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SARL 9845005YBZ75E5AA3B94 N/A 1049000.00000000 PA 1254304.23000000 0.156482648392 Long DBT CORP LU N 2 2032-08-01 Fixed 4.75000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 600000.00000000 PA 711677.98000000 0.088786478151 Long DBT NUSS FR N 2 2031-01-06 Variable 4.37500000 N N N N N N Oceana Australian Fixed Income Trust N/A N/A 445000.00000000 PA 318397.33000000 0.039722147344 Long DBT CORP AU N 3 2027-08-31 Fixed 12.50000000 N N N N N N Avaya LLC N/A 05351X507 1550.00000000 NS USD 22513.75000000 0.002808737418 Long EC CORP US N 2 N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBL6 139000.00000000 PA USD 137972.79000000 0.017213007075 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAG8 125000.00000000 PA USD 130336.63000000 0.016260346219 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N N/A N/A 051774115 529.00000000 NS USD 154.47000000 0.000019271141 N/A DE US N 1 Aurora Innovation, Inc. 984500AB2E0D9F7D9D76 Call Purchased Aurora Innovation, Inc. Aurora Innovation, Inc. 1.00000000 11.50000000 USD 2026-11-03 XXXX 154.47000000 N N N N/A N/A N/A 100.00000000 NC USD 30369.97000000 0.003788852196 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased VanEck Semiconductor ETF VanEck Vectors Semiconductor ETF 100.00000000 325.00000000 USD 2026-03-20 XXXX -443.08000000 N N N WULF Compute LLC N/A 982911AA7 1500000.00000000 PA USD 1564530.00000000 0.195185340233 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N SGL Group ApS 636700YQKGLXCPPUYE74 N/A 538000.00000000 PA 608527.29000000 0.075917755581 Long DBT CORP DK N 2 2030-04-22 Floating 6.77700000 N N N N N N Solaris Energy Infrastructure, Inc. 529900MTK3C8Y8TIIC10 83418M103 1214.00000000 NS USD 67000.66000000 0.008358770121 Long EC CORP US N 1 N N N Radiology Partners, Inc. 549300SFTAG2177WUZ08 75041VAE4 2000000.00000000 PA USD 2099940.24000000 0.261981266076 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAG3 1300000.00000000 PA USD 1385436.00000000 0.172842193522 Long DBT CORP DE N 2 2032-11-15 Fixed 7.99999920 N N Y N N N N/A N/A N/A -13890000.00000000 PA -16964.07000000 -0.00211637857 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Written N/A Credit Default Swap Index Option 1.00000000 237.50000000 EUR 2026-02-18 XXXX 8929.11000000 N N N N/A N/A N/A 500000.00000000 PA USD -6695.46000000 -0.00083530238 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 CCO Holdings LLC CCO Holdings LLC Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 60210.45000000 USD 0.00000000 USD 500000.00000000 USD -6695.46000000 N N N N/A N/A N/A 315.00000000 NC USD 76364.02000000 0.009526910462 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Purchased S&P 500 Index US78378X1072 1.00000000 6950.00000000 USD 2026-06-18 XXXX 12569.75000000 N N N WOM Chile Holdco SpA N/A 97810KAA9 145225.00000000 PA USD 132880.88000000 0.016577758031 Long DBT CORP CL N 2 2032-04-01 Variable 5.00000040 N N Y N N WOM Chile Holdco SpA USD XXXX N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 19300000.00000000 PA 5032996.10000000 0.627899149375 Long DBT CORP PT N 2 2018-01-15 Fixed 4.75000000 Y N N N N N Otranto Park CLO DAC 254900C89WZ4XL2PN587 N/A 2141000.00000000 PA 2550427.84000000 0.318182537689 Long ABS-CBDO CORP IE N 2 2039-10-15 Floating 3.31599960 N N N N N N Engineering - Ingegneria Informatica - SpA 81560042F5E23EE61346 N/A 314000.00000000 PA 372548.70000000 0.046477884580 Long DBT CORP IT N 2 2030-02-15 Floating 7.76899945 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 569000.00000000 PA 687074.01000000 0.085716972130 Long DBT CORP JP N 2 2029-10-10 Fixed 5.25000000 N N N N N N N/A N/A N/A 248184.00000000 PA 32867.82000000 0.004100475305 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 ADLER Real Estate GmbH ADLER Real Estate GmbH Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 16892.02000000 USD 248184.00000000 EUR 32867.82000000 N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CT8 1433000.00000000 PA USD 1042507.50000000 0.130059622431 Long DBT CORP US N 2 2031-04-15 Fixed 13.50000000 N N N N N N Ardonagh Finco Ltd. 254900D2T84O1K03BA28 N/A 1000000.00000000 PA 1217877.13000000 0.151938129650 Long DBT CORP JE N 2 2031-02-15 Fixed 6.87500000 N N N N N N N/A N/A N/A 830000.00000000 PA USD 274956.76000000 0.034302652394 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Xerox Corp. Xerox Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 36611.33000000 USD 0.00000000 USD 830000.00000000 USD 274956.76000000 N N N N/A N/A 00PCBU702 -1000.00000000 NC USD -355.99000000 -0.00004441207 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF 100.00000000 105.00000000 USD 2026-02-20 XXXX 9420.26000000 N N N Central Parent, Inc. N/A 15477CAA3 -850000.00000000 PA USD -651349.30000000 -0.08126008113 Short DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 125.00000000 NC USD 0.00000000 0.000000 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 590.00000000 USD 2026-01-30 XXXX -36391.97000000 N N N Hydrofarm Holdings Group, Inc. N/A 44888MAB2 157405.74180000 PA USD 129072.71000000 0.016102663941 Long LON CORP US N 3 2028-10-25 Variable 9.16684000 N N N N N N CVC Cordatus Loan Fund XXX DAC 5493000M05JNL8RFAD47 N/A 2000000.00000000 PA 2376627.23000000 0.296499775968 Long ABS-CBDO CORP IE N 2 2037-05-15 Floating 3.29699880 N N N N N N Mehilainen Yhtiot Oy N/A N/A 1867457.50000000 PA 2223374.83000000 0.277380537707 Long LON CORP FI N 2 2031-08-05 Variable 5.51800000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 N/A 977000.00000000 PA 1129961.65000000 0.140970099075 Long DBT CORP US N 2 2034-01-15 Fixed 4.75000000 N N N N N N N/A N/A N/A 1000000.00000000 PA USD -101504.56000000 -0.01266335709 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Gap, Inc. (The) Gap, Inc. (The) Y Receipt of notional amount upon default event with regard to the reference instrument 2028-12-20 89775.71000000 USD 0.00000000 USD 1000000.00000000 USD -101504.56000000 N N N Axalta Coating Systems Dutch Holding B BV 5493007DMEBZH3CQ5E51 05455JAA5 4000000.00000000 PA USD 4209820.00000000 0.525202552218 Long DBT CORP NL N 2 2031-02-15 Fixed 7.25000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAA1 131000.00000000 PA USD 132191.18000000 0.016491713450 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N Asurion LLC and Asurion Co-Issuer, Inc. 549300KNQVXGIOXWK278 045941AA9 1666000.00000000 PA USD 1740644.28000000 0.217156747404 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 2158960.00000000 PA USD 2158960.00000000 0.269344366775 Long RA CORP GB N 2 Repurchase N 3.40000000 2026-02-13 -2000000.00000000 USD -2151556.00907029 USD CDS N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 18000.00000000 PA USD 17419.99000000 0.002173257575 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N N/A N/A N/A 200000.00000000 PA USD -5386.13000000 -0.00067195491 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Boeing Co. (The) Boeing Co. (The) Y Receipt of notional amount upon default event with regard to the reference instrument 2029-06-20 1624.58000000 USD 0.00000000 USD 200000.00000000 USD -5386.13000000 N N N Naked Juice LLC N/A 62984CAK9 526958.91000000 PA USD 523312.35000000 0.065286635017 Long LON CORP US N 2 2029-01-24 Variable 9.17194000 N N N N N N N/A N/A N/A 1500000.00000000 PA USD -28110.01000000 -0.00350690742 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 DXC Technology Co. DXC Technology Co. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 214468.81000000 USD 1500000.00000000 USD -28110.01000000 N N N N/A N/A N/A 360000.00000000 PA 1155.13000000 0.000144110015 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 LANXESS AG LANXESS AG Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 13474.31000000 USD 0.00000000 USD 360000.00000000 EUR 1155.13000000 N N N Xerox Corp. N/A 98415LAY2 2502996.81530000 PA USD 1929084.68000000 0.240665918585 Long LON CORP US N 2 2029-11-19 Variable 7.69729598 N N N N N N United Group BV 213800PC85O8BJ7DU398 N/A 309000.00000000 PA 367985.19000000 0.045908556889 Long DBT CORP NL N 2 2030-02-01 Fixed 5.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCU5 1304000.00000000 PA USD 1316593.58000000 0.164253651807 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N Italmatch Chemicals SpA 815600E7294ACCE76074 N/A 322000.00000000 PA 382171.25000000 0.047678360567 Long DBT CORP IT N 2 2031-02-05 Floating 6.23361100 N N N N N N N/A N/A N/A 705000.00000000 PA USD 10209.45000000 0.001273695596 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Warnermedia Holdings, Inc. 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Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 126988.75000000 USD 1000000.00000000 USD 10499.48000000 N N N Morgan Stanley & Co LLC 9R7GPTSO7KV3UQJZQ078 N/A 315042.00000000 PA USD 315042.00000000 0.039303548003 Long RA CORP US N 2 Repurchase N 3.42000000 N/A -350000.00000000 USD -307024.73333333 USD CDS N N N Aurium CLO IV DAC 549300LCZQMYMASRK585 N/A 556394.11210000 PA 660825.57000000 0.082442307731 Long ABS-CBDO CORP IE N 2 2031-01-16 Floating 2.74600080 N N N N N N DISH Network Corp. 529900U350CWHH15G169 25470MAG4 1500000.00000000 PA USD 1552437.00000000 0.193676659467 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N N/A N/A N/A 4328.00000000 NS USD 75437.04000000 0.009411263650 N/A DE US N 3 HawkEye 360, Inc. N/A Call Purchased HawkEye 360, Inc. HawkEye 360, Inc. 1.00000000 0.01000000 USD 2033-07-07 XXXX 75437.04000000 N N N X Corp. N/A 90184NAK4 3778000.00000000 PA USD 3905507.50000000 0.487237579446 Long LON CORP US N 2 2029-10-26 Variable 9.50000000 N N N N N N Danish Krone N/A N/A 266.82000000 OU Currencies 42.35000000 0.000005283439 Long STIV DK N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5527.98000000 0.000689651625 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 568000.00000000 GBP 782708.37000000 USD 2026-03-18 5527.98000000 N N N N/A N/A N/A 1658000.00000000 PA 14009.88000000 0.001747824071 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 200622.36000000 USD 1658000.00000000 EUR 14009.88000000 N N N N/A N/A N/A 1695.00000000 NS USD 20679.00000000 0.002579840367 N/A DE US N 3 HawkEye 360, Inc. N/A Call Purchased HawkEye 360, Inc. HawkEye 360, Inc. 1.00000000 11.17470000 USD 2033-07-07 XXXX 20679.00000000 N N N N/A N/A N/A 16190.00000000 NS USD 2001.08000000 0.000249647805 N/A DE KY N 3 Crown PropTech Acquisitions N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2026-02-01 XXXX -22283.92000000 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAD9 231000.00000000 PA USD 230950.52000000 0.028812586414 Long DBT CORP US N 2 2028-08-01 Fixed 5.37500000 N N N N N N New Look Builders, Inc. N/A N/A 11518792.00000000 NS USD 115.19000000 0.000014370705 Long EC CORP US N 3 N N N N/A N/A N/A 1000000.00000000 PA USD 2791.50000000 0.000348257864 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 CCO Holdings LLC CCO Holdings LLC Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 104238.49000000 USD 0.00000000 USD 1000000.00000000 USD 2791.50000000 N N N BioMarin Pharmaceutical, Inc. 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International plc 4PQUHN3JPFGFNF3BB653 ADLER Real Estate GmbH ADLER Real Estate GmbH Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 26705.63000000 USD 376586.00000000 EUR 50946.77000000 N N N Deuce Finco plc 9845007DA2BC863E8437 N/A 1076000.00000000 PA 1494135.30000000 0.186403141445 Long DBT CORP GB N 2 2031-11-20 Fixed 7.00000000 N N N N N N Multiversity SpA N/A N/A 784000.00000000 PA 932001.36000000 0.116273259413 Long DBT CORP IT N 2 2031-05-17 Floating 6.27599880 N N N N N N N/A N/A N/A 4000000.00000000 PA USD 47587.59000000 0.005936862792 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Amkor Technology, Inc. Amkor Technology, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 689528.65000000 USD 0.00000000 USD 4000000.00000000 USD 47587.59000000 N N N N/A N/A N/A 110000.00000000 PA USD -797.85000000 -0.00009953700 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 CCO Holdings LLC CCO Holdings LLC Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 12693.90000000 USD 0.00000000 USD 110000.00000000 USD -797.85000000 N N N N/A N/A N/A 13893000.00000000 PA 28692.00000000 0.003579514475 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Purchased N/A Credit Default Swap Index Option 1.00000000 262.50000000 EUR 2026-02-18 XXXX -25360.14000000 N N N CSMC Trust N/A 12660TAA0 4000000.00000000 PA USD 3979068.80000000 0.496414832275 Long ABS-MBS CORP US N 3 2027-02-15 Floating 7.11950040 N N N N N N N/A N/A N/A 3884.00000000 NS USD 0.04000000 0.000000004990 N/A DE US N 3 Sonder Enterprises, Inc. 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Iv LLC (Amnd) N/A N/A 615789.47000000 PA USD 595037.36000000 0.074234798670 Long LON CORP US N 3 2030-09-29 Variable 8.15868883 N N N N N N N/A N/A N/A 49.00000000 NC USD -55051.91000000 -0.00686808548 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10-Year Note 2026-03-20 5476515.63000000 USD -55051.91000000 N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAC0 -600000.00000000 PA USD -220238.04000000 -0.02747613453 Short DBT CORP US N 2 2029-11-30 Fixed 8.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2964.86000000 -0.00036988565 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 374000.00000000 GBP 508770.11000000 USD 2026-03-18 -2964.86000000 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 200000.00000000 PA 233868.68000000 0.029176645942 Long DBT CORP LU N 2 2026-04-15 Variable 1.62500000 N N N N N N Garfunkelux Holdco 3 SA N/A N/A 2000000.00000000 PA 2292466.90000000 0.286000224892 Long LON CORP LU N 2 2032-06-01 Variable 6.88000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A -2000000.00000000 PA USD -1951870.60000000 -0.24350861099 Short DBT CORP JP N 2 2027-07-19 Variable 6.87500000 N N N N N N N/A N/A N/A 5250000.00000000 PA USD -114204.98000000 -0.01424781747 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Simon Property Group LP Simon Property Group LP Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 30806.97000000 USD 0.00000000 USD 5250000.00000000 USD -114204.98000000 N N N N/A N/A N/A 9692.00000000 NS USD 605.75000000 0.000075571270 N/A DE KY N 1 Crown PropTech Acquisitions N/A Call Purchased Crown PropTech Acquisitions Crown PropTech Acquisitions 1.00000000 11.50000000 USD 2027-12-31 XXXX 605.75000000 N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CS0 4584000.00000000 PA USD 3779266.74000000 0.471488219772 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N STL Holding Co. 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Morgan 7H6GLXDRUGQFU57RNE97 Oracle Corp. Oracle Corp. 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Tenet Healthcare Corp. 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Newell Brands Inc. 100.00000000 5.00000000 USD 2026-03-20 XXXX 731.12000000 N N N Altice France Lux 3 N/A N/A 32758.00000000 NS 616537.90000000 0.076917131520 Long EC CORP LU N 2 N N N CD&R Firefly Bidco plc N/A N/A 1825000.00000000 PA 2502457.98000000 0.312197984216 Long LON CORP GB N 2 2029-04-30 Variable 4.75000000 N N N N N N N/A N/A 00164V103 3085.00000000 NS USD -709.55000000 -0.00008852099 N/A DE GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 N/A AMC Networks, Inc., Class A Y 2026-08-23 0.00000000 USD 0.00000000 USD 23785.00000000 USD -709.55000000 N N N MKS, Inc. 549300KEQATBHAGVF505 N/A 1258000.00000000 PA 1491126.92000000 0.186027826383 Long DBT CORP US N 2 2034-02-15 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12059.53000000 0.001504505165 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 990044.00000000 EUR 1187997.46000000 USD 2026-03-18 12059.53000000 N N N N/A N/A 51818V114 6894.00000000 NS USD 0.69000000 0.000000086082 N/A DE US N 3 Latch, Inc. N/A Call Purchased Latch, Inc. Latch, Inc. 1.00000000 11.50000000 USD 2026-06-04 XXXX -15316.94000000 N N N WOM Mobile SA 549300T600VUO0QJ3063 97810LAA7 9922.00000000 PA USD 9931.92000000 0.001239071915 Long DBT CORP CL N 2 2031-04-01 Variable 11.00000000 N N Y N N N N/A N/A N/A 3500000.00000000 PA USD 14976.00000000 0.001868353854 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Whirlpool Corp. Whirlpool Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 203554.87000000 USD 0.00000000 USD 3500000.00000000 USD 14976.00000000 N N N N/A N/A N/A -284.00000000 NC -76248.82000000 -0.00951253850 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written EURO STOXX 50 Index EU0009658145 10.00000000 5600.00000000 EUR 2026-02-20 XXXX 30678.43000000 N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 6750000.00000000 PA USD 7234083.00000000 0.902499122185 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N N/A N/A N/A 1500000.00000000 PA USD -28102.44000000 -0.00350596301 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Oracle Corp. Oracle Corp. Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 5856.63000000 USD 1500000.00000000 USD -28102.44000000 N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 1250000.00000000 PA USD 1212305.00000000 0.151242970024 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12319.76000000 -0.00153697055 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 572412.00000000 GBP 770897.46000000 USD 2026-03-18 -12319.76000000 N N N N/A N/A N/A -25.00000000 NC -27857.09000000 -0.00347535399 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-OAT 2026-03-06 -3048250.00000000 EUR -27857.09000000 N N N Irca SpA 815600CDE52BA2426216 N/A 531000.00000000 PA 630732.23000000 0.078687966935 Long DBT CORP IT N 2 2029-12-15 Floating 5.85000100 N N N N N N Aroundtown Finance Sarl 8945006LEXV2KWSWVP51 N/A 1325000.00000000 PA 1532124.34000000 0.191142522408 Long DBT CORP LU N 2 2031-07-03 Variable 5.12500000 N N N N N N Zegona Finance plc 254900B3KC1SS7T2TE92 N/A 630000.00000000 PA 783644.66000000 0.097764791716 Long DBT CORP GB N 2 2029-07-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 498000.00000000 PA 31052.73000000 0.003874030967 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Zegona Finance plc Zegona Finance plc Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 66231.82000000 USD 0.00000000 USD 498000.00000000 EUR 31052.73000000 N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AE0 -600000.00000000 PA USD -597665.06000000 -0.07456262141 Short DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N Gruenenthal GmbH 529900SH895E31PGLA72 N/A 766000.00000000 PA 918693.27000000 0.114612988229 Long DBT CORP DE N 2 2031-11-15 Fixed 4.62500000 N N N N N N EURO N/A N/A 5008510.01000000 OU Currencies 5936837.33999999 0.740659249818 Long STIV XX N 1 N N N Pound Sterling N/A N/A 114893.12000000 OU Currencies 157214.00000000 0.019613473745 Long STIV GB N 1 N N N Bellis Acquisition Co. plc 259400CYE2267UB4A481 N/A 595000.00000000 PA 744069.88000000 0.092827579327 Long DBT CORP GB N 2 2030-05-14 Fixed 8.12500000 N N N N N N N/A N/A N/A -211.00000000 NC USD -33382.12000000 -0.00416463759 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Written S&P 500 Index US78378X1072 1.00000000 6225.00000000 USD 2026-09-18 XXXX -2485.83000000 N N N Aimbridge Acquisition Co., Inc. N/A 00900YAH9 76515.59970000 PA USD 75654.80000000 0.009438430633 Long LON CORP US N 2 2030-03-11 Variable 11.29186000 N N Y N N N Fidelity Grand Harbour CLO DAC 635400GMXFDXRDDHLG52 N/A 2590000.00000000 PA 3074995.61000000 0.383625794554 Long ABS-CBDO CORP IE N 2 2038-02-15 Floating 3.29400000 N N N N N N N/A N/A 80359A114 20304.00000000 NS USD 2274.05000000 0.000283702596 N/A DE US N 1 Palladyne AI Corp. N/A Call Purchased Palladyne AI Corp. Palladyne AI Corp. 1.00000000 11.50000000 USD 2026-09-24 XXXX -9234.95000000 N N N Genius Sports Ltd. N/A N/A 11708.00000000 NS USD 101859.60000000 0.012707650656 Long EC CORP GG N 1 N N N N/A N/A N/A 2000000.00000000 PA USD 31172.39000000 0.003888959334 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Teva Pharmaceutical Finance Netherlands III BV Teva Pharmaceutical Finance Netherlands III BV Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 218.08000000 USD 0.00000000 USD 2000000.00000000 USD 31172.39000000 N N N Market Bidco Ltd. N/A N/A 1800000.00000000 PA 2096782.21000000 0.261587281199 Long LON CORP GB N 2 2030-11-04 Variable 6.54800000 N N N N N N Ineos Quattro Holdings UK Ltd. N/A G4770MAM6 1410105.00000000 PA 1195484.03000000 0.149144444107 Long LON CORP GB N 2 2029-04-03 Variable 6.45400000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AV7 2647000.00000000 PA USD 2776041.25000000 0.346329284758 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 289000.00000000 PA 349894.92000000 0.043651677504 Long DBT CORP LU N 2 2031-10-15 Fixed 4.87500000 N N N N N N Project Montage N/A N/A 349014.23000000 PA USD 334634.84000000 0.041747882814 Long LON CORP US N 3 2029-02-16 Variable 10.32520000 N N N N N N N/A N/A 00CC4UCJ7 1250.00000000 NC USD 18750.00000000 0.002339185013 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 2.00000000 USD 2026-04-17 XXXX -8017.63000000 N N N Fedrigoni SpA 8156004CE82074779D19 N/A 600000.00000000 PA 693332.05000000 0.086497703511 Long DBT CORP IT N 2 2030-01-15 Floating 6.01899965 N N N N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 22800000.00000000 PA 5945715.60000000 0.741766870764 Long DBT CORP PT N 2 2025-01-21 Fixed 4.00000000 Y N N N N N Nationwide Building Society 549300XFX12G42QIKN82 N/A 850000.00000000 PA 1223925.17000000 0.152692662158 Long DBT CORP GB N 2 2030-12-20 Variable 7.50000000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAA7 4000000.00000000 PA USD 4180180.00000000 0.521504768548 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N Frontier Communications Holdings LLC N/A 35908MAB6 3000000.00000000 PA USD 3026305.32000000 0.377551362731 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 097793AE3 99000.00000000 PA USD 98901.05000000 0.012338552212 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 335991.25000000 PA USD 335991.25000000 0.041917103824 Long RA CORP US N 2 Repurchase N 3.35000000 N/A -329000.00000000 USD -328385.01042307 USD CDS N N N Goldstory SAS 969500NWR67ONUJD4A26 N/A 383000.00000000 PA 442369.76000000 0.055188518030 Long DBT CORP FR N 2 2030-02-01 Floating 6.05000160 N N N N N N Aimbridge Acquisition Co., Inc. N/A N/A 81843.81000000 PA USD 80923.07000000 0.010095681738 Long LON CORP US N 2 2030-03-11 Variable 9.28984000 N N N N N N N/A N/A N/A 510000.00000000 PA USD -50064.56000000 -0.00624588098 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Pitney Bowes, Inc. Pitney Bowes, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 49940.95000000 USD 0.00000000 USD 510000.00000000 USD -50064.56000000 N N N Italmatch Chemicals SpA 815600E7294ACCE76074 N/A 165000.00000000 PA 196149.94000000 0.024470986670 Long DBT CORP IT N 2 2031-02-05 Fixed 6.25000000 N N N N N N N/A N/A N/A 181760.00000000 PA 23717.98000000 0.002958972979 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 ADLER Real Estate GmbH ADLER Real Estate GmbH Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 12017.94000000 USD 181760.00000000 EUR 23717.98000000 N N N Euronext NV 724500QJ4QSZ3H9QU415 N/A 400000.00000000 PA 459518.57000000 0.057327944129 Long DBT CORP NL N 2 2032-05-30 Fixed 1.50000000 N N N N N Euronext NV EUR XXXX N N N Starz Capital Holdings 1, Inc. N/A 535939AA0 17535000.00000000 PA USD 16395225.00000000 2.045411446140 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N PBF Holding Co. LLC N/A 69318FAJ7 -329000.00000000 PA USD -328514.53000000 -0.04098433415 Short DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 1000000.00000000 PA USD -132971.88000000 -0.01658911087 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Pitney Bowes, Inc. Pitney Bowes, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 132729.52000000 USD 0.00000000 USD 1000000.00000000 USD -132971.88000000 N N N Sonder Holdings, Inc. N/A N/A 6301.60000000 NS USD 0.63000000 0.000000078596 Long EC CORP US N 2 N N N Vivion Investments SARL 529900SJ7X71ESJK9N76 N/A 1458000.00000000 PA 1702517.17000000 0.212400141307 Long DBT CORP LU N 2 2030-06-08 Fixed 5.62500000 N N N N N N BCP V Modular Services Finance plc 213800K8U94KVZL98H64 N/A 684000.00000000 PA 663061.76000000 0.082721287045 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A -800000.00000000 PA -917867.71000000 -0.11450999422 Short DBT CORP ES N 2 2029-03-21 Variable 3.62500000 N N N N N N Henley CLO Xi DAC 6354004ZEQIYPXESRG76 N/A 2040000.00000000 PA 2415211.78000000 0.301313450694 Long ABS-CBDO CORP IE N 2 2039-04-25 Floating 3.22999920 N N N N N N Neogen Food Safety Corp. N/A 365417AA2 3434000.00000000 PA USD 3660860.31000000 0.456716243954 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N N/A N/A 00PBSDLP3 13.00000000 NC USD 55360.46000000 0.006906579113 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index US78378X1072 100.00000000 6775.00000000 USD 2026-02-20 XXXX -36497.63000000 N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AM2 -1400000.00000000 PA USD -1407173.60000000 -0.17555410115 Short DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBQ2 1650000.00000000 PA USD 1720261.95000000 0.214613918558 Long DBT CORP US N 2 2034-01-15 Fixed 9.75000000 N N N N N N N/A N/A N/A 2000000.00000000 PA USD -4641.04000000 -0.00057900006 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HP, Inc. HP, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 9651.20000000 USD 2000000.00000000 USD -4641.04000000 N N N Crown PropTech Acquisitions N/A N/A 11148.00000000 NS USD 6911.76000000 0.000862287221 Long EC CORP KY N 3 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 45934.01550000 PA USD 40927.21000000 0.005105936868 Long LON CORP US N 2 2027-04-15 Variable 8.25000000 N N N N N N N/A N/A N/A 650000.00000000 PA USD 7433.54000000 0.000927382686 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 MGM Resorts International MGM Resorts International Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 83133.33000000 USD 0.00000000 USD 650000.00000000 USD 7433.54000000 N N N Alexandrite Lake Lux Holdings SARL 213800RY78YHYF5J8L55 N/A 1152000.00000000 PA 1380031.88000000 0.172167994241 Long DBT CORP LU N 2 2030-07-30 Fixed 6.75000000 N N N N N N N/A N/A N/A 650000.00000000 PA USD -8197.00000000 -0.00102262930 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 CCO Holdings LLC CCO Holdings LLC Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 78491.84000000 USD 0.00000000 USD 650000.00000000 USD -8197.00000000 N N N N/A N/A N/A 728163.00000000 PA -2845.86000000 -0.00035503963 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Main44-V1 2I666VDM4 Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 17460.37000000 USD 728163.00000000 EUR -2845.86000000 N N N N/A N/A N/A -24314000.00000000 PA -8045.57000000 -0.00100373742 N/A DCR GB N 2 Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 Put Written N/A Credit Default Swap Index Option 1.00000000 75.00000000 EUR 2026-03-18 XXXX 48153.60000000 N N N N/A N/A 00PBSDKZ2 -13.00000000 NC USD -25117.95000000 -0.00313362838 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index US78378X1072 100.00000000 6575.00000000 USD 2026-02-20 XXXX 25525.77000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAS0 -2000000.00000000 PA USD -2151556.00000000 -0.26842066939 Short DBT CORP ES N 2 2032-01-14 Variable 7.75000000 N N N N N N Kapla Holding SAS 894500PJ28XTH66K4X83 N/A 448000.00000000 PA 538435.67000000 0.067173368003 Long DBT CORP FR N 2 2031-04-30 Fixed 5.00000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAC7 18000.00000000 PA USD 19037.27000000 0.002375023823 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Czechoslovak Group A/S 315700SWFD7G70AVG768 N/A 1444000.00000000 PA 1786529.89000000 0.222881277071 Long DBT CORP CZ N 2 2031-01-10 Fixed 5.25000000 N N N N N N Runitonetime LLC N/A N/A 5872.94000000 PA USD 5777.80000000 0.000720818302 Long LON CORP US N 3 2026-04-16 Variable 4.67192000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAA1 77000.00000000 PA USD 79255.95000000 0.009887697625 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N N/A N/A 00CC43R44 3.00000000 NC USD 122459.26000000 0.015277592841 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NASDAQ 100 E-Mini Index US6311011026 100.00000000 29500.00000000 USD 2026-09-18 XXXX -25735.92000000 N N N N/A N/A 464288687 -48500.00000000 NS USD 6305.00000000 0.000786589947 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 N/A iShares Preferred & Income Securities ETF Y 2028-02-15 0.00000000 USD 0.00000000 USD 1536965.00000000 USD 6305.00000000 N N N Dolcetto Holdco SpA 81560029E819F2CE4A42 N/A 919000.00000000 PA 1108120.25000000 0.138245241712 Long DBT CORP IT N 2 2032-07-14 Fixed 5.62500000 N N N N N N 2026-01-31 BlackRock Funds IV Chuck Pulsfort Chuck Pulsfort Assistant Treasurer