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Lam Research Corp. 100.00000000 85.00000000 USD 2025-05-16 XXXX -94970.31000000 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 656921.00000000 NS USD 71197097.98000000 1.787278856376 Long EC CORP US N 1 N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AE3 201000.00000000 PA USD 200978.53000000 0.005045215148 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4886.78000000 0.000122674081 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1421321.28000000 USD 48218324.42000000 THB 2025-05-20 4886.78000000 N N N Telenor ASA 549300IM1QSBY4SLPM26 N/A 63298.00000000 NS 904463.67000000 0.022704981517 Long EC CORP NO N 2 N N N MCM Trust N/A N/A 2231764.84000000 PA USD 1421132.50000000 0.035675050548 Long ABS-MBS CORP US N 3 2028-08-28 Fixed 3.00000000 N N N N N N Amazon.com, Inc. 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Marvell Technology, Inc. 100.00000000 140.00000000 USD 2025-05-16 XXXX -294821.94000000 N N N Maverick Gaming LLC N/A 57770JAE6 752825.00110000 PA USD 456083.97000000 0.011449191883 Long LON CORP US N 2 2028-06-05 Variable 11.80510000 N N N N N N Astra International Tbk. PT 529900L49TRJOMG4DK47 N/A 972000.00000000 NS 287663.11000000 0.007221280204 Long EC CORP ID N 2 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 N/A 316000.00000000 PA 389121.81000000 0.009768223752 Long DBT CORP US N 2 2026-10-23 Fixed 1.75000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEF1 156000.00000000 PA USD 142095.72000000 0.003567064994 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 13467.00000000 NS USD 1832454.69000000 0.046000576085 Long EC CORP US N 1 N N N Apleona Holding GmbH N/A N/A 2400468.00000000 PA 2595626.05000000 0.065158660814 Long LON CORP DE N 2 2028-04-28 Variable 6.36200000 N N N N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 N/A 2000000.00000000 PA 1895706.51000000 0.047588402608 Long DBT CORP ES N 2 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N Saudi National Bank (The) 5586006ZEFQ542K7CY16 N/A 10035.00000000 NS 95627.08000000 0.002400550907 Long EC CORP SA N 2 N N N N/A N/A N/A 69069885.00000000 PA 321772.30000000 0.008077531875 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-09-20 0.00000000 USD 0.00000000 USD 69069885.00000000 ZAR 321772.30000000 N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAP7 200000.00000000 PA USD 201050.00000000 0.005047009278 Long DBT NUSS CL N 2 2034-07-30 Fixed 5.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 160000.00000000 PA USD 140384.00000000 0.003524095252 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 N/A 3019000.00000000 PA 3159081.49000000 0.079303226013 Long DBT CORP FR N 2 2027-02-15 Fixed 2.75000000 N N N N N N International Container Terminal Services, Inc. 254900FU1MWK0I0Q4J61 N/A 24930.00000000 NS 154655.31000000 0.003882351576 Long EC CORP PH N 1 N N N N/A N/A N/A 485000.00000000 PA USD -20012.89000000 -0.00050238866 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Paramount Global Paramount Global Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 13862.08000000 USD 0.00000000 USD 485000.00000000 USD -20012.89000000 N N N N/A N/A N/A 123261.00000000 PA USD 2492.09000000 0.000062559569 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Call Purchased N/A Dual Binary Option: Payout at expiration if the EURUSD on WM10AMNY is below or at 1.02 and USDJPY on WM10AMNY is below or at 148 1.00000000 148.00000000 USD 2025-07-15 XXXX -6937.38000000 N N N Etihad Etisalat Co. 2549007BA9ABDE3HVK79 N/A 25082.00000000 NS 407880.89000000 0.010239137707 Long EC CORP SA N 1 N N N J Front Retailing Co. Ltd. N/A N/A 36700.00000000 NS 455719.10000000 0.011440032458 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1762.18000000 0.000044236452 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 587436.00000000 USD 88156391.00000000 JPY 2025-04-24 1762.18000000 N N N Elmwood CLO II Ltd. N/A 29001LBA8 475000.00000000 PA USD 473391.27000000 0.011883661436 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.99316840 N N N N N N N/A N/A N/A 4311861.00000000 PA -12187.58000000 -0.00030594792 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Y 2029-01-02 0.00000000 USD 0.00000000 USD 4311861.00000000 BRL -12187.58000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724BZ4 87397.00000000 PA USD 56371.07000000 0.001415097305 Long DBT NUSS UA N 2 2029-02-01 Variable 1.74999960 N N N N N N N/A N/A N/A 29296.00000000 NS USD 170502.72000000 0.004280173139 N/A DE US N 3 Davidson Homes, Inc. N/A Call Purchased Davidson Homes, Inc. Davidson Homes, Inc. 1.00000000 8.46500000 USD 2034-05-16 XXXX 170502.72000000 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAD9 876000.00000000 PA USD 858480.00000000 0.021550641755 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N PCF GmbH 5299001ZMR76CCHGY076 N/A 623870.00000000 PA 576038.33000000 0.014460436687 Long DBT CORP DE N 2 2029-04-15 Fixed 4.75000000 N N N N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 17188.00000000 NS USD 3911129.40000000 0.098182075948 Long EC CORP US N 1 N N N AccessLex Institute 635400C9RW3TYNTIJP57 00432CDJ7 209159.05690000 PA USD 206622.52000000 0.005186897664 Long ABS-O CORP US N 2 2036-05-25 Floating 4.88314080 N N N N N N Weichai Power Co. 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N/A 29102UAB5 919754.28800000 PA USD 680618.17000000 0.017085731006 Long LON CORP US N 3 2027-12-29 Variable 10.57492000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 113249.00000000 NS 4043501.87000000 0.101505055725 Long EC CORP DE N 1 N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45074JAA2 100000.00000000 PA USD 92253.15000000 0.002315854284 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 206000.00000000 PA USD 166994.89000000 0.004192115191 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N IGT Holding IV AB N/A N/A 1666667.00000000 PA 1793156.20000000 0.045014056097 Long LON CORP SE N 2 2031-08-29 Variable 5.85500000 N N N N N N N/A N/A N/A 34534942.00000000 PA 161002.42000000 0.004041684692 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-09-20 0.00000000 USD 0.00000000 USD 34534942.00000000 ZAR 161002.42000000 N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 4179000.00000000 PA 1022386.97000000 0.025665240106 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.00000000 N N N N N N N/A N/A N/A -1589311.00000000 PA USD -1.20000000 -0.00000003012 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A USD Currency 1.00000000 160.00000000 USD 2025-04-08 XXXX 18460.24000000 N N N Sabena Technics SAS N/A N/A 1712501.91000000 PA 1851728.32000000 0.046484406920 Long DBT CORP FR Y 3 2029-09-30 Floating 8.72200080 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 3102000.00000000 PA 3326268.95000000 0.083500175338 Long DBT CORP LU N 2 2026-09-15 Fixed 3.12500000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 1522000.00000000 PA 1715682.49000000 0.043069213853 Long DBT CORP FR N 2 2029-05-31 Fixed 6.37500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 N/A 204000.00000000 PA 279951.24000000 0.007027687170 Long DBT CORP US N 2 2028-04-10 Fixed 7.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BH0 325000.00000000 PA USD 320070.08000000 0.008034800613 Long DBT CORP CH N 2 2030-02-10 Variable 7.00000000 N N N N N N GoTo Group, Inc. 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United States Steel Corp. 100.00000000 45.00000000 USD 2025-05-16 XXXX -27730.54000000 N N N Turkiye Is Bankasi A/S 789000FIRX9MDN0KTM91 N/A 833899.00000000 NS 269363.39000000 0.006761897679 Long EC CORP TR N 2 N N N/A N/A 00PBTM8T9 340.00000000 NC USD 1870.00000000 0.000046943085 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Ford Motor Co. Ford Motor Co. 100.00000000 8.85000000 USD 2025-04-17 XXXX -2287.10000000 N N N N/A N/A 00PBBA377 -287.00000000 NC USD -9758.00000000 -0.00024495755 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100.00000000 73.00000000 USD 2025-05-16 XXXX -7527.56000000 N N N Sampo OYJ 743700UF3RL386WIDA22 N/A 39575.00000000 NS 379254.26000000 0.009520516135 Long EC CORP FI N 2 N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 7124.00000000 NS 1121240.93000000 0.028146796203 Long EC CORP AU N 2 N N N N/A N/A N/A 1049409.00000000 PA USD 3240.31000000 0.000081342325 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Best Buy Co., Inc. Best Buy Co., Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 202527.50000000 USD 1049409.00000000 USD 3240.31000000 N N N N/A N/A N/A 108138.00000000 PA USD 6076.40000000 0.000152537414 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Call Purchased N/A USD/CAD One-touch barrier option; Barrier price USD 1.52500 1.00000000 1.52500000 USD 2025-07-18 XXXX 323.46000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 N/A 581.00000000 NS 9613.22000000 0.000241323106 Long EC CORP KY N 2 N N N Melco Resorts Finance Ltd. 5493000FQDBWKDBZEF60 N/A 200000.00000000 PA USD 183998.00000000 0.004618948585 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N Fressnapf Holding SE 529900NLSO3VLFW8JQ35 N/A 343000.00000000 PA 370422.29000000 0.009298804946 Long DBT CORP DE N 2 2031-10-31 Fixed 5.25000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 46652.00000000 NS USD 38530353.32000000 0.967237257856 Long EC CORP US N 1 N N N N/A N/A N/A 208742.06000000 PA USD 1031.94000000 0.000025905052 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 J.P. Morgan EM FX Volatility Carry Index J.P. Morgan EM FX Volatility Carry Index Y 2025-12-19 0.00000000 USD 0.00000000 USD 208742.06000000 USD 1031.94000000 N N N N/A N/A 00PBH2MC7 -336.00000000 NC USD -18648.00000000 -0.00046812548 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Wells Fargo & Co. Wells Fargo & Co. 100.00000000 65.00000000 USD 2025-04-17 XXXX -2199.87000000 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AV6 200000.00000000 PA USD 196663.10000000 0.004936883811 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 85826391.00000000 PA -33369.01000000 -0.00083767074 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-07 0.00000000 USD 0.00000000 USD 85826391.00000000 ZAR -33369.01000000 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 22658.00000000 NS USD 4644890.00000000 0.116601854889 Long EC CORP US N 1 N N N Snorkel AI, Inc., Series C N/A N/A 55904.00000000 NS USD 500899.84000000 0.012574216064 Long EC CORP US Y 3 N N N Inspired Finco Holdings Ltd. N/A N/A 766283.33000000 PA 822458.95000000 0.020646396177 Long LON CORP GB N 2 2031-02-28 Variable 3.25000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 68470.00000000 NS 1093700.97000000 0.027455453583 Long EC CORP SE N 2 N N N N/A N/A 00CBR5X23 192.00000000 NC USD 10752.00000000 0.000269910190 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chicago Board Options Exchange SPX Volatility Index US12497K1007 100.00000000 30.00000000 USD 2025-04-16 XXXX 340.20000000 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 55623.00000000 NS USD 20705661.75000000 0.519779492465 Long EC CORP US N 1 N N N Parts Europe SA N/A N/A 1411050.00000000 PA 1523144.04000000 0.038235872179 Long LON CORP FR N 2 2031-02-03 Variable 5.95400000 N N N N N N Lookout, Inc., Series F N/A N/A 671775.00000000 NS USD 906896.25000000 0.022766047192 Long EP CORP US Y 3 N N N Deckers Outdoor Corp. 5493008LG4W3I6K8J118 243537107 11603.00000000 NS USD 1297331.43000000 0.032567240805 Long EC CORP US N 1 N N N Ziggo BV 213800TQASLF9JXH5J59 N9833RAH2 9179147.00000000 PA 9545268.39000000 0.239617299804 Long LON CORP NL N 2 2029-01-31 Variable 5.36800000 N N N N N N Summer BC Holdco B SARL 984500NRF59D5DB9B654 N/A 238000.00000000 PA 253131.26000000 0.006354418392 Long DBT CORP LU N 2 2030-02-15 Fixed 5.87500000 N N N N N N Boels Topholding BV 724500V913SEHSEW2O75 N/A 1522000.00000000 PA 1699225.11000000 0.042656080057 Long DBT CORP NL N 2 2029-02-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 269.86000000 0.000006774364 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 390993.81000000 CNY 54370.00000000 USD 2025-06-18 269.86000000 N N N Adyen NV 724500973ODKK3IFQ447 N/A 891.00000000 NS 1365721.43000000 0.034284052367 Long EC CORP NL N 2 N N N N/A N/A N/A 2181000.00000000 PA USD 9251.64000000 0.000232246271 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Put Purchased N/A USD/JPY Down-and-out barrier option; Barrier price USD 136.00000 1.00000000 144.00000000 USD 2025-08-07 XXXX -3310.92000000 N N N N/A N/A N/A 2546.00000000 NC USD 3551670.00000000 0.089158475217 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 275.00000000 USD 2025-04-11 XXXX 2682906.69000000 N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAJ4 250000.00000000 PA USD 238612.50000000 0.005989950267 Long DBT CORP NL N 2 2034-10-15 Fixed 8.00000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 N/A 3068000.00000000 PA 3725303.66000000 0.093517245140 Long DBT CORP GB N 2 2028-06-01 Fixed 4.87500000 N N N N N N Oceana Australian Fixed Income Trust N/A N/A 1.00000000 PA 0.62000000 0.000000015564 Long DBT CORP AU N 2 2025-08-31 Fixed 10.25000000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 19269.00000000 NS USD 2499767.37000000 0.062752295992 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 377196.00000000 NS USD 58929331.08000000 1.479317984129 Long EC CORP US N 1 N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632QAE3 1826000.00000000 PA USD 1774991.77000000 0.044558069791 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N N/A N/A 00CBLC277 1392.00000000 NC USD 2784.00000000 0.000069887459 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 110.00000000 USD 2025-04-17 XXXX -349707.63000000 N N N Grand Rounds, Inc. N/A N/A 2434345.00000000 NS USD 1825758.75000000 0.045832486200 Long EC CORP GB Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 4259.98000000 0.000106939361 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4078628.16000000 BRL 719000.00000000 USD 2025-04-02 4259.98000000 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 300000.00000000 PA USD 294535.08000000 0.007393789015 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 702102500.00000000 PA -525654.25000000 -0.01319563231 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2054-03-06 0.00000000 USD 0.00000000 USD 702102500.00000000 JPY -525654.25000000 N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAD4 2640000.00000000 PA USD 2638835.23000000 0.066243351847 Long DBT CORP US N 2 2029-06-15 Fixed 8.37500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AM6 241000.00000000 PA USD 234975.00000000 0.005898637180 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 421430.79000000 0.010579284293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14093861.00000000 EUR 91240837.34000000 BRL 2025-06-18 421430.79000000 N N N Shell plc 21380068P1DRHMJ8KU70 N/A 708187.00000000 NS 25915823.37000000 0.650571504582 Long EC CORP GB N 2 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 700000.00000000 PA 894557.03000000 0.022456292614 Long DBT CORP ES N 2 2026-10-06 Variable 3.12500000 N N N N N N Oceana Australian Fixed Income Trust N/A N/A 3633000.00000000 PA 2380859.96000000 0.059767333040 Long DBT CORP AU N 3 2027-08-31 Fixed 12.50000000 N N N N N N Avaya, Inc. N/A 05351X507 261.00000000 NS USD 1522.41000000 0.000038217445 Long EC CORP US N 2 N N N Pioneer, Inc. N/A N/A 4026785.00000000 PA USD 4082354.63000000 0.102480386440 Long DBT CORP US N 3 2030-11-18 Floating 10.50000120 N N Y N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAG8 1254000.00000000 PA USD 1299457.50000000 0.032620612081 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N N/A N/A 00CBLC293 -1392.00000000 NC USD -1392.00000000 -0.00003494372 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walmart, Inc. Walmart, Inc. 100.00000000 120.00000000 USD 2025-04-17 XXXX 81963.12000000 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 197023.00000000 NS USD 19875680.24000000 0.498944255551 Long EC CORP US N 1 N N N Altice France SA 5493001ZMCICV4N02J21 N/A 223000.00000000 PA 192047.91000000 0.004821027523 Long DBT CORP FR N 2 2028-01-15 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15207.60000000 -0.00038176025 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 65346269.00000000 INR 744961.89000000 USD 2025-06-18 -15207.60000000 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 38765.00000000 NS USD 23801322.35000000 0.597490647749 Long EC CORP US N 1 N N N Solaris Energy Infrastructure, Inc. 529900MTK3C8Y8TIIC10 83418M103 148391.00000000 NS USD 3228988.16000000 0.081058110928 Long EC CORP US N 1 N N Dominican Republic 254900EHU7Q8FGVPI369 25714PET1 355000.00000000 PA USD 367070.00000000 0.009214651557 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N Polaris Newco LLC N/A 73108RAC2 2493540.05170000 PA 2519875.21000000 0.063257068213 Long LON CORP US N 2 2028-06-02 Variable 6.11300000 N N N N N N Organon & Co. N/A 68622FAB7 200000.00000000 PA USD 194135.56000000 0.004873434332 Long DBT CORP US N 2 2034-05-15 Fixed 7.87500000 N N N N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 N/A 10675.00000000 NS 226240.40000000 0.005679370295 Long EC CORP PT N 1 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AU6 270000.00000000 PA USD 267766.67000000 0.006721814811 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903202 4333.00000000 NS USD 1032120.60000000 0.025909585895 Long EC CORP US N 1 N N N TVC DSCR N/A N/A 3606947.44000000 PA USD 3309460.48000000 0.083078228042 Long ABS-MBS CORP US N 3 2051-02-01 Fixed 2.37500000 N N N N N N Diamond II Ltd. 254900KL4GQ2XC50XL44 25276VAA3 200000.00000000 PA USD 201625.00000000 0.005061443649 Long DBT CORP MU N 2 2026-07-28 Fixed 7.95000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 200000.00000000 PA 255413.59000000 0.006411712302 Long DBT CORP GB N 2 2026-09-19 Variable 2.87500000 N N N N N N BX Trust N/A 05612TAL9 1645000.00000000 PA USD 1616201.15000000 0.040571908476 Long ABS-MBS CORP US N 2 2029-07-15 Floating 8.25705720 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 7351000.00000000 PA 1860156.61000000 0.046695984428 Long DBT NUSS PL N 2 2029-07-25 Fixed 4.75000000 N N N N N N N/A N/A N/A 1978000.00000000 PA 12211.65000000 0.000306552155 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Put Purchased N/A EUR Currency 1.00000000 1.05500000 EUR 2025-07-15 XXXX -824.31000000 N N N Mahle GmbH 52990098TR1QJBWIYG58 N/A 1226000.00000000 PA 1308506.32000000 0.032847766910 Long DBT CORP DE N 2 2031-05-02 Fixed 6.50000000 N N N N N N Froneri International Ltd. N/A G3679YAJ1 3000000.00000000 PA 3225312.45000000 0.080965838645 Long LON CORP GB N 2 2031-09-30 Variable 5.09800000 N N N N N N Nova Alexandre III SAS 969500J0AKOB1UHO6I65 N/A 678000.00000000 PA 745107.94000000 0.018704634102 Long DBT CORP FR N 2 2029-07-15 Floating 8.03499840 N N N N N N United Group BV 213800PC85O8BJ7DU398 N/A 1029000.00000000 PA 1111266.88000000 0.027896415089 Long DBT CORP NL N 2 2031-02-15 Floating 6.80600170 N N N N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 64776.00000000 NS 3565724.65000000 0.089511292670 Long EC CORP IT N 2 N N N N/A N/A N/A 12584590.00000000 PA USD 408052.80000000 0.010243453208 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2053-11-03 0.00000000 USD 0.00000000 USD 12584590.00000000 USD 408052.80000000 N N N N/A N/A N/A 13660441.00000000 PA 135875.48000000 0.003410916728 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 13660441.00000000 BRL 135875.48000000 N N N Health Care Select Sector SPDR Fund 549300EJNY3KKJHPOY44 81369Y209 13480.00000000 NS USD 1968214.80000000 0.049408596651 Long RF US N 1 N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445109 27497.00000000 NS USD 4018961.52000000 0.100889013078 Long EC CORP US N 1 N N N Steadfast Group Ltd. 9845003B6BEAA12DBD91 N/A 150522.00000000 NS 547330.33000000 0.013739772462 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -61992.45000000 -0.00155621223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3712361.03000000 USD 60953255807.00000000 IDR 2025-05-20 -61992.45000000 N N N Sanofi SA 549300E9PC51EN656011 N/A 106017.00000000 NS 11738402.99000000 0.294672115393 Long EC CORP FR N 2 N N N CIFC Funding Ltd. 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N/A N/A 39452.00000000 NS 498406.02000000 0.012511613067 Long EC CORP AU N 2 N N N CD&R Firefly Bidco plc N/A N/A 2031300.00000000 PA 2615902.54000000 0.065667666698 Long LON CORP GB N 2 2029-04-30 Variable 5.25000000 N N N N N N N/A N/A N/A 151.00000000 NC -227361.25000000 -0.00570750727 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Long Gilt 2025-06-26 13845190.00000000 GBP -227361.25000000 N N N MHP N/A 55293BAP0 869687.00000000 PA USD 860990.13000000 0.021613654187 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.18448040 N N N N N N N/A N/A N/A 30611404.00000000 PA -613705.13000000 -0.01540599594 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 30611404.00000000 BRL -613705.13000000 N N N Taurus Law130 Securities SRL 81560076C5625D0D0238 N/A 1786322.18000000 PA 1910897.46000000 0.047969744889 Long DBT CORP IT Y 3 2027-08-22 Variable 5.77199880 N N N N N N BCP V Modular Services Finance plc 213800K8U94KVZL98H64 N/A 1699000.00000000 PA 1678676.35000000 0.042140239309 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N Hydrofarm Holdings Group, Inc. N/A 44888MAB2 580981.65920000 PA USD 464785.33000000 0.011667624336 Long LON CORP US N 3 2028-10-25 Variable 9.93832000 N N N N N N Citigroup Capital XIII N/A 173080201 110488.00000000 NS USD 3299171.68000000 0.082819945679 Long EP CORP US N 1 N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 1060.00000000 NS USD 1251764.60000000 0.031423365083 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AN0 101000.00000000 PA USD 103517.22000000 0.002598619098 Long DBT CORP US N 2 2030-03-20 Variable 6.30000000 N N N N N N FNA 8 LLC N/A 30340WAA3 1827000.00000000 PA USD 1827000.00000000 0.045863645615 Long ABS-O CORP US N 2 2045-03-15 Variable 5.62299840 N N N N N N N/A N/A N/A 73.00000000 NC USD 3650.00000000 0.000091626878 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Informatica, Inc. Informatica, Inc. 100.00000000 35.00000000 USD 2025-11-21 XXXX 713.49000000 N N N iShares Trust 549300GIWSEGOQLZR212 46429B747 45255.00000000 NS USD 4682534.85000000 0.117546863131 Long RF US N 1 N N N/A N/A N/A 223.00000000 NC USD 1449.50000000 0.000036387167 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Warner Bros Discovery, Inc. Warner Bros Discovery, Inc. 100.00000000 12.00000000 USD 2025-04-17 XXXX -3284.38000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 340811.00000000 NS USD 75704347.43000000 1.900425485535 Long EC CORP US N 1 N N N TK Elevator US Newco, Inc. 549300C2AFWPAYWS5574 92537RAA7 400000.00000000 PA USD 392503.71000000 0.009853120447 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N ResMed, Inc. 529900T3QE5253CCXF22 761152107 6497.00000000 NS USD 1454353.45000000 0.036509004504 Long EC CORP US N 1 N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 350000.00000000 PA USD 341193.00000000 0.008565054646 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Liberty Costa Rica Senior Secured Finance 549300W6O2PHTPCYQ751 530371AA1 206000.00000000 PA USD 220193.40000000 0.005527570916 Long DBT CORP KY N 2 2031-01-15 Fixed 10.87500000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BH9 139000.00000000 PA USD 140311.47000000 0.003522274513 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -80616.64000000 -0.00202374001 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8498429.92000000 USD 11263938.00000000 SGD 2025-06-18 -80616.64000000 N N N N/A N/A 00CAMTUW5 330.00000000 NC USD 1815.00000000 0.000045562406 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 7.00000000 USD 2025-04-17 XXXX -2462.29000000 N N N Logitech International SA 549300SN6PRK6IJJC215 N/A 25411.00000000 NS 2153206.51000000 0.054052490591 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 168670.15000000 0.004234169669 N/A DFE N/A N 2 Bank of New York WFLLPEPC7FZXENRZV188 16370604.00000000 EUR 17947741.44000000 USD 2025-06-18 168670.15000000 N N N N/A N/A N/A 32.00000000 NC USD 80.00000000 0.000002008260 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Wolfspeed, Inc. Wolfspeed, Inc. 100.00000000 2.00000000 USD 2025-04-04 XXXX -529.48000000 N N N Splitrock Services, Inc. N/A N/A 37807.00000000 PA USD 1109288.57000000 0.027846753070 Long ABS-O CORP US N 2 2031-02-12 Fixed 0.00000000 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 88596.00000000 NS 3634595.72000000 0.091240180655 Long EC CORP GB N 2 N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAA1 487000.00000000 PA USD 496203.14000000 0.012456313610 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 300000.00000000 PA USD -5929.25000000 -0.00014884347 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Pitney Bowes, Inc. Pitney Bowes, Inc. 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PBLD0EJDB5FWOLXP3B76 949746101 331188.00000000 NS USD 23775986.52000000 0.596854635965 Long EC CORP US N 1 N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78573NAJ1 1328000.00000000 PA USD 1314166.22000000 0.032989848819 Long DBT CORP US N 2 2027-06-01 Fixed 8.62500000 N N N N N N N/A N/A N/A 10243917.00000000 PA 2184.93000000 0.000054848853 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-09-23 0.00000000 USD 0.00000000 USD 10243917.00000000 ZAR 2184.93000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 226000.00000000 PA 1092195.29000000 0.027417656115 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.49999960 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1766.00000000 NS USD 456299.08000000 0.011454591844 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBT1 216000.00000000 PA USD 194626.26000000 0.004885752499 Long DBT CORP GB N 2 2028-03-15 Variable 4.37500000 N N N N N N Concord Music Royalties LLC N/A 20633KAE8 779000.00000000 PA USD 774426.10000000 0.019440615328 Long ABS-O CORP US N 2 2074-10-20 Fixed 5.64400000 N N N N N N Quintis Australia Pty. Ltd. N/A 74877UAA6 16144865.00000000 PA USD 2058470.29000000 0.051674303169 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 Y N Y N N N Virgin Media Vendor Financing Notes III DAC 635400SSKC2QCGEPIQ43 N/A 2393000.00000000 PA 2864946.82000000 0.071919488593 Long DBT CORP IE N 2 2028-07-15 Fixed 4.87500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AH3 1275000.00000000 PA USD 1400664.50000000 0.035161237139 Long DBT CORP US N 2 2030-07-30 Fixed 7.87500000 N N N N N N SGL Group ApS 636700YQKGLXCPPUYE74 N/A 351000.00000000 PA 379612.21000000 0.009529501844 Long DBT CORP DK N 2 2031-02-24 Floating 6.78399840 N N N N N N Extended Stay America Trust N/A 30227FAL4 1739229.87070000 PA USD 1735968.81000000 0.043578466503 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.28348040 N N N N N N N/A N/A 00PBPS902 148.00000000 NC USD 22644.00000000 0.000568438090 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 190.00000000 USD 2025-04-17 XXXX 2522.49000000 N N N LY Corp. 52990078MD2OL792YM35 N/A 336900.00000000 NS 1140796.51000000 0.028637704900 Long EC CORP JP N 2 N N N Westbay N/A N/A 9929000.00000000 PA USD 9929000.00000000 0.249250211995 Long DBT CORP US N 3 2030-02-06 Fixed 11.00000000 N N N N N N N/A N/A N/A 24748.00000000 NS USD 247.48000000 0.000006212553 N/A DE US Y 3 Deep Instinct, Ltd. N/A Call Purchased Deep Instinct, Ltd. Deep Instinct, Ltd. 1.00000000 1.00000000 USD 2032-09-20 XXXX 247.48000000 N N N Core Scientific, Inc. N/A 21874AAE6 226000.00000000 PA USD 189416.25000000 0.004754964293 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 N/A N/A N/A 1589311.00000000 PA USD 65359.49000000 0.001640735898 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A USD Currency 1.00000000 156.00000000 USD 2025-04-08 XXXX 36505.55000000 N N N Park Intermediate Holdings LLC N/A 70052LAB9 245000.00000000 PA USD 239093.05000000 0.006002013636 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N N/A N/A N/A 959817.00000000 PA -5602.98000000 -0.00014065303 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Swedbank AB Swedbank AB Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 2738.62000000 USD 959817.00000000 EUR -5602.98000000 N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 809000.00000000 PA 918186.62000000 0.023049472221 Long DBT CORP FR N 2 2029-11-17 Fixed 7.25000000 N N N N N N Studio City Co. Ltd. 984500V5401EFT095A58 N/A 300000.00000000 PA USD 301740.00000000 0.007574655954 Long DBT CORP VG N 2 2027-02-15 Fixed 7.00000000 N N N N N N Aston Martin Capital Holdings Ltd. 213800H4GKEF3CJ8C774 04625HAJ8 924000.00000000 PA USD 835458.62000000 0.020972730199 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N N/A N/A N/A 14659000.00000000 PA 45777.31000000 0.001149159454 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-11-21 0.00000000 USD 0.00000000 USD 14659000.00000000 GBP 45777.31000000 N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 N/A 206000.00000000 PA 225115.61000000 0.005651134405 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.37500000 N N N N N N N/A N/A 00CBTZFH2 826.00000000 NC USD 875560.00000000 0.021979405339 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 282.00000000 USD 2025-05-16 XXXX 411985.55000000 N N N VEGAS N/A 92254BAC9 1770000.00000000 PA USD 1655261.17000000 0.041552442091 Long ABS-MBS CORP US N 2 2036-07-10 Variable 6.21650160 N N N N N N BG Energy Capital plc S2M8QDKEE05NZN8JD460 N/A 366000.00000000 PA 473371.95000000 0.011883176441 Long DBT CORP GB N 2 2025-12-01 Fixed 5.12500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 220076.00000000 NS 3000476.23000000 0.075321717838 Long EC CORP JP N 2 N N N N/A N/A N/A 60449800.00000000 PA USD 274463.17000000 0.006889918753 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-05-06 0.00000000 USD 0.00000000 USD 60449800.00000000 USD 274463.17000000 N N N N/A N/A N/A 304250000.00000000 PA -6220.66000000 -0.00015615880 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 304250000.00000000 HUF -6220.66000000 N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 7544.00000000 NS 507574.79000000 0.012741779032 Long EC CORP HU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -174025.09000000 -0.00436859608 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53053407.00000000 BRL 8971193.77000000 USD 2025-06-18 -174025.09000000 N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WBM2 1235000.00000000 PA USD 1389013.15000000 0.034868750337 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N Marcolin SpA 815600C8D55034EB5379 N/A 1329000.00000000 PA 1435385.04000000 0.036032835684 Long DBT CORP IT N 2 2026-11-15 Fixed 6.12500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 100000.00000000 PA USD 93630.34000000 0.002350426235 Long DBT CORP JE N 2 2033-02-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13556.88000000 -0.00034032180 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 284000.00000000 EUR 293761.62000000 USD 2025-04-16 -13556.88000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AY9 600000.00000000 PA USD 549932.64000000 0.013805098912 Long DBT CORP NL N 2 2027-05-16 Variable 3.87500000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 81412.00000000 NS 913123.75000000 0.022922377708 Long EC CORP NL N 2 N N N Romania 315700IASY927EDWBK92 N/A 151000.00000000 PA 132906.10000000 0.003336375626 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N N/A N/A 30052F118 38021.00000000 NS USD 7649.83000000 0.000192035627 N/A DE US N 1 EVgo, Inc. N/A Call Purchased EVgo, Inc. EVgo, Inc. 1.00000000 11.50000000 USD 2025-09-15 XXXX -133217.29000000 N N N Eastroc Beverage Group Co. Ltd. 836800LQ338417RCIL29 N/A 38500.00000000 NS 1320240.01000000 0.033142320714 Long EC CORP CN N 2 N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 N/A 200000.00000000 PA 248701.14000000 0.006243207963 Long DBT CORP FR N 2 2026-07-22 Fixed 1.66000000 N N N N N N Dynamo Newco II GmbH 391200FDSPYB8FKV7F97 N/A 302000.00000000 PA 330634.51000000 0.008300002186 Long DBT CORP DE N 2 2031-10-15 Fixed 6.25000000 N N N N N N Contego CLO XI DAC 6354008HTD4GEZHRKR02 N/A 510000.00000000 PA 550186.81000000 0.013811479406 Long ABS-CBDO CORP IE N 2 2038-11-20 Floating 5.93499960 N N N N N N Punch Finance plc 2138006IJRIU1Q5DN388 N/A 1823000.00000000 PA 2340142.37000000 0.058745189024 Long DBT CORP GB N 2 2026-06-30 Fixed 6.12500000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 452000.00000000 PA 487770.11000000 0.012244617113 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 229000.00000000 PA USD 236571.31000000 0.005938709756 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N Loadsmart, Inc., Series D N/A N/A 29827.00000000 NS USD 281268.61000000 0.007060757444 Long EC CORP US Y 3 N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168QAF2 100000.00000000 PA USD 74500.00000000 0.001870192445 Long DBT CORP US N 2 2031-10-01 Fixed 8.62500000 N N N N N N N/A N/A N/A -1312000.00000000 PA USD -16064.50000000 -0.00040327122 N/A DFE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A USD Currency 1.00000000 930.00000000 USD 2025-05-29 XXXX -110.58000000 N N N British Telecommunications plc 549300OWFMSO9NYV4H90 11102AAG6 723000.00000000 PA USD 661138.96000000 0.016596739443 Long DBT CORP GB N 2 2081-11-23 Variable 4.87500000 N N N N N N N/A N/A N/A 1372680.00000000 PA USD 3158.39000000 0.000079285867 N/A DFE US N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A USD/CNH Up-and-out barrier option; Barrier price USD 7.74000 1.00000000 7.35000000 USD 2025-07-02 XXXX -1289.09000000 N N N N/A N/A N/A 232357.00000000 PA -4542.78000000 -0.00011403856 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 232357.00000000 BRL -4542.78000000 N N N Palladyne AI Corp. 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Amazon.com, Inc. 100.00000000 165.00000000 USD 2025-06-20 XXXX -53616.00000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 405879.00000000 NS 5539267.70000000 0.139053645737 Long EC CORP ES N 2 N N N N/A N/A N/A 3496000.00000000 PA USD 30641.00000000 0.000769188815 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Avis Budget Car Rental LLC Avis Budget Car Rental LLC Y Receipt of notional amount upon default event with regard to the reference instrument 2026-12-20 0.00000000 USD 173586.06000000 USD 3496000.00000000 USD 30641.00000000 N N N Centrica plc E26EDV109X6EEPBKVH76 N/A 845000.00000000 PA 1099113.79000000 0.027591332980 Long DBT CORP GB N 2 2055-05-21 Variable 6.50000000 N N N N N N Arsenal AIC Parent LLC N/A 04287KAG6 156920.19630000 PA USD 155547.14000000 0.003904739411 Long LON CORP US N 2 2030-08-19 Variable 7.07492000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 0.03030000 PA USD 0.03000000 0.000000000753 Long LON CORP US N 2 2028-08-02 Variable 6.32384000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AA9 4189889.38000000 PA USD 3653653.09000000 0.091718582660 Long ABS-MBS CORP US N 2 2060-12-25 Variable 1.73999880 N N N N N N N/A N/A N/A 1111.00000000 NC 465663.17000000 0.011689660977 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10-Year Bond 2025-06-16 125164848.93000000 AUD 465663.17000000 N N N GoodLeap Home Improvement Solutions Trust N/A 381935AA3 3121393.56350000 PA USD 3161070.22000000 0.079353149608 Long ABS-O CORP US N 2 2046-10-20 Fixed 5.35000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAA5 552000.00000000 PA USD 511960.68000000 0.012851879144 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.27600080 N N N N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 83400.00000000 NS 3244496.35000000 0.081447416965 Long EC CORP JP N 2 N N N N/A N/A N/A 211.00000000 NC USD 3059.50000000 0.000076803406 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Warner Bros Discovery, Inc. Warner Bros Discovery, Inc. 100.00000000 14.00000000 USD 2025-06-20 XXXX -1208.64000000 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 74861.00000000 NS USD 5991125.83000000 0.150396755284 Long EC CORP US N 1 N N N N/A N/A N/A 461.00000000 NC USD 691.50000000 0.000017358900 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 220.00000000 USD 2025-04-17 XXXX -297680.04000000 N N N Solaris Energy Infrastructure LLC N/A 83418UAB1 4865000.00000000 PA USD 4865000.00000000 0.122127332194 Long LON CORP US N 3 2029-09-11 Variable 10.32384000 N N N N N N IDEXX Laboratories, Inc. OGMTXK0LUU1HKV2P0J84 45168D104 4738.00000000 NS USD 1989723.10000000 0.049948524976 Long EC CORP US N 1 N N N Navient Private Education Refi Loan Trust N/A 63943CAA9 3311866.51000000 PA USD 3369880.48000000 0.084594966667 Long ABS-O CORP US N 2 2072-10-15 Fixed 5.66000000 N N N N N N Epic Games, Inc. 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International 4PQUHN3JPFGFNF3BB653 203713394.13000000 ZAR 11067831.19000000 USD 2025-05-20 183.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 237.06000000 0.000005950977 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27185.00000000 EUR 29760.96000000 USD 2025-06-18 237.06000000 N N N Greystone CRE Notes Ltd. N/A 39809PAA3 542176.00000000 PA USD 538511.52000000 0.013518391632 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.45366160 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 298000.00000000 PA USD 303587.50000000 0.007621034216 Long DBT NUSS MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N N/A N/A 000000000 -28612.00000000 NS USD 204335.41000000 0.005129483760 N/A DE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Custom Equity Basket N/A N/A AMC Networks, Inc., Class A 145450.08000000 USD 845.64000000 USD Karman Holdings, Inc. 1662745.26000000 USD 203489.77000000 USD Y 2025-07-25 0.00000000 USD 0.00000000 USD -28612.00000000 USD 204335.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 229686.68000000 0.005765883138 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 45809678.00000000 GBP 59400035.17000000 USD 2025-06-18 229686.68000000 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 N/A 54000.00000000 NS 954574.32000000 0.023962921908 Long EC CORP JP N 2 N N N Worldline SA 549300CJMQNCA0U4TS33 N/A 1218600.00000000 PA 1281985.58000000 0.032182010030 Long DBT CORP FR N 2 2026-07-30 None 0.00000000 N N N N N Worldline SA/France EUR XXXX N N N N/A N/A N/A 33973419.00000000 PA 4343.98000000 0.000109048034 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-19 0.00000000 USD 0.00000000 USD 33973419.00000000 ZAR 4343.98000000 N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAF5 200000.00000000 PA USD 192020.20000000 0.004820331912 Long DBT CORP US N 2 2029-01-15 Fixed 8.50000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAB6 482000.00000000 PA USD 479806.90000000 0.012044714628 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 92953.00000000 NS 1329405.23000000 0.033372397563 Long EC CORP FR N 2 N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 7080.00000000 NS USD 528734.40000000 0.013272954103 Long EC CORP US N 1 N N N N/A N/A N/A 249305.00000000 PA -1886.77000000 -0.00004736406 N/A DCR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Eutelsat SA Eutelsat SA Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 24040.19000000 USD 249305.00000000 EUR -1886.77000000 N N N Sappi Papier Holding GmbH 549300XBCUMUR5CI0181 N/A 354000.00000000 PA 378952.40000000 0.009512938466 Long DBT CORP AT N 2 2032-03-15 Fixed 4.50000000 N N N N N N KB Financial Group, Inc. 529900TKE4MXG3Q6GW86 N/A 22786.00000000 NS 1235086.00000000 0.031004677946 Long EC CORP KR N 2 N N N N/A N/A N/A 1.00000000 NC USD 686.17000000 0.000017225100 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2025-08-20 20549.20000000 USD 686.17000000 N N N N/A N/A N/A 30720964.00000000 PA 1173299.46000000 0.029453634720 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-06-11 0.00000000 USD 0.00000000 USD 30720964.00000000 EUR 1173299.46000000 N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 3501.00000000 NS 682066.30000000 0.017122083781 Long EC CORP DK N 2 N N N N/A N/A N/A 57790900.00000000 PA USD 543695.90000000 0.013648536442 N/A DIR US N 2 CME Group Inc. 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Morgan 7H6GLXDRUGQFU57RNE97 Put Written N/A Swaption 1.00000000 4.25000000 USD 2025-06-09 XXXX 102233.02000000 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 167574.00000000 NS USD 20410513.20000000 0.512370303356 Long EC CORP US N 1 N N N TK Elevator Midco GmbH 254900K869UN2ZWVB351 N/A 2585000.00000000 PA 2777690.75000000 0.069729077278 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N Minejesa Capital BV 549300KS7ERCP10BKC35 N/A 170510.40000000 PA USD 165480.34000000 0.004154095057 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 06832FAB3 0.00740000 PA USD 0.01000000 0.000000000251 Long LON CORP US N 2 2029-08-15 Variable 8.79075000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724CE0 29733.00000000 PA USD 11670.20000000 0.000292959998 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00001080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8603.33000000 0.000215971580 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 13207082.88000000 TRY 340525.65000000 USD 2025-05-07 8603.33000000 N N N Coterra Energy, Inc. 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Morgan 7H6GLXDRUGQFU57RNE97 Xerox Corp. Xerox Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 12113.89000000 USD 0.00000000 USD 190000.00000000 USD 20677.90000000 N N N N/A N/A 00PBP2LM7 -131.00000000 NC USD -214840.00000000 -0.00539318315 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Delta Air Lines, Inc. 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FedEx Corp. 100.00000000 210.00000000 USD 2025-04-17 XXXX -16026.99000000 N N N N/A N/A N/A -176.00000000 NC USD -515240.00000000 -0.01293420074 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 185.00000000 USD 2025-04-17 XXXX -461073.43000000 N N N ADLER Real Estate GmbH 529900Y6QFNN3D363B76 N/A 600000.00000000 PA 634182.45000000 0.015920043318 Long DBT CORP DE N 2 2026-04-27 Fixed 3.00000000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAE2 75000.00000000 PA USD 76087.50000000 0.001910043861 Long DBT CORP NL N 2 2035-02-11 Fixed 5.98000000 N N N N N N Lions Gate Capital Holdings 1, Inc. N/A 535939AA0 4657000.00000000 PA USD 4320738.52000000 0.108464597853 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 13636.00000000 NS USD 1733544.68000000 0.043517612951 Long EC CORP US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 12450000.00000000 PA 211144.07000000 0.005300403284 Long STIV NUSS EG N 2 2025-11-18 None 0.00000000 N N N N N N Sonder Holdings, Inc. N/A N/A 27555.15000000 NS USD 55110.30000000 0.001383447875 Long EC CORP US N 2 N N N N/A N/A N/A 97553.00000000 PA USD -3898.82000000 -0.00009787306 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Paramount Global Paramount Global Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 2661.64000000 USD 0.00000000 USD 97553.00000000 USD -3898.82000000 N N N Spirit Airlines Pass Through Trust N/A 84858DAA6 40680.89410000 PA USD 37912.87000000 0.000951736417 Long DBT CORP US N 2 2028-04-01 Fixed 4.10000000 Y N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 N/A 71385.00000000 NS 1878330.95000000 0.047152219506 Long EC CORP NO N 2 N N N Athens International Airport SA 213800BC45UCMQYR4995 N/A 26745.00000000 NS 263324.31000000 0.006610297118 Long EC CORP GR N 2 N N N N/A N/A N/A 312.00000000 NC USD 156780.00000000 0.003935688209 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 555.00000000 USD 2025-04-04 XXXX -165818.47000000 N N N Think & Learn Private Ltd., Series F 2549006XBBGEQL8H6M81 N/A 1380.00000000 NS 0.00000000 0.000000 Long EC CORP IN Y 3 N N N Apidos CLO XV 549300HXW2GBYSKFE344 03764QBC5 172062.12000000 PA USD 171908.55000000 0.004315464047 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.56477920 N N N N N N N/A N/A 00CAMTUT2 146.00000000 NC USD 1241.00000000 0.000031153138 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. Sabre Corp. 100.00000000 4.50000000 USD 2025-04-17 XXXX -544.11000000 N N N N/A N/A N/A 70000.00000000 PA USD -9287.61000000 -0.00023314923 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Pitney Bowes, Inc. Pitney Bowes, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 10428.45000000 USD 0.00000000 USD 70000.00000000 USD -9287.61000000 N N N BAHA Trust N/A 05493XAG5 1320000.00000000 PA USD 1363815.29000000 0.034236202050 Long ABS-MBS CORP US N 2 2041-12-10 Variable 7.01473680 N N N N N N Bausch & Lomb, Inc. 549300NY6OZM39SO6475 C0787FAB8 1130711.85710000 PA USD 1125985.48000000 0.028265899848 Long LON CORP CA N 2 2027-05-10 Variable 7.67163000 N N N N N N Bright Machinery Manufacturing Group, Inc. N/A N/A 496892.04000000 NS USD 924219.19000000 0.023200909360 Long EC CORP US N 3 N N N ABJA Investment Co. Pte. Ltd. 254900E6OE5YJ9WCCU19 N/A 200000.00000000 PA USD 201186.26000000 0.005050429847 Long DBT CORP SG N 2 2028-01-24 Fixed 5.45000000 N N N N N N MTU Aero Engines AG 529900807L67JY81RD65 N/A 5624.00000000 NS 1954185.97000000 0.049056427364 Long EC CORP DE N 2 N N N Murata Manufacturing Co. Ltd. 529900QZG6DL8ZRI7140 N/A 36200.00000000 NS 558383.17000000 0.014017234716 Long EC CORP JP N 2 N N N Davidson Homes, Inc. N/A N/A 4221.00000000 NS USD 4242611.52000000 0.106503355904 Long EC CORP US N 3 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 52939.00000000 NS USD 1557994.77000000 0.039110738917 Long EC CORP US N 1 N N N FIS Fabbrica Italiana Sintetici SpA 8156004D7056C63EC525 N/A 607000.00000000 PA 656414.74000000 0.016478146147 Long DBT CORP IT N 2 2027-08-01 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 34.01000000 0.000000853761 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 46738348.00000000 IDR 2829.10000000 USD 2025-06-18 34.01000000 N N N Gran Tierra Energy, Inc. 549300IH2S17MAIUCM32 38500TAC5 262000.00000000 PA USD 231870.00000000 0.005820691575 Long DBT CORP US N 2 2029-10-15 Fixed 9.50000000 N N N N N N CyberArk Software Ltd. 529900YEXNDM894PWS93 N/A 33015.00000000 NS USD 11159070.00000000 0.280128972018 Long EC CORP IL N 1 N N N Entain Holdings (Gibraltar) Ltd. N/A 36270BAD4 1546164.00000000 PA 1670914.17000000 0.041945383331 Long LON CORP GB N 2 2028-06-30 Variable 5.61900000 N N N N N N Crown PropTech Acquisitions N/A N/A 62472.00000000 NS USD 84337.20000000 0.002117138178 Long EC CORP KY N 3 N N N GMO Payment Gateway, Inc. 353800Q6U21E2PM83F86 N/A 14900.00000000 NS 792812.71000000 0.019902179075 Long EC CORP JP N 2 N N N N/A N/A N/A 80000.00000000 PA USD 2648.06000000 0.000066474923 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 CHS/Community Health Systems, Inc. CHS/Community Health Systems, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2026-06-20 3516.05000000 USD 0.00000000 USD 80000.00000000 USD 2648.06000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 477486.91100000 PA USD 447982.99000000 0.011245830922 Long LON CORP US N 2 2027-04-15 Variable 9.00000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 86430.00000000 NS 3426558.26000000 0.086017763391 Long EC CORP KR N 2 N N N Merck KGaA 529900OAREIS0MOPTW25 N/A 10866.00000000 NS 1495269.74000000 0.037536136537 Long EC CORP DE N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F84J9 2196725.33000000 PA USD 91200.13000000 0.002289420056 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 1.36331640 N N N N N N LD Celulose International GmbH 529900EHUSQJVOTP9J45 50206BAA0 200000.00000000 PA USD 205900.00000000 0.005168760061 Long DBT CORP AT N 2 2032-01-26 Fixed 7.95000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AB28 216000.00000000 PA USD 207213.90000000 0.005201743227 Long DBT CORP FR N 2 2027-01-12 Variable 4.62500000 N N N N N N IREN Ltd. 254900FZF02RB3NNGB71 N/A 63728.00000000 NS USD 388103.52000000 0.009742661359 Long EC CORP AU N 1 N N Monolithic Power Systems, Inc. 529900TB7O85LSZ1XU31 609839105 640.00000000 NS USD 371187.20000000 0.009318006676 Long EC CORP US N 1 N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 24093.00000000 NS USD 3966912.45000000 0.099582412038 Long EC CORP US N 1 N N CIMB Bank Bhd. SR3J0ZUTXT7OTFT2VU03 12570TAA9 200000.00000000 PA USD 189810.00000000 0.004764848699 Long DBT CORP MY N 2 2027-07-20 Fixed 2.12500000 N N N N N N Arbor Multifamily Mortgage Securities Trust N/A 03881BAS2 427790.00000000 PA USD 328411.69000000 0.008244202170 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 1.75000000 N N N N N N Trinitas CLO XIV Ltd. 549300095MXHZZMH2053 89641QAU4 260000.00000000 PA USD 259232.30000000 0.006507574350 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 6.70007160 N N N N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 14086.00000000 NS USD 2403635.04000000 0.060339061665 Long EC CORP US N 1 N N N N/A N/A 00CBRGHQ4 1272.00000000 NC USD 6996.00000000 0.000175622367 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Bank of America Corp. Bank of America Corp. 100.00000000 48.00000000 USD 2025-04-17 XXXX -138300.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -7312.94000000 -0.00018357859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3910704.00000000 BRL 678000.00000000 USD 2025-04-02 -7312.94000000 N N N VEGAS N/A 92254BAA3 1570000.00000000 PA USD 1533465.47000000 0.038494973661 Long ABS-MBS CORP US N 2 2036-07-10 Variable 6.21650160 N N N N N N Acrisure LLC N/A 00489LAF0 300000.00000000 PA USD 280699.70000000 0.007046475952 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N N/A N/A N/A 26996000.00000000 PA USD -38050.58000000 -0.00095519338 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2035-03-27 0.00000000 USD 0.00000000 USD 26996000.00000000 USD -38050.58000000 N N N Charter Communications Operating LLC N/A 16117LCE7 229817.71580000 PA USD 228898.44000000 0.005746095749 Long LON CORP US N 2 2031-12-15 Variable 6.56044000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAC7 575000.00000000 PA USD 593211.22000000 0.014891532112 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Tele Columbus AG N/A N/A 2146402.53550000 PA 1832540.22000000 0.046002723166 Long LON CORP DE N 2 2029-01-01 Variable 0.50000000 N N N N N N Eldorado Gold Corp. 5493004PWQ01YDD1IH62 284902509 17027.00000000 NS USD 286394.14000000 0.007189424927 Long EC CORP CA N 1 N N N BWAY Mortgage Trust N/A 05604FAN5 1000048.00000000 PA USD 900706.93000000 0.022610675118 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.63320000 N N N N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 17557.00000000 NS 1396960.65000000 0.035068258451 Long EP CORP DE N 2 N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 52573.00000000 NS USD 2162327.49000000 0.054281456872 Long RF US N 1 N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAA1 672000.00000000 PA USD 693495.16000000 0.017408985360 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6143.81000000 0.000154229624 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 69489280.00000000 HKD 8960000.00000000 USD 2025-08-15 6143.81000000 N N N N/A N/A N/A -1.00000000 NC USD 2209.77000000 0.000055472418 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2025-05-21 -20487.20000000 USD 2209.77000000 N N N AngloGold Ashanti Holdings plc 213800745ZIXC4L6A131 03512TAE1 455000.00000000 PA USD 418172.30000000 0.010497485590 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N N/A N/A N/A 483475.00000000 PA 5400.39000000 0.000135567363 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Virgin Media Finance plc Virgin Media Finance plc Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 18586.16000000 USD 0.00000000 USD 483475.00000000 EUR 5400.39000000 N N N N/A N/A N/A 6695757.00000000 PA -7024.20000000 -0.00017633027 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-19 0.00000000 USD 0.00000000 USD 6695757.00000000 PLN -7024.20000000 N N N N/A N/A N/A 1965179.00000000 PA 14556.41000000 0.000365413261 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1965179.00000000 BRL 14556.41000000 N N N N/A N/A N/A 3245.00000000 NC USD 1837264.03000000 0.046121306170 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5-Year Note 2025-06-30 351347306.31000000 USD 1837264.03000000 N N N TICP CLO XII Ltd. N/A 87250FAN0 300000.00000000 PA USD 299359.74000000 0.007514903681 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.21358920 N N N N N N 2025-03-31 BlackRock Variable Series Funds, Inc. Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX