NPORT-P false 0001002718 XXXXXXXX S000010071 C000027870 C000027874 C000027873 C000027876 C000150886 C000027872 C000027875 AB UNCONSTRAINED BOND FUND, INC. 811-07391 0001002718 MRZ2PNEJWY3JCFBL3W22 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB UNCONSTRAINED BOND FUND, INC. S000010071 MRZ2PNEJWY3JCFBL3W22 2020-10-31 2020-07-31 N 98139316.94 35790791.83 62348525.11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4000.00000000 0.00000000 0.00000000 13396581.53000000 GBP CAD JPY USD MXN EUR N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 62000.00000000 OU Notional Amount -4522.89000000 -0.00725420527 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 1238.74000000 EUR 0.00000000 EUR 62000.00000000 EUR -5892.69000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 217490.00000000 OU Notional Amount USD 7102.83000000 0.011392137965 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 13005.92000000 USD 0.00000000 USD 217490.00000000 USD -5903.09000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7875000.00000000 OU Notional Amount USD -309946.32000000 -0.49711892856 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -468817.65000000 USD 7875000.00000000 USD 158871.33000000 N N N EXPEDIA GROUP INC N/A 30212PAS4 8000.00000000 PA USD 8739.62000000 0.014017364459 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 10428.72000000 0.016726490292 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 750262.45000000 USD 645748.45000000 EUR 2020-08-06 10428.72000000 N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 402635AL0 32000.00000000 PA USD 15571.09000000 0.024974271600 Long DBT CORP US N 2 2025-05-15 Fixed 6.38000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBC7 28000.00000000 PA USD 28624.79000000 0.045910933658 Long DBT CORP US N 2 2023-07-03 Fixed 3.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 23478000.00000000 OU Notional Amount USD -773269.79000000 -1.24023750142 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V10 2I65BRXP0 Y buy protection 2024-12-20 0.00000000 USD -243519.03000000 USD 23478000.00000000 USD -529750.76000000 N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P125 544.00000000 NS USD 8.16000000 0.000013087719 N/A DE US N 1 N/A N/A Call Purchased SandRidge Energy Inc SandRidge Energy Inc 1.00000000 42.03000000 USD 2022-10-04 XXXX -195.37000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 427700.00000000 OU Notional Amount USD 13967.90000000 0.022402935715 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 25533.68000000 USD 0.00000000 USD 427700.00000000 USD -11565.78000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 488700.00000000 OU Notional Amount USD -19234.39000000 -0.03084979150 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -32180.93000000 USD 488700.00000000 USD 12946.54000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 24590000.00000000 OU Notional Amount USD 885769.58000000 1.420674472150 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Korea International Bond Korea International Bond Y sell protection 2024-12-20 838034.80000000 USD 0.00000000 USD 24590000.00000000 USD 47734.78000000 N N N VIRGOLINO DE OLIVEIRA FI N/A 92824BAA4 804000.00000000 PA USD 8040.00000000 0.012895252912 Long DBT CORP LU N 2 2018-01-28 None 0.00000000 Y Y N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 63700.00000000 OU Notional Amount USD 2080.32000000 0.003336598574 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 4823.73000000 USD 0.00000000 USD 63700.00000000 USD -2743.41000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 43580000.00000000 OU Notional Amount USD 658226.07000000 1.055720353991 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S32.V1 2I65BYBE4 Y sell protection 2024-06-20 922634.11000000 USD 0.00000000 USD 43580000.00000000 USD -264408.04000000 N N N EXPEDIA GROUP INC N/A 30212PAU9 303000.00000000 PA USD 326670.74000000 0.523943011360 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 63000.00000000 OU Notional Amount USD -2479.58000000 -0.00397696656 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -4983.39000000 USD 63000.00000000 USD 2503.81000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 12860000.00000000 NC USD 31431.77000000 0.050413012889 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 12860000.00000000 OU Notional Amount N/A 31431.77000000 0.05000000 DIR US ICE Libor USD 3 Months US0003M Index 2050-09-25 0.00000000 N/A 0.00000000 N/A 12860000.00000000 USD 1.00000000 1.22600000 USD 2020-09-23 XXXX -572988.23000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 425700.00000000 OU Notional Amount USD -16754.82000000 -0.02687284097 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -29628.70000000 USD 425700.00000000 USD 12873.88000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -454301.93000000 -0.72864904053 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Philippine Government International Bond Philippine Government International Bond Y buy protection 2024-12-20 0.00000000 USD -528707.85000000 USD 20000000.00000000 USD 74405.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1064700.00000000 OU Notional Amount USD -41904.74000000 -0.06721047518 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -74103.11000000 USD 1064700.00000000 USD 32198.37000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD 1253488.67000000 2.010454405759 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Australia S32.V1 2I668IBF8 Y sell protection 2024-12-20 1040428.24000000 USD 0.00000000 USD 75000000.00000000 USD 213060.43000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 62000000.00000000 OU Notional Amount USD -1304624.26000000 -2.09247012290 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Kingdom of Thailand Kingdom of Thailand Y buy protection 2025-06-20 401139.62000000 USD 0.00000000 USD 62000000.00000000 USD -1705763.88000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 147600.00000000 OU Notional Amount USD -5809.28000000 -0.00931742970 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -9534.95000000 USD 147600.00000000 USD 3725.67000000 N N N AVIS BUDGET CAR/FINANCE N/A 053773BD8 33000.00000000 PA USD 38162.81000000 0.061208841640 Long DBT CORP US N 2 2025-05-15 Fixed 10.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 37000.00000000 OU Notional Amount -2699.16000000 -0.00432914811 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 1651.82000000 EUR 0.00000000 EUR 37000.00000000 EUR -4482.87000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35060000.00000000 OU Notional Amount USD -999909.68000000 -1.60374231505 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y buy protection 2025-06-20 0.00000000 USD -713868.00000000 USD 35060000.00000000 USD -286041.68000000 N N N Paragon Offshore Litigation Trust A N/A 000000000 3303.00000000 NS USD 330.30000000 0.000529763934 Long EC CORP US N 3 N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051BC0 33114.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2024-10-31 Fixed 11.00000000 Y N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4531800.00000000 OU Notional Amount USD -148000.22000000 -0.23737565522 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V7 2I65BRVD9 Y buy protection 2024-12-20 0.00000000 USD -91474.39000000 USD 4531800.00000000 USD -56525.83000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 351900.00000000 OU Notional Amount USD -13850.17000000 -0.02221411007 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -23260.60000000 USD 351900.00000000 USD 9410.43000000 N N N NATL WESTMINSTER BANK 213800IBT39XQ9C4CP71 000000000 200000.00000000 PA 212057.57000000 0.340116417550 Long DBT CORP GB N 2 2020-10-05 Variable 1.72000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30000.00000000 OU Notional Amount 2098.27000000 0.003365388349 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -540.44000000 EUR 30000.00000000 EUR 2694.05000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 51280000.00000000 OU Notional Amount 223197.44000000 0.357983512210 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2020-11-09 0.00000000 GBP 0.00000000 GBP 51280000.00000000 GBP 223197.44000000 N N N EP ENER/EVEREST ACQ FIN N/A 268787AE8 24000.00000000 PA USD 2.40000000 0.000003849329 Long DBT CORP US N 2 2024-11-29 None 0.00000000 Y N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 58500.00000000 OU Notional Amount USD -2302.47000000 -0.00369290211 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -4627.32000000 USD 58500.00000000 USD 2324.85000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 566100.00000000 OU Notional Amount USD -22280.71000000 -0.03573574508 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -39461.20000000 USD 566100.00000000 USD 17180.49000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 345146.13000000 0.553575452492 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y sell protection 2024-12-20 472005.66000000 USD 0.00000000 USD 20000000.00000000 USD -126859.53000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 310000.00000000 PA 324539.94000000 0.520525448561 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 1030000.00000000 PA USD 1486096.88000000 2.383531731308 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 9131394.00000000 PA USD 10041283.26000000 16.10508547280 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X119 4331.00000000 NS USD 4937.34000000 0.007918936320 N/A DE US N 1 N/A N/A Call Purchased Avaya Holdings Corp Avaya Holdings Corp 1.00000000 25.55000000 USD 2022-12-15 XXXX 4933.01000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAH6 43000.00000000 PA USD 42057.79000000 0.067455950121 Long DBT CORP US N 2 2025-10-01 Fixed 4.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 29000.00000000 OU Notional Amount -2115.67000000 -0.00339329598 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 231.92000000 EUR 0.00000000 EUR 29000.00000000 EUR -2371.34000000 N N N AMC ENTERTAINMENT HOLDIN 549300ZO77UNR6NRBR11 00165CAB0 30000.00000000 PA USD 8400.00000000 0.013472652296 Long DBT CORP US N 2 2026-11-15 Fixed 5.88000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 8146.49000000 0.013066050857 N/A DFE CH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 188579.12000000 USD 179788.32000000 CHF 2020-08-28 8146.49000000 N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 130000.00000000 PA USD 81376.45000000 0.130518644757 Long DBT CORP LU N 2 2023-08-01 None 0.00000000 Y N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 310801.05000000 OU Notional Amount -16719.29000000 -0.02681585485 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S31.V1 2I667KFO1 Y buy protection 2024-06-20 0.00000000 EUR -32648.61000000 EUR 310801.05000000 EUR 19179.50000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 8935000.00000000 PA USD 9616293.75000000 15.42345024687 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N Peabody Energy Corp EJCO258LNNVSKAR2JX59 70457LAA2 55000.00000000 PA USD 32851.73000000 0.052690468526 Long DBT CORP US N 2 2022-03-31 Fixed 6.00000000 N N N N N N iShares MSCI Emerging Markets ETF 549300BPYHDEDI59G670 464287234 41232.00000000 NS USD 1784933.28000000 2.862831601631 Long EC RF US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 429520.00000000 OU Notional Amount USD 14027.33000000 0.022498254730 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 28563.07000000 USD 0.00000000 USD 429520.00000000 USD -14535.74000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -106.00000000 NC -163716.63000000 -0.26258300370 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short United Kingdom Gilt G U0 Comdty 2020-09-28 -14561230.00000000 GBP -163716.63000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 42.00000000 NC 176798.45000000 0.283564767070 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long Japan Government Ten Year Bond JBU0 Comdty 2020-09-14 6380825000.00000000 JPY 176798.45000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 24590000.00000000 OU Notional Amount USD -885769.58000000 -1.42067447215 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y buy protection 2024-12-20 0.00000000 USD -828740.65000000 USD 24590000.00000000 USD -57028.93000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 94.00000000 NC 12765.06000000 0.020473716062 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGU0 Index 2020-09-18 2991057.00000000 EUR 12765.06000000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 16000.00000000 PA USD 15035.81000000 0.024115742871 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 928200.00000000 OU Notional Amount USD -30313.30000000 -0.04861911319 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y buy protection 2024-12-20 0.00000000 USD -54090.85000000 USD 928200.00000000 USD 23777.55000000 N N N BCAP LLC Trust N/A 05532EAT2 1817373.77000000 PA USD 1389333.72000000 2.228334539668 Long ABS-MBS CORP US N 2 2038-01-26 Variable 6.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 23478000.00000000 OU Notional Amount USD 766748.12000000 1.229777478532 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V3 2I65BRTK6 Y sell protection 2024-12-20 0.00000000 USD -1584248.51000000 USD 23478000.00000000 USD 2350996.63000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -11309.69000000 -0.01813946677 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 238122.70000000 EUR 269198.66000000 USD 2020-08-06 -11309.69000000 N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 235000.00000000 PA USD 222662.50000000 0.357125528803 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 44000.00000000 PA USD 43487.90000000 0.069749685214 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 32000.00000000 PA USD 21109.97000000 0.033858010213 Long DBT CORP LU N 2 2024-10-15 None 0.00000000 Y N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -114969.78000000 -0.18439855601 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1926661.30000000 CHF 1993196.18000000 USD 2020-08-28 -114969.78000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 423000.00000000 OU Notional Amount USD -16648.55000000 -0.02670239587 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -27410.40000000 USD 423000.00000000 USD 10761.85000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 431340.00000000 OU Notional Amount USD 14086.78000000 0.022593605823 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 28123.35000000 USD 0.00000000 USD 431340.00000000 USD -14036.57000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -45778.20000000 -0.07342306801 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 180336872.00000000 JPY 1657896.58000000 USD 2020-08-07 -45778.20000000 N N N Fannie Mae N/A 3136AR6B9 3457849.82000000 PA USD 638027.58000000 1.023324254863 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 5.00000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAB0 223000.00000000 PA USD 242721.56000000 0.389297997942 Long DBT CORP VG N 2 2024-05-15 Fixed 5.13000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30000.00000000 OU Notional Amount 2098.27000000 0.003365388349 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -469.89000000 EUR 30000.00000000 EUR 2609.60000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -5374.26000000 -0.00861970670 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 266825.40000000 AUD 185264.88000000 USD 2020-08-13 -5374.26000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 5219337.39000000 NS USD 5219337.39000000 8.371228318218 Long STIV RF US N 1 N N N Riverbed Technology Inc XWT9B0BASIY6FJ5R7M02 74339KAA0 14000.00000000 PA USD 8580.72000000 0.013762506787 Long DBT CORP US N 2 2023-03-01 Fixed 8.88000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAV6 12000.00000000 PA USD 11844.93000000 0.018997931352 Long DBT CORP US N 2 2027-04-01 Fixed 3.63000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 12500000.00000000 OU Notional Amount USD -663145.17000000 -1.06361003540 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y sell protection 2025-06-20 0.00000000 USD -700891.19000000 USD 12500000.00000000 USD 37746.02000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 376000.00000000 PA USD 417495.39000000 0.669615502954 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 39000.00000000 OU Notional Amount 2727.72000000 0.004374955133 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -2176.58000000 EUR 39000.00000000 EUR 5078.10000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 7164.34000000 0.011490793065 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 180941.19000000 USD 159682.22000000 EUR 2020-08-06 7164.34000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 42950000.00000000 OU Notional Amount 1064331.28000000 1.707067293287 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S31.V2 2I666VCU7 Y sell protection 2024-06-20 1050227.14000000 EUR 0.00000000 EUR 42950000.00000000 EUR -84774.72000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 440440.00000000 OU Notional Amount USD 14383.95000000 0.023070232976 N/A DCR TH N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V2 2I65BRSP6 Y sell protection 2024-12-20 41788.94000000 USD 0.00000000 USD 440440.00000000 USD -27404.99000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -10592.36000000 -0.01698895039 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 215878.79000000 EUR 243712.69000000 USD 2020-08-06 -10592.36000000 N N N GTT Communications Inc 549300ETSL7K1ZX05H30 362393AA8 16000.00000000 PA USD 8916.09000000 0.014300402430 Long DBT CORP US N 2 2024-12-31 Fixed 7.88000000 N N N N N N Nouryon Finance B.V. (aka AkzoNobel) 549300K7VB5G6LULFT41 000000000 16837.70000000 PA USD 16257.81000000 0.026075693003 Long LON CORP NL N 2 2025-10-01 Floating 3.17825000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22000000.00000000 OU Notional Amount USD -490551.97000000 -0.78679001489 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Malaysia Sovereign Sukuk Bhd Malaysia Sovereign Sukuk Bhd Y buy protection 2024-06-20 0.00000000 USD -352030.98000000 USD 22000000.00000000 USD -138520.99000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 1076530.00000000 OU Notional Amount USD 35157.48000000 0.056388631387 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 70189.72000000 USD 0.00000000 USD 1076530.00000000 USD -35032.24000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 30364.66000000 0.048701488842 N/A DFE SE N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 738550.91000000 USD 6746189.93000000 SEK 2020-10-16 30364.66000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 37000.00000000 OU Notional Amount -2699.16000000 -0.00432914811 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 972.81000000 EUR 0.00000000 EUR 37000.00000000 EUR -3748.19000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 1907.81000000 0.003059911997 N/A DFE JP N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 181034.78000000 USD 19364784.00000000 JPY 2020-08-07 1907.81000000 N N N Freddie Mac - STACR N/A 3137G0EM7 1134993.35000000 PA USD 1216817.18000000 1.951637473145 Long ABS-MBS USGSE US N 2 2025-03-25 Floating 10.92000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AU5 100000.00000000 PA USD 94750.00000000 0.151968310128 Long DBT CORP GB N 2 2027-09-30 Variable 2.63000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -221337.96000000 -0.35500111608 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8674016.45000000 CAD 6254500.47000000 USD 2020-08-06 -221337.96000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD -1067239.58000000 -1.71173187836 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y sell protection 2024-12-20 0.00000000 USD -1777380.22000000 USD 25000000.00000000 USD 710140.64000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1565.77000000 -0.00251131842 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 14167198.00000000 JPY 132274.29000000 USD 2020-08-07 -1565.77000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -246.00000000 NC USD -364867.19000000 -0.58520580776 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU0 Comdty 2020-09-21 -34094351.56000000 USD -364867.19000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 63000.00000000 OU Notional Amount 4406.26000000 0.007067143917 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -1900.77000000 EUR 63000.00000000 EUR 6508.14000000 N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P117 1292.00000000 NS USD 12.92000000 0.000020722222 N/A DE US N 1 N/A N/A Call Purchased SandRidge Energy Inc SandRidge Energy Inc 1.00000000 41.34000000 USD 2022-10-04 XXXX -471.08000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 37389.40000000 0.059968379258 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2912378.59000000 USD 3951046.08000000 CAD 2020-08-06 37389.40000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 357630.00000000 OU Notional Amount USD 11679.53000000 0.018732648413 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 21690.21000000 USD 0.00000000 USD 357630.00000000 USD -10010.68000000 N N N iHeartMedia Inc N/A 45174J145 29.00000000 NS USD 214.60000000 0.000344194188 N/A DE US N 1 N/A N/A Call Purchased iHeartMedia Inc iHeartMedia Inc 1.00000000 0.00100000 USD 2039-05-01 XXXX -249.40000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -265258.02000000 -0.42544393717 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y sell protection 2025-06-20 0.00000000 USD -298122.33000000 USD 5000000.00000000 USD 32864.31000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7500000.00000000 OU Notional Amount USD -6196.67000000 -0.00993875956 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Indonesia Government International Bond Indonesia Government International Bond Y sell protection 2024-12-20 0.00000000 USD -40070.14000000 USD 7500000.00000000 USD 33873.47000000 N N N United States Treasury 254900HROIFWPRGM1V77 9127963Q0 12500000.00000000 PA USD 12499351.25000000 20.04754920496 Long STIV UST US N 2 2020-08-25 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAD0 97000.00000000 PA USD 92192.24000000 0.147865951660 Long DBT CORP US N 2 2022-11-10 Variable 5.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD 1067239.58000000 1.711731878367 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y buy protection 2024-12-20 412223.71000000 USD 0.00000000 USD 25000000.00000000 USD 655015.87000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1960000.00000000 OU Notional Amount USD -55899.06000000 -0.08965578560 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y buy protection 2025-06-20 0.00000000 USD -46345.42000000 USD 1960000.00000000 USD -9553.64000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 62100.00000000 OU Notional Amount USD -2444.15000000 -0.00392014084 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -4786.39000000 USD 62100.00000000 USD 2342.24000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 710100.00000000 OU Notional Amount USD -27948.30000000 -0.04482592002 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -46085.50000000 USD 710100.00000000 USD 18137.20000000 N N N Golden Energy Offshore Services AS 5967007LIEEXZXGIQ006 000000000 732536.00000000 NS 82896.56000000 0.132956729696 Long EC CORP NO N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 12425.25000000 0.019928699160 N/A DFE CH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 243931.30000000 USD 234285.28000000 CHF 2020-08-28 12425.25000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 15000000.00000000 OU Notional Amount -355008.93000000 -0.56939427095 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S32.V1 2I666VCV5 Y buy protection 2024-12-20 0.00000000 EUR -344945.24000000 EUR 15000000.00000000 EUR 22412.90000000 N N N BHMS Mortgage Trust N/A 05549GAA9 486299.00000000 PA USD 463125.98000000 0.742801821186 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.42000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35060000.00000000 OU Notional Amount USD 979582.59000000 1.571139956032 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2024-06-20 958894.58000000 USD 0.00000000 USD 35060000.00000000 USD 20688.01000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 211000.00000000 OU Notional Amount 15392.43000000 0.024687721117 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 28968.23000000 EUR 0.00000000 EUR 211000.00000000 EUR -16459.58000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30010000.00000000 OU Notional Amount USD -517891.77000000 -0.83063996956 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y buy protection 2024-12-20 0.00000000 USD -933239.00000000 USD 30010000.00000000 USD 415347.23000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 15000000.00000000 OU Notional Amount 355008.93000000 0.569394270952 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S32.V1 2I666VCV5 Y sell protection 2024-12-20 0.00000000 EUR -159721.42000000 EUR 15000000.00000000 EUR 525934.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 81600000.00000000 OU Notional Amount USD -1013497.20000000 -1.62553516416 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-06-09 0.00000000 USD 0.00000000 USD 81600000.00000000 USD -1013497.20000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 31000.00000000 PA USD 36256.52000000 0.058151367552 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3557.55000000 0.005705908830 N/A DFE HU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 689540.93000000 USD 202736688.00000000 HUF 2020-10-22 3557.55000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 573300.00000000 OU Notional Amount USD 18722.92000000 0.030029451325 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V3 2I65BRTK6 Y sell protection 2024-12-20 0.00000000 USD -54979.47000000 USD 573300.00000000 USD 73702.39000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 367200.00000000 OU Notional Amount USD -14452.36000000 -0.02317995489 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -23996.52000000 USD 367200.00000000 USD 9544.16000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 5087.49000000 0.008159759979 N/A DFE JP N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 233276.75000000 USD 25231260.00000000 JPY 2020-08-07 5087.49000000 N N N Triumph Group Inc 5493007L6S47Q14SL582 896818AP6 65000.00000000 PA USD 42044.51000000 0.067434650500 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1959000.00000000 OU Notional Amount USD 55870.61000000 0.089610155013 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2025-06-20 47547.14000000 USD 0.00000000 USD 1959000.00000000 USD 8323.47000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 21501000.00000000 OU Notional Amount USD 846242.02000000 1.357276725483 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Markit CDX.NA.HY.S32.V1 2I65BRRT9 Y sell protection 2024-06-20 1264124.39000000 USD 0.00000000 USD 21501000.00000000 USD -417882.37000000 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAF2 180000.00000000 PA USD 180304.52000000 0.289188107789 Long DBT CORP IE N 2 2023-07-03 Fixed 4.13000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 84590000.00000000 OU Notional Amount USD -2825372.54000000 -4.53157879038 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Argentine Republic Government International Bond Argentine Republic Government International Bond Y buy protection 2024-06-20 0.00000000 USD -2830862.20000000 USD 84590000.00000000 USD 5489.66000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 215100.00000000 OU Notional Amount USD -8465.97000000 -0.01357846073 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -14067.58000000 USD 215100.00000000 USD 5601.61000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30010000.00000000 OU Notional Amount USD 574661.68000000 0.921692500321 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y sell protection 2024-06-20 920589.00000000 USD 0.00000000 USD 30010000.00000000 USD -345927.32000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 76000.00000000 PA USD 74539.48000000 0.119552916237 Long DBT CORP US N 2 2023-05-01 Fixed 3.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -5.00000000 NC USD -66045.86000000 -0.10593010802 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Micro E-mini S&P 500 HWAM0 Index 2020-09-18 -749829.14000000 USD -66045.86000000 N N N Monitronics International Inc SCAKOG18M6QWWML8YF46 609453105 613.00000000 NS USD 2507.17000000 0.004021217816 Long EC CORP US N 1 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -3841.93000000 -0.00616202226 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 844880.01000000 BRL 158119.52000000 USD 2020-08-04 -3841.93000000 N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 312774.39000000 OU Notional Amount -16825.40000000 -0.02698604332 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S31.V1 2I667KFO1 Y buy protection 2024-06-20 0.00000000 EUR -32793.72000000 EUR 312774.39000000 EUR 19232.95000000 N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150PAB5 412671.80000000 PA USD 212490.16000000 0.340810243105 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.36000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD -541615.92000000 -0.86869082956 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Malaysia Sovereign Sukuk Bhd Malaysia Sovereign Sukuk Bhd Y buy protection 2024-12-20 0.00000000 USD -629029.22000000 USD 25000000.00000000 USD 87413.30000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -443543.73000000 -0.71139410149 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Philippine Government International Bond Philippine Government International Bond Y buy protection 2025-06-20 0.00000000 USD 0.00000000 USD 20000000.00000000 USD -443543.73000000 N N N DBUBS Mortgage Trust N/A 23305XAK7 600000.00000000 PA USD 471064.26000000 0.755533926694 Long ABS-MBS CORP US N 2 2044-07-10 Variable 5.53000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAU4 234000.00000000 PA USD 286412.53000000 0.459373384526 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 348.00000000 NC USD 439781.25000000 0.705359508062 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU0 Comdty 2020-09-30 43451718.75000000 USD 439781.25000000 N N N Fannie Mae N/A 3136AR4Q8 1782801.94000000 PA USD 319847.50000000 0.512999304210 Long ABS-MBS USGSE US N 2 2046-05-25 Fixed 5.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 60000000.00000000 OU Notional Amount USD 2004047.20000000 3.214265608471 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y sell protection 2024-06-20 1917964.15000000 USD 0.00000000 USD 60000000.00000000 USD 86083.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 82880.17000000 0.132930441985 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11249269.31000000 MYR 2739714.88000000 USD 2020-08-13 82880.17000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3657.51000000 0.005866233392 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1949854.06000000 BRL 377439.81000000 USD 2020-08-04 3657.51000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35060000.00000000 OU Notional Amount USD -989825.37000000 -1.58756821954 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y buy protection 2024-12-20 0.00000000 USD -944721.58000000 USD 35060000.00000000 USD -45103.79000000 N N N Chicago Board Of Trade 549300EX04Q2QBFQTQ27 000000000 -63.00000000 NC USD -170257.81000000 -0.27307431843 N/A DIR US N 1 Chicago Board Of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU0 Comdty 2020-09-21 -9862492.19000000 USD -170257.81000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GK0 69658.00000000 PA USD 28951.61000000 0.046435116065 Long DBT NUSS AR N 2 2038-12-31 Variable 3.75000000 Y N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 285740.00000000 OU Notional Amount USD 9331.73000000 0.014967042096 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 17464.40000000 USD 0.00000000 USD 285740.00000000 USD -8132.67000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 315000.00000000 OU Notional Amount 22979.07000000 0.036855835738 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 42727.78000000 EUR 0.00000000 EUR 315000.00000000 EUR -24002.26000000 N N N ASHTON WOODS USA/FINANCE N/A 045086AF2 38000.00000000 PA USD 38736.58000000 0.062129103987 Long DBT CORP US N 2 2025-08-01 Fixed 6.75000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAE2 229000.00000000 PA USD 252186.25000000 0.404478292878 Long DBT CORP ID N 2 2025-05-15 Fixed 4.75000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 402635AP1 66000.00000000 PA USD 32369.66000000 0.051917282634 Long DBT CORP US N 2 2026-01-15 Fixed 6.38000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD -800165.33000000 -1.28337491318 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y sell protection 2024-06-20 0.00000000 USD -217218.76000000 USD 25000000.00000000 USD -582946.57000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2161000.00000000 OU Notional Amount USD 61631.67000000 0.098850245280 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2025-06-20 52449.91000000 USD 0.00000000 USD 2161000.00000000 USD 9181.76000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 22180.52000000 0.035575051632 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 513563.23000000 USD 2794734.07000000 BRL 2020-08-04 22180.52000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 32.00000000 NC 125569.47000000 0.201399262899 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bund (FGBL) RXU0 Comdty 2020-09-08 5574040.00000000 EUR 125569.47000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 31983.18000000 0.051297412318 N/A DFE GB N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 831829.84000000 USD 659738.92000000 GBP 2020-09-18 31983.18000000 N N N ACE Cash Express Inc N/A 004403AG6 8000.00000000 PA USD 5783.30000000 0.009275760717 Long DBT CORP US N 2 2022-12-15 Fixed 12.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -4.00000000 NC -3722.32000000 -0.00597018132 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bobl (FGBM) OEU0 Comdty 2020-09-08 -537800.00000000 EUR -3722.32000000 N N N BELLEMEADE RE LT 2549002JVH34IWRT3X93 07877DAB2 109689.22000000 PA USD 109043.26000000 0.174893086576 Long ABS-MBS CORP BM N 2 2028-08-25 Floating 1.52000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7310000.00000000 OU Notional Amount USD 650654.01000000 1.043575624045 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-03-20 614739.67000000 USD 0.00000000 USD 7310000.00000000 USD 35914.34000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 29301.47000000 0.046996252033 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Russian Foreign Bond - Eurobond Russian Foreign Bond - Eurobond Y sell protection 2024-12-20 0.00000000 USD -434009.00000000 USD 10000000.00000000 USD 463310.47000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3920000.00000000 OU Notional Amount USD -111798.27000000 -0.17931181179 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y buy protection 2025-06-20 0.00000000 USD -96717.95000000 USD 3920000.00000000 USD -15080.32000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 220500.00000000 OU Notional Amount USD -8678.50000000 -0.01391933487 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -14387.65000000 USD 220500.00000000 USD 5709.15000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 212030.00000000 OU Notional Amount USD 6924.51000000 0.011106132803 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 12784.40000000 USD 0.00000000 USD 212030.00000000 USD -5859.89000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 209700.00000000 OU Notional Amount USD -8253.43000000 -0.01323757055 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -13804.59000000 USD 209700.00000000 USD 5551.16000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22180000.00000000 OU Notional Amount USD -335003.54000000 -0.53730788243 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S32.V1 2I65BYBE4 Y buy protection 2024-06-20 0.00000000 USD -387620.64000000 USD 22180000.00000000 USD 52617.10000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -12860000.00000000 NC USD -27158.52000000 -0.04355920200 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 12860000.00000000 OU Notional Amount N/A -27158.52000000 -0.04000000 DIR US ICE Libor USD 3 Months US0003M Index 2050-09-25 0.00000000 N/A 0.00000000 N/A 12860000.00000000 USD 1.00000000 0.22600000 USD 2020-09-23 XXXX 525821.48000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 4410000.00000000 OU Notional Amount USD -1432441.50000000 -2.29747455528 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 73541.68000000 USD 0.00000000 USD 4410000.00000000 USD -1505983.18000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 8577.13000000 0.013756748832 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Russian Foreign Bond - Eurobond Russian Foreign Bond - Eurobond Y buy protection 2025-06-20 534641.68000000 USD 0.00000000 USD 10000000.00000000 USD -526064.55000000 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 27475.00000000 PA USD 27411.38000000 0.043964760917 Long DBT CORP US N 2 2027-05-01 Fixed 8.38000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 24590000.00000000 OU Notional Amount USD 821325.34000000 1.317313181909 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y sell protection 2024-06-20 798539.44000000 USD 0.00000000 USD 24590000.00000000 USD 22785.90000000 N N N Veritas US Inc. 549300RFUWCPWS8FQ104 000000000 87545.22000000 PA USD 83605.69000000 0.134094094210 Long LON CORP US N 2 2023-01-27 Floating 5.50000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AK3 165000.00000000 PA USD 278848.85000000 0.447242095154 Long DBT CORP US N 2 2039-08-15 Fixed 9.38000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3560000.00000000 OU Notional Amount USD -199823.67000000 -0.32049462220 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-04-14 0.00000000 USD 0.00000000 USD 3560000.00000000 USD -199823.67000000 N N N BI-LO, LLC N/A 000000000 196000.00000000 PA USD 195020.00000000 0.312790077481 Long LON CORP US N 2 2024-05-31 Floating 9.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 39000.00000000 OU Notional Amount 2727.70000000 0.004374923055 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -586.45000000 EUR 39000.00000000 EUR 3365.88000000 N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 000000000 96769.40000000 PA USD 92570.58000000 0.148472766335 Long LON CORP US N 2 2024-03-15 Floating 3.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 920000.00000000 OU Notional Amount -67113.72000000 -0.10764283498 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 0.00000000 EUR -119008.32000000 EUR 920000.00000000 EUR 63099.23000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD -1249322.00000000 -2.00377153717 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Australia S32.V1 2I668IBF8 Y buy protection 2024-12-20 0.00000000 USD -1280960.41000000 USD 75000000.00000000 USD 31638.41000000 N N N Residential Accredit Loans, Inc. N/A 761118GD4 181465.93000000 PA USD 151195.74000000 0.242500908775 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.47000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 59150.00000000 OU Notional Amount USD 1931.73000000 0.003098276978 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 4477.66000000 USD 0.00000000 USD 59150.00000000 USD -2545.93000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD 800165.33000000 1.283374913180 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y buy protection 2024-06-20 873581.66000000 USD 0.00000000 USD 25000000.00000000 USD -73416.33000000 N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAA0 120000.00000000 PA USD 124152.54000000 0.199126667039 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N EP ENER/EVEREST ACQ FIN N/A 268787AB4 127000.00000000 PA USD 1.27000000 0.000002036936 Long DBT CORP US N 2 2022-09-01 None 0.00000000 Y N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 282600.00000000 OU Notional Amount USD -11122.65000000 -0.01783947572 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -18651.61000000 USD 282600.00000000 USD 7528.96000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HQ6 184000.00000000 PA USD 77280.00000000 0.123948401126 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.88000000 Y N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAD0 81900.00000000 PA USD 85030.22000000 0.136378879612 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 28629.11000000 0.045917862450 N/A DFE GB N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 744596.11000000 USD 590552.31000000 GBP 2020-09-18 28629.11000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 5739.01000000 0.009204724554 N/A DFE CH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 158623.90000000 USD 150211.92000000 CHF 2020-08-28 5739.01000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22000000.00000000 OU Notional Amount USD 490551.97000000 0.786790014895 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Malaysia Sovereign Sukuk Bhd Malaysia Sovereign Sukuk Bhd Y sell protection 2024-06-20 575518.90000000 USD 0.00000000 USD 22000000.00000000 USD -84966.93000000 N N N Forestar Group Inc 549300BC2UB0GHV60V70 346232AD3 23000.00000000 PA USD 24764.10000000 0.039718822468 Long DBT CORP US N 2 2024-04-15 Fixed 8.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 6006000.00000000 OU Notional Amount USD 196144.87000000 0.314594242051 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CDX.NA.HY.S33.V2 2I65BRSP6 Y sell protection 2024-12-20 407206.80000000 USD 0.00000000 USD 6006000.00000000 USD -211061.93000000 N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AP7 20000.00000000 PA USD 3600.00000000 0.005773993841 Long DBT CORP US N 2 2023-04-01 None 0.00000000 Y N N N N N Paragon Offshore Litigation Trust B N/A 000000000 4955.00000000 NS USD 22297.50000000 0.035762674354 Long EC CORP US N 3 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3761.43000000 -0.00603290934 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 377049.33000000 USD 1949854.06000000 BRL 2020-09-02 -3761.43000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 353990.00000000 OU Notional Amount USD 11560.66000000 0.018541994344 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 21450.05000000 USD 0.00000000 USD 353990.00000000 USD -9889.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 3280190000.00000000 OU Notional Amount -700396.29000000 -1.12335662914 N/A DCR JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 iTraxx Japan S32.V1 2I668HCD4 Y buy protection 2024-12-20 0.00000000 JPY -63711739.00000000 JPY 3280190000.00000000 JPY -109871.33000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 329.14000000 0.000527903425 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1191821.87000000 SEK 136170.32000000 USD 2020-10-16 329.14000000 N N N Countrywide Alternative Loan Trust N/A 02146TAA5 586021.05000000 PA USD 464674.08000000 0.745284798926 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 93929.13000000 0.150651727261 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Indonesia Government International Bond Indonesia Government International Bond Y sell protection 2024-06-20 206463.15000000 USD 0.00000000 USD 20000000.00000000 USD -112534.02000000 N N N ATD New Holdings Inc 5493001F45YR8KICVO87 04683P100 1311.00000000 NS USD 17698.50000000 0.028386397222 Long EC CORP US N 3 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 38000.00000000 OU Notional Amount -2772.12000000 -0.00444616772 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 231.97000000 EUR 0.00000000 EUR 38000.00000000 EUR -3024.55000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 25000.00000000 PA USD 22386.36000000 0.035905195769 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674PAL7 52000.00000000 PA USD 49790.00000000 0.079857542599 Long DBT CORP US N 2 2021-11-01 Fixed 5.38000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD 1132789.25000000 1.816866153612 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S32.V1 2I65BYBE4 Y sell protection 2024-06-20 1324734.40000000 USD 0.00000000 USD 75000000.00000000 USD -191945.15000000 N N N United States Treasury 254900HROIFWPRGM1V77 9127963M9 1750000.00000000 PA USD 1749995.80000000 2.806795825422 Long STIV UST US N 2 2020-08-04 None 0.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5488000.00000000 OU Notional Amount -988130.67000000 -1.58485011194 N/A DIR CA N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-01-14 0.00000000 CAD 0.00000000 CAD 5488000.00000000 CAD -988130.67000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 183.00000000 NC USD 32015.81000000 0.051349747156 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUU0 Comdty 2020-09-30 40408125.00000000 USD 32015.81000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 117100000.00000000 OU Notional Amount 350711.66000000 0.562501934698 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-11 0.00000000 MXN 0.00000000 MXN 117100000.00000000 MXN 350711.66000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CP8 121000.00000000 PA USD 117040.58000000 0.187719885584 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 424800.00000000 OU Notional Amount USD -16719.40000000 -0.02681603128 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -30118.32000000 USD 424800.00000000 USD 13398.92000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -63044.84000000 -0.10111681052 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 1257596.47000000 EUR 1418402.82000000 USD 2020-08-06 -63044.84000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 429520.00000000 OU Notional Amount USD 14027.33000000 0.022498254730 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 27961.75000000 USD 0.00000000 USD 429520.00000000 USD -13934.42000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 62560000.00000000 OU Notional Amount USD -1747937.45000000 -2.80349446424 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 China Government International Bond China Government International Bond Y buy protection 2024-06-20 0.00000000 USD -1501275.75000000 USD 62560000.00000000 USD -246661.70000000 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 92000.00000000 PA USD 44900.87000000 0.072015929680 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 50000000.00000000 OU Notional Amount USD 957450.33000000 1.535642307994 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Chile Government International Bond Chile Government International Bond Y sell protection 2024-06-20 1605112.36000000 USD 0.00000000 USD 50000000.00000000 USD -647662.03000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 572390.00000000 OU Notional Amount USD 18693.20000000 0.029981783798 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 37377.04000000 USD 0.00000000 USD 572390.00000000 USD -18683.84000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -5828.44000000 -0.00934816018 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 47956714.00000000 JPY 447227.24000000 USD 2020-08-07 -5828.44000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -4131.12000000 -0.00662585039 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Indonesia Government International Bond Indonesia Government International Bond Y sell protection 2024-12-20 0.00000000 USD -43115.97000000 USD 5000000.00000000 USD 38984.85000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 707400.00000000 OU Notional Amount USD -27842.04000000 -0.04465549096 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -49093.60000000 USD 707400.00000000 USD 21251.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -23.00000000 NC USD -591703.00000000 -0.94902485496 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short NASDAQ 100 Stock Index NQU0 Index 2020-09-18 -4417927.00000000 USD -591703.00000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 12121200.00000000 OU Notional Amount USD 395856.01000000 0.634908378829 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V3 2I65BRTK6 Y sell protection 2024-12-20 0.00000000 USD -846380.97000000 USD 12121200.00000000 USD 1242236.98000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -102.92000000 -0.00016507206 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 130248.35000000 USD 110312.18000000 EUR 2020-10-15 -102.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 715260.00000000 OU Notional Amount USD 23359.08000000 0.037465328905 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 46491.90000000 USD 0.00000000 USD 715260.00000000 USD -23132.82000000 N N N Countrywide Alternative Loan Trust N/A 12668BKH5 329453.95000000 PA USD 298317.98000000 0.478468383131 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 19256.91000000 0.030885911039 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2637577.80000000 USD 11249269.31000000 MYR 2020-08-13 19256.91000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 371280.00000000 OU Notional Amount USD 12125.32000000 0.019447645278 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 22202.55000000 USD 0.00000000 USD 371280.00000000 USD -10077.23000000 N N N Republic of Gabon N/A 000000000 360000.00000000 PA USD 353137.50000000 0.566392708371 Long DBT NUSS GA N 2 2025-06-16 Fixed 6.95000000 N N N N N N PMT Credit Risk Transfer Trust N/A 73021CAA3 253596.38000000 PA USD 238049.63000000 0.381804749318 Long ABS-MBS CORP US N 2 2024-03-27 Floating 2.17000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 918000.00000000 OU Notional Amount USD 36130.89000000 0.057949871205 N/A DCR KR N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y sell protection 2024-06-20 66259.36000000 USD 0.00000000 USD 918000.00000000 USD -30128.47000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 424800.00000000 OU Notional Amount USD -16719.40000000 -0.02681603128 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -29523.60000000 USD 424800.00000000 USD 12804.20000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -93929.13000000 -0.15065172726 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Indonesia Government International Bond Indonesia Government International Bond Y buy protection 2024-06-20 65177.74000000 USD 0.00000000 USD 20000000.00000000 USD -159106.87000000 N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051BA4 98332.00000000 PA USD 4916.60000000 0.007885671700 Long DBT CORP US N 3 2024-10-31 Fixed 11.00000000 Y N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 317000.00000000 OU Notional Amount 23125.02000000 0.037089923072 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 43607.81000000 EUR 0.00000000 EUR 317000.00000000 EUR -24823.95000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6825000.00000000 OU Notional Amount USD -222891.90000000 -0.35749346052 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V4 2I65BRTR1 Y buy protection 2024-12-20 452088.00000000 USD 0.00000000 USD 6825000.00000000 USD -674979.90000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 31514000.00000000 OU Notional Amount 251262.46000000 0.402996637942 N/A DIR CA N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-24 0.00000000 CAD 0.00000000 CAD 31514000.00000000 CAD 251262.46000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 317000.00000000 OU Notional Amount 23125.02000000 0.037089923072 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 43000.80000000 EUR 0.00000000 EUR 317000.00000000 EUR -24156.51000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -12286.59000000 -0.01970630416 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 232255.22000000 EUR 261309.88000000 USD 2020-08-06 -12286.59000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3920000.00000000 OU Notional Amount USD 111798.27000000 0.179311811791 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2025-06-20 95142.82000000 USD 0.00000000 USD 3920000.00000000 USD 16655.45000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20940000.00000000 OU Notional Amount -1232916.62000000 -1.97745915853 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-11-09 0.00000000 GBP 0.00000000 GBP 20940000.00000000 GBP -1232916.62000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 208187.37000000 OU Notional Amount -11199.22000000 -0.01796228536 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S31.V1 2I667KFO1 Y buy protection 2024-06-20 0.00000000 EUR -22192.51000000 EUR 208187.37000000 EUR 13202.55000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 25996000.00000000 OU Notional Amount 1114167.13000000 1.786998374114 N/A DIR CA N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-14 0.00000000 CAD 0.00000000 CAD 25996000.00000000 CAD 1114167.13000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 6950000.00000000 NC USD 101900.76000000 0.163437322406 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 6950000.00000000 OU Notional Amount N/A 101900.76000000 0.16000000 DIR US ICE Libor USD 3 Months US0003M Index 2050-10-30 0.00000000 N/A 0.00000000 N/A 6950000.00000000 USD 1.00000000 1.02100000 USD 2020-10-28 XXXX -131925.11000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 14046.56000000 0.022529097481 N/A DFE CH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 377309.57000000 USD 357661.93000000 CHF 2020-08-28 14046.56000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAJ2 20000.00000000 PA USD 19666.30000000 0.031542526411 Long DBT CORP US N 2 2022-01-20 Fixed 2.88000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -660.99000000 -0.00106015338 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 8291592.00000000 JPY 77671.17000000 USD 2020-08-07 -660.99000000 N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 402635AH9 158000.00000000 PA USD 83018.11000000 0.133151682182 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BFH1 362680.35000000 PA USD 300750.21000000 0.482369405642 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N American Tire Distributors, Inc. HZ8T88YVE2JVXJ0BTQ24 000000000 35988.30000000 PA USD 28205.83000000 0.045238969085 Long LON CORP US N 2 2024-09-02 Floating 8.50000000 N N N N N N PetSmart, Inc. N/A 000000000 59008.94000000 PA USD 58677.31000000 0.094111785156 Long LON CORP US N 2 2022-03-11 Floating 5.00000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -311.66000000 -0.00049986747 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 871725.21000000 MXN 38842.36000000 USD 2020-08-07 -311.66000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HL7 150000.00000000 PA USD 63000.00000000 0.101044892222 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.88000000 Y N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 13000.00000000 PA USD 14308.54000000 0.022949283843 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 717990.00000000 OU Notional Amount USD 23448.23000000 0.037608315447 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 43079.40000000 USD 0.00000000 USD 717990.00000000 USD -19631.17000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1960000.00000000 OU Notional Amount USD 55899.06000000 0.089655785604 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2025-06-20 47571.41000000 USD 0.00000000 USD 1960000.00000000 USD 8327.65000000 N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AQ5 9000.00000000 PA USD 9314.05000000 0.014938685371 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N AIR METHODS CORP 54930081QGNZXVDOZF63 00215JAA7 7000.00000000 PA USD 4894.83000000 0.007850755076 Long DBT CORP US N 2 2025-05-15 Fixed 8.00000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 8261.22000000 0.013250064833 N/A DFE CH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 248976.42000000 USD 235090.51000000 CHF 2020-08-28 8261.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 3280190000.00000000 OU Notional Amount -626858.43000000 -1.00541019838 N/A DCR JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iTraxx Japan S33.V1 2I668HCE2 Y buy protection 2025-06-20 0.00000000 JPY -24936818.00000000 JPY 3280190000.00000000 JPY -395200.49000000 N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AE1 70380.00000000 PA USD 72675.80000000 0.116563783781 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.63000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 10010000.00000000 OU Notional Amount USD 172745.64000000 0.277064517075 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Chile Government International Bond Chile Government International Bond Y sell protection 2024-12-20 204998.38000000 USD 0.00000000 USD 10010000.00000000 USD -32252.74000000 N N N MONITRONICS INTERNATIONAL, INC N/A 609ESCAB4 33000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2021-04-01 Fixed 9.13000000 N N N N N N Eagle Re 2018-1 Ltd. 549300BLEDGL5R7YKU33 269826AA1 125457.95000000 PA USD 123384.71000000 0.197895154347 Long ABS-MBS CORP US N 2 2028-11-25 Floating 1.87000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4950000.00000000 OU Notional Amount USD -194823.40000000 -0.31247475326 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V1 2I65BRRT9 Y buy protection 2024-06-20 0.00000000 USD -310761.00000000 USD 4950000.00000000 USD 115937.60000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 6930.31000000 0.011115435349 N/A DFE JP N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 230520.43000000 USD 25134565.00000000 JPY 2020-08-07 6930.31000000 N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 144577AH6 62000.00000000 PA USD 20499.10000000 0.032878243653 Long DBT CORP US N 2 2023-04-15 Fixed 6.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 3720370000.00000000 OU Notional Amount -169751.42000000 -0.27226212600 N/A DCR JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 iTraxx Japan S24.V1 2I668HBX1 Y buy protection 2020-12-20 0.00000000 JPY -28807919.00000000 JPY 3720370000.00000000 JPY 83716.70000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 312774.39000000 OU Notional Amount -16825.40000000 -0.02698604332 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S31.V1 2I667KFO1 Y buy protection 2024-06-20 0.00000000 EUR -33348.86000000 EUR 312774.39000000 EUR 19843.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13.00000000 NC USD 23227.34000000 0.037254032808 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Micro E-mini S&P 500 HWAM0 Index 2020-09-18 2098047.66000000 USD 23227.34000000 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 276000.00000000 PA USD 294103.08000000 0.471708159064 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 353700.00000000 OU Notional Amount USD -13921.02000000 -0.02232774548 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -23266.35000000 USD 353700.00000000 USD 9345.33000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -3298.90000000 -0.00529106341 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 25201465.00000000 JPY 234783.86000000 USD 2020-08-07 -3298.90000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 907736.40000000 OU Notional Amount 48830.83000000 0.078319142135 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S31.V1 2I667KFO1 Y sell protection 2024-06-20 100066.11000000 EUR 0.00000000 EUR 907736.40000000 EUR -61907.32000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -6105.29000000 -0.00979219634 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 130582.64000000 EUR 147720.96000000 USD 2020-08-06 -6105.29000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAD3 3000.00000000 PA USD 2863.76000000 0.004593147945 Long DBT CORP US N 2 2025-08-01 Fixed 4.13000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAL6 45000.00000000 PA USD 4896.72000000 0.007853786422 Long DBT CORP US N 2 2039-10-15 None 0.00000000 Y N N N N N Fannie Mae - CAS N/A 20753KAB8 99316.79000000 PA USD 97841.63000000 0.156926935845 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 2.47000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22000000.00000000 OU Notional Amount USD -476622.23000000 -0.76444828351 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Malaysia Sovereign Sukuk Bhd Malaysia Sovereign Sukuk Bhd Y buy protection 2024-12-20 0.00000000 USD -563544.96000000 USD 22000000.00000000 USD 86922.73000000 N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 800ESC9Q0 665000.00000000 PA USD 0.01000000 0.000000016038 Long DBT CORP US N 3 2022-10-15 Fixed 8.13000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAN2 109000.00000000 PA USD 11158.81000000 0.017897472282 Long DBT CORP US N 2 2043-11-01 None 0.00000000 Y N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAK6 34000.00000000 PA USD 25495.48000000 0.040891873472 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 529200.00000000 OU Notional Amount USD -20828.39000000 -0.03340638766 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -35718.51000000 USD 529200.00000000 USD 14890.12000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 427700.00000000 OU Notional Amount USD 13967.89000000 0.022402919676 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 25662.00000000 USD 0.00000000 USD 427700.00000000 USD -11694.11000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -10370.98000000 -0.01663388184 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 219309.66000000 CHF 229599.15000000 USD 2020-08-28 -10370.98000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 21400000.00000000 OU Notional Amount USD -323222.54000000 -0.51841248759 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S32.V1 2I65BYBE4 Y buy protection 2024-06-20 0.00000000 USD -467390.27000000 USD 21400000.00000000 USD 144167.73000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD -1132789.25000000 -1.81686615361 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S32.V1 2I65BYBE4 Y buy protection 2024-06-20 0.00000000 USD -1588802.01000000 USD 75000000.00000000 USD 456012.76000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 6835.21000000 0.010962905678 N/A DFE AU N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 184478.30000000 USD 267769.27000000 AUD 2020-08-13 6835.21000000 N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAA1 494000.00000000 PA USD 520797.96000000 0.835301170446 Long DBT CORP US N 2 2025-05-15 Fixed 3.45000000 N N N N N N Envision Healthcare Corp 549300OL60X0LPKY8N60 29373TAA2 13000.00000000 PA USD 5275.97000000 0.008462060635 Long DBT CORP US N 2 2026-10-15 Fixed 8.75000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 275000.00000000 PA USD 139218.75000000 0.223291168081 Long DBT NUSS EC N 2 2026-12-13 Fixed 9.65000000 Y N N N N N Denbury Resources Inc 549300KCWA5W52MS5559 247916AH2 43000.00000000 PA USD 18222.81000000 0.029227331308 Long DBT CORP US N 2 2022-03-31 Fixed 9.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -929608.02000000 -1.49098638397 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 19639239.98000000 EUR 22205401.27000000 USD 2020-08-06 -929608.02000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 80010000.00000000 OU Notional Amount USD -1532111.22000000 -2.45733354124 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Chile Government International Bond Chile Government International Bond Y buy protection 2024-06-20 0.00000000 USD -1920675.37000000 USD 80010000.00000000 USD 388564.15000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 222950.00000000 OU Notional Amount USD 7281.13000000 0.011678111049 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 13410.42000000 USD 0.00000000 USD 222950.00000000 USD -6129.29000000 N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281AAU3 3000.00000000 PA USD 2775.01000000 0.004450802958 Long DBT CORP US N 2 2022-07-01 Fixed 5.88000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 360000.00000000 PA USD 321187.50000000 0.515148513029 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.16000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1611900.00000000 OU Notional Amount USD 63441.58000000 0.101753136723 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V1 2I65BRRT9 Y sell protection 2024-06-20 94908.68000000 USD 0.00000000 USD 1611900.00000000 USD -31467.10000000 N N N Specialty Building Products Holdings, LLC 549300ICFD46O3KMJC06 000000000 77116.58000000 PA USD 73839.13000000 0.118429633852 Long LON CORP US N 3 2025-10-01 Floating 5.91113000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 3280190000.00000000 OU Notional Amount 700396.28000000 1.123356613110 N/A DCR JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iTraxx Japan S32.V1 2I668HCD4 Y sell protection 2024-12-20 43724239.00000000 JPY 0.00000000 JPY 3280190000.00000000 JPY 294207.06000000 N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAB8 23000.00000000 PA USD 23380.88000000 0.037500293645 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD -956490.92000000 -1.53410352259 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Australia S33.V1 2I668IBG6 Y buy protection 2025-06-20 0.00000000 USD -688740.47000000 USD 75000000.00000000 USD -267750.45000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29000000.00000000 OU Notional Amount USD -377828.65000000 -0.60599452726 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-05 0.00000000 USD 0.00000000 USD 29000000.00000000 USD -377828.65000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 6139.99000000 0.009847851234 N/A DFE JP N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 243738.31000000 USD 26450043.00000000 JPY 2020-08-07 6139.99000000 N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 4000.00000000 PA USD 4149.00000000 0.006654527902 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7310000.00000000 OU Notional Amount USD -643751.43000000 -1.03250466448 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-03-20 0.00000000 USD 0.00000000 USD 7310000.00000000 USD -643751.43000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 36.00000000 NC 14483.56000000 0.023229996177 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Canadian Government Bond CNU0 Comdty 2020-09-21 5549800.00000000 CAD 14483.56000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 495040.00000000 OU Notional Amount USD 16167.10000000 0.025930204397 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 29873.16000000 USD 0.00000000 USD 495040.00000000 USD -13706.06000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 27500000.00000000 OU Notional Amount USD 768354.86000000 1.232354508217 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2024-06-20 756930.43000000 USD 0.00000000 USD 27500000.00000000 USD 11424.43000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 236800.80000000 OU Notional Amount 12738.51000000 0.020431132857 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S31.V1 2I667KFO1 Y sell protection 2024-06-20 24421.74000000 EUR 0.00000000 EUR 236800.80000000 EUR -14590.21000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 141960.00000000 OU Notional Amount USD 4636.16000000 0.007435877579 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 8900.88000000 USD 0.00000000 USD 141960.00000000 USD -4264.72000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 423000.00000000 OU Notional Amount USD -16648.55000000 -0.02670239587 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -27456.93000000 USD 423000.00000000 USD 10808.38000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35060000.00000000 OU Notional Amount USD 989825.37000000 1.587568219542 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y sell protection 2024-12-20 774098.76000000 USD 0.00000000 USD 35060000.00000000 USD 215726.61000000 N N N Morgan Stanley Mortgage Loan Trust 54930082QRSQQM7E0E88 61751JAL5 649740.68000000 PA USD 367406.07000000 0.589277884844 Long ABS-MBS CORP US N 2 2047-02-25 Variable 6.00000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 14501.20000000 0.023258288747 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 307855.62000000 USD 273647.74000000 EUR 2020-08-06 14501.20000000 N N N Froneri International Limited N/A 000000000 10000.00000000 PA USD 9650.00000000 0.015477511269 Long LON CORP GB N 2 2028-01-31 Floating 5.91113000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HR4 147000.00000000 PA USD 60453.75000000 0.096960994495 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.88000000 Y N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CL6 16800.00000000 PA USD 17328.64000000 0.027793183510 Long DBT CORP US N 2 2026-11-15 Fixed 8.00000000 N N N N N N ESCROW LEHMAN BRTH HLD N/A 525ESC2X6 440000.00000000 PA USD 5280.00000000 0.008468524300 Long DBT CORP US N 2 2049-12-31 None 0.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 421200.00000000 OU Notional Amount USD -16577.70000000 -0.02658876047 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -27567.59000000 USD 421200.00000000 USD 10989.89000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 15000000.00000000 OU Notional Amount USD -324969.70000000 -0.52121473511 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Malaysia Sovereign Sukuk Bhd Malaysia Sovereign Sukuk Bhd Y buy protection 2024-12-20 0.00000000 USD -427319.40000000 USD 15000000.00000000 USD 102349.70000000 N N N SoFi Consumer Loan Program Trust N/A 83405R107 15109.00000000 PA USD 498597.00000000 0.799693335360 Long ABS-O CORP US N 3 2027-02-25 None 0.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 62000000.00000000 OU Notional Amount USD 1343208.10000000 2.154354249166 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Kingdom of Thailand Kingdom of Thailand Y sell protection 2024-12-20 84797.19000000 USD 0.00000000 USD 62000000.00000000 USD 1258410.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3720370000.00000000 OU Notional Amount 171683.53000000 0.275361012465 N/A DCR JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 iTraxx Japan S24.V1 2I668HBX1 Y sell protection 2020-12-20 73415181.00000000 JPY 0.00000000 JPY 3720370000.00000000 JPY -530417.37000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -5570.95000000 -0.00893517527 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1816603.45000000 NOK 194066.57000000 USD 2020-10-16 -5570.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20480000.00000000 OU Notional Amount USD -1190138.42000000 -1.90884775205 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-11-05 0.00000000 USD 0.00000000 USD 20480000.00000000 USD -1190138.42000000 N N N MALLINCKRODT FIN/SB N/A 561233AC1 28000.00000000 PA USD 3529.05000000 0.005660198046 Long DBT CORP LU N 2 2025-04-15 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 30711XAT1 349001.46000000 PA USD 351193.29000000 0.563274414880 Long ABS-MBS USGSE US N 2 2025-02-25 Floating 4.47000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1611000.00000000 OU Notional Amount USD -63406.16000000 -0.10169632703 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -111432.90000000 USD 1611000.00000000 USD 48026.74000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 -6950000.00000000 NC USD -99234.88000000 -0.15916155165 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 6950000.00000000 OU Notional Amount N/A -99234.88000000 -0.16000000 DIR US ICE Libor USD 3 Months US0003M Index 2050-10-30 0.00000000 N/A 0.00000000 N/A 6950000.00000000 USD 1.00000000 0.52100000 USD 2020-10-28 XXXX 125901.51000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 148330.00000000 OU Notional Amount USD 4844.19000000 0.007769534229 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 8810.81000000 USD 0.00000000 USD 148330.00000000 USD -3966.62000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2161000.00000000 OU Notional Amount USD -61631.67000000 -0.09885024528 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y buy protection 2025-06-20 0.00000000 USD -55559.26000000 USD 2161000.00000000 USD -6072.41000000 N N N EXIDE CORP N/A 000000000 55924.00000000 NS USD 0.06000000 0.000000096233 Long EC CORP US N 3 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 454301.93000000 0.728649040532 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Philippine Government International Bond Philippine Government International Bond Y sell protection 2024-12-20 109803.56000000 USD 0.00000000 USD 20000000.00000000 USD 344498.37000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 19670000.00000000 OU Notional Amount USD 357548.18000000 0.573466941470 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-04-14 0.00000000 USD 0.00000000 USD 19670000.00000000 USD 357548.18000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1959000.00000000 OU Notional Amount USD -55870.60000000 -0.08961013897 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bond China Government International Bond Y buy protection 2025-06-20 0.00000000 USD -47320.42000000 USD 1959000.00000000 USD -8550.18000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -11918.78000000 -0.01911637842 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 230113.27000000 CHF 239872.73000000 USD 2020-08-28 -11918.78000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -15607.10000000 -0.02503202757 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 359493.04000000 EUR 407875.41000000 USD 2020-08-06 -15607.10000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD 1326290.33000000 2.127220054780 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazilian Government International Bond Brazilian Government International Bond Y buy protection 2025-06-20 2135465.00000000 USD 0.00000000 USD 25000000.00000000 USD -809174.67000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22180000.00000000 OU Notional Amount USD 311080.86000000 0.498938602719 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S31.V1 2I65BYBD6 Y sell protection 2023-12-20 426732.97000000 USD 0.00000000 USD 22180000.00000000 USD -115652.11000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 16524.47000000 0.026503385558 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Indonesia Government International Bond Indonesia Government International Bond Y buy protection 2024-12-20 0.00000000 USD -118934.26000000 USD 20000000.00000000 USD 135458.73000000 N N N Dealer Tire, LLC 549300XTS06OMOCRSE50 000000000 19900.00000000 PA USD 19327.88000000 0.030999738912 Long LON CORP US N 3 2025-12-12 Floating 4.41113000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD -29301.47000000 -0.04699625203 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Russian Foreign Bond - Eurobond Russian Foreign Bond - Eurobond Y buy protection 2024-12-20 0.00000000 USD -79223.04000000 USD 10000000.00000000 USD 49921.57000000 N N N iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) 54930076J6KDZL504O62 000000000 49750.00000000 PA USD 46461.03000000 0.074518250300 Long LON CORP US N 2 2026-05-01 Floating 3.16113000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 425880.00000000 OU Notional Amount USD 13908.46000000 0.022307600661 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 25680.56000000 USD 0.00000000 USD 425880.00000000 USD -11772.10000000 N N N Fannie Mae - CAS N/A 30711XAX2 431433.51000000 PA USD 432516.62000000 0.693707861151 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 4.17000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 140400.00000000 OU Notional Amount USD -5525.91000000 -0.00886293619 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -9575.30000000 USD 140400.00000000 USD 4049.39000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 37000.00000000 OU Notional Amount -2699.16000000 -0.00432914811 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y buy protection 2024-12-20 240.35000000 EUR 0.00000000 EUR 37000.00000000 EUR -2960.71000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 63700.00000000 OU Notional Amount USD 2080.33000000 0.003336614613 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 4704.21000000 USD 0.00000000 USD 63700.00000000 USD -2623.88000000 N N N Fannie Mae - CAS N/A 30711XBB9 330376.89000000 PA USD 333694.40000000 0.535208169577 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 5.17000000 N N N N N N Alameda Corridor Transportation Authority N/A 010869CD5 100000.00000000 PA USD 127805.00000000 0.204984800802 Long DBT MUN US N 2 2029-10-01 Fixed 6.60000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 39000.00000000 OU Notional Amount 2727.72000000 0.004374955133 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -1424.58000000 EUR 39000.00000000 EUR 4263.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 513900.00000000 OU Notional Amount USD -20226.21000000 -0.03244055888 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S32.V2 2I65BRRZ5 Y buy protection 2024-06-20 0.00000000 USD -35587.57000000 USD 513900.00000000 USD 15361.36000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1162.84000000 -0.00186506416 N/A DFE ZA N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 37765.97000000 USD 627802.63000000 ZAR 2020-09-03 -1162.84000000 N N N Freddie Mac - STACR N/A 3137G0EZ8 494596.00000000 PA USD 533416.49000000 0.855539868920 Long ABS-MBS USGSE US N 2 2027-10-25 Floating 9.37000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 26.00000000 NC USD 300031.25000000 0.481216274916 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU0 Comdty 2020-09-21 5619843.75000000 USD 300031.25000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 42950000.00000000 OU Notional Amount -1064331.28000000 -1.70706729328 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S31.V1 2I666VCT0 Y buy protection 2024-06-20 0.00000000 EUR -854028.06000000 EUR 42950000.00000000 EUR -105300.52000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD -1396648.25000000 -2.24006622054 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Australia S31.V1 2I668IBE1 Y buy protection 2024-06-20 0.00000000 USD -843213.20000000 USD 75000000.00000000 USD -553435.05000000 N N N Intrado Corp 5493005Z5DB0O5S30R71 68163PAA2 11000.00000000 PA USD 9318.14000000 0.014945245270 Long DBT CORP US N 2 2025-10-15 Fixed 8.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 519610.00000000 OU Notional Amount USD 16969.50000000 0.027217163469 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 33670.71000000 USD 0.00000000 USD 519610.00000000 USD -16701.21000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 535080.00000000 OU Notional Amount USD 17474.72000000 0.028027479349 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 33609.96000000 USD 0.00000000 USD 535080.00000000 USD -16135.24000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 433160.00000000 OU Notional Amount USD 14146.21000000 0.022688924838 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V2 2I65BRSP6 Y sell protection 2024-12-20 41464.25000000 USD 0.00000000 USD 433160.00000000 USD -27318.04000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22180000.00000000 OU Notional Amount USD -311080.86000000 -0.49893860271 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S31.V1 2I65BYBD6 Y buy protection 2023-12-20 0.00000000 USD -113086.91000000 USD 22180000.00000000 USD -197993.95000000 N N N ESC LEHMAN BRTH HLDH PROD N/A 525ESC0B6 435000.00000000 PA USD 5220.00000000 0.008372291069 Long DBT CORP US N 2 2049-05-25 Floating 0.50000000 N N N N N N MONITRONICS N/A 000000000 616.00000000 NS USD 2423.71000000 0.003887357392 Long EC CORP US N 3 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount USD 1396648.25000000 2.240066220549 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Australia S31.V1 2I668IBE1 Y sell protection 2024-06-20 1466969.13000000 USD 0.00000000 USD 75000000.00000000 USD -70320.88000000 N N N 2020-08-28 AB UNCONSTRAINED BOND FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX