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Dollar Tree, Inc. 100.00000000 70.00000000 USD 2025-09-19 XXXX -961.14000000 N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 277000.00000000 PA USD 294791.43000000 0.017787631107 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 107000.00000000 PA USD 106149.53000000 0.006405032472 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 300000.00000000 PA USD 283315.12000000 0.017095153823 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 3371.00000000 NC USD 244397.50000000 0.014746875693 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 37.00000000 USD 2025-07-18 XXXX -76620.83000000 N N N ATOS SE 5493001EZOOA66PTBR68 000000000 250229.00000000 PA 124938.02000000 0.007538724619 Long SN CORP FR N 2 2032-12-18 Variable 1.00000000 N N N N N N ADLER FINANCING SARL 213800BAQB59IVKP7S93 000000000 822232.17000000 PA 1014554.99000000 0.061217959763 Long DBT CORP LU N 2 2028-12-31 Fixed 8.25000000 N N Y N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 17.00000000 NC USD 105910.00000000 0.006390579300 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Meta Platforms, Inc. Meta Platforms, Inc. 100.00000000 680.00000000 USD 2025-07-18 XXXX 80304.10000000 N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 113000.00000000 PA USD 116412.83000000 0.007024317078 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 258000.00000000 PA USD 253494.17000000 0.015295766175 Long DBT CORP US N 2 2062-03-30 Fixed 6.38000000 N N N N N N Hydrofarm Holdings LLC N/A 000000000 1037391.95000000 PA USD 840287.48000000 0.050702707736 Long LON CORP US N 2 2028-10-25 Floating 10.04000000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAK4 200000.00000000 PA USD 219075.75000000 0.013218968494 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N Elmwood CLO I Ltd. N/A 290015AW6 250000.00000000 PA USD 250883.70000000 0.015138251157 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.79000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6700642.00000000 OU Notional Amount USD -156571.66000000 -0.00944748946 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-05-12 61.75000000 USD 0.00000000 USD 6700642.00000000 USD -156633.41000000 N N N MNTN INC N/A 000000000 53954.00000000 NS USD 1179973.98000000 0.071199294608 Long EC CORP US Y 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -651.98000000 -0.00003934028 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 890338.57000000 USD 76522374.00000000 INR 2025-09-17 -651.98000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 34.00000000 NC USD 32300.00000000 0.001948972820 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. Walt Disney Co. 100.00000000 115.00000000 USD 2025-07-18 XXXX 23010.20000000 N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 100000.00000000 PA USD 96170.75000000 0.005802915723 Long DBT CORP CA N 2 2029-05-15 Fixed 4.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 154.00000000 NC USD 126665.00000000 0.007642930102 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 215.00000000 USD 2025-07-18 XXXX 42934.83000000 N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 225000.00000000 PA 266382.64000000 0.016073452792 Long DBT CORP IT N 2 2034-01-21 Fixed 4.88000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 37436.00000000 NS USD 163969.68000000 0.009893883891 Long EC CORP US N 1 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6518851.00000000 OU Notional Amount 202683.38000000 0.012229857547 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-11 51.57000000 EUR 0.00000000 EUR 6518851.00000000 EUR 202626.33000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 10.00000000 NC USD 1075.00000000 0.000064865194 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 590.00000000 USD 2025-07-18 XXXX -10167.29000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 58.00000000 NC USD 44370.00000000 0.002677273190 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 160.00000000 USD 2025-08-15 XXXX 22241.42000000 N N N LESSEN HOLDINGS INC PREF N/A 000000000 24168.00000000 NS USD 70812.24000000 0.004272790437 Long EC CORP US N 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -119.00000000 NC USD -7675.50000000 -0.00046313748 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NVIDIA Corp. NVIDIA Corp. 100.00000000 120.00000000 USD 2025-08-15 XXXX 13098.25000000 N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 297000.00000000 PA USD 306329.87000000 0.018483857297 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -549.00000000 NC USD -37332.00000000 -0.00225260227 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bank of America Corp. Bank of America Corp. 100.00000000 50.00000000 USD 2025-08-15 XXXX -20438.97000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 22000.00000000 NS 997613.37000000 0.060195707227 Long EC CORP CA N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -9720.00000000 -0.00058650203 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 165.00000000 USD 2025-08-15 XXXX 1189.91000000 N N N LESSEN INC N/A 527083AA7 1945171.00000000 PA USD 1792086.04000000 0.108133962348 Long DBT CORP US N 3 2028-01-05 Variable 12.78000000 N N N N N N GS Mortgage Securities Trust N/A 36265AAN1 2150000.00000000 PA USD 2123392.68000000 0.128124910850 Long ABS-MBS CORP US N 2 2036-11-15 Floating 7.86000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 5008.00000000 NS USD 804184.64000000 0.048524272631 Long EC CORP US N 1 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 195000.00000000 PA USD 189277.74000000 0.011420965039 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 1683.00000000 NS USD 190869.03000000 0.011516983025 Long EC CORP KY N 1 N N N UMBS, TBA N/A 01F042673 76345000.00000000 PA USD 73017997.89000000 4.405885241216 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2576915.00000000 OU Notional Amount USD 143337.09000000 0.008648919274 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2053-11-03 80.56000000 USD 0.00000000 USD 2576915.00000000 USD 143256.53000000 N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 372000.00000000 PA USD 388275.00000000 0.023428403153 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAF8 165000.00000000 PA USD 170846.78000000 0.010308846151 Long DBT CORP US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 284547.00000000 NS USD 30563193.27000000 1.844174395956 Long EC CORP US N 1 N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 200000.00000000 PA USD 204466.67000000 0.012337460759 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N Allied Universal Holdco LLC 549300ONXPZT3KQZDR65 01957TAK3 989717.24000000 PA 1164870.41000000 0.070287949487 Long LON CORP LU N 2 2028-05-12 Floating 5.68000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 200000.00000000 PA USD 177921.68000000 0.010735743606 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N Arcano Euro CLO 635400HGPOTPFZDKOF20 000000000 160000.00000000 PA 188472.10000000 0.011372352950 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 0.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807306 4349.00000000 NS USD 423331.66000000 0.025543712054 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 100000.00000000 PA USD 94022.44000000 0.005673287308 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 183.00000000 NC USD 22783.50000000 0.001374749915 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 85.00000000 USD 2025-08-15 XXXX 2644.99000000 N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 494000.00000000 PA USD 523661.00000000 0.031597555917 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 92000.00000000 PA USD 88804.11000000 0.005358414759 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Carval CLO LTD N/A 14687MAG7 250000.00000000 PA USD 249032.38000000 0.015026543035 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.77000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 393000.00000000 PA 469213.52000000 0.028312210447 Long DBT CORP GB N 2 2029-04-15 Fixed 6.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 21.00000000 NC USD 5040.00000000 0.000304112167 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. 100.00000000 155.00000000 USD 2025-07-18 XXXX -1989.53000000 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 100000.00000000 PA USD 96645.91000000 0.005831586742 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 409000.00000000 PA USD 354807.50000000 0.021408983714 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 182.00000000 NC USD 637.00000000 0.000038436398 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 590.00000000 USD 2025-06-30 XXXX -74005.45000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -49.00000000 NC USD -7178.50000000 -0.00043314864 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. 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Walt Disney Co. 100.00000000 110.00000000 USD 2025-09-19 XXXX 1195.30000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -16.00000000 NC USD -18360.00000000 -0.00110783718 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Meta Platforms, Inc. 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Meta Platforms, Inc. 100.00000000 740.00000000 USD 2025-08-15 XXXX 19204.33000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -155.00000000 NC USD -73625.00000000 -0.00444251157 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 235.00000000 USD 2025-08-15 XXXX -29463.85000000 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 200000.00000000 PA USD 207040.20000000 0.012492746827 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N WRANGLER HOLDCO CORP N/A 37441QAA9 114000.00000000 PA USD 118680.96000000 0.007161175397 Long DBT CORP US N 2 2032-04-01 Fixed 6.63000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 29784.00000000 NS USD 11783443.92000000 0.711009657318 Long EC CORP US N 1 N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 197000.00000000 PA USD 207208.30000000 0.012502889934 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 331.00000000 NC 175455.75000000 0.010586950091 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Call Purchased EURO STOXX Banks Index SX7E INDEX 50.00000000 200.00000000 EUR 2025-09-19 XXXX 63363.47000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 13.00000000 NC USD 36920.00000000 0.002227742307 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 770.00000000 USD 2025-07-18 XXXX 3001.32000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 1457593.00000000 OU Notional Amount USD 2172.00000000 0.000131057862 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2025-09-19 0.00000000 USD 0.00000000 USD 1457593.00000000 USD 2172.00000000 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 39544.00000000 NS USD 17296941.04000000 1.043692506621 Long EC CORP IE N 1 N N N PARK INTERMED HOLDINGS N/A 70052LAC7 180000.00000000 PA USD 174402.86000000 0.010523419007 Long DBT US N 2 2029-05-15 Fixed 4.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -4935.00000000 -0.00029777649 N/A DE IL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written CyberArk Software Ltd. 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Progressive Corp. 100.00000000 295.00000000 USD 2025-07-18 XXXX -8919.32000000 N N N MasOrange Finco Plc 549300PONZMYNJTH6970 000000000 1000000.00000000 PA 1168008.75000000 0.070477316030 Long LON CORP GB N 2 2031-03-25 Floating 4.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFK2 3656700.00000000 PA USD 3652700.48000000 0.220402908878 Long DBT UST US N 2 2025-09-15 Fixed 3.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 5940.00000000 0.000358417911 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Stryker Corp. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -56765000.00000000 OU Notional Amount -52215.50000000 -0.00315066843 N/A DIR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. 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N/A 56607TAN5 250000.00000000 PA USD 249158.85000000 0.015034174198 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.18000000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 7969.00000000 NS USD 1630776.16000000 0.098400570033 Long EC CORP US N 1 N N N AMF MF Portfolio N/A 000000000 3489747.54000000 PA USD 3564441.75000000 0.215077402192 Long LON CORP US N 3 2028-11-01 Fixed 7.06000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 100000.00000000 PA USD 99057.56000000 0.005977105018 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 100000.00000000 PA 135537.52000000 0.008178295437 Long DBT CORP GB N 2 2026-05-08 Fixed 3.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 56.00000000 NC USD 8708.00000000 0.000525438245 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NextEra Energy, Inc. 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Netflix, Inc. 100.00000000 1100.00000000 USD 2025-08-15 XXXX 12076.89000000 N N N CHNGE Mortgage Trust 2022-2 N/A 12546YAB7 5000000.00000000 PA USD 4412725.50000000 0.266262602588 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.61000000 N N N N N N National Stock Exchange Of India N/A 000000000 91.00000000 NC USD 47290.46000000 0.002853492916 N/A DE IN N 2 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSN5 Index 2025-07-31 4614269.80000000 USD 47290.46000000 N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 236000.00000000 PA USD 225885.21000000 0.013629849375 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 967840.00000000 OU Notional Amount 107617.80000000 0.006493627467 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S43 2I667KLL0 Y sell protection 2030-06-20 83745.50000000 EUR 0.00000000 EUR 967840.00000000 EUR 13102.95000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 100000.00000000 PA USD 93417.35000000 0.005636776350 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 100000.00000000 PA USD 81266.02000000 0.004903568551 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 29103CAA6 200000.00000000 PA USD 204434.40000000 0.012335513596 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -79.00000000 NC USD -45030.00000000 -0.00271709740 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 240.00000000 USD 2025-09-19 XXXX -18346.00000000 N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 200000.00000000 PA USD 209706.80000000 0.012653648714 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 112000.00000000 PA USD 105610.81000000 0.006372526261 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 000000000 165000.00000000 PA 136232.05000000 0.008220203180 Long DBT CORP GB N 2 2025-11-26 Fixed 4.25000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 100000.00000000 PA USD 97181.45000000 0.005863901074 Long DBT CORP US N 2 2029-06-30 Fixed 4.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2363950.00000000 OU Notional Amount USD 28623.67000000 0.001727144113 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-11-03 10.76000000 USD 0.00000000 USD 2363950.00000000 USD 28612.91000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 143.00000000 NC USD 145502.50000000 0.008779579498 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NVIDIA Corp. NVIDIA Corp. 100.00000000 150.00000000 USD 2025-07-18 XXXX 85325.35000000 N N N Tricon Residential N/A 89614YAH9 887000.00000000 PA USD 864034.95000000 0.052135623327 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.13000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 470000.00000000 PA USD 432133.75000000 0.026074827664 Long ABS-O CORP US N 2 2036-11-20 Fixed 4.68000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 100000.00000000 PA USD 99597.59000000 0.006009690275 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 100000.00000000 PA USD 107177.70000000 0.006467071958 Long DBT CORP US N 2 2033-03-15 Fixed 8.63000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 200000.00000000 PA USD 198956.28000000 0.012004965392 Long DBT CORP CH N 2 2030-02-10 Fixed 7.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -8505.00000000 -0.00051318928 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intuitive Surgical, Inc. Intuitive Surgical, Inc. 100.00000000 600.00000000 USD 2025-09-19 XXXX -3059.85000000 N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 440000.00000000 PA 609582.74000000 0.036782049290 Long DBT CORP GB N 2 2030-12-20 Fixed 7.50000000 N N N N N N AROUNDTOWN FINANCE SARL 8945006LEXV2KWSWVP51 000000000 420000.00000000 PA 581960.91000000 0.035115355918 Long DBT CORP LU N 2 2029-05-07 Fixed 8.63000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 -140220000.00000000 NC USD -43384.07000000 -0.00261778245 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written Constant Maturity Swap on difference between the 30 and 5 year swap rates N/A 1.00000000 0.68750000 USD 2025-09-02 XXXX 21818.23000000 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 100000.00000000 PA USD 99452.63000000 0.006000943430 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 62.00000000 NC USD 40579.00000000 0.002448525327 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 620.00000000 USD 2025-07-18 XXXX 18058.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6443423.00000000 OU Notional Amount USD 25674.33000000 0.001549181775 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-10-10 52.41000000 USD 0.00000000 USD 6443423.00000000 USD 25621.92000000 N N N FIBERCOP SPA 8156007022402E114A31 683879AB6 200000.00000000 PA USD 194218.00000000 0.011719058923 Long DBT CORP IT N 2 2033-11-15 Fixed 6.38000000 N N N N N N GS FINANCE CORP 549300FR80KBVO6DRL61 40058GUK5 2890000.00000000 PA USD 2938898.80000000 0.177332318366 Long SN CORP US N 2 2030-02-14 Variable 8.75000000 N N N N N N ELO SACA 969500ASEC557H5A4F22 000000000 100000.00000000 PA 116175.38000000 0.007009989412 Long DBT CORP FR N 2 2026-01-29 Fixed 2.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6913400.00000000 OU Notional Amount USD 159224.01000000 0.009607531512 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-01-23 60.04000000 USD 0.00000000 USD 6913400.00000000 USD 159163.97000000 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 37193.00000000 NS USD 5626557.04000000 0.339504852745 Long EC CORP US N 1 N N N SIX FLAGS ENTERTAINME 549300JYTDUAA4JQ3717 83001AAC6 100000.00000000 PA USD 99784.49000000 0.006020967768 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 276000.00000000 PA USD 292523.29000000 0.017650772184 Long DBT CORP US N 2 2032-01-15 Fixed 10.88000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAC0 204000.00000000 PA USD 218674.54000000 0.013194759597 Long DBT CORP NL N 2 2031-01-15 Fixed 12.25000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 815000.00000000 PA USD 825656.94000000 0.049819905110 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N LESSEN HLDS SERIES BX N/A 000000000 456729.00000000 NS USD 1000236.51000000 0.060353986749 Long EC CORP US N 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -5772.00000000 -0.00034828083 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walt Disney Co. Walt Disney Co. 100.00000000 135.00000000 USD 2025-09-19 XXXX -2417.51000000 N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 522000.00000000 PA USD 521634.02000000 0.031475248520 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -497240.18000000 -0.03000333114 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 107480750.00000000 DKK 16569845.72000000 USD 2025-09-17 -497240.18000000 N N N OCEANA A NOTE 3 YEAR N/A 000000000 2524000.00000000 PA 1702700.39000000 0.102740457630 Long DBT CORP AU N 3 2026-07-31 Fixed 12.50000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 100000.00000000 PA USD 99526.18000000 0.006005381416 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAF2 200000.00000000 PA USD 204302.05000000 0.012327527635 Long DBT CORP US N 2 2028-09-15 Fixed 7.05000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 -8515000.00000000 OU Notional Amount -21869.56000000 -0.00131960303 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 8515000.00000000 OU Notional Amount N/A -21869.56000000 0.00000000 DIR US N/A N/A 2030-09-29 0.00000000 N/A 0.00000000 N/A 8515000.00000000 EUR 1.00000000 2.50000000 EUR 2025-09-25 XXXX -1719.92000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 71.00000000 NC USD 19738.00000000 0.001190985310 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 210.00000000 USD 2025-07-18 XXXX -15737.82000000 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 118000.00000000 PA USD 122003.85000000 0.007361677635 Long DBT CORP US N 2 2030-01-30 Fixed 6.88000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 200000.00000000 PA USD 225062.00000000 0.013580177118 Long DBT CORP NL N 2 2031-09-15 Fixed 8.13000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 9434000.00000000 OU Notional Amount USD 5570.02000000 0.000336093423 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 9434000.00000000 OU Notional Amount N/A 5570.02000000 0.00000000 DIR US N/A N/A 2035-07-14 0.00000000 N/A 0.00000000 N/A 9434000.00000000 USD 1.00000000 3.50000000 USD 2025-07-10 XXXX -87569.98000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -21.00000000 NC USD -11812.50000000 -0.00071276289 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Salesforce, Inc. Salesforce, Inc. 100.00000000 310.00000000 USD 2025-09-19 XXXX -1953.93000000 N N N United Petfood Finance BV 984500FD3FH360C3C633 000000000 1280899.00000000 PA 1503177.68000000 0.090701314013 Long LON CORP BE N 2 2032-02-26 Floating 5.17000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 100000.00000000 PA 118722.39000000 0.007163675272 Long DBT CORP NL N 2 2030-11-15 Fixed 5.49000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 100000.00000000 PA USD 96849.88000000 0.005843894234 Long DBT CORP US N 2 2027-08-31 Fixed 3.38000000 N N N N N N KRONOS INTERNATIONAL INC 529900NTVDLUSYY9F493 000000000 100000.00000000 PA 126857.42000000 0.007654540670 Long DBT CORP US N 2 2029-03-15 Fixed 9.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5561000.00000000 OU Notional Amount USD 23497.35000000 0.001417823421 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-03-27 90.15000000 USD 0.00000000 USD 5561000.00000000 USD 23407.20000000 N N N Project Montage N/A 000000000 1257379.84000000 PA USD 1225945.34000000 0.073973193406 Long LON CORP US N 3 2029-02-16 Floating 13.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -556.00000000 NC USD -1329789.01000000 -0.08023909094 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 -61011710.99000000 USD -1329789.01000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 2907855.00000000 OU Notional Amount USD 3610.00000000 0.000217826374 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y equity-performance leg 2025-09-19 0.00000000 USD 0.00000000 USD 2907855.00000000 USD 3610.00000000 N N N AB CarVal Euro CLO 6354004BYSUDKD9P4215 000000000 270000.00000000 PA 323527.10000000 0.019521533268 Long ABS-CBDO CORP IE N 2 2037-02-15 Floating 5.89000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 199.00000000 NC USD 43083.50000000 0.002599646145 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Dollar Tree, Inc. Dollar Tree, Inc. 100.00000000 85.00000000 USD 2025-09-19 XXXX -21974.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12488000.00000000 OU Notional Amount USD 58700.93000000 0.003541997433 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-08 24.39000000 USD 0.00000000 USD 12488000.00000000 USD 58676.54000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 117.00000000 NC USD 43582.50000000 0.002629755664 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 100.00000000 USD 2025-09-19 XXXX 7704.17000000 N N N FREMF Mortgage Trust N/A 30307MAN8 1923000.00000000 PA USD 1774871.12000000 0.107095218968 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.79000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAM4 140000.00000000 PA USD 146440.00000000 0.008836147982 Long DBT CORP US N 2 2030-07-15 Fixed 11.13000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 400000.00000000 PA USD 410376.60000000 0.024762007416 Long DBT CORP US N 2 2029-03-01 Fixed 6.38000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 133000.00000000 PA 183176.97000000 0.011052846311 Long DBT CORP ES N 2 2026-02-02 Fixed 5.38000000 N N N N N N Madison Park Funding Ltd N/A 55821KAE6 500000.00000000 PA USD 501249.95000000 0.030245279529 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.19000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 149.00000000 NC USD 24287.00000000 0.001465470677 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Oracle Corp. Oracle Corp. 100.00000000 190.00000000 USD 2025-08-15 XXXX -51170.76000000 N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAD8 100000.00000000 PA USD 103811.60000000 0.006263962441 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N COREWEAVE INC N/A 000000000 17940.00000000 NS USD 2925296.40000000 0.176511553416 Long STIV CORP US Y 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -21637.91000000 -0.00130562533 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 757671.47000000 EUR 875401.19000000 USD 2025-09-17 -21637.91000000 N N N LAMAR MEDIA CORP N/A 513075BW0 126000.00000000 PA USD 124553.28000000 0.007515509517 Long DBT CORP US N 2 2029-01-15 Fixed 4.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -9817.50000000 -0.00059238515 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Tesla, Inc. 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Freeport-McMoRan, Inc. 100.00000000 40.00000000 USD 2025-07-18 XXXX 12079.69000000 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AE8 100000.00000000 PA USD 99105.63000000 0.005980005548 Long DBT CORP US N 2 2027-05-15 Fixed 5.38000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 167000.00000000 PA USD 164976.31000000 0.009954623659 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N FLYR D 1 PREF WARR N/A 000000000 5576.00000000 NS USD 17118.32000000 0.001032914563 Long EC CORP US N 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 9170.00000000 0.000553315193 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Intuit, Inc. 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