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USD XXXX N N N Jiangxi Copper Co Ltd 3003002E74YFQ6MEZY56 000000000 19128.00000000 NS 90905.15000000 0.015911326914 Long EC CORP CN N 2 N N N NEP Group Inc N/A 62908HAR6 270000.00000000 PA USD 242900.10000000 0.042515334926 Long LON CORP US N 2 2031-10-17 None 0.00000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 10459.00000000 NS 245203.00000000 0.042918416541 Long EC CORP ES N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1675.78000000 0.000293315432 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 56941.36000000 USD 980000.00000000 ZAR 2026-06-17 1675.78000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -127.30000000 -0.00002228159 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 10352.20000000 USD 9200000.00000000 CLP 2026-06-17 -127.30000000 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 8742.00000000 NS 133999.39000000 0.023454205847 Long EC CORP AU N 2 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 250000.00000000 PA USD 254414.25000000 0.044530681744 Long DBT CORP CH N 2 2035-02-05 Fixed 7.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-08-19 None 0.00000000 N N N N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282WAC4 195000.00000000 PA USD 279825.00000000 0.048978380806 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N Cytokinetics, Inc. USD XXXX N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 18711.68000000 0.003275146211 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 312488.19000000 USD 1654000.00000000 BRL 2026-06-02 18711.68000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -94.40000000 -0.00001652303 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 155496.00000000 USD 132000.00000000 EUR 2026-07-07 -94.40000000 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 145000.00000000 PA USD 146532.15000000 0.025647842198 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N Helvetia Baloise Holding AG 529900SUJBXTORH0LT80 000000000 3973.00000000 NS 1089333.13000000 0.190668356530 Long EC CORP CH N 2 N N N JOHNSTONE SUPPLY LLC N/A 47947BAG7 246250.00000000 PA USD 246158.89000000 0.043085728056 Long LON CORP US N 2 2031-06-09 Floating 5.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XSD8 286218.10000000 PA USD 50789.97000000 0.008889879359 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.50000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60701E568 3960.00000000 NS USD 2006959.41000000 0.351282488147 N/A DE KY N 2 N/A N/A Call Purchased Micron Technology, Inc. Micron Technology, Inc. 1.00000000 1.00000000 USD 2026-07-22 XXXX 187933.41000000 N N N SHR Trust N/A 784234AJ5 190000.00000000 PA USD 190831.25000000 0.033401610407 Long ABS-MBS CORP US N 2 2041-10-15 Floating 8.10000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBT7 458000.00000000 PA USD 481472.50000000 0.084273183070 Long DBT CORP BM N 2 2030-04-15 Fixed 0.88000000 N N N N Y Norwegian Cruise Line Holdings Ltd. USD XXXX N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 835000.00000000 PA 181930.95000000 0.031843771462 Long DBT NUSS RO N 2 2035-04-25 Fixed 6.75000000 N N N N N Savage Enterprises LLC N/A 80465JAJ7 218350.00000000 PA USD 219236.50000000 0.038373443343 Long LON CORP US N 2 2032-08-05 Floating 6.16000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 758.09000000 0.000132690148 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 41200000.00000000 KZT 88821.82000000 USD 2026-05-26 758.09000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 16963.00000000 NS USD 458679.52000000 0.080283678008 Long EC CORP US N 1 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 488000000.00000000 PA 28648.65000000 0.005014435769 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.13000000 N N N N N N Sibanye Stillwater Ltd 378900F238434B74D281 000000000 28648.00000000 NS 85645.43000000 0.014990706637 Long EC CORP ZA N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -550.98000000 -0.00009643923 N/A DFE MY N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 83756.35000000 USD 330000.00000000 MYR 2026-06-18 -550.98000000 N N N Pop Mart International Group Ltd 9845000A05E8F937E337 000000000 3793.00000000 NS 77202.01000000 0.013512836397 Long EC CORP KY N 2 N N AL SYDBANK GP5DT10VX1QRQUKVBK64 000000000 300000.00000000 PA 352499.70000000 0.061698792247 Long DBT CORP DK N 2 2030-03-05 Fixed 3.63000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 2.11000000 0.000000369317 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 29000.00000000 TRY 615.40000000 USD 2026-06-17 2.11000000 N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAU7 344000.00000000 PA USD 355878.43000000 0.062290178737 Long DBT CORP US N 2 2030-12-01 Fixed 3.00000000 N N N N Y PPL Corp. USD XXXX N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 000000000 200000.00000000 PA 242244.11000000 0.042400515563 Long DBT CORP IE N 2 2030-03-10 Fixed 6.38000000 N N N N N N Nomura Real Estate Holdings Inc 353800UZ91CT24OL9P59 000000000 37194.00000000 NS 242662.87000000 0.042473812041 Long EC CORP JP N 2 N N N SCOR SE 96950056ULJ4JI7V3752 000000000 200000.00000000 PA USD 191622.94000000 0.033540181636 Long DBT CORP FR N 2 2029-03-13 Fixed 5.25000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16944000.00000000 OU Notional Amount 1913.52000000 0.000334927584 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 INR 0.00000000 INR 16944000.00000000 INR 1913.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 769.55000000 0.000134696016 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 32632.74000000 USD 590000.00000000 MXN 2026-09-08 769.55000000 N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 2340744.00000000 PA USD 2340744.00000000 0.409705533823 Long RA CORP US N 2 Repurchase N 3.64000000 2026-05-01 2404100.00000000 USD 2387558.88000000 USD UST N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 45.00000000 NC -30760.07000000 -0.00538400222 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G M6 Comdty 2026-06-26 3919155.24000000 GBP -30760.07000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022655 587000.00000000 PA USD 502719.47000000 0.087992086627 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 2.50000000 N N N N N N SILK ROAD GROUP HOLDING 254900J9KTY8FE4C8227 82710NAA6 365000.00000000 PA USD 367731.66000000 0.064364875468 Long DBT CORP GE N 2 2030-09-15 Fixed 7.50000000 N N N N N IBERCAJA BANCO SA 549300OLBL49CW8CT155 000000000 600000.00000000 PA 756651.95000000 0.132438443116 Long DBT CORP ES N 2 2028-01-25 Fixed 9.13000000 N N N N N N FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 33718FAQ3 505155.47000000 PA USD 505155.47000000 0.088418465026 Long LON CORP US N 2 2030-08-15 Floating 5.95000000 N N N N N N Horizon Aircraft Finance I Limited 549300KSCDSEIWTVMM32 44040JAA6 113664.83000000 PA USD 111469.23000000 0.019510702743 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.43000000 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 60000.00000000 PA USD 62295.87000000 0.010903782162 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 3945.00000000 NS USD 319426.65000000 0.055909944084 Long EC CORP IE N 1 N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 51025000.00000000 PA 107759.49000000 0.018861378850 Long DBT NUSS KZ N 2 2034-03-12 Fixed 15.10000000 N N N N N N Evraz PLC 5493005B7DAN39RXLK23 000000000 384841.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -819.33000000 -0.00014340911 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 123868.65000000 USD 2135000000.00000000 IDR 2026-06-17 -819.33000000 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 85000.00000000 PA USD 86355.23000000 0.015114944481 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 170000.00000000 PA USD 176883.30000000 0.030960270260 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 000000000 200000.00000000 PA 242347.04000000 0.042418531626 Long DBT CORP GR N 2 2030-12-30 Fixed 6.75000000 N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 1549000.00000000 PA USD 1255084.07000000 0.219680105510 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -434.17000000 -0.00007599372 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2750000.00000000 DOP 45207.96000000 USD 2026-07-13 -434.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 345.46000000 0.000060466618 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1736000.00000000 ZAR 104001.92000000 USD 2026-07-09 345.46000000 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 13422.00000000 NS USD 224952.72000000 0.039373965812 Long EC CORP US N 1 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1354000.00000000 PA 252745.37000000 0.044238574033 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06370D860 29800.00000000 NS USD 2462345.75000000 0.430989753668 N/A DE CA N 2 N/A N/A Call Purchased Wells Fargo & Co. Wells Fargo & Co. 1.00000000 1.00000000 USD 2026-05-20 XXXX -148432.25000000 N N N ALLIANZ SE 529900K9B0N5BT694847 018820AF7 200000.00000000 PA USD 200135.60000000 0.035030171105 Long DBT CORP DE N 2 2034-10-30 Fixed 6.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 4421.00000000 NS USD 700684.29000000 0.122642301369 Long EC CORP US N 1 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4133.81000000 -0.00072354979 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 210000.00000000 EUR 243096.00000000 USD 2026-07-07 -4133.81000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E4K3 202668.48000000 PA USD 209352.47000000 0.036643419988 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N UNIPOL ASSICURAZIONI SPA 8156005CE5E7340CCA86 000000000 350000.00000000 PA 407565.52000000 0.071337082970 Long DBT CORP IT N 2 2035-07-21 Fixed 6.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1224.32000000 -0.00021429540 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 67947.99000000 USD 6360000.00000000 INR 2026-06-17 -1224.32000000 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 5191.00000000 NS USD 1459086.28000000 0.255387057808 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 1399.00000000 NS USD 402660.18000000 0.070478490598 Long EC CORP US N 1 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 2.00000000 NC 13647.51000000 0.002388753477 N/A DE CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long Montreal Exchange S&P/TSX 60 Index Futures PTM6 Index 2026-06-18 775141.90000000 CAD 13647.51000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 61000.00000000 PA USD 58581.25000000 0.010253604111 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 1647.00000000 NS 485342.29000000 0.084950520864 Long EC CORP JP N 2 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 250000.00000000 PA USD 193885.43000000 0.033936190202 Long DBT CORP US N 2 2062-03-30 Fixed 6.38000000 N N N N N N AVID AUTOMOBILE RECEIVABLES N/A 05368WAA2 837658.41000000 PA USD 838415.65000000 0.146749722075 Long ABS-O CORP US N 2 2032-07-15 Fixed 7.80000000 N N N N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 4.00000000 NC 1468.48000000 0.000257031261 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng Index Futures HIK6 Index 2026-05-28 5113298.16000000 HKD 1468.48000000 N N N PLANET FINANCIAL GROUP N/A 72702AAA5 900000.00000000 PA USD 874722.51000000 0.153104591064 Long DBT CORP US N 2 2029-12-15 Fixed 10.50000000 N N N N N N AST SPACEMOBILE INC 254900MBSC9P2UCI6623 00217DAE0 168000.00000000 PA USD 170688.00000000 0.029875893372 Long DBT CORP US N 2 2036-01-15 Fixed 2.00000000 N N N N Y AST SpaceMobile, Inc. USD XXXX N N N BULGARIA 529900PG0XCL4LICL838 000000000 75000.00000000 PA 48077.37000000 0.008415087058 Long DBT NUSS BG N 2 2050-09-23 Fixed 1.38000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 4020400.00000000 PA 213173.93000000 0.037312298477 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 000000000 990000.00000000 PA USD 999736.53000000 0.174986067979 Long DBT CORP GB N 2 2028-10-06 Fixed 9.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -148.73000000 -0.00002603253 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 43000.00000000 EUR 50430.51000000 USD 2026-06-17 -148.73000000 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06370D852 11950.00000000 NS USD 1776790.57000000 0.310995533460 N/A DE CA N 2 N/A N/A Call Purchased Amphenol Corp. Amphenol Corp. 1.00000000 1.00000000 USD 2026-05-20 XXXX -40206.93000000 N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAZ9 503828.74000000 PA USD 504982.51000000 0.088388191460 Long LON CORP US N 2 2030-06-20 Floating 5.92000000 N N N N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAK3 175000.00000000 PA USD 159477.50000000 0.027913695077 Long DBT CORP US N 2 2028-03-01 None 0.00000000 N N N N Y Enphase Energy Inc USD XXXX N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 98130.84000000 PA USD 98360.47000000 0.017216247854 Long LON CORP US N 2 2029-01-20 Floating 9.02000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 270.28000000 0.000047307698 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 95006.88000000 USD 81000.00000000 EUR 2026-06-17 270.28000000 N N N ARGENTA SPAARBANK A6NZLYKYN1UV7VVGFX65 000000000 100000.00000000 PA 115362.71000000 0.020192187049 Long DBT CORP BE N 2 2034-02-02 Fixed 3.75000000 N N N N N N UMBS, TBA N/A 01F040651 -645000.00000000 PA USD -604813.57000000 -0.10586183989 Short ABS-MBS USGSE US N 2 2056-05-01 Fixed 4.00000000 N N N N N N NOMURA AMERICA FINANCE 549300U646RSSKIVOJ29 65543H109 2220.00000000 NS USD 2074925.00000000 0.363178653782 N/A DE US N 2 N/A N/A Call Purchased Eli Lilly & Co. 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Arista Networks, Inc. 1.00000000 1.00000000 USD 2026-06-24 XXXX 456360.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1166.85000000 -0.00020423630 N/A DFE US N 2 Morgan Stanley & Co. 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