NPORT-P false 0000355916 XXXXXXXX S000002887 C000007938 C000007940 C000007939 BlackRock Variable Series Funds, Inc. 811-03290 0000355916 5493007IJN5JRPJ1DF61 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Global Allocation V.I. Fund S000002887 3CU9FRQHZNVN4LV55I64 2025-12-31 2025-06-30 N 4450246989.04 190896596.02 4259350393.02 0.00000000 74804469.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16140653.23000000 AED AUD BRL CAD CHF CLP CNY CNY COP CZK DKK DOP EGP EUR GBP HKD HUF IDR INR JPY KRW KZT MXN MYR NGN NOK NZD PEN PHP PLN RON SAR SEK SGD THB TRY TWD USD UYU ZAR N 36% S&P 500 24% FTSE World (ex.US) 24% ICE BofA/ML Cur 5-yr US Treasury 16% FTSE Non-USD WGBI N/A N/A N/A N/A -230.00000000 NC USD -37835.00000000 -0.00088828099 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Alphabet, Inc. 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E57ODZWZ7FF32TWEFA76 N/A China International Capital Corp. Ltd., Class H Y 2026-02-25 0.00000000 USD 0.00000000 USD 1759413.00000000 USD -161939.81000000 N N N J.P. Morgan Mortgage Trust N/A 46654CAH8 4809947.47000000 PA USD 4324412.13000000 0.101527503750 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.49999840 N N N N N N Tackle SARL N/A N/A 984375.00000000 PA 1155439.74000000 0.027127135205 Long LON CORP LU N 2 2028-05-22 Variable 5.36800000 N N N N N N N/A N/A N/A -1940000.00000000 NS USD -132404.01000000 -0.00310854937 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A MMG Ltd. 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Holding SA Y 2026-02-10 0.00000000 USD 0.00000000 USD 110758.00000000 USD -9455.15000000 N N N TOTO Ltd. N/A N/A 38100.00000000 NS 959394.41000000 0.022524430288 Long EC CORP JP N 2 N N N N/A N/A 00CBHV2E5 709.00000000 NC USD 169096.50000000 0.003970006794 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Wells Fargo & Co. Wells Fargo & Co. 100.00000000 80.00000000 USD 2025-07-18 XXXX 69113.71000000 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427108 53579.00000000 NS USD 615086.92000000 0.014440862179 Long EC CORP US N 1 N N N N/A N/A 00CBPAZT3 -122.00000000 NC USD -23790.00000000 -0.00055853587 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cameco Corp. Cameco Corp. 100.00000000 90.00000000 USD 2025-09-19 XXXX -6737.36000000 N N N Orange SA 969500MCOONR8990S771 N/A 123474.00000000 NS 1880285.47000000 0.044144888222 Long EC CORP FR N 2 N N N Pampa Energia SA 254900QNIK0CVURGML24 697660AF5 133000.00000000 PA USD 132682.13000000 0.003115079008 Long DBT CORP AR N 2 2034-12-16 Fixed 7.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -148745.31000000 -0.00349220646 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13910829258.00000000 COP 3246401.23000000 USD 2025-07-22 -148745.31000000 N N N J.P. 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International 4PQUHN3JPFGFNF3BB653 18938679.13000000 CHF 20276509.00000000 EUR 2025-09-17 -95622.67000000 N N N Wom New Holdco N/A N/A 1359.00000000 NS USD 38052.00000000 0.000893375667 Long EC CORP US N 3 N N N Jack Ohio Finance LLC N/A 46647KAK3 368077.50000000 PA USD 364856.82000000 0.008566020316 Long LON CORP US N 2 2032-01-28 Variable 8.32681000 N N N N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 21337.00000000 NS USD 6574996.55000000 0.154366181302 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807306 36315.00000000 NS USD 3534902.10000000 0.082991577912 Long EC CORP US N 1 N N N N/A N/A 00CBNXB79 96.00000000 NC USD 133440.00000000 0.003132872097 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Micron Technology, Inc. Micron Technology, Inc. 100.00000000 110.00000000 USD 2025-07-18 XXXX 102025.97000000 N N N Encino Acquisition Partners Holdings LLC 549300BUKUEKT2UE4T49 29254BAB3 39000.00000000 PA USD 43069.88000000 0.001011184242 Long DBT CORP US N 2 2031-05-01 Fixed 8.75000000 N N N N N N N/A N/A N/A -12930138.00000000 PA -2671.23000000 -0.00006271449 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A Swaption 1.00000000 3.70000000 CZK 2025-06-26 XXXX 5828.00000000 N N N PetSmart, Inc. N/A 71677KAA6 250000.00000000 PA USD 243787.34000000 0.005723580299 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Yaskawa Electric Corp. 3538003K39GR98R0CK58 N/A 9800.00000000 NS 221609.44000000 0.005202892919 Long EC CORP JP N 2 N N N N/A N/A N/A -4127.00000000 NS USD -73556.95000000 -0.00172695230 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Sartorius Stedim Biotech Y 2026-02-11 0.00000000 USD 0.00000000 USD 987436.00000000 USD -73556.95000000 N N N Spirit Airlines Pass Through Trust N/A 84858WAA4 455239.59860000 PA USD 402974.27000000 0.009460932602 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N N/A N/A N/A -43725000.00000000 PA -112301.48000000 -0.00263658702 N/A DIR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Put Written N/A Swaption 1.00000000 2.50000000 EUR 2025-09-25 XXXX -8831.91000000 N N N N/A N/A N/A -146630000.00000000 PA USD -299163.29000000 -0.00702368348 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 3.08000000 USD 2025-09-26 XXXX -30097.24000000 N N N N/A N/A N/A 197161.00000000 NS 148848.18000000 0.003494621626 N/A DE GB Y 3 10x Future Technologies Services Ltd. N/A Call Purchased 10x Future Technologies Services Ltd. 10x Future Technologies Services Ltd. 1.00000000 0.01000000 GBP 2030-11-17 XXXX 148848.18000000 N N N Inspired Finco Holdings Ltd. N/A G4800AAF1 288998.67000000 PA 338822.58000000 0.007954794716 Long LON CORP GB N 2 2031-02-28 Variable 5.17900000 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AA8 400000.00000000 PA USD 380384.92000000 0.008930585298 Long DBT CORP US N 2 2028-10-01 Fixed 4.25000000 N N N N N N N/A N/A 00CBN7UJ9 19.00000000 NC USD 30495.00000000 0.000715954246 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CyberArk Software Ltd. CyberArk Software Ltd. 100.00000000 400.00000000 USD 2025-07-18 XXXX 8950.34000000 N N N TeamSystem SpA 81560062081DF3AB7A90 N/A 511000.00000000 PA 602857.02000000 0.014153731540 Long DBT CORP IT N 2 2031-07-31 Floating 5.77900120 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 142000.00000000 PA 170530.64000000 0.004003677187 Long DBT NUSS ID N 2 2033-01-15 Fixed 3.87500000 N N N N N N N/A N/A 00CBPB804 36.00000000 NC USD 317250.00000000 0.007448318892 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Netflix, Inc. Netflix, Inc. 100.00000000 1320.00000000 USD 2025-08-15 XXXX 123669.74000000 N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 190000.00000000 PA USD 198312.50000000 0.004655932987 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N Federal Home Loan Mortgage Corp. 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Vertiv Holdings Co. 100.00000000 120.00000000 USD 2025-07-18 XXXX 59610.51000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 18060TAC9 220000.00000000 PA USD 225819.66000000 0.005301739447 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 N/A 50490000.00000000 PA 902112.80000000 0.021179586480 Long DBT NUSS PH N 2 2029-02-28 Fixed 6.25000000 N N N N N N AG Issuer LLC N/A 00119LAA9 353000.00000000 PA USD 353061.07000000 0.008289082545 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N N/A N/A 00PBMLBC1 -36.00000000 NC USD -30510.00000000 -0.00071630641 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Netflix, Inc. Netflix, Inc. 100.00000000 1100.00000000 USD 2025-08-15 XXXX 62109.74000000 N N N N/A N/A N/A -12800.00000000 NS USD -4521.79000000 -0.00010616149 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Hoshizaki Corp. Y 2026-02-26 0.00000000 USD 0.00000000 USD 441063.00000000 USD -4521.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 118518.67000000 0.002782552714 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 5345460.73000000 USD 3978600.57000000 GBP 2025-09-17 118518.67000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BN6 784000.00000000 PA USD 745706.15000000 0.017507508920 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8428.25000000 -0.00019787641 N/A DFE N/A N 2 Credit Agricole 1VUV7VQFKUOQSJ21A208 209563.04000000 EUR 238669.46000000 USD 2025-07-16 -8428.25000000 N N N Ajax Mortgage Loan Trust N/A 009740AB7 726374.00000000 PA USD 555357.16000000 0.013038541297 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.69300160 N N N N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 20927.00000000 NS 1079127.05000000 0.025335484297 Long EC CORP JE N 2 N N N N/A N/A 433539111 28141.00000000 NS USD 211.06000000 0.000004955215 N/A DE US N 1 Hippo Holdings, Inc. N/A Call Purchased Hippo Holdings, Inc. Hippo Holdings, Inc. 0.04000000 11.50000000 USD 2026-08-02 XXXX 211.06000000 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 6088.00000000 NS USD 1378871.12000000 0.032372803192 Long EC CORP TW N 1 N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAE0 100000.00000000 PA USD 96424.89000000 0.002263840283 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAC0 113000.00000000 PA USD 85315.37000000 0.002003013655 Long DBT CORP US N 2 2029-11-30 Fixed 8.87500000 N N N N N N Frontier Communications Holdings LLC N/A 35908MAE0 1705000.00000000 PA USD 1811575.68000000 0.042531736364 Long DBT CORP US N 2 2031-03-15 Fixed 8.62500000 N N N N N N Neon Payments Ltd. 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LLC 549300ZH5GKBTJZ7NM23 92840VAB8 2339000.00000000 PA USD 2340599.88000000 0.054952038785 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AP9 337000.00000000 PA USD 335454.72000000 0.007875724912 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N Aenova Holding GmbH N/A N/A 1264151.00000000 PA 1475764.28000000 0.034647637405 Long LON CORP DE N 2 2031-08-22 Variable 5.01100000 N N N N N N Krafton, Inc. 988400CE024EWSCICK17 N/A 4383.00000000 NS 1176788.87000000 0.027628364924 Long EC CORP KR N 2 N N N Alexander Funding Trust II N/A 014916AA8 635000.00000000 PA USD 679060.56000000 0.015942819851 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N HR Ottawa LP N/A 44331MAB5 12118000.00000000 PA USD 13167948.18000000 0.309153907637 Long DBT CORP CA N 2 2031-03-31 Fixed 11.00000000 N N N N N N N/A N/A N/A 28910856.00000000 PA USD 556965.83000000 0.013076309263 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2030-02-24 0.00000000 USD 0.00000000 USD 28910856.00000000 USD 556965.83000000 N N N N/A N/A N/A -16600.00000000 NS USD -68395.64999999 -0.00160577655 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Ibiden Co. Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 728732.00000000 USD -68395.65000000 N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 707000.00000000 PA 834892.68000000 0.019601408735 Long DBT CORP IE N 2 2031-04-30 Fixed 5.00000000 N N N N N N BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. 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Air Products and Chemicals, Inc. 100.00000000 310.00000000 USD 2025-09-19 XXXX 242.64000000 N N N J Front Retailing Co. Ltd. N/A N/A 5900.00000000 NS 80170.60000000 0.001882225987 Long EC CORP JP N 2 N N N N/A N/A N/A 705.00000000 NC USD 1762.50000000 0.000041379549 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Invesco QQQ Trust 1 Invesco QQQ Trust, Series 1 100.00000000 523.00000000 USD 2025-06-30 XXXX -309304.26000000 N N N N/A N/A N/A 259.00000000 NC USD 303030.00000000 0.007114465165 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. 100.00000000 270.00000000 USD 2025-09-19 XXXX 93732.57000000 N N N Elmwood CLO II Ltd. N/A 29001LBA8 475000.00000000 PA USD 475927.44000000 0.011173709511 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.96946960 N N N N N N Luna 2 5SARL 894500N8J2QVEYP0UI86 N/A 230000.00000000 PA 276054.47000000 0.006481140186 Long DBT CORP LU N 2 2032-07-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 3514289.00000000 PA 25587.19000000 0.000600729868 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Y 2029-01-02 0.00000000 USD 0.00000000 USD 3514289.00000000 BRL 25587.19000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724BZ4 87397.00000000 PA USD 53858.40000000 0.001264474509 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 118648.80000000 0.002785607875 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 118648.80000000 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAD9 559000.00000000 PA USD 568163.13000000 0.013339196768 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N PCF GmbH 5299001ZMR76CCHGY076 N/A 523870.00000000 PA 508944.43000000 0.011948874430 Long DBT CORP DE N 2 2029-04-15 Fixed 4.75000000 N N N N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 31822.00000000 NS USD 8475471.48000000 0.198985072791 Long EC CORP US N 1 N N N Weichai Power Co. Ltd. 529900OKTPKBG85F9502 N/A 539000.00000000 NS 1097413.92000000 0.025764819015 Long EC CORP CN N 2 N N N SMB Private Education Loan Trust N/A 83208AAG8 63441.40000000 PA USD 56376.80000000 0.001323600896 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.93000000 N N N N N N Eurobank SA 213800KGF4EFNUQKAT69 N/A 714000.00000000 PA 825603.09000000 0.019383309984 Long DBT CORP GR N 2 2036-02-07 Variable 4.00000000 N N N N N N N/A N/A N/A -115500.00000000 NS USD -99495.19000000 -0.00233592404 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A SUMCO Corp. 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E57ODZWZ7FF32TWEFA76 N/A DiaSorin SpA Y 2026-02-26 0.00000000 USD 0.00000000 USD 669366.00000000 USD 8484.51000000 N N N Q-Park Holding I BV 2549003839B7HE3NDP48 N/A 517000.00000000 PA 628944.91000000 0.014766216722 Long DBT CORP NL N 2 2030-02-15 Fixed 5.12500000 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAS2 83000.00000000 PA USD 81133.33000000 0.001904828730 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N PCF GmbH 5299001ZMR76CCHGY076 N/A 517040.00000000 PA 508353.60000000 0.011935003066 Long DBT CORP DE N 2 2029-04-15 Floating 7.02899845 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 142242.00000000 NS 3117616.00000000 0.073194635621 Long EC CORP NL N 2 N N N Symrise AG 529900D82I6R9601CF26 N/A 11903.00000000 NS 1248200.77000000 0.029304956268 Long EC CORP DE N 2 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 3968.00000000 NS USD 1983920.64000000 0.046578009718 Long EC CORP US N 1 N N N Zegona Holdco Ltd. N/A N/A 831489.00000000 PA 975368.15000000 0.022899457898 Long LON CORP GB N 2 2029-07-16 Variable 5.65700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -46900.05000000 -0.00110110804 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14093861.00000000 EUR 92206266.82000000 BRL 2025-09-17 -46900.05000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WBG6 1084000.00000000 PA USD 1380825.45000000 0.032418686480 Long DBT CORP KY N 2 2031-06-01 Fixed 0.50000000 N N N N N Alibaba Group Holding Ltd. USD XXXX N N N Fanatics Holdings, Inc. 254900SDMEGPMGGZLF87 N/A 132691.00000000 NS USD 8080881.90000000 0.189720993915 Long EC CORP US Y 3 N N N Almaviva-The Italian Innovation Co. SpA 815600A862DA4DD9E211 N/A 987000.00000000 PA 1162636.65000000 0.027296102520 Long DBT CORP IT N 2 2030-10-30 Fixed 5.00000000 N N N N N N Emerald Technologies US AcquisitionCo, Inc. 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International 4PQUHN3JPFGFNF3BB653 Call Purchased N/A Swaption 1.00000000 3.60000000 GBP 2026-05-01 XXXX 349380.27000000 N N N Sabena Technics SAS N/A N/A 1712501.91000000 PA 2017241.63000000 0.047360311875 Long DBT CORP FR Y 3 2029-09-30 Floating 8.72200080 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 1426548.32000000 PA 1678570.95000000 0.039409083430 Long DBT CORP LU N 2 2026-09-15 Fixed 3.12500000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 1222000.00000000 PA 1499534.31000000 0.035205704429 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 299584.83000000 0.007033580296 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 323303.96000000 0.007590452303 Long DBT CORP CH N 2 2030-02-10 Variable 7.00000000 N N N N N N GoTo Group, Inc. N/A 38349FAD8 109295.11970000 PA USD 38709.06000000 0.000908801963 Long LON CORP US N 2 2028-04-30 Variable 9.16176000 N N N N N N ELP Commercial Mortgage Trust N/A 26863LAN4 1458661.15000000 PA USD 1456837.82000000 0.034203286547 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.09347960 N N N N N N N/A N/A 00CBT7HJ8 42.00000000 NC USD 34230.00000000 0.000803643674 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 270.00000000 USD 2025-07-18 XXXX -1143.64000000 N N N N/A N/A N/A -26180.00000000 NS USD -9580.89000000 -0.00022493782 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Beijer Ref AB Y 2026-02-11 0.00000000 USD 0.00000000 USD 413147.00000000 USD -9580.89000000 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 N/A 139266.00000000 NS 2091909.38000000 0.049113343279 Long EC CORP DK N 2 N N N N/A N/A 00CBG8B07 242.00000000 NC USD 116765.00000000 0.002741380474 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walt Disney Co. (The) Walt Disney Co. (The) 100.00000000 125.00000000 USD 2025-08-15 XXXX 39267.83000000 N N N N/A N/A N/A -74030000.00000000 PA USD -373553.88000000 -0.00877020779 N/A DIR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Call Written N/A Swaption 1.00000000 3.23000000 USD 2025-09-12 XXXX -131105.63000000 N N N Turkiye Is Bankasi A/S 789000FIRX9MDN0KTM91 N/A 942696.00000000 NS 316379.85000000 0.007427889720 Long EC CORP TR N 2 N N N Sampo OYJ 743700UF3RL386WIDA22 N/A 67110.00000000 NS 722271.67000000 0.016957319857 Long EC CORP FI N 2 N N N Gen Digital, Inc. YF6ZV0M6AU4FY94MK914 668771108 34641.00000000 NS USD 1018445.40000000 0.023910815171 Long EC CORP US N 1 N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 6099.00000000 NS 963401.93000000 0.022618517874 Long EC CORP AU N 2 N N N N/A N/A N/A 108138.00000000 PA USD 1.03000000 0.000000024182 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 -5751.91000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 N/A 1184.00000000 NS 16760.64000000 0.000393502258 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A 79495.35000000 0.001866372631 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6144000.00000000 USD 117756518.40000000 MXN 2025-09-17 79495.35000000 N N N Waters Corp. 5T547R1474YC9HOD8Q74 941848103 2450.00000000 NS USD 855148.00000000 0.020076958246 Long EC CORP US N 1 N N N Ukraine 6354001WLTJXOMEXPY07 903724CD2 7956.00000000 PA USD 3804.88000000 0.000089330053 Long DBT NUSS UA N 2 2030-02-01 Variable 0.00001000 N N N N N N Fressnapf Holding SE 529900NLSO3VLFW8JQ35 N/A 343000.00000000 PA 408135.40000000 0.009582104366 Long DBT CORP DE N 2 2031-10-31 Fixed 5.25000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 53845.00000000 NS USD 41973792.85000000 0.985450572903 Long EC CORP US N 1 N N N N/A N/A N/A 207563.08000000 PA USD 25.45000000 0.000000597508 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 N/A J.P. Morgan EM FX Volatility Carry Index Y 2025-12-19 0.00000000 USD 0.00000000 USD 207563.08000000 USD 25.45000000 N N N N/A N/A 00CBMYD01 143.00000000 NC USD 22236.50000000 0.000522063177 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased NextEra Energy, Inc. NextEra Energy, Inc. 100.00000000 70.00000000 USD 2025-07-18 XXXX -13037.46000000 N N N N/A N/A N/A 69950941.00000000 PA -37241.63000000 -0.00087434999 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-07 0.00000000 USD 0.00000000 USD 69950941.00000000 ZAR -37241.63000000 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HCC1 239000.00000000 PA USD 242047.49000000 0.005682732521 Long DBT CORP JP N 2 2030-07-15 Variable 7.00000000 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 35395.00000000 NS USD 6991928.30000000 0.164154804250 Long EC CORP US N 1 N N N Snorkel AI, Inc., Series C N/A N/A 55904.00000000 NS USD 535560.32000000 0.012573755868 Long EC CORP US Y 3 N N N Inspired Finco Holdings Ltd. N/A N/A 766283.33000000 PA 898392.00000000 0.021092230436 Long LON CORP GB N 2 2031-02-28 Variable 3.25000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 82321.00000000 NS 1330802.04000000 0.031244248939 Long EC CORP SE N 2 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 51052.00000000 NS USD 20197702.76000000 0.474196788155 Long EC CORP US N 1 N N N/A N/A N/A -476.00000000 NC -30137.85000000 -0.00070756916 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written EURO STOXX Bank Index EU0009658426 50.00000000 177.00000000 EUR 2025-08-15 XXXX 36681.26000000 N N N Parts Europe SA N/A N/A 1411050.00000000 PA 1661847.16000000 0.039016446327 Long LON CORP FR N 2 2031-02-03 Variable 5.48600000 N N N N N N Arcano Euro CLO II DAC 635400HGPOTPFZDKOF20 N/A 370000.00000000 PA 435841.50000000 0.010232581492 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 0.00000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 N9833RAH2 9179147.00000000 PA 10319738.99000000 0.242284340046 Long LON CORP NL N 2 2029-01-31 Variable 4.89200000 N N N N N N Summer BC Holdco B SARL 984500NRF59D5DB9B654 N/A 138000.00000000 PA 161153.22000000 0.003783516384 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 1856028.44000000 0.043575387529 Long DBT CORP NL N 2 2029-02-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1062742.00000000 PA -11008.77000000 -0.00025846124 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Intesa Sanpaolo SpA Intesa Sanpaolo SpA Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 22542.80000000 USD 1062742.00000000 EUR -11008.77000000 N N N N/A N/A N/A 2181000.00000000 PA USD 19381.86000000 0.000455042628 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 6819.30000000 N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAJ4 250000.00000000 PA USD 199350.00000000 0.004680291161 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 4037090.18000000 0.094781828389 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 0.66000000 0.000000015495 Long DBT CORP AU N 3 2025-08-31 Fixed 10.25000000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 26698.00000000 NS USD 4969298.74000000 0.116667995855 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -12473.25000000 -0.00029284395 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 11060049.00000000 TWD 368300.00000000 USD 2025-07-15 -12473.25000000 N N N Bajaj Finance Ltd. 335800YTEXC3DO4Z6F68 N/A 5800.00000000 NS 63343.86000000 0.001487171849 Long EC CORP IN N 2 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 284850.00000000 NS USD 50529541.50000000 1.186320373707 Long EC CORP US N 1 N N N N/A N/A N/A -3.00000000 NC USD -6978.40000000 -0.00016383719 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-mini Index US78378X1072 2025-09-19 -938062.50000000 USD -6978.40000000 N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632QAE3 1601000.00000000 PA USD 1615910.11000000 0.037937947360 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAE6 177000.00000000 PA USD 185464.66000000 0.004354294502 Long DBT CORP US N 2 2028-09-15 Fixed 9.00000000 N N N N N N Grand Rounds, Inc. N/A N/A 2434345.00000000 NS USD 1923132.55000000 0.045150841620 Long EC CORP GB Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 595913.82000000 0.013990720767 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 20996247.47000000 USD 616817260.00000000 TWD 2025-09-17 595913.82000000 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 200000.00000000 PA USD 199195.18000000 0.004676656335 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 -759717.92000000 -0.01783647387 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2054-03-06 0.00000000 USD 0.00000000 USD 702102500.00000000 JPY -759717.92000000 N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAD4 2640000.00000000 PA USD 2745829.68000000 0.064465926177 Long DBT CORP US N 2 2029-06-15 Fixed 8.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 525302.33000000 0.012332921256 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 17536137.42000000 USD 113725781.00000000 DKK 2025-09-17 525302.33000000 N N N Republic of Kenya 549300VVURQQYU45PR87 491798AM6 241000.00000000 PA USD 244388.46000000 0.005737693250 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N N/A N/A 00CBHGNZ8 522.00000000 NC USD 33930.00000000 0.000796600346 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Walmart, Inc. Walmart, Inc. 100.00000000 105.00000000 USD 2025-08-15 XXXX -50231.77000000 N N N Shell plc 21380068P1DRHMJ8KU70 N/A 708187.00000000 NS 24871171.57000000 0.583919360350 Long EC CORP GB N 2 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 700000.00000000 PA 956681.05000000 0.022460726677 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 2507742.63000000 0.058876175909 Long DBT CORP AU N 3 2027-07-31 Fixed 12.50000000 N N N N N N Avaya, Inc. N/A 05351X507 261.00000000 NS USD 1892.25000000 0.000044425788 Long EC CORP US N 2 N N N Pioneer, Inc. 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N/A 12555QAS5 875000.00000000 PA USD 875437.50000000 0.020553310228 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.16771080 N N N N N N Central Parent LLC N/A 154915AA0 190000.00000000 PA USD 157110.30000000 0.003688597685 Long DBT CORP US N 2 2029-06-15 Fixed 8.00000000 N N N N N N GE Vernova, Inc. 254900DP080RU6OK2553 36828A101 5568.00000000 NS USD 2946307.20000000 0.069172688981 Long EC CORP US N 1 N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAA4 125000.00000000 PA USD 123578.00000000 0.002901334442 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Japan Post Bank Co. Ltd. 5493006JVO6N2HC2XZ76 N/A 363300.00000000 NS 3916566.27000000 0.091952197133 Long EC CORP JP N 2 N N N N/A N/A 203607106 -3473.00000000 NS USD 1389.20000000 0.000032615302 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Community Financial System, Inc. 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N/A 44888MAB2 557358.13560000 PA USD 451460.09000000 0.010599270976 Long LON CORP US N 2 2028-10-25 Variable 10.04126000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 121797.63000000 0.002859535346 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3724337.55000000 USD 80670525.61000000 CZK 2025-07-25 121797.63000000 N N N Republic of Latvia 25490002QDEB2KTLNK39 518417AD2 280000.00000000 PA USD 279661.20000000 0.006565818122 Long DBT NUSS LV N 2 2034-07-30 Fixed 5.12500000 N N N N N N Citigroup Capital XIII N/A 173080201 110488.00000000 NS USD 3250556.96000000 0.076315791378 Long EP CORP US N 1 N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 958.00000000 NS USD 1125381.76000000 0.026421441209 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AN0 101000.00000000 PA USD 103758.61000000 0.002436019590 Long DBT CORP US N 2 2030-03-20 Variable 6.30000000 N N N N N N FNA 8 LLC N/A 30340WAA3 1702296.53000000 PA USD 1710203.70000000 0.040151749496 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 2920.00000000 0.000068555054 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 -16.51000000 N N N Hygon Information Technology Co. Ltd. N/A N/A 41644.00000000 NS 823127.90000000 0.019325198071 Long EC CORP CN N 2 N N N Apple, Inc. 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E57ODZWZ7FF32TWEFA76 N/A Square Enix Holdings Co. Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 250577.00000000 USD -13321.74000000 N N N Splitrock Services, Inc. N/A N/A 37807.00000000 PA USD 1063843.65000000 0.024976664322 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 48696.00000000 NS 2315317.95000000 0.054358475738 Long EC CORP GB N 2 N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAA1 487000.00000000 PA USD 497908.80000000 0.011689782573 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N RCI Banque SA 96950001WI712W7PQG45 N/A 500000.00000000 PA 619459.90000000 0.014543529948 Long DBT CORP FR N 2 2034-10-09 Variable 5.50000000 N N N N N N N/A N/A 00CBNDCV9 53.00000000 NC USD 12720.00000000 0.000298637088 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 -5021.19000000 N N N N/A N/A N/A 130.00000000 NC 1304468.59000000 0.030625998559 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Call Purchased Nikkei 225 Index JP9010C00002 1000.00000000 39250.00000000 JPY 2025-07-11 XXXX 819476.60000000 N N N Republic of Serbia 254900W94OCY91V32O78 817477AJ1 221000.00000000 PA USD 222740.38000000 0.005229444855 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N DENTSPLY SIRONA, Inc. 9NHEHR1SOZCYXDO8HO28 24906PAB5 62000.00000000 PA USD 62342.06000000 0.001463651830 Long DBT CORP US N 2 2055-09-12 Variable 8.37500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 575000.00000000 PA USD 549588.21000000 0.012903099282 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N VF Ukraine PAT 213800C9OW7RIPPP6Z96 N/A 249824.94490000 PA USD 238582.82000000 0.005601389836 Long DBT CORP UA N 2 2027-02-11 Fixed 9.62499960 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015103 5475.00000000 NS USD 1688490.00000000 0.039641960491 Long EC CORP US N 1 N N N Grupo Aeroportuario del Sureste SAB de CV 5299001W7JIDXCUOUC82 N/A 7109.00000000 NS 226952.30000000 0.005328331296 Long EC CORP MX N 1 N N N Isetan Mitsukoshi Holdings Ltd. 529900SY5RZO92EFG035 N/A 45200.00000000 NS 688232.98000000 0.016158167713 Long EC CORP JP N 2 N N N N/A N/A N/A -133800.00000000 NS USD -62185.90000000 -0.00145998554 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A NTT Data Group Corp. 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Broadcom, Inc. 100.00000000 260.00000000 USD 2025-07-18 XXXX 86289.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 87230.89000000 0.002047985771 N/A DFE N/A N 2 Morgan Stanley & Co. 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PT 549300RSKQN4Z5ZSGH94 N/A 1540900.00000000 NS 462862.27000000 0.010866968605 Long EC CORP ID N 2 N N N BEACH ACQUISITION BIDCO LLC N/A N/A 3035714.00000000 PA 3568481.39000000 0.083779944374 Long LON CORP US N 2 2032-06-25 Variable 3.75000000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 100000.00000000 PA USD 92148.58000000 0.002163442109 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 32200.00000000 NS 719850.58000000 0.016900478091 Long EC CORP JP N 2 N N N AT&T, Inc. 549300Z40J86GGSTL398 N/A 200000.00000000 PA 278881.25000000 0.006547506644 Long DBT CORP US N 2 2027-03-15 Fixed 5.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 724000.00000000 PA 848726.84000000 0.019926203803 Long DBT CORP GB N 2 2029-07-04 Variable 4.75000000 N N N N N N N/A N/A N/A 4609106.32000000 PA USD 302707.69000000 0.007106898049 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 39-V4 2I65BRAB7 Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 2278.00000000 USD 0.00000000 USD 4609106.00000000 USD 302707.69000000 N N N N/A N/A 00PBRB8D0 -932.00000000 NC USD -31688.00000000 -0.00074396321 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Wells Fargo & Co. 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LCZ7XYGSLJUHFXXNXD88 Y 2026-05-08 0.00000000 USD 0.00000000 USD 60573000.00000000 USD 284449.79000000 N N N Barrick Mining Corp. 0O4KBQCJZX82UKGCBV73 06849F108 159580.00000000 NS 3322264.00000000 0.077999311947 Long EC CORP CA N 1 N N N Yanbu National Petrochemical Co. N/A N/A 18207.00000000 NS 146692.17000000 0.003444003344 Long EC CORP SA N 2 N N N N/A N/A N/A 89140000.00000000 PA USD 465204.95000000 0.010921969480 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-01-14 0.00000000 USD 0.00000000 USD 89140000.00000000 USD 465204.95000000 N N N Federal Home Loan Mortgage Corp. STACR Trust 5493000ISBDRXIMCHZ70 35564KQY8 481898.00000000 PA USD 495958.00000000 0.011643982162 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.70517000 N N N N N N N/A N/A 00CBZL4S4 53.00000000 NC USD 3047.50000000 0.000071548469 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Progressive Corp. (The) Progressive Corp. (The) 100.00000000 295.00000000 USD 2025-07-18 XXXX -22510.66000000 N N N N/A N/A N/A 74115000.00000000 PA -2030.40000000 -0.00004766924 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-06-19 0.00000000 USD 0.00000000 USD 74115000.00000000 MXN -2030.40000000 N N N TICP CLO VI Ltd. 254900JG2DPAYUCW8T83 87246MAU6 250000.00000000 PA USD 250273.25000000 0.005875854928 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.01770960 N N N N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 N/A 2500.00000000 NS 478773.66000000 0.011240532377 Long EC CORP JP N 2 N N N CSMC Trust N/A 12660TAA0 2797920.00000000 PA USD 2770694.84000000 0.065049704399 Long ABS-MBS CORP US N 3 2027-02-15 Floating 7.75149840 N N N N N N N/A N/A N/A 50310231.00000000 PA -77422.50000000 -0.00181770675 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 50310231.00000000 ZAR -77422.50000000 N N N Trane Technologies plc 549300BURLR9SLYY2705 N/A 54349.00000000 NS USD 23772796.09000000 0.558131966061 Long EC CORP IE N 1 N N N N/A N/A N/A 13704.00000000 NS USD 30971.04000000 0.000727130598 N/A DE US N 3 Sonder Enterprises, Inc. N/A Call Purchased Sonder Enterprises, Inc. Sonder Enterprises, Inc. 1.00000000 0.01000000 USD 2029-12-30 XXXX 30971.04000000 N N N Rockford Tower CLO Ltd. 549300KPFGDIQ0PMP224 77342JAA1 96042.17000000 PA USD 96165.83000000 0.002257758135 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 5.68360080 N N N N N N N/A N/A N/A 157.00000000 NC 45579.50000000 0.001070104494 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-BTP 2025-09-08 18997000.00000000 EUR 45579.50000000 N N N N/A N/A N/A 940.00000000 NC -467245.99000000 -0.01096988852 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Bobl 2025-09-08 110619200.00000000 EUR -467245.99000000 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F032674 32071000.00000000 PA USD 28870486.74000000 0.677814316176 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 3.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 1673000.00000000 PA USD 1597291.01000000 0.037500812626 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BK2 100000.00000000 PA USD 104621.90000000 0.002456287704 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 N/A 1390000.00000000 PA 1610118.09000000 0.037801963713 Long DBT CORP US N 2 2027-05-24 Fixed 1.50000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 185416.00000000 NS USD 11645978.96000000 0.273421481808 Long EC CORP US N 1 N N N N/A N/A N/A 51838.00000000 NS USD 1321.87000000 0.000031034544 N/A DE US Y 2 Volato Group, Inc. N/A Call Purchased Volato Group, Inc. Volato Group, Inc. 1.00000000 11.50000000 USD 2028-12-03 XXXX -50516.13000000 N N N GS Mortgage Securities Corp. Trust N/A 36262MAA6 356928.00000000 PA USD 355597.62000000 0.008348635054 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.37648120 N N N N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 800000.00000000 PA 967125.22000000 0.022705932378 Long DBT CORP IT N 2 2030-05-21 Variable 5.25000000 N N N N N N N/A N/A 002824100 -7203.00000000 NS USD -19808.25000000 -0.00046505331 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Abbott Laboratories Y 2028-02-24 0.00000000 USD 0.00000000 USD 979680.00000000 USD -19808.25000000 N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 N/A 6540000.00000000 PA 153510.62000000 0.003604085267 Long DBT NUSS TR N 2 2029-09-12 Fixed 29.99999970 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 200000.00000000 PA USD 191400.00000000 0.004493642981 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N Hungary 5299003F3UFKGCCMAP43 445545AU0 200000.00000000 PA USD 192354.00000000 0.004516040763 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N N/A N/A N/A -874.00000000 NS USD -222.00000000 -0.00000521206 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Chailease Holding Co. Ltd. Y 2026-02-10 0.00000000 USD 0.00000000 USD 3785.00000000 USD -222.00000000 N N N N/A N/A 12541W209 -18351.00000000 NS USD -36702.00000000 -0.00086168069 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A CH Robinson Worldwide, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 1760778.00000000 USD -36702.00000000 N N N Rheinmetall AG 5299001OU9CSE29O6S05 N/A 10.00000000 NS 21176.98000000 0.000497188022 Long EC CORP DE N 2 N N N Citycon Treasury BV 549300WAE0CGQ0IE1H63 N/A 150000.00000000 PA 180936.30000000 0.004247978759 Long DBT CORP NL N 2 2030-03-11 Fixed 5.00000000 N N N N N N Affinity Interactive N/A 00842XAA7 175000.00000000 PA USD 107406.25000000 0.002521658001 Long DBT CORP US N 2 2027-12-15 Fixed 6.87500000 N N N N N N Haidilao International Holding Ltd. 3003009Q8GV4VNKZWI24 N/A 201000.00000000 NS 383219.92000000 0.008997144743 Long EC CORP KY N 2 N N N Golar LNG Ltd. 213800C2VSFZG3EZLO34 38046YAC5 363000.00000000 PA USD 372075.00000000 0.008735487003 Long DBT CORP BM N 2 2030-12-15 Fixed 2.75000000 N N N N N Golar LNG Ltd. USD XXXX N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 125000.00000000 PA USD 127039.35000000 0.002982599182 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780DN3 200000.00000000 PA USD 198958.00000000 0.004671087880 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N N/A N/A N/A 122552551.00000000 PA 30417.96000000 0.000714145519 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2026-02-25 0.00000000 USD 0.00000000 USD 122552551.00000000 MXN 30417.96000000 N N N CONE Trust N/A 20682AAN0 760000.00000000 PA USD 754222.33000000 0.017707449737 Long ABS-MBS CORP US N 2 2041-08-15 Floating 8.20023840 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 209000.00000000 PA USD 208738.75000000 0.004900717967 Long DBT NUSS SA N 2 2030-04-17 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -23201.62000000 -0.00054472203 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 16344690.00000000 TRY 348000.00000000 USD 2025-10-24 -23201.62000000 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 31331.00000000 NS USD 5840725.02000000 0.137127131629 Long EC CORP US N 1 N N N N/A N/A N/A -90.00000000 NC USD -54675.00000000 -0.00128364644 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. Broadcom, Inc. 100.00000000 300.00000000 USD 2025-08-15 XXXX -11220.20000000 N N N Hermes International SCA 969500Y4IJGHJE2MTJ13 N/A 6901.00000000 NS 18707684.88000000 0.439214508171 Long EC CORP FR N 2 N N N N/A N/A N/A 58230900.00000000 PA USD -74092.27000000 -0.00173952042 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2028-02-05 0.00000000 USD 0.00000000 USD 58230900.00000000 USD -74092.27000000 N N N USA Compression Partners LP N/A 91740PAG3 200000.00000000 PA USD 204986.40000000 0.004812621200 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 N/A 200000.00000000 PA 278113.71000000 0.006529486525 Long DBT CORP US N 2 2026-12-07 Fixed 5.50000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 1000000.00000000 PA 1241264.81000000 0.029142115474 Long DBT CORP DE N 2 2029-10-09 Variable 6.50000000 N N N N N N N/A N/A N/A -5645.00000000 NS USD -560.98000000 -0.00001317055 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A InPost SA Y 2026-02-11 0.00000000 USD 0.00000000 USD 93942.00000000 USD -560.98000000 N N N Farmers Business Common N/A N/A 84447.00000000 NS USD 108936.63000000 0.002557587893 Long EC CORP US N 3 N N N Palmer Square European Loan Funding DAC 254900IYUKLJNYNCCC63 N/A 510000.00000000 PA 599849.76000000 0.014083127816 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 5.19300000 N N N N N N Fertitta Entertainment LLC N/A 31556TAA7 140000.00000000 PA USD 134094.33000000 0.003148234299 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N N/A N/A 00CBHWF66 -46.00000000 NC USD -5888.00000000 -0.00013823704 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Chevron Corp. Chevron Corp. 100.00000000 160.00000000 USD 2025-09-19 XXXX 1231.45000000 N N N Engineering - Ingegneria Informatica - SpA 81560042F5E23EE61346 N/A 1142000.00000000 PA 1421089.25000000 0.033363990253 Long DBT CORP IT N 2 2028-05-15 Fixed 11.12500000 N N N N N N Helios Software Holdings, Inc. 2138002XO5EAYFHPPT53 N/A 1328000.00000000 PA 1618286.56000000 0.037993741079 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N N/A N/A 00CBV1R57 -310.00000000 NC USD -10230.00000000 -0.00024017746 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NextEra Energy, Inc. NextEra Energy, Inc. 100.00000000 80.00000000 USD 2025-08-15 XXXX 16056.20000000 N N N CarMax, Inc. N/A 143130102 51907.00000000 NS USD 3488669.47000000 0.081906139389 Long EC CORP US N 1 N N N N/A N/A 05464C101 -1175.00000000 NS USD -52522.50000000 -0.00123311057 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Axon Enterprise, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 972830.00000000 USD -52522.50000000 N N N N/A N/A 460146103 -23539.00000000 NS USD 14380.03000000 0.000337610871 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A International Paper Co. Y 2026-02-11 0.00000000 USD 0.00000000 USD 1101586.00000000 USD 14380.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -8256.43000000 -0.00019384246 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 217715.03000000 CHF 267000.00000000 USD 2025-07-25 -8256.43000000 N N N Spirit Airlines Pass Through Trust N/A 84858XAA2 1192113.13040000 PA USD 1032357.10000000 0.024237430705 Long DBT CORP US N 2 2031-08-15 Fixed 3.65000000 Y N N N N N N/A N/A 00CBFX0C9 -382.00000000 NC USD -58828.00000000 -0.00138114957 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. Apple, Inc. 100.00000000 230.00000000 USD 2025-08-15 XXXX 24772.18000000 N N N Sunrise HoldCo IV BV 213800G1DU7LKI6ZCD69 90320LAG2 400000.00000000 PA USD 397432.76000000 0.009330830369 Long DBT CORP NL N 2 2028-01-15 Fixed 5.50000000 N N N N N N UWM Holdings LLC N/A 903522AA8 626000.00000000 PA USD 626646.95000000 0.014712265772 Long DBT CORP US N 2 2030-02-01 Fixed 6.62500000 N N N N N N Nelnet Student Loan Trust N/A 64034QAD0 1639892.00000000 PA USD 1407955.84000000 0.033055647225 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.57000000 N N N N N N First Solar, Inc. 549300NPYMLM4NHTOF27 336433107 11544.00000000 NS USD 1910993.76000000 0.044865850039 Long EC CORP US N 1 N N N N/A N/A 00CBPJQ49 -19.00000000 NC USD -13395.00000000 -0.00031448457 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written CyberArk Software Ltd. CyberArk Software Ltd. 100.00000000 460.00000000 USD 2025-08-15 XXXX -2037.13000000 N N N N/A N/A 00CBNAL94 33.00000000 NC USD 93720.00000000 0.002200335528 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 7618.73000000 N N N Allied Universal Holdco LLC 98450038B4549046D794 019576AD9 200000.00000000 PA USD 208938.40000000 0.004905405301 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 N/A 199000.00000000 PA 246709.94000000 0.005792196396 Long DBT CORP US N 2 2028-11-03 Fixed 1.12500000 N N N N N N Eiffage SA 969500OQXKE5WDM9M994 N/A 13086.00000000 NS 1838756.82000000 0.043169888605 Long EC CORP FR N 2 N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 100000.00000000 PA 118722.33000000 0.002787334195 Long DBT CORP NL N 2 2030-11-15 Variable 5.49300000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDW7 222000.00000000 PA USD 217517.00000000 0.005106811601 Long DBT CORP JP N 2 2035-06-05 Variable 6.45000000 N N N N N N TransDigm, Inc. N/A 89364MCA0 594000.00000000 PA USD 595009.80000000 0.013969496404 Long LON CORP US N 2 2031-02-28 Variable 6.79561000 N N N N N N Quimper AB N/A N/A 1017391.00000000 PA 1193725.87000000 0.028026007720 Long LON CORP SE N 2 2030-03-29 Variable 6.42800000 N N N N N N Fiber Midco SpA 8156000AFE5C06C4D309 N/A 446000.00000000 PA 478866.56000000 0.011242713461 Long DBT CORP IT N 2 2029-06-15 Fixed 10.75000000 N N Y N N N Realtek Semiconductor Corp. 5299002E7F36O00MYY75 N/A 112548.00000000 NS 2185794.27000000 0.051317550056 Long EC CORP TW N 2 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 16519.00000000 NS USD 6390870.72000000 0.150043319527 Long EC CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 133053.00000000 NS 9219781.23000000 0.216459797369 Long EC CORP DK N 2 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBW9 141000.00000000 PA USD 128862.06000000 0.003025392327 Long DBT CORP GB N 2 2081-06-04 Variable 4.12500000 N N N N N N Sesac Finance LLC N/A 78396YAA1 240337.50000000 PA USD 239254.06000000 0.005617149046 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.21600000 N N N N N N N/A N/A 464287242 -52158.00000000 NS USD -123614.46000000 -0.00290219044 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A iShares iBoxx $ Investment Grade Corporate Bond ETF Y 2026-02-09 0.00000000 USD 0.00000000 USD 5717038.00000000 USD -123614.46000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BM8 359000.00000000 PA USD 357648.90000000 0.008396794510 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 45824TBC8 479000.00000000 PA USD 488434.45000000 0.011467346072 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N N AB Carval Euro CLO II-C DAC 6354004BYSUDKD9P4215 N/A 630000.00000000 PA 754896.15000000 0.017723269521 Long ABS-CBDO CORP IE N 2 2037-02-15 Floating 5.89299840 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 42124.00000000 NS USD 5835858.96000000 0.137012887447 Long EC CORP US N 1 N N N MCM Trust N/A N/A 1899016.25320000 PA USD 1823940.35000000 0.042822031101 Long ABS-MBS CORP US N 3 2028-08-25 Fixed 3.00000000 N N N N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 28653.00000000 NS 1132084.82000000 0.026578814033 Long EC CORP GB N 2 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 N/A 513000.00000000 PA 544795.80000000 0.012790584237 Long DBT CORP US N 2 2029-09-14 Fixed 0.25000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 47814.00000000 NS USD 2803334.82000000 0.065816017968 Long EC CORP US N 1 N N N N/A N/A 036752103 -3471.00000000 NS USD -57410.34000000 -0.00134786609 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Elevance Health, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 1350080.00000000 USD -57410.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -87826.04000000 -0.00206195855 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 97419879.00000000 MXN 5060866.98000000 USD 2025-09-17 -87826.04000000 N N N N/A N/A N/A 1298000.00000000 PA 388.99000000 0.000009132613 N/A DFE US N 2 J.P. 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Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 15436.91000000 USD 0.00000000 USD 120000.00000000 USD -15036.55000000 N N N Romania 315700IASY927EDWBK92 77586RAN0 124000.00000000 PA USD 123845.00000000 0.002907603004 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 15138AAA8 72000.00000000 PA USD 71877.71000000 0.001687527518 Long DBT CORP US N 2 2026-01-15 Fixed 5.37500000 N N N N N N Navoi Mining & Metallurgical Combinat N/A 63890CAB0 200000.00000000 PA USD 204502.00000000 0.004801248573 Long DBT CORP UZ N 2 2031-10-17 Fixed 6.95000000 N N N N N N Space Exploration Technologies Corp., Class A 549300B9WLO96RQCXP87 N/A 25071.00000000 NS USD 4638135.00000000 0.108893013535 Long EC CORP US Y 3 N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 218000.00000000 PA 267227.20000000 0.006273895672 Long DBT CORP IT N 2 2030-06-01 Fixed 5.37500000 N N N N N N Allegiant Travel Co. 549300JM9OZXOHWL2K18 01748XAD4 431000.00000000 PA USD 431124.99000000 0.010121848409 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 524.00000000 NC USD 118162.00000000 0.002774178902 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Citigroup, Inc. 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Boston Scientific Corp. 100.00000000 100.00000000 USD 2025-07-18 XXXX 12138.20000000 N N N N/A N/A N/A 844000.00000000 PA 13306.87000000 0.000312415480 N/A DFE FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 Call Purchased N/A EUR Currency 1.00000000 1.17000000 EUR 2025-07-24 XXXX 6338.99000000 N N N Iliad Holding SASU 9695009PXA7OI9NXN582 N/A 2401000.00000000 PA 2879237.31000000 0.067598038299 Long DBT CORP FR N 2 2028-10-15 Fixed 5.62500000 N N N N N N SAP SE 529900D6BF99LW9R2E68 N/A 41392.00000000 NS 12656823.55000000 0.297153846998 Long EC CORP DE N 2 N N N N/A N/A N/A -680897.00000000 NS USD -23189.99000000 -0.00054444898 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A China Resources Power Holdings Co. Ltd. Y 2026-02-25 0.00000000 USD 0.00000000 USD 1645200.00000000 USD -23189.99000000 N N N Bayview Commercial Asset Trust N/A 07324SCJ9 77091.01950000 PA USD 82397.36000000 0.001934505321 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.48920080 N N N N N N BX Trust N/A 05612HAA9 1374681.34000000 PA USD 1377654.36000000 0.032344236394 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.75363880 N N N N N N N/A N/A 00CBXX4N1 28.00000000 NC USD 1050.00000000 0.000024651646 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 390.00000000 USD 2025-07-18 XXXX -12032.42000000 N N N ProGroup AG 529900YI5W5TQ8F2FP82 N/A 362000.00000000 PA 422686.74000000 0.009923737213 Long DBT CORP DE N 2 2031-04-15 Fixed 5.37500000 N N N N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 70787.00000000 NS 3455788.33000000 0.081134163924 Long EC CORP CA N 1 N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 16223.00000000 NS USD 21724705.99000000 0.510047401256 Long EC CORP US N 1 N N N BX Trust N/A 05606FAN3 3052000.00000000 PA USD 2797867.59000000 0.065687659662 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545560 N N N N N N N/A N/A 458140100 -60670.00000000 NS USD -73410.70000000 -0.00172351868 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Intel Corp. Y 2028-02-24 0.00000000 USD 0.00000000 USD 1359008.00000000 USD -73410.70000000 N N N Shinhan Financial Group Co. Ltd. 988400EB8A6G49E5KO54 N/A 500000.00000000 PA USD 487205.00000000 0.011438481342 Long DBT CORP KR N 2 2026-05-12 Variable 2.87500000 N N N N N N N/A N/A N/A 25724.00000000 PA USD 28783.65000000 0.000675775584 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y 2025-09-19 0.00000000 USD 0.00000000 USD 25724.00000000 USD 28783.65000000 N N N Ursa Major Technologies, Inc., Series D N/A N/A 44138.00000000 NS USD 175669.24000000 0.004124319996 Long EC CORP US Y 3 N N N N/A N/A N/A 1111698.00000000 PA 7004.09000000 0.000164440333 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-02-03 2546.69000000 USD 0.00000000 USD 1111698.00000000 EUR 7004.09000000 N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 300000.00000000 PA 356752.99000000 0.008375760552 Long DBT CORP NL N 2 2033-11-15 Variable 5.99400000 N N N N N N Bubbles Bidco SpA 815600073942740CEB24 N/A 416000.00000000 PA 496718.31000000 0.011661832537 Long DBT CORP IT N 2 2031-09-30 Fixed 6.50000000 N N N N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 N/A 409000.00000000 PA 485394.91000000 0.011395984486 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N N/A N/A 00CBN6SJ4 394.00000000 NC USD 324065.00000000 0.007608319816 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 109841.11000000 N N N Goldstory SAS 969500NWR67ONUJD4A26 N/A 1076000.00000000 PA 1316294.75000000 0.030903650288 Long DBT CORP FR N 2 2030-02-01 Fixed 6.75000000 N N N N N N Project Montelena 529900JPQDXYET6L7S09 N/A 2887712.00000000 PA 3129453.92000000 0.073472563448 Long DBT CORP DE N 3 2030-06-20 Fixed 12.66199965 N N Y N N N N/A N/A N/A -385000.00000000 NS USD -22716.47000000 -0.00053333179 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Xinyi Glass Holdings Ltd. Y 2026-02-25 0.00000000 USD 0.00000000 USD 370933.00000000 USD -22716.47000000 N N N Dassault Systemes SE 96950065LBWY0APQIM86 N/A 62477.00000000 NS 2264268.19000000 0.053159941800 Long EC CORP FR N 2 N N N PDD Holdings, Inc. 5493000573DS7005T657 722304102 679.00000000 NS USD 71064.14000000 0.001668426718 Long EC CORP KY N 1 N N N Olympus Corp. 5299000Y52IFDI1I2A21 N/A 115800.00000000 NS 1375509.81000000 0.032293887167 Long EC CORP JP N 2 N N N Oceana Australian Fixed Income Trust N/A N/A 1453000.00000000 PA 957535.13000000 0.022480778561 Long DBT CORP AU N 3 2025-08-31 Fixed 12.00000000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 2019000.00000000 PA 2374784.98000000 0.055754628308 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.15000000 N N N N N N Dexcom, Inc. 549300YSK3QDSFR5EU59 252131107 26333.00000000 NS USD 2298607.57000000 0.053966153471 Long EC CORP US N 1 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 400000.00000000 PA 521242.88000000 0.012237614469 Long DBT CORP ES N 2 2028-06-21 Variable 8.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 26261.87000000 0.000616569842 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 4784174.14000000 USD 4062537.83000000 EUR 2025-09-17 26261.87000000 N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 889000.00000000 PA 1248783.08000000 0.029318627602 Long DBT CORP NL N 2 2031-09-15 Fixed 7.87500000 N N N N N N Al Rajhi Sukuk Ltd. 549300FHETHK3XGY8N60 N/A 292000.00000000 PA USD 292464.28000000 0.006866405742 Long DBT CORP KY N 2 2030-07-21 Variable 6.25000000 N N N N N N N/A N/A N/A -267450.00000000 NS USD -120486.99000000 -0.00282876445 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A JD Health International, Inc. Y 2026-02-25 0.00000000 USD 0.00000000 USD 1473069.00000000 USD -120486.99000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 369790.00000000 NS USD 29627574.80000000 0.695589046830 Long EC CORP US N 1 N N N/A N/A N/A -427400.00000000 NS USD -2987.93000000 -0.00007014989 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Seatrium Ltd. Y 2026-02-25 0.00000000 USD 0.00000000 USD 675407.00000000 USD -2987.93000000 N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78573NAJ1 336000.00000000 PA USD 343980.00000000 0.008075879377 Long DBT CORP US N 2 2027-06-01 Fixed 8.62500000 N N N N N N N/A N/A N/A 432916355.00000000 PA -6789.55000000 -0.00015940341 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-09-17 0.00000000 USD 0.00000000 USD 432916355.00000000 HUF -6789.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -27603.44000000 -0.00064806689 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 45235809.00000000 THB 1366091.84000000 USD 2025-07-22 -27603.44000000 N N N N/A N/A N/A 8349083.00000000 PA 229.14000000 0.000005379693 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-09-23 0.00000000 USD 0.00000000 USD 8349083.00000000 ZAR 229.14000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 184196.00000000 PA 979774.10000000 0.023002899728 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.49999960 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 4371.00000000 NS USD 1451915.07000000 0.034087711412 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBT1 216000.00000000 PA USD 201061.42000000 0.004720471467 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 781051.57000000 0.018337340155 Long ABS-O CORP US N 2 2074-10-20 Fixed 5.64400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 49316.27000000 0.001157835478 N/A DFE N/A N 2 Credit Agricole 1VUV7VQFKUOQSJ21A208 7165528.53000000 USD 30383274.07000000 MYR 2025-07-25 49316.27000000 N N N Quintis Australia Pty. Ltd. N/A 74877UAA6 16144865.00000000 PA USD 1856659.48000000 0.043590202934 Long DBT CORP AU N 3 2026-10-01 Fixed 7.50000000 Y N N N N N Virgin Media Vendor Financing Notes III DAC 635400SSKC2QCGEPIQ43 N/A 2155000.00000000 PA 2813855.29000000 0.066063015022 Long DBT CORP IE N 2 2028-07-15 Fixed 4.87500000 N N N N N N N/A N/A 22160N109 -32021.00000000 NS USD -11527.56000000 -0.00027064127 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A CoStar Group, Inc. Y 2028-02-24 0.00000000 USD 0.00000000 USD 2574488.00000000 USD -11527.56000000 N N N SGL Group ApS 636700YQKGLXCPPUYE74 N/A 351000.00000000 PA 410809.58000000 0.009644888118 Long DBT CORP DK N 2 2031-02-24 Floating 6.29899920 N N N N N N Extended Stay America Trust N/A 30227FAL4 1722317.24070000 PA USD 1726623.03000000 0.040537238561 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.27647840 N N N N N N N/A N/A N/A -96.00000000 NC USD -60720.00000000 -0.00142556949 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 125.00000000 USD 2025-08-15 XXXX -45286.03000000 N N N LY Corp. 52990078MD2OL792YM35 N/A 388100.00000000 NS 1429219.03000000 0.033554859265 Long EC CORP JP N 2 N N N N/A N/A N/A -16010.00000000 NS USD 13657.33000000 0.000320643495 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Temenos AG (Registered) Y 2026-02-26 0.00000000 USD 0.00000000 USD 1150080.00000000 USD 13657.33000000 N N N Westbay N/A N/A 9929000.00000000 PA USD 9941907.70000000 0.233413708256 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 0.000005810275 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. 5299003RGB2LAZ65RK73 21874AAE6 226000.00000000 PA USD 245492.50000000 0.005763613634 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 959817.00000000 PA 4533.12000000 0.000106427496 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 2586.63000000 USD 959817.00000000 EUR 4533.12000000 N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 613000.00000000 PA 756811.33000000 0.017768233654 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 300565.50000000 0.007056604229 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 874924.97000000 0.020541277173 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N Citycon Treasury BV 549300WAE0CGQ0IE1H63 N/A 200000.00000000 PA 242158.25000000 0.005685332918 Long DBT CORP NL N 2 2031-07-08 Fixed 5.37500000 N N N N N N N/A N/A N/A 14659000.00000000 PA 278345.57000000 0.006534930078 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-11-21 0.00000000 USD 0.00000000 USD 14659000.00000000 GBP 278345.57000000 N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 N/A 206000.00000000 PA 248573.69000000 0.005835953069 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.37500000 N N N N N N VEGAS N/A 92254BAC9 1770000.00000000 PA USD 1670839.82000000 0.039227573827 Long ABS-MBS CORP US N 2 2036-07-10 Variable 6.42371760 N N N N N N BG Energy Capital plc S2M8QDKEE05NZN8JD460 N/A 366000.00000000 PA 502961.62000000 0.011808411461 Long DBT CORP GB N 2 2025-12-01 Fixed 5.12500000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 219620.00000000 NS USD 15237235.60000000 0.357736138002 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 269176.00000000 NS 3669835.80000000 0.086159518738 Long EC CORP JP N 2 N N N N/A N/A N/A 60449800.00000000 PA USD 1290078.43000000 0.030288149857 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-05-06 0.00000000 USD 0.00000000 USD 60449800.00000000 USD 1290078.43000000 N N N N/A N/A N/A -30600.00000000 NS USD 19976.03000000 0.000468992408 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Meituan Y 2026-02-25 0.00000000 USD 0.00000000 USD 492233.00000000 USD 19976.03000000 N N N N/A N/A N/A 123986172.00000000 PA 6680.95000000 0.000156853730 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-03-19 0.00000000 USD 0.00000000 USD 123986172.00000000 HUF 6680.95000000 N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 7544.00000000 NS 602992.71000000 0.014156917237 Long EC CORP HU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 144953.38000000 0.003403180452 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5281496.08000000 USD 102089190.78000000 MXN 2025-07-25 144953.38000000 N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WBM2 1235000.00000000 PA USD 1392183.39000000 0.032685345452 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 1565597.31000000 0.036756715591 Long DBT CORP IT N 2 2026-11-15 Fixed 6.12500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 203000.00000000 PA USD 207588.00000000 0.004873700936 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 -278619.65000000 -0.00654136486 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 28417449.56000000 BRL 4951810.41000000 USD 2025-07-02 -278619.65000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AY9 600000.00000000 PA USD 557446.92000000 0.013087604178 Long DBT CORP NL N 2 2027-05-16 Variable 3.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 151000.00000000 PA 147966.87000000 0.003473930443 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 8364.62000000 0.000196382528 N/A DE US N 1 EVgo, Inc. 254900NJU5Y3D9R42S26 Call Purchased EVgo, Inc. EVgo, Inc. 1.00000000 11.50000000 USD 2026-07-01 XXXX -132502.50000000 N N N Eastroc Beverage Group Co. Ltd. 836800LQ338417RCIL29 N/A 32000.00000000 NS 1404144.59000000 0.032966167617 Long EC CORP CN N 2 N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 N/A 200000.00000000 PA 267010.62000000 0.006268810859 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 364639.31000000 0.008560913668 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 602000.35000000 0.014133618849 Long ABS-CBDO CORP IE N 2 2038-11-20 Floating 5.30100000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 452000.00000000 PA 541628.53000000 0.012716223837 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 237095.15000000 0.005566462679 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 272618.78000000 0.006400477886 Long EC CORP US Y 3 N N N N/A N/A N/A -59300.00000000 NS USD -89481.84000000 -0.00210083303 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Fujitsu Ltd. Y 2026-02-26 0.00000000 USD 0.00000000 USD 1438581.00000000 USD -89481.84000000 N N N N/A N/A N/A 142.00000000 NC USD 3337.00000000 0.000078345280 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Paramount Global Paramount Global 100.00000000 13.00000000 USD 2025-08-15 XXXX 38.46000000 N N N British Telecommunications plc 549300OWFMSO9NYV4H90 11102AAG6 723000.00000000 PA USD 661984.08000000 0.015541902377 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 0.00000000 0.000000 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 -4447.48000000 N N N N/A N/A 311900104 -41731.00000000 NS USD -29211.70000000 -0.00068582523 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A Fastenal Co. Y 2028-02-24 0.00000000 USD 0.00000000 USD 1752702.00000000 USD -29211.70000000 N N N N/A N/A N/A 232357.00000000 PA -4332.66000000 -0.00010172114 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 232357.00000000 BRL -4332.66000000 N N N Palladyne AI Corp. N/A N/A 4864.83330000 NS USD 42129.46000000 0.000989105288 Long EC CORP US N 2 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 37223.00000000 NS USD 4914924.92000000 0.115391420439 Long EC CORP US N 1 N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653AC4 200000.00000000 PA USD 207564.00000000 0.004873137470 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N BX Trust N/A 05612TAJ4 658000.00000000 PA USD 654298.75000000 0.015361468055 Long ABS-MBS CORP US N 2 2029-07-15 Floating 7.20116280 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAL8 233332.00290000 PA USD 233332.00000000 0.005478112352 Long ABS-MBS CORP US N 2 2038-04-15 Floating 7.02744120 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EL5 200000.00000000 PA USD 201250.00000000 0.004724898903 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N N/A N/A N/A 138.00000000 NC USD 80385.00000000 0.001887259619 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alphabet, Inc. Alphabet, Inc. 100.00000000 185.00000000 USD 2025-08-15 XXXX -15625.49000000 N N N N/A N/A N/A -81524.00000000 NS USD -39021.98000000 -0.00091614862 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A NEXTDC Ltd. Y 2026-02-10 0.00000000 USD 0.00000000 USD 778176.00000000 USD -39021.98000000 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 34160.00000000 NS USD 1405000.80000000 0.032986269509 Long EC CORP US N 1 N N N Republic of South Africa 378900AAFB4F17004C49 N/A 13855000.00000000 PA 680692.05000000 0.015981123579 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N Galderma Group AG 89450001OK6O8ELQ4584 N/A 23010.00000000 NS 3344634.55000000 0.078524522318 Long EC CORP CH N 2 N N N N/A N/A 00CBRB2Z1 -1267.00000000 NC USD -201453.00000000 -0.00472966488 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 325.00000000 USD 2025-08-15 XXXX 134784.16000000 N N N N/A N/A N/A -107244.00000000 NS USD 218807.66000000 0.005137113404 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Mineral Resources Ltd. 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Palladyne AI Corp. 1.00000000 69.00000000 USD 2027-06-15 XXXX -21534.11000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 100707.00000000 NS USD 29195966.37000000 0.685455848334 Long EC CORP US N 1 N N N Global Auto Holdings Ltd. 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Ltd., Class H Y 2026-02-25 0.00000000 USD 0.00000000 USD 1691419.00000000 USD -2741.60000000 N N N N/A N/A 00PBT6GS7 -126.00000000 NC USD -9450.00000000 -0.00022186481 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Micron Technology, Inc. Micron Technology, Inc. 100.00000000 100.00000000 USD 2025-08-15 XXXX 24987.17000000 N N N Mitsubishi Corp. KVIPTY4PULAPGC1VVD26 N/A 20600.00000000 NS 411626.80000000 0.009664074612 Long EC CORP JP N 2 N N N N/A N/A 00CBMZUD1 -55.00000000 NC USD -55550.00000000 -0.00130418948 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Vistra Corp. 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(The) 100.00000000 60.00000000 USD 2025-07-18 XXXX 12362.44000000 N N N Flourishing Trade & Investment Ltd. 894500SZ5TN63ZJ0Y632 343427AA8 5809000.00000000 PA USD 5925180.00000000 0.139109945256 Long DBT CORP MU N 3 2028-04-02 Fixed 11.03500000 N N Y N N N Holcim AG 529900EHPFPYHV6IQO98 N/A 15745.00000000 NS 1169210.17000000 0.027450434036 Long EC CORP CH N 2 N N N N/A N/A N/A 2100000.00000000 PA USD -50727.23000000 -0.00119096165 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Boeing Co. (The) Boeing Co. 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International 4PQUHN3JPFGFNF3BB653 Republic of Panama Republic of Panama Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 6493.01000000 USD 0.00000000 USD 140000.00000000 USD -1102.72000000 N N N Progress Residential Trust N/A 74333VAN4 699465.00000000 PA USD 689679.62000000 0.016192131577 Long ABS-O CORP US N 2 2026-05-17 Fixed 3.43600000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724CG5 20939.00000000 PA USD 9788.98000000 0.000229823308 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00001080 N N N N N N MISUMI Group, Inc. 353800SJWGE5BEK2V032 N/A 47700.00000000 NS 637199.87000000 0.014960024679 Long EC CORP JP N 2 N N N N/A N/A N/A 312429200.00000000 PA USD 16570131.42000000 0.389029544203 N/A DIR US N 2 CME Group Inc. 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CHS/Community Health Systems, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2026-06-20 5665.81000000 USD 0.00000000 USD 125000.00000000 USD -4934.29000000 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 1490.00000000 NS USD 3894308.70000000 0.091429639279 Long EC CORP US N 1 N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 1027000.00000000 PA 1259276.08000000 0.029564979722 Long DBT CORP LU N 2 2028-07-31 Fixed 7.87500000 N N N N N N N/A N/A N/A 85.00000000 NC USD 370387.50000000 0.008695868285 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Oracle Corp. Oracle Corp. 100.00000000 175.00000000 USD 2025-07-18 XXXX 329398.00000000 N N N Outfront Media Capital LLC 5493005WC7J0FDMW0610 69007TAB0 100000.00000000 PA USD 99500.37000000 0.002336045659 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Palladyne AI Corp. 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Crowdstrike Holdings, Inc. 100.00000000 560.00000000 USD 2025-09-19 XXXX -19009.22000000 N N N J&J Ventures Gaming LLC N/A 46604BAH1 887928.87400000 PA USD 876625.54000000 0.020581202744 Long LON CORP US N 2 2030-04-26 Variable 7.82681000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -28634.27000000 -0.00067226847 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 11006196.00000000 CAD 8085704.29000000 USD 2025-09-17 -28634.27000000 N N N N/A N/A N/A 1.00000000 NC USD -1001.03000000 -0.00002350194 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2025-10-22 21107.00000000 USD -1001.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -27570.90000000 -0.00064730293 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 45182487.00000000 THB 1364481.55000000 USD 2025-07-22 -27570.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -28594.67000000 -0.00067133875 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 16716600.00000000 TRY 360000.00000000 USD 2025-09-26 -28594.67000000 N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 32282.00000000 NS USD 17542361.62000000 0.411855330069 Long EC CORP US N 1 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 19154.00000000 NS USD 2036836.36000000 0.047820352214 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 1650000.00000000 PA 1986233.26000000 0.046632304852 Long DBT CORP US N 2 2027-05-15 Fixed 3.62500000 N N N N N N Dryden 49 Senior Loan Fund 549300VCB8LYR1RGV869 26244QAQ6 250000.00000000 PA USD 250487.05000000 0.005880874473 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.13108080 N N N N N N IMA Industria Macchine Automatiche SpA 815600D86992FDA7B908 N/A 441000.00000000 PA 522176.81000000 0.012259541052 Long DBT CORP IT N 2 2029-04-15 Floating 6.02899920 N N N N N N N/A N/A N/A -2967000.00000000 PA -0.27000000 -0.00000000633 N/A DFE CH N 2 UBS BFM8T61CT2L1QCEMIK50 Put Written N/A EUR Currency 1.00000000 1.02000000 EUR 2025-07-15 XXXX 6598.17000000 N N N N/A N/A 00CBX8R19 37.00000000 NC USD 18130.00000000 0.000425651762 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chevron Corp. Chevron Corp. 100.00000000 140.00000000 USD 2025-07-18 XXXX 4357.51000000 N N N Lendmark Funding Trust N/A 52604DAD4 640000.00000000 PA USD 577920.58000000 0.013568279823 Long ABS-O CORP US N 2 2032-04-20 Fixed 4.46000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556BQ4 917000.00000000 PA 1040859.44000000 0.024437046590 Long DBT CORP US N 2 2028-09-12 Fixed 1.37500000 N N N N N N N/A N/A N/A -34959000.00000000 PA -25256.04000000 -0.00059295520 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A Swaption 1.00000000 2.45000000 EUR 2025-12-09 XXXX 3297.79000000 N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 10183.00000000 NS USD 1291102.57000000 0.030312194369 Long EC CORP US N 1 N N N AbbVie, Inc. 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Ltd. UNZWILHE4KMRP9K2L524 62886HBR1 235000.00000000 PA USD 240082.70000000 0.005636603656 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 10831.00000000 NS USD 468.87000000 0.000011008016 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Nice One Beauty Digital Marketing Co. Y 2026-02-11 0.00000000 USD 0.00000000 USD 95476.00000000 USD 468.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 15716.27000000 0.000368982791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 492141.00000000 USD 26664199.38000000 EGP 2025-11-20 15716.27000000 N N N JumpCloud, Inc., Series F N/A N/A 113119.00000000 NS USD 276010.36000000 0.006480104582 Long EC CORP US Y 3 N N N Kaixo Bondco Telecom SA 959800ULWB3MZHZ69055 N/A 477000.00000000 PA 569619.27000000 0.013373383672 Long DBT CORP ES N 2 2029-09-30 Fixed 5.12500000 N N N N N N Rossini SARL 549300EC5JCCW6F83R11 N/A 206618.56000000 PA 245743.28000000 0.005769501386 Long DBT CORP LU N 2 2029-12-31 Floating 5.85500040 N N N N N N IMA Industria Macchine Automatiche SpA 815600D86992FDA7B908 N/A 825000.00000000 PA 976861.39000000 0.022934515826 Long DBT CORP IT N 2 2029-04-15 Floating 6.02899920 N N N N N N N/A N/A N/A -12200.00000000 NS USD -12196.75000000 -0.00028635235 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 N/A Sapporo Holdings Ltd. 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N/A 476920AA1 185000.00000000 PA USD 179983.03000000 0.004225598116 Long DBT CORP US N 2 2031-09-20 Fixed 9.87500000 N N N N N N ECL Entertainment LLC N/A 26826TAL7 2735483.84750000 PA USD 2732064.49000000 0.064142750370 Long LON CORP US N 2 2030-08-30 Variable 7.83000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -30113.46000000 -0.00070699654 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1649935.00000000 EUR 1923568.47000000 USD 2025-09-17 -30113.46000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 341000.00000000 PA USD 316277.50000000 0.007425486771 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N BYD Co. Ltd. 5299005557VL7ULJ7A69 N/A 1164000.00000000 NS 18123518.78000000 0.425499597537 Long EC CORP CN N 2 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 N/A 850000.00000000 PA 998910.55000000 0.023452180680 Long DBT CORP JP N 2 2026-11-21 Fixed 2.25000000 N N N N N N N/A N/A N/A 100000.00000000 PA USD 31.94000000 0.000000749879 N/A DFE GB N 2 Standard Chartered RILFO74KP1CM8P6PCT96 Call Purchased N/A USD/TWD One-touch barrier option; Barrier price USD 34.60000 1.00000000 34.60000000 USD 2025-08-29 XXXX -7618.06000000 N N N N/A N/A N/A 214.00000000 NC USD 21400.00000000 0.000502424032 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Confluent, Inc. Confluent, Inc. 100.00000000 25.00000000 USD 2025-07-18 XXXX -3218.44000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724CF7 25126.00000000 PA USD 11773.89000000 0.000276424546 Long DBT NUSS UA N 2 2035-02-01 Variable 0.00001080 N N N N N N N/A N/A N/A -87100.00000000 NS USD -54834.09000000 -0.00128738152 N/A DE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A New Oriental Education & Technology Group, Inc. Y 2026-02-25 0.00000000 USD 0.00000000 USD 470362.00000000 USD -54834.09000000 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 9422.00000000 NS USD 1565088.42000000 0.036744767994 Long EC CORP US N 1 N N N VZ Vendor Financing II BV 724500DRKUUR3GFOSK76 N/A 1523000.00000000 PA 1628300.83000000 0.038228853692 Long DBT CORP NL N 2 2029-01-15 Fixed 2.87500000 N N N N N N N/A N/A N/A 283000.00000000 PA 22464.76000000 0.000527422210 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Eutelsat SA Eutelsat SA Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 9094.34000000 USD 0.00000000 USD 283000.00000000 EUR 22464.76000000 N N N Avoca Static CLO I DAC 549300D0MXVAW7ZB0873 N/A 350000.00000000 PA 410359.53000000 0.009634321953 Long ABS-CBDO CORP IE N 2 2035-01-15 Floating 5.17899960 N N N N N N RR Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BK6 159000.00000000 PA USD 153596.76000000 0.003606107641 Long DBT CORP US N 2 2029-08-01 Fixed 10.87500000 N N N N N N Bunzl plc 213800Q1Q9DV4L78UM09 N/A 27146.00000000 NS 865047.70000000 0.020309381013 Long EC CORP GB N 2 N N N N/A N/A N/A 292171.04000000 PA USD 0.00000000 0.000000 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A Citi Equity US 1W Volatility Carry Index Y 2025-12-19 0.00000000 USD 0.00000000 USD 292171.04000000 USD 0.00000000 N N N N/A N/A 00PBGFSH2 -33.00000000 NC USD -19387.50000000 -0.00045517504 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 630.00000000 USD 2025-08-15 XXXX 36915.16000000 N N N Arbour CLO VI DAC 635400HEJB8VLV1GBH66 N/A 700000.00000000 PA 823262.76000000 0.019328364281 Long ABS-CBDO CORP IE N 2 2037-11-15 Floating 5.34300120 N N N N N N Sabre GLBL, Inc. 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