000 26165.00000000 NS USD 0.26000000 0.000000016535 N/A DE US N 3 N/A N/A Call Purchased Sonder Holdings Inc Sonder Holdings Inc 1.00000000 1.00000000 USD 2029-12-30 XXXX 0.26000000 N N N WOM NEW HOLDCO COMMON N/A 000000000 599.00000000 NS USD 8985.00000000 0.000571442010 Long EC CORP US N 3 N N N SOURCE GLOBAL PBC COMMON N/A 000000000 4622.00000000 NS USD 369.76000000 0.000023516571 Long EC CORP US N 3 N N N DEEP INSTINCT ORDINARY N/A 000000000 66096.00000000 NS USD 3965.76000000 0.000252220575 Long EC CORP US N 3 N N N SONDER WARRANTS 5 YR N/A 000000000 261004.82000000 NS USD 2.61000000 0.000000165994 N/A DE US N 3 N/A N/A Call Purchased Sonder Holdings Inc Sonder Holdings Inc 1.00000000 1.00000000 USD 2030-04-11 XXXX 2.61000000 N N N LESSEN HLDS SERIES BX N/A 000000000 489075.00000000 NS USD 4.89000000 0.000000311001 Long EC CORP US N 3 N N N SONDER 1L PIK NOTES 7 12/10/27 N/A 000000000 10937984.49000000 PA USD 1.09000000 0.000000069323 Long DBT CORP US N 3 2027-12-10 None 0.00000000 Y N N N N N RSA SECURITY COMMON DDXF51QWGHQV97O29E54 000000000 3803.00000000 NS USD 0.04000000 0.000000002543 Long EC CORP US N 3 N N N VERITAS SERIES G 1 PREFERRED N/A 000000000 6197.00000000 NS USD 120841.50000000 0.007685465741 Long EP CORP US N 2 N N N Whitebox CLO Ltd 549300C89ZJ5IWOT1F21 96466CBE7 1750000.00000000 PA USD 1753805.90000000 0.111541276480 Long ABS-CBDO CORP KY N 2 2037-10-24 Floating 6.57000000 N N N N N N Whitebox CLO Ltd 549300E4AC0513DYO913 96467CAC1 1000000.00000000 PA USD 524250.00000000 0.033342067212 Long ABS-CBDO CORP KY N 2 2037-01-24 Variable 0.00000000 N N N N N N Whitebox CLO Ltd 549300JXCQSPB1A61C68 96467HAU0 500000.00000000 PA USD 499981.35000000 0.031798591848 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 6.52000000 N N N N N N Whitebox CLO Ltd 549300JXCQSPB1A61C68 96467JAE2 500000.00000000 PA USD 492929.05000000 0.031350068699 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 9.32000000 N N N N N N Snorkel AI Inc N/A 000000000 12621.00000000 NS USD 157257.66000000 0.010001517347 Long EC CORP US Y 3 N N N JUMPCLOUD INC 254900Q8Q2TLW37CO742 000000000 1125428.00000000 NS USD 2487195.88000000 0.158184553553 Long EC CORP US Y 3 N N N VERITAS SERIES G PREFERRED STO N/A 000000000 8968.00000000 NS USD 179360.00000000 0.011407216357 Long EP CORP US N 2 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 88735.00000000 NS USD 6596559.90000000 0.419538280504 Long EC CORP US N 1 N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97382BAB5 65000.00000000 PA USD 68404.51000000 0.004350496461 Long DBT CORP US N 2 2033-10-15 Fixed 7.50000000 N N N N N N WOM CHILE HOLDCO SPA N/A 97810KAA9 200231.00000000 PA USD 177306.55000000 0.011276617848 Long DBT CORP CL N 2 2032-04-01 Fixed 5.00000000 N N Y N N WOM Chile Holdco SpA USD XXXX N N N WOM MOBILE SA N/A 97810LAA7 14289.00000000 PA USD 14742.53000000 0.000937618361 Long DBT CORP CL N 2 2031-04-01 Fixed 11.00000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CS0 1408000.00000000 PA USD 1238851.72000000 0.078790419292 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N Xerox Holdings Corp 4KF48RN45X1OO8UBLY20 98415LAY2 629367.75000000 PA USD 441608.47000000 0.028086102600 Long LON CORP US N 2 2029-11-19 Floating 7.73000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 150000.00000000 PA USD 153417.15000000 0.009757262616 Long DBT CORP US N 2 2028-04-14 Fixed 6.88000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 150000.00000000 PA USD 151183.35000000 0.009615193928 Long DBT CORP US N 2 2030-04-14 Fixed 7.13000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 602000.00000000 PA USD 528693.62000000 0.033624679470 Long DBT CORP NL N 2 2030-02-28 Fixed 5.13000000 N N N N N N Zoom Communications Inc 549300T9GCHU0ODOM055 98980L101 983.00000000 NS USD 84842.73000000 0.005395959954 Long EC CORP US N 1 N N N VERGE COMMON EQ 549300Y1L2KQEZ7TU221 000000000 341505.00000000 NS USD 54640.80000000 0.003475130617 Long EC CORP US N 3 N N N RELSPACE COMMON EQ N/A 000000000 496.00000000 NS USD 510.88000000 0.000032491741 Long EC CORP US N 3 N N N FIGEAC AERO SA N/A 000000000 3520000.00000000 PA 3951567.48000000 0.251317937074 Long DBT CORP FR Y 3 2030-07-23 Fixed 7.79000000 N N N N N N FLYR SERIES D X PREF EQ N/A 000000000 421209.00000000 NS USD 4.21000000 0.000000267754 Long EC CORP US N 3 N N N CARESYNTAX COMMON EQ N/A 000000000 15359.00000000 NS USD 0.15000000 0.000000009539 Long EC CORP US N 3 N N N FLYR SERIES D X WRNT 12/31/49 N/A 000000000 5990.00000000 NS USD 0.06000000 0.000000003815 N/A DE US N 3 N/A N/A Call Purchased Flyr AS Flyr AS 1.00000000 1.00000000 USD 2049-12-31 XXXX 0.00000000 N N N USA RARE EARTH INC N/A 000000000 23051.00000000 NS USD 497440.58000000 0.031637000004 Long EC CORP US Y 2 N N N ZEITVIEW SERIES E 3 PREF EQ N/A 000000000 664755.00000000 NS USD 505147.32000000 0.032127145246 Long EC CORP US N 3 N N N NEW KLEO HOLDCO N/A 000000000 33237.00000000 NS 56964.89000000 0.003622941709 Long EC CORP LU N 3 N N N RSA SECURITY PREF A DDXF51QWGHQV97O29E54 000000000 44522.00000000 NS USD 0.45000000 0.000000028619 Long EC CORP US N 3 N N N RSA SECURITY PREF B DDXF51QWGHQV97O29E54 000000000 133566.00000000 NS USD 1.34000000 0.000000085223 Long EC CORP US N 3 N N N OPENAI SERIES C N/A 000000000 1184.00000000 NS USD 814221.29000000 0.051784112497 Long EC CORP US N 3 N N N HAWKEYE COM LOCK UP EQ N/A 000000000 590871.00000000 NS USD 11947411.62000000 0.759850073905 Long EC CORP US Y 2 N N N SPACEX CLASS A COM LOCK UP 549300B9WLO96RQCXP87 000000000 212875.00000000 NS USD 36371822.50000000 2.313231760461 Long EC CORP US N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 12110.00000000 NS 23979923.81000000 1.525112506273 Long EC CORP NL N 2 N N N GATEGROUP FINANCE LUX SA 529900Q1OR7LI4GOGW68 000000000 255000.00000000 PA 316243.80000000 0.020112965255 Long DBT CORP LU N 2 2027-02-28 Fixed 3.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 214000.00000000 PA 243638.56000000 0.015495304230 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.63000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 520000.00000000 PA USD 5720.00000000 0.000363789460 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N ROMANIA 315700IASY927EDWBK92 000000000 224000.00000000 PA 227758.00000000 0.014485307666 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12000000 N N N N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 000000000 232703.67000000 PA 241957.34000000 0.015388379385 Long DBT CORP GB N 2 2026-07-19 Fixed 7.13000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 251000.00000000 PA 295445.11000000 0.018790177806 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.88000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 1200000.00000000 PA USD 13500.00000000 0.000858594005 Long DBT CORP KY N 2 2023-07-28 None 0.00000000 Y N N N N N Bahrain Government International Bonds 549300RODM1WN85LFQ95 000000000 257000.00000000 PA USD 238688.75000000 0.015180498512 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 125124.62000000 0.007957870271 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00000000 N N N N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 000000000 19803.00000000 NS 3775273.20000000 0.240105699148 Long EC CORP DE N 2 N N N Invesco Euro CLO 5493004UWK07M4U35L23 000000000 3150000.00000000 PA 3595468.11000000 0.228670175264 Long ABS-CBDO CORP IE N 2 2034-01-15 Floating 6.00000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 320000.00000000 PA USD 4480.00000000 0.000284926010 Long DBT CORP KY N 2 2021-12-17 None 0.00000000 Y N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 255319.15000000 PA 291751.98000000 0.018555296378 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 000000000 200000.00000000 PA 226322.11000000 0.014393985699 Long DBT CORP JP N 2 2027-04-22 Fixed 4.25000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 000000000 100000.00000000 PA 131779.72000000 0.008381131676 Long DBT CORP XX N 2 2028-06-01 Fixed 4.88000000 N N N N N N CEDACRI SPA 815600E85FCD78B3EE61 000000000 102000.00000000 PA 111948.14000000 0.007119851994 Long DBT CORP IT N 2 2028-05-15 Floating 6.91000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 109571.13000000 0.006968675214 Long DBT CORP JP N 2 2029-07-06 Fixed 3.38000000 N N N N N N BRANICKS GROUP AG 52990044JL2ZPWONU738 000000000 100000.00000000 PA 64920.24000000 0.004128898436 Long DBT CORP DE N 2 2026-09-22 Fixed 2.25000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 000000000 167000.00000000 PA 187192.36000000 0.011905350975 Long DBT US N 2 2026-10-15 Fixed 0.99000000 N N N N N N Ares Euro CLO 635400XCOLUI5RNVIZ11 000000000 875000.00000000 PA 1006369.02000000 0.064004622804 Long ABS-CBDO CORP IE N 2 2032-04-20 Floating 5.24000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 211000.00000000 PA 227856.41000000 0.014491566498 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 255000.00000000 PA 318328.91000000 0.020245577325 Long DBT CORP GB N 2 2028-11-30 Fixed 6.13000000 N N N N N N BCP V MODULAR SERVICES 213800K8U94KVZL98H64 000000000 200000.00000000 PA 146926.51000000 0.009344460794 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N AGRIFARMA SPA 815600F89DA538E88804 000000000 1382000.00000000 PA 1587071.92000000 0.100937069388 Long DBT CORP IT N 2 2028-10-31 Fixed 4.50000000 N N N N N N LUNE HOLDINGS SARL 54930003WQ56T0558M33 000000000 305000.00000000 PA 3484.95000000 0.000221641272 Long DBT CORP LU N 2 2028-11-15 Fixed 5.63000000 N Y N N N N BAYER AG 549300J4U55H3WP1XT59 000000000 300000.00000000 PA 353038.34000000 0.022453081660 Long DBT CORP DE N 2 2082-03-25 Fixed 5.38000000 N N N N N N Serbia International Bonds 254900W94OCY91V32O78 000000000 200000.00000000 PA USD 211318.00000000 0.013439730966 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 187000.00000000 PA 217007.92000000 0.013801607351 Long DBT NUSS MK N 2 2027-03-13 Fixed 6.96000000 N N N N N N ENGINEERING SPA 81560042F5E23EE61346 000000000 148000.00000000 PA 175796.80000000 0.011180598419 Long DBT CORP IT N 2 2028-05-15 Fixed 11.13000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 101000.00000000 PA 100210.22000000 0.006373325494 Long DBT CORP LU N 2 2030-06-15 Fixed 7.38000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 252187.00000000 PA 290079.16000000 0.018448905769 Long DBT CORP LU N 2 2029-02-28 Fixed 6.50000000 N N Y N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 000000000 302000.00000000 PA 275251.97000000 0.017505903069 Long DBT CORP GB N 2 2031-09-26 Fixed 4.88000000 N N N N N N PINNACLE BIDCO PLC 2138006Z5V8OBL2A2Q06 000000000 326000.00000000 PA 449166.67000000 0.028566800764 Long DBT CORP GB N 2 2028-10-11 Fixed 10.00000000 N N N N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 000000000 254000.00000000 PA 308321.42000000 0.019609105404 Long DBT NUSS HU N 2 2029-05-16 Fixed 6.00000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 000000000 174000.00000000 PA 182191.72000000 0.011587312491 Long DBT CORP GB N 2 2029-03-15 Fixed 8.50000000 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 000000000 583200.00000000 PA 685923.44000000 0.043624426206 Long DBT CORP FR N 2 2029-05-31 Fixed 6.38000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 200000.00000000 PA 236165.61000000 0.015020027929 Long DBT CORP LU N 2 2029-03-15 Fixed 6.50000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 384000.00000000 PA 431562.55000000 0.027447186549 Long DBT CORP GB N 2 2029-04-15 Fixed 6.38000000 N N N N N N GOLDSTORY SASU 969500NWR67ONUJD4A26 000000000 317000.00000000 PA 370582.58000000 0.023568887534 Long DBT CORP FR N 2 2030-02-01 Fixed 6.75000000 N N N N N N KRONOS INTERNATIONAL INC 529900NTVDLUSYY9F493 000000000 200000.00000000 PA 224345.42000000 0.014268269093 Long DBT CORP US N 2 2029-03-15 Fixed 9.50000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 000000000 625000.00000000 PA 718753.29000000 0.045712390088 Long DBT CORP JE N 2 2031-02-15 Fixed 6.88000000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 000000000 249000.00000000 PA 291313.74000000 0.018527424509 Long DBT CORP FR N 2 2031-06-15 Fixed 5.50000000 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 000000000 298000.00000000 PA 395901.85000000 0.025179181863 Long DBT CORP GB N 2 2031-03-01 Fixed 6.63000000 N N N N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 000000000 185000.00000000 PA 195307.30000000 0.012421457555 Long DBT CORP JE N 2 2029-03-31 Fixed 10.38000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 000000000 824000.00000000 PA 828612.13000000 0.052699363531 Long DBT CORP GB N 2 2032-04-15 Fixed 5.63000000 N N N N N N CD&R FIREFLY BIDCO LTD 213800OAU5VX61DYZ558 000000000 100000.00000000 PA 136478.90000000 0.008679997437 Long DBT CORP GB N 2 2029-04-30 Fixed 8.63000000 N N N N N N BOELS TOPHOLDING BV 724500V913SEHSEW2O75 000000000 328000.00000000 PA 385086.64000000 0.024491339310 Long DBT CORP NL N 2 2030-05-15 Fixed 5.75000000 N N N N N N MAHLE GMBH 52990098TR1QJBWIYG58 000000000 489000.00000000 PA 582322.22000000 0.037035434617 Long DBT CORP DE N 2 2031-05-02 Fixed 6.50000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 61538.46000000 PA 73213.38000000 0.004656338458 Long DBT CORP ES N 2 2030-05-01 Fixed 7.50000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 000000000 100000.00000000 PA 120225.80000000 0.007646307494 Long DBT CORP FR N 2 2031-04-15 Fixed 6.88000000 N N N N N N Lenskart Solutions Ltd 984500L5O4479DCDCF14 000000000 277911.00000000 NS 1513599.31000000 0.096264244017 Long EC CORP IN N 2 N N N MULTIVERSITY SPA 8945002RM8LY280ZUC12 000000000 137000.00000000 PA 162463.09000000 0.010332580383 Long DBT CORP IT N 2 2031-05-17 Fixed 7.13000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 494000.00000000 PA 615552.06000000 0.039148837686 Long DBT CORP GB N 2 2030-05-14 Fixed 8.13000000 N N N N N N MULTIVERSITY SPA 8945002RM8LY280ZUC12 000000000 126000.00000000 PA 145213.58000000 0.009235519207 Long DBT CORP IT N 2 2031-05-17 Floating 6.40000000 N N N N N N FEDRIGONI SPA 8156004CE82074779D19 000000000 298000.00000000 PA 345437.71000000 0.021969684967 Long DBT CORP IT N 2 2031-06-15 Fixed 6.13000000 N N N N N N FIBER MIDCO SPA 8156000AFE5C06C4D309 000000000 241660.92000000 PA 256099.26000000 0.016287799217 Long DBT CORP IT N 2 2029-06-15 Fixed 10.75000000 N N Y N N N CENTRICA PLC E26EDV109X6EEPBKVH76 000000000 394000.00000000 PA 535001.39000000 0.034025850842 Long DBT CORP GB N 2 2055-05-21 Fixed 6.50000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 221000.00000000 PA 255814.94000000 0.016269716591 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.38000000 N N N N N N BERTRAND FRANCHISE 969500HGPPEHSTNJFW57 000000000 100000.00000000 PA 114243.22000000 0.007265818063 Long DBT CORP FR N 2 2030-07-18 Floating 5.99000000 N N N N N N PRESTIGEBIDCO GMBH 529900CSF1DNOCHMI763 000000000 236000.00000000 PA 272975.81000000 0.017361140303 Long DBT CORP DE N 2 2029-07-01 Floating 5.95000000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 500000.00000000 PA 592203.33000000 0.037663868826 Long DBT CORP FR N 2 2034-10-09 Fixed 5.50000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 249000.00000000 PA 282768.53000000 0.017983952947 Long DBT CORP JP N 2 2032-07-08 Fixed 5.75000000 N N N N N N AMBER FINCO PLC 9845004C0870D380O790 000000000 100000.00000000 PA 118362.27000000 0.007527787814 Long DBT CORP GB N 2 2029-07-15 Fixed 6.63000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 000000000 350000.00000000 PA 414042.64000000 0.026332928052 Long DBT CORP GB N 2 2029-07-15 Fixed 6.75000000 N N N N N N ROSSINI SARL 549300EC5JCCW6F83R11 000000000 88672.03000000 PA 102066.60000000 0.006491390438 Long DBT CORP LU N 2 2029-12-31 Floating 6.17000000 N N N N N N Palmer Square European Loan Funding 254900G4AVDGFB7U1712 000000000 250000.00000000 PA 287390.87000000 0.018277931718 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 5.43000000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 123000.00000000 PA 141835.55000000 0.009020677999 Long DBT CORP GB N 2 2029-07-31 Floating 8.91000000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 138000.00000000 PA 186889.49000000 0.011886088577 Long DBT CORP GB N 2 2029-07-31 Fixed 10.75000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 239808.41000000 0.015251708391 Long DBT CORP FR N 2 2032-06-17 Fixed 5.63000000 N N N N N N CESAR SPA 815600136D7200E49057 000000000 236000.00000000 PA 275855.42000000 0.017544282221 Long DBT CORP IT N 2 2031-09-30 Fixed 6.50000000 N N N N N N CESAR SPA 815600136D7200E49057 000000000 131000.00000000 PA 151589.97000000 0.009641054780 Long DBT CORP IT N 2 2031-09-30 Floating 6.54000000 N N N N N N Arbour CLO 635400HEJB8VLV1GBH66 000000000 300000.00000000 PA 343559.24000000 0.021850215110 Long ABS-CBDO CORP IE N 2 2037-11-15 Floating 5.48000000 N N N N N N Capital Four CLO 2549006Z0XBVN3OW8T93 000000000 350000.00000000 PA 399923.56000000 0.025434960833 Long ABS-CBDO CORP IE N 2 2037-10-25 Floating 5.42000000 N N N N N N MUANGTHAI CAPITAL PCL 254900ZI1FO2W9132C98 000000000 200000.00000000 PA USD 201000.00000000 0.012783510747 Long DBT CORP TH N 2 2028-09-30 Fixed 6.88000000 N N N N N N OEG FINANCE PLC 254900KMBHWF9UK63G44 000000000 271000.00000000 PA 320632.07000000 0.020392057278 Long DBT CORP GB N 2 2029-09-27 Fixed 7.25000000 N N N N N N DYNAMO NEWCO II GMBH 391200FDSPYB8FKV7F97 000000000 118000.00000000 PA 127284.36000000 0.008095228776 Long DBT CORP DE N 2 2031-10-15 Fixed 6.25000000 N N N N N N EDGE FINCO PLC 648835NI8LJE5190NT73 000000000 495000.00000000 PA 685948.93000000 0.043626047359 Long DBT CORP GB N 2 2031-08-15 Fixed 8.13000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 000000000 249000.00000000 PA 303993.07000000 0.019333824266 Long DBT CORP DE N 2 2031-11-15 Fixed 7.00000000 N N Y N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 102000.00000000 PA 120266.33000000 0.007648885184 Long DBT CORP NL N 2 2031-10-31 Fixed 6.50000000 N N N N N N Palmer Square European Loan Funding 254900IYUKLJNYNCCC63 000000000 220000.00000000 PA 252931.41000000 0.016086325364 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 5.33000000 N N N N N N Henley Funding Ltd. 635400SQELBB2FR6QN30 000000000 220000.00000000 PA 253041.54000000 0.016093329583 Long ABS-CBDO CORP IE N 2 2038-01-15 Floating 5.30000000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 000000000 196000.00000000 PA 227595.81000000 0.014474992454 Long DBT CORP GB N 2 2032-02-15 Fixed 5.63000000 N N N N N N ALMAVIVA THE ITALIAN INN 815600A862DA4DD9E211 000000000 109000.00000000 PA 121478.82000000 0.007725999010 Long DBT CORP IT N 2 2030-10-30 Fixed 5.00000000 N N N N N N Arini European CLO 635400S1CQWFRKNVAN93 000000000 430000.00000000 PA 492483.21000000 0.031321713473 Long ABS-CBDO CORP IE N 2 2038-01-15 Floating 5.70000000 N N N N N N Victory Street CLO 635400D4KWYZ4IFHKI82 000000000 320000.00000000 PA 370470.96000000 0.023561788552 Long ABS-CBDO CORP IE N 2 2038-01-15 Floating 5.65000000 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 000000000 104000.00000000 PA 120570.84000000 0.007668251885 Long DBT CORP DE N 2 2030-05-15 Fixed 5.00000000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 111000.00000000 PA 127486.62000000 0.008108092422 Long DBT CORP DE N 2 2031-11-15 Fixed 4.63000000 N N N N N N PACIFIC NATIONAL FINANCE 213800SSTRDXLWWVF948 000000000 190000.00000000 PA 133277.67000000 0.008476400631 Long DBT CORP AU N 2 2054-12-11 Fixed 7.75000000 N N N N N N Contego CLO DAC 549300HTBV5M1YNUW859 000000000 290000.00000000 PA 330136.94000000 0.020996562790 Long ABS-CBDO CORP IE N 2 2038-01-23 Floating 5.62000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 111000.00000000 PA 128415.21000000 0.008167150334 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 200000.00000000 PA 233089.11000000 0.014824363895 Long DBT CORP DE N 2 2055-01-15 Fixed 5.25000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 110000.00000000 PA 123820.81000000 0.007874948534 Long DBT NUSS ID N 2 2033-01-15 Fixed 3.88000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 200000.00000000 PA 231716.93000000 0.014737093856 Long DBT CORP IT N 2 2034-01-21 Fixed 4.88000000 N N N N N N ADLER FINANCING SARL 213800BAQB59IVKP7S93 000000000 196336.56000000 PA 253264.53000000 0.016107511648 Long DBT CORP LU N 2 2028-12-31 Fixed 8.25000000 N N Y N N N CONTOURGLOBAL POWER HLDG 549300O5AGIFK0PQ1516 000000000 162000.00000000 PA 187282.35000000 0.011911074299 Long DBT CORP LU N 2 2030-02-28 Fixed 5.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 000000000 209000.00000000 PA 240044.15000000 0.015266701350 Long DBT US N 2 2032-02-15 Fixed 7.00000000 N N N N N N SGL GROUP APS 636700YQKGLXCPPUYE74 000000000 143000.00000000 PA 159357.39000000 0.010135059242 Long DBT CORP DK N 2 2031-02-24 Floating 6.45000000 N N N N N N Aurium CLO 635400NUJFLZMWBUGF89 000000000 160000.00000000 PA 183510.35000000 0.011671176774 Long ABS-CBDO CORP IE N 2 2038-04-15 Floating 5.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 215000.00000000 PA 259369.20000000 0.016495765949 Long DBT NUSS RO N 2 2034-09-10 Fixed 6.25000000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 000000000 200000.00000000 PA 200303.34000000 0.012739203481 Long DBT CORP LU N 2 2030-02-15 Fixed 5.88000000 N N N N N N TAG IMMOBILIEN AG 529900TAE68USJNXLR59 000000000 100000.00000000 PA 122948.74000000 0.007819485269 Long DBT CORP DE N 1 2031-03-11 Fixed 0.63000000 N N N N N TAG Immobilien AG EUR XXXX N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 200000.00000000 PA 230146.58000000 0.014637220293 Long DBT CORP FR N 2 2037-03-24 Fixed 4.75000000 N N N N N N Arcano Euro CLO 635400KVFUOP733LMF93 000000000 350000.00000000 PA 405743.02000000 0.025805075905 Long ABS-CBDO CORP IE N 2 2039-04-25 Floating 5.57000000 N N N N N N ALSTRIA S.A R.L. 529900QIJIGPI0DRL085 000000000 100000.00000000 PA 114135.29000000 0.007258953763 Long DBT CORP LU N 2 2031-03-20 Fixed 5.50000000 N N N N N N CVC Cordatus Opportunity Loan Fund DAC 635400C8SJP8XE4FXA57 000000000 700000.00000000 PA 794547.59000000 0.050532873913 Long ABS-CBDO CORP IE N 2 2033-08-15 Floating 5.08000000 N N N N N N IBERDROLA FINANZAS SAU 5493004PZNZWWBOUV388 000000000 100000.00000000 PA 142654.81000000 0.009072782571 Long DBT CORP ES N 2 2030-03-27 Fixed 1.50000000 N N N N N Iberdrola SA EUR XXXX N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 000000000 100000.00000000 PA 119315.47000000 0.007588410911 Long DBT CORP DE N 2 2031-04-01 Fixed 5.38000000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 000000000 100000.00000000 PA 115292.02000000 0.007332521277 Long DBT CORP DE N 2 2028-04-01 Fixed 4.25000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 200000.00000000 PA 232235.71000000 0.014770088034 Long DBT NUSS MA N 2 2035-04-02 Fixed 4.75000000 N N N N N N ITELYUM REGENERATION SPA 815600051FBC23AA8A45 000000000 100000.00000000 PA 115841.30000000 0.007367455241 Long DBT CORP IT N 2 2030-04-15 Fixed 5.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 82000.00000000 PA 99197.67000000 0.006308927764 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.75000000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 000000000 100000.00000000 PA 109868.40000000 0.006987581454 Long DBT CORP NL N 2 2031-07-08 Fixed 5.38000000 N N N N N N LOTTOMATICA GROUP SPA 549300R72LKEGT4EX026 000000000 148000.00000000 PA 172556.74000000 0.010974532041 Long DBT CORP IT N 2 2031-01-31 Fixed 4.88000000 N N N N N N WINTERSHALL DEA FIN 2BV 529900DV88FUQZSVVL48 000000000 164000.00000000 PA 194182.12000000 0.012349896607 Long DBT CORP NL N 2 2030-05-08 Fixed 6.12000000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 000000000 182000.00000000 PA 202681.25000000 0.012890437501 Long DBT CORP NL N 2 2031-06-15 Fixed 5.50000000 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 000000000 146000.00000000 PA 203949.90000000 0.012971123078 Long DBT CORP GB N 2 2030-06-15 Fixed 11.00000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 000000000 300000.00000000 PA 335556.89000000 0.021341269203 Long DBT CORP US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 000000000 4853.00000000 NS 437154.17000000 0.027802811098 Long EC CORP CN N 2 N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 100000.00000000 PA 116422.44000000 0.007404415487 Long DBT CORP NL N 2 2030-11-15 Fixed 5.49000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 100000.00000000 PA 117522.52000000 0.007474380087 Long DBT CORP NL N 2 2033-11-15 Fixed 5.99000000 N N N N N N ALBION FINANCING 1SARL / N/A 000000000 185000.00000000 PA 218798.98000000 0.013915517972 Long DBT CORP LU N 2 2030-05-21 Fixed 5.38000000 N N N N N N AIR FRANCE-KLM 969500AQW31GYO8JZD66 000000000 100000.00000000 PA 116523.88000000 0.007410867026 Long DBT CORP FR N 2 2030-05-21 Fixed 5.75000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 000000000 211000.00000000 PA 237427.00000000 0.015100251772 Long DBT CORP IE N 2 2031-06-04 Fixed 4.00000000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 000000000 200000.00000000 PA 242953.60000000 0.015451741078 Long DBT CORP NL N 2 2030-06-12 Fixed 7.00000000 N N N N N N MEHILAINEN YHTIOT OY 2138006X78HGYRHS5865 000000000 152000.00000000 PA 175176.00000000 0.011141115814 Long DBT CORP FI N 2 2032-06-30 Fixed 5.13000000 N N N N N N BAUSCH & LOMB NL BV/INC 549300NY6OZM39SO6475 000000000 100000.00000000 PA 115111.07000000 0.007321012938 Long DBT CORP XX N 2 2031-01-15 Floating 6.08000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 000000000 100000.00000000 PA 117391.71000000 0.007466060629 Long DBT CORP IT N 2 2032-06-30 Fixed 5.13000000 N N N N N N DARLING GLOBAL FINANCE 724500R2BQXOR6YG2Y67 000000000 196000.00000000 PA 225837.33000000 0.014363153907 Long DBT CORP NL N 2 2032-07-15 Fixed 4.50000000 N N N N N N LUNA 2 5 SARL 894500N8J2QVEYP0UI86 000000000 100000.00000000 PA 115870.75000000 0.007369328248 Long DBT CORP LU N 2 2032-07-01 Fixed 5.50000000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 438720.00000000 PA 502552.25000000 0.031962099946 Long DBT CORP LU N 2 2028-09-01 Fixed 9.00000000 N N N N N N DOLCETTO HOLDCO SPA 81560029E819F2CE4A42 000000000 156000.00000000 PA 179289.58000000 0.011402737676 Long DBT CORP IT N 2 2032-07-14 Fixed 5.63000000 N N N N N N MAXAM PRILL SARL 984500C4C5B820A6B691 000000000 452000.00000000 PA 527108.53000000 0.033523868450 Long DBT CORP LU N 2 2030-07-15 Fixed 6.00000000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 000000000 128000.00000000 PA 148898.83000000 0.009469899470 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N Arcano Euro CLO 635400HGPOTPFZDKOF20 000000000 160000.00000000 PA 184251.25000000 0.011718297685 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 5.47000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 382000.00000000 PA 377547.36000000 0.024011844449 Long DBT CORP GB N 2 2031-07-10 Fixed 6.50000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 114839.06000000 0.007303713222 Long DBT CORP JP N 2 2029-10-10 Fixed 5.25000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 228000.00000000 PA 261306.09000000 0.016618951293 Long DBT CORP JP N 2 2033-07-10 Fixed 6.38000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 256000.00000000 PA 293435.30000000 0.018662354783 Long DBT CORP JP N 2 2031-07-10 Fixed 5.88000000 N N N N N N MUANGTHAI CAPITAL PCL 254900ZI1FO2W9132C98 000000000 250000.00000000 PA USD 254375.00000000 0.016178137047 Long DBT CORP TH N 2 2030-07-21 Fixed 7.55000000 N N N N N N SONA FIOS CLO 635400CQGC8D7FRXGH67 000000000 170000.00000000 PA 196173.86000000 0.012476570386 Long ABS-CBDO CORP IE N 2 2038-08-25 Floating 5.50000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 000000000 214000.00000000 PA 247943.78000000 0.015769114311 Long DBT CORP JP N 2 2029-07-17 Fixed 5.25000000 N N N N N N HEIMSTADEN AB 549300WD2QBD89VBPV88 000000000 107000.00000000 PA 124377.07000000 0.007910326423 Long DBT CORP SE N 2 2031-01-24 Fixed 7.36000000 N N N N N N FRONERI LUX FINCO SARL 9845005YBZ75E5AA3B94 000000000 300000.00000000 PA 334531.39000000 0.021276047858 Long DBT CORP LU N 2 2032-08-01 Fixed 4.75000000 N N N N N N INTRUM INV AND FIN 984500D7B1EFD7460452 000000000 210466.00000000 PA 240619.39000000 0.015303286359 Long DBT CORP SE N 2 2027-09-11 Fixed 8.00000000 N N N N N N ALEXANDRITE LAKE LUX HOL 213800RY78YHYF5J8L55 000000000 284000.00000000 PA 323974.19000000 0.020604614626 Long DBT CORP LU N 2 2030-07-30 Fixed 6.75000000 N N N N N N Signal Harmonic CLO 635400CPGNMPPUYRUY64 000000000 190000.00000000 PA 217702.32000000 0.013845770883 Long ABS-CBDO CORP IE N 2 2038-07-15 Floating 5.70000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 200000.00000000 PA USD 197908.00000000 0.012586860920 Long DBT CORP VG N 2 2029-09-09 Fixed 6.80000000 N N N N N N UNIBAIL-RODAMCO-WESTFLD 969500SHQITWXSIS7N89 000000000 200000.00000000 PA 229519.93000000 0.014597365632 Long DBT FR N 2 2031-06-11 Fixed 4.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 000000000 284000.00000000 PA 322342.10000000 0.020500814427 Long DBT US N 2 2034-01-15 Fixed 4.75000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 000000000 341000.00000000 PA 371197.23000000 0.023607979001 Long DBT CORP NL N 2 2033-01-15 Fixed 5.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 100000.00000000 PA 113724.40000000 0.007232821341 Long DBT NUSS MX N 2 2038-03-19 Fixed 5.13000000 N N N N N N ITHACA ENERGY NORTH 213800BMMUN3AKWBIO91 000000000 107000.00000000 PA 121881.77000000 0.007751626451 Long DBT CORP GB N 2 2031-10-01 Fixed 5.50000000 N N N N N N Hambridge Euro CLO DAC 635400P8G4JAUUUQGV26 000000000 210000.00000000 PA 243419.48000000 0.015481370840 Long ABS-CBDO CORP IE N 2 2038-10-20 Floating 5.54000000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 100000.00000000 PA 113288.78000000 0.007205116103 Long DBT CORP FR N 2 2032-10-24 Fixed 4.32000000 N N N N N N AGL ENERGY LTD 549300QAZ8A74DEDXO80 000000000 200000.00000000 PA 134835.18000000 0.008575457575 Long DBT CORP AU N 2 2035-09-30 Fixed 5.77000000 N N N N N N DEEPOCEAN LTD 213800OYKN2J6ZFIFU40 000000000 100000.00000000 PA 117096.27000000 0.007447270776 Long DBT CORP JE N 2 2031-04-08 Fixed 6.00000000 N N N N N N PRA GROUP EUROPE HOLDING 635400CWOMLGBIP4GA24 000000000 100000.00000000 PA 112454.88000000 0.007152080433 Long DBT CORP LU N 2 2032-09-30 Fixed 6.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 224000.00000000 PA 257528.41000000 0.016378692523 Long DBT CORP US N 2 2033-02-15 Fixed 6.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 163306.46000000 PA 188196.38000000 0.011969206201 Long DBT CORP FR N 2 2029-11-01 Fixed 7.25000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 100000.00000000 PA 84660.71000000 0.005384383563 Long DBT CORP LU N 2 2032-09-30 Fixed 6.88000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 119000.00000000 PA 109143.55000000 0.006941481315 Long DBT CORP LU N 2 2030-09-30 Fixed 6.50000000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 284000.00000000 PA 325336.22000000 0.020691239129 Long DBT CORP DE N 2 2032-10-15 Floating 5.53000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 108000.00000000 PA 124539.78000000 0.007920674707 Long DBT NUSS RO N 2 2045-10-07 Fixed 6.50000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 274000.00000000 PA 281800.09000000 0.017922360593 Long DBT CORP LU N 2 2029-05-01 Fixed 7.88000000 N N N N N N ALSTRIA S.A R.L. 529900QIJIGPI0DRL085 000000000 200000.00000000 PA 223496.23000000 0.014214260986 Long DBT CORP LU N 2 2029-10-15 Fixed 4.25000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 100000.00000000 PA 115278.73000000 0.007331676039 Long DBT CORP LU N 2 2032-10-15 Floating 5.40000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 100000.00000000 PA 116277.73000000 0.007395211996 Long DBT CORP LU N 2 2031-10-15 Fixed 4.88000000 N N N N N N AROUNDTOWN FINANCE SARL 8945006LEXV2KWSWVP51 000000000 611000.00000000 PA 672067.29000000 0.042743181219 Long DBT CORP LU N 2 2031-04-30 Fixed 5.25000000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 000000000 100000.00000000 PA 113865.16000000 0.007241773615 Long DBT CORP GB N 2 2031-05-12 Fixed 5.63000000 N N N N N N FR BONDCO SAS 9695005XHXDZWSFICJ23 000000000 113000.00000000 PA 129909.99000000 0.008262217678 Long DBT CORP FR N 2 2032-10-31 Fixed 6.88000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 000000000 431078.00000000 PA 466466.17000000 0.029667041282 Long DBT CORP LU N 2 2030-12-01 Fixed 11.00000000 N N Y N N N ENTAIN PLC 213800GNI3K45LQR8L28 000000000 100000.00000000 PA 115607.98000000 0.007352616193 Long DBT CORP IM N 2 2031-11-30 Fixed 4.88000000 N N N N N N KING US BIDCO INC 254900FMEU5P81WHKR41 000000000 179000.00000000 PA 206575.87000000 0.013138133604 Long DBT CORP US N 2 2032-12-01 Floating 5.45000000 N N N N N N DEUCE FINCO 9845007DA2BC863E8437 000000000 126000.00000000 PA 146283.82000000 0.009303585996 Long DBT CORP GB N 2 2032-11-20 Floating 5.90000000 N N N N N N TABCORP FINANCE PTY LTD 213800DP7KVM374ANX97 000000000 250000.00000000 PA 170255.81000000 0.010828193915 Long DBT CORP AU N 2 2031-05-28 Fixed 5.99000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 202000.00000000 PA 223186.39000000 0.014194555300 Long DBT CORP LU N 2 2030-06-08 Fixed 5.63000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 200000.00000000 PA 205490.02000000 0.013069074026 Long DBT CORP LU N 2 2031-03-08 Fixed 8.13000000 N N N N N N DUOMO BIDCO SPA 815600BB98D60A86B243 000000000 180000.00000000 PA 207461.19000000 0.013194439562 Long DBT CORP IT N 2 2032-01-15 Floating 5.45000000 N N N N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 000000000 100000.00000000 PA 105281.38000000 0.006695849018 Long DBT CORP JE N 2 2029-03-31 Fixed 10.38000000 N N N N N N BIFFA GROUP HOLDINGS LTD 21380012LWLXNMXB8I44 000000000 114000.00000000 PA 130587.34000000 0.008305296838 Long DBT CORP JE N 2 2031-06-15 Fixed 5.25000000 N N N N N N BIFFA GROUP HOLDINGS LTD 21380012LWLXNMXB8I44 000000000 200000.00000000 PA 267470.47000000 0.017011003124 Long DBT CORP JE N 2 2031-06-15 Fixed 7.38000000 N N N N N N CAS CAPITAL NO2 LTD 2549007CLL9JS1Z83O04 000000000 200000.00000000 PA USD 200750.00000000 0.012767610858 Long DBT CORP VG N 2 2031-01-13 Fixed 6.25000000 N N N N N N SAN MIGUEL GLOBAL POWER 549300HBCE80QXKII590 000000000 200000.00000000 PA USD 198782.00000000 0.012642446932 Long DBT CORP PH N 2 2030-10-20 Fixed 8.38000000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 000000000 200000.00000000 PA 226764.27000000 0.014422106879 Long DBT CORP ES N 2 2034-01-19 Fixed 4.88000000 N N N N N N Providus CLO 635400RHQLITOVVAUF62 000000000 100000.00000000 PA 114284.35000000 0.007268433913 Long ABS-CBDO CORP IE N 2 2040-04-18 Floating 4.92000000 N N N N N N CIFC European Funding CLO 5493000EF0244RPYUG32 000000000 100000.00000000 PA 113857.20000000 0.007241267362 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 4.54000000 N N N N N N VIRGIN MEDIA O2 VEND FIN 984500871CCF07442C21 000000000 100000.00000000 PA 91994.77000000 0.005850826522 Long DBT CORP IE N 2 2033-07-15 Fixed 7.50000000 N N N N N N MKS INC 549300KEQATBHAGVF505 000000000 378000.00000000 PA 426519.22000000 0.027126433000 Long DBT CORP US N 2 2034-02-15 Fixed 4.25000000 N N N N N N FABBRICA ITA SINTETICI 8156004D7056C63EC525 000000000 100000.00000000 PA 115367.77000000 0.007337338944 Long DBT CORP IT N 2 2031-02-05 Floating 5.40000000 N N N N N N ITALMATCH CHEMICALS SPA 815600E7294ACCE76074 000000000 100000.00000000 PA 115302.53000000 0.007333189709 Long DBT CORP IT N 2 2031-02-05 Floating 6.42000000 N N N N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 335585.00000000 PA 322090.01000000 0.020484781615 Long DBT CORP LU N 2 2031-01-30 Variable 6.00000000 N N Y N N N Penta CLO S.A. 254900P6EQ7DE06DX267 000000000 170000.00000000 PA 193824.77000000 0.012327169306 Long ABS-CBDO CORP IE N 2 2039-02-15 Floating 4.88000000 N N N N N N NEWBRIDGE PARK CLO 635400MHBRLQFZ1CYD71 000000000 200000.00000000 PA 226357.15000000 0.014396214228 Long ABS-CBDO CORP IE N 2 2040-04-15 Floating 4.70000000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 000000000 100000.00000000 PA 113039.58000000 0.007189267093 Long DBT CORP NL N 2 2032-02-17 Fixed 5.50000000 N N N N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 000000000 174000.00000000 PA 198095.26000000 0.012598770573 Long DBT CORP GB N 2 2031-08-15 Fixed 4.63000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 8647.00000000 NS 3554662.87000000 0.226074980119 Long EC CORP CH N 2 N N N ROMANIA 315700IASY927EDWBK92 000000000 120000.00000000 PA 132934.19000000 0.008454555455 Long DBT NUSS RO N 2 2033-03-04 Fixed 4.63000000 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 000000000 275000.00000000 PA 306692.32000000 0.019505495368 Long DBT CORP NL N 2 2033-12-16 Fixed 6.88000000 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 000000000 250000.00000000 PA 323754.01000000 0.020590611276 Long DBT CORP NL N 2 2032-06-16 Fixed 8.25000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 000000000 356000.00000000 PA 425910.28000000 0.027087704686 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 98166.00000000 NS USD 3171678.08000000 0.201717317536 Long EC CORP GB N 2 N N N FIBERCOP SPA 8156007022402E114A31 000000000 246000.00000000 PA 291497.87000000 0.018539135095 Long DBT CORP IT N 2 2031-04-15 Fixed 5.38000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 000000000 275000.00000000 PA 329174.29000000 0.020935338677 Long DBT CORP US N 2 2033-04-15 Fixed 7.25000000 N N N N N N CLARIANE SE 969500WEPS61H6TJM037 000000000 133000.00000000 PA 155916.47000000 0.009916218258 Long DBT CORP FR N 2 2031-04-15 Fixed 6.88000000 N N N N N N STORA ENSO OYJ 7437000ZP669LKUTZ738 000000000 100000.00000000 PA 116472.35000000 0.007407589741 Long DBT CORP FI N 2 2029-03-17 Fixed 5.63000000 N N N N N N STORA ENSO OYJ 7437000ZP669LKUTZ738 000000000 100000.00000000 PA 116719.22000000 0.007423290564 Long DBT CORP FI N 2 2031-07-17 Fixed 5.88000000 N N N N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 000000000 100000.00000000 PA 114652.51000000 0.007291848725 Long DBT CORP FR N 2 2031-04-23 Fixed 5.50000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 165000.00000000 PA 196460.73000000 0.012494815191 Long DBT CORP JP N 2 2034-04-22 Fixed 7.38000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 160000.00000000 PA 190558.79000000 0.012119454428 Long DBT CORP JP N 2 2032-04-22 Fixed 7.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 346000.00000000 PA 405148.04000000 0.025767235442 Long DBT CORP JP N 2 2030-04-22 Fixed 6.38000000 N N N N N N Cordatus CLO PLC 635400BFCX9PFNPQKM71 000000000 2300000.00000000 PA 2637019.48000000 0.167713267986 Long ABS-CBDO CORP IE N 2 2038-09-23 Floating 5.70000000 N N N N N N TDC BRANDS A/S 5493003B50SM3XIJDQ79 000000000 300000.00000000 PA 347425.22000000 0.022096089721 Long DBT CORP DK N 2 2031-04-30 Fixed 8.00000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 000000000 200000.00000000 PA 139314.68000000 0.008860351786 Long SN CORP AU N 2 2056-04-28 Floating 6.37000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 000000000 250000.00000000 PA 176850.44000000 0.011247609455 Long DBT CORP AU N 2 2036-04-28 Fixed 6.42000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 000000000 150000.00000000 PA 171373.92000000 0.010899305215 Long DBT CORP NO N 2 2086-04-29 Fixed 4.95000000 N N N N N N GOHL CAPITAL HOLDINGS 2549009G9UNIMCATM603 000000000 200000.00000000 PA USD 193250.00000000 0.012290614189 Long DBT CORP IM N 2 2031-10-29 Fixed 7.63000000 N N N N N N KAPLA HOLDING SAS 894500PJ28XTH66K4X83 000000000 149000.00000000 PA 172119.20000000 0.010946704692 Long DBT CORP FR N 2 2033-04-30 Floating 5.20000000 N N N N N N KAPLA HOLDING SAS 894500PJ28XTH66K4X83 000000000 100000.00000000 PA 114983.99000000 0.007312930706 Long DBT CORP FR N 2 2032-04-30 Fixed 5.13000000 N N N N N N Henley Funding Ltd. 635400ATIFCV7PKUJR11 000000000 232000.00000000 PA 267071.12000000 0.016985604641 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 5.34000000 N N N N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 000000000 3871000.00000000 PA 4362187.88000000 0.277433212182 Long SN CORP US N 3 2031-05-08 Variable 6.18000000 N N N N N N EGIS SA N/A 000000000 215000.00000000 PA 249945.01000000 0.015896391650 Long DBT CORP FR N 2 2031-05-15 Fixed 5.13000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 100000.00000000 PA 114403.96000000 0.007276041056 Long DBT NUSS RS N 2 2031-05-06 Fixed 4.25000000 N N N N N N ALEXANDRITE MONNET UK 254900UEO4639PJFQ079 000000000 128000.00000000 PA 147308.23000000 0.009368738017 Long DBT GB N 2 2031-05-31 Fixed 6.88000000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 000000000 100000.00000000 PA 115637.25000000 0.007354477752 Long DBT CORP DE N 2 2033-05-13 Fixed 5.00000000 N N N N N N HOMEVI SASU 9695001URJB6VUATPK20 000000000 135000.00000000 PA 156677.19000000 0.009964599713 Long DBT CORP FR N 2 2031-10-31 Fixed 6.63000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 200000.00000000 PA USD 199600.00000000 0.012694471369 Long DBT CORP KY N 2 2033-05-14 Fixed 5.25000000 N N N N N N Arini European CLO 635400G9EKYTRADIQU21 000000000 190000.00000000 PA 217093.98000000 0.013807080729 Long ABS-CBDO CORP IE N 2 2040-07-15 Floating 0.00000000 N N N N N N ATOS GROUP 5493001EZOOA66PTBR68 000000000 351000.00000000 PA 396469.29000000 0.025215270795 Long DBT CORP FR N 2 2031-05-21 Fixed 8.13000000 N N N N N N Silver Point Euro CLO Designated Activity Company 635400GFFTO5DAD4OR21 000000000 140000.00000000 PA 159963.99000000 0.010173638733 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 0.00000000 N N N N N N UGI INTERNATIONAL LLC 5493001JFF8MQO00ZQ21 000000000 138000.00000000 PA 161350.56000000 0.010261823969 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 000000000 105000.00000000 PA 121466.70000000 0.007725228183 Long DBT CORP US N 2 2033-07-15 Floating 5.44000000 N N N N N N TER FINANCE JERSEY LTD 213800GREUULZ8RPOM16 000000000 233000.00000000 PA 266130.91000000 0.016925807703 Long DBT CORP JE N 2 2031-10-31 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 370000.00000000 PA 256733.10000000 0.016328111160 Long DBT CORP GB N 2 2032-05-26 Floating 5.70000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 204000.00000000 PA 240091.97000000 0.015269742681 Long DBT CORP AT N 2 2032-05-31 Fixed 7.25000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 117000.00000000 PA 135148.03000000 0.008595354696 Long DBT NUSS ID N 2 2033-05-29 Fixed 4.50000000 N N N N N N Arcano Euro CLO 635400EQMELEWLV5CT69 000000000 270000.00000000 PA 308501.97000000 0.019620588304 Long ABS-CBDO CORP IE N 2 2039-01-17 Floating 0.00000000 N N N N N N ATHOMSTART INVEST AS 63670059A6E72CN31869 000000000 500000.00000000 PA 575293.05000000 0.036588382526 Long DBT CORP NO N 2 2030-06-04 Floating 8.28000000 N N N N N N CO-OPERATIVE GROUP LTD 213800TKR59ER8Z69V16 000000000 125000.00000000 PA 170157.94000000 0.010821969427 Long DBT CORP GB N 2 2031-12-15 Fixed 8.25000000 N N N N N N 1988 Asset Mgmt Euro Clo 6354009HQIEYNXCDWW33 000000000 140000.00000000 PA 159963.99000000 0.010173638733 Long ABS-CBDO CORP IE N 2 2040-04-15 Floating 0.00000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 100000.00000000 PA 110488.31000000 0.007027007454 Long DBT CORP LU N 2 2030-06-08 Fixed 5.63000000 N N N N N N Sculptor European CLO 635400OAHAFDXP9HQR46 000000000 140000.00000000 PA 159910.01000000 0.010170205629 Long ABS-CBDO CORP IE N 2 2039-01-17 Floating 5.13000000 N N N N N N CDC DATA CENTRES AU PTY 2549001CQGRSBIIMSH98 000000000 150000.00000000 PA 104859.88000000 0.006669041806 Long DBT CORP AU N 2 2056-06-12 Floating 6.87000000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 000000000 300000.00000000 PA 349804.19000000 0.022247391156 Long DBT CORP FR N 2 2034-09-30 Fixed 0.25000000 N N N N N Schneider Electric SE EUR XXXX N N N Penta CLO 14 DAC 549300KV4K41MAFRA061 000000000 200000.00000000 PA 229664.84000000 0.014606581843 Long ABS-CBDO CORP IE N 2 2040-04-20 Floating 5.38000000 N N N N N N Texas Debt Capital Euro CLO DAC 6354005CUY8PX5XJT459 000000000 220000.00000000 PA 251371.98000000 0.015987146308 Long ABS-CBDO CORP IE N 2 2040-07-16 Floating 5.32000000 N N N N N N RAG-STIFTUNG 529900C4BQB2G2UM9E04 000000000 200000.00000000 PA 233427.98000000 0.014845915876 Long DBT CORP DE N 1 2031-12-16 Fixed 1.45000000 N N N N N Evonik Industries AG EUR XXXX N N N K+S AG 529900YURAYD4IJX2J91 000000000 100000.00000000 PA 113773.15000000 0.007235921820 Long DBT CORP DE N 1 2031-06-16 Fixed 0.63000000 N N N N N K&S AG EUR XXXX N N N NEOEN FINCO PLC 21380016Z8T4PSX9UA05 000000000 221000.00000000 PA 257232.62000000 0.016359880410 Long DBT CORP GB N 2 2031-06-15 Fixed 5.50000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 000000000 573000.00000000 PA 644420.86000000 0.040984880547 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 310000.00000000 PA 215431.24000000 0.013701331203 Long DBT CORP FR N 2 2032-03-24 Fixed 6.48000000 N N N N N N HT TROPLAST AG 529900Y2N2GAY3FXGP86 000000000 100000.00000000 PA 115907.06000000 0.007371637548 Long DBT CORP DE N 2 2031-07-15 Fixed 7.63000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 200000.00000000 PA USD 201191.16000000 0.012795668439 Long DBT CORP IN N 2 2031-06-30 Fixed 5.32000000 N N N N N N NH INVESTMENT & SECS 549300LQ6NXDW1B8NT42 000000000 200000.00000000 PA USD 198914.00000000 0.012650842074 Long DBT CORP KR N 2 2031-06-29 Fixed 5.00000000 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 000000000 123000.00000000 PA 142783.35000000 0.009080957658 Long DBT CORP NL N 2 2031-07-15 Fixed 6.13000000 N N N N N N AXIS BANK GANDHINAGAR 549300HVNWMJPOFVNI41 000000000 200000.00000000 PA USD 200978.00000000 0.012782111557 Long DBT CORP IN N 2 2031-06-30 Fixed 5.35000000 N N N N N N STONEPEAK MOTION/FINCO N/A 000000000 100000.00000000 PA 115110.30000000 0.007320963966 Long DBT CORP XX N 2 2033-07-15 Fixed 5.00000000 N N N N N N TRAFIGURA FUNDING SA 549300IDCRNFW0C0TJ66 000000000 200000.00000000 PA USD 197395.80000000 0.012554285228 Long DBT CORP LU N 2 2031-07-01 Fixed 5.63000000 N N N N N N OCP Euro CLO 635400KNK84TMOLEE581 000000000 150000.00000000 PA 171389.98000000 0.010900326624 Long ABS-CBDO CORP IE N 2 2037-04-15 Floating 5.47000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 000000000 263000.00000000 PA 301653.72000000 0.019185042645 Long DBT CORP GB N 2 2032-01-15 Fixed 4.25000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 198750.00000000 0.012640411747 Long DBT CORP GB N 2 2034-07-13 Fixed 7.38000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 199000.00000000 0.012656311636 Long DBT CORP GB N 2 2037-07-13 Fixed 7.75000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 199472.52000000 0.012686363698 Long DBT CORP GB N 2 2032-07-13 Fixed 7.00000000 N N N N N N MIRAE ASSET SECURITIES 98840072S6T63E2V1291 000000000 200000.00000000 PA USD 199878.00000000 0.012712152046 Long DBT CORP KR N 2 2029-07-06 Fixed 5.13000000 N N N N N N Blackthorn Park CLO 6354006DV8BX3OVJOP18 000000000 240000.00000000 PA 274223.97000000 0.017440522725 Long ABS-CBDO CORP IE N 2 2039-10-15 Floating 0.00000000 N N N N N N Palmer Square European CLO 254900AHNHML87H3UJ59 000000000 100000.00000000 PA 114259.99000000 0.007266884628 Long ABS-CBDO CORP IE N 2 2039-08-15 Floating 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 88.00000000 NC USD -128684.64000000 -0.00818428596 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ Comdty 2028-03-14 21272884.64000000 USD -128684.64000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -244.00000000 NC -167847.10000000 -0.01067500102 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex EURO STOXX 50 Futures VGU6 Index 2026-09-18 -15361740.72000000 EUR -167847.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -274.00000000 NC USD -558559.57000000 -0.03552414062 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-mini S&P 500 Index Futures ESU6 Index 2026-09-18 -102852465.43000000 USD -558559.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 88.00000000 NC USD -53862.80000000 -0.00342565016 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ28 Comdty 2029-03-20 21224462.80000000 USD -53862.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -153.00000000 NC USD -1698916.35000000 -0.10805032547 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-mini NASDAQ 100 Index Futures NQU6 Index 2026-09-18 -91702993.65000000 USD -1698916.35000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -14.00000000 NC USD -50382.06000000 -0.00320427664 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 8000.00000000 USD 2026-09-18 XXXX 41006.82000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 601.00000000 NC 536581.68000000 0.034126356584 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 68873765.32000000 EUR 536581.68000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -498.00000000 NC USD -299077.86000000 -0.01902121909 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 -54356422.14000000 USD -299077.86000000 N N N Korea Exchange (Futures Market) N/A 000000000 13.00000000 NC 250463.11000000 0.015929342580 N/A DE KR N 1 Korea Exchange (Futures Market) N/A Long KFE KOSPI 200 Index Futures KMU6 Index 2026-09-10 4113207497.00000000 KRW 250463.11000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -19.00000000 NC -69922.06000000 -0.00444701196 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 -2051984.42000000 EUR -69922.06000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 54.00000000 NC 37106.77000000 0.002359974095 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 6843884.27000000 EUR 37106.77000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 263.00000000 NC 91308.07000000 0.005807152707 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 27787567.45000000 EUR 91308.07000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -515.00000000 NC USD 98982.13000000 0.006295219515 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -106233240.20000000 USD 98982.13000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 288.00000000 NC USD 288602.86000000 0.018355013744 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 33002397.14000000 USD 288602.86000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1461.00000000 NC USD -1539306.47000000 -0.09789920797 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -162503599.78000000 USD -1539306.47000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 160.00000000 NC USD 372154.05000000 0.023668832328 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 17717845.95000000 USD 372154.05000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 27.00000000 NC 31654.15000000 0.002013189884 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 2384806.19000000 GBP 31654.15000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -15.00000000 NC USD -619.40000000 -0.00003939356 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 -1603911.85000000 USD -619.40000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 122.00000000 NC 55081.95000000 0.003503187561 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX Banks Index Futures CAU6 Index 2026-09-18 1747327.44000000 EUR 55081.95000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 363.00000000 NC USD 37026.00000000 0.002354837158 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 180.00000000 USD 2026-07-17 XXXX -525443.59000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 134.00000000 NC 168631.19000000 0.010724868805 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU6 Comdty 2026-09-08 15845314.49000000 EUR 168631.19000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 8.00000000 NC 10547.11000000 0.000670791512 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long French Government Bond Futures OATU6 Comdty 2026-09-08 950609.20000000 EUR 10547.11000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 84.00000000 NC 40954.75000000 0.002604703914 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex Short-term Euro-BTP Futures BTSU6 Comdty 2026-09-08 8956356.53000000 EUR 40954.75000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -330.00000000 NC USD -138600.00000000 -0.00881489845 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 240.00000000 USD 2026-09-18 XXXX 63949.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 68.00000000 NC USD 262238.48000000 0.016678250883 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYU6 Index 2026-09-18 10092801.52000000 USD 262238.48000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 48.00000000 NC 1787137.75000000 0.113661167339 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long OSE Nikkei 225 Index Futures NKU6 Index 2026-09-10 3113915087.00000000 JPY 1787137.75000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 22.00000000 NC 17648.86000000 0.001122459659 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long Montreal Exchange 10 Year Canadian Bond Futures CNU6 Comdty 2026-09-18 2639389.50000000 CAD 17648.86000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 42.00000000 NC 24117.00000000 0.001533830491 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 4577501.46000000 AUD 24117.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -129.00000000 NC USD -21607.50000000 -0.00137422740 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NVIDIA Corp. NVIDIA Corp. 100.00000000 125.00000000 USD 2026-12-18 XXXX 50872.53000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -41.00000000 NC USD -41717.50000000 -0.00265321447 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 420.00000000 USD 2026-12-18 XXXX 32202.90000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50.00000000 NC USD -21375.00000000 -0.00135944050 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Zoom Communications, Inc. Zoom Communications, Inc. 100.00000000 80.00000000 USD 2026-09-18 XXXX -6736.46000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -154.00000000 NC USD -51724.98000000 -0.00328968576 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 35.00000000 USD 2026-07-17 XXXX -41749.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1595.00000000 NC USD 412.47000000 0.000026232908 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 39.00000000 USD 2026-07-17 XXXX -121900.05000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50.00000000 NC USD -1750.00000000 -0.00011129922 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Williams Cos., Inc. Williams Cos., Inc. 100.00000000 65.00000000 USD 2026-07-17 XXXX 3888.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50.00000000 NC USD 7125.00000000 0.000453146836 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Williams Cos., Inc. Williams Cos., Inc. 100.00000000 75.00000000 USD 2026-07-17 XXXX -4236.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -1666.00000000 -0.00010595686 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 55.00000000 USD 2026-07-17 XXXX 6433.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -108.00000000 NC USD -107730.00000000 -0.00685158016 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 85.00000000 USD 2026-07-17 XXXX -94686.36000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -87.00000000 NC USD -155077.50000000 -0.00986286013 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cisco Systems, Inc. Cisco Systems, Inc. 100.00000000 100.00000000 USD 2026-07-17 XXXX -143961.14000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -59.00000000 NC USD -477900.00000000 -0.03039422779 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Datadog, Inc. Datadog, Inc. 100.00000000 180.00000000 USD 2026-07-17 XXXX -463989.44000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -25.00000000 NC USD -90937.50000000 -0.00578358462 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written General Electric Co. General Electric Co. 100.00000000 340.00000000 USD 2026-07-17 XXXX -82743.24000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -621757.50000000 -0.03954350091 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 680.00000000 USD 2026-07-17 XXXX -591223.72000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 56.00000000 NC USD 11480.00000000 0.000730122902 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 65.00000000 USD 2026-07-17 XXXX -1076.49000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -49.00000000 NC USD -33565.00000000 -0.00213471909 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. 100.00000000 180.00000000 USD 2026-07-17 XXXX -23693.48000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -58.00000000 NC USD -207930.00000000 -0.01322425567 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intel Corp. Intel Corp. 100.00000000 105.00000000 USD 2026-07-17 XXXX -182539.46000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1287.00000000 NC USD -56.37000000 -0.00000358510 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 42.00000000 USD 2026-07-17 XXXX 22822.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 540.00000000 NC USD 334.64000000 0.000021282955 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 100.00000000 31.00000000 USD 2026-07-17 XXXX -51439.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -540.00000000 NC USD -36.34000000 -0.00000231120 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 100.00000000 35.00000000 USD 2026-07-17 XXXX 13319.35000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -38.00000000 NC USD -52155.00000000 -0.00331703484 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Texas Instruments, Inc. Texas Instruments, Inc. 100.00000000 360.00000000 USD 2026-09-18 XXXX -25962.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -127.00000000 NC USD -25717.50000000 -0.00163562158 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Edwards Lifesciences Corp. Edwards Lifesciences Corp. 100.00000000 100.00000000 USD 2026-09-18 XXXX -11482.13000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -155.00000000 NC USD -150350.00000000 -0.00956219323 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 90.00000000 USD 2026-09-18 XXXX -119734.22000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -916380.00000000 -0.05828136109 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 900.00000000 USD 2026-09-18 XXXX -770260.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -42.00000000 NC USD -17010.00000000 -0.00108182844 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Valero Energy Corp. Valero Energy Corp. 100.00000000 320.00000000 USD 2026-09-18 XXXX 7311.47000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -41.00000000 NC USD -369307.50000000 -0.02348779301 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lam Research Corp. Lam Research Corp. 100.00000000 390.00000000 USD 2026-09-18 XXXX -316165.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -192.00000000 NC USD -32448.00000000 -0.00206367839 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 80.00000000 USD 2026-09-18 XXXX -5488.89000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -73.00000000 NC USD -419020.00000000 -0.02664948593 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Datadog, Inc. Datadog, Inc. 100.00000000 220.00000000 USD 2026-09-18 XXXX -381007.75000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -209.00000000 NC USD -43576.50000000 -0.00277144605 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp. NVIDIA Corp. 100.00000000 260.00000000 USD 2026-09-18 XXXX 54753.77000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -31.00000000 NC USD -36270.00000000 -0.00230675589 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cadence Design Systems, Inc. Cadence Design Systems, Inc. 100.00000000 460.00000000 USD 2026-09-18 XXXX -5375.41000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -51.00000000 NC USD -35445.00000000 -0.00225428626 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Tesla, Inc. Tesla, Inc. 100.00000000 550.00000000 USD 2026-09-18 XXXX 27322.89000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -53.00000000 NC USD -12799.50000000 -0.00081404251 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 510.00000000 USD 2026-09-18 XXXX 14843.32000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -133470.00000000 -0.00848863273 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 1240.00000000 USD 2026-09-18 XXXX -104085.94000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 148.00000000 NC USD 68820.00000000 0.004376921441 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 320.00000000 USD 2026-09-18 XXXX -36013.69000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -115.00000000 NC USD -127937.50000000 -0.00813676819 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cisco Systems, Inc. Cisco Systems, Inc. 100.00000000 115.00000000 USD 2026-09-18 XXXX -110141.94000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -38.00000000 NC USD -150670.00000000 -0.00958254509 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written General Electric Co. General Electric Co. 100.00000000 350.00000000 USD 2026-09-18 XXXX -121841.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -11660.00000000 -0.00074157082 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written GE Vernova, Inc. GE Vernova, Inc. 100.00000000 1400.00000000 USD 2026-09-18 XXXX -2112.22000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -226922.50000000 -0.01443217023 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 920.00000000 USD 2026-09-18 XXXX -192287.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -67.00000000 NC USD -64320.00000000 -0.00409072343 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. 100.00000000 190.00000000 USD 2026-09-18 XXXX -33574.52000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -25.00000000 NC USD -9687.50000000 -0.00061612069 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 770.00000000 USD 2026-09-18 XXXX 18225.18000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -16.00000000 NC USD -2320.00000000 -0.00014755096 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written CoreWeave, Inc. CoreWeave, Inc. 100.00000000 195.00000000 USD 2026-09-18 XXXX 14876.23000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -37300.00000000 -0.00237226343 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written General Electric Co. General Electric Co. 100.00000000 340.00000000 USD 2026-09-18 XXXX -30517.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -4455.00000000 -0.00028333602 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 450.00000000 USD 2026-09-18 XXXX 16186.99000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -2170.00000000 -0.00013801103 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Williams Cos., Inc. Williams Cos., Inc. 100.00000000 85.00000000 USD 2026-09-18 XXXX 2863.65000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -348001.21000000 -0.02213272242 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 32000.00000000 USD 2026-09-18 XXXX -153379.37000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 165.00000000 NC USD 23545.67000000 0.001497494156 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased State Street SPDR S&P Regional Banking ETF State Street SPDR S&P Regional Banking ETF 100.00000000 75.00000000 USD 2026-07-17 XXXX -1076.12000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -737.00000000 NC USD -2315263.02000000 -0.14724970000 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR Gold Shares SPDR Gold Shares 100.00000000 400.00000000 USD 2026-07-17 XXXX -1944544.48000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -180.00000000 NC USD -135450.00000000 -0.00861455985 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 240.00000000 USD 2026-07-17 XXXX -69251.51000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 270.00000000 NC USD 4185.00000000 0.000266164141 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 285.00000000 USD 2026-07-17 XXXX -247485.50000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -14.00000000 NC 7718.75000000 0.000490909072 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -1790035030.00000000 JPY 7718.75000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 154.00000000 NC USD 1915.59000000 0.000121830673 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 450.00000000 USD 2026-07-17 XXXX -157638.13000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 26.00000000 NC USD 330200.00000000 0.021000573378 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lam Research Corp. Lam Research Corp. 100.00000000 320.00000000 USD 2026-08-21 XXXX 242002.20000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 298.00000000 NC USD 78076.00000000 0.004965598931 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 285.00000000 USD 2026-08-21 XXXX -176106.81000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 38550.00000000 0.002451762882 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased MongoDB, Inc. MongoDB, Inc. 100.00000000 340.00000000 USD 2026-08-21 XXXX 474.54000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 34.00000000 NC USD 4675.00000000 0.000297327924 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 245.00000000 USD 2026-08-21 XXXX -60303.27000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -19.00000000 NC USD -219545.00000000 -0.01396296451 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 1280.00000000 USD 2026-08-21 XXXX -135608.97000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 10355.00000000 0.000658573401 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 440.00000000 USD 2026-08-21 XXXX -21083.94000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -20.00000000 NC USD -18600.00000000 -0.00118295174 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cadence Design Systems, Inc. Cadence Design Systems, Inc. 100.00000000 450.00000000 USD 2026-08-21 XXXX -4768.44000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -26700.00000000 -0.00169810814 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written MongoDB, Inc. MongoDB, Inc. 100.00000000 410.00000000 USD 2026-08-21 XXXX 9088.85000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 10.00000000 NC USD 21500.00000000 0.001367390453 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Cadence Design Systems, Inc. Cadence Design Systems, Inc. 100.00000000 400.00000000 USD 2026-08-21 XXXX 4831.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 26950.00000000 0.001714008033 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lumentum Holdings, Inc. Lumentum Holdings, Inc. 100.00000000 1200.00000000 USD 2026-08-21 XXXX -75058.71000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 11310.00000000 0.000719310977 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 660.00000000 USD 2026-08-21 XXXX -28448.24000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 10260.00000000 0.000652531444 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Broadcom, Inc. Broadcom, Inc. 100.00000000 460.00000000 USD 2026-08-21 XXXX -62499.78000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -52.00000000 NC USD -383110.00000000 -0.02436562588 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lam Research Corp. Lam Research Corp. 100.00000000 400.00000000 USD 2026-08-21 XXXX -315626.99000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 10.00000000 NC USD 284175.00000000 0.018073403814 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 940.00000000 USD 2026-08-21 XXXX 183552.77000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -15.00000000 NC USD -25125.00000000 -0.00159793884 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lumentum Holdings, Inc. Lumentum Holdings, Inc. 100.00000000 1500.00000000 USD 2026-08-21 XXXX 98272.12000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 5529.00000000 0.000351641944 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 420.00000000 USD 2026-08-21 XXXX -35525.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -136.00000000 NC USD -32912.00000000 -0.00209318858 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walt Disney Co. Walt Disney Co. 100.00000000 90.00000000 USD 2026-09-18 XXXX -9822.81000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -270.00000000 NC USD -162675.00000000 -0.01034605776 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 220.00000000 USD 2026-08-21 XXXX -49607.55000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -180.00000000 NC USD -54720.00000000 -0.00348016770 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 110.00000000 USD 2026-08-21 XXXX -12821.01000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 180.00000000 NC USD 12240.00000000 0.000778458564 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 130.00000000 USD 2026-08-21 XXXX -53320.13000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -16.00000000 NC USD -7160.00000000 -0.00045537282 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 760.00000000 USD 2026-09-18 XXXX 11297.35000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 125.00000000 NC USD 163399.70000000 0.010392148364 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 730.00000000 USD 2026-09-18 XXXX -56954.50000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -142020.00000000 -0.00903240893 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 1400.00000000 USD 2026-09-18 XXXX -55048.45000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 9300.00000000 0.000591475870 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 500.00000000 USD 2026-08-21 XXXX -19382.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -7005.00000000 -0.00044551488 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Tesla, Inc. Tesla, Inc. 100.00000000 380.00000000 USD 2026-08-21 XXXX 2047.47000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 51.00000000 NC USD 637.50000000 0.000040544716 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased EchoStar Corp. EchoStar Corp. 100.00000000 150.00000000 USD 2026-07-17 XXXX -42688.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 449.00000000 NC USD 6082.42000000 0.000386839211 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares Expanded Tech-Software Sector ETF iShares Expanded Tech-Software Sector ETF 100.00000000 105.00000000 USD 2026-07-17 XXXX -169576.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -449.00000000 NC USD -41188.34000000 -0.00261956013 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares Expanded Tech-Software Sector ETF iShares Expanded Tech-Software Sector ETF 100.00000000 85.00000000 USD 2026-07-17 XXXX -8063.14000000 N N N Japan Exchange Group 353800578ADEGIJTVW07 000000000 8.00000000 NC 194962.94000000 0.012399556412 N/A DE JP N 1 Japan Exchange Group 353800578ADEGIJTVW07 Call Purchased Nikkei 225 Index NKY Index 1000.00000000 70000.00000000 JPY 2026-08-14 XXXX 102254.11000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 271.00000000 NC USD 2789.10000000 0.000177385521 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 720.00000000 USD 2026-07-02 XXXX -272205.46000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -68.00000000 NC USD -3026.00000000 -0.00019245225 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Palo Alto Networks, Inc. Palo Alto Networks, Inc. 100.00000000 250.00000000 USD 2026-07-17 XXXX 51123.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 190.00000000 NC USD 5935.51000000 0.000377495800 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 75.00000000 USD 2026-07-17 XXXX -23366.85000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -257.00000000 NC USD -62107.65000000 -0.00395001896 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 100.00000000 26.00000000 USD 2026-09-18 XXXX -30554.61000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -190.00000000 NC USD -1056.69000000 -0.00006720501 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written iShares MSCI Emerging Markets ETF iShares MSCI Emerging Markets ETF 100.00000000 80.00000000 USD 2026-07-17 XXXX 7640.76000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 514.00000000 NC USD 11831.41000000 0.000752472422 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 100.00000000 32.00000000 USD 2026-09-18 XXXX -28375.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -514.00000000 NC USD -3532.93000000 -0.00022469277 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 100.00000000 38.00000000 USD 2026-09-18 XXXX 9202.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -52400.00000000 -0.00333261673 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 820.00000000 USD 2026-09-18 XXXX 80825.02000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -55.00000000 NC USD -44137.50000000 -0.00280712540 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 220.00000000 USD 2026-09-18 XXXX -4110.59000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -209.00000000 NC USD -40337.00000000 -0.00256541528 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 55.00000000 USD 2026-08-21 XXXX 18158.48000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -33.00000000 NC USD -38527.50000000 -0.00245033189 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 330.00000000 USD 2026-09-18 XXXX 8.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -59062.50000000 -0.00375634877 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Broadcom, Inc. Broadcom, Inc. 100.00000000 350.00000000 USD 2026-09-18 XXXX 3111.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 20.00000000 NC USD 5630.00000000 0.000358065500 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 330.00000000 USD 2026-09-18 XXXX -16696.78000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -90.00000000 NC USD -384975.00000000 -0.02448423905 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Corning, Inc. Corning, Inc. 100.00000000 260.00000000 USD 2026-09-18 XXXX -269373.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -20.00000000 NC USD -19150.00000000 -0.00121793149 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 280.00000000 USD 2026-09-18 XXXX -7781.60000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -135.00000000 NC USD -62100.00000000 -0.00394953242 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Corning, Inc. Corning, Inc. 100.00000000 150.00000000 USD 2026-09-18 XXXX 111589.77000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 90.00000000 NC USD 700200.00000000 0.044532409083 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Corning, Inc. Corning, Inc. 100.00000000 195.00000000 USD 2026-09-18 XXXX 432080.19000000 N N N NYSE Euronext - Euronext Amsterdam N/A 000000000 4.00000000 NC 112614.65000000 0.007162241734 N/A DE NL N 1 NYSE Euronext - Euronext Amsterdam N/A Call Purchased ASML Holding NV ASML Holding NV 100.00000000 1560.00000000 EUR 2026-08-21 XXXX 59930.74000000 N N N NYSE Euronext - Euronext Amsterdam N/A 000000000 -4.00000000 NC -9449.30000000 -0.00060097128 N/A DE NL N 1 NYSE Euronext - Euronext Amsterdam N/A Put Written ASML Holding NV ASML Holding NV 100.00000000 1320.00000000 EUR 2026-08-21 XXXX 22452.64000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -91.00000000 NC USD -25753.00000000 -0.00163787936 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 260.00000000 USD 2026-08-21 XXXX 8253.51000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 91.00000000 NC USD 42315.00000000 0.002691215210 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 310.00000000 USD 2026-08-21 XXXX -32182.69000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -271.00000000 NC USD -704.93000000 -0.00004483323 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 690.00000000 USD 2026-07-02 XXXX 101365.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -136.00000000 NC USD -33320.00000000 -0.00211913720 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 245.00000000 USD 2026-09-18 XXXX 6998.48000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -56.00000000 NC USD -5208.00000000 -0.00033122648 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written United Airlines Holdings, Inc. United Airlines Holdings, Inc. 100.00000000 100.00000000 USD 2026-08-21 XXXX 22472.55000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 56.00000000 NC USD 119420.00000000 0.007595058972 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased United Airlines Holdings, Inc. United Airlines Holdings, Inc. 100.00000000 120.00000000 USD 2026-08-21 XXXX 75087.25000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -45435.00000000 -0.00288964582 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 1600.00000000 USD 2026-09-18 XXXX -7464.86000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 39.00000000 NC USD 18915.00000000 0.001202985600 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Carrier Global Corp. Carrier Global Corp. 100.00000000 75.00000000 USD 2026-09-18 XXXX 3228.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 112.00000000 NC USD 38080.00000000 0.002421871090 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Fifth Third Bancorp Fifth Third Bancorp 100.00000000 55.00000000 USD 2026-08-21 XXXX 9271.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 39.00000000 NC USD 11602.50000000 0.000737913848 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Williams Cos., Inc. Williams Cos., Inc. 100.00000000 75.00000000 USD 2026-08-21 XXXX 2545.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -112.00000000 NC USD -4760.00000000 -0.00030273388 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Fifth Third Bancorp Fifth Third Bancorp 100.00000000 48.00000000 USD 2026-08-21 XXXX 6190.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -39.00000000 NC USD -7800.00000000 -0.00049607653 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Carrier Global Corp. Carrier Global Corp. 100.00000000 65.00000000 USD 2026-09-18 XXXX 4983.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -39.00000000 NC USD -1852.50000000 -0.00011781817 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Williams Cos., Inc. Williams Cos., Inc. 100.00000000 65.00000000 USD 2026-08-21 XXXX 244.75000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50.00000000 NC USD 17500.00000000 0.001112992229 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Zoom Communications, Inc. Zoom Communications, Inc. 100.00000000 100.00000000 USD 2026-09-18 XXXX -23361.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -62955.00000000 -0.00400391004 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 2000.00000000 USD 2026-09-18 XXXX 25248.17000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -9.00000000 NC USD -18540.00000000 -0.00117913576 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 650.00000000 USD 2026-09-18 XXXX 13119.33000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 56.00000000 NC USD 8904.00000000 0.000566290446 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 75.00000000 USD 2026-08-21 XXXX -17860.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -42.00000000 NC USD -15540.00000000 -0.00098833709 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 100.00000000 60.00000000 USD 2026-08-21 XXXX -6435.55000000 N N N NYSE Euronext - Euronext Amsterdam N/A 000000000 -1.00000000 NC -2782.23000000 -0.00017694859 N/A DE NL N 1 NYSE Euronext - Euronext Amsterdam N/A Put Written ASML Holding NV ASML Holding NV 100.00000000 1360.00000000 EUR 2026-08-21 XXXX 2776.38000000 N N N NYSE Euronext - Euronext Amsterdam N/A 000000000 1.00000000 NC 17895.97000000 0.001138175745 N/A DE NL N 1 NYSE Euronext - Euronext Amsterdam N/A Call Purchased ASML Holding NV ASML Holding NV 100.00000000 1720.00000000 EUR 2026-08-21 XXXX 2370.31000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -77.00000000 NC -10227.70000000 -0.00065047717 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Put Written EURO STOXX Banks Index IDX003688 50.00000000 265.00000000 EUR 2026-08-21 XXXX 3518.60000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 154.00000000 NC 44869.90000000 0.002853705715 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Purchased EURO STOXX Banks Index IDX003688 50.00000000 305.00000000 EUR 2026-08-21 XXXX -22867.13000000 N N N Borsa Italiana SpA 8156005391EE905D3124 000000000 5.00000000 NC 4170.49000000 0.000265241312 N/A DE IT N 1 Borsa Italiana SpA 8156005391EE905D3124 Call Purchased UniCredit SpA UniCredit SpA 500.00000000 84.00000000 EUR 2026-08-21 XXXX -4515.05000000 N N N Borsa Italiana SpA 8156005391EE905D3124 000000000 -5.00000000 NC -4256.18000000 -0.00027069115 N/A DE IT N 1 Borsa Italiana SpA 8156005391EE905D3124 Put Written UniCredit SpA UniCredit SpA 500.00000000 72.00000000 EUR 2026-08-21 XXXX 3.52000000 N N N National Stock Exchange Of India N/A 000000000 40.00000000 NC USD -3606.54000000 -0.00022937434 N/A DE IN N 2 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSN6 Index 2026-07-28 1927654.40000000 USD -3606.54000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -100.00000000 NC USD -35750.00000000 -0.00227368412 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 255.00000000 USD 2026-09-18 XXXX 26426.43000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 100.00000000 NC USD 129750.00000000 0.008252042385 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 295.00000000 USD 2026-09-18 XXXX 43127.73000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 99.00000000 NC USD 99762.40000000 0.006344844341 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 745.00000000 USD 2026-07-17 XXXX 34107.22000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50.00000000 NC USD 96084.50000000 0.006110931534 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Invesco QQQ Trust Invesco QQQ Trust 100.00000000 730.00000000 USD 2026-07-17 XXXX 34685.06000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 518.00000000 NC USD 416563.53000000 0.026493255537 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust Invesco QQQ Trust 100.00000000 695.00000000 USD 2026-07-31 XXXX -201469.50000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -44.00000000 NC USD -17710.00000000 -0.00112634813 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. Alphabet, Inc. 100.00000000 450.00000000 USD 2026-10-16 XXXX 217.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 22.00000000 NC USD 42680.00000000 0.002714429048 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 375.00000000 USD 2026-10-16 XXXX 529.48000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -603.00000000 NC USD -43114.50000000 -0.00274206305 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Verizon Communications, Inc. Verizon Communications, Inc. 100.00000000 38.00000000 USD 2026-09-18 XXXX -14722.63000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 603.00000000 NC USD 34069.50000000 0.002166805071 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Verizon Communications, Inc. Verizon Communications, Inc. 100.00000000 47.00000000 USD 2026-09-18 XXXX -21186.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 324986.00000000 OU Notional Amount USD 15171.32000000 0.000964889215 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 N/A 1.00000000 NC USD 15171.32000000 0.00000000 DFE US 2338596006.14000000 USD 324986.00000000 EUR 2026-09-18 1.00000000 7195.99000000 USD 2026-09-18 XXXX -6277.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 324986.00000000 OU Notional Amount USD 9525.01000000 0.000605786406 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 N/A 1.00000000 NC USD 9525.01000000 0.00000000 DFE US 2338596006.14000000 USD 324986.00000000 EUR 2026-09-18 1.00000000 7195.99000000 USD 2026-09-18 XXXX -11924.07000000 N N N Arkema SA 9695000EHMS84KKP2785 000000000 18724.00000000 NS 1181109.58000000 0.075118044828 Long EC CORP FR N 2 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 4115.00000000 NS 318194.30000000 0.020237016189 Long EC CORP FR N 2 N N N DSV A/S 529900X41C0BSLK67H70 000000000 14873.00000000 NS 3539079.28000000 0.225083870715 Long EC CORP DK N 2 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 36670.00000000 NS 519546.63000000 0.033042934968 Long EC CORP ES N 2 N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 102767.00000000 NS 3247931.45000000 0.206566998008 Long EC CORP GB N 2 N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 000000000 391268.00000000 NS 252407.76000000 0.016053021456 Long EC CORP KY N 2 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 223855.00000000 NS 2049444.28000000 0.130343746173 Long EC CORP HK N 2 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 310723.00000000 NS 5956447.13000000 0.378827392568 Long EC CORP GB N 2 N N N Project Montage N/A 000000000 1284222.21000000 PA USD 1218470.03000000 0.077494152858 Long LON CORP US N 3 2029-02-16 Floating 10.04000000 N N N N N N Coreweave Compute Acquisition Co., IV, LLC N/A 000000000 239420.33000000 PA USD 241215.98000000 0.015341229218 Long LON CORP US N 3 2029-05-16 Floating 10.07000000 N N N N N N AERNNOVA AEROSPACE SAU 95980020140005473208 000000000 1302916.00000000 PA 1493371.36000000 0.094977755379 Long LON CORP ES N 2 2030-02-27 Floating 6.10000000 N N N N N N CD&R Firefly Bidco Limited 213800OAU5VX61DYZ558 000000000 1000000.00000000 PA 1327855.98000000 0.084451050707 Long LON CORP GB N 2 2029-04-29 Floating 8.48000000 N N N N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 000000000 3515000.00000000 PA 3905792.07000000 0.248406641324 Long LON CORP LU N 2 2028-08-01 Floating 7.04000000 N N N N N N Boots Group Bidco Ltd 254900Q2CMXV6QWMW891 000000000 1159420.00000000 PA 1543895.07000000 0.098191040901 Long LON CORP GB N 2 2032-08-30 Floating 8.23000000 N N N N N N Node AcquiCo GmbH N/A 000000000 1000000.00000000 PA 1143822.48000000 0.072746601825 Long LON CORP DE N 2 2032-12-08 Floating 5.67000000 N N N N N N RUNITONETIME LLC N/A 000000000 27870.35000000 PA USD 18255.08000000 0.001161014982 Long LON CORP US N 3 2026-10-15 Floating 16.14000000 N N Y N N N Indy US Bidco LLC N/A 000000000 883922.21000000 PA 1005677.05000000 0.063960613819 Long LON CORP US N 2 2030-10-31 Floating 4.93000000 N N N N N N RUNITONETIME LLC N/A 000000000 262471.92000000 PA USD 261500.77000000 0.016631332855 Long LON CORP US N 3 2026-10-15 Floating 16.14000000 N N N N N N Speed Midco 3 S.a r.l. 2549003UA52U0RYFOG67 000000000 1000000.00000000 PA 1142599.89000000 0.072668845644 Long LON CORP LU N 2 2032-10-07 Floating 5.24000000 N N N N N N RUNITONETIME LLC N/A 000000000 570697.34000000 PA USD 373806.76000000 0.023773943950 Long LON CORP US N 3 2026-10-15 Floating 11.50000000 N N Y N N N Coreweave Compute Acquisition Co., IV, LLC N/A 000000000 225789.47000000 PA USD 222131.68000000 0.014127476212 Long LON CORP US N 3 2030-09-30 Floating 9.92000000 N N N N N N GALAXY UNIVERSAL LLC N/A 000000000 13357463.05000000 PA USD 12589408.92000000 0.800680817112 Long LON CORP US N 3 2028-05-16 Floating 10.19000000 N N N N N N Europa University Education Group, S.L 2549009PF73QPWLZWG67 000000000 741599.00000000 PA 848647.39000000 0.053973597170 Long LON CORP ES N 2 2031-12-03 Floating 5.52000000 N N N N N N Crescent Midstream Operating LLC N/A 000000000 2865000.00000000 PA USD 2880213.15000000 0.183180277410 Long LON CORP US N 2 2033-02-18 Floating 7.40000000 N N N N N N KERSIA INTERNATIONAL 969500J08NJW6YSO2H50 000000000 1000000.00000000 PA 1147238.85000000 0.072963881440 Long LON CORP FR N 2 2030-12-18 Floating 5.79000000 N N N N N N ARGENTO LLC N/A 04021RAB3 1874000.00000000 PA USD 1864630.00000000 0.118589640029 Long LON CORP US N 3 2031-04-30 Floating 7.64000000 N N N N N N MEDIAN B V 724500RPUQI0L3Z5NX16 000000000 981818.00000000 PA 1121353.98000000 0.071317615202 Long LON CORP NL N 2 2030-10-14 Floating 7.54000000 N N N N N N ELECTRONIC ARTS INC 6488ICS9P20290MA1H31 000000000 1000000.00000000 PA 1145993.42000000 0.072884672645 Long LON CORP US N 2 2033-03-24 Floating 5.91000000 N N N N N N Sword Purchaser LLC 254900S0VY2QTAITBR94 000000000 1000000.00000000 PA 1135995.67000000 0.072248820184 Long LON CORP US N 2 2033-04-11 Floating 6.57000000 N N N N N N Redstone Holdco 2 LP N/A 000000000 150415.82000000 PA USD 44372.67000000 0.002822082108 Long LON CORP US N 2 2030-12-31 Fixed 12.00000000 N N N N N N BASF COATINGS 254900HW8D7QFAL6C925 000000000 1000000.00000000 PA 1143239.75000000 0.072709540455 Long LON CORP JE N 2 2033-05-06 Floating 6.05000000 N N N N N N TMF GROUP HOLDING BV 213800H27OKZZZ2CB779 000000000 1000000.00000000 PA 1139606.28000000 0.072478453377 Long LON CORP NL N 2 2033-05-30 Floating 5.45000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 000000000 1000000.00000000 PA 1143171.19000000 0.072705180070 Long LON CORP US N 2 2033-06-03 Floating 4.68000000 N N N N N N NIDDA HEALTHCARE HOLDING AG 549300Q89C4WAO6L0L19 000000000 1439394.00000000 PA 1645128.38000000 0.104629434465 Long LON CORP DE N 2 2032-12-09 Floating 5.20000000 N N N N N N TRENCH GROUP GMBH N/A 000000000 1000000.00000000 PA 1145936.29000000 0.072881039202 Long LON CORP LU N 2 2033-06-10 Floating 5.40000000 N N N N N N EG FINCO LIMITED 2138003OUK4UQHRJLT65 000000000 1000000.00000000 PA 1142599.89000000 0.072668845644 Long LON CORP GB N 2 2031-02-10 Floating 5.82000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 363297.00000000 NS 5992119.69000000 0.381096151544 Long EC CORP GB N 2 N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 200000.00000000 PA USD 195172.62000000 0.012412891967 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N CLARIANE SE 969500WEPS61H6TJM037 000000000 247000.00000000 PA 169872.44000000 0.010803811753 Long DBT CORP FR N 1 2027-03-06 Fixed 0.88000000 N N N N N Clariane SE EUR XXXX N N N DEMIRE REAL ESTATE AG 391200FHEFGXUKL2BO93 000000000 352303.03000000 PA 364296.36000000 0.023169086733 Long DBT CORP DE N 2 2027-12-31 Variable 5.00000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 89626.00000000 NS 4945790.50000000 0.314550079671 Long EC CORP KY N 2 N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 000000000 186000.00000000 PA 208963.81000000 0.013290005527 Long DBT NUSS ME N 2 2027-12-16 Fixed 2.88000000 N N N N N N THAMES WATER UTILITIES FINANCE PLC 213800ESMPQ4RQ7G8351 000000000 770000.00000000 PA 579622.78000000 0.036863751432 Long DBT CORP GB N 2 2027-06-19 Fixed 4.00000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 199302.00000000 NS 7719501.20000000 0.490956848553 Long EC CORP GB N 2 N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 000000000 200000.00000000 PA 229235.21000000 0.014579257566 Long DBT CORP FR N 2 2028-12-08 Fixed 4.88000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 157107000.00000000 OU Notional Amount 66086.42000000 0.004203066966 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2026-09-15 0.00000000 CNY 0.00000000 CNY 157107000.00000000 CNY 66086.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9317157.00000000 OU Notional Amount 1458017.47000000 0.092729263674 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-08-26 86.30000000 EUR 0.00000000 EUR 9317157.00000000 EUR 1457909.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1425000.00000000 OU Notional Amount 28360.80000000 0.001803734286 N/A DO XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on EUR - Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) 2032-08-15 29.64000000 EUR 0.00000000 EUR 1425000.00000000 EUR 28331.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7414000.00000000 OU Notional Amount -84710.66000000 -0.00538756036 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-01-19 96.01000000 EUR 0.00000000 EUR 7414000.00000000 EUR -84814.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18355500.00000000 OU Notional Amount -206369.37000000 -0.01312500029 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-02-10 92.70000000 GBP 0.00000000 GBP 18355500.00000000 GBP -206481.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9910000.00000000 OU Notional Amount USD -39301.74000000 -0.00249957321 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-10 15.46000000 USD 0.00000000 USD 9910000.00000000 USD -39317.20000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13768825.00000000 OU Notional Amount USD -450328.47000000 -0.02864069072 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-05-12 126.88000000 USD 0.00000000 USD 13768825.00000000 USD -450455.35000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 3700000.00000000 OU Notional Amount -65581.85000000 -0.00417097653 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Credit Suisse Group Finance Guernsey Ltd. Credit Suisse Group Finance Guernsey Ltd. Y buy protection 2028-06-20 50615.18000000 EUR 0.00000000 EUR 3700000.00000000 EUR -118851.96000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 2160000.00000000 OU Notional Amount -38285.61000000 -0.00243494779 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Credit Suisse Group Finance Guernsey Ltd. Credit Suisse Group Finance Guernsey Ltd. Y buy protection 2028-06-20 28588.38000000 EUR 0.00000000 EUR 2160000.00000000 EUR -68282.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2700000.00000000 OU Notional Amount 57204.20000000 0.003638161719 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-20 0.00000000 GBP -2.28000000 GBP 2700000.00000000 GBP 57208.00000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 17909747.00000000 OU Notional Amount -427093.41000000 -0.02716295122 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 17909747.00000000 BRL -427093.41000000 N N N BNP PARIBAS SA N/A 000000000 17183520.00000000 OU Notional Amount -409433.68000000 -0.02603980024 N/A DIR US N 2 BNP PARIBAS SA N/A N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 17183520.00000000 BRL -409433.68000000 N N N BNP PARIBAS SA N/A 000000000 95905.00000000 OU Notional Amount -2287.04000000 -0.00014545472 N/A DIR US N 2 BNP PARIBAS SA N/A N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 95905.00000000 BRL -2287.04000000 N N N BNP PARIBAS SA N/A 000000000 12634804.00000000 OU Notional Amount -309509.44000000 -0.01968466294 N/A DIR US N 2 BNP PARIBAS SA N/A N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 12634804.00000000 BRL -309509.44000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 14577981.00000000 OU Notional Amount -355439.97000000 -0.02260582426 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14577981.00000000 BRL -355439.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14190595.00000000 OU Notional Amount -351661.29000000 -0.02236550189 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14190595.00000000 BRL -351661.29000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 14157917.00000000 OU Notional Amount -342682.33000000 -0.02179444402 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14157917.00000000 BRL -342682.33000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 14173155.00000000 OU Notional Amount -346869.17000000 -0.02206072518 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14173155.00000000 BRL -346869.17000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 29050000.00000000 OU Notional Amount -632489.76000000 -0.04022606788 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 29050000.00000000 BRL -632489.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1466800.00000000 OU Notional Amount USD -10118.84000000 -0.00064355373 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2043-09-29 908.58000000 USD 0.00000000 USD 1466800.00000000 USD -11027.42000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 121626100.00000000 OU Notional Amount USD 3176086.14000000 0.201997668195 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-09-29 8059.39000000 USD 0.00000000 USD 121626100.00000000 USD 3168026.75000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 81301300.00000000 OU Notional Amount USD 1122189.51000000 0.071370754539 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-02 9212.39000000 USD 0.00000000 USD 81301300.00000000 USD 1112977.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 115532900.00000000 OU Notional Amount USD -1007243.06000000 -0.06406021135 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-02 0.00000000 USD -2192.56000000 USD 115532900.00000000 USD -1005050.50000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7036073.00000000 OU Notional Amount USD -90036.85000000 -0.00572630368 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-23 21.21000000 USD 0.00000000 USD 7036073.00000000 USD -90058.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19696200.00000000 OU Notional Amount USD 73150.06000000 0.004652311334 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-23 11.20000000 USD 0.00000000 USD 19696200.00000000 USD 73138.86000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10250000.00000000 OU Notional Amount USD 50605.90000000 0.003218512768 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-23 30.90000000 USD 0.00000000 USD 10250000.00000000 USD 50575.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 39419300.00000000 OU Notional Amount USD 164859.18000000 0.010484970643 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-27 23.19000000 USD 0.00000000 USD 39419300.00000000 USD 164835.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13191416.00000000 OU Notional Amount USD 177760.85000000 0.011305511127 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-31 61.34000000 USD 0.00000000 USD 13191416.00000000 USD 177699.51000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11316932.00000000 OU Notional Amount USD -367044.95000000 -0.02334389583 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-11-01 145.77000000 USD 0.00000000 USD 11316932.00000000 USD -367190.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5250777.00000000 OU Notional Amount USD 493224.11000000 0.031368834384 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2053-11-03 161.31000000 USD 0.00000000 USD 5250777.00000000 USD 493062.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19787130.00000000 OU Notional Amount USD 50135.17000000 0.003188574549 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 60.97000000 USD 0.00000000 USD 19787130.00000000 USD 50074.20000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5250777.00000000 OU Notional Amount USD -182565.95000000 -0.01161111335 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2053-11-03 161.31000000 USD 0.00000000 USD 5250777.00000000 USD -182727.26000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24746900.00000000 OU Notional Amount USD 332545.88000000 0.021149770304 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-05 86.00000000 USD 0.00000000 USD 24746900.00000000 USD 332459.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24746900.00000000 OU Notional Amount USD -43160.01000000 -0.00274495747 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-05 86.00000000 USD 0.00000000 USD 24746900.00000000 USD -43246.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4880425.00000000 OU Notional Amount USD 843.80000000 0.000053665305 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 15.03000000 USD 0.00000000 USD 4880425.00000000 USD 828.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4880425.00000000 OU Notional Amount USD -2031.87000000 -0.00012922602 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 15.03000000 USD 0.00000000 USD 4880425.00000000 USD -2046.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9760850.00000000 OU Notional Amount USD 8397.51000000 0.000534077907 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 30.07000000 USD 0.00000000 USD 9760850.00000000 USD 8367.44000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20266800.00000000 OU Notional Amount USD -31511.37000000 -0.00200410913 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-10 63.32000000 USD 0.00000000 USD 20266800.00000000 USD -31574.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6090535.00000000 OU Notional Amount 33687.09000000 0.002142483965 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-17 119.62000000 GBP 0.00000000 GBP 6090535.00000000 GBP 33545.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4852643.00000000 OU Notional Amount USD 232431.61000000 0.014782547187 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-12-15 80.36000000 USD 0.00000000 USD 4852643.00000000 USD 232351.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21231788.00000000 OU Notional Amount USD -298327.91000000 -0.01897352260 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-12-15 96.61000000 USD 0.00000000 USD 21231788.00000000 USD -298424.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9940000.00000000 OU Notional Amount USD 39787.87000000 0.002530490864 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-01-12 124.78000000 USD 0.00000000 USD 9940000.00000000 USD 39663.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2862750.00000000 OU Notional Amount USD 11246.86000000 0.000715295301 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-01-17 36.03000000 USD 0.00000000 USD 2862750.00000000 USD 11210.83000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 800000.00000000 OU Notional Amount USD -11878.14000000 -0.00075544442 N/A DCR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Boeing Co. Boeing Co. Y buy protection 2028-12-20 0.00000000 USD -2037.61000000 USD 800000.00000000 USD -9840.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27288744.00000000 OU Notional Amount USD -252602.03000000 -0.01606537694 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-23 92.91000000 USD 0.00000000 USD 27288744.00000000 USD -252694.94000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24492745.00000000 OU Notional Amount USD 18674.92000000 0.001187716619 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-26 83.70000000 USD 0.00000000 USD 24492745.00000000 USD 18591.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24492745.00000000 OU Notional Amount USD 243482.64000000 0.015485387788 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-26 83.70000000 USD 0.00000000 USD 24492745.00000000 USD 243398.94000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30152868.00000000 OU Notional Amount USD 51449.42000000 0.003272160266 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-05-30 66.41000000 USD 0.00000000 USD 30152868.00000000 USD 51383.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15660022.00000000 OU Notional Amount 196244.50000000 0.012481063059 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-05 85.87000000 EUR 0.00000000 EUR 15660022.00000000 EUR 196153.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 203365371.00000000 OU Notional Amount 17376.56000000 0.001105141500 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-03-20 1333.47000000 INR 0.00000000 INR 203365371.00000000 INR 17360.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 76914964.00000000 OU Notional Amount 8820.64000000 0.000560988787 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-20 857.93000000 INR 0.00000000 INR 76914964.00000000 INR 8810.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 62930425.00000000 OU Notional Amount 6528.67000000 0.000415220513 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-20 701.27000000 INR 0.00000000 INR 62930425.00000000 INR 6520.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25865376.00000000 OU Notional Amount 1373.70000000 0.000087366710 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-20 444.97000000 INR 0.00000000 INR 25865376.00000000 INR 1368.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25865376.00000000 OU Notional Amount 1543.18000000 0.000098145562 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-20 444.56000000 INR 0.00000000 INR 25865376.00000000 INR 1537.81000000 N N N LG Electronics India Ltd 3358001R8E6IU2XJFQ88 000000000 30208.00000000 NS 496238.82000000 0.031560568602 Long EC CORP IN N 2 N N N ATOS GROUP 5493001EZOOA66PTBR68 000000000 208040.00000000 PA 272556.81000000 0.017334492089 Long SN CORP FR N 2 2029-12-18 Variable 9.36000000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 100000.00000000 PA 108193.70000000 0.006881071277 Long DBT CORP DE N 1 2032-05-20 Fixed 0.88000000 N N N N Y Vonovia SE EUR XXXX N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17652653.00000000 OU Notional Amount 126265.46000000 0.008030427189 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-04-30 102.26000000 EUR 0.00000000 EUR 17652653.00000000 EUR 126160.11000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 800000.00000000 OU Notional Amount USD -13393.10000000 -0.00085179521 N/A DCR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Boeing Co. Boeing Co. Y buy protection 2029-06-20 5974.43000000 USD 0.00000000 USD 800000.00000000 USD -19367.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30152868.00000000 OU Notional Amount USD 36705.25000000 0.002334437601 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-05-30 62.56000000 USD 0.00000000 USD 30152868.00000000 USD 36642.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12873713.00000000 OU Notional Amount 66608.88000000 0.004236295191 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-11 77.73000000 EUR 0.00000000 EUR 12873713.00000000 EUR 66525.83000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11266808.00000000 OU Notional Amount USD 47244.80000000 0.003004748301 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-07-22 1.47000000 USD 0.00000000 USD 11266808.00000000 USD 47243.33000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8495750.00000000 OU Notional Amount USD -200290.10000000 -0.01273836142 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-10-10 119.73000000 USD 0.00000000 USD 8495750.00000000 USD -200409.83000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 39746816.00000000 OU Notional Amount USD 82044.79000000 0.005218012212 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-28 29.92000000 USD 0.00000000 USD 39746816.00000000 USD 82014.87000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 31109500.00000000 OU Notional Amount USD 2934224.10000000 0.186615349847 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2054-11-02 9605.12000000 USD 0.00000000 USD 31109500.00000000 USD 2924618.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount -335751.96000000 -0.02135367556 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-11-07 8588.40000000 GBP 0.00000000 GBP 2400000.00000000 GBP -346896.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 81547600.00000000 OU Notional Amount 233417.21000000 0.014845230909 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-11-14 533.60000000 MXN 0.00000000 MXN 81547600.00000000 MXN 233391.39000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13998101.00000000 OU Notional Amount USD -319982.44000000 -0.02035074109 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-12-26 201.95000000 USD 0.00000000 USD 13998101.00000000 USD -320184.39000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10993000.00000000 OU Notional Amount USD -227099.86000000 -0.01444345025 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-01-06 159.02000000 USD 0.00000000 USD 10993000.00000000 USD -227258.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 36165000.00000000 OU Notional Amount USD 91822.36000000 0.005839861323 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-14 45.35000000 USD 0.00000000 USD 36165000.00000000 USD 91777.01000000 N N N BNP PARIBAS SA N/A 000000000 662000.00000000 OU Notional Amount 103335.66000000 0.006572102090 N/A DCR DE N 2 BNP PARIBAS SA N/A iTraxx Europe Crossover S42 2I667KKV9 Y sell protection 2029-12-20 78869.94000000 EUR 0.00000000 EUR 662000.00000000 EUR 20557.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10876000.00000000 OU Notional Amount USD -184804.30000000 -0.01175347141 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-03-27 161.71000000 USD 0.00000000 USD 10876000.00000000 USD -184966.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2989315.00000000 OU Notional Amount -65679.91000000 -0.00417721311 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-04 23.48000000 EUR 0.00000000 EUR 2989315.00000000 EUR -65707.61000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 29258759.00000000 OU Notional Amount -226685.26000000 -0.01441708187 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 29258759.00000000 BRL -226685.26000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 11207158.00000000 OU Notional Amount -95613.07000000 -0.00608094879 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 11207158.00000000 BRL -95613.07000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 7284652.00000000 OU Notional Amount -62148.49000000 -0.00395261636 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 7284652.00000000 BRL -62148.49000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 6259431.00000000 OU Notional Amount -55744.00000000 -0.00354529364 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 6259431.00000000 BRL -55744.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5391854.00000000 OU Notional Amount USD -110007.62000000 -0.00699643578 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-07-09 80.32000000 USD 0.00000000 USD 5391854.00000000 USD -110087.94000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22531815.00000000 OU Notional Amount USD -307830.18000000 -0.01957786275 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-08-20 72.15000000 USD 0.00000000 USD 22531815.00000000 USD -307902.33000000 N N N BNP PARIBAS SA N/A 000000000 290000.00000000 OU Notional Amount 27896.56000000 0.001774208828 N/A DCR DE N 2 BNP PARIBAS SA N/A iTraxx Europe Crossover S42 2I667KMF2 Y sell protection 2029-12-20 15613.28000000 EUR 0.00000000 EUR 290000.00000000 EUR 9435.41000000 N N N BNP PARIBAS SA N/A 000000000 290000.00000000 OU Notional Amount 27896.56000000 0.001774208828 N/A DCR DE N 2 BNP PARIBAS SA N/A iTraxx Europe Crossover S42 2I667KMF2 Y sell protection 2029-12-20 16207.78000000 EUR 0.00000000 EUR 290000.00000000 EUR 8996.66000000 N N N BNP PARIBAS SA N/A 000000000 143000.00000000 OU Notional Amount 24821.56000000 0.001578640194 N/A DCR DE N 2 BNP PARIBAS SA N/A Eutelsat SA Eutelsat SA Y sell protection 2030-12-20 14305.09000000 EUR 0.00000000 EUR 143000.00000000 EUR 8065.70000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 145000.00000000 OU Notional Amount 12866.32000000 0.000818292238 N/A DCR DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ZF Europe Finance BV ZF Europe Finance BV Y sell protection 2028-12-20 7472.85000000 EUR 0.00000000 EUR 145000.00000000 EUR 4088.36000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 80000.00000000 OU Notional Amount USD 13395.45000000 0.000851944671 N/A DCR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Vistra Operations Co. LLC Vistra Operations Co. LLC Y sell protection 2030-12-20 13263.69000000 USD 0.00000000 USD 80000.00000000 USD 131.76000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 190541.00000000 OU Notional Amount 33073.59000000 0.002103465638 N/A DCR DE N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Eutelsat SA Eutelsat SA Y sell protection 2030-12-20 19896.24000000 EUR 0.00000000 EUR 190541.00000000 EUR 9713.73000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 103000.00000000 OU Notional Amount 12929.34000000 0.000822300282 N/A DCR DE N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Forvia SE Forvia SE Y sell protection 2030-12-20 7782.01000000 EUR 0.00000000 EUR 103000.00000000 EUR 3883.65000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 332000.00000000 OU Notional Amount 12100.07000000 0.000769559079 N/A DCR DE N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Altice France SA Altice France SA Y sell protection 2027-06-20 4663.89000000 EUR 0.00000000 EUR 332000.00000000 EUR 6721.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2108000.00000000 OU Notional Amount -136455.29000000 -0.00867849585 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-12-04 47.28000000 GBP 0.00000000 GBP 2108000.00000000 GBP -136518.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 32850000.00000000 OU Notional Amount USD -277732.74000000 -0.01766367893 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-11 59.46000000 USD 0.00000000 USD 32850000.00000000 USD -277792.20000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 169000.00000000 OU Notional Amount 809.75000000 0.000051499740 N/A DCR DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Ziggo Bond Co. BV Ziggo Bond Co. BV Y sell protection 2030-12-20 3877.45000000 EUR 0.00000000 EUR 169000.00000000 EUR -3738.92000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 105000.00000000 OU Notional Amount 3826.85000000 0.000243385960 N/A DCR DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Altice France SA Altice France SA Y sell protection 2027-06-20 1959.07000000 EUR 0.00000000 EUR 105000.00000000 EUR 1541.43000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 148000.00000000 OU Notional Amount 1223.48000000 0.000077812784 N/A DCR DE N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Virgin Media Finance PLC Virgin Media Finance PLC Y sell protection 2028-12-20 9573.26000000 EUR 0.00000000 EUR 148000.00000000 EUR -9922.69000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 82000.00000000 OU Notional Amount 4299.84000000 0.000273467914 N/A DCR DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Altice France SA Altice France SA Y sell protection 2027-12-20 2311.04000000 EUR 0.00000000 EUR 82000.00000000 EUR 1610.41000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 90000.00000000 OU Notional Amount 744.00000000 0.000047318069 N/A DCR DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Virgin Media Finance PLC Virgin Media Finance PLC Y sell protection 2028-12-20 5423.05000000 EUR 0.00000000 EUR 90000.00000000 EUR -5814.69000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 130000.00000000 OU Notional Amount 6816.82000000 0.000433546725 N/A DCR DE N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Altice France SA Altice France SA Y sell protection 2027-12-20 4533.28000000 EUR 0.00000000 EUR 130000.00000000 EUR 1462.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 139858571.00000000 OU Notional Amount -76348.36000000 -0.00485572179 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-03-30 4979.00000000 JPY 0.00000000 JPY 139858571.00000000 JPY -76379.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 491225715.00000000 OU Notional Amount -2110.84000000 -0.00013424848 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-30 2041.00000000 JPY 0.00000000 JPY 491225715.00000000 JPY -2123.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 483501849.00000000 OU Notional Amount -1945.29000000 -0.00012371958 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-30 2008.00000000 JPY 0.00000000 JPY 483501849.00000000 JPY -1957.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 138799325.00000000 OU Notional Amount -79515.05000000 -0.00505712187 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-03-30 4942.00000000 JPY 0.00000000 JPY 138799325.00000000 JPY -79545.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 486151439.00000000 OU Notional Amount -3124.63000000 -0.00019872508 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-30 2019.00000000 JPY 0.00000000 JPY 486151439.00000000 JPY -3137.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 138956928.00000000 OU Notional Amount -76939.24000000 -0.00489330149 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-03-30 4947.00000000 JPY 0.00000000 JPY 138956928.00000000 JPY -76970.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 486378878.00000000 OU Notional Amount -6086.04000000 -0.00038706944 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-30 2021.00000000 JPY 0.00000000 JPY 486378878.00000000 JPY -6098.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 138698865.00000000 OU Notional Amount -66152.32000000 -0.00420725817 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-03-30 4938.00000000 JPY 0.00000000 JPY 138698865.00000000 JPY -66183.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 163477311.00000000 OU Notional Amount -71109.53000000 -0.00452253453 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-03-30 5818.00000000 JPY 0.00000000 JPY 163477311.00000000 JPY -71145.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 448965119.00000000 OU Notional Amount -5290.06000000 -0.00033644546 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-30 1865.00000000 JPY 0.00000000 JPY 448965119.00000000 JPY -5301.66000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 152000.00000000 OU Notional Amount 728.30000000 0.000046319556 N/A DCR DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Ziggo Bond Co. BV Ziggo Bond Co. BV Y sell protection 2030-12-20 1756.56000000 EUR 0.00000000 EUR 152000.00000000 EUR -1343.16000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 60000.00000000 OU Notional Amount 8557.14000000 0.000544230304 N/A DCR DE N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Albion Financing 1 SARL/Aggreko Holdings, Inc. Albion Financing 1 SARL/Aggreko Holdings, Inc. Y sell protection 2031-06-20 6130.11000000 EUR 0.00000000 EUR 60000.00000000 EUR 1367.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13198000.00000000 OU Notional Amount 59709.93000000 0.003797525034 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-04-27 223.74000000 EUR 0.00000000 EUR 13198000.00000000 EUR 59448.54000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 95000.00000000 OU Notional Amount 16442.39000000 0.001045728702 N/A DCR DE N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Zegona Finance PLC Zegona Finance PLC Y sell protection 2031-06-20 11960.71000000 EUR 0.00000000 EUR 95000.00000000 EUR 2438.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 66223428.00000000 OU Notional Amount USD -316241.03000000 -0.02011278908 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-10 111.72000000 USD 0.00000000 USD 66223428.00000000 USD -316352.75000000 N N N BNP PARIBAS SA N/A 000000000 2390996.61000000 OU Notional Amount USD -151.57000000 -0.00000963978 N/A DE US N 2 BNP PARIBAS SA N/A iShares Broad USD High Yield Corporate Bond ETF iShares Broad USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-18 0.00000000 USD 0.00000000 USD 2390996.61000000 USD -151.57000000 N N N BNP PARIBAS SA N/A 000000000 4268796.00000000 OU Notional Amount USD -1371.84000000 -0.00008724841 N/A DE US N 2 BNP PARIBAS SA N/A iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-18 0.00000000 USD 0.00000000 USD 4268796.00000000 USD -1371.84000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 1159130.00000000 OU Notional Amount USD -449.78000000 -0.00002860580 N/A DE US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-18 0.00000000 USD 0.00000000 USD 1159130.00000000 USD -449.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2670635.52000000 OU Notional Amount USD 2684.68000000 0.000170744455 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-18 0.00000000 USD 0.00000000 USD 2670635.52000000 USD 680.20000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 2309226.78000000 OU Notional Amount USD -793.41000000 -0.00005046052 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-18 0.00000000 USD 0.00000000 USD 2309226.78000000 USD -793.41000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1822312.24000000 OU Notional Amount USD -585.62000000 -0.00003724517 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-18 0.00000000 USD 0.00000000 USD 1822312.24000000 USD -585.62000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 145117.00000000 NS 13005202.29000000 0.827125090815 Long EC CORP IT N 2 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 55703.00000000 NS 2369150.08000000 0.150676893090 Long EC CORP NL N 2 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 175298.00000000 NS 5531229.88000000 0.351783764281 Long EC CORP NL N 2 N N N SBI Life Insurance Co Ltd 335800WMVIESQUO95586 000000000 77921.00000000 NS 1454403.99000000 0.092499447950 Long EC CORP IN N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 3803.00000000 OU Notional Amount -276431.59000000 -0.01758092637 N/A DE FR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Pernod Ricard SA Pernod Ricard SA Y equity-performance leg 2027-02-10 0.00000000 EUR 0.00000000 EUR 3803.00000000 EUR 3143.46000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 33038.00000000 OU Notional Amount -572996.28000000 -0.03644230897 N/A DE DE N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Lanxess AG Lanxess AG Y equity-performance leg 2027-02-10 0.00000000 EUR 0.00000000 EUR 33038.00000000 EUR 6470.71000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 59284.00000000 OU Notional Amount -338649.29000000 -0.02153794447 N/A DE IT N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Stellantis NV Stellantis NV Y equity-performance leg 2027-02-10 0.00000000 EUR 0.00000000 EUR 59284.00000000 EUR 53188.31000000 N N N CRH PLC 549300MIDJNNTH068E74 000000000 33787.00000000 NS USD 3615209.00000000 0.229925687103 Long EC CORP IE N 1 N N N Crown PropTech Acquisitions N/A 000000000 29568.00000000 NS USD 350085.12000000 0.022265258180 Long EC CORP KY N 2 N N N Crown PropTech Acquisitions N/A 000000000 44352.00000000 NS USD 2328.48000000 0.000148090294 N/A DE KY N 1 N/A N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2027-03-11 XXXX -2022.45000000 N N N AVIANCA MIDCO 2 PLC 213800AMPX5VKH9AMX10 000000000 40993.00000000 PA USD 41884.60000000 0.002663841961 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N Dpc Holdings Ltd N/A 000000000 2425.00000000 NS USD 118970.50000000 0.007566470972 Long EC CORP JE N 1 N N N Genius Sports Ltd N/A 000000000 140437.00000000 NS USD 851048.22000000 0.054126288892 Long EC CORP GG N 1 N N N Lavoro Ltd N/A 000000000 25681.00000000 NS USD 0.26000000 0.000000016535 N/A DE KY N 2 N/A N/A Call Purchased Lavoro Ltd. Lavoro Ltd. 1.00000000 11.50000000 USD 2027-12-27 XXXX -19835.23000000 N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 000000000 200000.00000000 PA USD 191340.00000000 0.012169139037 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 14431.00000000 NS USD 7087929.96000000 0.450789198132 Long EC CORP IE N 1 N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 212000.00000000 0.013483105863 Long DBT CORP GB N 2 2029-09-17 Fixed 10.88000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 000000000 200000.00000000 PA USD 199828.00000000 0.012708972068 Long DBT CORP JP N 2 2031-06-20 Floating 4.66000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 000000000 304233.00000000 PA USD 325182.79000000 0.020681481049 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N Cobham Ultra SeniorCo Sarl 254900L6IKLPZKIC4F32 000000000 1000000.00000000 PA 1144382.35000000 0.072782209308 Long LON CORP LU N 2 2029-08-06 Floating 5.90000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 000000000 175557.79000000 PA USD 165454.44000000 0.010522828915 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Innio NV 2549000WCDQX6ZM7AW92 000000000 7866.00000000 NS USD 311100.30000000 0.019785840939 Long EC CORP DE N 1 N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 119042.41000000 PA USD 117361.75000000 0.007464155186 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 303000.00000000 PA USD 213615.00000000 0.013585819146 Long DBT CORP NL N 2 2050-08-03 Fixed 4.03000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 000000000 1000000.00000000 PA 1116628.60000000 0.071017083132 Long LON CORP NL N 2 2033-05-31 Floating 5.95000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -72339000.00000000 OU Notional Amount USD -331548.45000000 -0.02108633419 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 72339000.00000000 OU Notional Amount N/A -331548.45000000 -0.02000000 DIR US N/A N/A 2029-09-22 0.00000000 N/A 0.00000000 N/A 72339000.00000000 USD 1.00000000 4.30000000 USD 2027-09-20 XXXX -130446.03000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 -27883548.00000000 OU Notional Amount USD -192511.64000000 -0.01224365482 N/A DIR US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Put Written NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 N/A 27883548.00000000 OU Notional Amount N/A -192511.64000000 -0.01000000 DIR US N/A N/A 2029-12-10 0.00000000 N/A 0.00000000 N/A 27883548.00000000 USD 1.00000000 4.00000000 USD 2027-12-08 XXXX -64247.32000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 -14014070.00000000 OU Notional Amount USD -55636.28000000 -0.00353844270 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 42042000.00000000 OU Notional Amount N/A -55636.28000000 0.00000000 DIR US N/A N/A 2029-12-20 0.00000000 N/A 0.00000000 N/A 42042000.00000000 USD 1.00000000 4.50000000 USD 2027-12-16 XXXX -20320.82000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -60310000.00000000 OU Notional Amount USD -330042.86000000 -0.02099057934 N/A DIR KY N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 60310000.00000000 OU Notional Amount N/A -330042.86000000 -0.02000000 DIR KY N/A N/A 2028-10-23 0.00000000 N/A 0.00000000 N/A 60310000.00000000 USD 1.00000000 3.85000000 USD 2026-10-21 XXXX -257670.86000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -50890000.00000000 OU Notional Amount USD -323131.65000000 -0.02055102945 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 50890000.00000000 OU Notional Amount N/A -323131.65000000 -0.02000000 DIR US N/A N/A 2028-08-05 0.00000000 N/A 0.00000000 N/A 50890000.00000000 USD 1.00000000 3.70000000 USD 2026-08-03 XXXX -267152.65000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 -16825000.00000000 OU Notional Amount USD -93862.97000000 -0.00596964321 N/A DIR KY N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 50220000.00000000 OU Notional Amount N/A -93862.97000000 -0.01000000 DIR KY N/A N/A 2028-09-16 0.00000000 N/A 0.00000000 N/A 50220000.00000000 USD 1.00000000 3.80000000 USD 2026-09-14 XXXX -65891.41000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -25990000.00000000 OU Notional Amount -9330.24000000 -0.00059339912 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written Citibank AG 6TJCK1B7E7UTXP528Y04 Citibank AG 6TJCK1B7E7UTXP528Y04 N/A 25990000.00000000 OU Notional Amount N/A -9330.24000000 0.00000000 DIR US N/A N/A 2028-10-19 0.00000000 N/A 0.00000000 N/A 25990000.00000000 EUR 1.00000000 3.31000000 EUR 2026-10-15 XXXX 38818.81000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 -48324000.00000000 OU Notional Amount -26947.12000000 -0.00171382486 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 48324000.00000000 OU Notional Amount N/A -26947.12000000 0.00000000 DIR US N/A N/A 2028-10-22 0.00000000 N/A 0.00000000 N/A 48324000.00000000 EUR 1.00000000 3.20000000 EUR 2026-10-20 XXXX 48056.51000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 8141937.00000000 OU Notional Amount 221448.05000000 0.014083997648 N/A DFE KY N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 221448.05000000 0.01000000 DFE XX 9526066.29000000 USD 8141937.00000000 EUR 2026-07-02 1.00000000 1.17000000 EUR 2026-07-02 XXXX 154642.03000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 -8141937.00000000 OU Notional Amount -6995.84000000 -0.00044493231 N/A DFE KY N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -6995.84000000 0.00000000 DFE US -8141937.00000000 EUR -9281808.18000000 USD 2026-07-02 1.00000000 1.14000000 EUR 2026-07-02 XXXX 10294.90000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -9916000.00000000 OU Notional Amount -18006.46000000 -0.00114520286 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 Goldman Sachs Bank Europe SE 8IBZUGJ7JPLH368JE346 N/A 9916000.00000000 OU Notional Amount N/A -18006.46000000 0.00000000 DIR US N/A N/A 2036-11-10 0.00000000 N/A 0.00000000 N/A 9916000.00000000 EUR 1.00000000 3.52000000 EUR 2026-11-06 XXXX 43441.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -15866000.00000000 OU Notional Amount -13149.83000000 -0.00083632334 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 15866000.00000000 OU Notional Amount N/A -13149.83000000 0.00000000 DIR US N/A N/A 2028-11-09 0.00000000 N/A 0.00000000 N/A 15866000.00000000 GBP 1.00000000 4.80000000 GBP 2026-11-09 XXXX 41082.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15866000.00000000 OU Notional Amount 3307.29000000 0.000210342175 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 15866000.00000000 OU Notional Amount N/A 3307.29000000 0.00000000 DIR US N/A N/A 2028-11-09 0.00000000 N/A 0.00000000 N/A 15866000.00000000 GBP 1.00000000 5.50000000 GBP 2026-11-09 XXXX -18213.34000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 4741500.00000000 OU Notional Amount 4074.07000000 0.000259109042 N/A DFE US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 4074.07000000 0.00000000 DFE XX 5405310.00000000 USD 4741500.00000000 EUR 2026-07-02 1.00000000 1.14000000 EUR 2026-07-02 XXXX -8528.32000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -4741500.00000000 OU Notional Amount -128961.45000000 -0.00820189095 N/A DFE US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -128961.45000000 -0.01000000 DFE US -4741500.00000000 EUR -5547555.00000000 USD 2026-07-02 1.00000000 1.17000000 EUR 2026-07-02 XXXX -68618.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29531000.00000000 OU Notional Amount USD 44852.57000000 0.002852603535 N/A DIR KY N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 29531000.00000000 OU Notional Amount N/A 44852.57000000 0.00000000 DIR KY N/A N/A 2028-08-31 0.00000000 N/A 0.00000000 N/A 29531000.00000000 USD 1.00000000 4.15000000 USD 2026-08-27 XXXX -8960.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -59062000.00000000 OU Notional Amount USD -27917.43000000 -0.00177553615 N/A DIR KY N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 59062000.00000000 OU Notional Amount N/A -27917.43000000 0.00000000 DIR KY N/A N/A 2028-08-31 0.00000000 N/A 0.00000000 N/A 59062000.00000000 USD 1.00000000 4.45000000 USD 2026-08-27 XXXX 20284.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29531000.00000000 OU Notional Amount 24923.61000000 0.001585130528 N/A DIR KY N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 N/A 29531000.00000000 OU Notional Amount N/A 24923.61000000 0.00000000 DIR KY N/A N/A 2028-09-01 0.00000000 N/A 0.00000000 N/A 29531000.00000000 EUR 1.00000000 2.90000000 EUR 2026-08-28 XXXX -33632.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 -59062000.00000000 OU Notional Amount -10271.10000000 -0.00065323739 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 Citigroup Global Markets Europe AG 6TJCK1B7E7UTXP528Y04 N/A 59062000.00000000 OU Notional Amount N/A -10271.10000000 0.00000000 DIR US N/A N/A 2028-09-01 0.00000000 N/A 0.00000000 N/A 59062000.00000000 EUR 1.00000000 3.20000000 EUR 2026-08-28 XXXX 28996.14000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -7918000.00000000 OU Notional Amount USD -29296.84000000 -0.00186326601 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 7918000.00000000 OU Notional Amount N/A -29296.84000000 0.00000000 DIR US N/A N/A 2056-10-13 0.00000000 N/A 0.00000000 N/A 7918000.00000000 USD 1.00000000 4.65000000 USD 2026-10-09 XXXX 38402.06000000 N N N AES PANAMA GENERATION HL N/A 000000000 235125.52000000 PA USD 222255.92000000 0.014135377821 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 395000.00000000 PA USD 350416.35000000 0.022286324261 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.74000000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 000000000 158509.00000000 PA USD 159380.80000000 0.010136548108 Long DBT CORP BR N 2 2031-06-30 Fixed 9.50000000 N N Y N N N SECTOR ALARM HOLDING AS 549300YUOBFVB7TE8510 000000000 406916.00000000 PA 464072.74000000 0.029514820197 Long LON CORP NO N 2 2032-06-14 Floating 5.23000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37574.00000000 OU Notional Amount USD -756743.61000000 -0.04812855757 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Diageo PLC Diageo PLC Y equity-performance leg 2027-05-27 0.00000000 USD 0.00000000 USD 37574.00000000 USD -784.32000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 3741.00000000 OU Notional Amount USD -84359.55000000 -0.00536522992 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 CVB Financial Corp. CVB Financial Corp. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 3741.00000000 USD -7669.05000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1416.00000000 OU Notional Amount USD -95041.92000000 -0.00604462390 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Community Financial System, Inc. Community Financial System, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 1416.00000000 USD -4559.52000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 8755.00000000 OU Notional Amount USD 1225349.80000000 0.077931703175 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 8755.00000000 USD -36048.93000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 10441.00000000 OU Notional Amount USD -363346.80000000 -0.02310869513 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 10441.00000000 USD -119.68000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 3416.00000000 OU Notional Amount USD 96980.24000000 0.006167900200 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Eagle Bancorp, Inc. Eagle Bancorp, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 3416.00000000 USD 3313.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9284.00000000 OU Notional Amount USD -365975.28000000 -0.02327586530 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Whirlpool Corp. Whirlpool Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 9284.00000000 USD -25216.52000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 21553.00000000 OU Notional Amount USD -2350785.71000000 -0.14950892731 N/A DIR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF Y equity-performance leg 2027-02-09 2329017.18000000 USD 0.00000000 USD 21553.00000000 USD -21768.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6236.00000000 OU Notional Amount USD -453280.93000000 -0.02882846587 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pernod Ricard SA Pernod Ricard SA Y equity-performance leg 2027-05-27 0.00000000 USD 0.00000000 USD 6236.00000000 USD -197.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 993.00000000 OU Notional Amount USD -293967.72000000 -0.01869621645 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 993.00000000 USD -923.49000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 3568.00000000 OU Notional Amount USD -407394.24000000 -0.02591009276 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 3568.00000000 USD 7130.98000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 19188.00000000 OU Notional Amount USD -1585888.20000000 -0.10086178532 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Vanguard Intermediate-Term Corporate Bond ETF Vanguard Intermediate-Term Corporate Bond ETF Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 19188.00000000 USD -14391.00000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 55495.00000000 OU Notional Amount USD 553840.10000000 0.035223984432 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 AMC Networks, Inc. AMC Networks, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 55495.00000000 USD 16648.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22806.00000000 OU Notional Amount USD 227603.88000000 0.014475505702 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMC Networks, Inc. AMC Networks, Inc. Y equity-performance leg 2026-08-23 0.00000000 USD 0.00000000 USD 22806.00000000 USD 14367.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49732.00000000 OU Notional Amount USD -4792672.84000000 -0.30481186448 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SPDR Bloomberg High Yield Bond ETF SPDR Bloomberg High Yield Bond ETF Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 49732.00000000 USD -3481.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 57922.00000000 OU Notional Amount USD -330869.11000000 -0.02104312847 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Stellantis NV Stellantis NV Y equity-performance leg 2027-05-27 0.00000000 USD 0.00000000 USD 57922.00000000 USD 43894.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2312.00000000 OU Notional Amount USD -113426.72000000 -0.00721388902 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dpc Holdings Ltd. Dpc Holdings Ltd. Y equity-performance leg 2026-08-23 0.00000000 USD 0.00000000 USD 2312.00000000 USD -1796.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13252.00000000 OU Notional Amount USD -281605.00000000 -0.01790995295 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EagleRock Land LLC EagleRock Land LLC Y equity-performance leg 2026-08-23 0.00000000 USD 0.00000000 USD 13252.00000000 USD -7799.25000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 20783.00000000 OU Notional Amount USD -379289.75000000 -0.02412265968 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Pagaya Technologies Ltd. Pagaya Technologies Ltd. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 20783.00000000 USD -61725.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75283.00000000 OU Notional Amount USD -1373914.75000000 -0.08738036802 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pagaya Technologies Ltd. Pagaya Technologies Ltd. Y equity-performance leg 2026-08-23 0.00000000 USD 0.00000000 USD 75283.00000000 USD -237894.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95608.00000000 OU Notional Amount USD -2794621.84000000 -0.17773670810 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fervo Energy Co. Fervo Energy Co. Y equity-performance leg 2026-08-23 0.00000000 USD 0.00000000 USD 95608.00000000 USD 681685.04000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 3690.00000000 OU Notional Amount USD -377007.30000000 -0.02397749687 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Flutter Entertainment PLC Flutter Entertainment PLC Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 3690.00000000 USD 17612.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45515.00000000 OU Notional Amount USD 1935835.88000000 0.123118302379 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ABN AMRO Bank NV ABN AMRO Bank NV Y equity-performance leg 2027-05-27 0.00000000 USD 0.00000000 USD 45515.00000000 USD 30234.90000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 4418.00000000 OU Notional Amount USD -230487.06000000 -0.01465887467 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 4418.00000000 USD -7863.15000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1482.00000000 OU Notional Amount USD -244129.86000000 -0.01552655069 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 RH RH Y equity-performance leg 2027-02-09 0.00000000 USD 0.00000000 USD 1482.00000000 USD -20565.27000000 N N N CLEAN RENEWABLE POWER 2138003P9CSDW7P4MT75 000000000 147000.00000000 PA USD 144795.00000000 0.009208897705 Long DBT CORP MU N 2 2027-03-25 Fixed 4.25000000 N N N N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 000000000 82375.00000000 PA USD 82169.06000000 0.005225915729 Long DBT CORP MU N 2 2026-08-10 Fixed 4.70000000 N N N N N N RESURGENT TRADE + INVT LTD 89450041TCNTI3YL5A08 000000000 1799000.00000000 PA USD 1799000.00000000 0.114415601172 Long DBT CORP MU N 3 2027-12-01 Fixed 9.52000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 000000000 1000000.00000000 PA 1148050.10000000 0.073015476579 Long LON CORP SE N 2 2032-11-03 Floating 4.45000000 N N N N N N GC TREASURY CENTRE CO 549300LUFQBC2EQNAR40 000000000 250000.00000000 PA USD 247500.00000000 0.015740890100 Long DBT CORP TH N 2 2030-09-10 Fixed 6.50000000 N N N N N N IIFL FINANCE LTD 335800CZ46UJRS34JR78 000000000 200000.00000000 PA USD 201250.00000000 0.012799410636 Long DBT CORP IN N 2 2029-09-10 Fixed 7.60000000 N N N N N N RENEW POWER PVT LTD 335800BITJZHVZ1CN475 000000000 200000.00000000 PA USD 199424.00000000 0.012683277847 Long DBT CORP IN N 2 2027-03-05 Fixed 5.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3333470.00000000 OU Notional Amount USD 226265.46000000 0.014390382785 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S41 2I65BRAB1 Y sell protection 2028-12-20 53117.28000000 USD 0.00000000 USD 3333470.00000000 USD 173148.18000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22763093.76000000 OU Notional Amount 2655951.76000000 0.168917352587 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S42 2I667KKV9 Y sell protection 2029-12-20 1340128.07000000 EUR 0.00000000 EUR 22763093.75995000 EUR 1280713.46000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 938446.92000000 OU Notional Amount 125193.64000000 0.007962259913 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S43 2I667KLL0 Y sell protection 2030-06-20 66208.74000000 EUR 0.00000000 EUR 938446.92000000 EUR 51039.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4131680.00000000 OU Notional Amount USD -351123.83000000 -0.02233131967 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S44 2I65BRAD4 Y buy protection 2030-06-20 0.00000000 USD -232567.05000000 USD 4131680.00000000 USD -118556.78000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3209000.00000000 OU Notional Amount -425502.30000000 -0.02706175734 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S44 2I667KMH8 Y buy protection 2030-12-20 0.00000000 EUR -246399.74000000 EUR 3209000.00000000 EUR -142264.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1373960.00000000 OU Notional Amount USD -113657.32000000 -0.00722855508 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S45 2I65BRAD5 Y buy protection 2030-12-20 0.00000000 USD -82410.71000000 USD 1373960.00000000 USD -31246.61000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2774700.00000000 OU Notional Amount -350754.36000000 -0.02230782154 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S45 2I667KNC8 Y buy protection 2031-06-20 0.00000000 EUR -167952.20000000 EUR 2774700.00000000 EUR -156202.40000000 N N N 2026-08-06 BlackRock Capital Allocation Term Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer